Homework 1
§2.1 Homogeneous Linear ODEs of Second Order
1. Verify by substitution that the given functions form a basis. Solve the given
initial value problem.
(a) y ′′ + 2y ′ + 2y = 0, e−x cos x, e−x sin x, y(0) = 1, y ′ (0) = −1
(b) y ′′ + 2y ′ + y = 0, e−x , xe−x , y(0) = 2, y ′ (0) = −1
(c) x2 y ′′ − xy ′ + y = 0, x, x ln x, y(1) = 1, y ′ (1) = 2
(d) x2 y ′′ − 7xy ′ + 15y = 0, x3 , x5 , y(1) = 0.4, y ′ (1) = 1
Sol. (a) Set y1 = e−x cos x and y2 = e−x sin x. Substituting y1′ = −e−x (cos x + sin x),
y1′′ = 2e−x sin x and y2′ = e−x (cos x − sin x), y2′′ = −2e−x cos x into the ODE,
y1′′ + 2y1′ + 2y1 = 0, y2′′ + 2y2′ + 2y2 = 0,
thus y1 , y2 are solutions of the ODE.
Since yy21 = tan x is not constant, they form a basis of solutions and the general
solution is
y = c1 e−x cos x + c2 e−x sin x = e−x (c1 cos x + c2 sin x).
From the initial conditions we have y(0) = c1 = 1 and y ′ (0) = −c1 + c2 = −1, and
so c1 = 1, c2 = 0. The solution of the ODE is y = e−x cos x.
(b) Set y1 = e−x and y2 = xe−x . Substituting y1′ = −e−x , y1′′ = e−x and y2′ =
(1 − x)e−x , y2′′ = (−2 + x)e−x into the ODE,
y1′′ + 2y1′ + y1 = 0, y2′′ + 2y2′ + y2 = 0,
thus y1 , y2 are solutions of the ODE.
Since yy12 = x is not constant, they form a basis of solutions and the general solution
is
y = c1 e−x + c2 xe−x = (c1 + c2 x)e−x .
From the initial conditions we have y(0) = c1 = 2 and y ′ (0) = c2 − c1 = −1, and so
c1 = 2, c2 = 1. The solution of the ODE is y = (2 + x)e−x .
(c) Set y1 = x, y2 = x ln x. Substituting y1′ = 1, y1′′ = 0 and y2′ = ln x + 1, y2′′ = 1
x
into the ODE,
x2 y1′′ − xy1′ + y1 = 0, x2 y2′′ − xy2′ + y2 = 0.
Thus y1 , y2 are solutions of the ODE.
Since yy21 = ln x is not constant, they form a basis of solutions and the general solution
is
y = c1 x + c2 x ln x.
Computational Science & Engineering (CSE) T. Jeong
Homework 2
From the initial conditions we have y(1) = c1 = 1 and y ′ (1) = c1 + c2 = 2, and so
c1 = 1, c2 = 1. The solution of the ODE is y = x + x ln x.
(d) Set y1 = x3 , y2 = x5 . Substituting y1′ = 3x2 , y1′′ = 6x and y2′ = 5x4 , y2′′ = 20x3
into the ODE,
x2 y1′′ − 7xy1′ + 15y1 = 0, x2 y2′′ − 7xy2′ + 15y2 = 0.
Thus y1 , y2 are solutions of the ODE.
Since yy21 = x2 is not constant, they form a basis of solutions and the general solution
is
y = c1 x 3 + c2 x 5 .
From the initial conditions we have y(1) = c1 + c2 = 0.4 and y ′ (1) = 3c1 + 5c2 = 1,
and so c1 = 0.5, c2 = −0.1. The solution of the ODE is y = 0.5x3 − 0.1x5 .
2. Solve the ODEs.
(a) 2xy ′′ = 3y ′ (Hint: F (x, y ′ , y ′′ ) = 0, set z = y ′ and y ′′ = z ′ .)
(b) x2 y ′′ + y ′ − 4y = 0 (Use a solution y1 = x2 .)
