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CHAPTER 4
Section Review Problems
4-1C The general solution of an th order linear differential equation involves different
arbitrary constants, since the solution requires successive integration, each of which giving an
arbitrary constant.
4-2C Theorem 4-1 guarantees that an th order linear differential equation has a unique
solution in an interval, provided that the coefficients are continuous functions in that interval,
and the initial conditions are specified at a point in the same interval. Thus, we need to specify
initial condition to guarantee the solution to be unique.
4-4
(a) Given: , and
Solution: Comparing the standard form of the differential equation with Eq. 4-1 we see that
, , and . The functions , , and
are continuous in . Considering that the initial conditions are specified at ,
which is in that interval, Theorem 4-1 guarantees that this initial-value problem has a unique
solution in the interval .
4-5C Theorem 4-2 tells us that the sum of the solutions of a linear homogeneous is also a
solution. This is referred to as the superposition principle.
4-6C No. Theorem 4-3 indicates that Wronskian of a third order linear homogeneous equation
with continuous coefficients cannot be zero for some and nonzero for other values in an
interval, in which the coefficients of the linear homogeneous differential equation are
continuous.
4-7
(a) Given: ; , and
| | | |
4-8
(a) Given: ; and
Solution: The solutions and are linearly independent since no one is a constant multiple
of any other for . Therefore the Wronskian of these three solution functions is never zero
for . We can verify this finding by calculating Wronskian
| |
| |
| |
b) Given: ; and
Solution: The solutions and 5 are linearly independent since no one is a constant multiple
of any other for . Therefore the Wronskian of these three solution functions is never zero
for . We can verify this finding by calculating Wronskian
| |
| |
| |
4-9
(a) Given: , and
| |
| |
| |
which indicates that and are linearly independent. Therefore these solutions form a
fundamental set of the given differential equation for . Thus the general solution of the
differential equation can be expressed as,
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. Realizing that , the Wronskian of ,
and can be written as
| |
| |
| |
which indicates that and are linearly dependent. Therefore these solutions do not form
a fundamental set of the given differential equation for .
4-10 Given: ,
or simplifying
Taking , this third order differential equation becomes a second order differential
equation
∫ ∫
∫ ∫
where we have chosen zero integration constants. Thus the three linearly independent solutions
to the given differential equation are
The method of reduction of order works Maple as well. The reduced differential equation can be
directly found as follows:
> restart;
> with(DEtools);
> y1 := exp(x);
4-11C No. If these three functions are linearly independent, then no one can be expressed as a
linear combination of the other two.
4-13
(a) Given:
The roots of this equation are and . Then the general solution to the given
differential equation is
(b) Given:
The roots of this equation are and . Then the general solution to the given
differential equation is
The roots of this equation are and . Thus the general solution is
Differentiating, we obtain
or simplifying,
( )
or
[ ( ) ]
4-15C No. A third order linear homogeneous equation with constant coefficients has at most
three linearly independent solutions, and no third order linear equation is satisfied by the given
four linearly independent functions.
4-16
(a) Given:
Solution: The corresponding characteristic equation is
√
The roots of this equation are and . Thus the solution to the
homogeneous part of this equation is
√ √
( )
√ √
( )
Maple solution:
> restart;
> a := 1; b := 0; c := 0; d := -1;
> R := 4*exp(3*x):
> ode := a*(diff(diff(diff(y(x), x), x), x))+b*(diff(diff(y(x), x), x))+c*(diff(y(x), x))+d*y(x) = R;
> F := R = lhs(ode);
> CE := a*m^3+b*m^2+c*m+d = 0;
> CE := factor(%);
> y = y[h]+y[p];
(b) Given:
Solution: The corresponding characteristic equation is
√
The roots of this equation are and . Thus the solution to the
homogeneous part of this equation is
Differentiating yields
√ √
( ) ( )
4-17C The method of variation of parameters is also applicable to third or higher order
equations with constant or variable coefficients and to nonhomogeneous terms which can be of
any form. Hence, there is no need to modify this method when applying it for third of higher
order differential equations.
4-18
(a) Given:
Solution: The related homogeneous equation and its characteristic equation are
homogeneous equation is
√ √
| |
√ √
| |
√ √ √ √ √ √ √
| |
√ √ √ √ √ √
| |
√ √
√
|| ||
√ √ √ √ √ √
| |
√
√ √
|| || ( √ )
√ √ √
√ √
( √ )
The functions and are determined by substituting these expressions into Eq. 4-39,
√
( )
∫ ∫ ∫
√
√ √
( ( √ ))
∫ ∫
√
√ √ √ √ √
∫ ( √ ) ( √ )
√ √
( ( √ ))
∫ ∫
√
√ √ √ √ √
∫ ( √ ) ( √ )
√ √ √
( ) ( ( √ )) ( )
or simplifying
Finally, the general solution of the differential equation is obtained by combining the
homogeneous solution with this particular solution:
√ √
Notice that the solution is quite straightforward and easy. This exercise clearly showed that the
method of variation of parameters is much more complicated due to required lengthy
integrations and determinant operations.
