THE UNIVERSITY OF NEWCASTLE

MATH 2310

ORDINARY DIFFERENTIAL EQUATIONS STRAND

DAVID PASK, REVISED BY AIDAN SIMS

Contents
Course Notes
1. Differential equations we can solve 1
1.1. Preliminaries 1
1.2. First order ordinary differential equations 2
1.3. Higher order linear ODE’s with constant coefficients 9
Exercises
1. Exercises — Solvable DE’s 13
Answers to Exercises
1. Answers — Solvable DE’s 16

Date: Semester 1, 2006.

 MATH 2310 – Ordinary Differential Equations Strand 1
MATH2310, Semester I, 2006, ODE’s strand — Notes
1. Differential equations we can solve
1.1. Preliminaries. The material in this section is covered in Stewart (4th. ed. Chapter
10, 3rd. ed. Chapter 15), in Zill and Cullen (Part I, Section 2) and in Kreysig (8th. ed.
Chapter 1).
Throughout this subject we shall be dealing with functions, as we are trying to solve
equations satisfied by the derivative of some function. If y is a function of the single
variable x then we usually record this by writing y = y(x). In such a situation the
variable x is referred to as the independent variable and y the dependent variable.
Definition 1.1. A differential equation (or simply D.E.) is any equation containing at
least one derivative of an unknown function.
The equations sin x = 0, x2 +2x+1 = 0, f (x) = 0 for some function f are not differential
equations. These equations simply find the zeroes of some function.
Examples 1.2. The following are examples of differential equations:
dy
(i) y = y(x), + 2xy = 3 cos(2x),
dx
∂ 2 u ∂u
(ii) u = u(x, t), − = e−xt ,
∂x2 ∂t
(iii) y = y(x), (1 − 2x)y 00 + xy 0 + ex ey = 0.
Note 1.3. We shall sometimes use the standard abbreviations for the derivative of a
dy 00 d2 y dy
function: y 0 = , y = 2 and ẏ = , etc.
dx dx dt
Definitions 1.4. An ordinary differential equation involve function(s) of a single inde-
pendent variable. Examples 1.2 (i) and (iii) are ordinary differential equations. If the
differential equation involves a function of more than one variable, then it is a partial
differential equation. Example 1.2(ii) is a partial differential equation. The order of a
differential equation is the order of the highest derivative in the equation. Examples 1.2
(i) is first order, and Examples 1.2 (ii) and (iii) are second order.
An ordinary differential equation is linear if it has the form
dn y dn−1 y
an (x) n + an−1 (x) n−1 + . . . + a0 (x)y = g(x)
dx dx
where an (x), . . . , a0 (x), g(x) are functions of x only. A function which satisfies a given
differential equation (in particular its derivatives must exist up to the order of the
differential equation) is called a solution.
In particular a linear ordinary differential equation does not involve any terms of the
√
form (y 0 )2 , ln y, ey , y 0 y 00 , sin y or y, etc. As we shall see later, a solution y = y(x) to
a given ordinary differential equation may only be valid in some interval a < x < b. In
this subject we shall only study ordinary differential equations.
Example 1.5. The function y = y(x) = x2 is a solution to the first order linear ordinary
differential equation xy 0 = 2y for all x. To see this, substitute y = x2 into the differential
equation to get
xy 0 = x(2x) = 2x2 = 2x2 = 2y.
 MATH 2310 – Ordinary Differential Equations Strand 2
1.2. First order ordinary differential equations. The most general type of first
order ordinary differential equation is of the form

F (x, y, y 0 ) = 0, where y = y(x).

For instance, the differential equation xy 0 = 2y given in Example 1.5 is an example where
F (x, y, y 0 ) = xy 0 − 2y. There are special classes of first order differential equations which
we shall study:

(A) Separable: A first order separable differential equation has the form
dy
(1.1) = Y (y)X(x),
dx
where Y is a function of y only and X a function of x only – these differential equa-
tions are not necessarily linear (see Example 1.6 below). First order separable ordinary
differential equations occur in a variety of contexts: Newton’s law of heating/cooling,
Population models such as the Logistic equation, Radioactive decay, Compound inter-
est, Reaction rates, Disease infection models, Mass transfer problems such as the ones
given in Applications 1.8 below.
We solve a differential equation of the form (1.1) by “separating the variables”, which
involves moving all the y’s across to the left side and the x’s to the right side. Integrating
the resulting equation with respect to x we then have
Z Z
1 dy
dx = X(x)dx, which is the same as
Y (y) dx
Z Z
1
dy = X(x)dx by the integration by substitution rule.
Y (y)
√
dy y
Example 1.6. To solve = , where y ≥ 0 and x 6= 0. We separate the variables to
dx x
get
Z Z
1 1
√ dy = dx.
y x
Z Z
n xn+1 1
Recall that x dx = + c if n 6= −1 and if n = −1, then = ln |x| + c. So if
n+1 x
we integrate the above expressions we have
1
(1.2) 2y 2 = ln |x| + c and so if we square then
µ ¶2
1 c 1 c
y= ln |x| + provided that ln |x| + ≥ 0,
2 2 2 2