(c) xy ′′ + 2y ′ + xy = 0 (Use a solution y1 = cosx x .)
(d) y ′′ + (1 + 1/y)y ′2 = 0
dy ′
Sol. (a) Set z = y ′ and y ′′ = dx = dz
dx . The ODE reduces to
dz dz 3dx
2x = 3z, =− .
dx z 2x
By integration, ln |z| = 32 ln |x| + c∗1 and z = c∗∗
3
1 x .
2
Since z = y ′ , we have
∫
2c∗∗
y = c∗∗
3 5
1
1 x 2 dx = x 2 + c2
5
5
= c1 x 2 + c2
(b) The ODE is written y ′′ + x1 y ′ − x42 y = 0. Set the second solution y2 = uy1 . Then
∫ ∫
1 − ∫ p(x)dx 1 − ∫ 1 dx
u = e dx = e x dx
y12 x4
∫
1 1
= 5
dx = − 4
x 4x
2
and so y2 = uy1 = − 4x
x
4 = − 4x2 . Since x / −
1 2 1
4x2 = −4x4 is not constant, they form
a basis and the general solution is
c2
y = c1 x 2 + .
x2
Computational Science & Engineering (CSE) T. Jeong
Homework 3
(c) The ODE is written y ′′ + x2 y ′ + y = 0. Set the second solution y2 = uy1 . Then
∫ ∫
1 − ∫ p(x)dx 2 2
∫
− x2 dx
u = e dx = x sec xe dx
y12
∫
= sec2 x dx = tan x
and so y2 = uy1 = tan x cosx x = sinx x . Since sin x cos x
x / x = tan x is not constant, they
form a basis and the general solution is
c1 cos x + c2 sin x
y= .
x
dy ′ dy ′ dy
(d) Set z = y ′ = dy
dx and y ′′ = dx = dy dx = dz
dy z. The ODE reduces to
dz dz
z + (1 + 1/y)z 2 = 0, = −(1 + 1/y)dy.
dy z
By integration,
c1 −y
ln |z| = −y − ln |y| + c∗ , z= e .
y
Since z = y ′ , we have yey dy = c1 dx and so
yey − ey = c1 x + c2 .
3. It can be shown that the curve y(x) of an inextensible flexible homogeneous
√ cable
′′ ′ 2
hanging between two fixed points is obtained by solving y = k 1 + (y ) , where
the constant k depends on the weight. This curve is called a catenary. Find y(x),
assuming k = 1 and those fixed points are (−1, 0) and (1, 0) in a vertical xy-plane.
′
Sol. Set z = y ′ and y ′′ = dy dz
dx = dx . The ODE reduces to
√ 1
z′ = 1 + z2, √ dz = dx.
1 + z2
By integration, we have sinh−1 z = x + c1 and z = sinh(x + c1 ). Since z = y ′ , we
have y = cosh(x + c1 ) + c2 .
From the conditions
y(−1) = cosh(−1 + c1 ) + c2 = 0, y(1) = cosh(1 + c1 ) + c2 = 0
we have c1 = 0 and c2 = − cosh 1. The solution is
y = cosh x − cosh 1.
Computational Science & Engineering (CSE) T. Jeong
Homework 4
§2.2 Homogeneous Linear ODEs with Constant Coefficients
1. Find a general solution.
(a) y ′′ + 4y ′ + (π 2 + 4)y = 0 (b) y ′′ − w2 y = 0
(c) y ′′ + 4y ′ + 5y = 0 (d) 4y ′′ − 20y ′ + 25y = 0
Sol. (a) The characteristic equation is λ2 +4λ+π 2 +4 = 0, and its root is λ = −2±πi.
The general solution is
y = e−2x (c1 cos πx + c2 sin πx).
(b) The characteristic equation is λ2 − ω 2 = 0. Its roots are λ = ±ω. In case ω = 0,
the general solution is y = A + Bx. In case ω ̸= 0, the general solution is
y = Aeωx + Be−ωx .
