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Chapter 10: Series Solutions of Linear 268Differential Equations Chapter 11: Second Order Partial Differential ??. Equations and Fourier Series Chapter 12: First Order Partial Differenti

Trang 2

Reproduced by Pearson Addison-Wesley from electronic files supplied by the authors.

Copyright © 2004 Pearson Education, Inc.

Publishing as Pearson Addison-Wesley, 75 Arlington Street, Boston, MA 02116

All rights reserved No part of this publication may be reproduced, stored in a retrieval system, or transmitted,

in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher Printed in the United States of America.

ISBN 0-321-17323-6

2 3 4 5 6 SC 08 07 06 05

for the use of instructors in teaching their courses and assessing student learning Dissemination or sale of any part of this work (including on the World Wide Web) will destroy the integrity of the work and is not permit- ted The work and materials from it should never be made available to students except by instructors using the accompanying text in their classes All recipients of this work are expected to abide by these restrictions and to honor the intended pedagogical purposes and the needs of other instructors who rely on these materials.

Trang 3

Chapter 10: Series Solutions of Linear 268

Differential Equations Chapter 11: Second Order Partial Differential ??

Equations and Fourier Series Chapter 12: First Order Partial Differential

Equations and the Method of Characteristics Chapter 13: Linear Two-Point Boundary Value Problems

Trang 4

Introduction to Differential Equations

5 (b) Substituting into the differential equation yields y( )1 =Ce12 =Ce Using the initial condition,

y( )1 =2=Ce Solving for C , we find C=2e-1

Order = 3 3 arbitrary constants

7 (a) y=C1sin2t C+ 2cos2t Differentiating gives us y¢ =2C1cos2t-2C2sin2t and

Trang 5

11 y=t r Differentiating gives us y¢ =rt r 1- and ¢¢ = -

13 From (12), y=C e1 2t +C e2 -2t, which we differentiate to get y¢ =2C e1 2t-2C e2 -2t Using the

initial conditions, y( )0 =2 and y ( )¢ 0 =0, we have two equations containing C1 and C2:

C1+C2 =2 and 2C1-2C2 =0 Solving these simultaneous equations gives us C1=C2=1.Thus, the solution to the initial value problem is y=e2t +e-2t =2cosh( ).2t

14 y( )0 =c1+c2=1 2, c1-2c2=2 \ c1=1, c2=0 ( )y t =e2t

15 From (12), y t( ) =C e t +C e-t

1 2 2 2

Using the initial condition y( )0 =3, we find that C1+C2 =3.From the initial condition lim ( )

From graph, only at

Also c= -1 From graph ( )y1 = -0 5 \ -1= m- fi m=

Trang 6

cos The object is

dropped from rest, so y¢( )0 =0= -4 +C

pe Solving for C yields C = 4

pe , and putting this

value back into the equation for y¢ and simplifying gives us ¢ = - + - Ê

Integrating again gives us y= - t + tt C

Ë

Á ˆ

¯

˜ ÊË

from a height of 252 ft (at t = 0), y( )0 =C¢ =252 and thus

1 (a) The equation is autonomous because y¢ depends only on y.

1 (b) Setting y¢ =0, we have 0= - +y 1 Solving this for y yields the equilibrium solution: y = 1

2 (a) not autonomous

2 (b) no equilibrium solutions, isoclines are t = constant.

3 (a) The equation is autonomous because y¢ depends only on y.

3 (b) Setting y¢ =0, we have 0 = siny Solving this for y yields the equilibrium solutions: y= ±np

4 (a) autonomous

4 (b) y y( -1)=0, y=0 1, .

5 (a) The equation is autonomous because y¢ does not depend explicitly on t.

