Linear Algebra and Differential Equationshas been written for a onesemester combined linear algebra and differential eq
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English Pages x, 463 pages: illustrations; 24 cm [481] Year 2013;2014
Table of contents :
Cover......Page 1
Contents......Page 8
1 Matrices and Determinants......Page 12
1.1 Systems of Linear Equations......Page 13
1.2 Matrices and Matrix Operations......Page 28
1.3 Inverses of Matrices......Page 39
1.4 Special Matrices and Additional Properties of Matrices......Page 48
1.5 Determinants......Page 54
1.6 Further Properties of Determinants......Page 62
1.7 Proofs of Theorems on Determinants......Page 69
2 Vector Spaces......Page 76
2.1 Vector Spaces......Page 77
2.2 Subspaces and Spanning Sets......Page 85
2.3 Linear Independence and Bases......Page 94
2.4 Dimension Nullspaee, Row Space, and Column Space......Page 106
2.5 VVronskians......Page 117
3 First Order Ordinary Differential Equations......Page 122
3.1 Introduction to Differential Equations......Page 123
3.2 Separable Differential Equations......Page 131
3.3 Exact Differential Equations......Page 135
3.4 Linear Differential Equations......Page 141
3.5 More Techniques for Solving First Order Differential Equations......Page 147
3.6 Modeling with Differential Equations......Page 155
3.7 Reduction of Order......Page 164
3.8 The Theory of First Order Differential Equations......Page 168
3.9 Numerical Solutions of Ordinary Differential Equations......Page 179
4.1 The Theory of Higher Order Linear Differential Equations......Page 190
4.2 Homogeneous Constant Coefficient Linear Differential Equations......Page 200
4.3 The Method of Undetermined Coefficients......Page 214
4.4 The Method of Variation of Parameters......Page 222
4.5 Some Applications of Higher Order Differential Equations......Page 228
5.1 Linear Transformations......Page 242
5.2 The Algebra of Linear Transformations Differential Operators and Differential Equations......Page 256
5.3 Matrices for Linear Transformations......Page 264
5.4 Eigenvalues and Eigenvectors of Matrices......Page 280
5.5 Similar Matrices, Diagonalization, and Jordan Canonical Form......Page 289
5.6 Eigenvectors and Eigenvalues of Linear Transformations......Page 298
6 Systems of Differential Equations......Page 304
6.1 The Theory of Systems of Linear Differential Equations......Page 306
6.2 Homogeneous Systems with Constant Coefficients:The Diagonalizable Case......Page 313
6.3 Homogeneous Systems with Constant Coefficients:The Nondiagonalizable Case......Page 323
6.4 Nonhomogeneous Linear Systems......Page 326
6.5 Converting Differential Equations to First Order Systems......Page 330
6.6 Applications Involving Systems of Linear Differential Equations......Page 333
6.7 2 x 2 Systems of Nonlinear Differential Equations......Page 345
7.1 Definition and Properties of the Laplace Transform......Page 356
7.2 Solving Constant Coefflcient Linear Initial Value Problems with Laplace Transforms......Page 363
7.3 Step Functions, Impulse Functions, and the Delta Function......Page 367
7.4 Convolution Integrals......Page 377
7.5 Systems of Linear Differential Equations......Page 381
8 Power Series Solutions to Linear Differential Equations......Page 386
8.1 Introduction to Power Series Solutions......Page 387
8.2 Series Solutions for Second Order Linear DifIerential Equations......Page 395
8.3 Euler Type Equations......Page 404
8.4 Series Solutions Near a Regular Singular Point......Page 408
9.1 Inner Product Spaces......Page 424
9.2 Orthonormal Bases......Page 432
9.3 Schur's Theorem and Symmetric Matrices......Page 441
Answers to OddNumbered Exercises......Page 452
Index of Maple Commands......Page 470
Index......Page 472
Pearson New International Edition Linear Algebra & Differential Equations Gary L. Peterson James S. Sochacki
Pearson Education Limited Edinburgh Gate Harlow Essex CM20 2JE England and Associated Companies throughout the world Visit us on the World Wide Web at: www.pearsoned.co.uk © Pearson Education Limited 2014 All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without either the prior written permission of the publisher or a licence permitting restricted copying in the United Kingdom issued by the Copyright Licensing Agency Ltd, Saffron House, 6–10 Kirby Street, London EC1N 8TS. All trademarks used herein are the property of their respective owners. The use of any trademark in this text does not vest in the author or publisher any trademark ownership rights in such trademarks, nor does the use of such trademarks imply any afﬁliation with or endorsement of this book by such owners.
ISBN 10: 1292042737 ISBN 10: 1269374508 ISBN 13: 9781292042732 ISBN 13: 9781269374507
British Library CataloguinginPublication Data A catalogue record for this book is available from the British Library Printed in the United States of America
Preface
The idea of an integrated linear algebra and differential equations course is an attractive one to many mathematics faculty. One significant reason for this is that, while linear algebra has widespread application throughout mathematics, the traditional oneterm linear algebra course leaves little time for these applicationsespecially those dealing with vector spaces and eigenvalues and eigenvectors. Meanwhile, linear algebra concepts such as bases of vector spaces and eigenvalues and eigenvectors arise in the traditional introductory ordinary differential equations course in the study of linear differential equations and systems of linear differential equations. We began offering such an integrated course at James Madison University several years ago. Our experiences in teaching this course along with our unhappiness with existing texts led us to write this book. As we tried various existing texts in our course, we realized that a better organization was in order. The most typical approach has been to start with the beginning material of an introductory ordinary differential equations text, thcn cover the standard material of a linear algebra course, and finally return to the study of differential equations. Because of the disjointed nature and inefficiency of such an arrangement, we started to experiment with different arrangements as we taught out of these texts that evolved to the one reflected by our table of contents. Preliminary drafts of our book with this arrangement have been successfully class tested at James Madison University for several years. TEXT ORGANIZATION
To obtain a better integrated treatment of linear algebra and differential equations, our arrangement begins with two chapters on linear algebra, Chapter 1 on matrices and determinants and Chapter 2 on vector spaces. We then turn our attention to differential equations in the next two chapters. Chapter 3 is our introductory chapter on differential equations with a primary focus on first order equations. Students have encountered a good bit of this material already in their calculus courses. Chapter 4 then links together
iii
iv
Preface
the subject areas of linear algebra and differential equations with the study of linear differential equations. In Chapter 5 we return to linear algebra with the study of linear transformations and eigenvalues and eigenvectors. Chapter 5 then naturally dovetails with Chapter 6 on systems of differential equations. We conclude with Chapter 7 on Laplace transforms, which includes systems of differential equations, Chapter 8 on power series solutions to ditlerential equations, and Chapter 9 on inner product spaces. The following diagram illustrates the primary dependencies of the chapters of this book.
Chapter 1 Matrices and Determinants
Chapter 2 Vector Spaces
Chapter 5 Linear Transformations and Eigenvalues and Eigenvectors
Chapter 6 Systems of Differential Equations
Chapter 9 Spaces
Inn~r Product
Chapter 3 First Order Ordinary Differential Equations
Chapter 4 Linear Differential
Chapter 7 The Laplace Transform
Chapter 8 Power Series Solutions
PRESENTATION
In writing this text, we have striven to write a book that gives the student a solid foundation in both linear algebra and ordinary differential equations. We have kept the writing style to the point and student friendly while adhering to conventional mathematical style. Theoretic developments are as complete as possible. Almost all proofs of theorems have been included with a few exceptions, such as the proofs of the existence and uniqueness of solutions to higher order and systems oflinear differential equation initial value problems in Chapters 4 and 6 and the existence of Jordan canonical form in Chapter 5. In a number of instances we have strategically placed those proofs that, in our experience, many instructors are forced to omit so that they can be skipped with minimum disruption to the
Preface
v
flow of the presentation. We have taken care to include an ample number of examples, exercises, and appl ications in this text. For motivational purposes, we begin each chapter with an introduction relating its contents to either knowledge already possessed by the student or an application. COURSE ARRANGEMENTS
While our motivation has been to write a text that would be suitable for a oneterm course, this book certainly contains more than enough material for a twoterm sequence of courses on linear algebra and differential equations consisting of either two integrated courses or a linear algebra course followed by a differential equations course. For those teaching a oneterm course, we describe our integrated linear algebra and differential equations course at James Madison University. This course is a fourcredit onesemester course with approximately 56 class meetings and is centered around Chapters 16. Most students taking this course either have completed the calculus sequence or are concurrently in the final semester of calculus. We suggest instructors of our course follow the following approximate 48day schedule: Chapter 1 (10 days): 2 days each on Sections 1.11.3, 1 day on Section 1.4, 3 days on Sections 1.5 and 1.6 Chapter 2 (9 days): 2 days each on Sections 2.12.4 and I day on Section 2.5 Chapter 3 (7 days): 4 days on Sections 3.13.4, 2 days on Section 3.6, and I day on Section 3.7 Chapter 4 (9 days): 2 days on each of Sections 4.14.3, 1 day on Section 4.4, and 2 days on Section 4.5 Chapter 5 (7 days): 2 days on Sections 5.1 and 5.2,2 days each on Sections 5.3 and 5.4, and I day on Section 5.5 Chapter 6 (6 days): 1 day on Section 6.1,2 days on Section 6.2,1 day on Sections 6.3 and 6.4, and 2 days on Sections 6.5 and 6.6. After adding time for testing, this schedule leaves an ample number of days to cover selected material from Chapters 79 or to devote more time to material in Chapters 16. Those interested in a twoterm sequence of integrated linear algebra and differential equations courses should have little difficulty constructing a syllabus for such a sequence. A sequence of courses consisting of a linear algebra course followed by a differential equations course can be built around Chapters 1,2,5, and 9 for the linear algebra course and Chapters 3, 4, 6, 7, and 8 for the differential equations course. MATHEMATICAL SOFTWARE
This text is written so that it can be used both by those who wish to make use of mathematical software packages for linear algebra and differential equations (such as Maple or Mathematica) and by those who do not wish to do so. For those who wish to do so, exercises involving the use of an appropriate software package are included throughout the text. To facilitate the use of these packages, we have concluded that it is best to include discussions with a particular package rather than trying to give vague generic descriptions. We have chosen Maple as our primary accompanying software
vi
Preface
package for this textbook. For those who wish to use Mathematica or MATLAB instead of Maple, a supplementary Technology Resource Manual on the use of these packages for this book is available from AddisonWesley (ISBN: 0201758156). Those wishing to usc other software packages should have little difficulty incorporating the use of these other packages. In a few instances, instructions on how to use Maple for Maple users appear within the text. But most of the time we simply indicate the appropriate Maple commands in the exercises with the expectation that either the student using Maple will consult Maple's hclp menu to see how to use the commands or the instructor will add supplements on how to apply Maple's commands. ACKNOWLEDGMENTS
Tt is our pleasure to thank the many people who have helped shape this book. We arc grateful to the students and faculty at James Madison University who put up with the preliminary drafts of this text and offered numerous improvements. We have received many valuable suggestions from our reviewers, including: Paul Eenigenburg, Western Michigan University Gary Howell, Florida Institute of Technology David Johnson, Lehigh University Douglas Meade. University of South Carolina Ronald Miech, University of California, Los Angeles Michael Nasab, Long Beach City College Clifford Queen, Lehigh University Murray Schechter, Lehigh University Barbara Shipman, University of Texas at Arlington William Stout, Salve Regina University Russell Thompson, Utah State University James Turner, Calvin College (formerly at Purdue University) Finally, we wish to thank the staff of and individuals associated with AddisonWesley including sponsoring cditor Laurie Rosatone, project manager Jennifer Albanese, assistant editors Ellen Keohane and Susan Laferriere, production supervisor Peggy McMahon, copyediting and production coordinator Barbara Pendergast, tcchnical art supervisor Joc Vetere, and mathematics accuracy checker Paul Lorczak whose efforts kept this project on track and brought it to fruition. To all of you, we owe a debt of gratitude. G. L. P. J. S. S. Harrisonburg, VA
Contents
1 Matrices and Determinants 1.1 1.2 1.3 1.4 1.5 1.6
1.7
Systems of Linear Equations 2 17 Matrices and Matrix Operations Inverses of Matrices 28 Special Matrices and Additional Properties of Matrices 43 Determinants 51 Further Properties of Determinants Proofs of Theorems on Determinants 58
1
37
2 Vector Spaces 2.1 2.2 2.3
2.4 2.5
Vector Spaces 66 Subspaces and Spanning Sets 74 Linear Independence and Bases 83 Dimension; Nullspaee, Row Space, and Column Space VVronskians 106
65
95
vii
viii
Contents
3 First Order Ordinary Differential Equations 3.1
Introduction to Differential Equations
3.2
Separable Differential Equations
3.3
Exact Differential Equations
3.4
Linear Differential Equations
3.5
3.6 3.7 3.8 3.9
III
112
120 124
130 More Techniques for Solving First Order Differential Equations
Modeling with Differential Equations Reduction of Order 153
136
144
The Theory of First Order Differential Equations
157
Numerical Solutions of Ordinary Differential Equations
168
4 179
Linear Differential Equations 4.1
4.2 4.3 4.4 4.5
179
The Theory of Higher Order Linear Differential Equations
Homogeneous Constant Coefficient Linear Differential Equations 203 The Method of Undetermined Coefficients The Method of Variation of Parameters 211 Some Applications of Higher Order Differential Equations
189
217
5 Linear Transformations and Eigenvalues and Eigenvectors
231
5.1
Linear Transformations
231
5.2
The Algebra of Linear Transformations; Differential Operators and Differential Equations 245
5.3
Matrices for Linear Transformations
5.4 5.5
Eigenvalues and Eigenvectors of Matrices 269 Similar Matrices, Diagonalization, and Jordan Canonical Form
5.6
Eigenvectors and Eigenvalues of Linear Transformations
253
287
278
Contents
ix
6 Systems of Differential Equations
293
6.1
The Theory of Systems of Linear Differential Equations
6.2
Homogeneous Systems with Constant Coefficients: 302 The Diagonalizable Case
6.3
Homogeneous Systems with Constant Coefficients: The Nondiagonalizable Case 312
6.4
Nonhomogeneous Linear Systems
295
315
6.5
Converting Differential Equations to First Order Systems
6.6
Applications Involving Systems of Linear Differential Equations
319
6.7
2 x 2 Systems of Nonlinear Differential Equations
322
334
7 The Laplace Transform
345
7.2
Definition and Properties of the Laplace Transform 345 Solving Constant Coefflcient Linear Initial Value Problems with Laplace Transforms 352
7.3 7.4
Step Functions, Impulse Functions, and the Delta Function Convolution Integrals 366
7.5
Systems of Linear Differential Equations
7.1
356
370
8 Power Series Solutions to Linear Differential Equations 8.2
Introduction to Power Series Solutions 376 Series Solutions for Second Order Linear DifIerential Equations
8.3 8.4
Euler Type Equations 393 Series Solutions Near a Regular Singular Point
8.1
397
375 384
x
Contents
9 Inner Product Spaces 9.1 9.2 9.3
Inner Product Spaces 413 Orthonormal Bases 421 Schur's Theorem and Symmetric Matrices
413
430
Answers to OddNumbered Exercises
441
Index of Maple Commands
459
Index
461
Matrices and Determinants
Beginning with your first algebra course you have encountered problems such as the following: A boat traveling at a constant speed in a river with a constant current speed can travel 48 miles downstream in 4 hours. The same trip upstream takes 6 hours. What is the speed of the boat in still water (lild what is the speed of the current?
Here is one way we can solve this problem: Let x be the speed of the boat in still water and y be the speed of the current. Since the speed of the boat going downstream is x + y, we have 4(x
+ y) = 48
or x
+ y = 12.
Since the speed of the boat going upstream is x  y, 6(x  v) = 48 or x  y = 8.
Thus we can determine the speed of the boat in still water and the speed of the current by solving the system of equations: x
+y
x  y
=
12
= 8.
Doing so (try it), we find the speed of the boat in still water is x = 10 miles per hour and the speed of the current is y = 2 miles per hour. The system of equations we have just considered is an example of a system of linear equations, and you have encountered many such linear systems over the years. Of course, you probably have come to realize that the larger the systemthat is, the more variables
1
2
Chapter 1
Matrices and Determinants
and/or equations in the systemthe more difficult it often is to solve the system. For instance, suppose we needed to find the partial fraction decomposition of
(X2
+ 1)(x2 + 4)'
which, as you saw in calculus. is used to integrate this expression. (In our study of the Laplace transfonn in Chapter 7, we will see another place where finding partial fraction decompositions of expressions such as this arises.) This partial fraction decomposition has the form 1
Ax
~~=
(x2
+ 1)(x 2 + 4)
x2
+ B + ex + D ,
+1
x2
+4
and finding it involves solving a system of four linear equations in the four unknowns A, B, C, and D, which takes more time and effort to solve than the problem with the boat. There is no limit to the size of linear systems that arise in practice. It is not unheard of to encounter systems of linear equations with tens, hundreds, or even thousands of unknowns and equations. The larger the linear system, the easier it is to get lost in your work if you are not careful. Because of this, we are going to begin this chapter by showing you a systematic way of solving linear systems of equations so that, if you follow this approach, you will always be led to the correct solutions of a given linear system. Our approach will involve representing linear systems of equations by a type of expression called a matrix. After you have seen this particular use of matrices (it will be just one of many more to come) in Section 1.1, we will go on to study matrices in their own right in the rest of this chapter. We begin with a discussion of some of the basics.
