Solutions of the Sample Problems for the Second In-Class Exam

Math 246, Fall 2019, Professor David Levermore

(1) Give the interval of definition for the solution of the initial-value problem
cos(3t) 0 sin(2t) e−2t
x000 + x + x= , x(2) = x0 (2) = x00 (2) = 0 .
4−t 5−t 1+t
Solution. The equation is linear and is already in normal form. Notice the following.
 The coefficient of x0 is undefined at t = 4 and is continuous elsewhere.
 The coefficient of x is undefined at t = 5 and is continuous elsewhere.
 The forcing is undefined at t = −1 and is continuous elsewhere.
 The initial time is t = 2.
Plotting these points on a time-line gives

——-◦———————————-•————————◦————◦——→ t
−1 2 4 5
Therefore the interval of definition is (−1, 4) because:
• the initial time 2 is in (−1, 4);
• all the coefficients and the forcing are continuous over (−1, 4);
• the forcing is undefined at t = −1;
• the coefficient of x0 is undefined at t = 4.
Remark. All four reasons must be given for full credit.
◦ The first two reasons are why a (unique) solution exists over the interval (−1, 4).
◦ The last two reasons are why this solution does not exist over a larger interval.
(2) Suppose that Z1 (t), Z2 (t), and Z3 (t) are solutions of the differential equation
z 000 + 2z 00 + (1 + t2 )z = 0 .
Suppose we know that Wr[Z1 , Z2 , Z3 ](1) = 5. What is Wr[Z1 , Z2 , Z3 ](t)?
Solution. The Abel Theorem says that w = Wr[Z1 , Z2 , Z3 ](t) satisfies w0 + 2w = 0.
It follows that w(t) = ce−2t for some c. Because w(1) = Wr[Z1 , Z2 , Z3 ](1) = 5, this
initial condition implies that ce−2·1 = 5, whereby c = 5e2 . Therefore w(t) = 5e2 e−2t ,
which means that
Wr[Z1 , Z2 , Z3 ](t) = 5e2 e−2t .

(3) Show that the functions X1 (t) = 1, X2 (t) = cos(t), and X3 (t) = sin(t) are linearly
independent.
Solution. The Wronskian of these functions is
 
1 cos(t) sin(t)
Wr[X1 , X2 , X3 ](t) = det0 − sin(t) cos(t) 
0 − cos(t) − sin(t)
= 1 · (− sin(t)) · (− sin(t)) − (− cos(t)) · cos(t) · 1
= sin(t)2 + cos(t)2 = 1 .
Because Wr[X1 , X2 , X3 ](t) 6= 0, the functions are linearly independent.
1
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Alternative Solution. Suppose that

0 = c1 X1 (t) + c2 X2 (t) + c3 X3 (t) = c1 + c2 cos(t) + c3 sin(t) .
To show linear independence we must show that c1 = c2 = c3 = 0. But setting t = 0,
t = π, and t = π2 into this relation yields the linear algebraic system
0 = c1 + c2 cos(0) + c3 sin(0) = c1 + c2 ,
0 = c1 + c2 cos(π) + c2 sin(π) = c1 − c3 ,
0 = c1 + c2 cos( π2 ) + c3 sin( π2 ) = c1 + c3 .
By adding the first two equations we see that c1 = 0. By subtracting the second
equation from the first we see that c2 = 0. By plugging c1 = 0 into the thrid
equation we see that c3 = 0, Therefore c1 = c2 = c3 = 0, whereby X1 (t), X2 (t), and
X3 (t) are linearly independent.

(4) The function Y (t) = t is a solution of the differential equation

(t2 + 4)y 00 − 2ty 0 + 2y = 0 .
Find a real general solution of this equation.
Solution. This is a homogeneous equation with variable coefficients. Given one
solution we can find a real general solution by order reduction. Set y = tu, whereby
y 0 = tu0 + u , y 00 = tu00 + 2u0 .
Upon substituting these expressions into the equation we obtain
0 = (t2 + 4)y 00 − 2ty 0 + 2y
= (t2 + 4)(tu00 + 2u0 ) − 2t(tu0 + u) + 2tu
= (t2 + 4)tu00 + (2t2 + 8 − 2t2 )u0 + (−2t + 2t)u
= (t2 + 4)tu00 + 8u0 .
Therefore w = u0 satisfies the first-order homogeneous linear equation
8
w0 + 2 w = 0.
(t + 4)t