5 (b) There are no equilibrium solutions because there are no points at which y¢ =0

6 (a) not autonomous

6 (b) y = 0 is equilibrium solution, isoclines are hyperbolas

7 (a) c = -1: Setting c = -1 gives us - + = -y 1 1 which, solved for y, reads y = 2 This is the

Trang 7

11 One example that would fit these criteria is y¢ = -(y-1)2 For this autonomous D.E., y¢ =0 at

y = 1 and y¢ <0 for -• < y 1< and 1 < y< •

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First Order Linear Differential Equations

Section 2.1

1 This equation is linear because it can be written in the form y¢ + p t y( ) = g t( ) It is

nonhomogeneous because when it is put in this form, g t( ) π 0

9 This equation is linear because it cannot be written in the form y¢ + p t y( ) =g t( ) It is

nonhomogeneous because when it is put in this form, g t( ) π 0

10 linear, homogeneous

11 (a) Theorem 2.1 guarantees a unique solution for the interval (-• •, ), since t

t2 +1 and sin( )t areboth continuous for all t and -2 is on this interval.

11 (b) Theorem 2.1 guarantees a unique solution for the interval (-• •, ), since t

t2

1+ and sin( )t areboth continuous for all t and 0 is on this interval.

11 (c) Theorem 2.1 guarantees a unique solution for the interval (-• •, ), since t

t2

1+ and sin( )t areboth continuous for all t and p is on this interval.

12 (a) 2 < < •t

12 (b) - < <2 t 2

12 (c) - < <2 t 2

12 (d) -• < < -t 2

Trang 9

13 (a) For this equation, p t( ) is continuous for all t π -2 2, and g t( ) is continuous for all t π 3.

Therefore, Theorem 2.1 guarantees a unique solution for ( , )3 • , the largest interval that

includes t = 5.

13 (b) For this equation, p t( ) is continuous for all t π -2 2, and g t( ) is continuous for all t π 3.

Therefore, Theorem 2.1 guarantees a unique solution for (-2 2, ), the largest interval that

includes t = -3

2.

13 (c) For this equation, p t( ) is continuous for all t π -2 2, and g t( ) is continuous for all t π 3.

Therefore, Theorem 2.1 guarantees a unique solution for (-2 2, ), the largest interval that

includes t = 0.

13 (d) For this equation, p t( ) is continuous for all t π -2 2, and g t( ) is continuous for all t π 3.

Therefore, Theorem 2.1 guarantees a unique solution for (-• -2, ), the largest interval thatincludes t = -5.

13 (e) For this equation, p t( ) is continuous for all t π -2 2, and g t( ) is continuous for all t π 3.

Therefore, Theorem 2.1 guarantees a unique solution for (-2 2, ), the largest interval that

15 y t( ) = 3e t2 Differentiating gives us ¢ =y 3e t2( )2t =2ty Substituting these values into the given

equation yields 2ty+p t y( ) =0 Solving this for p t( ), we find that p t( ) = -2t Putting t = 0

into the equation for y gives us y0=3

Trang 10

17 y t( ) = 0 satisfies all of these conditions.

3 (a) We can rewrite this equation into the conventional form: y¢ -2ty=0 Then we will integrate

p t( ) = -2t to find P t( ) = -t2 The general solution, then, is y t( )=Ce-P t( )=Ce t2

3 (b) y( )1 =Ce=3 Solving for C yields C= e

-3 1 Therefore, the solution to the initial valueproblem is y t( )=3e e-1 t2 =3e(t2-1)

5 (b) y( )1 =C=1 Therefore, the solution to the initial value problem is y t( ) =t-4

6 (a) m =exp( -cos ) \ ( )= - - ( cos )

2

1.

Trang 11

9 (a) We can rewrite this equation into the conventional form: y¢ -3(t2 +1)y=0 Then we will

integrate p t( )= -3(t2 +1) to find P t( ) = -t3-3 The general solution, then, ist

2 a We can then substitute this value for C

into the general solution at the point ( , )4 4 : y( ) / /

15 Putting this equation into a form more like #14, we have y¢ = -2ty+6t= -2t y( -3) We will

then let z= y- 3 (and z¢ = ¢y , accordingly) Substituting into our modified original equationyields an equation for z t( ): z¢ = -2 , or put in a more conventional form, tz z¢ +2tz=0 Usingthe same substitution for the initial condition yields z( )0 =4- =3 1 Integrating p t( ) = 2t gives

us P t( ) = t2 The general solution is then z t( ) =Ce-t2 Our initial condition requires that C = 1,