1.1
SYSTEMS OF LINEAR EQUATIONS
A linear equation in the variables or unknowns be written in the form
where ai, a2,
... , al/' b
Xl, X2 • ... ,XI/
is an equation that can
are constants. For instance,
2x  3y
=1
is a linear equation in the variables x and y, 3x  y
+ 2z = 8
is a linear equation in the variables x, y. and z, and Xl
+ 5X2 
JrX3
+ v'lx4 
9X5
= e2
is a linear equation in the variables Xl. x2. X3, X4. and X5. The graph of a linear equation in two variables such as 2x  3y = 1 is a line in the xyplane, and the graph of a linear equation in three variables such as 3x  y + 2z = 8 is a plane in 3space.
1.1
Systems of Linear Equations
3
When considered together, a collection of linear equations allXI
aZl X j
+ a12xZ + ... + alnXn + a22X2 + ... + a2nXn
= bl = b2
is called a system of linear equations. For instance,
xy+z=o 2x  3y + 4z
= 2 2x  y + z = 7
is a system of three linear equations in three variables. A solution to a system of equations with variables x I. X2, ... , Xn consists of values of Xl, X2, •.. , Xn that satisfy each equation in the system. From your first algebra course you should recall that the solutions to a system of two linear equations in X and y, allx a2l x
+ a12Y = + a22Y =
bl b2 ,
are the points at which the graphs of the lines given by these two equations intersect. Consequently, such a system will have exactly one solution if the graphs intersect in a single point, will have infinitely many solutions if the graphs are the same line, and will have no solution if the graphs are parallel. As we shall see, this in fact holds for all systems of linear equations; that is, a linear system either has exactly one solution, infinitely many solutions, or no solutions. The main purpose of this section is to present the GaussJordan elimination method, l a systematic way for solving systems of linear equations that will always lead us to solutions of the system. The GaussJordan method involves the repeated use of three basic transformations on a system. We shall call the following transformations elementary operations. 1. Interchange two equations in the system.
2. Multiply an equation by a nonzero number. 3. Replace an equation by itself plus a mUltiple of another equation. Two systems of equations are said to be equivalent if they have the same solutions. It is not difficult to see that applying an elementary operation to a system produces an equivalent system.
1 Named in honor of Karl Friedrich Gauss (17771855), who is one ofthe greatest mathematicians of all time and is often referred to as the "prince of mathematics," and Wilhelm Jordan (18421899), a German engineer.
4
Chapter 1
Matrices and Determinants
To illustrate the GaussJordan elimination method, consider the system:
xy+z=O + 4z = 2 2x  y +z = 7.
2x  3y
We are going to use elementary operations to transform this system to one of the form
=*
x
y
=
*
=*
*
where each is a constant from which we have the solution. To this end, let us first replace the second equation by itself plus 2 times the first equation (or subtracting 2 times the first equation from the second) and replace the third equation by itself plus 2 times the first equation to eliminate x from the second and third equations. (We are doing two elementary operations simultaneously here.) This gives us the system
XY+2=O y
+ 2z =2
3y+3z=7. Next, let us use the second equation to eliminate y in the first and third equations by replacing the first equation by itself minus the second equation and replacing the third equation by itself plus 3 times the second equation, obtaining
z =2
x y
+ 2z =2 32 = 13.
Now we are going to use the third equation to eliminate z from the first two equations by multiplying the first equation by 3 and then subtracting the third equation from it (we actually are doing two elementary operations here) and multiplying the second equation by 3 and then adding 2 times the third equation to it (here too we are doing two elementary operations). This gives us the system:
3x 3y
= 7 = 20 3z = 13.
Finally, dividing the first equation by 3 (or multiplying it by 1/3), dividing the second equation by 3, and dividing the third equation by 3, we have our system in the promised form as 7
x
3 20
y
3
,.
13
7
which tells us the solution.
3 '
1.1
Systems of Linear Equations
5
You might notice that we only really need to keep track of the coefficients as we transform our system. To keep track of them, we will indicate a system such as
xy+z=O 2x  3y
+ 4z =
2x  y
2
+z= 7
by the following array of numbers:
[:
1
]
3
4
1
1
I
n
This array is called the augmented matrix for the system. The entries appearing to the left of the dashed vertical line are the coefficients of the variables as they appear in the system. This part of the augmented matrix is called the coefficient matrix of the system. The numbers to the right of the dashed vertical line are the constants on the righthand side of the system as they appear in the system. In general, the augmented matrix for the system
+ a12X2 + ... + alnXn = b l a21XI + (ln X 2 + ... + a2nxI1 = b2
a11xI
is
a21
a22
... ...
ami
am2
... amn
all
[
al2
al n
a2n
I I I I I I I I I
bj b2
bm
J
The portion of the augmented matrix to the left of the dashed line with entries aij is the coefficient matrix of the system. Corresponding to the elementary operations for systems of equations are elementary row operations that we perform on the augmented matrix for a linear system. These are as follows.
1. Interchange two rows. 2 2. Multiply a row by a nonzero number. 3. Replace a row by itself plus a multiple of another row.
2 A line of numbers going across the matrix from left to right is called a row; a line of numbers going down the matrix is called a column.
6
Chapter 1
Matrices and Determinants
As our first formal example of this section, we are going to redo the work we did in solving the system
xy+z=o
+ 4z =
2x  3y
2
+z = 7
2x  y with augmented matrices.
EXAMPLE 1
Solve the system:
xy+z=O 2x  3y
2x Solution
+ 4z = 2 y + z = 7.
Our work will consist of four steps. In the first step, we shall use the first row and row operations to make all other entries in the first column zero. In the second step, we shall use the second row to make all other entries in the second column zero. In the third step, we shall use the third row to make all other entries in the third column zero. In the fourth step, we shall make the nonzero entries in the coefficient matrix 1 at which point we will be able to read off our solution. To aid you in following the steps, an expression such as R2  2RJ next to the second row indicates that we are replacing the second row by itself plus 2 times the first row; an expression such as RJ/3 next to the first row indicates we are dividing this row by 3. Arrows are used to indicate the progression of our steps. I
1
2
3
2
1
[
1 +
~ [~
U
0
1
2
1
2
2
0
3
I
13
]
~~ ]
I
I
0
I
2
I
2
3
3
I
7
3Rl  R3 3R 2 + 2R3 +
~ [~ The solution is then x
4
0
0
I
0
0
1
I I I I I I I
R2  2RJ R3 +2R,
] [~
R J  R2
R3  3R2
7/3 20/3 13/3
0
0
3 0
7
0
I
20
3
I
13
]
RJ!3 Rz/3 R3/3
]
= 7/3, y = 20/3, z = 13/3.
•
1.1
Systems of Linear Equations
7
In GaussJordan elimination, we use elementary row operations on the augmented matrix of the system to transform it so that the final coefficient matrix has a form called reduced rowechelon form with the following properties. 1. Any rows of zeros (called zero rows) appear at the bottom. 2. The first nonzero entry of a nonzero row is 1 (called a leading 1). 3. The leading 1 of a nonzero row appears to the right of the leading 1 of any preceding row. 4. All the other entries of a column containing a leading 1 are zero. Looking back at Example 1, you will see that the coefficient matrix in our final augmented matrix is in reduced rowechelon form. Once we have the coefficient matrix in reduced rowechelon form, the solutions to the system are easily determined. Let us do some more examples. EXAMPLE 2
Solve the system: Xl
+ X2 
X3
+ 2X4 = 1
+ X2 + X4 = 2 Xl + 2X2  4X3 = 1 + X2 + 2X3 + 5X4 = 1. Xl
2xI
Solution
We try to proceed as we did in Example 1. Notice, however, that we will have to modify our approach here. The symbol R2 B R3 after the first step is used to indicate that we are interchanging the second and third rows.
[; +
[~
~[
1
1
2
1
0
1
2
4
0
1
2
5
0
1
I I
1 2
1
I
R,  R\
R4  2RI
1
2
1
1
3
2
J
Rz
I
4
1
2
0
1 3
2
0
0
1
0
1
4
Rz  RI
I
1
B
R3
Rl  Rz
0 I
1
1
1
R4
+ Rz
8
Chapter 1
Matrices and Determinants
~
o o o
['
2
4
1 0
3
2
0
1
0
I
1 o
R,  2R, R2 + 3R3
I
1
1
1
1
~
0
6
o o
1 0 0 0 1
5
0
0
['
R4  R3
0
~ 1
1
o
I
2
We now have the coefficient matrix in reduced rowechelon form. Our final augmented matrix represents the system Xl
+ 6X4 =1
X2 
5X4
X3 
X4
=3 =1
0= 2. which is equivalent to our original system. Since this last system contains the false equation 0 = 2, it has no solutions. Hence our original system has no solutions. •
EXAMPLE 3
Solve the system:
+ 3y 
=3 x  y + 3z = 0 2x
z
x +2y +2z = 3 y
Solution
+ 5z = 3.
We first reduce the augmented matrix for this system so that its coefficient matrix is in reduced rowechelon form.
3
1
1
3
2
2 5
2 0
16
~ ~ ~ ~. [
03~ 1
2R2
+ Rl
2R3  R,
: :1
3
1
1
5
1
5
3
R3  R2
5
3
R4  R2
RJ  3R2
Systems of Linear Equations
1.1
9
This final augmented matrix represents the equivalent system:
x  Sz =3 y
+ Sz = 3 0=0 0=0.
Solving the first two equations for x and)' in terms of z, we can say that our solutions have the form x = 3 + Sz,
y = 3  Sz
where z is any real number. In particular, we have infinitely many solutions in this example. (Any choice of z gives us a solution. If z. = 0, we have x = 3, )' = 3, z = as a solution; if z = 1, we have x = S, Y = 2, z = 1 as a solution; if z = .jf7, we have x = 3 + s.jf7, y = 3  s.jf7, z = .JT7 as a solution; and so on.) In a case such as this, we refer to z as the free variable and x and y as the dependent variables in our solutions. When specifying our solutions to systems like this, we will follow the convention of using variables that correspond to leading ones as dependent variables and those that do not as free variables. It is not necessary to specify our solutions this way, however. For instance, in this example we could solve for z in terms of x, obtaining
°
x
3
z=8+8 and
y = 3  Sz = 3  S (
X
3)
8+8
=
Sx
9
8 + 8'
giving us the solutions with x as the free variable and y and z as the dependent variables . •
EXAMPLE 4
Solve the system: 4xI  8X2 5xI  1Ox2 
3x]  6X2 
Solution
X3 X3
+ X4 + 3X5 =
°
+ 2X4 + 3X5 = 0
X3
+ X4 + 2xs
= O.
We again begin by reducing the augmented matrix to the point where its coefficient matrix is in reduced rowechelon form: 8
1
10
1
6
1
10
Chapter 1
Matrices and Determinants
~[
4
8
0
0
0
0
~[ ~[
4
1
1
1
3
1 3
3
1
1
8 0 4
0
0
0
0
0
3
4
4
2 0
R3
I I I I I
0
3
n n
Rl +R2
I
I I
0
I
0
0
1 3
3
I
0
0
0
0
J
I
0
1 0
0
0
] I I
2 0 0 0
RJ/4
R3/4
0
~U
0
1
Rl  R3 R2  3R3
0 0
I
0
We now have arrived at the equivalent system Xl  2X2
+ R2
l
+ Xs = 0 X3
X4  Xs
=0 = 0,
which has solutions Xl
= 2X2 
XS,
X,
= 0,
X4
= Xs
with X2 and x~ as the free variables and Xl and X4 as the dependent variables.
•
Systems of equations that have solutions such as those in Examples 1,3, and 4 are called consistent systems; those that do not have solutions as occurred in Example 2 are called inconsistent systems. Notice that an inconsistent system is easily recognized once the coefficient matrix of its augmented matrix is put in reduced rowechelon form: There will be a row with zeros in the coefficient matrix with nonzero entry in the righthand entry of this row. If we do not have this, the system is consistent. Consistent systems break down into two types. Once the coefficient matrix of the augmented matrix is put in reduced rowechelon form, the number of nonzero rows in the coefficient matrix is always less than or equal to the number of columns of the coefficient matrix. (That is, there will never be more nonzero rows than columns when the coefficient matrix is in reduced rowechelon form. Why is this the case?) If there are fewer nonzero rows than columns, as we had in Examples 3 and 4, the system will have infinitely many solutions. If we have as many nonzero rows as columns, as occurred in Example 1, we have exactly one solution. Recall that it was mentioned at the beginning of this section that every system of linear equations either has exactly one solution, infinitely many solutions, or no solutions. Now we can see why this is true.
1.1
Systems of Linear Equations
11
A system of linear equations that can be written in the form
+ a12X2 + ... + alnXn = 0 a2jXI + a22x2 + ... + a2nXn = 0
allXj
(1)
is called a homogeneous system. The system of equations in Example 4 is homogeneous. Notice that XI
=
0,
X2
= 0,
Xn
=0
is a solution to the homogeneous system in Equations (1). This is called the trivial solution of the homogeneous system. Because homogeneous systems always have a trivial solution, they are never inconsistent systems. Homogeneous systems will occur frequently in our future work and we will often be interested in whether such a system has solutions other than the trivial one, which we naturally call nontrivial solutions. The system in Example 4 has nontrivial solutions. For instance, we would obtain one (among the infinitely many such nontrivial solutions) by letting X2 = I and X5 = 2, in which case we have the nontrivial solution Xl = 0, X2 = J, X3 = 0, X4 = 2, Xs = 2. Actually, we can tell ahead of time that the system in Example 4 has nontrivial solutions. Because this system has fewer equations than variables, the reduced rowechelon form of the coefficient matrix will have fewer nonzero rows than columns and hence must have infinitely many solutions (only one of which is the trivial solution) and consequently must have infinitely many nontrivial solutions. This reasoning applies to any homogeneous system with fewer equations than variables, and hence we have the following theorem. THEOREM 1.1
A homogeneous system of In linear equations in n variables with many nontrivial solutions.
In
< n has infinitely
Of course, if a homogeneous system has at least as many equations as variables such as the systems
2x+y+z=O
x+y+z=O
X 
xyz=O
and
2x+y+z=O
2y  z = 0
= () 4x  3y  z = 0 3x  y
we would have to do some work toward solving these systems before we would be able to see whether they have nontrivial solutions. We shall do this for the second system a bit later. Gaussian elimination, which is another systematic approach for solving linear systems, is similar to the approach we have been using but does not require that all the other entries of the column containing a leading 1 be zero. That is, it uses row operations to transform the augmented matrix so that the coefficient matrix has the following form: 1. Any zero rows appear at the bottom.
12
Chapter 1
Matrices and Determinants
2. The first nonzero entry of a nonzero row is 1. 3. The leading I of a nonzero row appears to the right of the leading 1 of any preceding row. Such a form is called a rowechelon form for the coefficient matrix. In essence, we do not eliminate (make zero) entries above the leading I s in Gaussian elimination. Here is how this approach can be applied to the system in Example 1.
[~ ~
~ [~
I
1
3
4
1
;]
2
0
3
1
0
0
1
2
2
0
3
3
7 ]
R2
~ [~
[
o 2 I
R3
1
1 1
R2  2R]
13
]
R 3 /3
R,
+ 2R]
3R, 1
1
1
2
0
I
I
13/:]
We now have the coefficient matrix in a rowechelon form and use this result to find the solutions. The third row tells us
The values of the remaining variables are found by a process called back substitution. From the second row, we have the equation y  2z
=2
from which we can find y:
26 y+ =2 3
20
Y=3· Finally, the first row represents the equation
xy+z=O from which we can find x: 20 3
13 3
x+=O x
7
= . 3
1.1
Systems of Linear Equations
13
On the plus side, Gaussian elimination requires fewer row operations. But on the minus side, the work is sometimes messy when doing the back substitutions. Often, we find ourselves having to deal with fractions even if our original system involves only integers. The back substitutions are also cumbersome to do when dealing with systems that have infinitely many solutions. Try the Gaussian elimination procedure in Example 3 or 4 if you would like to see how it goes. As a rule we will tend to use GaussJordan elimination when we have to find the solutions to a linear system in this text. Sometimes, however, we will not have to completely solve a system and will use Gaussian elimination since it will involve less work. The next example illustrates an instance of this. In fact, in this example we will not even have to bother completing Gaussian elimination by making the leading entries onc. EXAMPLE 5
Determine the values of a, b, and c so that the system
x  y + 2z = a 2x+yz=b x
+ 2)" 
37
=C
has solutions. Solution
We begin doing row operations as follows.
[~
1
2
I
1 2
* [
3 1
3
2 5
o
o
~o
1
5 3 5
I
b  2aa ]
3
I
C(I
a ] h  2a
I
I
2
ah+c
Now we can see that this system has solutions if and only if a, h, and c satisfy the equation a  b+c
= o.
•
Another place where we will sometimes use an abbreviated version of Gaussian elimination is when we are trying to see if a homogeneous system has nontrivial solutions. EXAMPLE 6
Determine if the system
2x+y+z=O x  2y 
Z
=0
3x  y = 0
4x  3y has nontrivial solutions.
Z
=0
14
Chapter 1
Solution
Matrices and Determinants
Perform row operations: I
1
2
1
1
3
o 1
:I 00
~
1
1 ~
I
2R2  Rl
5
2R3  3RJ
5
3 : 0 3
R4  2RJ
5
3
I
0
I
5
o o It is now apparent that this system has nontrivial solutions. In fact, you should be able to see this after the first set of row operations. • It is not difficult to write computer programs for solving systems of linear equations using the GaussJordan or Gaussian elimination methods. Thus it is not surprising that there are computer software packages for solving systems oflinear systems. 3 Maple is one among several available mathematical software packages that can be used to find the solutions of linear systems of equations. In the preface we mentioned that we will use Maple as our accompanying software package within this text. The use of Maple is at the discretion of your instructor. Some may use it, others may prefer to use a different software package, and yet others may choose to not use any such package (and give an excellent and complete course). For those intructors who wish to use Mapleor for students who are independently interested in gaining some knowledge of its capabilitieswe will include occasional remarks about how to use it when we deem it appropriate. On many other occasions we will not include any remarks and will simply provide some exercises asking you to use indicated Maple commands. In these cases, you are expected to look up the command in the Help menu under Topic Search to see how to use it. This is one place where we will include a few remarks to get you started. For those who wish to use the software packages Mathemrtica or MATLAB, the accompanying Technology Resource Manual contains corresponding commands for these software packages. Here we explain how to use Maple to find solutions to linear systems. One way to do this is to use the linsolve command. To use this command in a Maple worksheet, you will first have to load Maple's linear algebra package by typing with (linalg) ;
