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Sudario, de Problem Set 1

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sudarionejie80
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Math 58: Differential Equations

Problem Set 1 in LATEX


NEGIE C. SUDARIO
BSMATH-STAT 2
March 19, 2024

1. Separation Variables
20. y lnx lny dx + dy = 0

Solution:
1
y ln x ln y dx + dy = 0 ⇐⇒ [y ln x ln y dx + dy = 0]
y ln y
dy
⇐⇒ ln x dx + =0
y ln y
Integrating both sides we obtain,
dy
ln x dx + =0
y ln y
Z Z Z
dy
ln x dx + = 0
y ln y
Evaluate Z
dy
y ln y
dy
Let u = ln y. du = y
. Then, dy = y du, Thus,
Z Z Z
y du
⇐⇒ ln x dx + = 0
yu
Z Z Z
du
⇐⇒ ln x dx + = 0
u
⇐⇒ x ln x − x + ln(u) = C
⇐⇒ x ln x + ln(ln y) = x + C
∴ x + C = x ln x + ln(ln y) is the general solutuion to the given ODE.
2. Equations with Homogeneous Coefficient
p
10. (y − x2 + y 2 )dx − x dy = 0; when x = 0, y = 1
p
Solution: Note that both (y − x2 + y 2 ) and x are homogeneous of degree 1. Thus, the
ODE is homogeneous. Now, to solve the equation, let

y = vx
dy = v dx + x dv
By substitution,  √ 
⇐⇒ vx − x2 + v 2 x2 dx − x(vdx + xdv) = 0
h p i
⇐⇒ vx − x2 (1 + v 2 ) dx − x(vdx + xdv) = 0
 √ 
2
⇐⇒ vx − x 1 + v dx − x(vdx + xdv) = 0
 √ 
⇐⇒ x v − 1 + v 2 dx − x(vdx + xdv) = 0

1
divide by x,  √ 
2
⇐⇒ v − 1 + v dx − vdx − xdv = 0

⇐⇒ vdx − 1 + v 2 dx − vdx − xdv = 0

⇐⇒ − 1 + v 2 dx − xdv = 0

divide by −x 1 + v 2 ,
dx dv
⇐⇒ +√ =0
x 1Z+ v 2
Z Z
dx dv
⇐⇒ + √ = 0
x 1 + v2
R dv
Evaluate √1+v 2 using trio sub.

Let u = tan θ, du = sec2 θ dθ


sec2 θdθ sec2 θdθ
Z Z
⇐⇒ √ = √
1 + tan θ sec2 θ
sec2 θdθ
Z Z
⇐⇒ = sec θdθ
sec θ
⇐⇒ ln | sec θ + tan θ|
Using reference triangle


1 + v2
v

1
v opp
since v = tan θ or = tan θ =
1 adj

h+p 1 + v2
sec θ = =
adj 1

So, ln 1 + v 2 + v
Continuing we have

⇐⇒ ln x + ln 1 + v2 + v

Substitute v = xy , we get
r  y 2 y
⇐⇒ ln x + ln 1+ + =C
x x
r
y2 y
⇐⇒ ln x + ln 1+ + =C
x2 x
r
x2 + y 2 y
⇐⇒ ln x + ln + =C
x2 x
p
x2 + y 2 y
⇐⇒ ln x + ln √ + =C
x2 x
p
x2 + y 2 y
⇐⇒ ln x + ln + =C
x x
p
x2 + y 2 + y
⇐⇒ ln x + ln =C
x
p !
x2 + y 2 + y
⇐⇒ ln x =C
x
p
⇐⇒ ln x2 + y 2 + y = C

2
 p 
⇐⇒ exp ln x2 + y 2 + y = C
p
⇐⇒ x2 + y 2 + y = C

To find the value of C, we apply the initial condition and so we have



⇐⇒ 02 + 12 + 1 = C
⇐⇒ 1 + 1 = C
⇐⇒ 2 = C
p
⇐⇒ x2 + y 2 + y = 2
p 2
⇐⇒ x2 + y 2 = (2 − y)2
⇐⇒ x2 + y 2 = 4 − 4y + y 2
⇐⇒ x2 = 4 − 4y

∴ x2 = 4 − 4y is the particular solution to the IVP.