Trang 12

so the solution for z t( ) is z t( ) =e-t2 In terms of y t( ), this solution reads y- =e-t

3 2 Solvedfor y t( ), this solution is y t( ) =e-t2 +3

17 Solving the equation y¢ +cy=0 with our method yields the general solution y t( ) = y e0 -ct

Looking at the graph, we can see that y( )0 =2=y0 and y(-0 4 )=3=y e0 -c(-0 4 )=2e0 4 c

Solving for c gives us c = Ê

Ë

Á ˆ

¯

˜ ª5

19 (a) The general solution to this D.E is y t( ) = y e0 -t, which can be rewritten as ln( )y = - +t c

Thus, this D.E corresponds to graph #2 with y0 y e y0 e2

0

19 (b) The general solution to this D.E is y t( )= y e0 tsin4t, which can be rewritten as

ln( )y =tsin4t c+ Thus, this D.E corresponds to graph #1 with y y e y

, which can be rewritten as

ln( )y = -t sin4t c+ Thus, this D.E corresponds to graph #3 with y y e y

1.

Trang 13

Substituting values from the table gives us the necessary equations to solve for y0 and n First,

2 11

14

Section 2.3

1 For this D.E., p t( ) = 2 Integrating gives us P t( ) = 2t An integrating factor is, then, m( )t =e2t

Multiplying the D.E by m( )t , we obtain e y2t e y2t e y2t e2t

¢ + =( )¢ = Integrating both sides yields

e y2t = +t C Therefore, the general solution is y t( ) =te-2t +Ce-2t

4 y¢ +2ty=te y t ¢ =te te y t = 1e t +Cy= +Ce-t

2

12

7 For this D.E., p t( ) = 1 Integrating gives us P t( ) =t An integrating factor is, then, m( )t =e t

Multiplying the D.E by m( )t , we obtain e y t ¢ +e y t =(e y t )¢ =te t Integrating both sides yields

e y t =te t -e t +C Therefore, the general solution is y t( ) = - +t 1 Ce-t

Trang 14

9 For this D.E., p t( ) = -3 Integrating gives us P t( ) = -3t An integrating factor is, then,

m( )t =e-3t Multiplying the D.E by m( )t , we obtain e y- t e y-t e y-t e-t

¢ - = ¢ =

3 ( ) 6 Integrating both sides yields e y- t e- t C

3 2

3 2

5 2

32

12

¢ + =( )¢ = Integrating both sides yields

3

2

5 2

15

= + Solving for y gives us y= 1e t +Ce- t

= = + Solving for C yields C = -1

5, and thus our final solution is y= 1e t- e- t

5

15

3

Trang 15

2 Integrating gives us P t( )= sin( )t

2 An integrating factor is, then, m( )

1

14

= + - + + fi = - + + +

-y(-1)= -e 1+ +Ce =eC= e

-2

14

14

\ y=e-t + t + + e-(t+)

2

14

14

= + + Solving for y gives us y= t + +Ct

-4

13

1

3 Solving for C yields C = -1

4, and thus our final solution

is y= t + - t

-4

13

14

3

The t-interval on which this solution exists is -• < < t 0

Trang 16

18 2tCe t2 + pCe t2 =0fi p t( )= -2t Substituting, (Ce t2 +2)¢ -2t Ce( t2 +2)= -4tg t( )= -4t.

19 Multiplying both sides of the equation by the integrating factor, m( )t =t, we have

ty=t Ct( -1+1)= +t C Differentiating gives us ( )ty ¢ = 1 Therefore,

y (1 cos )t y 1 cos , ( )t y 0 3, m e t sint

(e t+sint y) ( cos )t e t+sint (e t+sint) e t+sint y e t+sint C y Ce- +(t sin )t

23 Putting this D.E in the conventional form, we have y¢ +2y=e-t-2 For this D.E., p t( ) = 2

An integrating factor is, then, m( )t =e2t Multiplying the D.E by m( )t , we obtain

e y2t e y2t e y2t e t e2t

¢ + =( )¢ = - Integrating both sides yields e y2t =e t-e2t +C Solving for

y gives us y=e-t- +1 Ce-2t, and with our initial condition, y( )0 = - = - +2 1 1 C Solving for

