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FIZ4101 - Fizik Matematik

A lecture note prepared for

Fizik Elektronik dan Instrumentasi (FEdI) Programme

within

Pusat Pengajian Kejuruteraan Kelautan (PPKK), UMT

by

Muhamad Zalani Daud, PhD

Sept 2014

FIZ4101 Fizik Matematik

Zalani

Dedicated to my family...Diyana, Omar & Iah

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FIZ4101 Fizik Matematik

FIZ 4101 - Mathematical Physic


Assessment
Assignment and/or Quiz (Total 30%)
Mid-Sem Exam (20%)
Mock-Exam (10%)
Total carry marks = 60%
Final Examination = 40%

Lecture/Tutorial Schedule
When? = Wednesday 4 5pm
= Thursday 8 10am
Where? = Medan Syarahan Timur, MEST (maximum capacity of 115)

Facilitator
Dr. Muhamad Zalani Daud
Room: PPKK - Level 4
Ph: Ext. 3414

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Chapter 1

Ordinary Dierential Equation,


Laplace Transform and Series
Solution
1.1

Ordinary Dierential Equation (ODE) - First Order

An ODE is an equation containing a function of one independent variable (or single


variable) and its derivatives. The term ordinary is used in contrast with the term partial
dierential equation which may be with respect to more than one independent variable.
Example
dy
dx

+ y = ex

The above equation shows an ODE. The term

dy
dx

is first order, in which in this case,

this function is called a first order ODE. To solve the first order ODE, two methods
can be used. The first one is called an Integrating Factor (IF) method, and the other
one is the Separation of Variable method.

FIZ4101 Fizik Matematik

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1.1.1 Integrating Factor (IF)


The integrating factor or IF method is a technique of solving a linear, first order ODEs
as follows:
a(x)y , + b(x)y = c(x)
The general form of the above equation can be re-arranged into a standard form as
follows
y , + p(x)y = q(x)
where p(x) and q(x) are functions of x and in some cases may be constants. From the
standard form of equation, p(x) is called an integrating factor (IF) that is

IF = e

p(x)dx

This factor is defined so that the equation is becomes equivalent to:


d
dx (IF.y)

= IF.q(x)

whereby integrating both sides with respect to x gives


IF.y =

IF.q(x)dx

Finally, division by the IF gives y in terms of x, i.e solution to the equation.

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To answer the problems related to solving an ODEs the following standard integrals
may be useful.

Figure 1.1: Standard integral 1

Figure 1.2: Standard integral 2

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Example 1
dy
x dx
y = x2 ,

y(1) = 3

Solution 1
Divide by x,
dy
dx

y
x

= x W Standard Form

IF = e

( x1 )dx

= eln(x) =

1
eln(x)

WIntegrating Factor

1
x

IF multiplication,
1 dy
x ( dx

xy ) = 1

re-write the left hand side,


d
dx [IF.y]

= 1 W remember??

d 1
dx [ x .y]

d
dx [IF.y]

= IF.q(x)

=1

Integrate both sides,

d 1
dx [ x y]

1
xy

1dx

=x+c

y = x(x + c) W General Solution

At, x = 1 and y = 3,
i.e 3 = 1(1 + c)
c=2
Final Solution,
y = x(x + 2) W Exact Solution

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Example 2
dy
x dx
2y = x2

Solution 2
dy
dx

2y
x

W Standard Form, by x

=x

p(x) = x2

i.e

IF = e

W Integrating Factor

p(x).dx

= e2

1
dx
x

= e2ln(x) =

1
e2ln(x)

1
x2

W Note that eln(x) = x

IF multiplication,
1 dy
(
x2 dx

2y
x)

1
x

Rewrite the left hand side


d
dx [IF.y]

1
x

d 1
dx [ x2 .y]

1
x

Integrate,
[ xy2 ] =
y
x2

1
x dx

= ln(x) + c

y = x2 (ln(x) + c)

W General Solution

Example 3
dy
dx

= ycot(x) = cos(x)

Solution 3
This equation is already in standard form
i.e

p(x) = cot(x) =

IF = e

p(x)dx

=e

1
tan(x)

cos(x)
sin(x)

cos(x)
sin(x)

= eln(sin(x)) = sin(x)

W Note that

cot(x)dx = ln(sin(x))

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Multiply with IF,


dy
sin(x) dx
+ y cos(x)
sinx sin(x) = cos(x)sin(x)

Rewrite left hand side as,


d
dx [sin(x)y]

d
dx [IF.y]

= IF cos(x)

= sin(x)cos(y)

Integrate,

d
dx [sin(x)y]

sin(x)cos(x)dx
W can somebody proof this part??How??...

ysin(x) = 12 sin2 (x) + c

Try also rewrite the answer into lower order trigonometric functions..Think!!!

Exercise 4
dy
(x2 1) dx
+ 2xy = x

Solution 4
Make a standard form by (x2 1)
dy
dx

2xy
x2 1

x
x2 1

Integrating Factor,
2x
x2 1

p(x) =

IF = e

p(x)dx

=e

2x
x2 1

2 1)

= eln(x

= x2 1

Multiply with IF,


dy
+
(x2 1) dx

2x
y(x2
x2 1

1) =

x
(x2
x2 1

1)

dy
(x2 1) dx
+ 2xy = x

Rewrite left hand side as,


d
2
dx [(x

1)y] = x

Integrate,
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d
dx [IF.y]

=x

W Note that

g (x)
g(x)

= ln|g(x)|

FIZ4101 Fizik Matematik

d
2
dx (x

1)y =

(x2 1)y =

Zalani

xdx

x2
2

+c

1.1.2 Separation of Variable


If one can rearrange an ordinary equation into the following Standard Form
dy
dx

= f (x)g(y)

Bring g(y) to the left hand side, Say h(x), Now...


h(x)dy = f (x)dx
The solution may be found by the technique of Separation of Variable
The result is obtained by re-arranging the Standard Form as above and then integration of both sides with respect to x.

Example 1
Solve y y + x = 0

Solution 1
Rewrite as,
Then,

dy
dx

ydy =

= xy

xdx

Integrate to get, 12 y 2 + c1 = 12 x2 + c2
Simplify, y 2 + 2c1 = x2 + 2c2
Assume that, C = 2c1 +2c2 is the arbitrary constant, we can simplify the final equation
to get
y 2 + x2 = C

W This is implicit solution

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FIZ4101 Fizik Matematik

Then, Solve for y(x)


y=

c x2

, or

y = c x2

W This is explicit solution

Example 2
dy
dx

= xy y(0) = 1

Solution 2
Divide through by y,
1
y dy

= xdx

Integrate both sides with respect to x,

1
y dy

ln(y) =

x2
2

xdx
+c

Make y the subject of the equation,


y = Ae

x2
2

W This is a G.S (General Solution)

Substitute, x = 0

y=1

02

1 = Ae 2

A=1

Hence, the solution is


y=e

x2
2

Example 3
dy
dx

= 3x2 ey ; y(0) = 1

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FIZ4101 Fizik Matematik

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Solution 3
Rearrange, y variables to the left hand side, x to the right, and integrate both sides,

ey dy =

3x2 dx

Therefore,
ey =

3x3
3

+ c, where c is an arbitrary constant

Solve y
W This is a G.S

y = ln(x3 + c)
When x = 0

y = 1,

e1 = 03 + c
A=e

and,
W This is a Particular Solution (P.S)

y = ln(x3 + e)

Example 4
dy
dx

y
x

Rearrange the equation and integrate both sides,

1
y dy

1
x dx

ln(y) = ln(x) + c, where c is an arbitrary constant,


= ln(x) + ln(k) W Say... c = ln(k)=const.
ln(y) ln(x) = ln(k)
ln( xy ) = ln(k)
y = kx

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Example 5
dy
dx

y+1
x1

y(0) = 1

Rearrange the equation and integrate both sides,

1
y+1 dy

1
x1 dx

ln(y + 1) = ln(x 1) + c
ln(y + 1) = ln(x 1) + ln(k) W k=arbitrary constant

ln(y + 1) ln(x 1) = ln(k)


y+1
ln x1
= ln(k)

Substitute x = 0,

y = 1 in

k = 2

Hence the final solution is,


y = 2(x 1) + 1
= 2x + 3

Example 6
dy
y 2 dx
=x

y(0) = 1

Solution 6

y 2 dy =

y3
3

x2
2

+c

when y = 1
13
3

c=

02
2

xdx
W G.E
x=0

+c

1
3

Hence the final solution is,


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y+1
x1

=k

FIZ4101 Fizik Matematik


3

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3 y3 = ( x2 + 31 )3
2

W P.S

y 3 = 3 x2 + 1

Example 7
xy
x+1

dy
dx

Solution 7

1
y dy

W Note: For the right hand side the numerator and denomi-

x
x+1 dx

nator of same degree in x. Reduce the degree of numerator using long division.
Meaning than, we want to simplify
x
x+1

x+11
x+1

x+1
x+1

=1

x
x+1

as follows:

1
x+1

1
x+1

Back to the previous equation,


i.e,

1
y dy

= (1

1
x+1 )dx

ln(y) = x ln(x + 1) + c
W G.S

y = exln(x+1)+c

Youve done with many examples of solving the ODEs using the Separation of Variable technique. Now, try solve some other problems as follows:
Homework

1.

