Ch041
Ch041
CHAPTER
Higher-Order Linear
4 Differential Equations
Review 4.1
1 (a) The set of functions is linearly independent on (–∞, ∞) since
f1(x) e3x–1
= x + 1 = e2x – 2 ≠ constant
f2(x) e
(b) c1(0) + c2x + c3 sin x = 0 ⇒ c1 ≠ 0, c2 = c3 = 0. Not all constants are zero. Therefore the set of
2
W(x2, x–3) =
x2
∣ x–3
2x –3x–4 ∣
= –5x–2 ≠ 0
Review 4.2
1 P(x) = –6. By using reduction of order formula,
e–∫(–6)dx
y2 = e3x∫ 3x 2 dx
(e )
e6x
= e3x∫ 6x dx
e
= e3x∫1 dx
= xe3x
The general solution of the differential equation is given by y = c1e3x + c2xe3x
1 4 1
2 The standard form of the equation is: y” + y’ + 2 y = 0 , then P(x) = .
x x x
Using reduction of order formula,
e–∫1/x)dx 1
y2 = cos (2 ln x) ∫ dx = cos (2 ln x) ∫ dx
cos2(2 ln x) x cos2(2 ln x)
1
= cos (2 ln x) ∫ sec2(2 ln x) dx
x
= cos (2 ln x) [tan (2 ln x)] = sin (2 ln x)
Review 4.3
1 (a) The auxiliary equation is m2 – 7m + 10 = 0 which has roots 2 and 5.
The general solution is y = c1e2x + c2e5x.
(b) The auxiliary equation is m2 + 2m + 3 = 0 which has roots m = –1 ± i 2.
The general solution is y = c1e–x cos 2x + c2e–x sin 2x .
and
m1,2 = 2 ± i 2, m3,4 = – 2 ± i 2,
The general solution is
– – 2x
y = c1e 2 x cos 2x + c2e 2 x sin 2x + c3e 2x
cos 2x + c4e sin 2x
Review 4.4
1 (a) From the auxiliary equation: m2 – 5m – 6 = 0, yc = c1e–x + c2e6x and by superposition approach,
5
yp = Axe–x. Substituting into the given differential equation, we obtain A = . Therefore
7
5 –x 5
yp = xe and the general solution is y = c1e + c2e + xe–x.
–x 6x
7 7
(b) From the auxiliary equation: m + 2m + 2 = 0, yc = c1e cos x + c2e–x sin x.
2 –x
2 From the auxiliary equation m3 – 9m2 – 36m = 0, yc = c1 + c2e–3x + c3e12x and yp = (Ax4 + Bx3 + Cx2
+ Dx) + (Ex2 + Fx)e–3x + (Gx + H)e5x + (1x + J)ex sin 2x + (Kx + L)ex cos 2x
Review 4.5
1 (a) The auxiliary equation is m2 + 9 = 0 which has roots m = ±3i.
The general solution is y = c1 cos(3 ln x) + c2 sin (3 ln x).
Higher-Order Linear Differential Equations
3
1
(b) The auxiliary equation is 2m2 + 5m + 2 = 0 which has roots m = – , – 2.
2
The general solution is y = c1x1/2 + c2x–2.
W= x ∣ x2 ln x
∣
2
= x3
2x x + 2x ln x
Identifying f(x) = ln x, we obtain
y f(x) (x2 ln x)(ln x) (ln x)2 1
u1 = –∫ 2 dx = –∫ dx = –∫ dx = – (ln x)3
W (x3) x 3
y f(x) (x )(ln x)
2
(ln x) 1
u2 = ∫ 1 dx = ∫ dx = –∫ dx = (ln x)2
W (x3) x 2
1 1 1
Therefore yp = – x2 (ln x)3 + x2 (ln x)3 = x2 (ln x)3 and the general solution is y = c1x2 + c2x2
3 2 6
1 2
ln x + x (ln x) . 3
6
Exercises
MULTIPLE-CHOICE QUESTIONS
1 B 2 B 3 B 4 B 5 B
SHORT-ANSWER QUESTIONS
4.1 Basic Concepts
1 F 2 T 3 F 4 T
5 T 6 T
f1(x) x 1
7 The set of functions is linearly dependent since = = ≠ constant.
f2(x) 3x2 3x
f1(x) ex
8 The set of functions is linearly dependent since = = e–2x ≠ constant.
f2(x) e3x
f1(x) x+2 1
9 The set of functions is linearly independent since = = = constant.
f2(x) 4x + 8 4
Not all constants are zero. Therefore the set of functions is linearly dependent.