(c) The characteristic equation is λ2 + 4λ + 5 = 0. Its roots are λ = −2 ± i. The
general solution is
y = e−2x (A cos x + B sin x).
(d) The characteristic equation is 4λ2 − 20λ + 25 = 0, and its root is λ = 2.5. The
general solution is
y = e2.5x (A + Bx).
′′ ′
2. Find
√ an ODE √ y + ay + by = 0 for given basis.
(a) e− 2x , xe− √2x . (b) 1, e−3x
Sol. (a)√λ = ± 2 are roots of the characteristic
√ equation λ2 + aλ + b = 0. Hence
a = −2 2, b = 2 and the ODE is y ′′ + 2 2y ′ + 2 = 0.
(b) λ = 0, − 3 are roots of the characteristic equation λ2 + aλ + b = 0. Hence
a = 3, b = 0 and the ODE is y ′′ + 3y ′ = 0.
3. Solve the initial value problem.
(a) y ′′ + 9y = 0, y(0) = 0.2, y ′ (0) = −1.5
(b) y ′′ + 2y ′ + y = 0, y(0) = 4, y ′ (0) = −6
(c) y ′′ − 2y ′ − 24y = 0, y(0) = 0, y ′ (0) = 20
Sol. (a) The characteristic equation is λ2 + 9 = 0. Its root is λ = ±3i. The general
solution is
y = c1 cos 3x + c2 sin 3x.
From the initial conditions y(0) = c1 = 0.2 y ′ (0) = 3c2 = −1.5, c1 = 0.2, c2 = −0.5.
The solution is
y = 0.2 cos 3x − 0.5 sin 3x.
Computational Science & Engineering (CSE) T. Jeong
Homework 5
(b) The characteristic equation is λ2 + 2λ + 1 = 0. Its root is λ = −1. The general
solution is
y = e−x (c1 + c2 x).
From the initial conditions y(0) = c1 = 4, y ′ (0) = −c1 + c2 = −6, c1 = 4, c2 = −2.
The solution is
y = e−2x (4 − 2x).
(c) The characteristic equation is λ2 − 2λ − 24 = 0. Its roots are λ = −4, 6.
The general solution is
y = c1 e−4x + c2 e6x .
From the initial conditions y(0) = c1 + c2 = 0, y ′ (0) = −4c1 + 6c2 = 20, c1 =
−2, c2 = 2. The solution is
y = −2e−4x + 2e6x .
Computational Science & Engineering (CSE) T. Jeong
Homework 1
§2.4 Modeling: Free Oscillations
1. Find the frequency of oscillation of a pendulum of length L, neglecting air resis-
tance and the weight of the rod, and assuming θ to be so small that sin θ practically
equals θ.
Sol. Modeling: mLθ′′ + mg sin θ = 0, θ′′ + Lg sin θ = 0.
Since sin θ ≈ θ for sufficiently small θ, we have the ODE
g
θ′′ + θ = 0.
L
The general solution is
√ √ √
g g g
y = c1 cos t + c2 sin t = C cos( t − δ).
L L L
√g
The frequency of oscillation of a pendulum of length is 2πL .
Pendulum(problem 1)
2. Determine the value of t corresponding to the maxima and minima of the oscil-
lation y(t) = et/2 sin t. ( )
Sol. Note that y ′ = e−t/2 cos t − 12 sin t .
From y ′ = 0, we have tan t = 2, that is, the oscillation has local minima
for t = tan−1 2 + (2n + 1)π, n = 0, 1, 2, · · · and it has local maxima for
t = tan−1 2 + 2nπ, n = 0, 1, 2, · · · .
§2.5 Euler-Cauchy equations
1. Find a real general solution.
(a) x2 y ′′ − 2y = 0 (b) 2x2 y ′′ + 4xy ′ + 5y = 0 (c) x2 y ′′ − 3xy ′ + 4y = 0
Sol. (a) The characteristic equation is m2 − m − 2 = 0 and its roots are m = 2, − 1.