1 dy
y dx

x
x2 +1

Note:

dy
2. sec(x) dx
= sec2 y

f (x)
f (x) dx

= ln|f (x)| + c

Note: sec2 (x) =

dy
3. (1 x2 ) dx
+ x(y a) = 0,

1
cos2 (x)

where a is constant

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The following Trigonometric Identities may be useful for you.

Figure 1.3: Trigonometric Identities

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FIZ4101 Fizik Matematik

1.2

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Ordinary Dierential Equation (Second Order)

1.2.1 Homogenous
For the second order ODE, we want to solve the equation of the form:
2

dy
a ddxy + b dx
+ cy = 0

The general above general form has the following characteristics:


I

Second Order The higest derivative is second order

Linear y or its derivatives are to degree of one

Constant Coecient a, b, c are constants that may be zero

The term homogenous is used in a dierent context with first order equation and its
use here is unrelated to that. Here, it simply means that the right hand side of the above
equation is zero. Since the ODE is second order, we expect the general solution to have
two arbitrary constants (these will be denoted as A and B)
Lets have a look at the following Example
y 12x = 0
y = 12x
Integrate (1st time) ,
y =
=
=

y (x)dx
12xdx

12x2
2

= 6x2 + c
Integrate (2nd time) ,
y(x) =

y (x)dx
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= (6x2 + c)dx
= 2x3 + cx + k
Meaning that = To solve the 2nd order equation we need to integrate two times from
the original equation.
In general, we can use a trial solution of the form y = Aemx as follows:
y = Aemx

y = Aemx

y = m(Aemx ) = my

y = my
y = m2 (Aemx )
= m2 y

these yield an auxiliary equation (A.E) as follows:


ay + by + cy = 0
am2 y + bmy + cy = 0
y

am2 + bm + c = 0

The General Solution (G.S), y of the ODE is then constructed from the possible forms
(y1 and y2 ) of the trial solution. The A.E may have:
Real Dierent Roots m1 and m2 , y = y1 + y2 = Aem1 x + Bem2 x
Real Equal Roots m1 = m2 , y = y1 + xy2 = (A + Bx)em1 x

OR

OR

Complex Roots p iq , y = y1 + y2 = epx (Acos(qx) + Bsin(qx))


Example 1
Find the general solution of the following equation. Derive the appropriate particular
solution (P.S)
2y + 3y 2y = 0
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Solution 1
Note 1 This 2nd order ODE can be rewrite as am2 + bm + c = 0 to solve the quadratic
equation where a, b, c are constants.
Note 2 The quadratic formula may be used
m1 , m 2 =

b b2 4ac
2a

to find the values of m.

Now back to the equation,


2y + 3y 2y = 0
Set
y = mAemx = my

y = Aemx

y = m2 Aemx = m2 y

Substitute in the above equation,


= 2m2 y + 3my 2y = 0

2m2 + 3m 2 = 0

W This is an A.E

(2m 1)(m + 2) = 0
m = 21 ,
i.e

m = 2

W Two dierent real roots

y1 = Aem1 x = Ae 2 x
y2 = Bem2 x = Be2x W Two independent solutions

Therefore the G.S is,


1

y = y1 + y2 = Ae 2 x + Be2x

Example 2
36y 36y + 13y = 0
Solution 2
The equation can be simplified to form an A.E as follows:
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36m2 y 36my + 13y = 0


Then, the solution can be found using quadratic formula,

yield,

m=

b b2 4ac
2a

m=

1
2

W Substitute in the formula

a = 36, b = 36, c = 13

13 i

Then the G.S can be expressed as


1

y = e 2 x [Acos( 13 x) + Bsin( 13 x)]

Exercise
Find solutions for the following second order (Homogeneous) equations:

1. y 2y + y = 0
2. y = 4y
3. y + 6y + 9y = 0 ; y(0) = 1, y (0) = 2

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The following standard derivatives may be helpful...

Figure 1.4: Standard derivative 1

Figure 1.5: Standard derivative 2


Some more rules...
Product Rule [f (x)g(x)] = f (x)g(x) + f (x)g (x)
Chain Rule [f g(x)] = f g(x) + g (x)
(x)
Quotient Rule [ fg(x)
] =

f (x)g(x)+f (x)g (x)


[g(x)]2

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1.2.2 Inhomogeneous
For inhomogeneous case of 2nd order ODE, we want to solve the equation of the form,
2

d y
dy
a dx
2 + b dx + cy = f (x)

In general, it is similar to 2nd order ODE (homogeneous), except the right hand side
is not equal to zero.

Steps to solve:

1. Find the general solution of the homogeneous equation [as ~ , except that f (x) = 0]
to obtain the complementary function, yCF
2. Find particular solution, yP S of the full equation (~). Assume that yP S is a more
general form of f (x), with undetermined coecients, as shown in Table 1.4
Table 1.1: General form of yP S
f (x)

Form of yP S

k (a constant)

linear in x

Cx + D

quadratic in x

Cx2 + Dx + E

ksin(px) or kcos(px)

Ccos(px)+Dsin(px)

kepx

Cepx

sum of the above

sum of the above

product of the above

product of the above

Note: If the suggested form of yP S already appears in the complementary function,


then multiply this suggested form by x
3. Substitution of yP S into (~) yields values for the undetermined coecients (C, D
and etc.)
Then, general solution of ~

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yCF + yP S

FIZ4101 Fizik Matematik

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Finding yCF
One considers the dierential equation with RightHandSide(RHS) = 0. Substituting
a trial solution of the form y = Aemx yields an Auxiliary Equation (A.E)
am2 + bm + c = 0
This will have two roots: m1 and m2 . The general solution yCF , when RHS = 0 is
then constructed from the possible forms (y1 and y2 ) of the trial solutions. The A.E may
have:

Real Dierent Roots m1 and m2 , yCF = y1 + y2 = Aem1 x + Bem2 x


Real Equal Roots m1 = m2 , yCF = y1 + xy2 = (A + Bx)em1 x

OR

OR

Complex Roots p iq , yCF = y1 + y2 = epx (Acos(qx) + Bsin(qx))

Simple Steps to Solve 2nd order DE (inhomogeneous) = Lets do some exercises


Exercise 1
Solve

y 2y 3y = 6

Solution 1
Step 1 = F ind yCF
y 2y 3y = 0
A.E
m2 2m 3 = 0
(m 3)(m + 1) = 0
i.e

m1 = 3 , m2 = 1

Therefore, yCF = Ae3x + Bex

Complementary Function

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FIZ4101 Fizik Matematik

Step 2 =

Zalani

Find the form of yP S according to f (x) value (i.e yP S more general form

of f (x))
W A constant (as referred to Table 1.4)

f (x) = 6

yP S = C (C=undetermined constant)
yP S = yP S = 0, when yP S =constant
Substitute,
yP S = C into the original inhomogeneous equation,

y 2y 3y = 6

0 2(0) 3C = 6
C = 2
Therefore the G.S, y = yCF + yP S = Ae3x + Bex 2

Exercise 2
y + 5y + 6y = 2x

Solve

Solution 2
y + 5y + 6y = 0
W A.E

m2 + 5m + 6 = 0
(m + 3)(m + 2) = 0
m1 = 3,

m2 = 2

W Real Dierent Roots

yCF = Ae3x + Be2x

f (x) = 2x

W As noted in Table 1.4, linear in x suggests substitution of

yP S = Cx + D where C and D are undetermined constant


Therefore, yP S = Cx + D
yP S = C

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yP S = 0
Substitution,
yP S + 5yP S + 6yP S = 2x
0 + 5C + 6(Cx + D) = 2x
5C + 6D + 6Cx = 2x
Constant term :

5C + 6D

Coecient of x :

6Cx = 2x , thus C =

1
3

Then Find D,
5C + 6D = 0
5
D = 56 C = 56 ( 13 ) = 18

G.S

y = yCF + yP S
5
= Ae3x + Be2x + 31 x + ( 18
)

More Excercises...

1. y 2 y = sin(2x)
2. y + 5y 9y = cos(2x)
3. y + 8y + 17y = 2e3x

y(0) = 2

; y( 2 = 0)

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FIZ4101 Fizik Matematik

1.3

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Laplace Transform

Dierential Eq. for y(t)

Algebraic Eq. for Y (s)

Solution to D.E

L 1

Solution to Algebraic Eq.

The Laplace Transform


Used to describe system behaviour
Used s-domain instead of frequency domain
In the case of Laplace Transform, initial value problems are often converted into
algebra problems (A process that can be shown in the above figure)

Definition of Laplace Transform


Given a function f (t) for t > 0, determine the Laplace Transform of f (t) as F (s)
where,
F (s) = L {f (t)} =

f (t) est dt

Note
X The only place where s appears is in the exponential
X The integral is a definite integral from 0 to

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The Laplace Transform of a power tn


I If f (t) = K, where K is a constant
Then,
F (s) = L {f (t)} =

K est dt

st

=[ Kes ]
0

W assumes that est 0 , at

= Ks
Now, what is the Laplace Transform of f (t) = 1 ?