A general solution of this first-order homogeneous linear equation for w is

 Z 
8
w = exp − dt .
(t2 + 4)t
By the partial fraction identity
8 2 2t
= − 2 ,
(t2 + 4)t t t +4
we see that
Z Z
8 2 2t
dt = − 2 dt
(t2 + 4)t t t +4
t2
 
2 2
= log(t ) − log(t + 4) + c = log 2 + c,
t +4
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Therefore a general solution of the first-order equation for w is given explicitly by

 2 
t2 + 4
 
t
w = exp − log 2 − c = c1 2 ,
t +4 t
where c1 = e−c .
Because w = u0 we see that
t2 + 4
 
0 4
u = w = c1 2 = c1 1 + 2 ,
t t
whereby
 
4
u = c1 t − + c2 .
t
Therefore a real general solution of the original equation is
y = tu = c1 (t2 − 4) + c2 t .

(5) Let L be a linear ordinary differential operator with constant coefficients. Suppose
that all the roots of its characteristic polynomial (listed with their multiplicities) are
−2 + i3, −2 − i3, i7, i7, −i7, −i7, 5, 5, 5, −3, 0, 0.
(a) Give the order of L.
Solution. Because there are 12 roots listed, the degree of the characteristic
polynomial must be 12, whereby the order of L is 12.

(b) Give a real general solution of the homogeneous equation Ly = 0.

Solution. A fundamental set of twelve real-valued solutions is built as follows.
 The conjugate pair of simple roots −2 ± i3 contributes
e−2t cos(3t) and e−2t sin(3t) .
 The conjugate pair of double roots ±i7 contributes
cos(7t) , sin(7t) , t cos(7t) , and t sin(7t) .
 The triple real root 5 contributes e5t , t e5t , and t2 e5t .
 The simple real root −3 contributes e−3t .
 The double real root 0 contributes 1 and t.
Therefore a real general solution is
y = c1 e−2t cos(3t) + c2 e−2t sin(3t)
+ c3 cos(7t) + c4 sin(7t) + c5 t cos(7t) + c6 t sin(7t)
+ c7 e5t + c8 t e5t + c9 t2 e5t + c10 e−3t + c11 + c12 t .

(6) Give the natural fundamental set of solutions associated with t = 0 for each of the
following equations.
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(a) v 00 − 6v 0 + 9v = 0
Solution. The general initial-value problem associated with t = 0 is
v 00 − 6v 0 + 9v = 0 , v(0) = v0 , v 0 (0) = v1 .
This is a homogeneous linear equation for v(t) with constant coefficients. Its
characteristic polynomial is
p(z) = z 2 − 6z + 9 = (z − 3)2 .
This has the double real root 3, which yields a real general solution
v(t) = c1 e3t + c2 t e3t .
Because
v 0 (t) = 3c1 e3t + 3c2 t e3t + c2 e3t ,
when the general initial conditions are imposed, we find
v(0) = c1 = v0 , v 0 (0) = 3c1 + c2 = v1 .
These are solved to find c1 = v0 and c2 = v1 − 3v0 . So the solution of the general
initial-value problem is
v(t) = v0 e3t + (v1 − 3v0 )t e3t = (1 − 3t)e3t v0 + t e3t v1 .
Therefore the natural fundamental set of solutions associated with t = 0 is
N0 (t) = (1 − 3t)e3t , N1 (t) = t e3t .

(b) ÿ + 4ẏ + 20y = 0

Solution. The general initial-value problem associated with t = 0 is
ÿ + 4ẏ + 20y = 0 , y(0) = y0 , ẏ(0) = y1 .
This is a homogeneous linear equation for y(t) with constant coefficients. Its
characteristic polynomial is
p(z) = z 2 + 4z + 20 = (z + 2)2 + 42 .
This has the conjugate pair of roots −2 ± 4i, which yields a real general solution
y(t) = c1 e−2t cos(4t) + c2 e−2t sin(4t) .
Because
ẏ(t) = −2c1 e−2t cos(4t) − 4c1 e−2t sin(4t) − 2c2 e−2t sin(4t) + 4c2 e−2t cos(4t) .
when the general initial conditions are imposed, we find
y(0) = c1 = y0 , ẏ(0) = −2c1 + 4c2 = y1 .
These are solved to find c1 = y0 and c2 = 12 y0 + 14 y1 . So the solution of the
general initial-value problem is
y(t) = y0 e−2t cos(4t) + 12 y0 + 14 y1 e−2t sin(4t)

= e−2t cos(4t) + 21 sin(4t) y0 + e−2t 41 sin(4t) y1 .

