2.1.

14
Solve: the ODE y ′ + 2 y = t e − 2 t (1) using integrating factor method

Given: the initial condition, y(1) = 0 (2)

Know:

The general form of a first-order ODE can be written as:

y ′ + p(t ) y = g (t ) (3)

Multiplying (3) through by the integrating factor, µ (t ) , which is assumed to be positive, gives:

µ (t ) y ′ + µ (t ) p(t ) y = µ (t ) g (t ) (4)

The integrating factor is chosen such that:

dµ
= µ (t ) p (t ) (5)
dt

so that (4) can be rewritten using the product rule for differentiation as:

d
[µ (t ) y ] = µ (t ) g (t ) (6)
dt

One can then integrate both sides of (6) with respect to t and divide through by the integrating
factor to solve for y(t ) . The integrating factor is found by rewriting (5) as:

dµ
= p (t ) dt (7)
µ

Integrating both sides of (7) gives:

ln (µ ) = ∫ p(t ) dt + C (8)

The constant of integration, C , is chosen to be 0 and the integrating factor is therefore:

p (t ) dt
µ (t ) = e ∫ (9)
Applying this to (1):

g (t ) = t e − 2 t ; → µ (t ) = e ∫
p(t ) = 2 
2 dt
= e 2t

(1) can therefore be rewritten as:

d 2t
dt
[ ]
e y = e 2t t e − 2t

=t (10)

Integrating both sides of (10) with respect to t gives:

t2 t 2 
e 2t y = +C → y (t ) = e − 2 t  + C 
 (11)
2  2 

The constant of integration is found using the initial condition, (2).

1  1
y (1) = e − 2  + C  = 0 
→ C = −
2  2

Thus, the solution to the ODE (1) with the given initial condition (2) is:

e − 2t 2
y (t ) =
2
(t −1 )
2.3.2
Find: the amount of salt, Q (t ) , contained in the tank at all times t ≥ 0 and as t → ∞

Given: tank initially contains 120 L of pure water, i.e. Q(t ) = 0 (1)

input pipe supplies saltwater of concentration γ g L at a rate of 2 L min

output pipe dispenses a well-stirred mixture, i.e. Q(t ) 120 L , at a rate of 2 L min

Know:

The rate of change of salt contained in the tank is going to equal the rate at which it is entering
the tank minus the rate at which it is leaving.

dQ
= rate in − rate out
dt

The rate at which salt is entering the tank is equal to γ g L ⋅ 2 L min = 2 γ g min and the rate
at which it leaves the tank is equal to Q(t ) 120 L ⋅ 2 L min = Q(t ) 60 min . Since Q (t ) is
measured in grams the units will be consistent and for convenience are not written in each step
of the analysis.

dQ Q
= 2γ − (2)
dt 60

(2) may be rewritten by taking the Q containing term on the right-hand side and bringing it
over to the left.

dQ 1
+ Q = 2γ (3)
d t 60

This is recognizable as a first-order ODE of the form y ′ + p(t ) y = g (t ) for which the integrating
factor method may be used. The integrating factor can be found to be:

1
∫ 60 dt
µ (t ) = e = e t 60 (4)

With the integrating factor (4), (3) may be rewritten as:

dt
e[
d t 60
]
Q = 2 γ e t 60 (5)
Integrating both sides with respect to t gives:

e t 60 Q = 120 γ e t 60 + C → Q (t ) = 120 γ + Ce − t 60
 (6)

The constant of integration is determined from the initial condition of the tank containing pure
water.

Q (0 ) = 120 γ + C = 0 
→ C = −120 γ (7)

Thus the amount of salt (measured in grams) contained in the tank at a given time t is:

(
Q (t ) = 120 γ 1 − e − t 60 )
After the tank / faucet system has been operating for a long time, i.e. t → ∞ , we see that the
amount of salt in the tank will reach a constant.

( )
lim t → ∞ Q(t ) = lim t → ∞ 120 γ 1 − e − t 60 = 120 γ

It is seen that it takes roughly 5-6 hours for the amount of salt to reach the long-time steady
state solution.
2.6.3
( ) ( )
Find: the general solution to the ODE 3 x 2 − 2 x y + 2 dx + 6 y 2 − x 2 + 3 dy = 0 (1) if it is exact

* make sure to first determine if it is exact

Know:

A differential equation M ( x, y ) dx +
( x, y ) dy = 0 (2) is exact if and only if:

∂M ∂

= (3)
∂y ∂x

From analysis of (1), M (x, y ) and

( x, y ) are identified as:

M ( x, y ) = 3 x 2 − 2 x y + 2 ;
( x, y ) = 6 y 2 − x 2 + 3

Taking the appropriate partial derivatives gives:

∂M 
= −2 x 
∂y  ∂M ∂

 =
∂
∂ y ∂x
= −2 x 
∂x 

Thus, (1) is an exact differential equation.