3. Exact Equations
9. (r + sin θ − cos θ)dr + (r sin θ + r cos θ)dθ

Solution: To test exactness, note that


∂M ? ∂N
=
∂θ ∂r

cos θ + sin θ = sin θ + cos θ

∴ Exact
Thus, the given ODE is exact. And so, the solution to the exact ODE is F (r, θ) = C, where

∂F (r, θ)
= M (r, θ) = (r + sin θ − cos θ)dr and
∂r
∂F (r, θ)
= N (r, θ) = (r sin θ + r cos θ)dθ
∂θ
To determine F, we integrate both side by r and treating θ as constant, that is
Z Z
dF (r, θ) = (r + sin θ − cos θ)dr
1
F (r, θ) = r2 + r sin θ − r cos θ + f (θ)
2
Also, we integrate both side by θ and treating r as constant, that is
Z Z
dF (r, θ) = (r sin θ + r cos θ)dθ

F (r, θ) = −r cos θ + r sin θ + g(r)

To determine f (θ) and g(r), we equate the functions, that is


1 2
r + r sin θ − r cos θ + f (θ) = −r cos θ + r sin θ + g(r)
2
Thus, f (θ) = 0 and g(r) = 21 r2 . Hence, the general solution to the exact OOE is

1
⇐⇒ r2 + r sin θ − r cos θ = C
2 
1 2
⇐⇒ 2 r + r sin θ − r cos θ = C
2
⇐⇒ r2 + 2r(sin θ − cos θ) = C

3
∴ r2 + 2r(sin θ − cos θ) = C is the general solution to the exact ODE.

4. Linear Equation of Order One


10. 2(2xy + 4y − 3)dx + (x + 2)2 dy = 0

Solution:

(4xy + 8y − 6)dx + (x + 2)2 dy = 0


1 
(4xy + 8y − 6)dx + (x + 2)2 dy = 0

⇐⇒
dx
dy
⇐⇒ 4xy + 8y − 6 + (x + 2)2 =0
 dx 
1 2 dy
⇐⇒ (x + 2) + 4xy + 8y = 6
(x + 2)2 dx
dy 4(x + 2)y 6
⇐⇒ + =
dx (x + 2)2 (x + 2)2
 
dy 4 6
⇐⇒ + y=
dx x+2 (x + 2)2
4 6
Thus, P (x) = and Q(x) =
x+2 (x + 2)2

To calculate the integrating factor. we have


Z
ρ(x) = exp p(x)dx
Z
4
= exp dx
x+2
= exp 4 ln |x + 2|
= exp 4 ln |x + 2|
= exp ln |x + 2|4
= (x + 2)4

∴ (x + 2)4 is the integrating factor.

By substitution,
Z Z Z
⇐⇒ y exp p(x)dx = Q(x) exp p(x)dxdx
Z
4 6
⇐⇒ y(x + 2) = (x + 2)4 dx
(x + 2)2
Z
⇐⇒ y(x + 2) = 6(x + 2)2 dx
4

let u = x + 2, du = dx
Z
⇐⇒ y(x + 2) = 6u2 du
4

⇐⇒ y(x + 2)4 = 2u3 + C


⇐⇒ y(x + 2)4 = 2(x + 2)3 + C
1  4 3

⇐⇒ y(x + 2) = 2(x + 2) + C
(x + 2)4
⇐⇒ y = 2(x + 2)−1 + C(x + 2)−4

∴ y = 2(x + 2)−1 + C(x + 2)−4 is the general solution to the given ODE.

4
5.1 Miscellaneous Exercises 1
6. 3x2 y ′ = 2y(y + 3)

Solution: Note that we can write the given ODE as

dy 3x3 dy
3x3 = 2y(y − 3) ⇐⇒ 3 = 2y(y − 3)dx
dx (x ) y(y − 3)
3dy 2dx
⇐⇒ = 3
y(y − 3) x
Z Z
dy 2dx
⇐⇒ 3 =
y(y − 3) x3
3dy
R
Evaluate y(y−3)
by partial fraction. Let,