Therefore the natural fundamental set of solutions associated with t = 0 is

N0 (t) = e−2t cos(4t) + 21 sin(4t) , N1 (t) = e−2t 14 sin(4t) .


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d
(7) Let D = . Solve each of the following initial-value problems.
dt
(a) D2 y + 4Dy + 4y = 0 , y(0) = 1 , y 0 (0) = 0 .
Solution. This is a homogeneous linear equation for y(t) with constant coeffi-
cients. Its characteristic polynomial is
p(z) = z 2 + 4z + 4 = (z + 2)2 .
This has the double real root −2, which yields a real general solution given by
y(t) = c1 e−2t + c2 t e−2t .
Because
y 0 (t) = −2c1 e−2t − 2c2 t e−2t + c2 e−2t ,
when the initial conditions are imposed, we find that
y(0) = c1 = 1 , y 0 (0) = −2c1 + c2 = 0 .
These are solved to find c1 = 1 and c2 = 2. Therefore the solution of the
initial-value problem is
y(t) = e−2t + 2t e−2t = (1 + 2t)e−2t .

(b) D2 w + 9w = 20et , w(0) = 0 , w0 (0) = 0 .

Solution. This is a nonhomogeneous linear equation for w(t) with constant
coefficients. Its characteristic polynomial is
p(z) = z 2 + 9 = z 2 + 32 .
This has the conjugate pair of simple roots ±i3, which yields a real general
solution of the associated homogeneous problem given by
wH (t) = c1 cos(3t) + c2 sin(3t) .
The forcing 20et has degree d = 0, characteristic µ + iν = 1, and multiplicity
m = 0. A particular solution wP (t) can be found by using either Key Identity
Evaluations, the Zero Degree Formula, or Undetermined Coefficients.
Below we show that each of these methods gives wP (t) = 2et , which yields a real
general solution
w(t) = c1 cos(3t) + c2 sin(3t) + 2et .
Because
w0 (t) = −3c1 sin(3t) + 3c2 cos(3t) + 2et ,
when the initial conditions are imposed we find that
w(0) = c1 + 2 = 0 , w0 (0) = 3c2 + 2 = 0 .
These are solved to obtain c1 = −2 and c2 = − 32 . Therefore the solution of the
initial-value problem is
w(t) = −2 cos(3t) − 23 sin(3t) + 2et .
6

Key Indentity Evaluations. Because d = m = 0, we can simply evaluate the

Key Identity at z = µ + iν = 1, to find
L(et ) = p(1)et = (12 + 9)et = 10et .
Multiplying this equation by 2 yields L(2et ) = 20et . Hence, wP (t) = 2et .
Zero Degree Formula. For a forcing f (t) with degree d = 0, characteristic
µ + iν, and multiplicity m that has the form
f (t) = αeµt cos(νt) + βeµt sin(νt) = eµt Re (α − iβ)eiνt ,

this formula gives the particular solution

(α − iβ)eiνt
 
m µt
wP (t) = t e Re (m) .
p (µ + iν)
For this problem f (t) = 20et and p(z) = z 2 + 9, so that µ + iν = 1, α − iβ = 20,
and m = 0, whereby
20 20 20 t
wP (t) = et = 2 et = e = 2et .
p(1) 1 +9 10

Undetermined Coefficients. Because m + d = 0, m = 0, and µ + iν = 1,

there is a particular solution in the form
wP (t) = Aet .
Because wP0 (t) = Aet and wP00 (t) = Aet , we see that
LwP (t) = wP00 (t) + 9wP (t) = Aet + 9Aet = 10Aet .
By setting LwP (t) = 10Aet = 20et , we see that A = 2. Hence, wP (t) = 2et .