(b) Given:
Solution: Solution: The related homogeneous equation and its characteristic equation are
homogeneous equation is
√ √
| |
√ √
| |
√ √ √ √ √ √ √
| |
√ √ √ √ √ √
| |
√ √
√
|| ||
√ √ √ √ √ √
| |
√
√ √
|| || ( √ )
√ √ √
√ √
( √ )
The functions and are determined by substituting these expressions into Eq. 4-39,
√
( )( )
∫ ∫ ∫
√
√ √
( )( ( √ ))
∫ ∫
√
√ √ √
∫ ( √ )
√ √
( )( ( √ ))
∫ ∫
√
√ √ √
∫ ( √ )
√ √ √ √
( ∫ ) ( ∫ ( √ ) )( )
√ √ √ √
( ∫ ( √ ) )( )
√ √
( ∫ )
√ √ √ √
( ∫ ( √ ) )( )
√ √ √ √
( ∫ ( √ ) )( )
4-19C The Euler equation can be expressed in the most general form as
where .. are real constants. It is clear from the general form of the equation that each
term on the left hand side is of the form , where is a constant and is a nonnegative
integer. This is the main indication of Euler equation.
4-20C Yes. Theorem 4-9 guarantees that the transformation will always convert the
order Euler equations to linear equations with constant coefficients regardless of their order.
4-21 Given:
or,
[ ]
or,
√ √
[ ( ) ( )]
End-of-Chapter Problems
4.1 Introduction to Higher Order Linear Equation
4-22C Theorem 4-1 guarantees that an th order linear differential equation has a unique
solution in an interval, provided that the coefficients are continuous functions in that interval,
and the initial conditions are specified at a point in the same interval.
4-23C A direct consequence of Theorem 4-1 is that the trivial solution is the only solution
of an th order linear, homogeneous differential equation with continuous coefficients whose
initial conditions are all equal to zero. Therefore the following initial value problem of rd order
has only the trivial solution :
In Problems 4-24 to 4-27, we are to determine if the following differential equations are (1) linear
or nonlinear, (2) homogeneous or nonhomogeneous, and (3) whether they have constant or
variable coefficients.
In Problems 4-28 to 4-31, we are to determine the interval in which the initial-value problem is
guaranteed to have a unique solution.
4-28
(a) Given: , , and
Solution: Comparing the standard form of the differential equation with Eq. 4-1 we see that
, , and . The functions , , and are
continuous in . Considering that the initial conditions are specified at ,
which is in that interval, Theorem 4-1 guarantees that this initial-value problem has a unique
solution in the interval .
4-29
(a) Given: , , and
Solution: Comparing the standard form of the differential equation with Eq. 4-1 we see that
, , and The functions , , and
are continuous in . Considering that the initial conditions are specified at ,
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which is in that interval, Theorem 4-1 guarantees that this initial-value problem has a unique
solution in the interval .
The functions and are continuous. But the functions and are
discontinuous at . Therefore the functions and are continuous in two intervals:
and . Considering that the initial conditions are specified at , which
is in the first interval, Theorem 4-1 guarantees that this initial-value problem has a unique
solution in the interval .
4-30
(a) Given: , and
Solution: Comparing the standard form of the differential equation with Eq. 4-1 we see that
The functions , and are continuous. But the function is continuous only in
the interval . Considering that the initial conditions are specified at , which is
in that interval, Theorem 4-1 guarantees that this initial-value problem has a unique solution in
the interval .
4-31
(a) Given: , and
Solution: Comparing the standard form of the differential equation with Eq. 4-1 we see that
The functions , , and are continuous. Thus the Theorem 4-1 guarantees
that this initial-value problem has a unique solution in the interval .
4-32C An th order linear homogeneous equation with continuous coefficients can have infinity
number of solutions. However, Theorem 4-4 ensures that only solutions can be linearly
independent. The rest of the solutions would be linearly dependent.
4-33C The general solution of a third order linear homogeneous equation with continuous
coefficients can be expressed as
which contains all possible solutions of the differential equation in the specified interval. Thus,
this differential equation cannot have a solution which cannot be expressed as
, where , , are constants.