at the command prompt> and then hitting the enter key. After doing this. you will get a list of Maple's linear algebra commands. To solve the system in Example 1, first e ilter the coefficient matrix of the system by typing A:= matrix([[l,l,l], [2,3,4]' [2,1,1)));
3 Often these packages employ methods that are morc efficient than GaussJordan or Gaussian elimination, but we will not concern ourselves with these issues in this text.
1.1
Systems of Linear Equations
15
at the command prompt and then hitting the enter key. (The symbol := is used in Maple for indicating that we are defining A to be the coefficient matrix we type on the right.) The constants on the right hand side of the system are typed and entered as b:=vector( [0,2,7]); at the command prompt. Finally, type and enter linsolve(A,b) ; at the commmand prompt and Maple will give us the solution as
[
7 20 13J4
3'3'3
Doing the same set of steps for the system in Example 2 results in no output, indicating there is no solution. Doing them in Example 3 yields the output
which is Maple's way of indicating our solutions in Example 3 with t\ in place of z. In Example 4, these steps yield
EXERCISES 1.1 Solve the systems of equations in Exercises 116. 1.
x +y  z= 0 + 3y  2;: = 6 x + 2y + 2z = 10
2x
7.
2. 2x + y  2z = 0 2x  y  2z = 0 x
+ 2y 
4;:
=0 8.
+ 3y 2x + 3)' 
3. 2x
4z = 3
4.
2z = 3
3x + y  2z = 3 x  8y  14;;: = 14
4x +6y  2z = 7
x
+ 2y +z = 2 9.
s.
x + 3z = 0 2x+yz=0
4x
+ y + 5;: =
0
6.
+ 3y + z = + 9y  4z = x  y + 2z =
2x
4
x
2 3
+ X2  3X3  X4 = 6 x, + X2  2X3 + X4 = 0 3x, + 2X2  4X3 + X4 = 5 x, + 2X2  3X3 + 3X4 = 4 x\ + X2  X:, + 2X4 = 1 X\ + Xl  X3  X4 = 1 x, + 2X2 + X3 + 2X4 = 1 2x\ + 2X2 + X3 + X4 = 2 X\ + 2X2  3X3 + 4X4 = 2 2x,  4X2 + 6X3  5X4 = 10 X\  6X2 + 9X3  9X4 = 8 3x\  2x:, + 4X3  X4 = 12 3x,
4 Software packages such as Maplc oftcn will have several ways of doing things. This is the case for solving systems of linear equations. One variant is to enter h as a matrix with one column by typing and entering b:=matrix( [[OJ, [2J, [7' J);
When we then type and cnter linsolve(A,b) ;
our solution is given in column form. Another way is to use Maple's solve command for solving equations and systems of equations. (With this approach it is not necessary to load Maple's linear algebra package.) To do it this way for the system in Example I. we type and enter solve ({xy+z=O, 2*x 3*y+4*z=· 2, 2*xy+z=7), {x, y, z}) ;
16
10.
Chapter 1
Matrices and Determinants
+ X, + X4  X5 = 0 2xj  X2 + 2X3  X4 + 3xs = 0 2xI  X2  2X4 + Xs = 0 XI + X2  X3  X4 + 2X5 = 0 XI  X2
22.
2xI
12.
x +2y +z =2 2x + 2v  2z = 3
13. x  2)' = 2 x + 8y =4
0
2x+y=2
2x  2y  4z = 0
x
+ 3y + 6z =
0
+ X3 + 2X4  3X5 = 0 2X2  X3  X4 + 2xs = 0  3X2 + X3  X4  X5 = I
fewer equations than variables always have infinitely many solutions. What possibilities can arise for nonhomogeneous linear systems with fewer equations than variables? Explain your answer.
2xI + X2  X3 + 2X4 + X5 = 2
26. Give an example of a system oflinear equations with
XI
X2
+ 3X2  X3  2X4 2xI + X2  X3  X4 
+ 3z = a x  3y + 2z = b X + 2y + Z = c
X5 = 6
18.
17. 2x  y
+ 2y  Z = a x + y  2z = h 2x + y  3z = c X
Determine conditions on a, b, c, and d so that the systems of equations in Exercises 19 and 20 have solutions.
+ X2 + X3
 X4
=a
X2  X3
+ X4
= h
XI 
XI +X2 +X3 +X4 =
C
+ X3 + X4 = d XI  X2 + X3 + X4 = a XI + X2  2X3 + 3X4 = h 3xI  2X2 + 3X3  2X4 = C 2X2  3X3 + 2X4 = d
XI  X2
Determine if the homogeneous systems of linear equations in Exercises 2124 have nontrivial solutions. You do not have to solve the systems. 9x2y+17z=0
13x+8Iy27z.=0
more equations than variables that illustrates each of the following possibilities: Has exactly one solltion, has infinitely many solutions, and has no solution.
X5 = 3
Determine conditions on a, b, and c so that the systems of equations in Exercises 17 and 18 have solutions.
21.
0
3x  y  2z = 0
+ X4 + Xs
 XI
20.
0
25. We have seen that homogeneous linear systems with
3xI 
XI
+ y + 2z = 3x  5y + 3z = X + :r + 2z =
= 0
Xj 
19.
24.
0 0
+Z = 0
2x
x  2y = 1
2xI  X2  X3
16.
y
14. 2x + 3y = 5
2x+y=1
15.
JSX3 = 0
+ (sin 1)x2 + 2X4 = + (In 2)X4 =
x
23.
2x  4y +6z = 2 3x + 6y  9z = 3
+ Tf X2 
3.38xI  eX3
2xI + 4X3 + X4 + 3X5 = 0
11.
99xl
27. Describe graphically the possible solutions to ,I system of two linear equations in x, y, and z. 28. Describe graphically the possible solutions to a system of three linear equations in
x.
y, and
z.
Use Maple or another appropriate software package to solve the systems of equations in Exercises 2932. If you are using Mathematica or MATLAB, see the Technology Resource Manual for appropriate commands. (To become more comfortable with the software package you are using, you may wish to practice usio.g it to solve some of the smaller systems in Exercises 116 before doing these.)
29.
+ 5x,  8X4 + 2X5 = 13 + 4X2  16x3  9X4 + 7X5 = 21 22xl  8X2 + 25x3  16x4  8X5 = 47 52xl  40X2 + 118"  37x4  29x5 = 62 46.x1 + 82x2  26x3 + 44x4 = 122 7xI  3X2
12xI
30.
69xl + lO1x2 + 43x3 + 30X4 = 261 437xl  735x1
+ 335x3 + 437x4
= 40(,
299xI + 379x2  631x3  2501x4 = 41~·6
1863xI
+ 2804x2 + 62x3 
1983x4 = 4857
1748xI + 2291x2  461x3  9863x4 = 4166
1.2
+ 82x2 + 26x3  4X4 + 32.\s + 34x6  2X7  4X8 = 0 93xI + 123x2 + 67x3  36x4 + 106xs + 51x6 + 31x7  188x8 = 0 589x[  779x2  303x1 + 647x4 246x~
17
+ 1.8x4
3.3xI  3.3x2  16.1x3
31. 62x[
 330xs  323x6  256x7 
Matrices and Matrix Operations
 61.1xs  9.7x6  1O.1x7
 28.2x8  4.2x9 = 7.3
+ 56.3x5 + 8.4X6 + 13.7x7 + 30.3x8 + 9.8x0 = 9.9
=0
+ 533x2 + 365x3  2493x4 + 263x5 + 50X6 + 981x7 + 1345x~ = 0 2511x[ + 3321x2 + 1711x3  2636x4 + 2358xs + 1357x6 + 1457x7  2323x8 = 0 2356x[ + 3116x2 + 2038x3  6828x4 + 2418x5 + 1936x6 + 3596x7  357x8 = 0
403x[
+ 37x5 + 19.5x6 + 14x7 + 30.5x8  7.5x9 = 17 3xI  3X2  11x3  3X4  41.1xs  3.8x6  5. 9x7
 34.1x8
32. 3.3x1 + 3.3x2 + 12.1x3 + 2.2x4
2.2x4
+ 45. 1xs + 7.7x6 +
+ 35.2x8 + l.Ix9 = 3x[
+ 3X2 + 15.8x3 
12.1x7 3.3
4.2x1
4X4
+ 61.4x5 + 82x6 + 5X7 + 21.2xR + 5.8x9 = 0.6
+ 5.2x5 
+ 16.4x9 = 38.3
4.2x6
 11.6x7  1.4x8 + 31.2x9 = 48.2 + 4.2x2 + 19.4x3  3.2x4 + 76.4xs  0.2X6 + 3.4X7 + 35.8x8  9.6x9 = 23.2
(continued)
1.2
MATRICES AND MATRIX OPERATIONS
In the previous section we introduced augmented matrices for systems of linear equations as a convenient way of representing these systems. This is one of many uses of matrices. In this section we will look at matrices from a general point of view. We should be explicit about exactly what a matrix is, so let us begin with a definition. A matrix is a rectangular array of objects called the entries of the matrix. (For us, the objects will be numbers, but they do not have to be. For example. we could have matrices whose entries are automobiles or members of a marching band.) We write matrices down by enclosing their entries within brackets (some use parentheses instead) and, if we wish to give a matrix a name, we will do so by using capital letters such as A, B, or C. Here are some examples of matrices: A
= [1 2 4
C=
5
[~n
3 ] 6 '
D~[
B=[74403].
0 I
:rr
8
12 3/8
In2
2
1
I
v0.
7
0.9
391/629
1
18
Chapter 1
Matrices and Determinants
Augmented matrices of systems of linear equations have these forms if we delete the dashed line. In fact, the dashed line is included merely as a convenience to help distinguish the left and righthand sides of the equations. If a matrix has m rows (which go across) and n columns (which go up and down), we say the size (or dimensions) (If the matrix is (or are) m x n (read "m by n"). Thus, for the matrices just given, A is a:~ x 3 matrix, B is a 1 x 5 matrix, C is a 4 x 1 matrix, and D is a 4 x 4 matrix. A matrix such as B that has one row is called a row matrix or row vector; a matrix such as C tha t has one column is called a column matrix or column vector. Matrices that have the :>ame number of rows as columns (that is, n x n matrices) are called square matrices. The matrix D is an example of a square matrix. As you would expect, we consider two matrices A and B to be equal, written A= B, if they have the same size and entries. For example, 8/4 2] [ 1 12 2  1 3·4
[ 1
]
while
[ :
1~ ~ ~ 1~ ] ]
and
[
[~ ]
~ [ 1
2 ].
The general form of an In x n matrix A is
A=
all
al~
an
al n
a21
(/n
a23
a211
a31
a32
a33
a3n
1
a m2
a m3
a mn
(1m
(1)
Notice that in this notation the first subscript i of an entry aij is the row in which the entry appears and the second subscript .i is the column in which it appears. To save writing, we shall often indicate a matrix such as this by simply writing A
=
[aij]'
If we wish to single out the iientry of a matrix A, we will write entij(A).
For instance, if B is the matrix
B~[
I
4 9
5 3
1
2
4
7
then entdB)
=
9.
l
1.2
Matrices and Matrix Operations
19
If A = [aij] is an n x n matrix, the entries all, azz, ... , ann are called the diagonal entries of A. The matrix B has diagonal entries 1,4, 7. We will use the symbol JR to denote the set of real numbers. The set of m x n matrices with entries from JR will be denoted
I MmxnCJR)· I Thus, for example, in set notation
You have encountered twodimensional vectors in twodimensional space (which we will denote by JR2) and threedimensional vectors in threedimensional space (which we will denote by JR3) in previous courses. One standard notation for indicating such vectors is to use ordered pairs Ca, b) for twodimensional vectors and ordered triples Ca, b, c) for threedimensional vectors. Notice that these ordered pairs and triples are in fact row matrices or row vectors. However, we will be notationally better off if we use column matrices for two and threedimensional vectors. We also will identify the set of twodimensional vectors with JR2 and the set of threedimensional vectors with JR3; in other words, JRz
=
M2xl (JR)
=
I[:] I I a, b
E
JR
and
in this book. More generally, the set ofn x I column matrices Mnxl (JR) will be denoted JRI1 and we will refer to the elements of JRn as vectors in JRn or ndimensional vectors. We next tum our attention to the "arithmetic" of matrices beginning with the operations of addition and a multiplication by numbers called scalar multiplication. 6 If A and B are matrices of the same size, we add A and B by adding their corresponding
5 In set notation, the vertical bar, I, denotes "such that" (some use a colon, :. instead of a vertical bar) and the symbol E denotes "element of" (or "member of"). One way of reading
is as "the set of matrices [
all
a21
a12] a22
such that an, all, a21, a22 are elements of the set of real numbers." 6 These two operations are extensions of the ones you already know for vectors in general.
]R2
or
]R3
to matrices in
20
Chapter 1
Matrices and Determinants
entries; that is, if A
=
and B
[aU]
= [bij]
are matrices in Mmxn(lR), the sum of A and B is the m x n matrix A+B=[aij+bij].1
For instance, if
A=
[~ ~] 6
5
~ ~
and B = [ I 12
I
] ,
13
then
1+8 3 + 10 5 + 12
Note that we have only defined sums of matrices of the same size. The sum of matrices of different sizes is undefined. For example, the sum
[ 2 5] + 3
1
[3
0
2]
is undefined. If c is a real number (which we call a scalar in this setting) and A = [aij J is an m x n matrix, the scalar product cA is the m x n matrix obtained by multiplying c times each entry of A:
I cA =
c[aU] = [caij]'
For example,
5
[~
!]: [:.;
~.!] [ ,: ~~].
The following theorem lists some elementary properties involving addition and scalar multiplication of matrices. THEOREM 1.2
If A, B, and C are matrices of the same size and if c and d are scalars, then:
+ B = B + A (commutative law of addition). A + (B + C) = (A + B) + C (associative law of addition).
1. A 2.
3. c(d A) = (cd)A. 4. c(A+B)=cA+cB. 5. (c
+ d)A = cA + dA.
1.2
Proof
Matrices and Matrix Operations
21
We prove these equalities by showing that the matrices on each side have the same entries. Let us prove parts (1) and (4) here. The proofs of the remaining parts will be left as exercises (Exercise 24). For notational purposes, we set A
= [aij]
and B
= [bij].
Part (1) follows since entij(A
+ B) = aij + bij = bij + aij = entij(B + A).
To obtain part (4), entij(c(A
+ B» = c(ai) + bij) = cai) + cbij = entij(cA + cB).
•
One special type of matrix is the set of zero matrices. The m x n zero matrix, denoted Omxn, is the m x n matrix that has all of its entries zero. For example,
Notice that if A is an m x n matrix, then: 1. A
+ Omxn = A.
2.0·A=Omxn.
We often will indicate a zero matrix by simply writing O. (To avoid confusion with the number zero, we put this in boldface print in this book.) For instance, we might write the first property as A + 0 = A. The second property could be written as 0 . A = O. The negative of a matrix A = [aij]' denoted A, is the matrix whose entries are the negatives of those of A: A = [aij]'
Notice that  A = ( 1)A and
A
+ (A) =
O.
Subtraction of matrices A and B of the same size can be defined in terms of adding the negative of B:
IA 
B = A
+ (B).
I
Of course, notice that A  B could also be found by subtracting the entries of B from the corresponding entries of A. Up to this point, all of the operations we have introduced on matrices should seem relatively natural. Our final operation will be matrix multiplication, which upon first glance may not seem to be the natural way to multiply matrices. However, the manner of multiplying matrices you are about to see is the one that we will need as we use matrix multiplication in our future work.
22
Chapter 1
Matrices and Determinants
Here is how we do matrix multiplication: Suppose that A = [aij] is an In x n matrix and B = [bi} 1is an n x I matrix. The product of A and B is defined to be the In x I matrix
I
AB = [pijl
I
where n
Pij
= ail b 1j + ai2 b2j + ai3 b3j +
... +
ainbnj
= L aikbkj. k=l
In other words, for each 1 :s i :s In and 1 :s ) :s I the i)entry of AB is found by multiplying each entry of row i of A times its corresponding entry of column) of Band then summing these products. Here is an example illustrating our matrix multiplication procedure.
EXAMPLE 1
Find the product A B for
A
Solution
= [3
~]
and B =
[~ ~
l
The product A B is AB
=
[~ ~] [~ ~]
=[
1·5+2·7
}·6+2·8
3·5+4·7
3·6+4·8
] = [19 43
22]. 50
•
Once you practice this sum of row entries times column entries a few times, you should find yourself getting the hang of it? Let us do another example of matrix multiplication.
EXAMPLE 2
Find the product CD for 2
3
3
J
2
1
1
2 ]
~
.
7 You might find it convenient to note that the i)entry of AB is much like the dot product of the vectorformed hy row i of A with the vector formed by column j of B. We will discuss dot products more fully in Chapter 9.
Matrices and Matrix Operations
1.2
23
Solutioll
1
2
o
1
4
3 ][ 12] 1
3
4
2 1
1
1
(1)·1+2(3)3·1
(1)(2)+2·43·1
0·11(3)+1·1
0(2)1·4+1·1
4· 1 + 2( 3)  1 . 1
4(2) + 2·4  1 . 1
] [~: =:]
•
Notice that for the product A B of two matrices A and B to be defined, it is necessary that the number of columns of A be the same as the number of rows of B. If this is not the case, the product is not defined. For instance, the product DC for the matlices in Example 2 is not defined. In particular, CD is not the same as DC. This is an illustration of the fact that matrix multiplicatioll is not commutative; that is, AB is not in general the same as B A for matrices A and B. Sometimes these products are not the same because one is defined while the other is not, as the matrices C and D illustrate. But even if both products are defined, it is often the case that they are not the same. If you compute the product BA for the matrices in Example I, you will find (try it) BA= [
23
34 ]
31
46
'
which is not the same as A B. 8 In the case when A B = B A for two matrices A and B, we say A and B commute. While matrix multiplication is not commutative, some properties that you are used to having for multiplication of numbers do carryover to matrices when the products are defined.
THEOREM 1.3
Provided that the indicated sums and products are defined, the following properties hold where A, B, and C are matrices and d is a scalar.
= (ABK (associative law of multiplication) A(B + C) = AB + AC (lefthand distributive law) (A + B)C = AC + Be (righthand distributive law)
1. A(BC) 2. 3.
4. d(AB)
Proof
= (dA)B = A(dB)
We will prove the first two parts here and leave proofs of the remaining parts as exercises (Exercise 25). For notational purposes, suppose A = [aij],
B
=
[bij],
and
C = [cij].
8 This is not the first time you have encountered an example of a noncommutative operation. Composition of functions is noncommutative. The cross product of two threedimensional vectors is another example of a noncommutative operation.
24
Chapter 1
Matrices and Determinants
To prove part (l), we also have to introduce some notation for the sizes of A, B, and C. Suppose A is an m x n matrix, B is an n x I matrix, and C is an I x h matrix. Both A(BC) and (AB)C are m x h matrices. (Why?) To see that these products are the same, we work out the iientry of each. For A(BC), this is
Carrying out the same steps for (AB)C,
en'ij«AB)C» ~ ~ en'i,(AB)c'i ~ ~ (~a"b;,) C,j ~ ~ (~a"be'C'j) . Since the summations over k and q are interchangeable, we see that the iientries of ACBC) and (AB)C are the same and hence A(BC) = (AB)C. To prove part (2), we again introduce notation for the sizes of our matrices. Suppose A is an m x n matrix and Band Care n x I matrices. Both ACB + C) and AB + AC are m x I matrices. We have n
entij(A(B
II
+ C)) = I>ik(entkj(B + C)) = L
aik(bkj
+ Ckj)
k=l
k=l
n
=L
(aikbkj
+ aikCkj)
k=l
and n
entij(AB
n
+ AC) = entijCAB) + entij(AC) = Laikbkj + LaikCkj k=l
k=l
11
=L
(aikbkj
+ aikCkj).
k=]
Thus A(B
•
+ C) = A B + AC since they have the same entries.
If A is a square matrix, we can define positive integer powers of A in the same manner as we do for real numbers; that is, and
A3
= A2A =
AAA, ....
Such powers are not defined, however, if A is not a square matrix. (Why is this the case')) If A is an m x n matrix, it is easy to see that OlxmA
=
O/xn and AOllx /
=
Omxl.
Besides zero matrices, another special type of matrices is the set of identity matrices. The n x n identity matrix, denoted In, has diagonal entries I and all other entries O. For example,
1.2
h 
[I0 0] 1
Matrices and Matrix Operations
and
h=
25
[°01 (0: ~].
Identity matrices play the role the number 1 plays for the real numbers with respect to multiplication in the sense that
IrnA
=
A and AIn
=
A
for any 111 x n matrix A. (Convince yourself of these statements.) One use (among many more to come) of matrix multiplication arises in connection with systems of linear equations. Given a system of linear equations
+ a12X2 + ... + GlnXn = hi G2l X I + (/22 X2 + ... + a2nxn = h2
GllXj
we will let A denote the coefficient matrix of this system,
A=
[:~: amI
X denote the column of variables,
x=
[
:~
] ,
\n
and B denote the column,
Observe that our system can then be conveniently written as the matrix equation I AX=B.! For instance, the system
2x  y
+ 4z =
x 7y +z
1
=3
x+2y+z=2
26
Chapter 1
Matrices and Determinants
would be written
as a matrix equation. Notice that a homogeneous linear system takes on the form AX when written as a matrix equation.
o
=
EXERCISES 1.2 In Exercises 118, either perform the indicated operations or state that the expression is undefined where A. B, C, D, E, and F are the matrices:
Write the matrix equations as systems of equations in Exercises 21 and 22.
21.
[!
~ 2
1
3 23. Suppose that A and B are n x n matrices.
,~[ ~
3 1
J
F~[;
1
4
3
6
0
1
1. A +B
2. DC
3.2B
4. ~F
5. A 4B
6. 3D +2C
7. CD
8. DC
9. EF
10. FE
11. AE
12. EA
13. (E
+ F)A
14. B(C
16. F(2B)
+ D)
17. C 2
l
15.3AC 18. A'
Write the systems of equations in Exercises 19 and 20 in the matrix form AX = B.
19. 2x  y + 4z = I x+yz=4 v
+ 3z = 5
x+y=2 20.
Xl 
3X2
+ X3
Xl
+ X2 
Xl 
X2 