Solutions Manual
4
∣ ∣
W(e2x, e5x) = e 2x e 5x = 3e7x ≠ 0
2x 5x
2e 5e
for (–∞, ∞). The general solution is: y = c1e2x + c2e5x
∣
W(e3x, xe3x) = e 3x 3x xe 3x = e6x ≠ 0 ∣
3x 3x
3e e + 3e
for (–∞, ∞). The general solution is: y = c1e3x + c2xe3x
for (–∞, ∞). The general solution is: y = c1e2x sin x + c2e2x cos x
∣ ∣
1 sin 2x cos 2x
∣
W (1, sin 2x, cos 2x) = 0 2 cos 2 x –2 sin 2 x = (1) 2 cos 2x –2 sin 2x = –8 ≠ 0
0 –4 sin 2x –4 cos 2x
–4 sin 2x –4 cos 2x ∣
for (–∞, ∞). The general solution is: y = c1 + c2 sin 2x + c3, cos 2x
∣ ∣
x–1 x–1/2
1 –5/2
W (x , x ) =
–1 –1/2
1 –3/2 = – x ≠ 0
–x–2 – x
2 ( ) 2
W (x2, x2 ln x) = x ∣ x2 ln x
∣
2
= x3 ≠ 0
2x 2x ln x + x
for (0, ∞). The general solution is: y = c1x2 + c2x2 ln x
24 The auxiliary equation is m2 – 16 = 0 which has roots ±4. The general solution is y = c1e4x + c2e–4x.
25 The auxiliary equation is m2 + m – 12 = 0 which has roots 3 and –4. The general solution is
y = c1e3x + c2e–4x.
26 The auxiliary equation is m2 – 4m + 4 = 0 which has repeated roots 2. The general solution is
y = c1e2x + c2xe2x.
27 The auxiliary equation is m2 – 12m + 36 = 0 which has repeated roots 6. The general solution is
y = c1e6x + c2xe6x.
28 The auxiliary equation is m2 + 25 = 0 which has complex roots ±5i. The general solution is
y = c1 cos 5x + c2 sin 5x.
29 The auxiliary equation is m2 + 4m + 5 = 0 which has complex roots –2±i. The general solution is
y = c1e–2x cos x + c2e–2x sin x.
30 The auxiliary equation is m2 – 8m + 25 = 0 which has complex roots 4±3i. The general solution is
y = c1e4x cos 3x + c2e4x sin 3x.
3
31 The auxiliary equation is 4m2 – 12m + 9 = 0 which has repeated roots . The general solution is
3x 3x 2
y = c1e 2 + c2xe 2 .
32 The auxiliary equation is m3 – 2m2 + 4m – 8 = 0 which has roots ±2i and 2. The general solution
is y = c1 cos 2x + c2 sin 2x + c3e2x.
33 The auxiliary equation is m3 + 6m2 + 13m = 0 which has roots 0 and –3 ± 2i. The general solution
is y = c1 + c2e–3x cos 2x + c3e–3x sin 2x.
1
34 The auxiliary equation is 2m4 – m3 = 0 which has roots 0, 0, 0 and . The general solution is
2
y = c1 + c2x + c3x2 + c4e(1/2)x.
35 The auxiliary equation is m4 – 3m2 – 4 = 0 which has roots ±2 and ±i. The general solution is
w = c1e2t + c2e–2t + c3 cos t + c4 sin t.
36 The auxiliary equation is m5 + 2m4 + m3 = 0 which has roots 0, 0, 0, –1, –1. The general solution
is u = c1 + c2r + c3r2 + c4e–r + c5re–r.