I If f (t) = t
Then,

t est dt
st
st
1
=[ e s t ]
e
1 dt
0 + s

F (s) = L {f (t)} =

= 0

1
s L (1)

= 0

1
s2

W assumes that est 0 , at t

1
s2

I General case for f (t) = tn , for an integer n > 0

tn est dt

n est
n n1 st
=[ t s
]
e
dt
0 + s 0 t

F (s) = L {f (t)} =

= 0

n
n1 )
s L (t

n(n1)
L (tn2 )
s2

n(n1)(n2)
L (tn3 )
s3

W assumes that est 0 , at t

n!
sn+1

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FIZ4101 Fizik Matematik

The Laplace Transform of a power eat


If f (t) = eat

with a is a real number

F (s) = L {f (t)} =
=

eat est dt

e(as)t dt

=[

e(as)t
as ]0

1
as

1
sa

Concept of Linearity in Laplace Transform


Suppose,
f (t) = ag(t) + bh(t)
applying Laplace Transform to f (t), yields
L {f (t)} = aL (g(t)) + bL (h(t))
so that
F (s) = aG(s) + bH(s)

To prove...
L {f (t)} =

(ag(t) + bh(t)) dt

= a 0 g(t) + b 0 h(t) dt
0

= a L g(t) + b L h(t)

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Figure 1.6: Laplace Table

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Examples of Laplace Transform


Tips

Dont worry about the constants or sums/dierences of functions while taking


Laplace Transform.
Take the transform of individual function,
Then,

put any constant back in, add or subtract the result up.

Example 1
f (t) = 6e5t + e3t + 5t3 9
f (t) = eat
1
= sa

Step 1: Take the transform of individual function


f (t)

F (s)

6e5t

1
6 s(5)

e3t

1
s3

5t3

n!
s1+n

3!
= 5 s1+3

9 1s

Step 2: rearrange F (s)


f (t) = 6e5t + e3t + 5t3 9
F (s) =

6
s+5

1
s3

30
s4

9
s

Example 2
g(t) = 4cos(4t) 9(4t) + 2cos(10t)
Step 1: Take the transform of individual function

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FIZ4101 Fizik Matematik

f (t)

F (s)

4cos(4t)

s
4 s2 +4
2

9sin(4t)

4
9 s2 +4
2

2cos(10t)

s
2 s2 +10
2

Zalani

Step 2: rearrange G(s)


g(t) = 4cos(4t) 9(4t) + 2cos(10t)
G(s) =

4s
s2 +16

36
s2 +16

2s
s2 +100

Example 3
g(t) = e3t + cos(6t) e3t cos(6t)
f (t)

F (s)

e3t

1
s3

cos(6t)

s
s2 +62

e3t cos(6t)

1
s
s3 s2 +62

Therefore,
G(s) =

1
s3

s
s2 +62

s
s3(s2 +62 )

Homework 1
Determine the Laplace Transform of the following equations.

1. 2sinh(t) 4
2. 4tsin(2t)
3. t cos(5t)
4. t3 3t + cos(4t)

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Laplace Transform of a derivative


First Derivative
L {f (t)} = sF (s) f (0)
Second Derivative
L {f (t)} = s2 F (s) sf (0) f (0)
nth derivative...???
L {f n (t)} = sn F (s) sn1 f (0) sn2 f (0) sf (n2) (0) f (n1) (0)

Example 4
Find the solution of the initial value problem of...
y 4y = 1, where y(0) = 1
L [y 4y](t) = L [1](t)
L [y (t)] L [4y(t)] =

1
s

sY (s) y(0) 4Y (s) =


Y (s)(s 4) = y(0) +
Y (s)(s 4) = 1 +

1
s

1
s

1
s

(s 4)
Y (s) =

1
s4

1
s(s4)

W This is the Algebraic Equation of Y (s)

In order to find the solution to the initial value problem, apply L to the Y (s)
i.e,
y(t) = L [Y (s)]
1
1
] + L [ s(s4)
= L [ s4
]

Page 30

FIZ4101 Fizik Matematik

Zalani

Check the Laplace Table!!!


1
L [ s4
] = e4t
1
] = 14 (e(0)t e4t ) = 14 (e4t 1)
L [ s(s4)

Note that,

1
(sa)(sb)

1
at
(ab) (e

ebt )

Therefore, the solution of the initial value problem is ...


y(t) = e4t + 14 (e4t 1)

Example 5
Find the solution of the initial value problem of...
y + 4y = 1, where y(0) = 3
L [y (t)] + L [4y(t)] =

1
s

sY (s) y(0) + 4Y (s) =


sY (s) + 3 + 4Y (s) =
(s + 4)Y (s) = 3 +

1
s

1
s

1
s

(s + 4)
1
+
Y (s) = 3 s+4

1
s(s+4)

Now, find the solution for y(t),...that is L [Y (s)]


3
1
y(t) = L [ s+4
] + L [ s(s+4)
]

Reaarrange the Eq.


3
1
y(t) = L [ s(4)
] + L [ (s0)(s(4))
]

y(t) = 3e4t +

1
(0)t
0(4) (e

y(t) = 3e4t +

1
4

e4t )

14 e4t

Page 31

FIZ4101 Fizik Matematik


12e4t e4t
4

y(t) =

4t

y(t) = 13e4

Zalani

1
4

1
4

Example 6
Example case for the equation with second derivative
y + 5y + 6y = 0

y(0) = 2

y (0) = 3

L [y (t)] + 5L [y (t)] + 6L [y] = 0


s2 Y (s) sy(0) y (0) + 5[sY (s) y(0)] + 6Y (s) = 0
s2 Y (s) 2s 3 + 5sY (s) 10 + 6Y (s) = 0
[s2 + 5s + 6]Y (s) 2s 13 = 0
Y (s) =

2s+13
s2 +5s+6

Now use Partial Fraction Expansion for Y (s)


A
s+2

B
s+3

2s+13
(s+2)(s+3)

Expand the LHS,


As+3A+Bs+2B
(s+2)(s+3)

2s+13
(s+2)(s+3)

Take the numerator...Solve for A and B,


(A + B)s + 3A + 2B = 2s + 13
A + B = 2 -Eq.1
3A + 2B = 13-Eq.2
3(2 B) + 2B = 13
3B + 2B = 13 6
B = 7

Page 32

A=9

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Zalani

The original Eq. is now becomes


Y (s) =

2s+13
s2 +5s+6

9
s+2

7
s+3

Now solve for y(t)


9
7
y(t) = L [Y (s)] = L [ s+2
] + L [ s+3
]
1
1
= 9L [ s(2)
] 7L [ s(3)
]

= 9e2t 7e3t

More Excercises...

1. y + 4y = cos(t) ;

y(0) = 0

2. y 4y + 4y = cos(t) ;
3. y + 16y = 1 + t ;

y(0) = 1,

y(0) = 2,

y (0) = 1

y (0) = 1

Answer...

4 4t
1. y(t) = 17
e
+

2. y(t) =

22 2t
25 e

3. y(t) =

1
16

1
16 t

4
17 cos(t)

13 2t
5 te

1
17 sin(t)

3
25 cos(t)

33
16 cos(4t)

4
25 sin(t)

15
64 sin(4t)

Page 33

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Laplace Transforms for systems


The laplace transforms are also useful in analysing systems of dierential equations. The
following example will illustrate a simple initial value problem for a 2 2 system.
Consider...
x 2x + 3y + 2y = 4 (a)
2y x + 3y = 0(b)
x(0) = x (0) = y(0) = 0

where
Answer

Apply Laplace Transform to the D.E


From (a),
s2 X(s) sx(0) x (0) 2[sX(s) x(0)] + 3[sY (s) y(0)] + 2Y (s) =
Substitute initial values,
s2 X(s) 2sX(s) + 3sY (s) + 2Y (s) =

4
s

(a)

From (b),
2[sY (s) y(0)] [sX(s) x(0)] + 3Y (s) = 0
Substitute initial values,
2sY (s) sX(s) + 3Y (s) = 0(b)
Solve Eq. (a) & (b) for X(s) and Y (s)
X(s) =

4s+6
s2 (s+2)(s1)

Y (s) =

2
s(s+2)(s1)

Do the Partial Fraction Expansion


Yields...
X(s) =
Page 34

7 1
2 s

3 s12 +

1 1
6 s+2

10 1
3 s1

4
s

FIZ4101 Fizik Matematik

Y (s) = 1s +

1 1
3 s+2

Zalani

2 1
3 s1

Apply Inverse Laplace Transform and get...


x(t) = 72 3t + 16 e2t +

10 t
3 e

y(t) = 1 + 13 e2t + 32 et

Application of Laplace Transform in Electronic Circuit


The following RLC circuit can be solved using the Laplace Transform.