which gives a “one–parameter family of solutions” since there is a solution for each value
of c – this (infinite) family is sometimes called the general solution of the differential
equation. The graphs of these functions form a family of curves in the plane. The curves
fill out a region in the plane for which the differential equation makes sense (here y ≥ 0,
 MATH 2310 – Ordinary Differential Equations Strand 3
and x 6= 0).
y..
....
.........
........
........ c = −1 ..
...
...
...
c = −1 ..
... .......
.......
.
........ ... ........
c=2 .......
.......
.......
.......
.
...
.
.
. ...
.
.
....
...
..
...
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.......
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.
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...... ... .. ... .. ... ......
...... ... .. ... .. ... .....
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c=1 ............
...........
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. .
.
....
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...........
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. .. ......... .......... ... . . . . . . ...........
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...........
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c=0 ...................................................................
.......... .. .. ..... ... ......................
...........
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..................
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.
.
....
...
..
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..........
..........
.
....... .......... ..........
.
............................
................. c=0
...........
.......................... ..... ... ......... ......... .......... .....................
..............................................................
...... ...................
............ ..........
x . ...
..................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................
...
−1 1
The existence and uniqueness theorem in the next section (Theorem ??) essentially
says that under certain hypotheses there is a unique curve through any point in this
region. For instance the differential equation y 0 = 2x has general solution y = x2 + c,
and these parabolas, as c varies, fill out the plane.
To obtain a solution to our differential equation we need to specify the value of the
arbitrary constant c, which is usually done by giving an “initial (or boundary) condition”
which corresponds to choosing a point in the plane which the solution curve must pass
through.
For instance if we wish to solve the initial value problem:
√
dy y
= , where y(1) = 0
dx x
which corresponds to finding a solution curve which passes through p the point (1, 0).
From (1.2) the general solution to the differential equation is 2 y(x) = ln |x| + c, and
to solve the initial
√ value problem we substitute x = 1, y = 0 and determine the value of
c. This gives 2 0 = ln(1) + c which implies that c = 0 and so the required solution is
√ 1
2 y = ln |x| = ln(x) or y = (ln x)2 , where x ≥ 1,
4
since ln x ≥ 0 if x ≥ 1. This is the curve labelled c = 0 on the right hand side of
the above diagram. Note that if y(−1) = 0 then we would have a different solution:
√
2 y = ln(−x) since x < 0. This is the curve labelled c = 0 on the left hand side of the
above diagram.
(B) Linear: A first order linear differential equations is of the form
dy
(1.3) a1 (x) + a0 (x)y = h(x)
dx
where a1 (x), a0 (x), h(x) are functions of x only. Note that if h(x) = 0 then the differential
equation (1.3) is also separable. First order linear ordinary differential equations occur
in a variety of contexts: Newton’s law of cooling/heating, Radioactive decay, Compound
interest, and Electrical circuit theory such as the one given in Applications 1.8 below.
We solve a differential equation of the form (1.3) by first dividing through by a1 (x)
to rewrite this equation in the standard form:
dy
(1.4) + p(x)y = q(x).
dx
 MATH 2310 – Ordinary Differential Equations Strand 4
If we now multiply equation (1.4) through by I = I(x) we get
dy
(1.5) I + Ipy = Iq.
dx
Suppose that the function I is such that the left–hand side of (1.5) is the derivative of
Iy, that is of the form
dy dI d
(1.6) I + y= (Iy),
dx dx dx
then comparing the left–hand sides of the two expressions (1.5) and (1.6) we find that
I must satisfy the first order seperable differential equation
Z Z
dI dI
= Ip and so = p(x)dx or
dx I
Z R
0 p(x)dx
ln |I| = p(x)dx + c in which case I(x) = c e ,

where c0 is a constant which we may choose to be 1. The function I(x) is called the
integrating factor. For such a function I, the differential equation (1.5) or (1.4) then
becomes
d
(Iy) = Iq,
dx
This differential equation is exact and we can solve it by integrating both sides with
respect to x. Hence we can see that solution to (1.5) or (1.4) is then
Z Z
1 c
Iy = Iq.dx + c or y(x) = I(x)q(x).dx + .
I(x) I(x)
Example 1.7. Find the general solution of the differential equation
µ ¶
dM 3
+ M = 7 where M = M (t), t > 0,
dt t + 100
which is already in the standard form (1.4). To compute the integrating factor we
evaluate R 3
dt
µ(t) = e t+100 = e3 ln |t+100|
Since t > 0 we have t + 100 > 0 and so |t + 100| = t + 100 and hence µ(t) = (t + 100)3 .
If however t < −100 then t + 100 < 0 and so |t + 100| = −(t + 100) and then µ(t) =
−(t + 100)3 .
Returning to the case where t > 0 we multiply the differential equation through by
the integrating factor µ we get
dM
(t + 100)3 + 3(t + 100)2 M = 7(t + 100)3 or
dt
d ¡ ¢
(t + 100)3 M = 7(t + 100)3 which integrates to
dt
7
(t + 100)3 M = (t + 100)4 + A and so the general solution is
4
7 A
M = (t + 100) + ,
4 (t + 100)3
 MATH 2310 – Ordinary Differential Equations Strand 5
where A is a constant. Observe that the solution has a discontinuity at t = −100, the
value of t at which the original differential equation is undefined. If M (0) = 0 then a
short calculation shows that A = − 74 × 108 . A plot of the solution curve is shown by
the part of the graph in the picture below to the right of t = −100.
If t < −100, then as mentioned above the integrating factor is µ(t) = −(t + 100)3 .
Multiplying the differential equation through by the integrating factor we get
dM
−(t + 100)3 − 3(t + 100)2 M = −7(t + 100)3 or
dt
d ¡ ¢
−(t + 100)3 M = −7(t + 100)3 which integrates to
dt
7
−(t + 100)3 M = − (t + 100)4 + A and so the general solution is
4
7 A
M = (t + 100) − ,
4 (t + 100)3
where A is a constant. Observe that the solution in this case is essentially the same
as for t > −100 and has a discontinuity at t = −100. If M (−200) = 0 then a short
calculation shows that A = 47 × 108 . A plot of the solution curve is shown by the part
of the graph in the picture below to the left of t = −100.
.... M (t)
...
... .......... .
..
.. ... ....
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.. ... ........................
. ......................
−200 .
... .
.....
. .
.
. ...
. ..
...
...
..................