(8) Give a real general solution for each of the following equations.
(a) ü + 4u̇ + 5u = 3 cos(2t)

Solution. This is a nonhomogeneous linear equation for u(t) with constant

coefficients. Its characteristic polynomial is
p(z) = z 2 + 4z + 5 = (z + 2)2 + 1 .
This has the conjugate pair of simple roots −2 ± i, which yields a real general
solution of the associated homogeneous problem given by
uH (t) = c1 e−2t cos(t) + c2 e−2t sin(t) .
The forcing 3 cos(2t) has degree d = 0, characteristic µ+iν = i2, and multiplicity
m = 0. A particular solution uP (t) can be found by using either Key Identity
Evaluations, the Zero Degree Formula, or Undetermined Coefficients.
Below we show that each of these methods gives the particular solution
3 24
uP (t) = 65
cos(2t) + 65
sin(2t) .
Therefore a real general solution is
u = c1 e−2t cos(t) + c2 e−2t sin(t) + 3
65
cos(2t) + 24
65
sin(2t) .
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Key Indentity Evaluations. Because d = m = 0, we can simply evaluate the

Key Identity at z = µ + iν = i2, to find
L ei2t = p(i2)ei2t = (i2)2 + 4(i2) + 5 ei2t = (1 + i8)ei2t .





Because the forcing 3 cos(2t) = 3 Re ei2t , we divide the above by 1 + i8 and
multiply by 3 to find
 
3 i2t
L e = 3ei2t .
1 + i8
Hence,
   
3 i2t 3(1 − i8) i2t 3
Re (1 − i8)ei2t


uP (t) = Re e = Re 2 2
e = 65
1 + i8 1 +8
3 3
cos(2t) + 24


= 65 cos(2t) + 8 sin(2t) = 65 65
sin(2t) .

Zero Degree Formula. For a forcing f (t) with degree d = 0, characteristic

µ + iν, and multiplicity m that has the form
f (t) = αeµt cos(νt) + βeµt sin(νt) = eµt Re (α − iβ)eiνt ,

this formula gives the particular solution

(α − iβ)eiνt
 
m µt
uP (t) = t e Re (m) .
p (µ + iν)
For this problem f (t) = 3 cos(2t) and p(z) = z 2 + 4z + 5, so that µ + iν = i2,
α − iβ = 3, m = 0, and p(i2) = (i2)2 + 4 · i2 + 5 = −4 + i8 + 5 = 1 + i8, whereby
   
3 i2t 3(1 − i8) i2t 3
Re (1 − i8)ei2t


uP (t) = Re e = Re 2 2
e = 65
1 + i8 1 +8
3 3
cos(2t) + 24


= 65 cos(2t) + 8 sin(2t) = 65 65
sin(2t) .

Undetermined Coefficients. Because m + d = 0, m = 0, and µ + iν = i2,

there is a particular solution in the form
uP (t) = A cos(2t) + B sin(2t) .
Because
u̇P (t) = −2A sin(2t) + 2B cos(2t) ,
üP (t) = −4A cos(2t) − 4B sin(2t) ,
we see that
LuP (t) = üP (t) + 4u̇P (t) + 5uP (t)
   
= − 4A cos(2t) − 4B sin(2t) + 4 − 2A sin(2t) + 2B cos(2t)
 
+ 5 A cos(2t) + B sin(2t)
= (A + 8B) cos(2t) + (B − 8A) sin(2t) .
By setting LuP (t) = (A + 8B) cos(2t) + (B − 8A) sin(2t) = 3 cos(2t), we see that
A + 8B = 3 , B − 8A = 0 .
3 24 3 24
We find that A = 65
and B = 65
. Hence, uP (t) = 65
cos(2t) + 65
sin(2t).
8

(b) x00 − x = t et

Solution. This is a nonhomogeneous linear equation for x(t) with constant

coefficients. Its characteristic polynomial is
p(z) = z 2 − 1 = (z + 1)(z − 1) .
This has the simple real roots −1 and 1, which yields a real general solution of
the associated homogeneous problem given by
xH (t) = c1 e−t + c2 et .
The forcing t et has degree d = 1, characteristic µ + iν = 1, and multiplicity
m = 1. A particular solution xP (t) can be found by using either Key Identity
Evaluations or Undetermined Coefficients.
Below we show that each of these methods gives the particular solution
xP (t) = 41 (t2 − t) et .
Therefore a real general solution is
x = c1 e−t + c2 et + 14 (t2 − t) et .

Key Indentity Evaluations. Because m + d = 2, we need the Key Identity

and its first two derivatives with respect to z:
L ezt = (z 2 − 1)ezt ,

L t ezt = (z 2 − 1)t ezt + 2zezt ,

L t2 ezt = (z 2 − 1)t2 ezt + 4zt ezt + 2ezt .

Evaluate these at z = µ + iν = 1 to find

L et = 0 , L t et = 2et , L t2 et = 4t et + 2et .