Figure 1.7: RLC Circuit


Applying Kirchos voltage law (KVL)
di
vi (t) = i(t)R + L dt
+

1
C

t
0

i(t)dt

Kirchos voltage law transformed by Laplace,


Vi (s) = RI(s) + sLI(s) Li(0) +
=[R + sL +

1
sC ]I(s)

1
sC I(s)

Li(0)

Page 35

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Example 7

Figure 1.8: Solve RLC circuit using Laplace Transform


For the above figure, calculate current for each loop. Assume that both loop current and
the charges on the capacitor are initially zero.
Solution 7
Apply kirchos law to each loop.
Loop 1, Apply KVL
10 + 40i1 + 120(q1 q2 ) = 0
Loop 2, KVL also,
[120(q1 q2 )] + 60i2 + 120q2 = 0
60i2 + 120q2 = 120(q1 q2 )
Since i = q , we can write
q(t) =

t
0

i( )d + q(0)

Loop1,
40i + 120

0 [i1 ( )

i2 ( )]d + 120[q1 (0) q2 (0)] = 10

Assume that initial current is zero, q1 (0) = q2 (0) = 0


40i + 120

Page 36

0 [i1 ( )

i2 ( )]d = 10

L99Eq1

FIZ4101 Fizik Matematik

Zalani

Loop2,
60i2 + 120

0 i2 ( )d

+ 120q2 (0) = 120

0 [i1 ( )

i2 ( )]d + 120[q1 (0) q2 (0)]

Say q1 (0) = q2 (0) = 0,


60i2 + 120

0 i2 ( )d

= 120

0 [i1 ( )

i2 ( )]d

L99Eq2

Now, Apply Laplace Transform to Eq1 & Eq2, we get


40I1 +

120
s I1

120
s I2

10
s

60I2 +

120
s I2

120
s I1

120
s I2

After some arrangement of the above equations...


(s + 3)I1 3I2 =

1
4

L99Eq3

2I1 (s + 4)I2 = 0

L99Eq4

Solve for Eq3 & Eq4 by using partial fraction expansion...


I1 (s) =

s+4
4(s+1)(s+6)

3 1
20 s+1

1 1
10 s+6

I2 (s) =

1
2(s+1)(s+6)

1 1
10 s+1

1 1
10 s+6

Finally solve for I1 (s) and I2 (s) using inverse Laplace Transform to get the currents i1 (t)
and i2 (t)
i1 (t) =

3 t
20 e

1
10 e 6t

i2 (t) =

1 t
10 e

1 6t
10 e

Page 37

FIZ4101 Fizik Matematik

1.4

Zalani

Power Series

A series of the form...


f (x) =

Ci xi = C0 + C1 x + C2 x2 + C3 x3 +

i=0

is called power series where Ci are constant coecients


Note 1: Power series open the door to the rapid calculation, manipulation and
interpretation of analytical expressions that are, otherwise dicult to deal with
Note 2: A standard series table can be used for problem solving as follows:

Figure 1.9: Series Table


Example
Find the power series of the following equations:

1. e3x cos(2x) ,
2.

up to x3

1 + x e2x , up to x3

Page 38

FIZ4101 Fizik Matematik

3.

5+4x
(1+2x)(1x)

Zalani

up to x3

Solution - Example 1
e3x cos(2x) ,

up to x3

= ex = 1 + x +

x2
2!

x3
3

(3x)2
2!

= e3x = 1 + (3x) +
= 1 3x +
= cos(x) = 1

x2
2!

9x2
2

x4
4!

(2x)2
2

= cos(2x) = 1

9x3
2

(3x)3
3!

= 1 2x2 +
e3x cos(2x)
= (1 3x +
= 1 3x +

9x2
2

9x2
2

9x3
2 )(1

9x3
2

2x2 )

2x2 (1 3x)

= 1 3x + 92 x2 92 x3 2x2 + 6x3 +
= 1 3x +

94 2
2 x

129 3
2 x

Final solution,
e3x cos(2x) = 1 3x + 52 x2 + 32 x3 +

Solution - Example 2

Page 39

FIZ4101 Fizik Matematik

Zalani

More Exercises...

1. sin(x)ln(1 2x) , up to x4
2. cos(4x)ln(1 + 2x) , up to x4
3.

3+x
(2+x)(1+x)

4.

1+2x
13x

5.

1+x
12x

up to x3

up to x3

up to x3

Answer...

1. 2x2 2x3 73 x4 +
2. 2x 2x2

40 3
3 x

+ 12x4 +

74 x +

15 2
8 x

4. 1 + 4x +

23 2
2 x

+ 35x3 +

5. 1 + 32 x +

15 2
8 x

3.

3
2

31 3
16 x

51 3
16 x

Power Series to Solve Dierential Equation

Many D.Es cannot be solved explicitly in terms of finite combinations & simple
familiar functions
In such case, we use the method of power series, that is the solution of the form

y = f (x) =
Cn xn = C0 + C1 x + C2 x2 + C3 x3 +
n=0

The method is to substitute this expression into D.E & determine the values of the
coecients C0 , C1 , C2 , C3 , ...etc.
Page 40

FIZ4101 Fizik Matematik

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Example 4
y 2y = 0
Solution - Example 4
Assume that there is solution of the form

y=

Cn xn = C0 + C1 x + C2 x2 + C3 x3 + , Then,

n=0

nCn xn1

n=1

So,
y 2y = 0

nCn x

n1

n=1

Cn x n = 0

n=0

nCn x

n1

=2

n=1

n=0

(n + 1)Cn+1 x =

n=0

Cn x n

2Cn xn

n=0

Now by equating coecients of like terms, you obtain the recursion formula
(n + 1)Cn+1 = 2Cn ,
n0

Cn
Cn+1 = 2 n+1
,

This formula generates the following results...


C0

C1

C2

C3

C4

C0

21 C0

22 C0
2

23 C0
3!

24 C0
4!

C5
25 C0
5!

Using these values as the coecients for the solution series, we have
y=

2 n C0
n=0

n!

xn = C0

(2x)n
n=0

n!

=C0 e2x

Page 41

FIZ4101 Fizik Matematik

Zalani

Example 5
Use a power series to solve the D.E
y + xy + y = 0
Solution - Example 5
Assume that

Cn xn is a solution.

n=0

Therefore,
y=

Cn xn = C0 + C1 x + C2 x2 + C3 x3 +

n=0

Since the question consists of first and second derivative of y, the first derivative of y can
be derived as follows,
y =

nCn xn1 = 0 + C1 + 2C2 x + 3C3 x2 +

n=1

whereas, for xy
xy = x[

nCn xn1 ] = x[0 + C1 + 2C2 x + 3C3 x2 + ]

n=1

= 0 + C1 x + 2C2 x2 + 3C3 x3 +
= 0C0 x0 + 1C1 x1 + 2C2 x2 + 3C3 x3 + W rearrange the Eq.
=

nCn xn

n=0

Second derivative of y
y =

n(n 1)Cn xn2 = 2C2 + 6C3 x + 12C4 x2 +

n=2

Now, having determined the corresponding first and second order derivatives of y, do the
substitution to the original equation as follows,
y

xy

+y =

n(n 1)Cn x

n2

n=2

n=0

n(n 1)Cn xn2 +

n=2

n=2

Page 42

nCn x +

Cn xn = 0

n=0

[nCn xn + Cn xn ] = 0

n=0

n(n 1)Cn xn2 +

(n + 1)Cn xn = 0

n=0

FIZ4101 Fizik Matematik

n(n 1)Cn x

n2

n=2

Zalani

(n + 1)Cn xn = 0

n=0

To obtain equal powers of x, adjust the summation indices by replacing n by n + 2 in the


left-hand sum, Therefore,

(n + 2)(n + 1)Cn+2 xn =

(n + 1)Cn xn = 0

n=0

n=0

By equating coecients, we have


(n + 2)(n + 1)Cn+2 = (n + 1)Cn
from which we obtain the recursive formula
Cn
Cn+2 = n+2

n0

Now, find the coecients of the solution series . ..


Cn
Using the recursive formula of Cn+2 = n+2
put the values of n = 0, 1, 2, 3,

successively
Put n = 0,

Cn
C2 = n+2
= C20

Put n = 1,

C1
Cn
C3 = n+2
= 1+2
= C31

Put n = 2,

C2
Cn
C4 = n+2
= 2+2
=

C0
24

Put n = 3,

C3
Cn
C5 = n+2
= 3+2
=

1
3+2

Put n = 4,

C4
C0
Cn
1 C0
C6 = n+2
= 4+2
= 4+2
24 = 246

Put n = 5,

C5
Cn
C7 = n+2
= 5+2
=

C5
7

C1
3

C1
35

C1
= 357

In general the even coecients are given by,


C2k =

(1)k C0
2462k

C2k+1 =

while for the odd coecients,

(1)k C1
3572k+1

Therefore the general solution can be expressed as


y = C0 (1

x2
2

x4
24

) + C1 (x

x3
3

x5
35

Page 43

FIZ4101 Fizik Matematik

= C0

Zalani

(1)k x2k+1
(1)k x2k
+ C1
2 4 6 2k
3 5 7 2k + 1

k=0

k=0

where C0 and C1 are arbitrary constants


Homework

1. Use power series to solve the equation y + y = 0


2. Solve also y 2xy + y = 0 using power series

Answer

1. C0

x2n
x2n+1
(1)
+ C1
(1)n
(2n)!
(2n + 1)!
n

n=2

2. C0 (1

n=0

1 2
2! x

3 7 (4n 5)
n=2

(2n)!

x2n ) + C1 (x +

n=1

end of chapter 1

Page 44

1 5 9 (4n 3)

(2n + 1)!

x2n+1 )

Chapter 2

Vector and Linear Algebra


2.1

Vector & Vector Spaces

Vector = is and ordered double (a,b) or triple (a,b,c) in which a,b and c are real
numbers.
The Norm (Magnitude) of a vector (a, b,c) { 3-D space } is defined by,
(a, b, c) =

a2 + b2 + c2

Example 1

Figure 2.1: Magnitude of a vector

45

FIZ4101 Fizik Matematik

Zalani

From Figure 2.1 simply the magnitude of P can be calculated as,

P = (1, 4, 1) = (1)2 + 42 + 12 = 18

Now, what is the Vector Space?