= 2
+ X4 = 1 + 6X4 = 6
X3 X3
5X4
a) Show that (A + B)2 = A2 + AB + BA b) Explain why (A + B)2 is not equal to A2 + 2AB + B2 in general. 24. Prove the following parts of Theorem 1.2.
+ B2.
a) Part (2) b) Part (3) c) Part (5) 25. Prove the following parts of Theorem l.3. a) Part (3) b) Part (4) 26. Suppose A is an m x n matrix and B is an n x 1 matrix. Further, suppose that A has a row of zeros. Does AB have a row of zeros? Why or why not? Does this also hold if B has a row of zeros? Why or why not? 27. Suppose A is an m x n matrix and B is an n x I matrix. Further, suppose that B has a column of zeros. Does AB have a column of zeros? Why or why not? Does this also hold if A has a column of zeros? Why or why not? 28. Give an example of two matrices A and B for which AB = 0 with A t= 0 and B t= O.
1.2
29. a) Suppose that A is the row vector A
=
[al
(i2
an
and B is an n x 1 matrix. View B as the column of row vectors
Matrices and Matrix Operations
27
The matrix command introduced in the previous section is one way of entering matrices on a Maple worksheet. Maple uses the evalm command along with +, , *, &*, and 1\ to find sums, differences, scalar products, matrix products, and matri x powers, respectively. For instance, to find A  B + 4C + AB  C 3 where A, B, and C are matrices already entered on a Maple worksheet, we would type and enter evalm(AB+4*C+A&*BCA3) ;
where B I , B 2 , that
scalarmul (A, c) ;
AB = alBI
A
Bn are the rows of B. Show
... ,
at the command prompt. A scalar product cA also may be found with the sealannul command by typing
+ a2B2 + ... + anBn.
:[U:ilieC~;1tJOf::~t(::rr~
:l
30. a) Suppose that B is the column vector
at the command prompt. Products of two or more matrices can be found by using the multiply command. For instance, typing and entering multiply (B,A, C) ;
will give us the product BAC. Use these Maple commands or appropriate commands in another suitable software package (keep in mind that corresponding Mathematica and MATLAB commands can be found in the Technology Resource Manual) to find the indicated expression (if possible) where
2
4 and A is an m x n matrix. View A as the row of column vectors A = [Ai
A2
A=
An ]
43
9
8
1
20
3
0
21
5
4 12
4 2
7 2
41
+ h2A2 + ... + bllAn. B=
C~l
31. The trace of a square matrix A, denoted trCA), is the sum of the diagonal entries of A. Find trCA) for
b
[~ :~
n
32. Prove the following where A and B are square matrices of the same size and c is a scalar. a) tr(A
+ B) =
trCA) b) tr(cA) = c tr(A) c) tr(AB) = tr(BA)
+ tr(B)
11
9
0
b) Use the result of part Ca) to find AB for
27
34
where AI, A 2, ... , An are the columns of A. Show that AB = blAI
16
1 0
0
0
2
2
2
0
0
0 0
3
3
0
3 4
4
0 4
0
0
0
5
5
2
0
, and
3
0
2
1
1
1
0
2
1 3
0 3 1
3
2
]
in Exercises 3340.
+ 6C
33. A  2B
34. 5A
35. ABC
36. CB+C
37. (A
+ B)2
39. 4CA  5CE  2C
38. 4A
+ CB
40. B2  4AB
+ 2A2
28
Chapter 1
1.3
Matrices and Determinants
INVERSES OF MATRICES
If A is an n x n matrix, we say that an n x n matrix B is an inverse of A if
I AB = BA = I I where 1 is the n x n identity matrix. To illustrate, the matrix
has the matrix
5
B=[
3
2 ] 1
as an inverse since AB
=[
~ ][
3
5 3
and
BA= [
5 3
°
2][12]=[10]. 1 3 5
(How we obtain B will be seen later.) Not all square matrices have inverses. Certainly, square zero matrices do not have inverses. (The products 0 Band B 0 are 0, not I.) But even a nonzero square matrix may fail to have an inverse. As a simple example, the matrix
cannot have an inverse since for any 2 x 2 matrix
we have
AB =
[~ ~] [: ~] = [~ ~] # [~ ~].
Square matrices that have inverses are called invertible or nonsingular matrices; those that do not have inverses are called noninvertible or singular matrices. When a matrix has an inverse, it has only one inverse. THEOREM 1.4
If A is an invertible matrix, then the inverse of A is unique.
1.3
Proof
Inverses of Matrices
29
Suppose that A did have two inverses Band C. Consider the product B A C. If we group B and A together, BAC
since B A
= =
(BA)C
=
IC
=C
=
BI
=
I. If we group A and C together, BAC
since AC
= =
B(AC)
B
I. Thus.
• The uniqueness of the inverse of an invertible matrix A allows us to speak of the inverse of A rather than an inverse of A. It also allows us to introduce a symbol for the inverse of A. Henceforth we shall denote the inverse of A by
in much the same manner as we use the exponent 1 for denoting inverses of functions. 9 Let us now turn our attention to a method for finding inverses of square matrices. Consider again the matrix
Let us think of the inverse of A as an unknown matrix
We want to find the entries so that
3xlI
+ 2X21 + 5X21
and
Xli,
XII
This gives us a system of equations in
XII
3Xll
+ 2X21 = ] + 5x21 = 0,
Xl2
+ 2X22 = 0
XII
and a system in
XI2
and
XI2
3x12
+ 2X22 + 5X22
]=[~
X22,
3x12
+ 5X22 = I.
9 Do note that A I does not stand for 1/ A any more than sin I x stands for 1/ sin x; indeed writing 1/ A for a matrix A amounts to writing nonsense.
30
Chapter 1
Matrices and Determinants We then will have a unique matrix AI so that AA 1 = I if and only if each of these systems of equations has a unique solution (which occurs if and only if the reduced rowechelon form of A is 1). Let us solve these systems to see if this is the case. To save writing, notice that since both of these systems have the same coefficient matrices, any set of row operations that leads to the solution of one system leads to the solution of the other system too. Thus we can simultaneously solve these two systems by forming the augmented matrix
[AlI]
=[
~
2
I
5
I
0
~]
and then using row operations to reduce its lefthand portion A to reduced rowechelon fOlm (which will be 1):
2 1
o
I
3
I
5 3
(We have not indicated the row operations here. Can you determine the ones we used?) The righthand portion of our final augmented matrix tells us XII = 5, X21 = 3, X12 = 2, X22 = 1, and hence AI
=[
5
3
We must be honest, however. There is a gap in our development here. The procedure we have just illustrated produces a matrix B so that AB = 1. (We describe this by saying B is a righthand inverse.) But the inverse of A must also have the property that B A = 1. (When BA = l, we say B is a lefthand inverse.) You can check that the righthand inverse we have just found for the given 2 x 2 matrix A is also a lefthand inverse and hence is A I. Shortly we will fill in this lefthand inverse gap. Once we do so, we then will have that the inverse of a square matrix A (if any) can be found by the following procedure:
1. Form the augmented matrix [AlI] where I is the identity matrix with the same size as A. 2. Use row operations to reduce the lefthand portion into reduced rowechelon form. 3. If the augmented matrix after step 2 has the form [I IB], then B = AI; if it does not have this form (or equivalently, if the reduced rowechelon form of A contains a zero row), A does not have an inverse. Examples 1 and 2 illustrate our procedure for finding inverses. EXAMPLE 1
If possible, find the inverse of the following matrix.
1.3
Solution
Inverses of Matrices
31
We first form the augmented matrix and then apply row operations:
3 :
U
0
5
1
1 *
*
0] [2 1
3
1
00
2
1
1
1
0
5
1
2 0
10
o
0
3
5
2 0
0
2
1
o o
0
6
o
0 2
1
1
7 1] [1
2
2
5
1
1
*
1
3
r] ~ [~
1 0
3 :
U
[6 0
o
0
14
3
5
0
2
0
0
o
0
*
n
0 1
5
0
2
0
:
n
1
I
1/3
7/6
1/6
5/6
1/2
1/2
1
100 0
1/6 ] 1/3
.
0
Thus the inverse of this matrix is
]/3
7/6
1/6
5/6
1/6 ] 1/3 .
1/2
1/2
o
[
EXAMPLE 2
If possihle, find the inverse of the following matrix.
[~ ~; Solution
•
J
We again form the augmented matrix and apply row operations:
[~
2 3
2
1
I
0 I
0
I
I
0
0
nu
2
2
1
1
3
I
2
I
3
I
1
0
*
1 0
~l
At this point it is apparent that the lefthand portion cannot be reduced to I and hence the matrix in this example does not have an inverse. • When the inverse of a square matrix A is known, we can easily find the solutions to a system of linear equations AX=B.
If we multiply this matrix equation by A Ion the left, we have AlAX
=
AIB
32
Chapter 1
Matrices and Determinants
and hence the solution is given by
We use this approach to solve the system in the next example.
EXAMPLE 3
Solve the system
+ y + 3z = 6 2x + y +z = 12
2x
4x + 5y + z = 3. Solution
From Example 1, we have that the inverse of the coefficient matrix
of this system is
1/3 [
7/6
1/6 5/6 1/2
1/6 ]
1/~
.
1/2
The solution is then given by 1/3
7/6
1/6 5/6 1/2 that is,
x = 33/2, y = 12, z = 9.
1/2
•
The following theorem gives us a characterization of when a system of n linear equations in n unknowns has a unique solution.
THEOREM 1.5
A system AX = B of n linear equations in n unknowns has a unique solution if and only if A is invertible.
Proof
If A is invertible, the solutions to the system are given by X = AI B and hence are unique. Conversely, suppose AX = 8 has a unique solution. Considering the result of GaussJordan elimination on the system, it follows that the reduced rowechelon form of A is I. Hence A is invertible. •
We now develop some mathematics that will justify why B = AI when we are able to reduce [All] to [lIB]. Matrices obtained from an identity matrix I by applying an elementary row operation to I are called elementary matrices. We classify elementary matrices into the following three types.
1.3
Inverses of Matrices
33
Type 1: An elementary matrix obtained by interchanging two rows of I Type 2: An elementary matrix obtained by multiplying a row of I by a nonzero number Type 3: An elementary matrix obtained by replacing a row of I by itself plus a multiple of another row of I Some examples of elementary matrices of each of these respective types obtained from the 2 x 2 identity matrix are E,
= [0
~]
(interchange rows 1 and 2),
E2
=
[~
0]
(multiply row I by 2),
E3 =
[~
0]
(add 3 times row I to row 2).
An interesting fact is that multiplication by elementary matrices on the left of another matrix performs the corresponding row operation on the other matrix. Notice how this works when we multiply E" E 2 , and E1 times a 2 x 2 matrix:
[~ ~][: ~]=[: ~]
0] [~
[~
~] = [2: 2~]
[3 0] [: ~] = [
3a
+:
3b +
~
l
These illustrate the following theorem whose proof we leave as an exercise (Exercise 13). THEOREM 1.6
Suppose that A is an
In
x n matrix and E is an m x
In
elementary matrix.
1. If E is obtained by interchanging rows i and j of I, then E A is the matrix obtained from A by interchanging rows i and.i of A. 2. If E is obtained by multiplying row i of I by c, then EA is the matrix obtained from A by mUltiplying row i of A by c.
3. If E is obtained by replacing row i of I by itself plus c times row .i of I, then E A is the matrix obtained from A by replacing row i of A by itself plus c times row
.i of A.
Of course, we would not use multiplication by elementary matrices to perform row operationscertainly we would just do the row operations! Nevertheless, they do serve
34
Chapter 1
Matrices and Determinants
as a useful theoretical tool from time to time. Our first instance of this involves seeing why our procedure for finding inverses does in fact produce the inverse. Look at our procedure in the following way. We begin with the augmented matrix [All] and use elementary row operations to reduce it to [11 B]. Suppose this takes k elementary row operations and £1. £2 •...• £k are the elementary matrices that perform the successive row operations. Since performing these elementary operations on [AlII is the same as performing them on A and 1 individually, it follows that
From the righthand portion of this augmented matrix, we see
From the lefthand portion, we see
Thus B is not only the righthand inverse of A as we saw from conception of our method for finding inverses, but is the necessary lefthand inverse too. Let us proceed to further develop the theory of invertible matrices. We begin with the following theorem. THEOREM 1.7
If A and B are invertible matrices of the same size, then AB is invertible and (AB)I
Proof
=
B 1A I.
It suffices to show that B 1 A I is the inverse of AB. This we do by showing the necessary products are T:
and
• Notice that (AB)I is not AIB I . The result of Theorem 1.7 generalizes to products of invertible matrices with more factors as follows: If AI, A 2 , ••• , An are invertible matrices of the same size. then ( AIA"~ ... A n )1
=
I I AI n ... A 2 AI
since
Next, we consider the invertibility of elementary matrices. THEOREM 1.8
If £ is an elementary matrix, then £ is invertible and:
1. If £ is obtained by interchanging two rows of 1, then £1
=
£;
Inverses of Matrices
1.3
35
2. If E is obtained by multiplying row i of I by a nonzero scalar e, then E l is the matrix obtained by multiplying row i of I by lie; 3. If E is obtained by replacing row i of I by itself plus e times row j of 1, then E l is the matrix obtained by replacing row i of I by itself plus e times row j of!. Proof
In each part, let B denote the described matrix. We can then prove each part by showing that E B = I and BE = I. This can be done by either directly calculating these products or by using Theorem 1.6. We leave these details as exercises (Exercise 14). • Up to this point we have been careful to show that B is both a righthand inverse (that is, AB = l) and a lefthand inverse (that is, BA = 1) when verifying that a square matrix B is the inverse of a square matrix A. There are places where a righthand inverse need not be a lefthand inverse or vice versa. The next theorem tells us that this is not the case for square matrices, however.
THEOREM 1.9
Proof
Suppose that A and Bare n x n matrices such that either AB is an invertible matrix and A  J = B.
= lor BA
= I. Then A
Let us prove this in the case when AB = I; the case BA = I will be left as an exercise (Exercise 17). Suppose A is not invertible. Since the reduced rowechelon form of A is not!, there are then elementary matrices E l , E 2, ... , Em so that El E2 ... EIIlA contains a zero row. Consequently
(1) contains a zero row. But a matrix with a zero row is not invertible (Exercise 16) and hence EJ E2 ... Em is not invertible. This gives us a contradiction since each Ei is invertible (Theorem 1.8) and products of invertible matrices are invertible (Theorem 1.7). Now that we know A is invertible, we can choose E 1, E 2 , ••• , Em so that E I E2'" EmA
This along with Equation (l) gives us that B
=
= I.
E 1 E2 ... Em = AI.
•
Because of Theorem 1.9, from now on we will only have to verify one of AB = I or BA = I to see if a square matrix B is the inverse of a square matrix A. Our final result gives a characterization of invertible matrices in terms of elementary matrices. THEOREM 1.10 Proof
A square matrix A is invertible if and only if A is a product of elementary matrices. If A is a product of elementary matrices, then A is invertible by Theorems 1.7 and 1.8. Conversely, if A is invertible there are elementary matrices E" E2, ... Em so that
Thus, A
= E ml ... EIEIE 2 1 1 E 2'"
Em A
=
l Em
..•
1 1 E2 El'
36
Chapter 1
Matrices and Determinants
Since each E imatrices.
I
is an elementary matrix by Theorem 1.8, A is a product of elementary •
EXERCISES 1.3 For each of the following matrices. either find the inverse of the matrix or determine that the matrix is not invertible.
1.
[~ ~]
3.
[ ;]
2. [
2
2
2
1
4.
1
5.
0
2
2
4
[
]
1
2
2 1
7.
r
2
2
1
1
4
1
5 6
3
2 1
8.
6]
[
9 \
0
1
6. [ 0
4
2
1
~n 3 3
]
1
2
1
1
1
I
4
2
2
0
1
8
4
b) EA = [
c) EA = [
+z =
7 3 3
10 4 ].
~]
12. Express the matrix in Exercise 5 as a product of elementary matrices. 13. Prove the following parts of Theorem 1.6.
c) Part (3)
14. Prove the following parts of Theorem 1.8.
c) Part (3)
15. Show that if A is an invertible matrix, then so is AI and (Al)l = A.
2
+ y +2z = 5
10. Use the inverse of the matrix in Exercise 7 to solve the system.
+ X3 + 2X4 =
16. Show that a square matrix containing a zero row or a zero column is not invertible. 17. Complete the proof of Theorem 1.9 by showing if BA = I, then A is invertible and B = AI. 18. Suppose that A is a noninvertible square matrix. Show that the homogeneous system AX = 0 has nontrivial solutions.
2x+4yz=1
3
+ 2X2  X3  X4 = 5 Xl  4X2 + X3 + 5X4 = I 3x I + X2 + X3 + 6X4 = 2 XI
28 ] .
b) Part (2)
9. Use the inverse of the matrix in Exercise 5 to solve the system.
X2
1 6
b) Part (2)
1
XI 
a) EA = [
so that:
a) Part (1)
1
2x
2 ], find an elementary matrix E 4
0
0
2y
~
a) Part (1)
]
1
1
2 3
= [
11. For A
19. Suppose that A is an invertible matrix and m is a positive integer. Show that (Am)l = (A I)m. 20. a) Suppose that A is an invertible n x n matrix and Band Care n x I matrices such that AB = AC. Show that B = C. b) Give an example to show that the result of part (a) need not hold if A is not invertible. 21. Suppose that A and B are n x n matrices such that A B is invertible. Show that A and B are invertible.
1.4
Special Matrices and Additional Properties of Matrices
18 12  2lT
Use the inverse command in Maple or the appropriate command in another suitable software package to find the inverses of the matrices in Exercises 2225 (if possible).
14
23.
24. [
39 88
29
6
24 23
18
31
12
46
22
25
73
24
122
3
6
24 26
9
8 21
12 14
3
45 ]20
7
28
6
66
18
200
23
12
45
13
15
9
14
10
2
4
26 16
3 6
11
13
10.2
5
15
17.6
21.2
32.4
10
12
14
18
1.4
A=
192 437
36
23
84
45
194
191
73 37
22
438
74
48
84 193
686
110
67
306
1
2
1 p=
13.2 4.4
27 27
l
18  4V3 21 + 4V3 27 18 10 12 14 26. Use Maple or another appropriate software package to find p i AP where
6
8
25 17
15 + 3V3
15 3
58 22.
25 41
24 14lT
37
1
1
9 27l
o o
o
1
5
1
3
3
2
4
4
2
4
8
2
8
SPECIAL MATRICES AND ADDITIONAL PROPERTIES OF MATRICES You already have seen some special types of matrices: zero matrices, identity matrices, and elementary matrices. There are some other special forms of matrices that will come up in our future work. One such type are diagonal matrices, which are square matrices whose off diagonal entries are zero. The matrix
A
~ [~ ~ ~ ~ 1
is an example of a diagonal matrix. We will write
lOIn Maple a square root such as vIJ is indicated by typing sqrt (3); IT is indicated by typing pi. Products require a multiplication star so that 12  2Jf is typed as 122*pi; likewise, 15 + 3vIJ is typed as lS+3*sqrt (3).
38
Chapter 1
Matrices and Determinants
to indicate an n x n diagonal matrix
r
d~ d~ ~ o
0 0
For instance, the diagonal matrix A would be written as A = diag(2, 4,7,3)
in this notation. Some easily verified properties of diagonal matrices whose proofs we leave as exercises (Exercise 21) are listed in Theorem 1.ll. THEOREM 1.11
Suppose that A and B are n x n diagonal matrices A=diag(aj,a2, ... ,a n ) and B=diag(h,b2 , ... ,bn ).
1. A + B = diag(a\ + b I, a2 + b2, ... , an + bn ). 2. AB = diag(ajb j, a2b2, .... anb n ). 3. A is invertible if and only if each ai f= O. Further, if each ai f= 0, AI = diag(l/a\, l/a2, ... , l/a n ). Two other special types of square matrices are triangular matrices, which come in two forms: upper triangular matrices in which all entries below the diagonal are zero and lower triangular matrices in which all entries above the diagonal are zero. The matrix
is an example of an upper triangular matrix, and the matrix
is an example of a lower triangular matrix. Some easily seen properties of triangular matrices whose proofs are left as exercises (Exercise 22) are listed in Theorem 1.12. THEOREM 1.12
Suppose that A and Bare n x
Il
triangular matrices.
1. If A and B are both upper triangular, then so is A lower triangular, then so is A + B.
+ B; if A and B are both
1.4
Special Matrices and Additional Properties of Matrices
39
2. If A and B are both upper triangular, then so is AB; if A and B are both lower triangular, then so is A B. 3. A is invertible if and only if each of the diagonal entries of A is nonzero. The transpose of a matrix A, denoted AT, is the matrix obtained by interchanging the rows and columns of A; to put it another way, if A = [aij] is an In x n matrix, then A T is the n x In matrix with entries
I entij(AT) = aji· I For instance, the transpose of the matrix 23]
A=[ 4 5 6 IS
A'
[! ~ l
In the next theorem we list some basic properties of transposes of matrices. THEOREM 1.13
If A and B are matrices so that the indicated sum or product is defined and c is a scalar, then:
1. (A7)T 2. (A
=
A.
+ B)T = AT + BT.
3. (cAl = CAT. 4. (AB)T=BTAT. 5. (AT)l
Proof
=
(Al)T.
Part (4) is the most difficult to prove. We will prove it here and leave proofs of the remaining parts as exercises (Exercise 23). Suppose A is an In x n matrix and B is an n x l matrix. The matrix (AB)T is an l x In matrix whose ijentry is n
entij«(ABl)
= entji(AB) =
(1)
Lajkhki. k=l
BT AT is also an I x m matrix whose ijentry is n
entij(B T AT)
=L k=]
n
entik(BT)entkj (AT) = Lhkiajk.
(2)
k=l
As the results in Equations (1) and (2) are the same, we have (AB)T
=
BT AT.
•
40
Chapter 1
Matrices and Determinants
A matrix A is called a symmetric matrix if AT
=
A.
The matrix 2
3
2
1
4
3
4
0
[
]
is a symmetric matrix; the matrix
[~ ~] is not symmetric. Notice that a symmetric matrix must necessarily be a square matrix. We leave the proofs of the properties of symmetric matrices listed in the following theorem as exercises (Exercise 24). THEOREM 1.14
Suppose A and B are matrices of the same size. 1. If A and B are symmetric matrices, then so is A
+ B.
2. If A is a symmetric matrix, then so is cA for any scalar c. 3. AT A and AA T are symmetric matrices. 4. If A is an invertible symmetric matrix, then A \ is a symmetric matrix. We often have applied a finite number of elementary row operations to a matrix A obtaining a matri x B. In this setting, we say that the matrix A is row equivalent to the matrix B. We frequently will use this terminology making statements such as "a square matrix A is invertible if and only if A is row equivalent to [" or "a system of linear equations AX = B has no solution if and only if the augmented matrix [AlB] is row equivalent to an augmented matrix containing a row that consists of zero entries in the lefthand portion and a nonzero entry in the righthand portion." To give a couple more illustrations, notice that the terminology of reduced rowechelon form that we introduced for coefficient matrices of linear systems can be applied to any matrix; that is, a matrix is in reduced rowechelon form if:
1. Any zero rows appear at the bottom. 2. The first nonzero entry of a nonzero row is I. 3. The leading 1 of a nonzero row appears to the right of the leading 1 of any preceding row. 4. All other entries of a column containing a leading I are zero. Using ideas we shall develop in the next chapter, it can be shown that the reduced rowechelon form of a matrix is unique, so we may speak of the reduced rowechelon form of a matrix and say "a matrix is row equivalent to its reduced rowechelon form." When we do not require property 4, the matrix is in rowechelon form. Rowechelon form is
1.4
Special Matrices and Additional Properties of Matrices
41
not unique, so we would have to say "a matrix is row equivalent to any of its rowechelon forms." The notion of row equivalence gives us a relationship between matrices of the same size that possesses the properties listed in Theorem 1.15. THEOREM 1.15
1. Every matrix A is row equivalent to itself. 2. If a matrix A is row equivalent to a matrix B, then B is row equivalent to A. 3. If a matrix A is row equivalent to a matrix Band B is row equivalent to a matrix C, then A is row equivalent to C. We will leave the proof of Theorem 1.15 as another exercise (Exercise 25). In Theorem 1.15, the first property is called the reflexive property, the second is called the symmetric property, and the third is called the transitive property of row equivalence. A relation that has all three of these properties is called an equivalence relation. Equivalence relations are important types of relations occurring frequently throughout mathematics. A couple of other important equivalence relations you have encountered before are congruence and similarity of triangles. Not all relations are equivalence relations. The inequality < on the set of real numbers lR is not an equivalence relation since it is neither reflexive nor symmetric (although it is transitive). We conclude this section by pointing out that just as we perform elementary row operations, it is also possible to perform elementary column operations on a matrix. As you might expect, these are the following:
1. Interchange two columns. 2. Multiply a column by a nonzero number. 3. Replace a column by itself plus a multiple of another column. When we apply a finite number of elementary column operations to a matrix A obtaining a matrix B, we say A is column equivalent to B. Many (we authors included) are so used to performing row operations that they find it awkward to perform column operations. For the most part, we will avoid using column operations in this book. But we will see one place in the next chapter where column operations arise. If you too feel uncomfortable doing them, notice that column operations may be performed on a matrix A by first performing the corresponding row operations on A T and then transposing again.
EXERCISES 1.4 Let A be the matrix
A~[
1
0
0
0
2
0
0
0
l
Find: 1. A2 3. AS
2. AI
4. (A 1 )4
42
Chapter 1
Matrices and Determinants
Let A and B be the matrices
A~U
0 3
2
1
0
]
and
B~[
6 0
1
0
0
4
Find:
n
Let A and B be the matrices
A=[~
2
2
If possible, find: 7. AT.
9. AT +4B. 11. (AB)T. 13. AT BT.
and B
a) Part (I)
b) Part (2)
c) Part (3)
26. Show that two matrices A and B are row equivalent if and only if there is an invertible matrix C so that CA = B.
6. AI.
5. AB
25. Prove the following parts of Theorem 1.15.
=
[ 2 _! 51] .
27. Show that two matrices A and B are row equivalent if and only if they have the same reduced rowechelon form.
28. Use the result of Exercise 27 to show that the matrices
8. BT.
[i ] 2
10. 2A  5BT.
12. BT AT. 14. AT A.
[
Let A and B be the matrices 1.2 ] . I
Determine which of the following are symmetric matrices in Exercises 1520.
15. A
17. A
16. B
+B
19. BBT
18. AI 20. BT B
21. Prove the following parts of Theorem 1.11.
2
4
2 1
3 5
2
11
3 4 7
and
]
are row equivalent. 29. Show that any two invertible matrices of the same size are row equivalent.
30. Just as we speak of the reduced rowechelon form of a matrix, we may speak of the reduced columnechelon form of a matrix. Write a statement that describes the form of a reduced columnechelon matrix.
1
22. Prove the following parts of Theorem
3
1.12.
a) Part (1) b) Part (2) c) Part (3)
2
~]
.
3
32. Find A 3 for
23. Prove the following parts of Theorem 1.13.
A=[~ ~]. 0 000
b) Part (2) d) Part (5)
24. Prove the following parts of Theorem 1.14. a) Part (1) c) Part(3)
1
5
31. Fi nd the reduced columnechelon form of the matrix
a) Part (I) b) Part (2) c) Part (3)
a) Part (1) c) Part (3)
1
b) Part (2) d) Part (4)
33. A square matrix A is called a nilpotent matrix if there is a positive integer m so that Am = O. Prove that if A is a triangular n x n matrix whose diagonal entries are all zero, then A is a nilpotent matrix by showing An = O.
1.5
34. The Maple command for finding the transpose of a matrix is transpose. Use Maple or another appropriate software package to find AA T  3A T for 1
3
4
1
1
1
0
7
6 2
8
4
2 13
6
9 2
14
12
2 2
A=
2
0
10
3
43
commands in another appropriate software package to find the reduced rowechelon form of matrix A in Exercise 34. b) Apply the gausselim command of Maple to
matrix A. Describe the form of the answer Maple is giving us. c) Is A an invertible matrix?
35. a) Either of the Maple commands rref or gaussjord can be used to find the reduced rowechelon form of a matrix. Use them or corresponding
1.5
Determinants
36. How could MapJe commands or commands of another appropriate software package be used to find the reduced columnechelon form of a matrix? Use them to find the reduced columnechelon form of matrix A in Exercise 34.
DETERMINANTS You already may have had some exposure to determinants. For instance, you might have encountered them for finding cross products of threedimensional vectors. Or perhaps you have learned a method for finding solutions to some systems of linear equations involving determinants called Cramer's rule. (We shall discuss this rule in the next section.) The Jacobian of a transformation is yet another example of a determinant you might have encountered. Even if you have had some prior experience with determinants, however, it is likely that your knowledge of them is not thorough. The purpose of this and the remaining sections of this chapter is to a give a thorough treatment of determinants. There are a number of equivalent ways of defining determinants. We are going to begin with a process called a cofactor expansion approach. Suppose that A is a square matrix:
A=
ra"
al2
a," ]
a2I
an
a2n
anI
an 2
ann
.
The minor of the entry au of A, denoted Mij, is the matrix obtained from A by deleting row i and column j from A.II (Of course, this only makes sense ifn :::: 2.) For instance, if A is a 3 x 3 matrix,
l IIThere are two different ways in which the concept of a minor is commonly defined. Quite a few books as well as Maple take our approach. Many other books, however, prefer to define the minor of aU as the determinant of the matrix obtained from A by deleting row i and column j. Tn other words. minors in these other books are the determinants of our minors.
44
Chapter 1
Matrices and Determinants
some minors of A are:
We are going to define the determinant of an n x n matrix A (also called an n x n determinant), denoted det(A), with what is called an inductive definition as follows: If A is a 1 x I matrix, A = rall],
we define the determinant of A to be its entry,
I det(A) = If n 2: 2, the determinant of A det(A) = all det(Mll) 
=
a12
all·
[aij 1 is defined to be
det(M 12 )
+ al3 det(M13) 
...
+ (l)1+ n al n det(M1n)
n
In effect, we have reduced det(A) to the determinants of the smaller matrices M 1j , which (by repeating this reduction procedure if necessary) we already know how to find. To illustrate, if A is a 2 x 2 matrix, A
=
12 ], [all a a21 a22
our definition tells us that det(A)
= all det([a22])
 a12 det([a21])
= alla22 
a12a21.
The products al1a22 and a12([21 are often referred to as cross products; the determinant of a 2 x 2 matrix can then be easily remembered as being the cross product of the diagonal entries minus the cross product of the off diagonal entries. Determinants of n x n matrices when n 2: 2 are also indicated by putting vertical bars around the entries of the matrix. 12 If we do this for a 2 x 2 matrix, our determinant formula becomes
(1)
12We do not do this for a I x I matrix A = [aliI to avoid confusion with the absolute value of all.
1.5
Determinants
45
For instance,
I~
~
1=2.6C3).5=27.
For a 3 x 3 matrix, our definition tells us
=
all
I
I
 al21
+al3
where the remaining 2 x 2 determinants can be found by the formula in Equation (1). For instance,
2
3 2
1
6
4
2
3
6 =21 2
~ 1 31
I
31 1
4
+ (2)
II
4
6 2
= 2(6 + 6)  3(1  12)  2(2  24) = 107. Continuing, a 4 x 4 determinant can be found by forming the alternating sum and difference of the entries of the first row of the matrix times the determinants of their respective minors, which are 3 x 3 determinants and so on. The cofactor of an entry au of an n x n matrix A where n 2: 2, denoted CU' is
I C ij
I
= (_l)i+ j det(Mij)
where Mij is the minor of aij. Some cofactors of a 3 x 3 matrix,
A
~
[
all
al2
a"
a22
a31
a32
al3 aD
a33
l
are: Cll = (1)1+1 I
C l2 = (_1)1+21
C32
= y = det(A) .
We have just discovered what is known as Cramer's rule, named after Gabriel Cramer (17041752). Variations of this rule were apparently known prior to Cramer, but his name became attached to it when it appeared in his 1750 work Introduction a l'analyse des lignes courhes algebriques. The rule extends to any system of n linear equations in n unknowns provided the determinant of the coefficient matrix is nonzero (or equivalently, provided the coefficient matrix is invertible).
THEOREM 1.28
(Cramer's Rule) Suppose that AX = B is a system of n linear equations in n unknowns such that det(A) i= O. Let A I be the matrix obtained from A by replacing the first column of A by B, Az be the matrix obtained from A by replacing the second column of A by B, ... , An be the matrix obtained from A by replacing the nth column of A by B. Then
XI
det(A I ) = det(A) ,
X2
det(A2) = det(A) ,
det(An) x n det(A) .
The proof of Cramer's rule for a general positive integer n will be given in the next section. Let us look at an example using it.
56
Chapter 1
EXAMPLE 1
Matrices and Determinants
Use Cramer's rule to solve the system
x+yz=2 2x  Y + z = 3
x  2y + z = I. Solution
We first calculate the necessary determinants (the details of which we leave out).
1
1
det(A) =
2
1
=3
1 2 1 1
2 det(A j ) =
1
1
1 2
1
3
1
2 2
det(A2) =
3
=1
1
2
det(A3) =
=5
1 1
2
1
3
=0
2 Our solution is then:
5 x=3'
3'
y =
0 ,.  3  0 . 7