...................
.............
.

−100 ... .... .

..... ....
.

0
.
.
......................................................................................................................................................................................................................................................................................................................................................................................................................................................................
. t
...................... ... .... ..
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... ...
..

Applications 1.8.
(i) First order linear separable differential equations frequently occur in models of
some process where the rate of change of some quantity is proportional to the
amount of that quantity.
If we suppose that dry ice sublimes at a rate proportional to its (exposed)
surface area. Then the equation which models this behaviour is arrived at as
follows: the independent variable is t and the dependent variable is V = V (t),
the volume of dry ice. In our model we are assuming that
dV
= −kS,
dt
where S = S(t) is the surface area of dry ice at the time its volume is V and
k > 0 is the constant of proportionality. Note the minus sign since k is positive
and the volume is decreasing.
 MATH 2310 – Ordinary Differential Equations Strand 6
If the dry ice is in the shape of a spherical ball, and retains its shape as it
4
sublimes, then V = πr3 where r = r(t) is the radius of the ball at time t and
3
then S = 4πr2 so that by the chain rule
dV dV dr 4 dr
= = π3r2 = −k4πr2
dt dr dt 3 dt
which simplifies to
dr
= −k,
dt
which is a first order separable differential equation. Integrating directly we may
see that this differential equation has general solution r = −kt + c. In fact c is
equal to the radius r0 of the sphere at time t = 0, and then substituting we find
that
4
S = 4π(r0 − kt)2 and V = π(r0 − kt)3 .
3
A typical plot of V (t) against t has the form:
V (t) .............
...
.....
.......
... ...
... ....
... ...
... ....
... ...
... ...
... ...
...
... ...
... ...
... ...
... ...
... ...
...
... ...
... ...
...
... ...
... ...
... ....
.....
... .....
... .....
.....
... ......
... .......
... ........
..........
... .
........................................................................................................................................................................
.
t
One may equally apply the same technique to models for radioactive decay or
Newton’s law of cooling/warming. For more examples see the Exercises at the
end of this section (or Kreysig section 1.4).
(ii) A common source of examples of first order linear (or integrating factor) differ-
ential equations come from “mixing” problems (see Kreysig section 1.6): A large
tank initially contains 2000 litres of pure water. Brine containing 0.25 kg. of salt
per litre flows into the tank at a rate of 20 litres per minute. The well–mixed
solution flows out of the tank at the rate of 40 litres per minute. Find the num-
ber of kg. of salt M (t) in the tank at any time t, and the concentration of the
last fluid to flow out of the tank.
The net rate at which M (t) changes at time t is given by
dM
= ( rate at which salt mass enters) − ( rate at which salt mass leaves)
dt
M (t)
= (20 × 0.25) − 40 kg. per minute ,
V (t)
where V (t) is the volume of water in the tank at time t. Alternatively, we may
consider the change ∆M of salt mass in the tank over a small time interval t to
 MATH 2310 – Ordinary Differential Equations Strand 7
t + ∆t:
M (t)
∆M = (20 × 0.25)∆t − 40 ∆t
V (t)
letting ∆t → 0 we arrive at the same differential equation. Now
dV
= 20 − 40 = −20 litres per minute, and so V = −20t + A litres.
dt
If the brine is added at time t = 0, then V (0) = A = 2000 and so V (t) =
2000 − 20t litres. Observe that the tank is empty when V (t) = 0, i.e. when
t = 100 minutes. Hence we have the differential equation
µ ¶
dM 40
=5− M or
dt 20(100 − t)
µ ¶
dM 2
(1.7) + M = 5.
dt 100 − t
The integrating factor is then
R 2
dt
µ(t) = e 100−t = e−2 ln |100−t| = (100 − t)−2 as t < 100.
Hence we may now rewrite (1.7) as:
d ¡ ¢ 5
(100 − t)−2 M = so, integrating we get
dt (100 − t)2
1 5
M = + B and so the general solution is
(100 − t)2 100 − t
M = 5(100 − t) + B(100 − t)2 ,
where B is a constant. When t = 0, M = 0 and so 0 = M (0) = 500 + B × 104
which gives B = −5 × 10−2 , hence
M (t) = 5(100 − t) − 5 × 10−2 (100 − t)2 .
A plot of M (t) against t has the form:
M (t)
125