The general solution, ψ ( x, y ) , satisfies:

∂ψ
= M ( x, y ) (4)
∂x

∂ψ
=
(x, y ) (5)
∂y

Using the expression for M (x, y ) known from (1) and the relation given in (4) gives:

∂ψ
= 3x 2 − 2x y + 2 (6)
∂x

Integrating both sides of (6) with respect to x gives:

ψ = x 3 − x 2 y + 2 x + h( y ) (7)
The function h( y ) that appears in (7) is determined using the relationship given in (5) and the
expression for
( x, y ) which is known from (1):

∂ψ dh dh
= −x 2 + =6y2 −x2 +3 
→ = 6y2 +3
∂y dy dy

~
h( y ) = 2 y 3 + 3 y + C (8)

Thus, the general solution to (1) is:

ψ ( x, y ) = x 3 − x 2 y + 2 x + 2 y 3 + 3 y = C
3.1.2
Find: the general solution to the differential equation y ′′ + 3 y ′ + 2 y = 0 (1)

Know:

Seek out a solution of the form:

r1 t r2 t
y = c1 e +c2 e (2)

To find r1 and r 2 we solve the characteristic equation:

(r 2
+ 3r + 2 = 0 ) (3)

Using the quadratic formula we can find the appropriate values of r :

− 3 ± 3 2 − 4 (1)(2 ) −3± 9−8

r= =
2 (1) 2
− 3 ±1
=
2
r1 = −1, r 2 = −2

Thus the general solution to (1) is:

y (t ) = c 1 e − t + c 2 e − 2 t

Had the initial conditions y (t 0 ) = y 0 and y ′(t 0 ) = y ′0 been given, then the constants c 1 and c 2
could be found from

−t 0 −2 t 0 −t 0 −2 t 0
y 0 = c1 e +c2 e and y ′0 = −c 1e − 2c 2 e

We know have two equations and two unknowns, so c 1 and c 2 can be found to be:

c 1 = ( y ′0 + 2 y 0 )e
t0

c 2 = (− y 0 − y ′0 )e
2t 0
3.7.28a
Find: the solution to the initial value problem describing the motion of an undamped spring-

mass system

Given: u ′′ + 2 u = 0 (1)

initial conditions: u (0) = 0 (2)

u ′(0) = 2 (3)

Know:

The general solution to (1) is of the form:

( )
u (t ) = A cos 2 t + B sin ( 2 t) (4)

The coefficients A and B are found by plugging in the initial conditions (2) and (3):

u (0 ) = A (1) + B (0 ) = A = 0 
→ A = 0

u ′(0 ) = 2 B (1) = 2 B = 2 
→ B = 2

Thus, the solution to the undamped spring-mass system is given by:

u (t ) = 2 sin ( 2 t)
5.2.2
(a) / (b)

Seek: power series solution of the given differential equation about the given point x 0

Find: the first four terms in each of the two solutions

Given: y ′′ − x y ′ − y = 0 (1)

x 0 = 0 (2)

Know:

Seek a power series solution for y about the point x 0 = 0 :

∞
y ( x ) = a 0 + a 1 x + a 2 x 2 + ... + a n x n + ... = ∑ a n x n (3)
n=0

The first and second derivatives of y with respect to x are then:

∞
y ′( x ) = a 1 + 2 a 2 x + 3 a 3 x 2 + ... + n a n x n − 1 + ... = ∑ n a n x n − 1 (4)
n =1

∞
y ′′( x ) = 2 a 2 + 6 a 3 x + 12 a 4 x 2 + ... + n (n − 1) a n x n − 2 + ... = ∑ n (n − 1) a n x n − 2 (5)
n=2

Plugging (3), (4), and (5) into the differential equation, (1), we have:
∞ ∞ ∞

n=2
∑ n (n − 1) a n x n − 2 − x ∑ n a n x n −1 − ∑ a n x n = 0
n =1 n=0
(6)

Multiplying the x through in the second summation leads to:

∞ ∞ ∞

n=2
∑ n (n − 1) a n x n − 2 − ∑ n a n x n − ∑ a n x n = 0
n =1 n=0
(7)

The sums may be rewritten such that they all start from n = 0 . This can be accomplished in the
second summation by simply changing the starting index to 0, because the n = 0 term is equal
to 0. Thus it is simply adding 0 to the summation that is already written. To start the
summation from n = 0 in the first summation, we define the index relation:
 k = n − 2; n=k+2

The first summation then becomes:

∞ ∞
∑ n (n − 1) a n x n − 2 = ∑ (k + 2)(k + 2 − 1) a k + 2 x k + 2 − 2
n=2 k =0
∞
= ∑ (k + 2)(k + 1) a k + 2 x k
k =0

Since we would like to combine all the summations in (7), one can now define the index
relation:

n=k

Now (7) may be written as:

∞ ∞ ∞

∑ (n + 2)(n + 1) a
n=0
n+2 x n − ∑nan x n − ∑an x n = 0
n=0 n=0
∞
(8)
∑ [(n + 2)(n + 1) a
n=0
n+2 ]
− (n + 1) a n x n = 0

Therefore we have the following recurrence relation:

(n + 2 )(n + 1) a n + 2 − (n + 1) a n =0

Dividing through by (n + 1) and moving a n to the right-hand side, we get:

(n + 2 ) a n + 2 = an for n = 0,1, 2, 3, ... (9)

Thus all the coefficients may be written in terms of either a 0 or a 1 :

 x2 x4 x6   x3 x5 x7 
y ( x ) = a 0 1 + + + + ... + a 1  x + + + +
 2 2⋅4 2⋅4⋅6   3 3⋅5 3⋅5⋅7 

The above may be written more concisely as:

∞
x 2n ∞
2 n n ! x 2 n +1
y(x ) = a 0 ∑ + a1 ∑
n = 0 (2 n + 1)!
n
n=0 2 n!