Vector Space is a collection of objects with

vector addition and scalar multiplication defined that closed under both operations.
In addition satisfies the following axioms:
Note: symbol F refers to scalar Field, while V is for vector Space

( + )x = x + x,

for all x V , and , F

(x) = ()x
x + y = y + x for all x, y V
x + (y + z) = (x + y) + z for all x, y, z V
(x + y) = x + y

The term closed means that for all , F and x, y V


x + y V
i.e. you cant leave V using vector addition and scalar multiplication. Also when we
write for , F and x V
( + )x
the + is in the field, whereas when we write x + y for x, y V , the + is in the vector
space.

Similarly, the product of real number, with a vector P in 3-D space is defined by

P = (a, b, c)

Page 46

FIZ4101 Fizik Matematik

Zalani

Example 2

If = 3 and P = (2, 5, 1), Find the product of P


Answer 2
3(2, 5, 1) = (6, 15, 3).

The sum of vector P = (a1 , b1 , c1 ) and Q = (a2 , b2 , c2 ) can be written as:

P + Q = (a1 + a2 , b1 + b2 , c1 + c2 )
Example 3

If P = (4, , 2) and Q = (16, 1, 5), find the sum of P and Q


Answer 3
(4, , 2) + (16, 1, 5) = (12, + 1, 3)

Note: substraction of those vectors is also the same, i.e. - sign replaces the + sign.

Lets familiarize ourselves with more Example questions,

Example 4

Calculate F + G and F G by representing the vectors as arrows. Note that i and j


are the unit vector to the direction of x and y respectively.

F = 2i j

G =ij

Page 47

FIZ4101 Fizik Matematik

Answer 4

(a) F + G = (2i + i) + (j + (j)) = i + 2j

Figure 2.2: The resultant vector F + G

(b) F G = (2i j) (i j) = 2i i j + j = 3i

Figure 2.3: The resultant vector F - G

Page 48

Zalani

FIZ4101 Fizik Matematik

Zalani

Homework

Compute F + G , F G , F , G ,2 F , and 3 G

(a) F = 2i 3j + 5k

G = 2i + 6j 5k
Answer

F + G = (2 + 2)i + 3j

F G = (2 2)i 9j + 10k

F = 4 + 9 + 25 = 38

G = 4 + 36 + 25 = 63

2 F = 4i 6j + 10k

3 G = 3 2i + 18j 15k

The dot product of F and G is the number F G defined by

F G = a1 a2 + b1 b2 + c1 c2
where

F = a1 i + b1 j + c1 k

G = a2 i + b2 j + c2 k
Example 5

What is the dot product of F = ( 3i + 4j k) and G = (2i + 6j + 3k)


Answer 5

( 3i + 4j k) (2i + 6j + 3k)

= 2 3 + 24 3

Page 49

FIZ4101 Fizik Matematik

Zalani

Properties of the dot product

Let F , G and H be vectors and a scalar F , G , H V and F

F G=GF

(F + G) H = F H + G H

( F G ) = ( F ) G = F ( G )

F F = F |2

F F = 0 if and only if F = 0

Homework
In each of the problems through 1 to 3 , compute the dot product of the vectors and the

cosine of the angle between them. Use F and G as symbol.

1. i ,

2i 3j + k

2. 4i 2j + 3k
3. i 3k

6i 2j k

2j + 6k

Note:

cos() =

Answer

1. F G = 2
cos() =

2
14

2. F G = 23
cos() =

23

29 41

3. F G = 18
cos() =

Page 50

10
29 40

9
= 10

F G

F G

FIZ4101 Fizik Matematik

Zalani

The cross product of F and G is the vector F G defined by

F G = (b1 c2 b2 c1 )i + (a2 c1 a1 c2 )j + (a1 b2 a2 b1 )k


where

F = a1 i + b1 j + c1 k

F = a2 i + b2 j + c2 k
Example 6

Find the cross product of F = (i + 2j 3k) and G = (2i + j + 4k)


Answer 6

F G = (i + 2j 3k) (2i + j + 4k)






i j k




F G = 1 2 3




2 1 4




2 3


=
i = (8 + 3)i


1 4




1 3


+
j = (6 4)j


2 4




1 2


+
k = (1 + 4)k


2 1

F G = 11i + 2j + 5k
Properties of the cross product

Let F , G and H be vectors and a scalar F , G , H V and F

F G = G F

F G is orthogonal to both F and G

F G = F G sin() in which is the angle between F and G . Note that


Page 51

FIZ4101 Fizik Matematik

Zalani

F G defined the area of the parallelogram

if F and G are not zero vector, then F G = 0 if and only if F and G are
parallel

F (G + H) = F G + F H

( F G ) = ( F ) G = F ( G )

Example 7
A parallelogram has the sides extending from (0,1,-2) to (1,2,2) and from (0,1,-2) to
(1,4,1). Find the area of the parallelogram.
Answer 7

F = (1, 2, 2) (0, 1, 2) = i + j + 4k

G = (1, 4, 1) (0, 1, 2) = i + 3j + 3k
Calculate





i j k




F G = 1 1 4




1 3 3
= 9i + j + 2k

in which the area of the parallelogram is F G = 86 square units

Page 52

FIZ4101 Fizik Matematik

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Homework

Compute F G then use the dot product to compute the cosine of the angle between

F and G and use this to determine sin(). Then calculate F G sin() and verify

that this gives F G

1. F = 3i + 6j + k ,

G = i 2j + k

2. F = 2i 3j + 4k ,

G = 3i + 2j

3. F = 5i + 3j + 4k ,

G = 20i + 6k

Answer
Compare results with your friends...

2.2

Matrices & Systems of Linear Equations

To illustrate the idea of a matrix consider a system of linear equations,


x1 2x2 x3 + 4x4 = 0
3x1 4x2 + 2x3 6x4 = 0
x1 3x2 2x3 + x4 = 0

Lets name this system as A, where A can be arranged in an array matrix of

1
2
1
4

A = 3 4 2 6

1 3 2 1
Matrix addition
A + B = [aij + bij ]
where A = [aij ] and B = [bij ]

Page 53

FIZ4101 Fizik Matematik

Zalani

Product of a Matrix & Scalar


A = [aij ], where A = [aij ], and is a scalar.

Multiplication of Matrices
AB = [ai1 b1j + ai2 b2j + + airbrj ] =

aik bkj

k=1

or
= Elements of AB = [rows of A][Column j of B]
Hence the number of columns of A must equal the number of rows of B for AB to be
defined.
Example 1

1 3
Given A =
, and
2 5

1 1 3
B=
.
2 1 4

Find AB

Answer 1

1 3 1 1 3 1(1) + 3(2) 1(1) + 3(1) 1(3) + 3(4) 7 4 15


AB =

=
=

2 5
2 1 4
2(1) + 5(2) 2(1) + 5(1) 2(3) + 5(4)
12 7 26

Matrix notation for series of Linear Equations


Given a system as follows:
2x1 x2 + 3x3 + x4 = 1
x1 + 3x2

2x4 = 0

4x1 x2 + 2x3 9x4 = 3


From which we

2 1

A=
3
1

4 1

Page 54

can draw matrix A as,

3 1

0 2

2 9

FIZ4101 Fizik Matematik

and

Zalani

x1


x2

x=

x3


x4
Then,

B=
0

3

and


x1


2
1
3
1

x2

Ax =
3 0 2
1
= 0 ,

x3

3
4 1 2 9
x4

we can therefore write the system of equations in matrix form as:


Ax = B
Reduced Row Echelon Matrix
A matrix is reduced in Reduced Row Echelon Form (RREF) provided that the
following conditions (Rules) are satisfied.

1. The leading entry (pivot) of any non-zero row is 1


2. If any row has its leading entry in column j then all other elements of column j are
zero.
3. If row i is a non-zero row and row k is a zero row, then i < k. (means all non-zero
row appears above zero row)
4. If the leading entry of row r1 is in column c1 and leading entry of row r2 is in
column c2 and if r1 < r2 , then c1 < c2

Page 55

FIZ4101 Fizik Matematik

Example 2
Some examples of RREF,

1 0 3

0 1 5

0 0 5

1 0 7

0 1 3

The

following matrices are not in RREF,

0 0

W Fail Rule (3)


0 0

0 1

1 0 0

W Fail Rule (4)


0 0 1

0 1 2

0 5

W Fail Rule (2)


1 3

0 1

0 0

1 0 2 4

0 1 0 1

0 0 0 0

Page 56

Zalani

FIZ4101 Fizik Matematik

Zalani

Example 3
Convert the matrix below to RREF

1
2
1

A=
2 3 1

3
5 0
Answer 3
I Multiply row 1 by 2 and add to row 2:
A(2, :) = 2 A(1, :) + A(2, :)

1
2
1

= 2(1) + (2) 2(2) + (3) 2(1) + 1

3
5
0

1
2
1

= 0 1 3

3 5 0

I Multiply row 1 by -3 and add to row 3:


A(3, :) = 3 A(1, :) + A(3, :)

1
1 2

=
3
0 1

0 1 3

I Multiply row 2 by 1 and add to row 3:


A(3, :) = 1 A(2, :) + A(3, :)

1 2 1

=
0 1 3

0 0 0

Page 57

FIZ4101 Fizik Matematik

Zalani

I Multiply row 2 by -2 and add to row 1:


A(1, :) = 2 A(2, :) + A(1, :)

1 0 5

=
0 1 3

0 0 0

The matrix A is now RREF.