C yields C = -2 , and thus our final solution is y=e-t- -1 2e-2t Therefore, lim ( )

Æ• = -1

Trang 17

(sin ) ( ) (sin ) Integrating both sides yields

e- t y e- t C

Solving for y gives us y= +1 Cecost, and with our initial condition,

y( )0 =3 1= +CeC=2e-1 Therefore, the solution for 0 £ £t p is y= +1 2ecost-1 and

(sin ) ( ) ( sin ) Integrating both sides yields

e- t y e- t C

= - +

cos cos Solving for y gives us y= - +1 Cecost, and with our initial condition,

y( )p = +1 2e-2= - +1 Ce-1fiC=2e1+2e-1 Therefore, the solution for p £ £t 2 isp

Trang 18

t y¢ - t y=(t y)¢ = Integrating both sides yields 1

t y=C Solving for y gives us

y=Ct, and with our initial condition, y( )3 =3=C( )3 fiC=1 Therefore, the solution for

30 1 025 5000( )=( ) ◊

2 0

1

2 1 03( )=( + ) =( ) Setting P t2( ) =2A0 yields 2= 1 032t, and solving for t gives us

\ 8 =0 5 fi = 1 ª0 0625 ( 6 25%)

16

Trang 19

5 (a) P B¢ =( 0 04+0 004 t P) B; P B( )0 = A0.

5 (b) P B = A e0 .04t+.002t2 This can be verified easily through differentiation

5 (c) For Plan A, P t A( )= A e0 06t To find the time t at which Plan B “catches up” with Plan A, let us

set P t A( )=P t B( ): A e t A e t t

0 06 0

7 We can simplify this problem by considering the two deposits separately and then adding the

principals of each deposit together at a time of twelve years We have, then,

Solving this with the quadratic formula yields one positive value of x: x ª1 5616 =e6r

Solving for r yields r ª 0 0743

8 11 000 000 10 000 000, , = , , e5k Solving for k yields k = Ê

1110

11 80 000 100 000, = , e6k Solving for k yields k = 1

6ln( ) Using this value for 8 k , we have

0 and must be nonnegative fi - ≥0 If net immigration rate M > 0,

net growth rate k < 0 and vice versa.

Trang 20

13 (a) For Strategy I, we have M I =kP0 For Strategy II, we have M II =P e0( k-1).

13 (b) The net profit for each strategy would equal (M profit fish)( ), and so the profit for Strategy I

is, then: PrI =500 000 3172 75, ( )( )=118 950, , and the profit for Strategy II

14 (c) If k > 0, introduce the immigrants as early as possible If k < 0, introduce as late as possible.

15 (a) From the general solution of the radioactive decay equation, Q t( ) =Ce-kt, we can use the data

given to find C and k Q( )1 =Ce-k =100

10

ln Using this value of k

with the t = 1 data, we find that C=Q0 =149 4 mg C=Q0, since the exponential falls off theexpression for Q at t = 0.

ln

ln( )ln

10 3

10 3

10 3

10 3

Trang 21

17 Q¢ = -kQ+M Writing this D.E in the conventional form, we have Q¢ +kQ= M For this

D.E., p t( ) =k and P t( ) = kt, which yields an integrating factor of m( )t =e kt Thus,

e Q kt ¢ +ke Q kt =(e Q kt )¢ =e M kt Integrating both sides gives us e Q e M

- = for T and for T

Trang 22

To determine the angle a , part of the diagram is shown here with the radii of the circles

The corresponding contact angles and belt tensions are:

1 (a) To begin, Q( )0 =0 and Q¢ =( )( )0 2 3 - Q ( )

100 3 Putting the second equation in the conventionalform, we have Q¢ +0 03 Q=0 6 Multiplying both sides of this equation by the integratingfactor m( )t =e0 03. t gives us (e0 03. t Q) e0 03. t

Trang 23

Q( )0 =0=20+C, so C = -20 With this value for C , our final equation for Q is

form, we have Q¢ +0 005 rQ=0 25 r Multiplying both sides of this equation by the integratingfactor m( )t =e0 005. rt gives us (e0 005. rt Q) re0 005. rt

= = - - , and solving for r yields

5 (a) To begin, Q( )0 =10, V ( )0 =100, and V t( ) =100+t Since the tank has a capacity of 700

gallons, 100+ =t 700 Solving for t yields t = 600 minutes.