50 100 t
 MATH 2310 – Ordinary Differential Equations Strand 8
M (t)
Finally, the concentration C at time t is given by C(t) = . To obtain the
V (t)
differential equation satisfied by the concentration we substitute M = CV into
(1.7) and use the product rule for differentiation to get
µ ¶
d¡ ¢ 2
CV + CV = 5
dt 100 − t
dC dV 2
V +C + 20(100 − t)C = 5 since V = 20(100 − t),
dt dt (100 − t)
dC dV
20(100 − t) − 20C + 40C = 5 since = −20, and so
dt µ ¶ dt
dC 1 5
+ C= .
dt 100 − t 20(100 − t)
This first order linear differential equation has integrating factor (100 − t)−1 and
since C(0) = 0 has solution
1 1
C(t) = − (100 − t),
4 400
so that C(100) = 0.25 and so the last fluid to leave the tank has concentration
0.25 kg. per litre. Note that substituting the solutions for M (t) and V (t) found
M (t)
earlier into C(t) = gives the same answer. Physical considerations might
V (t)
also lead us to the same conclusion without calculation.
(iii) Electrical circuits. The voltage drop across and inductor of inductance L Henry
dI
is L volts where I is the current through the inductor (in Amps). The voltage
dt
Q
drop across a capacitor with charge Q Coulombs and capacitance C Farads is
C
volts. The voltage drop across a resistor of resistance R Ohms is IR where I is
the current through the resistor (in Amps). Given that the current I is the rate
dQ
of flow of charge we have I = .
dt
Kirchoff’s second law says that in any loop the sum of the voltage drops is
equal to the supplied voltage (e.g. from a battery). Hence for a RC–circuit,
which consists of a capacitor, a resistor and an e.m.f. source E(t) we have
1 dQ 1
(1.8) IR + Q = E(t) or R + Q = E(t).
C dt C
For an RL–circuit which consists of a resistor, an inductor and an e.m.f. source
E(t) we have
dI
(1.9) IR + L = E(t).
dt
Both equations (1.8) and (1.9) give rise to first order linear differential equations.
For instance if I = I(t) is the current in an RL–circuit at time t with R = 5
Ohms, L = 4 Henrys and constant supplied voltage of E = 8 volts then (1.9)
 MATH 2310 – Ordinary Differential Equations Strand 9
becomes
dI dI 5
(1.10) + 5I = 8 or + I = 2. 4
dt dt 4
The integrating factor is then
R 5
dt 5
µ(t) = e 4 = e 4 t .
Hence the solution to our differential equation is
d ³ 5t ´ 5 5 8 5
e 4 I = 2e 4 t and so e 4 t I(t) = e 4 t + A
dt 5
8 5
the general solution is then I(t) = + Ae− 4 t ,
5
where A is a constant. If the current is zero at time t = 0, i.e. I(0) = 0, then
8 8
0 = + A and so A = − . A plot of I(t) against t has the form:
5 5
... I(t)
..
........ ..
...
..
...
...
8 ...... .... .... .... .... .... .... .... .... .... .... .... .... .... .... .... .... .... .... ............................................................................................................................................................
... .........................
5 ......................
... ...............
... ..........
... .
...
..........
... ......
......
... ......
... ......
... ..
......
.
...
... ....
... ...
... ...
... ...
... ...
... ...
... ....
... ...
... ....
... ...
.....
............................................................................................................................................................................................................................................................................................
...
..
.
t
8
Evidently I → Amps as t → ∞. Such a steady state can also be obtained
5
dI
from the original differential equation (1.10) by putting = 0.
dt
1.3. Higher order linear ODE’s with constant coefficients. As we have seen,
there are only a few special cases of first order differential equations that we can solve
explicitly. For higher-order ODE’s, the situation is even worse.
There is really only one class of higher-order ODE’s that we can truly solve system-
atically. These are the higher-order linear ODE’s with constant coefficients.
A linear ODE with constant coefficients is a differential equation of the form
dn y dn−1 y
(1.11) cn+ c n−1 + . . . + c0 y = f (x),
dxn dxn−1
where cn , cn−1 , . . . , c0 are complex numbers.
We handle this in two steps, which we will revisit later when we consider more general
linear ODE’s. The idea is that we first find the complete solution to the homogeneous
differential equation
dn y dn−1 y
(1.12) cn + c n−1 + . . . + c0 y = 0,
dxn dxn−1
 MATH 2310 – Ordinary Differential Equations Strand 10
and call this the general solution to the homogeneous ODE, and denote it yg . Then we
“guess” a solution to the non-homogeneous DE (1.11), which we call yp . If we add yp to
yc , we obtain the complete solution to the original ODE.
The homogeneous DE. Inspired by the solution in the case n = 1 we look for a
solution of the form y(x) = erx , where r is a complex number. Substituting into the
equation (1.11) we get
cn rn erx + cn−1 rn−1 erx + . . . + c0 erx = 0
¡ ¢
erx cn rn + cn−1 rn−1 + . . . + c0 = 0