•
As is the case with the adjoint method for finding inverses, Cramer's rule is usually not a very efficient way to solve a lincar system. The GaussJordan or Gaussian elimination methods are normally much better. Note too that Cramer's rule may not be used should the system not have the same number of equations as unknowns or, if it does have as many equations as unknowns, should the coefficient matrix not be invertible. One place where it is often convenient to use Cramer's rule, however, is if the coefficients involve functions such as in the following example.
EXAMPLE 2
Solve the following system for x and y:
xe 2t sin t 2xe 2t cos t
Solution
In this example, we have: det(A)
=I
e2t
sin t
2e 2t cos t

ye 2t cos t
+ 2ye2f sin t
=1 = t.
1.6
Further Properties of Determinants
_e 21 cos t I = 2e21 sin t 2e cr sin t
I= x
1
= e 2t sin t + _te 2r cos t, 2
57
+ te Zf cos t
te 21 sin t  2e 21 cos t
1
2r sint .v = _te2
e 2t
•
cost
EXERCISES 1.6 Use Theorem 1.21 to determine whether the following matrices are invertible. 1. [
3.
6
3
4
[ 1 1
3
2
2. [5 1]
]
0
2
I
1
]
3
4
4. [ :
:
0
a) Part (2)
n
Use the adjoint method to find the inverse ofthe following matrices.
6. [21 23]
9.
3x  y 2x
+y 
x  2y
8.
+z=
1
3z = 3
+z =
7
10.
15. a) Find the determinants of the following matrices.
5x4y+z=2 2x  3y  2z = 4
+ y + 3z =
2
11. Use Cramer's rule to solve the following system for x and y.
xe l sin 2t
+ yet cos 2t =
2xe t cos 21  2ye t sin 2t =
t t2
12. Use Cramer's rule to solve the following system for x, y, andz.
+ e21 y + et:c = 1 e x + 2e 21 y  e t z = 1 et x + 4e 2t y + e t Z = t 2 erx
l
14. a) An invertible matrix A with integer entries is said to be unimodular if AI also has integer entries. Show that if A is a square matrix with integer entries such that det(A) = ± 1, then A is a unimodular matrix.
det(A) = ±l.
7x+y=4 2x  5y = X
3x
b) Part (3)
b) Prove the converse of the result in part (a); i.e., prove that if A is a unimodular matrix. then
Use Cramer's rule to solve the following systems.
7.3x4y=1 2x + 3y = 2
13. Prove the following parts of Lemma 1.22.
and B = [
1
2
~]
b) Find det(AB), det(A I ), and det(BT AI) without finding AB, AI, or BT AI. c) Show that detC A det(A)
+ B) is not the same as
+ det(B).
16. Show that if A and B are square matrices of the same size, then det(AB) = det(BA). 17. a) Either of the commands adj or adjoint can be used in Maple to tlnd the adjoint of a square matrix. Use either one of these Maple commands or corresponding commands in another appropriate software package to find
58
Chapter 1
Matrices and Determinants
the adjoint of the matrix
A~[
1.2 2 1 1.2 2.1 3.7
3.1
2
2
2.6
1
4
4
3
6.5
2.3
1. 7
b) Use your software package and the result of part (a) to find adj (A)A.
l
c) By part (b), what is the value of det(A)?
PROOFS OF THEOREMS ON DETERMINANTS
In this section we will prove those results about detenninants whose proofs were omitted in the previous two sections. Many of these proofs will use the technique of mathematical induction, a technique of proof with which we will assume you are familiar. Recall that we defined the determinant of an n x n matrix A = [aij] as the cofactor expansion about the first row: n
n
j=1
j=1
As we prove some of our results, we will sometimes have minors of minors; that is, we will have matrices obtained by deleting two rows and two columns from A. For notational purposes, let us use
M(ij, kl) to denote the matrix obtained from A by deleting rows i and k (i 1= k) and columns j and I (j 1= I). Our first theorem about determinants (Theorem 1.16) was that we could expand about any row or column. As a first step toward obtaining this result, we show that we can expand about any row.
LEMMA 1.29
If A
=
[aij J is an n x n matrix with n 2: 2, then for any i, I
:s i :s n,
n
detCA)
=
I:>ijCij. j=]
Proof
The verification is easy for n = 2 and is left as an exercise (Exercise I). Assume the result is valid for all k x k matrices and suppose that A = [aij] is a (k + 1) x (k + 1) matrix. There is nothing to show if i = I, so assume i > I. By definition, k+l
detCA) = LCl)l+ j alj det(M]j). j=]
1.7
Proofs of Theorems on Determinants
If,;(
59
Using the induction hypothesis, we may expand each det(Ml j ) about its row and obtain detCA)
=
t;c k+l
+
jl
l)l+j alj
I:
1 yI+l au det(M (lj. il))
(l)H+Il au det(M(lj,
if»)
1=J+l
(1)
HI jI
=L
L(li+j+1al)Gi1 det(M(lj, if))
j=1 1=1 k+1
+
k+I
L L
(I)i+i+Ilaljau detCM(lj,
if))
j=II=j+1
(On the second summation, I  1 occurs in the exponent of 1 instead of I since the lth column of A becomes the (I  I)st column of M Ij when I > j.) Now consider the cofactor expansion about the ith row, which we write as k+1 '"' '+1 ai/det(Mu). L...,(l)'
1=1
Let us expand each detCMu) about the first row:
~(~ IJ'+l au +
{f,(~
l)Hia'i det(M(il, Ij))
~ (_l)'+H
alj det(M(il, 1))]
j=l+l
k+l /1 = LL(l)i+J+Z+laualj det(M(iI, lj))
(2)
1=1 j=I
HI HI
+
L L
(l)i+J+lanaljdet(M(iI, Ij).
1=1 j=I+!
While they may look different, the results in Equations (1) and (2) are the same. To see why, consider a term with a j and an I. If j > I, this term in Equation (1) is (lY+ j+l aljail det( M (Ij. il»,
which is exactly the same term as we have in Equation (2) for j > I. We leave it as an exercise (Exercise 2) to show that the terms with j < I in Equations (1) and (2) are the s~e. • We next show that we can expand about the first column.
60
Chapter 1
LEMMA 1.30
Matrices and Determinants
If A = [aij] is an n x n matrix with n :::: 2, then II
=
det(A)
I>ilCn. i=l
Proof
We again use induction on n. We will let you verify this for n = 2 (Exercise 3). Assume this result holds for all k x k matrices and let A = [aU 1 be a (k + I) x (k + I) matrix. By definition HI
det(A)
= ~)l)l+jaJjdet(Mlj) j=l
HI
=
all
det(Mll)
+ "L..,(I) 1+lalj det(M 1j ). J=2
Using the induction hypothesis, we expand each det(M lj ) about its first column for j :::: 2 and obtain
dellA)
I
~ au del(M,,) + ~(I)'+J a'J ~(_I)'+H a" del(M(lj, ill)
(3)
k+1 k+l
= all det(M II ) + L
i=2
I
L(I)I+Hialjail det(M(lj, il». i=2
Writing the cofactor expansion about the first column as k+1
k+1
"L..,( 1)'+1 ail
det(Md = all det(Mll)
+ "L..,( _I)''+1 ail det(Mil )
i=1
and then expanding each det(Mid for i :::: 2 about its first row, we obtain
a" del(M,,)
+ ~(I)'+'a"
I~
(I) ,+ J' a'J det(M (; I, 1j))
I
HI HI
= all det(Mll) + L
L
(4)
(1 )i+l+) ailal) det(M(i 1. 1)))
;=2 )=2
Since the results of Equations (3) and (4) are the same, our proof is complete.
•
Before completing the proof of Theorem 1.16, we use Lemma 1.30 to prove Theorem 1.19. For convenience, let us restate Theorem 1.19 as Theorem 1.31.
THEOREM 1.31
If A is an n x n matrix,
det(A T) = det(A). Proof
Here we use induction too, only we may start with n = 1 where the result is trivial for a 1 x 1 matrix A = [all]. Assume the result holds for any k x k matrix and let A = [aij]
1.7
Proofs of Theorems on Determinants
61
be a (k + 1) x (k + 1) matrix. Note that the j Ientry of AT is alj and its minor is Mi; where M lj is the minor of the entry alj of A. Thus if we expand det(A T) about the first column, k+1
det(A T )
= 2)I)j+l ulj det(Mf)· j=1
= det(M lj )
By the induction hypothesis, det(Ml)
and hence
HI
det(A T ) =
2)1) l+j alj det(M1j ) =
det(A).
j=1
•
To complete the proof of Theorem 1.16, we must show that for any 1 .::: j .::: n, n
n
where A = [aij] is an n x n matrix with n ::: 2. To obtain this, we first expand det(A T) about row j (which we may do by Lemma 1.29). This gives us n
det(A T )
' " ' (_1)1+i aij det(M ij T )· = L.. i=1
Now applying the result of Theorem 1.31 to det(A T) and each det(Mi~)' we obtain the desired result. Another result we have not proved that we now prove is Theorem 1.20, which we restate as Theorem 1.32. THEOREM 1.32
Suppose that A
=
[aij] is an n x n matrix with n ::: 2.
1. If B is a matrix obtained from A by interchanging two rows of A, then det(B) =  det(A). 2. If B is a matrix obtained from A by multiplying a row of A hy a scalar c, then det(B) = c det(A). 3. If B is a matrix obtained from A by replacing a row of A by itself plus a multiple of another row of A, then detCB) = det(A).
Proof 1. We proceed by induction on n leaving the first case with n = 2 as an exercise (Exercise 4.) Assume part (1) holds for all k x k matrices and let A = lUi} 1be a Ck + 1) x (k + 1) matrix. Suppose that B is obtained from A by interchanging rows i and t. We are going to expand dct(B) ahout a row other than row i or row I. Pick such a row. Let us call this the mth row. We have entmj(B) = Umj. If we interchange the rows of the minor Mmj of the entry ami of A that come from rows i and l of A, we obtain the minor of entmj (B) in B. By the
62
Chapter 1
Matrices and Determinants
induction hypothesis, the determinant of this minor of B is  det(Mmj ). Thus, HI
det(B)
= L(l)fI1+jamj(det(Mmj)) = det(A). i=1
2. Suppose that B is obtained from A by multiplying row i of A by c. The minor of entij(B) of B is the same as the minor Mij of the entry aij of A. Hence if we expand about the ith row, n
det(B)
= L(l)i+jcaij det(Mij) = cdet(A). j=1
Before proving part (3), we prove the following lemma.
LEMMA 1.33
Proof
If A is an n x n matrix where n det(A) = O.
::=::
2 with two rows that have the same entries, then
Suppose that row i and row j of A have the same entries. Let B be the matrix obtained from A by interchanging rows i and j. On the one hand, by part (1) of Theorem 1.32, we have det(B)
=
det(A).
On the other hand. B = A and hence det(B) Thus det(A) Proof of Theorem 1.32, Part (3)
=
= det(A).
det(A), which implies det(A)
•
= O.
Suppose that B is obtained from A by replacing row i of A by itself plus c times row I of A. Then entij(B) = aij + Calj and the minor of entij(B) of B is the same as the minor Mij of the entry aij of A. If we expand det(B) about row i, det(B) = L
(I)I+j (alj
+ Camj) det(Mij)
j=1 n
II
j=1
j=1
The second sum is the same as the determinant of the matrix obtained from A by replacing the ith row of A by row m and hence is zero by Lemma 1.33. Thus n
det(B)
=
L(~l)i+jaij det(Mij)
= det(A).
j=1
The proof of our result about the product of a square matrix and its adjoint (Theorem 1.26) is another place where Lemma 1.33 is used. We restate this result as Theorem 1.34.
1.7
THEOREM 1.34
Proofs of Theorems on Determinants
If A is a square matrix, then A adj(A)
Proof
63
= adj(A)A = det(A)I.
We will prove that A adj(A) = det(A)I and leave the prooffor adj(A)A as an exercise (Exercise 5). Suppose A is an n x n matrix. Notice that entij(A adj(A))
= I:>ikCjk. k=1
lfi
=
j, n
enti;(A adj(A))
= I>ikCik = det(A). k=1
Ifif=.j, n
entij(A adj(A))
=
I>ikCjk k=]
is the determinant of the matrix obtained from A by replacing the jth row of A by the ith row of A. Since this determinant contains two rows with the same entries, we have n
enc] (A adj(A))
=
I>ikCjk
=0
k=J
when i f=. j. This gives us A adj(A)
•
= det(A)I.
The final result about determinants we have yet to prove is Cramer's rule, restated as Theorem 1.35.
THEOREM 1.35
Suppose that A X = B is a system of n linear equations in n unknowns such that det(A) f=. O. Let A J be the matrix obtained from A by replacing the first column of A by B, A2 be the matrix obtained from A by replacing the second column of A by B, ... , An be the matrix obtained from A by replacing the nth column of A by B. Then det(AJ) 1;