Solutions Manual
6
37 The auxiliary equation is m5 + 2m4 – 16m – 32 = 0 which has roots –2,–2, 2 and ±2i. The general
solution is y = c1e–2t + c2te–2t + c3e2t + c4 cos 2t + c5 sin 2t.
2 ±i 2 – 2 ±i 2
38 The auxiliary equation is m6 – m4 + m2 – 1 = 0 which has roots –1, 1, , and .
2 2
The general solution is:
2x 2
2 2 – x 2 2
[
y = c1e–x + c2ex + e 2 c3 cos
2
x + c4 sin
2 ] [
x + e 2 c5 cos
2
x + c6 sin
2
x. ]
39 The auxiliary equation is m2 – 4m + 3 = 0 which has roots 3 and 1. The general solution is
y = c1e3x + c2ex. From the given initial conditions, we obtain
c1 + c2 =2
3c1 + c2 = 1
1 5 1 5
Then c1 = – , c2 = . The solution is y = – e3x + ex.
2 2 2 2
40 The auxiliary equation is m2 + 6m + 25 = 0 which has roots –3 ± 4i. The general solution is
y = c1e–3x cos 4x + c2e–3x sin4x. From the given initial conditions, we obtain:
1
c1 = 1, – 3c1 + 4c2 = – 1 ⇒ c2 =
2
1 –3x
The solution is y = e cos 4x + e sin 4x.
–3x
2
41 The auxiliary equation is m2 + 4 = 0 which has roots ±2i. The general solution is y = c1 cos2x + c2
sin 2x. From the given initial conditions, we obtain c1 = 0, c2 = 1. The solution is y = sin 2x
42 The auxiliary equation is m3 – 5m2 + 6m = 0 which has roots 0, 3 and 2. The general solution is
y = c1 + c2e3x + c3e2x. From the given initial conditions, we obtain:
c1 + c2 + c3 =1
3c2 + 2c3 = 5
9c2 + 4c3 = –1
10 11 10 11 3x
Then c1 = – , c2 = – , c3 = 8. The solution is y = – – e + 8e2x.
3 3 3 3
43 The auxiliary equation is m3 + 2m2 + m + 2 = 0 which has roots –2, ±i. The general solution is
y = c1e–2x + c2 cos x + c3 sin x. From the given initial conditions, we obtain:
c1 + c2 = 1
–2c1 + c3 = 2
4c1 – c2 = 0
1 4 12 1 4 12
Then c1 = , c2 = , c3 = . The solution is y = e–2x + cos x + sin x.
5 5 5 5 5 5
45 From the auxiliary equation m2– 4 = 0, we find m = ±2. Then yc = c1e2x + c2e–2x and yp = (Ax + B)
+ Cxe–2x + (Dx2 + Ex)e2x.
Higher-Order Linear Differential Equations
7
46 From the auxiliary equation m2 + 2m – 3 = 0, we find m = 1, –3. Then yc = c1et + c2e–3t and
yp = Aet cos t + Bet sin t (Ct2 + Dt + E) + (Ft2 + Gt) e–3t.
47 From the auxiliary equation m3 – 9m2 – 36m = 0, we find m = 0, –3, 12. Then
yc = c1 + c2e–3x + c3e12x
yp = (Ax4 + Bx3 + Cx2 + Dx) + (Ex + F)ex cos 2x + (Gx + H) ex sin 2x.
48 From the auxiliary equation m4 – m3 – m2 – m – 2 = 0, we find m = –1, 2, ±i. Then yc = c1e–x + c2e2x
+ c3 cos x + c4 sin x and yp = (Ax6 + Bx5 + Cx4 + Dx3 + Ex2 + Fx + G).
51 From the auxiliary equation m5 – 4m3 = 0, we find m = 0, 0, 0, ±2. Then yc = c1 + c2x + c3x2 + c4e2x
+ c5e–2x and yp = Axe–2x + (Bx5 + Cx4 + Dx3).
55 From the auxiliary equation: m2 + 4 = 0, we find m = ±2i. Then yc = c1 sin 2x + c2 cos 2x and
W= ∣2sincos2x2x ∣
cos 2x = –2.