3 A B
= +
y(y − 3) y y−3
3 = A(y − 3) + By

If y = 0;
3 = A(0 − 3) + B(0)
−3A
3=
−3
−1 = A
If y = 3;
3 = A(3 − 3) + B(3)
3 3B
=
3 3
1=B
Substitute, we obtain
−dy
Z Z Z
3dy dy
= +
y(y − 3) y y−3
Continuing we have
−dy
Z Z Z
dy 2dx
+ =
y y−3 x3
 −2 
x
⇐⇒ − ln y + ln(y − 3) = 2 = ln C
−2
1
⇐⇒ − ln y + ln(y − 3) = − 2 + ln C
x
1
⇐⇒ 2 = ln C + ln y − ln(y − 3)
x
1 Cy
⇐⇒ 2 = ln
x y−3
 
−2 Cy
⇐⇒ exp x = ln
y−3
−2 Cy
⇐⇒ ex =
y−3
x−2
⇐⇒ e (y − 3) = Cy
−2
⇐⇒ y = Cex (y − 1)
−2
⇐⇒ y = C(y − 3)ex
−2
∴ y = C(y − 3)ex is the general solution to the given ODE.

5.2 Miscellaneous Exercises 1


26. (1 − x2 )y ′ = 1 − xy − 3x2 + 2x4

5
Solution: Solution: Note that we can write the equation as
 dy
1 − x2 = 1 − xy − 3x2 + 2x4
dx
By Linear Equation of Order One, we have
 dy
1 − x2 + xy = 1 − 3x2 + 2x4
 dx 
1 2 dy
 2 4
⇐⇒ 1−x + xy = 1 − 3x + 2x
1 − x2 dx
dy xy 1 − 3x2 + 2x4
⇐⇒ + =
dx  1 − x2  1 − x2
dy x (1 − x2 ) (1 − 2x2 )
⇐⇒ + y =
dx 1 − x2 (1 − x2 )
 
dy x
⇐⇒ + 2
y = 1 − 2x2
dx 1−x
x
Thus, P (x) = and Q(x) = 1 − 2x2
1 − x2
To calculate the integrating factor we have
Z
ρ(x) = exp p(x)dx
Z
x
= exp dx
1 − x2
du
let u = 1 − x2 , du = −2xdx. Then dx =
Z −2x
1 du
= exp −
2 u
1
= exp − ln u
2
1
= exp − ln 1 − x2
2
−1/2
= exp 1 − x2
−1/2
= 1 − x2
By Substitution.
Z Z Z
y exp p(x)dx = Q(x) exp p(x)dx dx + C
Z
2 −1/2
−1/2
1 − 2x2 1 − x2
 
y 1−x = dx + C
1 − 2x2
Z
√ = dx + C
1 − x2
x2
Z Z
1
= √ −2 √ dx + C
1 − x2 1 − x2
R x2 √
Evaluate −2 √1−x 2 dx. Let u = x = sin θ, dx = cos θdθ. Then, 1 − x2 = cos θ

sin2 θ
Z
⇐⇒ −2 cos θdθ
cos θ
Z
⇐⇒ 2 sin2 θdθ
Z
1 − cos2 θ dθ

⇐⇒ 2
Z Z
⇐⇒ −2 dθ + 2 cos2 θdθ
Z Z
1 + cos 2θ
⇐⇒ −2 dθ + 2 dθ
2
Z Z Z
⇐⇒ −2 dθ + dθ + cos 2θdθ

6
dv
1etv = 2θ, dv = 2dθ. Then dθ =
Z Z Z 2
1
⇐⇒ −2 dθ + dθ + cos vdv
2
1 1
⇐⇒ θ + sin 2θ + sin vdv + C
2 2
1
⇐⇒ − arcsin x + sin(2 arcsin x) + C
2
Thus, we have
−1/2 1
⇐⇒ y 1 − x2 = arcsin x − arcsin x + sin(2 arcsin x) + C
2
−1/2 1
⇐⇒ y 1 − x2 = sin(2 arcsin x) + C
2
1

Note that 2
sin(2 arcsin x) = x 1 − x2 . So, we have
−1/2 √
⇐⇒ y 1 − x2 = x 1 − x2 + C
√ h −1/2 √ i
⇐⇒ 1 − x2 y 1 − x2 = x 1 − x2 + C
√ 2 1/2
⇐⇒ y = x 1 − x2 + C 1 − x2
1/2
⇐⇒ y = x 1 − x2 + C 1 − x2

1/2
⇐⇒ y = x − x3 + C 1 − x2
1/2
∴ y = x − x3 + C (1 − x2 ) is the general solution to the ODE.