Homework
Reduce B to BR

0 0 0 0

0 0 2 0
B=

0 1 0 1

0 4 3 4

Answer ...

0
BR =

1 0 1 0

0 1 0 0

0 0 0 1

0 0 0 0

Some useful application of RREF - Let A be an n m matrix. Then, the linear


homogeneous systems Ax = 0 and AR x = 0 have the same solutions. This can be
explained by following the below example.
Example 4
Solution of homogeneous systems of linear equations
x1 3x2 + 2x3 = 0

2x1 + x2 3x3 = 0

2 + equation
1 2
equation
5x2 + x3 = 0
x2 = 15 x3

3 in equation
1
substitute
Page 58

FIZ4101 Fizik Matematik

Zalani

x1 3( 15 x3 ) + 2x3 = 0
x1 = 75 x3

assuming that x3 = , we now have solutions as follows:


x1 = 75

x2 = 15

x3 =

In this case, we can also use matrix (RREF) to solve this equation as follows.

x1

1 3 2

A=
x=
,
x2

2 1 3
xx3
Now, reduce A we find that

7
1 0 5
AR =

0 1 15
The system AR x = 0 is exactly the same.
x1 + 75 x3 = 0
x2 15 x3 = 0

Example 5
Solve the system.
x1 3x2 + x3 7x4 + 4x5 = 0
x1 + 2x2 3x3
x2 4x3 +

=0
x5 = 0

Answer 5
This is the system Ax = 0 with

Page 59

FIZ4101 Fizik Matematik

Zalani

7 4

3 0 0

4 0 1

13
0 35
16
16

20
0 28

16
16

9
7
16
1 16

1 3

A=
1 2

0 1

1 0

AR =
0 1

0 0

The systems Ax = 0 and AR x = 0 have the same solutions. But the equations of the
reduced system, AR x = 0 are
x1

35
16 x4

13
16 x5

=0

x2 +

28
16 x4

20
16 x5

=0

x3 +

7
16 x4

9
16

=0

From these, we can read the solutions. We can let x4 = and x5 =


x1 =

35
16

13
16

x2 = 28
16 +

20
16

7
x3 = 16
+

9
16

Therefore,

35
16

28
x=
16 +

7
16
+

13
16

20
16
9
16

Matrix Inverses
Let A be an n m matrix. Then B is an inverse of A if
AB = BA = I
where I is called an Identity matrix.

Page 60

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Zalani

Example 6
This example proves that AB = BA = I

1
4
1
4
2 1 7 7 7 7 2 1

= I?
1
1
2
2
7
7
1 4
1 4
7
7



4
4
1
1
2
1
4
1
2( 7 ) + 1( 7 ) 2( 7 ) + 1( 7 ) 2( 7 ) + 1( 7 ) 1( 7 ) + 4( 7 ) 1 0

=
=
0 1
1( 47 ) + 4( 71 ) 1( 17 ) + 4( 27 )
2( 17 ) + 1( 27 ) 1( 17 ) + 4( 27 )

Theorem of Matrix Inverses

1. Let B and C be inverses of A , then B = C


2. In is non-singular1 and
In1 = In
3. If A and B are non-singular n n matrices, then AB is non-singular and,
(AB)1 = B 1 A1
4. If A is non-singular, so is A1 and
(A1 )1
5. If A is non-singular, so is At and
(At )1 = (A1 )t
6. If A and B are n n and either is singular, then AB and BA are both singular.
A = AR or A1 A = In
If AR = In then = A1 , if AR = In , then A has no inverse.
can be found by adjoining In to the left of A to form an n 2n matrix
[In |A]
1

A square matrix is said to be non-singular if it has an inverse. If it has no inverse, the matrix is called
singular.

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Zalani

Example 7

5 1
A=
. Determine whether A is non-singular or singular?
6 8

Answer 7
Here we want to find that is an inverse matrix of A, i.e = A1 . It can simply be
done by adjoining In to the left of A to form an n 2n matrix as follows:

5 1
1 0
[I2 |A] =

0 1
6 8
Reduce A
[I2 |A]

1
5

1
5

5
5

(Row 1) 99K

(Row 2) - 6(Row 1) 99K

5
46 (Row

1
5 (Row

5
2) 99K
6
46

1
5

65

15
46
5

1 51

0 1

0
5
46

15

8
46

2) + (Row 1) 99K
6
46

1
46 0
5
46

1 0

0 1

This means that A is non-singular and has inverse

8 1
1
A1 = 46

6 5

Example 8

3 21
Do the similar way as in Example 7 for A =

4 28
Answer 8

Page 62

FIZ4101 Fizik Matematik

Zalani

More Exercises
Find the inverse of the matrix or show that the matrix is singular.

1 2
1 2
1. A =
Answer A = 15

2 1
2 1

2 2
5 2
1
2. A =
Answer A = 12

1 5
1 2

3 2
6 2
1
3. A =
Answer A = 12

3 3
3 6

3
4
1

A=
1 2 0

1 1 3

4.

6
11
2

1
Answer A = 31 3 10 1

1 7 10

Determinant
The determinant is associated with a square matrix and is denoted by
det(A) = |A|
Let

a
a
11 12
A=
,
a21 a22

i.e, det(A) = |A| = a11 a22 a12 a21

Determinant Theorem
1. If A has zero row, then |A| = 0
2. Let B formed from A by multiplying row k by a scalar . Then,
|B| = |A|
3. Let B formed from A by interchanging two rows, then
|A| = |B|
Page 63

FIZ4101 Fizik Matematik

proof

a
a
11 12
A=

a21 a22
|A| = a11 a22 a12 a21

Zalani

a
a
21 22
B=

a11 a12
|B| = a21 a12 a22 a11

Hence |A| = |B|

Determinant can be found by the following rules:


Co-factor expansion of Row or Column:

Row If A is n n, then for any integer i with 1 i n


n

|A| =
(1)1+j aij Mij
j=1

Column Let A be an extra n n matrix. Then for any j with 1 i n


n

|A| =
(1)1+i aij Mij
i=1

Example 9
Co-factor expansion

6 3

Let A =
12 5

2
4

by row.

3 3 Matrix, n = 3

If we expand by row 1, we get


|A| =

(1)1+j M1j a1j

j=1

Therefore,













12 5
12 9
5 9






|A| = (1)1+1 (6)

+ (1)1+3 (7)
+ (1)1+2 (3)






4
2
2 6
4 6
= 6(30 + 36) 3(72 + 18) + 7(48 + 10)
= 172
Page 64

FIZ4101 Fizik Matematik

Zalani

Similarly, if we expand by row 3, then


|A| =

(1)3+j M3j a3j

j=1













3
6 7
6 3
7





|A| = (1)3+1 (2)
+ (1)3+2 (4)
+ (1)3+3 (6)







5 9
12 9
12 5
= 2(27 + 35) 4(54 84) 6(30 36)
= 172
Example 10
Co-factor expansion

6 3

Let A =
12 5

2
4

by column.

3 3 Matrix, n = 3

Expanding by column 1 gives,


|A| =

(1)1+i Mi1 ai1

i=1













5 9
3 7
3
7





|A| = (1)1+1 (6)
+ (1)1+2 (12)
+ (1)1+3 (2)







6
4
4 6
5 9
= 6(30 + 36) 12(18 28) + 2(27 + 35)
= 172
Similarly if we expand by column 2 we get,
|A| =

(1)i+2 Mi2 ai2

i=1













6 7
6 7
12 9






|A| = (1)1+2 (3)

+ (1)3+2 (4)
+ (1)2+2 (5)






12 9
2 6
2 6
= 3(72 + 18) 5(36 14) + 4(54 84)
= 172
There is a simple trick on how you can solve for the above problems...how?
Page 65

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Zalani

Homework
Use co-factor expansion to evaluate the determinant of the matrix

4 2 8

1. A =
Answer 32
1
0
1

1 3 0

7 3 1

2. A =
Answer 3
1 2 4

3 1 0

1
6
5 0

7
2 1 3

3. A =
Answer 773

4
5
8

1 1 6
2

Cramers Rule

Is a determinant formula for solving a system of equation Ax = B when A is n n


and non-singular.
In this case the system has a unique solution x = A1 B where x can be calculated
by computing A1 and then A1 B

The procedure of finding x according to Cramers Rule


Let A be a non-singular n n matrix of numbers. Then the unique solution of Ax = B
is,

x1

x
2


x3 , where

.
..


xn
Page 66

xk =

1
|A| |A(k; B)|

FIZ4101 Fizik Matematik

Zalani

and A(k; B) is the matrix obtained from A by replacing column k of A by B


Example 11
Solve the system
x1 3x2 4x3 = 1
x1 + x2 3x3 = 14
x2 3x3 = 5
Solution 11
The matrix

A=
1

of coecient is

3 4

1 3

1 3

B=
14

5

Step 1: Find |A|


Since column 1 has zero, select column 1,
we expand by column 1
|A| =

(1)1+i ai1 Mi1

i=1









1 3
3 4




1+1
1+2
= (1) (1)
+ (1) (1)





1 3
1 3
= [3 (3)] + (1)(1)[+9 + (4)]
= 13

Step 2: Use Cramers Rule to solve x


x1 =

1
|A| |A(1; B)|

Page 67

FIZ4101 Fizik Matematik






1 3 4




1
= 13 14 1 3




5
1 3











}
{
1 3
3 4
3 4






1
= 13 (1)2 (1)
+ (1)3 (14)
+ (1)4 (5)







1 3
1 3
1 3
{
}
=

1
13

0 + 14(9 + 4) + 5(9 + 4)

= 117
13
= 9

x2 =

1
|A| |A(2; B)|





1
1 4



1

= 13
1 14 3




0
5 3







}
{
14 3
1 4




1
(1)2 (1)
= 13
+ (1)3 (1)





5
3
5
3




{
}
=

1
13

1
13 (10)

x3 =

1(42 + 15) + (1)(3 + 20)

1
|A| |A(3; B)|





1 3 1




1
= 13 1 1 14




0
1
5




}



{
3 1
1 14




1
3
2
= 13 (1) (1)

+ (1) (1)




1 5
1 5

Page 68

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FIZ4101 Fizik Matematik

Zalani

}
1(5 14) + (1)(15 1)

1
13

1
13 (9

16)

= 25
13
Homework
Find the solutions by Cramers Rule

1. 15x1 4x2 = 5
8x1 + x2 = 4
2.