The general solution is
y = c1 x2 + c2 x−1 .
−1±3i
(b) The characteristic equation is 2m2 + 2m + 5 = 0 and its roots are m = 2 .
Computational Science & Engineering (CSE) T. Jeong
Homework 2
The general solution is
1 3 3
y = √ [c1 cos( ln x) + c2 sin( ln x)].
x 2 2
(c) The characteristic equation is m2 − 4m + 4 = 0 and its root is m = 2.
The general solution is
y = x2 (c1 + c2 ln x).
2. Solve the initial value problem.
(a) x2 y ′′ − 4xy + 6y = 0, y(1) = 0.4, y ′ (1) = 0
(b) x2 y ′′ − xy ′ + y = 0, y(1) = 1.5, y ′ (1) = 0.25
(c) x2 y ′′ + xy ′ + y = 0, y(1) = 1, y ′ (1) = 1
Sol.(a) The characteristic equation is m2 − 5m + 6 = 0 and its root is m = 2, 3.
The general solution is
y = c1 x 2 + c2 x 3 .
From the initial conditions, y(1) = c1 + c2 = 0.4, y ′ (1) = 2c1 + 3c2 = 0, c1 =
1.2, c2 = −[Link] solution is
y = 1.2x2 − 0.8x3 .
(b) The characteristic equation is m2 − 2m + 1 = 0 and its root is m = 1.
The general solution is
y = x(c1 + c2 ln x).
From the initial conditions, y(1) = c1 = 1.5, y ′ (1) = −c1 + c2 = 0.25, c2 =
−[Link] solution is
y = 1.5x − 1.25x ln x.
(c) The characteristic equation is m2 + 1 = 0 and its roots are m = ±i.
The general solution is
y = c1 cos(ln x) + c2 sin(ln x).
From the initial conditions, y(1) = c1 = 1, y ′ (1) = c2 = 1. The solution is
y = cos(ln x) + sin(ln x).
3. Transform the Euler-Cauchy equation x2 y ′′ + axy ′ + by = 0 into an ODE with
constant coefficients by setting x = et (x > 0).
Sol. Set x = et . Note that
dy dy dx
y′ = = ( )/( ) = ẏe−t ,
dx dt dt
′ −t
dy d(ẏe ) dx
y ′′ = =( )/( ) = (ÿe−t − ẏe−t )e−t = (ÿ − ẏ)e−2t .
dx dt dt
Computational Science & Engineering (CSE) T. Jeong
Homework 3
Substituting x, y ′ , y ′′ into the ODE, we have
x2 y ′′ + axy ′ + by = e2t (ÿ − ẏ)e−2t + aet ẏe−t + by
= ÿ + (a − 1)ẏ + by = 0.
§2.6 Existence and Uniqueness of Solutions. Wronskian
1. Find an second order homogeneous ODE [y ′′ + p(x)y ′ + q(x)y = 0] for which the
given functions are solutions. Show linear independence by Wronskian. Solve the
initial value problem.
(a) cos 5x, sin 5x, y(0) = 3, y ′ (0) = −5
(b) x−3 , x−3 ln x, y(1) = 4, y ′ (1) = 0
(c) 1, e3x , y(0) = 2, y ′ (0) = −1
(d) e−kx cos πx, e−kx sin πx, y(0) = 1, y ′ (0) = −k − π
Sol. (a) From λ = ±5i, λ2 + 25 = 0, cos 5x, sin 5x are solutions of the ODE
y ′′ + 25y = 0, and the general solution is
y = c1 cos 5x + c2 sin 5x.
From Wronskian
cos 5x sin 5x
W (cos 5x, sin 5x) = = 5 ̸= 0,
−5 sin 5x 5 cos 5x
they are linearly independent on any interval.
From the initial condition, y(0) = c1 = 3 and y ′ (0) = 5c2 = −5, c2 = −1. The
particular solution is
y = 3 cos 3x − sin 3x.