Trang 24

2.Multiplying both sides of the equation by the integrating factor m( )t =e2ln(100+t)=(100+t)2

3 1000

Ê Ë ˆ

20003

= + , and

Trang 25

solving for Q B, Q B e Ce

= 2000 - + 3

Á ˆ

¯

˜Ê Ë

7 (c) Setting Q B¢ = 0, we have 0 2000

3

1500

1200

=ÊË

Á ˆ

¯

˜ -Ê +Ë

3

5

ln hours

7 (d) Here, we want to determine t A such that Q t A( ) =A 1

2 lb and t B such that Q t B( )£ 0 2 lb where

t£t B This can be solved via plotting: t A ª 3800 hours and t B ª 4056 hours Therefore,

( sin ) ( ( cos ) ) ( sin ) ( cos )

Qe( 3t cos )t e t cost C Q Ce ( tcos )t

Trang 26

Substituting this back into our equation for Q yields Q=100 90- e-200

0 6 200

3 200 3 200 2

+

ÏÌÓ

¸

˝

˛+

3

200 =40+-0 6 +0 009 +

-1 000225

3 200

cos sin

3 200

Q =Q e- k Solving for k , we have k = ln2

18 Thus for the decay of the radioactive material

alone, we have Q t( ) e t

ln

=5

-2

18 with t measured in hours Now, for the lake, we know that Q

varies both with decay and with the water flow Accordingly, we will begin with the

relationship Q t t Q t kQ t t Q t

V r t

( +D )- ( )ª - ( )D - ( ) D

Trang 27

Using a form of the definition of the derivative and solving for , we have

¯

˜ ª

-218

10

278218

ln

( ) min.

¯

˜ ª

110

350 120

ln The temperature of the food after 20 minutes in the oven is,

then,q(20)=350+(40-350)e-20k=350-(310 0 550)( )ª179 5 degrees Finally, the food iscooled at room temperature, so q( )t = = +( - )e-. t

110 72 179 5 72 0 02985 Solving for t yields

-ÊË

¯

˜ ª1

0 02985

110 72

179 5 72 34 8 ln . minutes.

5

14042

15

103

ˆ

¯

˜

ÏÌÔÓ

¸

˝Ô

¯

˜

ÏÌÓ

Trang 28

100 10

21214

3227ln

12

228150

Trang 29

First Order Nonlinear Differential Equations

Section 3.1

1 (a) Solving for y¢, we have y¢ = 1 - t y

3(1 2 cos ) Thus, f t y( , )= ( - tcos )y

( sin ) sin f and ∂

f

y are continuous in the entire ty plane.

1 (c) The largest open rectangle is the entire ty plane, since f and ∂

y are continuous in the entire ty plane.

3 (c) The largest open rectangle is the entire ty plane, since f and ∂

61

Trang 30

t y

y t

Trang 31

¢ = , so - = From the initial condition, we have 8

3 1

53

14

114

t

Trang 32

6 (a) e y-y t t t t C

¢ +( -sin )=0, cosso e- -y+(22 + )= From the initial condition, we have

- + =1 1 0=C Then we have e-y= t22 +costy= -ln(t22 +cos t)

8 (a) (cos )y y¢ +t-2= , siny t1=C

0 so - - From the initial condition, we have 0- -( 1)= =1 C Then

we have siny= +t- fiy=sin-( +t- )