for all x. Since erx is not zero for any x it follows that we must have
(1.13) cn rn + cn−1 rn−1 + . . . + c0 = 0.
The polynomial cn rn +cn−1 rn−1 +. . .+c0 is called the characteristic or auxillary equation.
Suppose now that the characteristic equation has roots r1 , . . . , rn . To the roots of (1.13)
we attach solutions to the homogeneous equation (1.11) as follows:
(1) If rj is distinct from all the other roots then the function yj (x) = erj x is a
corresponding solution of (1.11).
(2) If rj is of multiplicity k > 1 then we obtain a collection of k different solutions
of (1.11): {erj x , xerj x , . . . xk−1 erj x }. For rj = 1 and k = 2 it is straightforward to
use the Wronskian to check that ex and xex are linearly independent.
Since every complex polynomial of degree n factors into n terms of the form (x − zi )
where each zi is a complex number, the above procedure always gives us n solutions
f1 (x), . . . , fn (x) where each fi (x) is of the form fi (x) = xmi ezi x .
To obtain the general solution to the homogeneous higher-order linear ODE with
constant coefficients (1.12), we take all possible combinations of this fundamental set of
n solutions. That is,
yg (x) := A1 f1 (x) + · · · + An fn (x) = A1 xm1 ez1 x + · · · + An xmn ezn x .
We will see later in the section on general higher-order linear ODE’s how to check that
these solutions are all truly distinct and that they combine to give the general solution.
For now we just take it on faith.
Remark 1.9. If all the ci are real, so the DE is a “real” DE, then it is not particu-
larly satisfying to obtain complex solutions. For example, for the DE y 00 + y = 0, the
characteristic equation is r2 + 1 = 0, so the solutions to the DE are f1 (x) = eix and
f2 (x) = e−ix .
Fortunately, there is a way around this. If all the ci are real, then the characteristic
polynomial is a real polynomial, so any complex roots occur in complex conjugate pairs
α + iβ and α − iβ. In this case, the corresponding solutions are e(α+iβ)x and e(α−iβ)x ,
which we can rewrite as
eαx eiβx and eαx e−iβx .
If we use the formula eiθ = cos(θ) + i sin(θ) that we learned in first year, we can deduce
that
{Aeαx eiβx + Beαx e−iβx : A, B ∈ R} = {Ceαx cos(βx) + Deαx sin(βx) : C, D ∈ R}.
 MATH 2310 – Ordinary Differential Equations Strand 11
So when all the ci are real, and α + iβ and α − iβ are roots of the characteristic poly-
nomial, we can replace e(α+iβ)x and e(α−iβ)x with eαx cos(βx) and eαx sin(βx) throughout
the resulting fundamental set of solutions.
Examples 1.10. The general solution of
(1) y 00 + 2y 0 − 3y = 0 is y(x) = Aex + Be−3x , since the characteristic equation is
(r + 3)(r − 1) = 0.
(2) y 00 − 4y 0 + 4y = 0 is y(x) = Ae2x + Bxe2x , since the characteristic equation is
(r − 2)2 = 0.
(3) y 00 − 2y 0 + 17y = 0 is y(x) = Ae(1+4i)x + Be(1−4i)x or Aex cos 4x + Bex sin 4x, since
the characteristic equation is (r−1+4i)(r−1−4i) = (r−(1−4i))(r−(1+4i)) = 0
.
(4) y 00 +9y = 0 is Ae3ix +Be−3ix or y(x) = A cos 3x+B sin 3x, since the characteristic
equation is (r − 3i)(r + 3i) = 0.
(5) y 000 −y 0 = 0 is y(x) = Ae0.x +Bex +Ce−x = A+Bex +Ce−x , since the characteristic
equation is r(r − 1)(r + 1) = 0.
(6) y 00 = 0 is y(x) = Ae0.x + Bxe0.x = A + Bx, since the characteristic equation is
r2 = 0.
(7) y (5) − y (4) − y 0 + y = 0 is y(x) = Aex + Bxex + Ce−x + Deix + Ee−ix or Aex +
Bxex + Ce−x + D cos(x) + E sin(x) since the characteristic equation is
(r − 1)2 (r + 1 − i)(r + 1 + i) = (r − 1)2 (r − (−1 + i))(r − (−1 − i)) = 0.
(8) y 00 −2iy 0 −y = 0 is Ae−x +Bxeix since the characteristic equation is r2 −2ir −1 =
(r − i)2 .
The particular solution. Now we need a single solution to the non-homogeneous
DE (1.11). The idea is that we guess. To do this, we look at the right-hand side of the
DE, and try an arbitrary function of that form. We substitute our guess into the DE
and then try to solve to find the coefficients.
The following table indicates what guess to make based on what is on the right-hand
side of the DE. If there is a sum of terms on the right-hand side, we add together the
guesses for the individual terms.
type of f (x) Guess for yp
xn An xn + · · · + A1 x + A0
eαx Aeαx
sin(αx)
A sin(αx) + B cos(αx)
cos(αx)
sinh(αx)
A sinh(αx) + B cosh(αx)
cosh(αx)
xn f (x) (An xn + · · · + A1 x + A0 )×(guess for f (x))
There is only one problem. If the left-hand side is already one of the fundamental set
of solutions to the homogeneous DE, we can’t use it, so we multiply by a large enough
power of x to eliminate the problem, and try that instead.
 MATH 2310 – Ordinary Differential Equations Strand 12
Examples 1.11. Solve
(1) y 00 +2y 0 −3y = e2x . yg (x) = Aex +Be−3x as above. For yp (x), guess yp (x) = ke2x .
Then
yp00 + 2yp0 − 3yp = 4ke2x + 2 × 2ke2x − 3ke2x = 5ke2x .
Since RHS of DE is e2x , take k = 15 : yp = 51 e2x . General solution is Aex +Be−3x +
1 2x
5
e .
(2) y − 4y 0 + 4y = 8x. yg (x) = Ae2x + Bxe2x . Try yp = k1 x + k0 . Then
00