(b) From (m + 3)2 = m2 + (7 − 1)m + 6 = 0, x−3 , x−3 ln x are solutions of the ODE
x2 y ′′ + 7xy ′ + 6y = 0, and the general solution is
y = c1 x−3 + c2 x−3 ln x.
From Wronskian
−3 −3 x−3 x−3 ln x −7
W (x , x ln x) = −4 −4 −4 = x ̸= 0,
−3x −3x ln x + x
they are linearly independent on x > 0.
From the initial condition, y(0) = c1 = 4 and y ′ (0) = −3c1 + 4c2 = 0, c2 = 3. The
particular solution is
y = 3 cos 3x − sin 3x.
Computational Science & Engineering (CSE) T. Jeong
Homework 4
(c) From λ = 0, 3, λ2 − 3λ = 0, 1, e3x are solutions of the ODE y ′′ − 3y ′ = 0, and
the general solution is
y = c1 + c2 e3x .
From Wronskian
1 e3x
W (1, e3x ) = = 3e3x ̸= 0,
0 3e3x
they are linearly independent on any interval.
From the initial condition, y(0) = c1 + c2 = 3 and y ′ (0) = 3c2 = −1, c1 = 73 , c2 =
− 13 . The particular solution is
7 1
y = − e3x .
3 3
(d) From λ = −k ± πi, λ + 2kλ + (k 2 + π 2 )λ = 0, e−kx cos πx, e−kx sin πx are
2
solutions of the ODE y ′′ + 2ky ′ + (k 2 + π 2 )y = 0, and the general solution is
y = c1 e−kx cos πx + c2 e−kx sin πx.
From Wronskian
W (e−kx cos πx, e−kx sin πx)
e−kx cos πx e−kx sin πx
=
e−kx (−k cos πx − π sin πx) e−kx (−k sin πx + π cos πx)
= πe−2kx ̸= 0,
they are linearly independent on any interval.
From the initial condition, y(0) = c1 = 1 and y ′ (0) = −kc1 +πc2 = −k−π, c2 = −1.
The particular solution is
y = e−kx cos πx − e−kx sin πx.
§2.7 Nonhomogeneous ODEs
1. Find a (real) general solution.
(a) y ′′ + 5y ′ + 6y = 2e−x (b) y ′′ + 3y ′ + 2y = 12x2
(c) y ′′ + 10y ′ + 25y = 100 sinh 5x (d) y ′′ + 9y = cos x + 13 cos 3x
(e) y ′′ + 4y ′ + 4y = e−2x sin 2x (f) y ′′ + 6y ′ + 73y = 80ex cos 4x
Sol. (a) y ′′ + 5y ′ + 6y = 0, λ2 + 5λ + 6 = 0, λ = −2, − 3
The homogeneous solution yh = c1 e−2x + c2 e−3x .
Set a particular solution yp = Ae−x .
yp′′ + 5yp′ + 6yp = (A − 5A + 6A)e−x = 2e−x
Computational Science & Engineering (CSE) T. Jeong
Homework 5
=⇒ A = 1, ∴ yp = e−x .
Hence we have the general solution
y = yh + yp = c1 e−2x + c2 e−3x + e−x .
(b) y ′′ + 3y ′ + 2y = 0, λ2 + 3λ + 2 = 0, λ = −1, − 2
The homogeneous solution yh = c1 e−x + c2 e−5x .
Set a particular solution yp = Ax2 + Bx + C.
yp′′ + 3yp′ + 2yp = 2A + 3(2Ax + B) + 2(Ax2 + Bx + C) = 12x2
=⇒ A = 6, B = −18, C = 21 ∴ yp = 6x2 − 18x + 21.
Hence we have the general solution
y = yh + yp = c1 e−x + c2 e−5x + 6x2 − 18x + 21.
(c) y ′′ + 10y ′ + 25y = 0, λ2 + 10λ + 25 = 0, λ = −5
The homogeneous solution yh = e−5x (c1 + c2 x).
Note that 100 sinh 5x = 50(e5x − e−5x ).