1

1 1

121

121

ÊË

11

, and solving for y yields y e

e

t t

= +

Trang 33

12 (b) -• < < •t

13 (a) sec2y y( )¢ +e-t =0, so tany-e-t =C From the initial condition, we have C = - =1 1 0 Then

we have tany e t, tany e t

y- y y( )¢ + t- t = so y2+ y+ t + t=C From the initial condition, we

have 0 1 0 1+ + + =2= C Then we have y2+cosy= -2 t -cost

1

2 0 0 4

12

-ÊË

246

23

18 y3+t2 +siny=4fi3y y2 ¢ +2t+(cos )y y¢ =0fi(3y2+cos )y y¢ +2t=0

When t=2, siny03+4+ y0 =4fi y03 +siny0 =0fiy0=0fi y( )2 =0

19 First, y e¢ y +ye y y ¢ +2t=cos Then 1t ( +y e y) y ¢ +(2t-cost)=0 At t0 =0, we have

0 1

Trang 34

21 (b) When t = 0, S( )0 =S0=1, so C=K◊ + =0 1 1 Then we have Kln +S S= -at+1 From the

other conditions, we have Kln 3 ln K

4

3

34

14

ÊË

C C, , and tan u t In terms of y, this reads y= - + Êt - p

Ë

¯

˜2

32

32

32

-2 From the implicit initial condition, we have

Q0-2= -C, so Q-2=2kt+Q0-2 Solved for Q, we have Q t

Trang 35

Thus 1

2 0 1 2

0 0 2

kQ

=+ t , where t is the half-life of the reactant Therefore,

2= 1 2+ kQ02t, which, solved for t, gives t = 3

2kQ02 Thus the half-life depends upon Q0.

0 1

0 0

0

0 Thus

dy y

ÏÌÓ

<

ÏÌ

-ln ,

( ) , ( ) ,

00

28 y¢ = -y2 is graph c y¢ = y3 is graph a y¢ = y(4-y) is graph b.

29 This is a translation three units to the right of graph (a) in problem 28

3 From the initial condition, we know that H( )0 = +1 CC=H( )0 -1, and

H( )0 1 C

3 2

= + Thus C2 C 2

3

= + Now we have H y( ) = +t C and ysin -y 3t+ =3 0, so

ysiny=3(t-1)fi 1ysiny= + -t ( 1)fiH y( )= ysiny C= -1

3

1

3 , and

Trang 36

Therefore, C2 C 2

3 1

23

13

= + = - + = - and the implicit solution of the initial value problem is

2 + -2 =3fi = - 6+4 -2 (the minus sign can be checked by the initial condition)

2 M= y+t3, , , so the equation is exact.N = +t y3 M y=N t =1

Ë

¯

˜tan 3

4 .

4 M=3t y N2 , , =6t+y3 M y=3t2, Nt=6 Therefore, the differential equation is not exact

5 M=e t y+ +3t2, , , so the equation is exact.N =e t y+ +2y M y=N t =e t y+

Trang 37

cos( ) cos( ) 2 2 2 2, and so h=e y2 From the initial

condition, we have 0+p + =1 C, and thus sin( ) ty + +t e y2 =p +1

7 M y=cos(t+y)-ysin(t+y)+1, cos(N t = t+y)-ysin(t+y)+1, so the equation is exact

y + y¢ +t+ = filn(y + )+ln(t+ )=C From the initial condition, we have ln2 = C

Thus (y2 +1) (t+1)=2, and solving for y yields y t

t

-+1

Trang 38

1 (a) The equation is both separable and exact.

1 (b) (i) y¢ = y(2-y)fi ¢ -y 2y= -y2fi 1-n= - =1 m v, = y-1fi y=v-1, thus y¢ = -v v2 ¢ and

-v v-2 ¢ =2v-1-v-2 or v¢ +2v=1, ( )v 0 =1

(ii) e v2t e2t e v2t 1e2t C v Ce 2t

2

12

1

1

Trang 39

2

12

( )¢ = fi = + or = + From the initial condition, 1

12+C= fiC= ,

1 3

32

94

32

or From the initial

condition, -3+ = fi =

112

112

¯

˜

112

32

2

3 2

6 (c) -• < < •t

Trang 40

7 First, let u=e y Then y u y u

Solving for u gives us

u= - +t Ct2 From the initial condition, we have y( )1 =0fiu( )1 =1, and so

1

1 3

ÊËÁ

ˆ

¯

˜ = - +

-

t t

t t

e e rt

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