. I 
Proof
X2
det(A) ,
=
dct(A2) detCA) ,
Since AI
=
1
adj(A), det(A)
we have X
=
AI B
=
I adj(A)B. det(A)
det(An) det(A)
64
Chapter 1
Matrices and Determinants
Thus for each 1 ::: i ::: n, 1
II
Xi = det(A)
L Ckibk. k=1
The summation is exactly the determinant of Ai expanded about the ith column and hence det(AJ
•
x ·1  det(A) .
EXERCISES 1.7
1. Prove Lemma 1.29 for n = 2. 2. Show that the terms with j < I in Equations (1) and (2) are the same. 3. Prove Lemma 1.30 for n = 2. 4. Prove part (1) of Theorem 1.32 for n = 2. 5. Prove that adj(A)A = det(A)I. 6. If A is an n x n matrix and c is a scalar, show that det(cA) = en det(A).
7. A matrix of the form
V= tll
111
X2
Xl
111
X3
is called a Vandermonde matrix. 14 a) Show that if Il = 2, det(V)
= X2

XI.
b) Use row operations to show that if n
= 3,
c) Use row operations to show that if n = 4, det(V) =
(X2  XI )(X3  XI)(X4  Xl )(X3  X2)
(X4  X2)(X4 
X3).
d) In general, det(V)
=[1 {D
(Xi  X;)} .
Prove this result.
l4Named for Alexandre TMophile Vandermonde (17351796) who studied the theory of equations and determinan ls.
Your first encounter with vectors in two or three dimensions likely was for modeling physical situations. For example, winds blowing with speeds of 5 and 10 miles per hour 45° east of north may be illustrated by the velocity vectors u and v in Figure 2.1 drawn as directed line segments of lengths 5 and 10 units pointing 45° east of north. A force pushing a block up an inclined plane might be illustrated by drawing a force vector F as in Figure 2.2. In your calculus courses you should have encountered many uses of vectors in tvv'o and three dimensions in the study of equations oflines and planes, tangent and normal vectors to curves, and gradients, just to name a few.
I Figure 2.1
Figure 2.2
6S
66
Chapter 2
Vector Spaces
Were someone to ask you to briefly tell them about vectors you might well respond by saying simply that a vector v is a directed line segment in two or three dimensions. If we place a vector so that its initial point is at the origin (choice of the initial point does not matter since we are only trying to indicate magnitude and direction with a vector) and its terminal point is (a, b) in two dimensions or Ca, b, c) in three dimensions, we can denote the vector by its terminal point as v
= Ca, b)
or v
= Ca, b, c)
in two or three dimensions, respectively. (Other standard notations you might have used instead are v = (a. h) or v = ai + hj in two dimensions and v = (a, b, c) or v = ai + bj + ck in three dimensions. In Chapter 1 we mentioned that in this text we wi II write our vectors in two, three, and even n dimensions as column matrices or column vectors.) Vectors are added by the rules (aI, h j )
+ (a2, b2) = (al + a2, h + b2)
or
and we have a scalar multiplication defined as k(a, b)
= (ka, kb)
or k(a, b, c)
= (ka, kb, kc)
(which, of course, are special cases of matrix addition and scalar multiplication). We could continue discussing things such as the geometric impact of vector addition (the parallelogram rule), the geometric impact of scalar multiplication (stretching, shrinking, and reflecting), dot products, cross products, and so on, but that is not our purpose here. Our purpose is to study sets of vectors forming a type of structure called a vector space from an algebraic point of view rather than a geometric one. To us a vector space will be a set on which we have defined an addition and a scalar multiplication satisfying certain properties. Two old friends, vectors in two dimensions and vectors in three dimensions, are two examples of vector spaces, but they are not the only ones as you are about to see.
2.1
VECTOR SPACES
As just mentioned, a vector space will be a set of objects on which we have an addition and a scalar multiplication satisfying properties. The formal definition of a vector space is as follows.
'~;;~fiJ:,;
"""'0"
'HlIT'fQ~t .•. ·AnonemptYset ~isc~I'~~41••
a~lar m!,dtiplicatioll~n V";1IiVch.~t m~~ll~!Plg >;,:'.:.,
_"',»',',,"
' [ ; ] whore z
13. Is 3x 2 in Span{x 2 14. Is sin (x
3. Determine which of the following sets of functions are subspaces of F[a, b]. a) All functions f in F[a, b] for which f (a) = 0 b) All functions fin F[a, b] for which f(a) = I c) All functions f in era, h] for which f(x)dx =0 d) All functions fin D[a. b] for which = f(x) e) All functions f in D[a. b] for which
I:
rex)
15. Determine if [
eX
4. Determine which of the following sets of n x n matrices are subspaces of Mn xn (lR).
17.
~Icnnin'
if
18. Determine if
c) The n x n symmetric matrices
d) The n x n matrices of determinant zero e) The n x n invertible matrices
]. [ 2 ], [ 
~
l [=: l [i]
7. Do the sequences that converge to zero form a subspace of the vector space of convergent sequences? How about the sequences that converge to a rational number? 8. Do the series that converge to a positive numberform a subspace of the vector space of convergent series? How about the series that converge absolutely?
9. Is [ 2 ] in Span {[ 1 10. Is [  ; ] in span{ [
11.
j,
]. [
~
], [
] span lR 2 .
l H=: H~ ] 0
,pmR'
[~
0
J. [_~ ~ J. 01 ] span M2x2 (lR).
+ 1, x 2 + x span P2. 20. Determine if x 3 + x 2 , x 2 + x, X + 1 span P3 . 19. Determine if x 2

1, x 2
Use the system oflinear equation solving capabilities of Maple or another appropriate software package in Exercises 2124.
21. Determine if
2 2 0
IS III
I
J. [! ]}?
_~
~
sp,n R;
0 ] [ 1 1 [ o 1 ' 1
5. If A is an m x n matrix and B is a nonzero element of lRm , do the solutions to the system AX = B form a subspace of lR"? Why or why not? 6. Complex numbers a + bi where a and b are integers are called Gaussian integers. Do the Gaussian integers form a subspace of the vector space of complex numbers? Why or why not?
I}?
~
a) The n x n diagonal matrices b) The n x n upper triangular matrices
+ 1, x 2 
+ rr/4) in Span{sinx, cosx}?
1•. n",nnindf [
r (x) =
x, x 2 + X

4 4
~
2
]}?
[=Hnspao{[ i,].[: H n}?
Span
2 3
2 2
17
31
22
1
1
3 8
5
0
7
2 0
2.3
17 44 1 22 11 1.9
Linear Independence and Bases
[~
0
2 6
1] [~ 3' 2
83
7
[ 7 9 21] [0 3
15 3 3
14
22
8
'
1
1
span M2x3(lR). 25. Suppose that v I, V2, .•• , Vk are vectors in ]Rn. How can we tell from a rowechelon form of the matrix

+ x 2 + 1 is in x 3 + 3x  4, x4 
+
x2 
22. Determine if X4 Span{x 4 x3
3x
x3

x2
+X 
4,
+ 3,
2X2 + 4x  8, 5x 4 7x 3  2X2  X + 9, 2x4 7x 3 + I}. X4
+ x3 
if Vj,
V2,""
23. Determine if
X4 + + x, X4  x 3 + 2x  4, x 5  5x 3 + 6x 2  8x + 2,
x3
XS 
xS
+ ~X4 
x3
+ 2x2 + 3x 
1,
2x 3  4x 2 + 3x  9, x4  3x 3 + IT x 2  2x + 1
2.3
1 1
0
2 4
1 3
5
~
2 2 5
3
8
24. Determine if
[~ ~ ~ J. [~
span ]Rn?
3
span Ps.
1 2
Vk
26. Use the answer to Exercise 25 and one of the gausselim, gaussjord, or rref commands of Maple or corresponding commands in another appropriate software package to determine if the vectors
7
1
9
4 4
11 1 ]
2
'
span lRs .
LINEAR INDEPENDENCE AND BASES
The concept of a spanning set that we encountered in the previous section is a very fundamental one in theory of vector spaces involving linear combinations. Another is the concept of linear independence and its opposite, linear dependence. These concepts are defined as follows.
84
Chapter 2
Vector Spaces
We can always get a linear combination of vectors vector by using zero for each scalar:
VI, V2, ... , Vn
equal to the zero
o . VI + 0 . V2 + ... + 0 . Un = O. Carrying over the terminology we used for solutions of homogenous systems of linear equations, let us call this the trivial linear combination of VI, V2, ..• , Un. We then could equally well say V], UZ, •.. , Un are linearly dependent if there is a nontrivial linear combination of them equal to the zero vector; saying VI, V2, •.. , Vn are linearly independent would mean that the trivial linear combination is the only linear combination of VI, V2, .•. , Vn equal to the zero vector. EXAMPLE 1
Are the vectors
linearly dependent or linearly independent? Solution
Consider a linear combination of these vectors equal to the zero vector of lR 3 :
c, [
~]+ ~ 0 [
]
+G
[

~ ~ ~ ]
[
] .
This leads us to the system of equations: CI
+ 3C2 
C3
= 0
+ 2C2 + 2C3 = 0 3cI + C2 + 5C3 = O.
2cI
Beginning to apply row operations to the augmented matrix for this system, 3
4 8
1 : 0] 4 : 0
,
8 : 0
we can see that our system has nontrivial solutions. Thus there are nontrivial linear combinations of our three vectors equal to the zero vector and hence they are linearly dependent. • EXAMPLE 2 Solution
Are x 2 + 1, x 2
 X
+ 1, x + 2 linearly dependent or linearly independent?
Suppose C]
(x 2
+ 1) + C2(X 2 
X
+ 1) + C3(X + 2) = o.
2.3
Linear Independence and Bases
85
Comparing coefficients of X 2 , x and the constant terms on each side of the preceding equation, we obtain the system: Cl
+ C2 = 0
+ C3 = 0 + Cz + 2C3 = O. Cz
C,
We do not need to set up an augmented matrix here. Notice that subtracting the first equation from the third will give us C3 = O. The second equation then tells us Cz = 0 from which we can now see CI = 0 from the first equation. Since our system has only the trivial solution, it follows that the three given polynomials are linearly independent. • The next theorem gives us another characterization of linear dependence. THEOREM 2.6
Proof
Suppose VI, V2, ... , Vn are vectors in a vector space V. Then VI, V2, ... , Vn are linearly dependent if and only if one of VI, V2, ... , Vn is a linear combination of the others. Suppose v[, V2, all zero so that
..• , Vn
are linearly dependent. Then there are scalars c[,
C2, •.. , Cn
not
(1)
Suppose that Ci =1= O. Then we may solve Equation (1) for CiV;
=
C1 VI 
Vi
=
CI VI C;
... ... 
CiI V;_I CiI ViI C;
Vi
C;+1 Vi+l 
Ci+l Vi+1 Ci
as follows
... ... 
CnV n Cn Vn C;
and hence obtain that Vi is a linear combination of VI, ..• , Vi 1, Vi+ I, ... , Vn . To prove the converse. suppose one of VI. V2, ...• Vn , let us call it Vi, is a linear combination of the other V I, V2, ... , Vn:
Then
This gives us a nontrivial linear combination of VI, V2 • ... , Vn equal to the zero vector • sincc the scalar with Vi is 1 and hence VI, V2, .•. , Vn are linearly dependent. If we view having one vector as a linear combination of others as a dependence of the vector on the others, Theorem 2.6 in some sense gives us a more natural way to think of linear dependence. Unfortunately, it is not as practical in general. Were we to use it to check if a set of vectors VI, V2, ... , Vn are linearly dependent, we could start by checking if VI is a linear combination of V2, ... , Vn. If so, we would have linear dependence. But if not, we would then have to look at V2 and see if V2 is a linear combination of VI, V3, ... , V n . If so, we again would have linear dependence. If not, we would move on to V3 and so on. Notice that checking to see if there is a nontrivial linear combination of VI, V2, ••. , Vn equal to the zero vector is much more efficient.
86
Chapter 2
Vector Spaces
One exception is in the case of two vectors VI and V2, for having one vector a linear combination of the other is the same as saying one vector is a scalar multiple of the other, which is often easily seen by inspection. For example, [
_~]
[_~]
and
are linearly dependent since the second vector is 3 times the first (or the first is 1/3 times the second). The polynomials x 2 + x and x 2  I are linearly independent since neither is a scalar multiple of the other. We next introduce the concept of a basis.
EXAMPLE 3
The vectors
are easily seen to be linearly independent since if CI el
then ('I
+ C2e2 = [
~~
~
]=[
]'
= 0 and C2 = O. They also span JR.2 since
•
Thus e], e2 form a basis for JR. 2. EXAMPLE 4
As in Example 3, it is easily seen that the three vectors
both are linearly independent and span JR.3. Hence e1, EXAMPLE 5
Generalizing Examples 3 and 4 to JR." • let us use in the ith position and Os elsewhere:
ei
e2, e3
form a basis for JR.3.
•
to denote the vector in JR.n that has 1
2.3
0
1
0
0 el
=
87
Linear Independence and Bases
0
0
e2 =
0
0
0
0
0
en =
0
0
Here again the vectors el, e2, ... , en are easily seen to both be linearly independent and • span Jl{n and consequently form a basis for Jl{n. 6 EXAMPLE 6
Generalizing even further, the m x n matrices Eij that have 1 in the ijposition and Os elsewhere for i = 1, 2, ... , m and j = 1, 2, ... , n are linearly independent and span Mmxn(Jl{). Hence they are a basis for Mmxn(Jl{). For instance,
Ell
=
[~ ~
l
El2
=
[~ ~
l
E21
=
[~ ~
l
E22
=
[~ ~]
form a basis for M2x2(lR). EXAMPLE 7
•
For a nonnegative integer n, the n + 1 polynomials
are linearly independent since if
.
then CI = 0, C2 = 0, ... , Cn = 0, Cn+l = O. Further, they span P,,; indeed we typically write the polynomials in Pn as linear combinations of xn , x n  I, ...• x, 1 when we write them as a"x n + an_lx ll  l + ... + alx + ao. Hence x", Xlll, ... , x, 1 form a basis ~~.
The bases given in each of Examples 37 are natural bases to use and are called the standard bases for each of these respective vector spaces. Standard bases are not the only bases, however, for these vector spaces. Consider Examples 8 and 9. EXAMPLE 8
Show that
form a basis for Jl{3.
6 The vectors el and C2 of jR2 in Example 3 are often denoted by i and j. respectively; the vectors el. e3 of lFt 3 in Example 4 arc often denoted by i, j, and k, respectively.
C2,
and
88
Chapter 2
Solution
Vector Spaces
Let us first show that these three vectors are linearly independent. Suppose
Setting up and reducing the augmented matrix for the resulting homogeneous system,
[~
1
we see that we have the trivial solution Cl = 0, Cz = 0, C3 = 0. Hence these vectors are linearly independent. Similar work applied to the system of equations resulting from the vector equation
shows us that our three vectors span ffi.3. Thus these vectors do form a basis for ffi.3. • EXAMPLE 9 Solution
Show that x 2 + x  3, x  5, 3 form a basis for Pz. Let us first check to see if these three polynomials are linearly independent. If Cl(X 2
+x
 3)
+ C2(X 
5)
+ C3 ·3 = 0,
we have the homogeneous system: C]
= 0
+ C2 = 0 5C2 + 3C3 = O. Cl
3Cl 
Since this system has only the trivial solution, the three polynomials are linearly independent. Likewise, the system of equations resulting from Cl
(x 2
+X