Set a particular solution yp = Ae5x + 12 Bx2 e−5x .
yp′′ + 10yp′ + 25yp = 100Ae5x + Be−5x = 50(e5x − e−5x )
=⇒ A = 12 , B = −50 ∴ yp = 12 e5x − 25x2 e−5x
Hence we have the general solution
1
y = yh + yp = e−5x (c1 + c2 x) + e5x − 25x2 e−5x .
2
(d) y ′′ + 9y = 0, λ2 + 9 = 0, λ = ±3i
The homogeneous solution yh = c1 cos 3x + c2 sin 3x.
Set a particular solution yp = A cos x + B sin x + Cx cos 3x + Dx sin 3x.
yp′′ + 9yp = 8A cos x + 8B sin x − 6C sin 3x + 6D cos 3x = cos x + 31 cos 3x
=⇒ A = 81 , B = 0, C = 0, D = 18 1
, ∴ yp = 18 cos x + 18
1
x sin 3x.
Hence we have the general solution
1 1
y = yh + yp = c1 cos 3x + c2 sin 3x + cos x + x sin 3x.
8 18
(e) y ′′ + 4y ′ + 4y = 0, λ2 + 4λ + 4 = 0, λ = −2
The homogeneous solution yh = (c1 + cx )e−2x .
Set a particular solution yp = e−2x (A cos 2x + B sin 2x).
yp′′ + 4yp′ + 4yp = e−2x (−4A cos 2x + 4B sin 2x) = e−2x sin 2x.
=⇒ A = 0, B = 1/4, ∴ yp = 41 e−2x sin 2x.
Hence we have the general solution
1
y = yh + yp = (c1 + cx )e−2x + e−2x sin 2x.
4
Computational Science & Engineering (CSE) T. Jeong
Homework 6
(f) y ′′ + 6y ′ + 73y = 0, λ2 + 6λ + 73 = 0, λ = −3 ± 8i
The homogeneous solution yh = e−3x (c1 cos 8x + c2 sin 8x).
Set a particular solution yp = ex (A cos 4x + B sin 4x).
yp′′ + 6yp′ + 73yp = ex [(64A + 32B) cos 4x + (64B − 32A) sin 4x] = 80ex cos 4x
=⇒ A = 1, B = 12 ∴ yp = ex (cos 4x + 12 B sin 4x).
Hence we have the general solution
1
y = yh + yp = e−3x (c1 cos 8x + c2 sin 8x) + ex (cos 4x + B sin 4x).
2
2. Solve the initial value problems.
(a) y ′′ − 2y ′ = 12e2x − 8e−2x , y(0) = −2, y ′ (0) = 12.
(b) y ′′ + 4y = 16 cos 2x, y(0) = 0, y ′ (0) = 0.
Sol. (a) y ′′ − 2y ′ = 0, λ2 − 2λ = 0, λ = 0, 2
The homogeneous solution yh = c1 + c2 e2x .
Set a particular solution yp = Axe2x + Be−2x .
yp′′ − 2yp′ = (4A + 4Ax)e2x + 4Be−2x − 2(A + 2Ax)e2x + 4Be−2x
= 2Ae2x + 8e−2x = 12e2x − 8Be−2x ,
=⇒ A = 6, B = −1 ∴ yp = 6xe2x − e−2x
Hence we have the general solution
y = yh + yp = c1 + c2 e2x + 6xe2x − e−2x .
From the initial condition,
y(0) = c1 + c2 − 1 = −2, y ′ (0) = 2c2 + 6 + 2 = 12, c2 = 2, c1 = −3.
The solution is
y = −3 + 2e2x + 6xe2x − e−2x .
(b) y ′′ + 4y = 0, λ2 + 4 = 0, λ = ±2i
The homogeneous solution yh = c1 cos 2x + c2 sin 2x.
Set a particular solution yp = Ax cos 2x + Bx sin 2x.
yp′′ + 4yp = (4B) cos 2x + (−4A) sin 2x = 16 cos 2x, A = 0, B = 4.