–2 sin 2x
with f (x) = 3 sec 2x, we obtain
y f (x) (cos 2x)(3 sec 2x) 3 3
u1 = –∫ 2 dx = –∫ dx = ∫1 dx = x
W (–2) 2 2
y1 f(x) (sin 2x)(3 sec 2x) 3 3
u2 = ∫ dx = ∫ dx = – ∫tan 2x dx = ln |sec 2x|
W (–2) 2 4
Solutions Manual
8
3 3
Therefore yp = x sin 2x + cos 2x ln |sec 2 x| and the general solution is y = c1 sin 2x + c2 cos 2x
2 4
3 3
+ x sin 2x + cos 2x ln |sec 2x|.
2 4
56 From the auxiliary equation: m2 + 2m + 2 = 0, we find m = –1 ±i . Then yc = c1e–x sin x + c2e–x cos x
and by superposition approach: yp = Aex sin x + Bex cos x. Substituting into the given differential
equation, we obtain
4A – 4B = 1
4A + 4B = 0
1 1 1 x 1
Then A = , B = – , and yp = e sin x – ex cos x and the general solution is y = c1e–x sin x
8 8 8 8
1 x 1 x
+ c2e cos x + e sin x – e cos x.
–x
8 8
57 From the auxiliary equation: m2 + 2m + 1 = 0, we find m = –1, –1. Then yc = c1e–x + c2xe–x and
W= ∣ e–x xe–x
–e–x e–x – xe–x ∣
= e–2x.
e –x
with f (x) = , we obtain
1+x
y f (x) x 1
u1 = –∫ 2
W
dx = –∫
1+x [
dx = – ∫ 1 –
1+x ]
dx = – x + ln|1 + x|
y f (x) 1
u2 = ∫ 1 dx = ∫ dx = ln|1 + x|
W 1+x
Therefore yp = (–x + ln|1 + x|)e–x + (ln|1 + x|)xe–x and the general solution is y = c1e–x + c2xe–x
+ (–x + ln|1 + x|)e–x + (ln|1 + x|)xe–x.
58 From the auxiliary equation: m2 + 1 = 0, we find m = ±i. Then yc = c1 sin x + c2 cos x and
∣
W = sin x ∣
cos x = –1.
cos x –sin x
with f(x) = csc2 x, we obtain
y f (x) (cos x)(csc2 x) cos x
u1 = –∫ 2 dx = –∫ dx = ∫ 2 dx = – csc x
W (–1) sin x
y1 f (x) (sin x)(csc2 x)
u2 = ∫ dx = ∫ dx = –∫csc x dx = – In |csc x – cot x|
W (–1)
Therefore yp = – sin x csc x – cos x ln|csc x – cot x| and the general solution is
y = c1 sin x + c2 cos x – sin x csc x – cos x ln|csc x – cot x|.
60 From the auxiliary equation m2 + 16 = 0, we find m = ±4i. Then yc = c1 cos 4x + c2 sin 4x and
by superposition approach, the form of yp = (Ax + B). Substituting into the given differential
equation, we obtain
Higher-Order Linear Differential Equations
9
5
16A = 5 ⇒ A =
16
16B = 0 ⇒ B = 0
5 5
Therefore yp = x and the general solution is y = c1 cos 4x + x. From the given initial
16 16
37
conditions, we obtain: c1 = 2, c2 = – . Therefore:
64
37 5
y = 2 cos 4x – sin 4x + x
64 16
62 From the auxiliary equation m2 – 4 = 0, we find m = ±2. Then yc = c1e2x + c2e–2x and by
superposition approach, the form of yp = Axe2x + B. Substituting into the given differential
1 5 1 2x 5
equation, we obtain A = , B = – . Therefore yp = xe – and the general solution is
4 4 4 4
1 5
y = c1e2x + c2e–2x + xe2x – . From the given initial conditions,
4 4
5
c1 + c2 =
4
3
2c1 – 2c2 =
4
13 7 13 2x 7 –2x 1 2x 5
Thus, we obtain c1 = , c2 = . Therefore: y = e + e + xe – .