6. Integrating Factors Found by Inspection


3. y (x2 y 2 − 1) dx + x (x2 y 2 + 1) dy = 0

Solution:
y x2 y 2 − 1 dx + x x2 y 2 + 1 dy = 0 ⇐⇒ x2 y 3 dx − ydx + x3 y 2 dy + xdy = 0
 

⇐⇒ x2 y 3 dx + x3 y 2 dy − (ydx − xdy) = 0


⇐⇒ x2 y 2 (ydx + xdy) − (ydx − xdy) = 0


y
multiply by xy 2
.
 
y ydx − xdy
⇐⇒ xy(ydx + xdy) − =0
x y2
 
y x
⇐⇒ xyd(xy) − d =0
x y
Z Z  −1  
x x
⇐⇒ xyd(xy) − d =0
y y
(xy)2
 
x
⇐⇒ − ln = ln C
2 y
x2 y 2
 
x
⇐⇒ = ln C + ln
2 y
 
x
∴ x2 y 2 = 2 ln C
y

7. Determination of Integrating Factors


7. y 2 dx + (3xy + y 2 − 1) dy = 0

Solution:
M = y2; N = 3xy + y 2 − 1
∂M ∂N
= 2y; = 3y
∂y ∂x

7
For Integrating factor:
 
1 ∂M ∂N 2y − 3y
− =
M ∂y ∂x y2
1
=−
y
Hence, the integrating factor for the ODE is
Z Z
dy
exp − g(y)dy = exp = exp ln y = y.
y
Multiply y to original ODE, we have

y 3 dx + 3xy 2 + y 3 − y dy = 0


To test exactness, note that


∂M ? ∂N
=
∂y ∂x

3y 2 = 3y 2

∴ Exact
Thus, the given ODE is exact. And so, the solution to the exact ODE is F (x, y) = C, where

∂F (x, y)
= M (x, y) = y 3 dx and
∂x
∂F (x, y)
= N (x, y) = 3xy 2 + y 3 − y dy

∂y
To determine F, we integrate both side by x and treating y as constant, that is
Z Z
dF (x, y) = y 3 dx

F (x, y) = xy 3 + f (y)

Also, we integrate both side by y and treating x as constant, that is


Z Z
3xy 2 + y 3 − y dy

dF (x, y) =
1 1
F (x, y) = xy 3 + y 4 − y 2 + g(x)
y 2
To determine f (y) and g(x), we equate the functions, that is
1 1
xy 3 + f (y) = xy 3 + y 4 − y 2 + g(x)
y 2

Thus, f (y) = y1 y 4 − 12 y 2 and g(x) = 0. Hence, the general solution to the exact OOE is

y4 y2
⇐⇒ + xy 3 − =C
4 2
y4 y2

3
⇐⇒ 4 + xy − =C
4 2
⇐⇒ y 4 + 4xy 3 − 2y 2 = C
⇐⇒ y 2 y 2 + 4xy − 2 = C


∴ y 2 (y 2 + 4xy − 2) = C is the general solution to the ODE.

8. Substitution Suggested by the Equation and Bernoulli’s


Equation
12. 2y dx + x (x ln y − 1) dy = 0

8
Solution: Note that
2y dx + x (x ln y − 1) dy = 0 ⇐⇒ 2y dx + x3 ln y dy − x dy = 0
⇐⇒ 2y dx − x dy + x3 ln y dy = 0
is a Bernoulli equation since it contains terms dx, x, xn where n = 3. Divide the equation by
x3 , we have
2y x
3
dx − 3 dy = ln ydy
x x
⇐⇒ 2x−3 ydx − x−2 dy = ln ydy
Let u = x−2 . Then du = −2x−3 dy. Thus,
−ydu − udy = − ln ydy
Divide by −y dy,
du u ln y
⇐⇒ + =
dy y y
du 1 ln y
⇐⇒ + (u) =
dy y y
1 ln y
Thus, P (y) = and Q(y) =
y y
Using the methods in solving linear ODE, the integrating factor is
Z Z
dy
exp p(y)dy = exp = exp ln y = y
y
Thus, Z Z Z
⇐⇒ u exp p(y)dy = Q(y) exp p(x)dxdx
Z
ln y
⇐⇒ uy = ydy + C
y
Z
⇐⇒ uy = ln ydy + C