3)
+ C2(X 
5)
+ 3C3 = ax 2 + bx + C
has a solution and hence our three polynomials span P2. (Indeed, if you have a good memory, you will note that we already did the spanning part in the last example of the previous section.) Thus we have shown x 2 + x  3, x  5, 3 form a basis for ffi.3. • Keep in mind that we must have both linear independence and spanning to have a basis. If either one (or both) fails to hold, we do not have a basis. EXAMPLE 10 Solution
Do x 2 + xI, x 2
 X
+ 1 form a basis for
P2?
Since neither polynomial is a scalar multiple of the other, these two polynomials are linearly independent. However, thcy do not span Pz. To see this, observe that the system
2.3
Linear Independence and Bases
89
of equations resulting from Cl (x 2
+ xI) + C2(X 2 
X
+ I) = ax2 + bx + C
is CI
+ C2 = a
CI 
C2 =
Cl +C2
b
= C,
which does not have a solution for all a, b, and c sinee adding the second and third equations gives us
0= b Since x 2
EXAMPLE 11
+ xI, x 2 
X
+ c.
+ 1 do not span P2 , they do not form a basis for P2 .
•
Do
form a basis for ]R2? Solution
Let us first see if these vectors are linearly independent. If
then
+ 2C3 = 0 + C2 + 3C3 = O.
CI Cl
C2
Since we know that a homogeneous linear system with more variables than equations always has a nontrivial solution (Theorem 1.1), the three given vectors are linearly dependent and hence do not form a basis for ]R2. • There are other ways of characterizing bases besides saying they are linearly independent spanning sets. Theorem 2.7 describes one other way.
THEOREM 2.7
Proof
Suppose that VI, V2, ... , Vn are vectors in a vector space V. Then VI, V2, ... , Vn form a basis for V if and only if each vector in V is uniquely expressible as a linear combination of VI, V2, ..• , Vn . First suppose VI, V2, ... , Vn form a basis for V. Let v be a vector in V. Since Vn span V, there are scalars CI, C2, ... , CII so that
VI, V2, ... ,
90
Chapter 2
Vector Spaces
We must show this is unique. To do so, suppose we also have
where d l , d2, ... , dn are scalars. Subtracting these two expressions for v, we obtain
Now because VI,
V2, ... , Vn
are linearly independent, we have Cn 
d"
=
0
or C2
= d2 ,
c" = dn .
Hence we have the desired uniqueness of the linear combination. To prove the converse, first note that if every vector in V is uniquely expressible as a linear combination of VI, V2, ... , Vn, we immediately have that VI, V2, ... , Vn span V. Suppose
Since the trivial linear combination of property gives us CI
Hence
VI, V2, ... , Vn
= o.
C2
VI, V2, •.. , Vn
is the zero vector, the uniqueness
= 0,
Cn
= o.
are linearly independent, which completes our proof.
•
As a matter of convenience, we shall sometimes denote bases by lowercase Greek letters in this text. If a is a basis for a vector space V consisting of the vectors VI, V2, ... , Vn and V is a vector in V, when we write V uniquely as V
the scalars ('1, C2, ...• The column vector
Cn
= CI VI + C2 V2 + ... + C
Il
Vn ,
are called the coordinates of V relative to the basis a of V.
[v]a =
l~: l ell
is called the coordinate vector of v relative to the basis a. To illustrate, suppose a is the standard basis
2.3
Linear Independence and Bases
91
for lR 2 . Since for any vector
we have
we then get
In other words, the coordinates and coordinate vectors relative to the standard basis oflR 2 are just the usual coordinates and column vectors. More generally, the same thing occurs when we use the standard basis for lRn. If we use the standard basis for Mm XII (lR), the coordinates of a matrix relative to it are the entries of the matrix. If we use the standard basis for Pn , the coordinates of a polynomial in P" relative to it are the coefficients of the polynomial. If we do not use standard bases, we have to work harder to determine the coordinates relative to the basis. Consider Examples 12 and 13. EXAMPLE 12
Find the coordinate vector of
relative to the basis
Solution
We need to find
f3 for lR3 in Example 8 consisting of
CI, C2, C3
" [
so that
~ ] +" [ : ] +" [ : ] ~ [ ~ ] .
Reducing the augmented matrix for the resulting system of equations,
[~
1
I
1 3
I
7
1
1
0
I
][ +
0
0
2
I
]
92
Chapter 2
Vector Spaces
we see C3
= 3,
C2
= 0,
C]
=4.
Hence the coordinate vector relative to fJ is
• EXAMPLE 13
Solution
Find the coordinate vector of v = x consisting of x 2 + x  3, x  5, 3. We need to find
c] ,
C2, C3
+I
relative to the basis y for P2 in Example 9
so that
c] (x 2
+X 
3)
+ C2 (x
 5)
+ 3C3
= X
+ I.
We then have the system
C]
Cl
=0
+ C2
= 1
which has the solution C1
= 0,
C3
= 2.
Hence
• We can reverse the procedure of translating vectors into coordinate vectors as the following example illustrates.
EXAMPLE 14
Find v in P2 if
IvJ,
=[
J
where y is the basis for P2 in Examples 9 and 13 consisting of x 2
Solution
+x
 3, x  5, 3.
We have v
= I . (x 2 +x 
3)
+ 2(x 
5)
+ (1)·3 = x 2 + 3x 
16.
•
2.3
Linear Independence and Bases
93
Using coordinates relative to a basis gives us a way of translating elements in a vector space into vectors with numbers. One place where this is useful is when working on a computer: Translate vectors into coordinate vectors, then do the desired work on the computer in terms of coordinate vectors, and finally translate the computer's results in coordinate vectors back into the original type of vectors. We will further develop these number translation ideas when we come to the study of linear transformations in Chapter 5.
EXERCISES 2.3
15. Show that
[ _~
~
1 l [~ 2}
[~
~
J, [
] form a basis for M
o
l [~ [~~~l[02 ~ l [ ~
16. Show that [
2x2 (JR).
1
0
I
[~ ~ ~ ] form a basis for M 17. Show thatx 2 +x basis for P2 •
+ I,x 2 
X
2
2x3 (JR).
+ l,x 2 
1 form a
18. Show thatx 3 +x, x 2 x, x + I, x 3 + 1 forma basis for P3 .
19. Show [hoi [
9. x 2 + X + 2, x 2 + 2x + 1, 2x2 + 5x + 1 10. x 3  1, x 2  1, xI, 1 11. Show that [ _
~
12. Show that [
13. Showfu"
~
J, [ ~ ]
] .[ 
~
] do oot fonn , b"i,
for JR3.
form a basis for JR 2.
J, [ ! ]form a basis for
20. Show that x 2  3x, x 21. Show that x for PI.
UH!] [: ]
basis for JR 3 .
~
ronn,
n. Show tl'"
+
1, x
+ 7 do not form a basis for P2 •
+ 2, x + 3 do not form a basis
[n [n[rJ [J
do not form a basis for JR3.
94
Chapter 2
Vector Spaces
1
23. If a is the basis in Exercise 13, find:
a)
['I. fm
b)
,if['l.
~ _~ [
~[
n
24. If j3 is the basis in Exercise 14, find: a) [v l/l if v = [ 01] ],
b)
V
if [v]/l =
[~] ].
linearly independent in terms of this geometric object? Use the system oflinear equation solving capabilities of Maple or another appropriate software package in Exercises 31 and 32. 31. a) Show that the vectors
13 15
22
5 14
11
12
13
1 53 16
9 18
10 3
b)vif[vl!J=
[
+ 3x,
~3·
 ].
b) ,if['l,
lq
= x 3 +x 2 +x + 1,
~
15 3
7
3
3
15
16
2
88 49 1
99 68
26. If y is the basis of Exercise 18, find: a) [v]y if V
form a basis for lIt6 . b) Find the coordinates of
29 4
9
27. Show that any set of vectors that contains the zero vector is a linearly dependent set of vectors. 28. Show that if VI, V2, •.. , Vn is a linearly independent set of vectors, then any subset of these vectors is also linearly independent. 29. Suppose t'l and V2 are nonzero vectors in and L is a line in parallel to VI. What are necessary and sufficient conditions in terms of the line L for v 1 and V2 to be linearly independent?
\3
71
51 relative to the basis in part (a). 32. a) Show that
x6

30. Let VI and V2 be vectors in lIt3 that are linearly independent. a) If all initial points of vectors are placed at the same point in lIt 3 , what geometric object do the linear combinations of VI and 1'2 determine? b) If V3 is a third vector in lIt3 , what are necessary and sufficient conditions for VI, V2, V3 to be
II
77
25. If j3 is the basis in Exercise 17, find: a) lV]/l if 1'= 2x2
8 81 14 101
+ 3x + I, x 5 + x4 + x 2 + X + 1,  x 6 + x~ + x 3 + 3x 2 + X + I, x5
2x 6

x4  2x'  5x 2
1,
+ x S + 2x4 + x 3  x 2  xI, + 3x 5 + 2x4  3x 3 + 2x2  2.1:"  1, 2xo  x 5 + 2x 3 + x 2  3x + ]
3x 6 x6