16 16 16 16 4 4
64 From the auxiliary equation m3 + 3m2 = 0, we find m = 0, 0, –3. Then yc = c1 + c2x + c3e–3x and
by superposition approach, the form of yp = (Ax3 + Bx2) + Cxe–3x. Substituting into the given
1 1 2 1 1 2
differential equation, we obtain A = , B = – , C = . Therefore yp = x3 – x2 + xe–3x
2 3 3 2 3 3
1 1 2
and the general solution is y = c1 + c2x + c3e–3x + x3 – x2 + xe–3x. From the given initial
2 3 3
conditions,
c1 + c3 = 1
2
c2 – 3c3 + = 0
3
17
c3 =
27
10 11 10 11 17 –3x 1 3 1 2 2 –3x
Thus, c1 = , c2 = . Therefore: y = + x+ e + x + x + xe .
27 9 27 9 27 2 3 3
67 The auxiliary equation is m2 – 4m + 4 = 0 which has roots 2 and 2. The general solution is
y = c1x2 + c2x2 ln x.
68 The auxiliary equation is m2 + 6m + 8 = 0 which has roots –2 and –4. The general solution is
y = c1x–2 + c2x–4.
69 The auxiliary equation is m2 – 12m + 36 = 0 which has roots 6 and 6. The general solution is
y = c1x6 + c2x6 ln x.
70 The auxiliary equation is m2 + 4m + 5 = 0 which has roots (–2±i). The general solution is
y = c1x–2 cos (ln x) + c2x–2 sin (ln x).
3 1
71 The auxiliary equation is 4m2 – 8m + 3 = 0 which has roots and . The general solution is
2 2
y = c1x3/2 + c2x1/2.
W= x
1 ∣ ∣
x2 = x2.
2x
1
Identifying f(x) = , we obtain
x
Higher-Order Linear Differential Equations
11
y2 f(x) (x2)(1/ x) 1
u1 = –∫ dx = –∫ dx = ∫ dx = – ln x
W (x2) x
y f(x) (x)(1/x)
u2 = ∫ 1 dx = ∫ dx = –∫x–2 dx = –x–1
W (x2)
Therefore yp = –x ln x – x and the general solution is y = c1x + c2x2 – x ln x – x.
∣
W= x
1 ∣
x–1 = –2x–1.
–x–2
Identifying f(x) =5x , we obtain
4
y f(x) (x–1)(5x4) 5 1
u1 = –∫ 2 dx = –∫ dx = ∫x4 dx = x5
W (–2x–1) 2 2
y f(x) (x)(5x )
4
5 5 7
u2 = ∫ 1 dx = ∫ dx = ∫x6 dx = x
W (–2x–1) 2 14
1 5 5 1 1
Therefore yp = (
2 ) ( )
x x + – x7 x–1 = x6 and the general solution is y = c1x + c2x–1 + x6.
14 7 7
∣3xx ∣
x2 = – x4.
3
W= 2
2x
Identifying f (x) = 7x , we obtain
–3/2
y f(x) (x2)(7x–3/2) 14
u1 = –∫ 2 dx = –∫ dx = 7∫x–7/2 dx = – x–5/2
W (–x )
4
5
y1 f(x) (x3)(7x–3/2) 14
u2 = ∫ dx = ∫ dx = –7∫x–5/2 dx = – x–3/2
W (–x4) 3
14 –5/2 3 14 –3/2 2 28 1/2
Therefore yp = – ( 5
x x + )3
x ( x = )
15
x and the general solution is y = c1x3 + c2x2
28 1/2
+ x .
15
∣ ∣
2
W = cos (2 ln x) sin (2 ln x) = .
2 2 x
– sin (2 ln x) cos (2 ln x)
x x
1
Identifying f(x) = sec (2 ln x), we obtain
x2
y f(x) (sin (2 ln x))(x–2 sec (2 ln x)) 1 1
u1 = –∫ 2 dx = –∫ dx = – ∫ tan(2 ln x) dx
W (2x–1) 2 x
1
= ln |cos(2 ln x)|
4
y f(x) (cos (2 ln x))(x–2 sec (2 ln x)) 1 1 1
u2 = ∫ 1 dx = ∫ dx = ∫ dx = ln x
W (2x–1) 2 x 2
1 1
Therefore yp = cos (2 ln x) ln|cos (2 ln x)| + (ln|x|) sin (2 ln x) and the general solution is
4 2
1 1
y = c1 cos(2 ln x) + c2 sin(2 ln x) + cos (2 ln x) ln|cos (2 ln x)| + (ln|x|) sin (2 ln x).