⇐⇒ uy = y ln y − y + C
Substitute u = x−2 , lead us to
⇐⇒ x−2 y = y ln y − y + C
⇐⇒ x−2 y + y − y ln y = C
⇐⇒ x2 x−2 y + y − y ln y = C
 

⇐⇒ y + x2 y − x2 y ln y = Cx2
⇐⇒ y 1 + x2 − x2 ln y = Cx2


∴ y (1 + x2 − x2 ln y) = Cx2 is the general solution to the ODE.

9. Coefficient Linear in the Two Variables


10. (x − 3y + 3)dx + (3x + y + 9)dy = 0

Solution: Note that we have the following intersecting lines


x − 3y + 3 = 0 and 3x + y + 9 = 0
By elimination,
−3(x − 3y + 3 = 0)
+ 3x + y + 9 = 0
10y + 0 = 0
∴y=0
Substituting y = 0,
3 − 3y + 3 = 0
3 − 3(0) + 3 = 0
∴ x = −3
(h, k) = (−3, 0)

9
Let,
x = u + h; y = v + k
x = u − 3; y = v + 0
dx = du; dy = dv
Substitute,
⇐⇒(u − 3 − 3v + 3)du + (3(u − 3) + v + 9)dv = 0
⇐⇒(u − 3 − 3v + 3)du + (3u − 9 + v + 9)dv = 0
⇐⇒(u − 3v)du + (3u + v)dv = 0
which is a homogeneous coefficient ODE.
Let v = uw. Then dv = udw + wdu. Substitute,

⇐⇒ (u − 3uw)du + (3u + uw)(udw + wdu) = 0


⇐⇒ udu − 3uwdu + 3u2 dw + 3uwdu + u2 wdw + uw2 du = 0
⇐⇒ u − 3uw + 3uw + uw2 du + 3u2 + u2 w dw = 0
 

1
u 1 − w2 du + u2 (3 + w)dw = 0
 
⇐⇒
u
⇐⇒ 1 − w2 du + u(3 + w)dw = 0


1
1 − w2 du + u(3 + w)dw = 0
  
⇐⇒ 2
(1 − w ) u
du 3+w
⇐⇒ + dw = 0
u 1 − w2
which is separable ODE. Then we integrate
Z Z
du 3+w
+ dw = 0
u 1 − w2
R 3+w
Evaluate 1−ω 2 dw using partial fraction

3+w A B
2
= +
1−w 1−w 1+w
3 + w = A(1 + w) + B(1 − w)

If w = 1 If w = −1
4 = A(1 + 1) + B(1 − 1) 2 = A(1 − 1) + B(1 − (−1))
4 2A 2B
= 2=
2 2 2
2=A 1=B

Continuing we have Z Z Z
du 2dw dw
⇐⇒ + + =0
u 1−w 1+w
⇐⇒ ln u − 2 ln(1 − w) + ln(1 + w) = C
⇐⇒ ln u − ln(1 − w)2 + ln(1 + w) = C
 
 
u
⇐⇒ ln + ln(1 + w) = C
(1 − w)2
 
u(1 + w)
⇐⇒ ln =C
(1 − w)2
  
u(1 + w)
⇐⇒ exp ln = exp C
(1 − w)2
u(1 + w)
⇐⇒ =C
(1 − w)2
which is the general solution to the derived separable ODE.
Substitute w = uv ,
u + 1 + uv

2 = C
1 − uv

10
which ie the general solution to the derived homogeneous coefficient ODE. Substitute,

x = u − 3; y =v+0
u = x + 3; v=y

Thus,
y

(x + 3) + 1 + x+3
y
2 =C
1 − x+3

which is the general solution to the given ODE.