Subtracting the second equation from the third yields

L t2 et − t et = 4t et .

Dividing this equation by 4 gives L 41 (t2 −t) et = t et . Hence, xP (t) = 14 (t2 −t) et .

Undetermined Coefficients. Because m + d = 2, m = 1, and µ + iν = 1,

there is a particular solution in the form
xP (t) = A0 t2 + A1 t et ,

Because
x0P (t) = A0 t2 + A1 t et + 2A0 t + A1 et

= A0 t2 + (2A0 + A1 )t + A1 et ,

x00P (t) = A0 t2 + (2A0 + A1 )t + A1 et + 2A0 t + (2A0 + A1 ) et

= A0 t2 + (4A0 + A1 )t + 2A0 + 2A1 et ,

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we see that
LxP (t) = x00P (t) − xP (t)
= A0 t2 + (4A0 + A1 )t + 2A0 + 2A1 et − A0 t2 + A1 t et

= 4A0 t + 2A0 + 2A1 et = 4A0 t et + 2(A0 + A1 )et .

By setting LxP (t) = 4A0 t et + 2(A0 + A1 )et = t et , we obtain 4A0 = 1 and

A0 + A1 = 0. It follows that A0 = 41 and A1 = − 14 . Hence, xP (t) = 41 (t2 − t) et .
1
(c) y 00 − y =
1 + et
Solution. This is a nonhomogeneous linear equation for y(t) with constant
coefficients. Its characteristic polynomial is
p(z) = z 2 − 1 = (z − 1)(z + 1) .
This has the simple real roots 1 and −1, which yields a real general solution of
the associated homogeneous problem given by
yH (t) = c1 et + c2 e−t .
The forcing does not have the characteristic form required for us to use either
Key Identity Evaluations or Undertermined Coefficients. Therefore we must use
either the Green Function method or the Variation of Parameters method.
Green Function. The Green function g(t) satisfies
g 00 − g = 0 , g(0) = 0 , g 0 (0) = 1 .
Set g(t) = c1 et + c2 e−t . The first initial condition implies g(0) = c1 + c2 = 0.
Because g 0 (t) = c1 et −c2 e−t , the second initial condition yields g 0 (0) = c1 −c2 = 1.
It follows that c1 = 21 and c2 = − 12 , whereby g(t) = 12 (et − e−t ).
Because the equation is in normal form, the Green Function method gives a
particular solution by
Z t Z t
1 1 t−s −t+s

1
YP (t) = g(t − s) ds = 2
e − e ds
0 1 + es 0 1 + es
Z t −s Z t
1 t e 1 −t es
= 2e s
ds − 2
e s
ds .
0 1+e 0 1+e
The definite integrals on the right-hand side can be evaluated as
Z t −s Z t −2s Z t
e e −s e−s
ds = −s + 1
ds = e − ds
0 1+e
s
0 e 0 e−s + 1

i t
 −t 
h
−s −s −t e +1
= − e + log e + 1 = 1 − e + log ,
s=0 2

t
Z t
es 1 + et
 
s
s
ds = log 1 + e = log .
0 1+e s=0 2
Hence, a particular solution YP (t) is given by
 −t
1 + et
   
1 t t e +1 1 −t
YP (t) = 2 e − 1 + e log − 2 e log .
2 2
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Therefore a real general solution is y = YH (t) + YP (t) where YH (t) and YP (t) are
given above. This yields
 −t
1 + et
   
t −t 1 t t e +1 1 −t
y = c1 e + c2 e + 2 e − 1 + e log − 2 e log .
2 2

Variation of Parameters. Seek a solution in the form

y = u1 (t) et + u2 (t) e−t ,
where u1 (t) and u2 (t) satisfy
u01 (t) et + u02 (t) e−t = 0 ,
1
u01 (t) et − u02 (t) e−t = .
1 + et
Solve this system to obtain
e−t et
u01 (t) = 1
2
, u 0
2 (t) = − 1
2
.
1 + et 1 + et
Integrate these equations to find
e−t e−2t
Z Z
1 1
u1 (t) = 2 dt = 2
dt
1 + et e−t + 1
e−t
Z
= 2 e−t − −t
1
dt = − 12 e−t + 12 log e−t + 1 + c1 ,


e +1
Z t
e t
u2 (t) = − 21 1


dt = − 2
log 1 + e + c2 .
1 + et
Therefore a real general solution is
y = c1 et + c2 e−t − 12 + 21 et log e−t + 1 − 21 e−t log 1 + et .