8x1 4x2 + 3x3 = 0


x1 + 5x2 x3 = 5
2x1 + 6x2 + x3 = 4

3. x1 + x2 3x3 = 0
x2 4x3 = 0
x1 x2 x3 = 5

Solution

11
1. x1 = 47
,

2. x1 = 21 ,
3. x1 = 65 ,

x2 = 100
47
x2 = 19
22 ,
x2 = 10
13 ,

x3 =

2
11

x3 = 56

Page 69

FIZ4101 Fizik Matematik

2.3

Zalani

Eigenvalue and Eigenvector

Note 1: A real or complex number, is an eigenvalue of A if there is a non-zero n 1


matrix i.e vector E such that,
AE = E
: Eigenvalue of A

E: Eigenvector

Any non-zero vector E satisfying this relationship is called an eigenvector associated


with the eigenvalue

Note 2: If is a non-zero scalar and AE = E, then


A(E) = (AE) = (E) = (E)
This means that non-zero scalar multiplies of eigenvectors are again eigenvectors.
Example 1

2
3 2
Show that E = is an eigenvector of A =
corresponding to = 4
1
3 2
Solution
We need to proof that A has eigenvector of E and eigenvalue of . Therefore,
AE
= E


3 2 2 2

= 4
3 2
1
1

3(2) + 2(1) 4(2)

3(2) + 2(1)
4(1)


6 + 2 8

=
6 + 2
4

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FIZ4101 Fizik Matematik

Zalani


8 8
=
4
4

Procedure: To find the eigenvalue, i , and the corresponding eigenvector, Ei of an


n n matrix A, the following steps can be used.

1. Multiply an n n identity matrix by the scalar


2. Subtract the identity matrix multiple from the matrix A
3. Find the determinant of the matrix that has been solved in step 1
4. Solve for the values of that satisfy the equation
det(A = I) = 0
5. Solve for the corresponding vector to each

Example 2
Find the eigenvalue and eigenvector of the matrix

7 3
A=

3 1

Solution
Step 1

1 0 0
I =
=

0 1
0
Step 2

3
7 3 0 7
A I =

3 1
0
3
1

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FIZ4101 Fizik Matematik

Zalani

Step 3

3
7
det(A I) = det

3
1
= (7 )(1 ) (3)(3)
= 7 7 + + 2 9
= 2 6 14
Step 4
2 6 14 = 0
( 8)( + 2) = 0
=8,

= 2

Eigenvalues of matrix A

Step 5

3
7

3
1
For = 8 the corresponding eigenvector is solved as follows:
Substitute to the above matrix

3 1 3
7 8

=
=B
3
1 8
3 9
Now we need to solve
Bx = 0


1
3

x1 0

=
3 9
x2
0

Page 72

Say, this is matrix B


x1
W Say, E = = x
x2

FIZ4101 Fizik Matematik

Zalani

Do row reduction,
3(Row 1) + Row 2 Row 2

0
0
1 3
1 3

3 9
0
0 0
0
Rearrange, and solve for x

1 3 x1 0
=

0
x2
0 0

x1 + 3x2 = 0
3x2 = x1
Let x2 = 1,

W Pick a random value

3(1) = x1
i.e,

x1 = 3,

x2 = 1

3
Therefore, eigenvector corresponding to eigenvalue of = 8
1
Check



7 3 3 3

= 8
3 1
1
1

24 24
=
8
8

Do the same thing for = 2

3
7 (2)
9 3

=
=B
3
1 (2)
3 1

Say, this is matrix B

Page 73

FIZ4101 Fizik Matematik

Just like before, Solve for


Bx = 0

Zalani


x1
W Say, E = = x
x2

9 3 x1 0
=

0
x2
3 1
Do row reduction,
-3(Row 2) + Row 1 Row 1

0
0
9 3
0 0

3 1
0
3 1
0
Rearrange, and solve for x


0 0 x1 0

=
x2
0
3 1

3x1 + x2 = 0
x2 = 3x1
Pick a random values for x1
Let x1 = 1
x2 = 3

1
Eigenvector = corresponding to the eigenvalue 2
3
Example 3
Solve for eigenvalue and eigenvector for A

0 5 7

A=
2
7
7

1 1 4
Solution

Page 74

FIZ4101 Fizik Matematik

Zalani

Homework
Find the eigenvalue and eigenvector for each of the problem below.

6
6

1 3
2
2
;
1

1.
Answer

1
+
6
,
6
,

1
1
2 1


0
5 0
7
2.
Answer 5 , ; 2 ,

1
1 2
1

1
1

1 2

3.
Answer 12 (1 + 15i) ,
; 2 (1 15i) ,


1
1
2 0
4 (1 15i)
4 (1 + 15i

2
0
0

4.
1 0 2

0 0 3

Answer 0 ,


0

1


0

2 ,


2

1 ;


0

3 ,


0

2


3

Page 75

FIZ4101 Fizik Matematik

2.4

Zalani

Matrix Diagonalisation

Diagonal Matrix: A square matrix having

d1 0

0 d2

..
.

0
Theorem of Diagonalisation

d1 0 0

..

.
0 d2

Let D = .

..
..

0
dn

all o-diagonal elements equal to zero.

0
..

..

dn

and

w1 0

0 w2
W =
..
.

..

0
..
.

wn

Then,

d1 w1

d 2 w2
0
1. DW = W D =
..
..
.
.

0
..
.

d n wn

2. |D| = d1 d2 dn (semua darab)


3. D is non-singular if and only if each main diagonal element is non-zero
4. If each dj = 0, then

1
d1 0

0 d12
1
D =
..
..
.
.

0
..

1
dn

5. The eigenvalues of D are its main diagonal elements


6. An eigenvector associated with dj is

Page 76

FIZ4101 Fizik Matematik

Zalani


0
.
..



1 with 1 in row j and all other elements are zero.

.
..


0
7. An n n matrix A is diagonalisable if there exit an n n matrix P such that
P 1 AP is a diagonal matrix. When such P exist, we say that P diagonalises A.

Example 1
Example of diagonal matrix.

7 0 0

0 5 0
W The matrix is denoted by diag(7,5,6)

0 0 6

Example 2


1
4

1
Let A =
. A has eigenvalues -1, 3 and corresponding eigenvectors and
0 3
0

1
, respectively.
1
Now, we can assume P as,

1 1
1 1
P =
and its inverse, P 1 =

0 1
0 0
Now compute

1
1
1
4
1
1
1
0

P 1 AP =

0 1
0 3
0 1
0 3

We can also assume that if

Page 77

FIZ4101 Fizik Matematik



1 1
1
1
Q=
, corresponding to eigenvectors and then we get
0 1
1
0

3 0
Q1 AQ =

0 1
Therefore matrix A is doagonalisable
Steps to find that whether a matrix is diagonalisable or not:

1. Find the eigenvalues and eigenvectors of a matrix, A


2. Form a matrix P , from the eigenvectors values
3. Compute P 1 AP
4. The matrix is diagonalisable if

x
0
0
1

x1 0

P AP =
or
0 x2 0 if 3 3

0 x2
0 0 x3
Homework
Find out whether the following matrices are diagonalisable

2 6
1.

0 1

1 1
2.

2 4

3 1
3.

4 2

1 1
4.

13 5

Page 78

Zalani

FIZ4101 Fizik Matematik

Zalani

Answer

2 0
1.

0 1

2 0
2.

0 3

2 0
3.

0 1

0 0
4.