In Problems 4-34 to 4-36, we are to identify the solutions whose Wronskian is never zero for
by inspection. We are also to verify the findings by actually calculating their Wronskian for each
case.
4-34
(a) Given: ; and
Solution: The solutions and are linearly independent since no one is a constant
multiple of any other for . Therefore the Wronskian of these three solution functions is
never zero for . We can verify this finding by calculating Wronskian
| | | |
| | | |
4-36
(a) Given: ; and
Solution: The solutions and are linearly independent since no one is a constant
multiple of any other for . Therefore the Wronskian of these three solution functions is
never zero for . We can verify this finding by calculating Wronskian
| |
| |
| |
multiple ( ) of
4-37
(a) Given: , and
Solution: This is a fourth order linear homogeneous and possesses four (not three) linear
independent solutions. Furthermore, it can be easily shown by direct substitution that is
not a solution of the given differential equation. Therefore the functions , and
do not form a set of fundamental solutions to the differential equation.
Solution: This is a fourth order linear homogeneous and possesses four (not three) linear
independent solutions. Furthermore, it can be easily shown by direct substitution that none of
these three solutions satisfy the given differential equation. Therefore the functions ,
and do not form a set of fundamental solutions to the differential
equation.
4-38
(a) Given: , and
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. The Wronskian of , and can be
written as
| | | |
which indicates that and are linearly independent. Therefore these solutions form a
fundamental set of the given differential equation for . Thus the general solution of the
differential equation can be expressed as,
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. Realizing that , the Wronskian of ,
and can be written as
| | | |
which indicates that and are linearly dependent. Therefore these solutions do not form
a fundamental set of the given differential equation for .
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4-39
(a) Given: , and
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. The Wronskian of , and can be written
as
| | | |
which indicates that and are linearly independent. Therefore these solutions form a
fundamental set of the given differential equation for . Thus the general solution of the
differential equation can be expressed as,
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. Realizing that , the Wronskian of ,
and can be written as
| | | |
which indicates that and are linearly independent. Therefore these solutions form a
fundamental set of the given differential equation for . Thus the general solution of the
differential equation can be expressed as,
where .
4-40
(a) Given: , and
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. The Wronskian of , and can be written
as
| | | |
Solution: it can be easily shown by direct substitution that these three functions satisfy the
given differential equation. The Wronskian of , and can be
written as
| | | |
which indicates that and are linearly dependent. Therefore these solutions do not form
a fundamental set of the given differential equation for . Note that is a linear
combination of and , and the linear dependence is already evident.
In Problems 4-42 to 4-46, using the given solution, we are to determine the other linearly
independent solutions of the linear homogeneous equation by the method of reduction of order.
4-42 Given: ,
Taking , this fourth order differential equation becomes a third order differential equation
{ } { }
∫ ∫
∫ ∫
∫ ∫
where we have chosen zero integration constants. Thus, the four linearly independent solutions
to the given differential equation are
( )
( )
4-43 Given: ,
Taking , this third order differential equation becomes a second order differential
equation
{ } { }
∫ ∫
∫ ∫
where we have chosen zero integration constants. Thus, the three linearly independent solutions
to the given differential equation are
( )
( )
4-44 Given: ,
Taking , this fourth order differential equation becomes a third order differential equation
The roots of this equation are , . Therefore the general solution to the reduced
differential equation is given by
{ } { }
∫ ∫
∫ ∫
∫ ∫
where we have chosen zero integration constants. Thus, the four linearly independent solutions
to the given differential equation are
( )
> y := Y1*v(x);
>
> y1 := diff(y, x);
4-45 Given: ,
or simplifying
Taking , this third order differential equation becomes a second order Euler equation:
or
since and cannot be zero. The roots of this equation are and . Therefore
the general solution of the differential equation is, from Eq. 3-77,
Thus
{ } { }
∫ ∫
∫ ∫
where we have chosen zero integration constants. Thus, the three linearly independent solutions
to the given differential equation are
( )
or simplifying
Taking , this third order differential equation becomes a second order Euler equation:
or
since and cannot be zero. The roots of this equation are . Therefore the
general solution of the differential equation is, from Eq. 3-78,
Thus
{ } { }
∫ ∫
∫ ∫
where we have chosen zero integration constants. Thus, the three linearly independent solutions
to the given differential equation are
4-47C Yes. The functions , are linearly independent and can be solutions to a fourth
order linear homogeneous equation with constant coefficients. The third function, on the other
hand, is a linear combination of the first two, and it satisfies the corresponding fourth order
differential equation too. By constructing the related characteristic equation, we can build up a
fourth order linear homogeneous differential equation satisfied by the functions , and
, such that,
[ ] [ ]
indicating that the functions , , and are linearly dependent, that is any of them
can be expressed as a linear combination of other three. However, using the given four functions,
we can construct three linearly independent solutions such that
Therefore we conclude that there exists a third order linear homogeneous equation with
constant coefficients, which is satisfied the functions , , and .