yp00 − 4yp0 + 4y = −4k1 + 4(k1 x + k0 ) = 4k1 x + 4(k0 − k1 ).

Comparing coefficients with RHS of DE, need 4k1 = 8 and 4(k0 − k1 ) = 0, so
k1 = 2 and k0 = 2. So the general solution is y(x) = Ae2x + Bxe2x + 2x + 2.
(3) y 000 − y 0 = 2ex . yg (x) = Ae0.x + Bex + Ce−x = A + Bex + Ce−x . Can’t try
yp (x) = kex as ex is a solution to the homogeneous DE. Try yp (x) = kxex . Then
yp000 − yp0 = (3kex + kxex ) − (kex + kxex ) = 2kex .
Comparing with RHS of DE, want k = 12 ; that is yp = 12 xex , and the solution is
y(x) = A + Bex + Ce−x + 12 xex .
 MATH 2310 – Ordinary Differential Equations Strand 13
MATH2310, Semester I, 2006, ODE’s strand — Exercises

1. Exercises — Solvable DE’s

1. Verify that
(i) y = x3 (5 + tan x) is a solution of x3 + 3y − xy 0 = x3 − x4 sec2 x.
¡ ¢
(ii) y = tan 13 x3 + x − 2 is a solution of y 0 = (1 + x2 )(1 + y 2 ).
(iii) y = − cos x ln(sec x + tan x) is a solution of y 00 + y = tan x.
2. Use separation of variables to find the general solution of each of the following. Also
find all constant solutions. Solve the initial value problems where relevant.
dy y+2
(i) = xy 2 (vi) y 0 = √ .
dx 1 − x2
x2 y+1
(ii) y 0 = 3
. (vii) y 0 = .
y(1 + x ) x−1
dy dy ex+y
(iii) = 4(1 − y). (viii) = .
dx dx y
dy dy ty + 3t
(iv) = 2y(1 − y). (ix) = 2 , y(2) = 2.
dx dt t +1
y−1 dy ty + 3t
(v) y 0 = 2 . (x) = , y(0) = −3.
x +1 dt t2 + 1
3. Use an integrating factor to find the general solution for each of the following. Solve
the initial value problems where relevant.
(i) y 0 − 2y = x2 e2x . dy 2

−x2
(vi) + 3x2 y = e−x , y(0) = 2.
0
(ii) y + 2xy = e . dx
dy dy y cos x ³ π ´ 4
(iii) x − 3y = x4 . (vii) + = ,y = , x > 0.
dx dx x x 2 π
x
dy dy e x
(iv) (x log x) = 2 log x. (viii) + y= x , y(0) = 1.
dx dx ex + 1 e +1
dy dx
(v) − y = 4ex , y(0) = 4. (ix) = x + t + 1, x(0) = 2.
dx dt
4. A tank of capacity 1000 litres contains 500 litres of pure water. Salt solution con-
taining 2mg/litre salt enters the tank at 20 litres/s and the (stirred) mixture flows
out at 10 litres/s. When will the tank start to overflow? What is the concentration
of salt in the tank when it starts to overflow? Write down an initial value problem
for the mass of salt in the tank after overflow has started.
5. Suppose that a drug is added to the body at a rate r(t), and let y(t) represent the
concentration of the drug in the bloodstream at time t hours. In addition, suppose
that the drug is used by the body at the rate ky, where k is a positive constant.
Then, the net rate in y(t) is y 0 = r(t) − ky. If at t = 0, there is no drug in the body,
we determine y(t) by solving the initial value problem y 0 = r(t) − ky, y(0) = 0.
(a) Suppose that r(t) = r, where r > 0 is a constant. Here the drug is added at a
constant rate. Solve the initial value problem and hence determine limt→∞ y(t).
(b) Suppose that r(t) = 1 + sin t and k = 1. Here the drug is added at a periodic
rate. Solve the initial value problem, determine limt→∞ y(t) if it exists and
hence describe what happens to the drug concentration over time.
 MATH 2310 – Ordinary Differential Equations Strand 14
(c) Suppose that r(t) = e−t and k = 1. Here the rate at which the drug is added
decreases over time. Solve the initial value problem, determine limt→∞ y(t) if it
exists and hence describe what happens to the drug concentration over time.
6. In a room at 21◦ centigrade, moth repellant sublimes from the solid to the gaseous
state at the rate of k cubic centimetres of solid per second per square centimetre of
exposed surface. If a spherical mothball of radius 12 cm in this room disappears in
6 months, find k. Is it more effective to use one mothball of radius 1 cm, or two
mothballs of radius 21 cm (using the second one when the first one has disappeared)?
Which would be better vale form money?
7. Carbon dating
(a) The remains of a timber artifact are found to contain 50% as much Carbon 14
(relative to Carbon 12) as a living tree (and presumably had when the object
was made). Assume that the half life of Carbon 14 is 5730 years. How old is
the artifact?
(b) Suppose the artifact contains 70% of the “normal” proportion of Carbon 14.
How old is it then?
dQ
[ Hint: = kQ (k < 0) where Q is the mass of Carbon 14 at time t years
dt
after the tree stopped growing. So Q = Aekt = A(0.5)1/5730 where A is the mass
of Carbon 14 at time t = 0]
(c) If the half life of Carbon 14 is not 5730 but 5568 years, how does this change
the answer to (b)?
(d) If the “Shroud of Turin” really was the burial cloth of Jesus Christ (died 33AD)
and the half life of Carbon 14 is between 5568 and 5730 years what proportion
of the original amount of Carbon 14 would you expect it to contain in 1989?
State your answer as an interval.
8. Newton’s law of cooling states that the surface temperature of an object changes at
a rate proportional to the difference between the surface temperature of the object
and that of the surroundings.
Suppose the surface temperature of a cup of coffee is 95◦ when freshly poured, and
that one minute later the temperature is 90◦ in a room at 25◦ . Assuming Newton’s
law of cooling to apply, how long a period must elapse before the coffee reaches a
surface temperature of 65◦ ?
9. A certain small country has $ 10 billion in paper currency in circulation and each day,
$ 50 million comes into the country’s banks. The government decides to introduce
new currency by having the banks replace old bills with new ones whenever old
currency comes into the banks. Let x = x(t) denote the amount of new currency in
circulation at time t, with x(0) = 0.
(a) Determine a mathematical model in the form of an initial value problem that
represents the “flow” of the new currency into circulation
(b) Solve the initial value problem found in part (a).
(c) Find how long it will take for the new bills to account for 90% of the currency
in circulation.
 MATH 2310 – Ordinary Differential Equations Strand 15
10. In each of the following, find the general solution and, where requested, use it to
solve the initial value problem stated:
(a) y 00 + y 0 − 2y = 0, y(0) = 1, y 0 (0) = 1.