Hence we have the general solution
y = yh + yp = c1 cos 2x + c2 sin 2x + 4x sin 2x.
From the initial condition,
y(0) = c1 = 0, y ′ (0) = 2c2 = 0, c2 = 0, c1 = 0,
The solution is
y = 4x sin 2x.
Computational Science & Engineering (CSE) T. Jeong
Homework 1
§2.8 Modeling: Forced Oscillations. Resonance
1. Find the stead-state motion of the mass-spring system modeled by the ODE
y ′′ + 4y ′ + 5y = cos t − sin t.
Sol. y ′′ + 4y ′ + 5y = 0, λ2 + 4λ + 5 = 0, λ = −2 ± i.
The homogeneous solution yh = e−2t (c1 cos t + c2 sin t).
Set the particular solution yp = A cos t + B sin t.
yp′′ + 4yp′ + 5yp = (4A + 4B) cos t + (4B − 4A) sin t = cos t − sin t.
=⇒ B = 0, A = 14 ∴ yp = 41 cos t
The stead-state motion(particular solution) is
1
yp = cos t.
4
2. Find the transient motion of the mass-spring system modeled by the ODE
y ′′ + 2y ′ + 5y = 4 cos t + 8 sin t.
Sol. y ′′ + 2y ′ + 5y = 0, λ2 + 2λ + 5 = 0, λ = −1 ± 2i
The homogeneous solution yh = e−t (c1 cos 2t + c2 sin 2t).
Set the particular solution yp = A cos t + B sin t.
yp′′ + 2yp′ + 5yp = (4A − 2B) cos t + (4B − 2A) sin t = 4 cos t + 8 sin t
=⇒ A = 0, B = 2, ∴ yp = 2 sin t.
The transient motion(general solution) is
y = yh + yp = e−t (c1 cos 2t + c2 sin 2t) + 2 sin t.
Computational Science & Engineering (CSE) T. Jeong
Homework 2
§2.9 Modeling: Electric Circuits
1. (a) Find the general solution for RC-circuit with constant R and C, E = E0 sin ωt.
(b) Find the general solution for RL-circuit with L = 0.5H, R = 20Ω and E = 110V .
Sol. (a) The ODE of the RC-circuit is given by
∫
1 1
RI + Idt = E0 sin ωt, RI ′ + I = ωE0 cos ωt.
C C
The general solution is
[∫ ]
t ωE0
I(t) = e− RC
t
e RC cos ωtdt + c
R
ωE0 C
= ce− RC +
t
(cos ωt + ωRC sin ωt)
1 + (ωRC)2
ωE0 C
= ce− RC + √
t
sin(ωt − δ)
1 + (ωRC)2
where δ = tan−1 ωRC
1
.
(b) The ODE of the RL-circuit is given by
LI ′ + RI = E, 0.5I ′ + 20I = 110, I ′ + 40I = 220.
The general solution is
[∫ ]
− Rt E Rt
I(t) = e L e L dt + c
L
= 5.5 + ce−40t .
2. Find the steady-state current in RLC-circuit with R = 0.2Ω, L = 0.1H, C =
2F, E = 754 sin 0.5t V .
Computational Science & Engineering (CSE) T. Jeong
Homework 3
Sol. 0.1I ′′ + 0.2I ′ + 0.5I = 377 cos 0.5t, I ′′ + 2I ′ + 5I = 3770 cos 0.5t.
I ′′ + 2I ′ + 5I = 0, λ2 + 2λ + 5 = 0, λ = −1 ± 2i, Ih = e−t (c1 cos 2t + c2 sin 2t).
Set Ip = A cos 0.5t + B sin 0.5t.
Ip′′ + 2Ip′ + 5Ip = ( 19A
4 + B) cos 0.5t + ( 4 − A) sin 0.5t = 3770 cos 0.5t,
19B
A = 760, B = 160, Ip = 760 cos 0.5t + 160 sin 0.5t. The steady-state current
Ip = 760 cos 0.5t + 160 sin 0.5t.