Remark. The two general solutions found above differ slightly. However, they
are equivalent in the sense that both contain all solutions of the nonhomogeneous
equation. The point is that the c1 and c2 that appear in each of them are not
the same c1 and c2 . Can you find a relationship between them?

(9) What answer will be produced by the following MATLAB commands?

>> symsy(t)
>> ode = diff(y,t,2) + 2*diff(y,t) + 5*y == 16*exp(t);
>> ySol(t) = dsolve(ode)
Solution. The commands ask MATLAB for a real general solution of the equation
d
D2 y + 2Dy + 5y = 16et , where D = .
dt
MATLAB will produce something equivalent to the answer

2*exp(t) + C1*exp(–t)*sin(2*t) + C2*exp(–t)*cos(2*t)

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This can be seen as follows. This is a nonhomogeneous linear equation for y(t) with
constant coefficients. The characteristic polynomial is
p(z) = z 2 + 2z + 5 = (z + 1)2 + 4 = (z + 1)2 + 22 .
It has the conjugate pair of simple roots −1 ± i2. A real general solution of the
associated homogeneous problem is
yH (t) = c1 e−t cos(2t) + c2 e−t sin(2t) .
The forcing 16et has degree d = 0, characteristic µ + iν = 1, and multiplicity m = 0.
A particular solution yP (t) can be found by using either Key Identity Evaluations,
the Zero Degree Formula, or Undetermined Coefficients.
Below we show that each of these methods gives the particular solution yP (t) = 2et .
Therefore a real general solution is
y = c1 e−t cos(2t) + c2 e−t sin(2t) + 2et .
Up to notational differnces, this is the answer that MATLAB produces. Your answer
does not have to be given in MATLAB format!
Key Indentity Evaluations. Because d = m = 0, we only need to evaluate the
Key Identity at z = µ + iν = 1, to find
L(et ) = p(1)et = (12 + 2 · 1 + 5)et = 8et .
Multiply this by 2 to obtain L(2et ) = 16et . Hence, yP (t) = 2et .
Zero Degree Formula. For a forcing f (t) with degree d = 0, characteristic µ + iν,
and multiplicity m that has the form
f (t) = αeµt cos(νt) + βeµt sin(νt) = eµt Re (α − iβ)eiνt ,

this formula gives the particular solution

(α − iβ)eiνt
 
m µt
yP (t) = t e Re (m) .
p (µ + iν)
For this problem f (t) = 16et and p(z) = z 2 + 2z + 5, so that µ + iν = 1, α − iβ = 16,
and m = 0, whereby
16 16 16 t
yP (t) = et = 2 et = e = 2et .
p(1) 1 +2·1+5 8

Undetermined Coefficients. Because m + d = 0, m = 0, and µ + iν = 1, there is

a particular solution in the form
yP (t) = Aet .
Because
yP0 (t) = Aet , yP00 (t) = Aet ,
we see that
LyP (t) = yP00 (t) + 2yP0 (t) + 5yP (t) = [Aet ] + 2[Aet ] + 5[Aet ] = 8Aet .
Setting LyP (t) = 8Aet = 16et , we see that A = 2. Hence, yP (t) = 2et .
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d
(10) Let D = . Consider the equation
dt
2
Lr = D2 r − 6Dr + 25r = et .

(a) Compute the Green function g(t) associated with L.

Solution. The Green function g(t) satisfies
D2 g − 6Dg + 25g = 0 , g(0) = 0 , g 0 (0) = 1 .
The characteristic polynomial of L is p(z) = z 2 − 6z + 25 = (z − 3)2 + 42 ,
which has roots 3 ± i4. Set g(t) = c1 e3t cos(4t) + c2 e3t sin(4t). The first initial
condition implies g(0) = c1 = 0, whereby g(t) = c2 e3t sin(4t). Because g 0 (t) =
3c2 e3t sin(4t)+4c2 e3t cos(4t), the second initial condition implies g 0 (0) = 4c2 = 1,
whereby c2 = 41 . Therefore the Green function associated with L is given by
g(t) = 14 e3t sin(4t) .