1 0

Not diagonalisable

end of chapter 2

Page 79

Chapter 3

Systems of First Order Linear


Dierential Equations
3.1

Conversion of n-th order system into n first order dierential


equation

A system of n linear first order dierential equation in n unknowns (i.e n n system of


linear equations) has the general form:
x1 = a11 x1 + a12 x2 + + a1n xn + g1
x2 = a21 x1 + a22 x2 + + a2n xn + g2
x3 = a31 x1 + a32 x2 + + a3n xn + g3
..
.
xn = an1 x1 + an2 x2 + + ann xn + gn
where the coecients aij and gi are arbitrary functions of t. If every term gi is constant
zero, then the system is said to be homogeneous. Otherwise, it is inhomogeneous if even
one of the gs is non-zero. The above system is most often given in a shorthand format
as a matrix-vector equation, in the form:

80

FIZ4101 Fizik Matematik

Zalani

x = Ax + g
or,

x
1 a11 a12

x a
2 21 a22


x3 = a31 a32

. .
..
.. ..
.


an1 an2
xn

..
.


a1n x1 g1


a2n
x2 g2


+
a3n
x3 g3
. .
..
. .
.
. .

ann
xn
gn

For a homogeneous system, g is the zero vector. Hence it has the form:
x = Ax
Note: Every n-th order linear equation is equivalent to a system of n first order linear
equations.
Example 1
Covert the following linear equation into a first order equations.
mu + u + ku = F (t)
Solution 1
This equation refers to a mechanical vibration equation that is second order. Therefore,
it can be converted into two first order systems of linear D.E as follows:
step 1: rearrange equation,
u +


mu

k
mu

k
u = m
u


mu

F (t)
m

F (t)
m

step 2: assume that,


x1 = u
x2 = u = x1
u3 = u = x2

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FIZ4101 Fizik Matematik

Zalani

step 3: do substitution,
x1 = u = x2
k
x2 = u = m
x1

m x2

F (t)
m

Example 2
y 2y + 3y 4y = 0
Solution 2
x1 = x2
x2 = x3
x3 = 4x1 3x2 + 2x3
or can do substitution in reverse order which has the solution as,
x1 = 2x1 3x2 + 4x3
x2 = x1
x3 = x2

The processes shown in Example 1 and 2 can be easily generalised. Given an n-th order
linear equation
an y (n) + an1 y (n1) + an2 y (n2) + + a2 y + a1 y + a0 y = g(t)
Make the substitutions: x1 = y, x2 = y , x3 = y , , xn = y (n1) , and xn = y (n)
The first n 1 equations follow thusly. Lastly, substitute the xs into the original
equation to rewrite it into the n-th equation and obtain the system of the form:
x1 = x2
x2 = x3
x3 = x4
..
.
xn1 = xn

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xn = aan0 x1

a1
an x 2

an1
an xn +

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g(t)
an

Note: The reverse is also true. Given n n system of linear equations, it can be
rewritten into a single n-th order linear equation. (Meaning that, the result is not
unique and there are multiple ways to do this)
Exercise 1
1. Convert each linear equation into a system of first order equations.

a y 4y + 5y = 0
b y 5y + 9y = tcos(2t)
c y (4) + 3y y + 2y 6y = 11

2. Rewrite the system found in 1a. and 1b. into a matrix-vector equation.
3. Convert the third order linear equation below into a system of three first order
equation using (a)the usual substitution, and (b) using subtitutions in the reverse order:
x1 = y , x2 = y , x3 = y. Deduce the fact that there are multiple ways to rewrite each
n-th order linear equation into a linear system of n equations.

Answer - Exercise 1

1a. x1 = x2
x2 = 5x1 + 4x2
1b. x1 = x2
x2 = x3
x3 = 9x1 + 5x3 + tcos(2t)
1c. x1 = x2
x2 = x3
x3 = x4
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x4 = 6x1 2x2 + x3 3x4

0 1
2a. x =
x
5 4

0
0
1
0

2b. x =
0 0 1 x + 0

tcos(2t)
9 0 5

3a. x1 = x2
x2 = x3
x3 = 2x1 x2 6x3
3b. x1 = 6x1 x2 + 2x3
x2 = x1
x3 = x2

3.2

Solution of 2 2 systems of first order linear equations

In previous section, the conversion of n-th order system into n first order system has
been discussed. The system can be arranged in matrix form as x=Ax+g so that the
solution of the system can be found by using the matrix method. In this case, it is much
easier to start with a 2 2 systems of homogeneous dierential equation equation with
g = 0.
Consider a system of 2 simultaneous first order linear equation as follows:
x1 = ax1 + bx2
x2 = cx1 + dx2
or in shorthand, x=Ax, if A is already known from context.
We know that the above system is equivalent to a second order homogeneous linear
dierential equation. As a result we know that the general solution contains two linearly
independent parts. As well, the solution will be consisted of some type of exponential
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functions. Therefore, assume that, x = kert is a solution of the system, where k is a


vector of coecients (of x1 and x2 ). Substitute x and x = rkert into the equation
x=Ax, and we have:
rkert = Akert
Since ert is never zero, we can always divide both sides by ert and get:
[
]
rk=Ak

E = AE

We see that this new equation is exactly the relation that defines eigenvalues and
eigenvectors of the coecient matrix A. In other words, in order for a function x=kert
to satisfy our system of dierential equations, the number r must be an eigenvalue of A
and the vector k must be and eigenvector of A corresponding to r.
Just like the solution of a second order homogeneous linear equation, there are three
possibilities, depending on the number of distinct, and the type of eigenvalues, the
coecient matrix A has.
The possibilities are that A has:

I. Two distinct real eigenvalues


II. Complex conjugate eigenvalues
III. A repeated eigenvalue

Case I. Two distinct real eigenvalues


If the coecient matrix A has two distinct real eigenvalues r1 and r2 , and their
respective eigenvectors are k1 and k2 . Then the 2 2 system x=Ax has a general
solution
x = C1 k1 er1 t + C2 k2 er2 t

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Example

2
x =
4

3
x
3

Solution 3
step 1: find the eigenvalue and eigenvector for the coecient matrix A

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step 2: Substitute in general solution


x = C1 k1 er1 t + C2 k2 er2 t

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Example 4

3 2
x =
x
2 2

Solution 4

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1
x(0) =
1

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Case II. Complex conjugate Eigenvalues


If the coecient matrix A has two distinct complex conjugate eigenvalues i. Also
suppose k=a+bi is an eigenvector (necessarilly has complex-valued entries) of the
eigenvalue i. Then the 2 2 system x=Ax has a real-valued general solution
x = C1 et (acos(t) bsin(t)) + C2 et (asin(t) + bcos(t))
Example 5

2 5
x =
x
1 2

Solution 5
step 1: find eigenvalues and eigenvectors for coecient matrix A

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step 2: Substitute in general solution.


x = C1 et (acos(t) bsin(t)) + C2 et (asin(t) + bcos(t))

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Example 6

1 6
x =
x
3
5

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0
x(0) =
2

Solution 6

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Case III. Repeated real eigenvalue


Suppose that the coecient matrix A has a repeated real eigenvalues r, there are two
sub-cases.
sub-case 1
If r has two linearly independent eigenvector k1 and k2 . Then the 2 2 system x=Ax
has a general solution
x = C1 k1 ert + C2 k2 ert
Note: For 2 2 matrices, this possibility only occurs when the coecient matrix A is a
scalar

1
k
0

multiple of the identity matrix. That is, A has the form


0 k 0
for any constant k
=
,
1
0 k

Example

2
x =
0

0
x
2

Solution 7
note: In matrix diagonal rules, the main diagonal elements are the eigenvalues of matrix
A. There fore, the eigenvalue, r = 2 (repeated). Here, the are two sets of linearly
independent eigenvectors, which could be represented by any 2 nonzero vectors that are
not constant multiples of each other. For example,


1
0
k1 = , k2 = .
0
1
Therefore, a general solution is


1
0
x = C1 e2t + C2 e2t
0
1

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sub-case 2
If r, as it usually does, only has one linearly independent eigenvector k. Then the 2 2
system x=Ax has a general solution
x = C1 kert + C2 (ktert + ert )
where the second vector is any solution of the nonhomogeneous linear system of
algebraic equations.
(A rI) = k
Example 8

1 4
x =
x ,
4 7

Solution 8

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2
x(0) =
1

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Exercise 2
1. Find the general solution of each system below

7
2
a. x =
x
5 10

3 6
b. x =
x
3 3

8 4
c. x =
x
1 4

3 2
d. x =
x
1 5
2. Solve the following initial value problem


1
1

4
a. x =
x(0) =
x ,
1 1
2


4 0
5
b. x =
x , x(3) =
0 4
2


1 4
0
x(1) =
c. x =
x ,
2 3
3


6 8
8
d. x =
x(0) =
x ,
2 6
0


6 3
1
e. x =
x , x(20) =
2 1
1
Answer - Exercise 2

7
1
1a. x = C1 e3t + C2 e5t
5
1

cos(3t) + sin(3t)
cos(3t) + sin(3t)
1b. x = C1
+ C2

cos(3t)
sin(3t)
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[
]
2 6t
2 6t 1 6t
1c. x = C1 e + C2 te + e
1
1
0

cos(t) sin(t)
cos(t) + sin(t)
1d. x = C1 e4t
+ C2 e4t

cos(t)
sin(t)

4cos(t) 2sin(t)
2a. x = et

2cos(t) 4sin(t)

5e4t+12

2b. x =

2e4t+12

5t5
t+1
2e
2e

2c. x =

2e5t5 + et+1

4e2t

4e10t

2d. x =

2e2t + 2e10t

2e. x =

5e3t60 + 4e4t80
5e3t60

6e4t80

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3.3

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The Phase Plane

More readings V The related notes are uploaded in Lantera for you to study and do
some exercises related to this topic.

-end of chapter 3 -

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