(b) y 00 − 6y 0 + 9y = 0, y(0) = 4, y 0 (0) = 10.

(c) y 00 + 2y 0 + 5y = 0, y(0) = 2, y 0 (0) = 0.

(d) y” + 3y’=0,y(1)=-1, y 0 (1) = 0.

(e) y 00 − 4y = 0, y(1) = sinh(1), y 0 (1) = 0.

(f ) y 00 + 25y = 0, y(π) = 0, y 0 (π) = 4.

(g) y (iv) − 5y 00 + 4y = 0.

(h) y 000 − y 00 − y 0 + y = 0, y(0) = 2, y 0 (0) = 1, y 00 (0) = 4.

(i) y 000 − 3y 00 + 3y 0 − y = 0.

(j) y 000 + y 0 = 0, y(0) = 0, y 0 (0) = 1, y 00 (0) = 2.

(k) y 000 + y = 0.

(l) y (iv) +2y 00 −8y 0 +5y = 0, given that r4 +2r2 −8r+5 = (r−1)2 (r+1+2i)(r+1−2i).

(m) y (iv) + 8y 000 + 26y 00 + 48y 0 + 45y = 0, given that r4 + 8r3 + 26r2 + 48r + 45 =
(r + 3)2 (r + 1 + 2i)(r + 1 − 2i).
11. Use the method of undetermined coefficients to solve the following differential equa-
tions or initial value problems
(a) y 00 + 4y 0 + 13y = 26x − 44, (f ) y 00 + y = ex + x3 , where y(0) = 2
and y 0 (0) = 0,
(b) y 00 + 10y 0 + 25y = 50x,
(g) y 00 −y = xe3x , where y(0) = 0 and
(c) y 00 + 3y 0 + 2y = x2 ,
y 0 (0) = 1,
(d) y 00 − 2y 0 = sin(4x),
(h) y 00 + 4y = x,
(e) y 00 − 4y 0 + 5y = e−x ,
(i) y 00 − 2y 0 + y = e2x .
 MATH 2310 – Ordinary Differential Equations Strand 16
MATH2310, Semester I, 2006, ODE’s strand — Answers
1. Answers — Solvable DE’s
2. The solutions to the separable equations are
1 y2 (vi) log |y + 2| = sin−1 x + C, y = −2.
(i) − = + C, y = 0.
y 2 (vii) log |y + 1| = log |x − 1| + C, y = −1.
2 (viii) ex + e−y + ye−y = C.
(ii) y 2 = log |1 + x3 | + C. √
3 (ix) y = −3 + 5t2 + 5.
(iii) − log |1 − y| = 4x + C, y = 1.
¯ ¯ (x) y = −3.
¯ y ¯
(iv) log ¯¯ ¯ = 2x + C, y = 0,
1 − y¯
y = 1.
(v) log |y−1| = tan−1 x+C, y = 1.
If no constant solution is given, then none exists.