4 2
Solutions Manual
12
1
76 The auxiliary equation is 4m2 + 1 = 0 which has roots ± i. The general solution is
2
1 1
y = c1 cos (
2 )
ln x + c2 sin
2 ( )
ln x . From the given initial conditions, c1 = 0, c2 = –2. Thus,
1
y = –2 sin (
2
ln x . )
77 The auxiliary equation is m2 – 6m + 5 = 0 which has roots 5, 1. The general solution is
1 5 1 5
y = c1x5 + c2x. From the given initial conditions, c1 = – , c2 = . Thus, y = – x5 + x
2 2 2 2
1 1
78 The auxiliary equation is 6m2 – m – 1 = 0 which has roots , – . The general solution is
2 3
4 6 4 6
y = c1x1/2 + c2x–1/3. From the given initial conditions, c1 = , c2 = . Thus, y = x1/2 + x–1/3.
5 5 5 5
∣–2xx ∣
x–3 = –x–6.
–2
W= –3
–3x–4
Identifying f (x) = 9x–2, we obtain
y f(x) (x–3)(9x–2) 9
u1 = –∫ 2 dx = –∫ dx = 9∫x dx = x2
W (–x )
–6
2
y1 f(x) (x–2)(9x–2)
u2 = ∫ dx = ∫ dx = –9∫x2 dx = –3x3
W (–x–6)
9 2 –2 3 3
Therefore yp = (2 )
x x + (–3x3) x–3 = and the general solution is y = c1x–2 + c2x–3 + . From
2 2
19
the given initial conditions, we obtain c1 = – , c2 = 6,
2
19 –2 3
Therefore, yp = – x + 6x + –3
2 2
∣
W = x x ln x = x
1 1 + ln x ∣
Identifying f(x) = 2x , we obtain
4
y f(x) (x ln x)(2x4) 2 2 5
u1 = –∫ 2 dx = –∫ dx = – 2∫x4 In x dx = – x5 In x + x
W (x) 5 25
y f(x) (x)(2x4) 1
u2 = ∫ 1 dx = ∫ dx = ∫2x4 dx = x5
W (x) 2
2 2 5 2 5 2 6
(
Therefore yp = x – x5 In x +
5 25 )
x + x In x
5
x =( 25 )
x and the general solution is
2 6 48 7
y = c1x + c2x In x + x . From the given initial conditions, we obtain c1 = , c2 = – ,
25 25 5
48 7 2 6
Therefore, y = x – x ln x + x .
25 5 25
W= ∣ ∣
x3 x3 ln x = x5. = x5.
3x2 x2 + 3x2 ln x
Identifying f (x) = x In x, we obtain
y2 f(x) (x3 ln x)(x ln x) (ln x)2 1
u1 = –∫ dx = –∫ dx = –∫ dx = – (ln x)3
W (x )
5
x 3
y f(x) (x )(x ln x)
3
(ln x) 1
u2 = ∫ 1 dx = ∫ dx = ∫ dx = – (ln x)2
W (x5) x 2
1 1 3 1
Therefore yp = 1– x3 (ln x)3 + x (ln x)3 + x3 = x3 (ln x)3 and the general solution is
3 2 6
1 3
y = c1x + c2x ln x + x . From the given initial conditions, we obtain c1 = –1, c2 = 4. Therefore,
3 3
6
1
y = –x3 + 4x3 ln x + x3 (ln x)3.
6
DISCUSSION QUESTIONS
1 From its solution, we can obtain the auxiliary equation which is
y (x) = (A + Bx + Cx2)e2x ⇒ (m – 2)3 = 0 ⇒ m3 – 6m2 + 12m – 8 = 0
Thus, the associated linear homogeneous differential equation with constant coefficients is
y‴ – 6y″ + 12y″ – 8y = 0