4-49C No. The functions , , and are linearly independent and no third order
linear homogeneous equation with continuous coefficients can have four linearly independent
solutions.
are the linearly independent solutions due to this root (see Fig. 4-8). Hence, we would form the
general solution to a fourth order linear homogeneous equation with constant coefficients,
whose the roots of its characteristic equation are equal as follows
4-51C Recalling from algebra that if a polynomial equation has real coefficients, then any
complex roots that it may have must occur in conjugates. Therefore, it can be concluded that if
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courses for which the textbook has been adopted. Any other use without publisher's
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all the roots of the characteristic equation to a sixth order linear homogeneous equation with
constant coefficients are complex then they are necessarily in the form of three conjugate pairs.
In Problems 4-52 to 4-55, we are to determine the general solution of the given linear
homogeneous equation with constant coefficients.
4-52
(a) Given:
The roots of this equation are and . Then the general solution to the given
differential equation is
(b) Given:
The roots of this equation are and √ . Then the general solution to the
given differential equation is
(√ ) (√ )
4-53
(a) Given:
(b) Given:
The roots of this equation are and . Then the general solution to the given
differential equation is
4-54
(a) Given:
The roots of this equation are and . Then the general solution to the given
differential equation is
(b) Given:
√
The roots of this equation are and . Then the general solution to the
√ √
( )
4-55
(a) Given:
√
The roots of this equation are and . Then the general solution to the
√ √
( )
(b) Given:
( √ √ ) ( √ √ )
In Problems 4-56 to 4-59, we are to determine the specific solution of the given initial-value
problem.
The roots of this equation are and . Thus the general solution is
Differentiating, we obtain
√
The roots of this equation are and . Thus the general solution is
√ √
Differentiating, we obtain
√ √ √ √ √ √
√ √ √ √ √ √
Solving yields , and . Substituting these constants into the general solution,
we obtain
√
Maple solution:
> restart;
> with(DEtools);
> ode := diff(y, x, x, x)-y = 0;
> y := rhs(dsolve(ode));
>
> Eq1 := eval(subs(x = 0, y)) = 1;
4-58 Given: ;
Solution: A direct consequence of the Theorem 4-1 is that the trivial solution is the
only solution to this third order linear homogeneous differential equation with constant
coefficients whose initial conditions are all equal to zero.
Differentiating, we obtain
( )
( )
( )
As we will see in Chapter 8, the use of the Laplace transform makes it much easier to derive a
single, higher order equation from a set of lower order equations.
( ) 0
( )
√ √ √ √
( ) ( )
Thus,
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courses for which the textbook has been adopted. Any other use without publisher's
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√ √ √ √
4-65C The order of the differential equation does not play a role on the selection of the general
form of the particular solution. Therefore the general forms of the particular solutions
corresponding to the same nonhomogeneous term in a second and a third order linear
homogeneous equation are the same.
In Problems 4-66 through 4-67, we are to determine the general solution of the given
nonhomogeneous equation by using the method of undetermined coefficients.