§2.10 Solution by Variation of Parameters
1. Solve the given nonhomogeneous ODE by variation of parameters or undeter-
mined coefficients.
(a) x2 y ′′ − xy ′ − 3y = x2 (b) y ′′ − 2y ′ + y = ex sin x
(c) y ′′ + y = cos x + sec x (d) y ′′ − 4y ′ + 4y = 12e2x /x4
Sol. (a) x2 y ′′ − xy ′ − 3y = 0, m2 − 2m − 3 = 0, m = −1, 3, yh = c1 x−1 + c2 x3 .
−1 3 x−1 x3
Since W (x , x ) = = 4x,
−x−2 3x2
∫ 3 ∫ −1
−1 x x 1
yp = −x dx + x 3
dx = − x2 .
4x 4x 3
Thus the general solution is
1
y = yh + yp = c1 x−1 + c2 x3 − x2 .
3
(b) y ′′ − 2y ′ + y = 0, yh = ex (c1 + c2 x).
Set yp = ex (A cos x + B sin x).
yp′′ − 2yp′ + yp = ex (−A cos x − B sin x) = ex sin x, A = 0, B = −1, yp = −ex sin x.
∴ y = yh + yp = ex (c1 + c2 x) − ex sin x.
(c) y ′′ + y = 0, yh = c1 cos x + c2 sin x.
For the ODE of y ′′ + y = cos x, set yp,1 = Ax cos x + Bx sin x.
′′
yp,1 + yp,1 = −2A sin x + 2B cos x = cos x, A = 0, B = 21 , yp,1 = 12 x sin x.
For the ODE of y ′′ + y = sec x, set yp,2 = u cos x + v sin x.
cos x sin x
W (cos x, sin x) = = 1.
∫ ∫ − sin x cos x ∫ ∫
u = − yW2 r dx = − sin x sec xdx = ln | cos x|, v = yW1 r dx = dx = x.
yp,2 = ln | cos x| cos x + x sin x.
∴ y = yh + yp,1 + yp,2 = c1 cos x + c2 sin x + 21 x sin x + ln | cos x| cos x + x sin x.
Computational Science & Engineering (CSE) T. Jeong
Homework 4
(d) y ′′ − 4y ′ + 4y = 0, yh = (c1 + c2 x)e2x .
e2x xe2x
Set yp = ue2x + vxe2x . W (x, x2 ) = 2x 2x
4x
2x = e .
∫ ∫ 2e
∫ e +
∫ 2xe
u = − yW2 r dx = − x123 dx = x62 , v = yW1 r dx = x124 dx = − x43 .
yp = x · x62 − x2 · x43 = x2 .
∴ y = yh + yp = (c1 + c2 x)e2x + x2
2. Solve y ′′ − 2y ′ + y = 6x2 e−x by both methods (undetermined coefficients and
variation of parameters).
Sol. y ′′ − 2y ′ + y = 0, λ2 − 2λ + 1 = 0, λ = 1, yh = ex (c1 + c2 x).
(Methods of undetermined coefficients)
Set yp = (Ax2 + Bx + C)e−x .
yp′′ − 2yp′ + yp = [4Ax2 + (−8A + 4B)x + (2A − 4B + 4C)]e−x = 6x2 e−x
A = 23 , B = 3, C = 49 , yp = ( 32 x2 + 3x + 49 )e−x
3 9
∴ y = yh + yp = ex (c1 + c2 x) + ( x2 + 3x + )e−x .
2 4
(Methods of variation of parameters)
x x ex xex
Since W (e , xe ) = x = e2x .
e (1 + x)ex
∫ ∫
xex · 6x2 e−x xex · 6x2 e−x
yp = −e x
2x
dx + xex dx
e e2x
3 9
= ( x2 + 3x + )e−x
2 4
Thus the general solution is
3 9
y = yh + yp = ex (c1 + c2 x) + ( x2 + 3x + )e−x .
2 4
Computational Science & Engineering (CSE) T. Jeong