(b) Use g(t) to express a particular solution RP (t) in terms of definite integrals.
Solution. A particular solution RP (t) is given by
Z t Z t
s2

2
RP (t) = g(t − s)e ds = 4 1
e3(t−s) sin 4(t − s) es ds .
0 0


Because sin 4(t − s) = sin(4t) cos(4s) − cos(4t) sin(4s), this particular solution
is given in terms of definite integrals as
Z t Z t
−3s s2 2
1 3t
RP (t) = 4 e sin(4t) 1 3t
e cos(4s)e ds − 4 e cos(4t) e−3s sin(4s)es ds .
0 0

Remark. The above definite integrals cannot be evaluated analytically.

(11) The functions t and t2 are solutions of the homogeneous equation

d2 p dp
t22
− 2t + 2p = 0 over t > 0 .
dt dt
(You do not have to check that this is true!)
(a) Compute their Wronskian.
Solution. The Wronskian is
 
2 t t2
Wr[t, t ](t) = det = t · (2t) − 1 · t2 = 2t2 − t2 = t2 .
1 2t

(b) Solve the initial-value problem

d2 q dq
t2 2
− 2t + 2q = t3 et , q(1) = q 0 (1) = 0 , over t > 0 .
dt dt
Try to evaluate all definite integrals explicitly.
 13

Solution. Because this problem has variable coefficients, we must use either the
general Green function method or the variation of parameters method to solve
it. To apply either method we must first bring the equation into its normal form
d2 q 2 dq 2
2
− + 2 q = tet over t > 0 .
dt t dt t
Because Wr[t, t2 ](t) = t2 6= 0 over t > 0, we know that t and t2 constitute a
fundamental set of solutions to the associated homogeneous equation.
General Green Function. The Green function G(t, s) is given by
 
s s2
det
t t2 st2 − ts2 st(t − s) t
G(t, s) =  2
 = 2 2
= 2
= (t − s) .
s s 2s − s s s
det
1 2s
The Green function formula then yields the solution
Z t Z t Z t
t
q(t) = G(t, s) f (s) ds = (t − s) se ds = t (t − s)es ds
s
1 1 s 1
Z t Z t
= t2 es ds − t ses ds = t2 (et − e) − t(t − 1)et = −et2 + tet .
1 1

Variation of Parameters. A real general solution of the associated homoge-

neous problem is
qH (t) = c1 t + c2 t2 .
Seek a solution in the form
q = u1 (t)t + u2 (t)t2 ,
where u01 (t) and u02 (t) satisfy
u01 (t)t + u02 (t)t2 = 0 ,
u01 (t)1 + u02 (t)2t = t et .
Solve this system to obtain
u01 (t) = −t et , u02 (t) = et .
Integrate these equations to find
u1 (t) = c1 + (1 − t)et , u2 (t) = c2 + et .
Therefore a real general solution is
q(t) = c1 t + c2 t2 + (1 − t)et t + et t2 = c1 t + c2 t2 + t et .
Because
q 0 (t) = c1 + 2c2 t + (t + 1)et ,
when the initial conditions are imposed we find that
q(1) = c1 + c2 + e = 0 , q 0 (1) = c1 + 2c2 + 2e = 0 .
14

These are solved to obtain c1 = 0 and c2 = −e. Therefore the solution of the
initial-value problem is
q(t) = −et2 + t et .

(12) The vertical displacement of a mass on a spring is given by

h(t) = 4e−t cos(7t) − 3e−t sin(7t) ,
where positive displacements are upward.
(a) Express h(t) in the form h(t) = Ae−t cos(νt − φ) with A > 0 and 0 ≤ φ < 2π,
identifying the damping rate, damped period, and phase of the oscillation.
(The phase may be expressed in terms of an inverse trig function.)


(b) Express h(t) in the phasor form h(t) = Re γ eζt where γ and ζ are complex.
(c) Sketch the solution over 0 ≤ t ≤ 2.
Solution (a). The damping rate is η = 1. Because the damped frequency is ωη = 7,
the damped period Tη is given by
2π 2π
Tη = = .
ωη 7
To obtain the amplitude A and phase φ we compare
Ae−t cos(νt − φ) = Ae−t cos(φ) cos(νt) + Ae−t sin(φ) sin(νt) ,
with h(t) = 4e−t cos(7t) − 3e−t sin(7t). We see that ν = 7 and that
A cos(φ) = 4 , A sin(φ) = −3 .
This shows that (A, φ) are the polar coordinates of the point in the plane whose
Cartesian coordinates are (4, −3). Clearly A is given by
√ √ √
A = 42 + 32 = 16 + 9 = 25 = 5 .
Because (4, −3) lies in the fourth quadrant, the phase φ satisfies 3π
2
< φ < 2π. There
are several ways to express φ. A picture shows that if we use 2π as a reference then
sin(2π − φ) = 35 , tan(2π − φ) = 43 , cos(2π − φ) = 45 ,
and we can express the phase by any one of the formulas
φ = 2π − sin−1 35 , φ = 2π − tan−1 43 , φ = 2π − cos−1 4