10. Miscellaneous Exercises 2


10. (x − 2)dx + 4(x + y − 1)dy = 0

Solution: Note that we have the following intersecting lines

x − 2 = 0 and 3x + 1 − 1 = 0

Thus,
x−2=0
∴x=2
Substituting x = 2
x+y−1=0
2+y−1=0
∴ y = −1
(h, k) = (2, −1)
Let,
x = u + 2; y = v − 1
dx = du; dy = dv
Substitute,

⇐⇒ [u + 2 − 2]du + 4[u + 2 + v − 1 − 1]dv = 0


⇐⇒ udu + 4(u + v)dv = 0

which is a homogeneous coefficient ODE.


Let, u = vw. Then du = vdw + wdv. Substitute, divide by v,

⇐⇒ vw(vdw + wdv) + 4(vw + v)dv = 0


⇐⇒ v 2 wdw + vw2 dv + 4vwdv + 4vdv = 0
1 2
v wdw + v w2 + 4w + 4 dv = 0
 
⇐⇒
v
⇐⇒ vwdw + w2 + 4w + 4 dv = 0


⇐⇒ vwdw + (w + 2)2 dv = 0
1  2

⇐⇒ vwdw + (w + 2) dv = 0
v(w + 2)2
wdw dv
⇐⇒ + =0
(w + 2)2 v
(w + 2 − 2)dw dv
⇐⇒ + =0
(w + 2)2 v
dw 2dw dv
⇐⇒ − 2
+ =0
w + 2 (w + 2) v

11
Integrating we have,
Z Z Z Z
dw dw dv
⇐⇒ −2 + = 0
w+2 (w + 2)2 v
2
⇐⇒ ln(w + 2) + + ln v = − ln C
(w + 2)
−2
⇐⇒ ln(w + 2) + ln v + ln C =
w+2
−2
⇐⇒ ln |Cv(w + 2)| =
w+2
which is the general solution to the derived separable ODE.
Substitute w = uv ,
u  −2
⇐⇒ ln Cv +2 = u
v v
+2
 
u + 2v −2
⇐⇒ ln Cv = u+2v
v v
−2v
⇐⇒ ln |Cv(u + 2v)| =
u + 2v
⇐⇒ (u + 2v) ln |C(u + 2v)| = −2v

which ie the general solution to the derived homogeneous coefficient ODE. Substitute,

x = u + 2; y =v−1
u = x − 2; v =y+1

Thus,

⇐⇒ [x − 2 + 2(y + 1)] ln |C[x − 2 + 2(y + 1)| = −2(y + 1)


⇐⇒ (x + 2y) ln |C(x + 2y)| = −2(y + 1)
⇐⇒ −(x + 2y) ln |C(x + 2y)| = 2(y + 1)

∴ −(x + 2y) ln |C(x + 2y)| = 2(y + 1) is the general solution to the given ODE.

11.1 Linear Differential Equation


15. 2y ′′′ − y ′′ − 13y ′ − 6y

Solution: Note that we can write the equation as

f (D) = 2D3 − D2 − 13D − 6 y = 0




Then the equation f (m) = 0 is

2m3 − m2 − 13m − 6 = 0

If m = 3, then
?
2(3)3 − (3)2 − 13(3) − 6 = 0
?
54 − 9 − 39 − 6 = 0
0≃0
∴ (m − 3) is a factor.
By synthetic division, we have

3 2 −1 −13 −6
6 15 6
2 5 2 0

Thus, we obtain
(m − 3) 2m2 + 5m + 2 = 0


(m − 3)(2m + 1)(m + 2) = 0

12
where m1 = 3, m2 = 12 , m3 = −2. The roots are all real and distinct, then the n solution is

y = c1 em1 x + c2 em2 x + c3 em3 x

Hence, the general solution is


1
y = c1 e3x + c2 e 2 x + c3 e−2x

11.2 Linear Differential Equation


d3 x d2 x
35. dt3
+ dt2
− 2 dx
dt
=0

Solution: Solution: First write the auxiliary equation

m3 + m2 − 2m = 0
⇐⇒ m m2 + m − 2 = 0


⇐⇒ m(m − 1)(m + 2) = 0

where m1 = 0, m2 = 1, m3 = −2. The roots are all real and distinct, then the n solution is

x = c1 em1 t + c2 em2 t + c3 em3 t

Therefore, the general solution is

x = c1 e0 + c2 et + c3 e−2t
∴ x = c1 + c2 et + c3 e−2t

13

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