3. The solutions to the first order linear equations are

x3 2x 2x
3
(vi) y = 2e−x + xe−x .
3

(i) y = e + Ce .
3 (vii) y = x−1 (1 + sin x).
x2
(ii) ye = x + C. x2 2
4
(iii) y = x + Cx . 3 (viii) y = x
+ x .
2(e + 1) e + 1
C (ix) x = −2 + 4et − t.
(iv) y = log x + .
log x
(v) y = 4ex (x + 1).
4. The initial value problem for the volume V (t) is
dV
= 10, where V (0) = 500
dt
which has solution V = 10t + 500. Hence the tank starts to overflow at t = 50
seconds. The mass M (t) then satisfies the initial value problem
dM M
+ = 40, where M (0) = 0, and T ≤ 50
dt t + 50
50000
This has solution M = 20(t + 50) − until t = 50. At t = 50, M = 1500 and
t + 50
the concentration of salt is 1.5 mg/litre. After overflow the initial value problem is
dM M
+ = 40, where M (50) = 1500, and t ≥ 50
dt 50
5. For the drug concentration problem the solutions are
r
(a) y(t) = (1 − e−kt ), so limt→∞ y(t) = kr .
k
1
(b) y(t) = 1 − (e−t + cos t − sin t), so limt→∞ y(t) does not exist, the concentration
2
reaches a periodic state.
(c) y(t) = te−t , so limt→∞ y(t) = 0.
 MATH 2310 – Ordinary Differential Equations Strand 17
dV
6. The differential equation is = −kS, where S(t) is the surface area (in square
dt
centimetres) of solid at time t (in seconds) when the solid’s volume is V (in cubic
centimetres). If mothball, initially spherical, retains its spherical symmetry during
4
sublimation V (t) = πr3 (t), with S(t) = 4πr2 (t). Therefore
3
dr dr
4πr2 = −k.4πr2 and so = −k.
dt dt
1 1
Thus r(t) = −kt + c. If r(0) = = c and r(T ) = 0 = −kT + where T is the
2 2
1
number of seconds in 6 months, then k = 2T . Now if r(0) = 1, then r(t) = 1 − kt
1
which is zero when t = = 2T seconds.
k
That is a 1 centimetre radius mothball takes 12 months to disappear. Thus the
1
room has 12 months coverage using either method, but two mothballs of radius
2
1
would cost only as much as one ball of 1 centimetre radius!
4
7. The answers are
(a) 5730 years.
(b) About 2949 years.
(c) It would change it to 2865 years.
(d) Between 78.39 and 78.93 percent.
8. If T (t) is the surface temperature (in degrees Celcius) at time t (in minutes) then
dT
= −k(T − 25) and so T (t) = 25 + De−kt
dt
where D is a constant. Since¡ T (0)¢ = 95 = 25+D we have D = 70. Since T (1)
¡ 70 =
¢ 90 =
25 + 70e−k we have k = log 70 65
≈ 0.074. Hence T (t) = 65 when t = 1
k
log 40
≈ 7.6
minutes.
9. Using 1 billion dollars as the unit for x and 1 day for the unit of t, we obtain the
initial value problem
dx
= 0.005(10 − x) where x(0) = 0.
dt
The reasoning that leads to the differential equation is as follows. Initially, there
is $ 10 billion of old currency in circulation, so all of the $ 50 million returned to
the banks is old. At time t, the amount of new currency is x(t) billion dollars, so
10 − x(t) billion dollars of currency is old. The fraction of circulating money that is
old is 10−x(t)
10
, and the amount of old currency being returned to the banks each day
10−x(t)
is 10 × 0.05 billion dollars. Note: $ 50 million = $ 0.05 billion. This amount of
new currency per day is introduced into circulation, so
dx 10 − x
= × 0.05 = 0.005(10 − x) billion dollars per day.
dt 10
10. The general solutions and the solutions to the IVP’s are
 MATH 2310 – Ordinary Differential Equations Strand 18
(a) y = Ae−2x + Bex , y = ex .
(b) y = Ae3x + Bxe3x , y = 4e3x − 2xe3x .

(c) y = Ae−x cos(2x) + Be−x sin(2x), y = 2e−x cos(2x) + e−x sin(2x).

(d) y = A + Be−3x , y = −1.

(e) y = Ae2x + Be−2x , y = sinh(1) cosh 2(x − 1) [recall cosh 2(x − 1) = 21 (e2x−2 +
e−(2x−2) )].

(f ) y = A sin(5x) + B cos(5x), y = − 45 sin(5x).

(g) y = Aex + Be−x + Ce2x + De−2x .

(h) y = Ae−x + Bex + Cxex , y = e−x + ex + xex .

(i) Aex + Bxex + Cx2 ex .

(j) A + B sin(x) + C cos(x), y = 2 + sin(x) − 2 cos(x).

³√ ´ ³√ ´
(k) y = Ae + Be cos 2 x + Ce sin 23 x .
−x x/2 3 x/2

(l) y = Aex + Bxex + Ce−x cos(2x) + De−x sin(2x).

(m) y = Ae−3xs + Bxe−3x + Ce−x cos(2x) + De−x sin(2x).
11. The answers are

(a) y(x) = Ae−2x cos(3x) + Be−2x sin(3x) + 2x − 4

4
(b) y(x) = Ae−5x + Bxe−5x + 2x − .
5
1 3 7
(c) y(x) = Ae−2x + Be−x + x2 − x +
2 2 4
1 1
(d) y(x) = A + Be2x + cos(4x) − sin(4x)
40 20
1 −x
(e) y(x) = Ae2x cos(x) + Be2x sin(2x) + e
10
3 11 1
(f ) y(x) = cos(x) + sin(x) + ex + x3 − 6x
2 2 2
5 17 1 3
(g) y(x) = ex − e−x + xe3x − e3x
8 32 8 32
1
(h) y(x) = A cos(2x) + B sin(2x) + x
4
(i) y(x) = Aex + Bxex + e2x .