4-66
(a) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
Maple solution:
> restart;
> a := 1; b := 0; c := 1; d := 0;
> R := 2*sin(x);
> ode := a*(diff(diff(diff(y(x), x), x), x))+b*(diff(diff(y(x), x), x))+c*(diff(y(x), x))+d*y(x) = R;
> F := R = lhs(ode);
> CE := a*m^3+b*m^2+c*m+d = 0;
> CE := factor(%);
>
> Root := solve(CE);
>
> yp := A*x*cos(x)+B*x*sin(x);
> y = y[h]+y[p];
(b) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
(c) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
Differentiating yields
(d) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
Differentiating yields
( )
Differentiating yields
( )
4-67
(a) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
(b) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
(c) Given:
Solution: The corresponding characteristic equation is
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courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
which can be factored as
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
[ ]
( )
Maple solution:
> restart;
> a := 1; b := 0; c := -3; d := 2;
> R := 5*x*exp(-2*x);
> ode := a*(diff(diff(diff(y(x), x), x), x))+b*(diff(diff(y(x), x), x))+c*(diff(y(x), x))+d*y(x) = R;
> F := R = lhs(ode);
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courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
> CE := a*m^3+b*m^2+c*m+d = 0;
> CE := factor(%);
>
> Root := solve(CE);
>
> yp := (A*x^2+B*x)*exp(-2*x);
>
>
> y[p] := subs(Coefficients, yp);
> y = y[h]+y[p];
(d) Given:
Solution: The corresponding characteristic equation is
Differentiating yields
[ ]
[ ]
( )
4-68
(a) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
Differentiating yields
> restart;
> a := 1; b := -2; c := 0; d := 0;
> R := sin(x)+cos(2*x);
> ode := a*(diff(diff(diff(y(x), x), x), x))+b*(diff(diff(y(x), x), x))+c*(diff(y(x), x))+d*y(x) = R;
> dsolve(ode);
> F := R = lhs(ode);
> CE := a*m^3+b*m^2+c*m+d = 0;
> CE := factor(%);
> yp := K*cos(x)+L*sin(x)+M*cos(2*x)+N*sin(2*x);
>
>
> Coefficients := solve({eq1, eq2, eq3, eq4}, {K, L, M, N});
>
> y[p] := subs(Coefficients, yp);
> y = y[h]+y[p];
(c) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
Differentiating yields
(d) Given:
Solution: The corresponding characteristic equation is
The roots of this equation are and . Thus the solution to the homogeneous part
of this equation is
Differentiating yields
Maple solution
> restart;
> a := 1; b := -2; c := 0; d := 0;
> R := x^3*exp(x);
> ode := a*(diff(diff(diff(y(x), x), x), x))+b*(diff(diff(y(x), x), x))+c*(diff(y(x), x))+d*y(x) = R;
> F := R = lhs(ode);
> CE := a*m^3+b*m^2+c*m+d = 0;
> CE := factor(%);
> yp := (K*x^3+L*x^2+M*x+N)*exp(x);
> y = y[h]+y[p];
4-69
(a) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
, and
Equating coefficients of like terms, we obtain and Thus a general solution to the
nonhomogeneous differential equation is given by
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
(c) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
, and
(d) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
Substituting these expressions into the nonhomogeneous equation, and after lengthy algebra, we
get
( ) ( )
( ) ( )
4-70
(a) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
, and
(b) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
[ ]
[ ]
> restart;
> a := 4; b := 0; c := -3; d := -1;
> R := x^2*exp(x);
> ode := a*(diff(diff(diff(y(x), x), x), x))+b*(diff(diff(y(x), x), x))+c*(diff(y(x), x))+d*y(x) = R;
> F := R = lhs(ode);
> CE := a*m^3+b*m^2+c*m+d = 0;
> CE := factor(%);
>
> yp := (A*x^3+B*x^2+C*x)*exp(x);
(c) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
Differentiating yields
[ ]
[ ]
(d) Given:
The roots of this equation are and . Thus the solution to the homogeneous
part of this equation is
Differentiating yields
Substituting these expressions into the nonhomogeneous equation, and after lengthy algebra, we
get
[ ]
[ ]
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courses for which the textbook has been adopted. Any other use without publisher's
consent is unlawful.
Equating the coefficients of like terms leads to the following system of six algebraic equations
yielding
( )
( )
> restart;
> e1 := 38*A-K = 1;
> e2 := 38*B-102*K-L = 0;
> e3 := -M+38*C-48*A-51*L = 0;
> e4 := -38*K-A = 0;
> e6 := -51*B-C-38*M+48*K = 0;
4-71
(a) Given:
Solution: The corresponding characteristic equation is
( √ √ )
Differentiating yields
(b) Given:
Solution: The corresponding characteristic equation is
( √ √ )
Differentiating yields
( √ √ )
(c) Given:
Solution: The corresponding characteristic equation is
( √ √ )
Differentiating yields
( √ √ )
(d) Given:
Differentiating yields
( √ √ )
4-72
(a) Given:
Solution: The corresponding characteristic equation is
The roots of this equation is . Thus the solution to the homogeneous part of this
equation is
(b) Given:
Solution: The corresponding characteristic equation is
The roots of this equation is . Thus the solution to the homogeneous part of this
equation is
Differentiating yields
The roots of this equation is . Thus the solution to the homogeneous part of this
equation is
Differentiating yields
(d) Given:
Solution: The corresponding characteristic equation is
The roots of this equation is . Thus the solution to the homogeneous part of this
equation is
where √ ⁄ . Since the right hand side of the equation is , a particular solution is
. Another particular solution is the sum of the homogeneous solution and :
4-74 With √ ⁄ ,
Since the right hand side of the equation is , a particular solution has
the form:
Substituting this into the left hand side of the differential equation gives
Thus
Another particular solution is the sum of the homogeneous solution and the particular solution
just found. Thus