5
.
3π
Alternatively, if we use 2
as a reference then
3π
sin(φ − 2
) = 45 , tan(φ − 3π
2
) = 34 , cos(φ − 3π
2
) = 53 ,
and we can express the phase by any one of the formulas
φ = 3π + sin−1 45 , φ = 3π + tan−1 34 , 3π
+ cos−1 3




2 2
φ= 2 5
.

Solution (b). Let γ = α − iβ and ζ = µ + iν where α, β, µ and ν are real numbers.

Then the phasor form expands as
Re γ eζt = Re (α − iβ) e(µ+iν)t = eµt Re (α − iβ) eiνt

= eµt Re (α − iβ) (cos(νt) + i sin(νt)) = αeµt cos(νt) + βeµt sin(νt) .

 15

By comparing this with

h(t) = 4e−t cos(7t) − 3e−t sin(7t) ,
we see that α = 4, β = −3, µ = −1, and ν = 7. Therefore the phasor form is
h(t) = Re γ eζt where γ = 4 + i3 and ζ = −1 + i7 .

Remark. In general, γ = α
− iβ is the phasor and ζ = µ + iν is the characteristic

of the phasor form Re γ eζt .

Solution (c). This will be shown during the review session if someone asks for it.

(13) When a 4 gram mass is hung vertically from a spring, at rest it stretches the spring 9.8
cm. (Gravitational acceleration is g = 980 cm/sec2 .) At t = 0 the mass is displaced
3 cm above its rest position and released with no initial velocity. A dashpot imparts
a damping force of 2 dynes (1 dyne = 1 gram cm/sec2 ) when the speed of the mass
is 4 cm/sec. There are no other forces. (Assume that the spring force is proportional
to displacement and that the damping force is proportional to velocity.)
(a) Formulate an initial-value problem that governs the motion of the mass for t > 0.
(DO NOT solve this initial-value problem, just write it down!)
Solution. Let h(t) be the displacement of the mass from its rest position at
time t in centimeters, with upward displacements being positive. The governing
initial-value problem then has the form
mḧ + cḣ + kh = 0 , h(0) = 3 , ḣ(0) = 0 ,
where m is the mass, c is the damping coefficient, and k is the spring constant.
The problem says that m = 4 grams. The spring constant is obtained by bal-
ancing the weight of the mass (mg = 4 · 980 dynes) with the force applied by
the spring when it is stetched 9.8 cm. This gives k 9.8 = 4 · 980, or
4 · 980
k= = 400 dynes/cm .
9.8
The damping coefficient is obtained by balancing the force of 2 dynes with the
damping force imparted by the dashpot when the speed of the mass is 4 cm/sec.
This gives c 4 = 2, or
2 1
c= 4
= 2
dynes sec/cm .
Therefore the governing initial-value problem is
4ḧ + 12 ḣ + 400h = 0 , h(0) = 3 , ḣ(0) = 0 .

Remark. With the equation in normal form the answer is

ḧ + 81 ḣ + 100h = 0 , h(0) = 3 , ḣ(0) = 0 .

Remark. If we had chosen downward displacements to be positive then the

governing initial-value problem would be the same except for the first initial
condition, which would then be h(0) = −3.
16

(b) Find the natural frequency of the spring.

Solution. The natural frequency of the spring is given by
r
4 · 980 √
r
k
ωo = = = 100 = 10 1/sec .
m 4 · 9.8

(c) Show that the system is under damped.

Solution. The characteristic polynomial is
 2
2 1 1 1
p(z) = z + z + 100 = z + + 100 − 2 ,
8 16 16
which has a conjugate pair of roots. Therefore the system is under damped.
(d) Find the damping rate and damped frequency of the system.
Solution. The roots are −η ± iωη , where the damping rate η and the damped
frequency ωη are given by
r
1 1
η=− 1/sec , ωη = 100 − 2 1/sec .
16 16