form a basis for P6.
2.4
Dimension; Nullspace, Row Space, and Column Space
b) Find the coordinates of 7x 6 + 6x 5  5x 4  4x 3 3x" + 2x  1 relative to the basis in part (a). 33. We saw in the solution to Example 11 that the three vectors given in this example are linearly dependent in ]R2. Show that this can be generalized to the following: If VI. V2, •..• Vm are vectors in ]Rn and if m > n, then VI, V2, .•• , Vm are linearly dependent.
2.4
34. Let
95
be vectors in ]Rn. Show that v" form a basis for IR n if and only if the matrix [VI V2 ... vn ] is nonsingular. 35. Use the result of Exercise 34 and a suitable test for invertibility of a matrix in Maple or another appropriate software package to show that the vectors in Exercise 31 (a) form a basis for ]R6. VI. V2, .•• ,Vn
VI, V2, •.••
DIMENSION; NULLSPACE,
Row SPACE, AND COLUMN SPACE
Looking back through the last section at all the examples of bases for JP!.I! we did for various values of n or any exercises you did involving bases for these spaces, you might notice every basis had n clements. This is no accident. In fact, our first main objective in this section will be to show that once a vector space has a basis of n vectors, then every other basis also has n vectors. To reach this objective, we first prove the following lemma.
LEMMA 2.8
Proof
If VI, V2, ••• , VI! are a basis for a vector space V, then every set of vectors WI, in V where rn > n is linearly dependent.
WZ, .•• , Wm
We must show that there is a nontrivial linear combination (1)
To this end, let us first write each
Wi
as a linear combination of our basis vectors
VI, Vl ....• V,,:
WI
= all VI + a21 V2 + ... + ani Vn
Wz
= alZVI + a22V2 + ... + an2Vn
(2)
Substituting the results of Equations (2) into Equation (1), we have
+ ... +anIVn ) +c2(a12VI +a22v2 + ... +a,12Vn) + ... + c (al m t'1 + aZ m v 2 + ... + [(nmt',,) = (all CI + al2 c 2 + ... + almCm )VI + (a21 Cl + a22C2 + ... + a2mCm )V2 + ... + (a n lCl + G,,2C2 + ... + anmC/Il)Vn = O. CI(allVI +a21v2
l11
Since VI. V2 • .••• Ii" are linearly independent. the last equation tells us that we have the homogeneous system:
96
Chapter 2
Vector Spaces
+ al2CZ + ... + a]mcm = 0 a21 C] + a22c2 + ... + azmcrn = 0 allCI
Since m > n, we know by Theorem 1.1 that this system has nontrivial solutions. Thus we have nontrivial linear combinations equal to the zero vector in Equation (1) and hence WI, Wz, ... , Wm are linearly dependent. • Now we are ready to prove the result referred to at the beginning of this section, which we state as follows. THEOREM 2.9 Proof
If VI,
V2, ... , Vn
and WI,
W2, ... , Wm
both form bases for a vector space V, then n = m.
Applying Lemma 2.8 with VI, V2, ... , VII as the basis, we must have m :s n or else would be linearly dependent. Interchanging the roles of VI, V2, ... , Vn and WI, W2, ... , Wm, we obtain n :s m. Hence n = m. • WI, W2, ... , Wm
The number of vectors in a basis (which Theorem 2.9 tells us is always the same) is what we call the dimension of the vector space.
We denote the dimension of a vector space V by [ dim(V). [
Thus, for example, since the standard basis e],
e2, ... , en
for m;n has n vectors,
I dim(JRn ) = n. I Since the standard basis for Mm x II (JR) consists of the mn matrices Eij with 1 in the ijposition and Os elsewhere, [ dim(Mmxn(JR))
= mn. [
Since the standard basis xn , ... , x, I for PII has n
+ 1 elements,
I dim(Pn) = n + l.
I
Not every vector space V has a basis consisting of a finite number of vectors, but we can still introduce dimensions for such vector spaces. One such case occurs when V is the zero vector space consisting of only the zero vector. The zero vector space does
2.4
Dimension; Nullspace, Row Space, and Column Space
97
not have a basis. In fact, the set consisting of the zero vector is the only spanning set for the zero vector space. But it is not a basis since, as you were asked to show in Exercise 27 in the previous section, no set containing the zero vector is linearly independent. For obvious reasons, if V is the zero vector space, we take the dimension of V to be 0 and write dim (V) = O. The zero vector space along with vector spaces that have bases with a finite number of vectors are called finite dimensional vector spaces. Vector spaces V that are not finite dimensional are called infinite dimensional vector spaces and we write dim(V) = x. It can be proven that infinite dimensional vector spaccs have bases with infinitely many vectors, but we will not attempt to prove this here? The set of all polynomials P is an example of an infinite dimensional vector space. Indeed, the polynomials 1, x, x 2 , x 3 , .•. form a basis for P. Many of the other function spaces we looked at in Sections 2.1 and 2.2, such as F(a, b), C(a, b), D(a, b), and C"'(a, b), are infinite dimensional, but we will not attempt to give bases for these vector spaces. We next develop some facts that will be useful to us from time to time. We begin with the following lemma. LEMMA 2.10
Proof
Let VI, V2, ... , Vn and WI, ... , vn } = Span{wI, V'2, WI, W2, ...• Wm and each
be vectors in a vector space V. Then Span{vI, V2, if and only if each Vi is a linear combination of is a linear combination of VI , V2 • ... , Vn .
W2, ... , Wm ... , wm} Wi
Suppose that Span{v). V2, ... , vnl = Span {WI. W2, ... , wm}. Since each Vi IS 1ll Span{ VI, V2, ... , VI!} (use I for the scalar on Vi and 0 forthe scalar on all other V j to write Vi as a linear combination of VI, V2, .•. , Vn), Vi is in Span{wJ, W2, •.• , wm}. Hence Vi is a linear combination of WI, W2, ... , Wm' Likewise each Wi is a linear combination of V), V2, ... , Vn·
To prove the converse, first note that if each Vi is a linear combination of W), W2, then each Vi is in Span {WI, W2, •.. , wm }. Since subspaces are closed under addition and scalar multiplication, they are also closed under linear combinations. Hence any linear combination of VI, V2, ... , Vn lies in Span{w[, W2, •.. , wm} giving us that Span{vI, Vl, ... , vll } is contained in Span{w), W2, ... , wm}. Likewise we will have Span{ WI, W2, ..• , w m } is contained in Span{ VI, V2, ... , Vn 1so that these two subspaces • are equal as desired. ... , W m ,
The next lemma tells us that we can extend linearly independent sets of vectors to bases and reduce spanning sets to bases by eliminating vectors if necessary. LEMMA 2.11
Suppose that V is a vector space of positive dimension n. 1. If v I,
V2 • ...
Vk+I, ..• , V/1
Uk are linearly independent vectors in V, then there exist vectors so that VI, ... , Vk> Vk+!, ... , Vn form a basis for V.
2. If V), V2, ... , Vk span V, then there exists a subset of V), a basis of V.
V2, ... , Vk
thatforms
7 Typical proofs involve using a result called Zorn's Lemma, which you may well encounter if you continue your study of mathematics.
98
Chapter 2
Vector Spaces
Proof
1. Notice that k :s n by Lemma 2.8. If k < n, VI, V2, ... , Vk cannot span V; otherwise dim(V) = knot n. Thus there is a vector Vk+1 not in Span{ VI, V2, ... , vd. We must have VI, V2, •.. , Vk, Vk+1 are linearly independent. To see this, suppose CIVI
+ C2Vl + ... + CkVk + Ck+IVk+! =
°
where CI, CZ, ..• , Ck, Ck+1 are scalars. Were Ck+1 f 0, we could solve this equation for Vk+1 obtaining Vk+1 is in Span{vI' V2, ... , vd, which we know is not the case. Now that Ck+1 = 0 in this linear combination, the linear independence of v I, V2, ... , Vk tells us we also have CI = 0, C2 = 0, ... , Ck = 0. Hence we have the linear independence of VI, V2, •.. , Vkl I. If k + 1 < n, repeat this procedure again. After 11  k steps we arrive at a set of 11 linearly independent vectors v I, V2, ... , V n . These n vectors must span V; otherwise we could repeat our procedure again obtaining 11 + 1 linearly independent vectors VI, V2, ... , V n , V n + I, which is impossible by Lemma 2.8. Thus we have arrived at the desired basis. 2. If VI, V2, ... , Vk are linearly independent, they then form the desired basis. If not, one of them must be a linear combination of the others. Relabeling if necessary to make the notation simpler, we may assume Vk is a linear combination of VI, Vl, ... , VkI. Since each VI, V2,"" Vk is a linear combination of VI, V2, ... , VkI and vice versa, it follows by Lemma 2.10 that VI, V2, ...• VkI span V. If VI. V2, ... , VkI are also linearly independent, we have our desired basis; if not, repeat the procedure we just did again. Since such steps cannot go on forever, we must obtain the desired type of basis after a finite number of steps. • At the beginning of this section we noted that the examples and exercises of the previous section suggested that once one basis has n elements, all other bases also have n elements. We then went on to prove this (Theorem 2.9). Another thing you might notice from the examples and exercises in the last section is that every time we had n vectors in a vector space of dimension n, having one of the properties of linear independence or spanning seemed to force the other property to hold too. The next theorem tells us this is indeed the case. THEOREM 2.12
Suppose that V is a vector space of dimension n.
1. lithe vectors
VI, V2,""
Vn
are linearly independent, then VI,
V2, ... , Vn
fOlm
a basis for V.
2. If the vectors VI,
V2, ... , Vn
span V, then
VI, V2, ... , Vn
form a basis for V.
Proof
1. By part (l) of Lemma 2.11, we can extend VI, Vz, ... , Vn to a basis of V. But since every basis of V has 11 elements, V I. V2, ..• , Vn must already form a basis for V.
2.4
Dimension; Nullspace, Row Space, and Column Space
99
2. By part (2) of Lemma 2.11, we know some subset of the set of vectors VI, V2, •.. , Vn fonns a basis of V. Again since every basis has n elements, this subset fonning the basis must be the entire set of vectors VI, V2, ... , Vn . •
EXAMPLE 1
Solution
Show that xl  1. x 2 + 1, x
+ 1 form a basis for
P2.
Since dim(P2) = 3 and we are given three vectors in Pz , Theorem 2. I 2 tells us we can get by with showing either linear independence or spanning. Let us do linear independence. If
we have the system: Cl
+ C2 = 0 C3
CI
+ C2 + C3
=0 = O.
It is easily seen that this system has only the trivial solution. Thus x 2  1, x 2 + I, x + 1 are linearly independent and hence form a basis for P2. • Of course, notice that Theorem 2.12 allows us to get by with checking for linear independence or spanning only when we already know the dimension of a finite dimensional vector space V and are given the same number of vectors as dim(V). If we do not know dim(V) for a finite dimensional vector space V, we must check both linear independence and spanning. Notice too that if we do know the dimension of a vector space V is n, no set of vectors with fewer or more than n elements could form a basis since all bases must have exactly n elements. For example, neither the set of two vectors (l, 1, 1), (1, 1,3) nor the set of four vectors (1, 1, 1), (1, 1, 3), (0, 1, 1), (2, 1, 1) could foml a basis for the threedimensional space ~3. We conclude this section with a discussion of techniques for finding bases for three important subspaccs associated with a matrix. Recall that the solutions to the homogeneous system AX = 0 where A is an m x n matrix fonn a subspace of ~n (Theorem 2.4). This vector space of solutions is called the nullspace or kernel of the matrix A and we shall denote it by
I NS(A)·I The manner in which we wrote our solutions to homogeneous systems in Chapter 1 leads us naturally to a basis for N SeA). Consider the following example. EXAMPLE 2
Find a basis for N SeA) if
A~[
1
2
1
3
0
1
0
4
1
4
3
1
2
l
100
Chapter 2
Solution
Vector Spaces
Reducing the augmented matrix for the system AX
[:
2 4
1
3
0
0
4
1
3
1
2
0 0
I
0 0
I
~ [~
]~U
1
0
0
3
1
:] I I
0
2 2 2 : 0
2 2 1
I
0
1
2
5 1
= 0 to reduced rowechelon form,
I I
o0 ] '
0 : 0
0
we see our solutions are
[Ij 1~ [
X3 
5X4  2xs
+ X4 + Xs
X3
X3 X4
Xs
If we express this column vector as
1
5
I
1
1
X3
+X4
2
0
0
1
0
0
1 0
+xs
0
we immediately have that every solution is a linear comhination of
1
5
1
1
1
0
2 0
0 0
0 0
so that these three columns span N S(A). They also are easily seen to be linearly independent. (The only such linear combination of them that is the zero column is the one with X3 = 0, X4 = 0, Xs = 0.) Hence these three columns form a basis for N S(A). • The subspace of MlxlI(lR) spanned by the rows of an In x n matrix A is called the row space of A and is denoted
For instance, if A is the matrix in Example 2, the row space of A is Span {[ 1
2
1
3
0], [ 1
o
4
I], [1
4
3
2 ]}.
2.4
Dimension; Nullspace, Row Space, and Column Space
101
Notice that if we perform an elementary row operation on a matrix A, the resulting matrix has its rows being linear combinations of the rows of A and vice versa since elementary row operations are reversible. Consequently, A and the resulting matrix have the same row space by Lemma 2.10. More generally this holds if we repeatedly do elementary row operations and hence we have the following theorem.
THEOREM 2.13
If A and B are row equivalent matrices, then RS(A) = RS(B).
Because of Theorem 2.13, if B is the reduced rowechelon form of a matrix A, then B has the same row space as A. It is easy to obtain a basis for RS(B) (which equals RS(A» as the following example illustrates.
EXAMPLE 3
Find a basis for the row space of the matrix
A
~
[ :
2
1
3
0
1
0
4
1
4
3
1
2
]
of Example 2. Solution
From the solution to Example 2, we see the reduced rowechelon form of A is
B
=
1 0 [ 0 1
o The nonzero rows of B span RS(B) Cl
[1
0
5
2]
+ C2 [
0
=
form a basis for RS(A).
0
1
5
1
o
1
o
RS(A). They also arc linearly independent. (If
1
0
we see from the first two entries that Cl [1
5
1
1]=[00000],
= 0 and C2 = 0.) Hence
2 ],[ 0
1
1
1
•
There is a relationship between the dimensions of RS(A) and N SeA) and the number of columns n of an m x n matrix A. Notice that dim(RS(A» is the number of nonzero rows of the reduced rowechelon form of A, which is the same as the number of nonfree variables in the solutions of the homogeneous system AX = O. Also notice that dim(N SeA»~ is the number of free variables in the solutions of the homogeneous system AX = O. Since the number of nonfree variables plus the number of free variahles is the total number of variables in the system AX = 0, which is n, we have the following theorem.
102
Chapter 2
THEOREM 2.14
Vector Spaces
If A is an m x n matrix, dim(RS(A»
+ dim(N SCA)) = n.
The final subspace associated with an m x n matrix A we shall introduce is the subspace of]Rm spannned by the columns of A, which is called the column space of A and is denoted
I CS(A). I For the matrix A in Examples 2 and 3, the column space is
In the same manner as we use row operations to find bases for the row space of a matrix A, we could find a basis for the column space of A by using column operations to get the column reduced echelon form of A. The nonzero columns of the column reduced echelon fonn will form a basis for C SeA). But if you feel more comfortable using row operations as we authors do, notice that a basis for C SeA) can be found by reducing AT to rowechelon form and then transposing the basis vectors of RSCAT) back to column vectors. This is the approach we take in the next example. EXAMPLE 4
Find a basis for the column space of the matrix
A
~
[ :
2
1
3
0
1
0
4
I
4
3
2
]
of Examples 2 and 3. Solution
Reducing A T to reduced rowechelon form, I
2 AT =
4
1
0
3
4
0
I
3
+
1
1
0
1
2
0
1
2 2 2
0
2
0
3
0
2
0 +
0
0
0
0
0
0
0
0
0
from which we see
[ 1 0
3
form a basis for CS(A).
r ~ [~l
[ 0
2
t
=
[n
•
2.4
Dimension; Nullspace, Row Space, and Column Space
103
You might note that we actually do not have to go all the way to reduced rowechelon form to see a basis. For instance, it is easy to see that the first two rows in the second matrix of the solution to Example 4 would have to give us a basis so that we could equally well use
as a basis for CS(A) in Example 4. The dimensions of RS(A) and C SeA) are the same for the matrix A in Examples 3 and 4. (Both dimensions are 2.) In Corollary 5.5 of Chapter 5 we shall prove that this is always the case; that is. for any matrix A,
I dim(RS(A» =
dim(C SCA».
I
This common dimension is called the rank of the matrix A and is denoted rank(A). For instance, if A is the matrix in Examples 3 and 4, then rank(A) = 2. Observe that the rank of a matrix is the same as the num ber of nonzero rows (columns) in its reduced row (column)echelon form. Sometimes we have to find a basis for a subspace of]Rn spanned by several vectors of ]Rn. This is the same as finding a basis for the column space of a matrix as the final example of this section illustrates.
EXAMPLE 5
Find a basis for the subspace of]R3 spanned by
[J[ J[ ~ l Solution
The subspace spanned by these three vectors is the same as the column space of the matrix
1
o Reducing AT,
~
2
l
.
104
Chapter 2
Vector Spaces
It is apparent that
[inn
fonn a basis for C SeA) and hence for the subspace spanned by the three given vectors . •
EXERCISES 2.4
1. In each of parts (a)(d), determine whether the given vectors form a basis for ]R2. a) [
b) [
c) [
d) [
~
4. In each of parts (a)( d), determine whether the given matrices form a basis for M 2x2 (]R).
]
a) [ 0
l [ _~ ] ~! l [ 1~ ~
=~
[~
0
],[~ ~]
1
b) [ 0
]
], [:], [! ]
0
c) [ 0
2. In each of parts (a)(d), determine whetherthe given vectors form a basis for ]R3.
d)
[~
0
[o
0
1
Do the following for the matrices in Exercises 512: a) Find a basis for the nullspace of the matrix. b) Find a basis for the row space of the matrix. c) Find a basis for the column space of the matrix. d) Determine the rank of the matrix. (Parts (a)(c) do not have unique answers.)
5. 3. In each of parts (a)( d), determine whether the given polynomials form a basis for P2'
a) + xI, 2x2  3, b) 5  4x 2 , 3  2x
x2

1 7. [ ;
+X + 2
1, x 2 + X + 2, x 2 + X d) x 2 +x,x+l,x 2 +1,1
c) x 2
+X
x2
[~ _~]
+ 14
1 I
9. [ 3
10. [ 2
1
o
2.4
2
11.
1 0
4
1
2
I
1
0
3 3 5 1 3
2 2
1
2
I
I
2
1
lOS
b) Find a subset of PI (x), P2(X), P3(X), P4(X) that forms a basis for P2 in the manner of the proof of part (2) of Lemma 2.l1. 22. If the initial points of vectors in ]R3 are placed at the origin, what geometric object is a subspace of IR3 of dimension one? What geometric object is a subspace of;R3 of dimension two?
1
2
1 12. [ 2
Dimension; Nullspace, Row Space, and Column Space
n
In Exercises 1315, find a basis for the subspace spanned by the given vectors, (These do not have unique answers.)
23. Explain why the reduced rowechelon form of a matrix is unique. Is the reduced columnechelon form unique? Why or why not? 24. Use the system of linear equation solving capabilities of Maple or another appropriate software package to show that the matrices
form a basis for M3x2(lR). 25. Let A be the matrix 16. Without formally showing that there is a nontrivial linear combination of x4 2x, x4 +x 3  1, xi +x+3, X  x 2  X4, lOx  91, Jr),A + .J3x 3  7x 2 equal to the zero polynomial, we can conclude these polynomials are linearly dependent. Why is this? 17. Show that det(A) of. 0 for an only ifrank(A) = n.
11
A=
l
3
I
4
23 1 1 7 0 12
2
6
5 5
: ] 4
15
.
8
x n matrix A if and
18. Suppose that A is an m x 11 matrix. Show that if m > n, then the rows of A are linearly dependent. 19. Suppose that A is an m x 11 matrix. Show that if m < n, then the columns of A are linearly dependent. 20. Consider the linearly independent polynomials PI(X) = x 2 + x, P2(X) = x + 1. Find a polynomial P3(X) so that PI(X), P2(X), P3(X) form a basis for P2 in the manner of the proof of part (l) of Lemma 2.1 1. 21. a) Show that the polynomials PI (x) = x 2 P2(X) = x 2 + 1, P3(X) = xI, P4(X) span P2.

1,
=x +1
a) In Maple, the command nullspace (or equivalently, kernel) can be used to find a basis for the nullspace of a matrix. (The basis vectors will be given as row vectors instead of column vectors.) Use this command or a corresponding command in an appropriate software package to find a basis for the nullspace of the matrix A. b) Bases for the row space of a matrix can be found with Maple by using the gausselim or gaussjord (or equivalently, rrej) commands. Such bases may also be found using the rowspace and rowspan commands. Find bases for row space of the matrix A using each of these four Maple commands or corresponding commands in another appropriate software package. If you
106
Chapter 2
Vector Spaces
are using Maple, compare your results obtained with these four different commands. c) Bases for the column space of a matrix can be found with Maple by using the gausselim or gaussjord commands on the transpose of the matrix. Such bases may also be found by using the colspace and colspan commands. Find bases for the column space of the matrix A using each of these four methods in Maple or corresponding commands in another appropriate software package. If you are using Maple, compare your results obtained with these four different approaches. 26. The basis command of Maple may be used to find a basis for the subspace spanned by a finite number of row vectors in MI xn (~). Use this command or the corresponding command in an appropriate software package to find a basis for the subspace of MI x5 (~) spanned by the vectors
23 7
1 5
2.5
4 1
2],[3 4] , [0
1
12
5
Compare the result you obtain here with your results in Exercise 25(b). 27. Suppose that VI, V2, •.. , Uk are linearly independent vectors in ~n. Let Vk+ 1 be another vector in ]Rn. How could the gausselim or gaussjord commands of Maple or corresponding commands in another appropriate software package be used to determine if Vk+l is in Span{vI, V2, ... , vd? 28. Use the result of Exercise 27 to extend the set consisting of the vectors
to a basis of ]R4 in the manner of the proof of part (l) of Lemma 2.11.
268], ]5
8].
WRONSKIANS
In our work with linear differential equations in Chapter 4 we will have instances where we will have to determine whether a set of functions forms a linearly independent set. For instance, problems such as the following will arise: Are the functions given by eX, cos x, sin x linearly independent? Consider a linear combination of these functions that equals the zero function: cle X
+ C2 cosx + C3 sin x = O.
The only such linear combination is the trivial one. One way to see this is to choose three values of x such as x = 0,7[/2,7[. Substituting these values of x into our linear combination, we have the system: CI +C2
err / 2 cI e:tr Cj
=0
+ C3 = 0  C2 = O.
Adding the first and third equations, we obtain (1 + e][)cl = 0 from which we get Cl = O. It then follows that C2 = 0 and C3 = O. Hence eX, cos x, and sin x are linearly independent. But there is another way to arrive at a system of equations involving derivatives that is often more convenient to use for showing linear independence.
2.5
Wronskians
107
Suppose that we have n functions fl, f2, ... , fn each of which have (n  l)st derivatives on an open interval (a, h); thatis, assume ft, 12, ... , f;, allliein D,,I (u, b).8 Consider a linear combination of these functions that is equal to the zero function:
Considering this equation along with the first n  I derivatives of each side of it, we arrive at the following system:
+ c2h(x) + ... + c f;,(x) = 0 clf{(x) + c2.f;(x) + ... + cn.r,;(x) = 0 cd('(x) + c2f~'(x) + ... + cllf:'(x) = 0 cddx)
. f(IlI)( ) I X
{I
l1
, j'(n.I)( X ) + (2'j.(nI)() 2 X + ... + ell n
(1)
0,
If there is some _:t' in (a, b) for which this system has only the trivial solution, then ft, h,···, fn will be linearly independent. Having such an x is the same as having an x in (a, b) for which the the matrix
fI (x)
hex)
fnCr)
f(x)
f;(x)
f~ C,)
H(x)
f;'(x)
f~'(x)
finI)(x)
ftl)e x )
j~nl) (x)
is nonsingular. A convenient way of seeing if there is an x in (a, b) where this matrix is nonsingular is by looking at its determinant, which is called the Wronskian9 of the functions II, 12, . , , , f~, We will denote the Wronskian of Ji, fi, . , , 1" by w(fI (x), 12 (x), .. , , /" (x»:
W(fl
(x), hex), ... , fn(x» =
fl (x)
hex)
fnex)
f{(x)
I;(x)
f~ex)
f{'(x)
g(x)
g(x)
Since a square matrix is nonsingular if and only if its determinant is nonzero (Theorem 1.21), we have the following theorem.
8 In fact, what we are about to do does not require the interval to be open; it will work on other types of intervals (such as closed ones) as well. 9 The Wronskian is named in honor of the PolishFrench mathematician Josef Maria Hoene Wronski (17761853),
108
Chapter 2
THEOREM 2.15
Vector Spaces
II, 12, ... , In are functions in D" 1(a, b). If the Wronskian w(fj (x), 12 (x), ... , In (x» of Jl, h ... , In is nonzero for some x in (a, b), then fI, h ... , In
Suppose that
are linearly independent elements of D n 
1
Ca, b).
Let us use the Wronskian to show eX, cos x. sin x are linearly independent (with (00, 00) for the interval).
EXAMPLE 1
Solution
Detenuine if eX, cos x, sin x are linearly independent. We have
w(eX,cosx,sinx)=
=
cosx
sinx
eX
sinx
cosx
eX
 cos x
 sin x
eX (sin 2 x
+
cos2 x) 
cosx(e X sinx  eX cosx)
+ sinx(eXcosx+exsinx)
= 2e x . Since 2e' is not zero for some x (in fact, it is not zero for every x), we have that •
eX, cos x, sin x are linearly independent by Theorem 2.15.
Be careful not to read too much into Theorem 2.15. It only tells us that if the Wronskian is nonzero for some x, then the functions are linearly independent. It does not tell us that the converse is true; that is, it does not tell us that linearly independent functions have their Wronskian being nonzero for some x (or equivalently, that if the Wronskian is zero for all x, then the functions are linearly dependent). In fact, the converse of Theorem 2.15 does not hold in general. Here is an example illustrating this. EXAMPLE 2
Solution
Show that the Wronskian of the functions I and g where I (x) = x 2 and g (x) zero for every x and that I and g are linearly independent on (00,00).
= x Ix I is
To calculate the Wronskian of f and g, we need their derivatives. This is easy for f. To get the derivative of g notice that we can also express g(x) as g(x)
=
The graph of g appears in Figure 2.3. We have g'(x)
Atx
=
I
x 2 if x ~ 0 x 2 if x < 0
I
2x
if x> 0
2x
if x < 0
= 0, gleO)
= lim g(O + h) h_O
h
g(O) = lim hlhl = lim Ihl h_O
h
h_D
= o.
2.5
Wronskians
109
y
Figure 2.3
Thus we can say g'(x) =
I
2x if x :::: 0 2x if x < 0
If x :::: 0,
=I
w(f(x), g(x))
x2
2x
x21 = o.
2x
If x < 0, w(f(X), g(X))
=I
1;2
x~
2x
2x
" I 0
Hence we have that the Wronskian of f and g is zero for every x. To see that f and g are linearly independent, suppose that
where c, and C2 are scalars. Substituting x = 1 and x at the system
c, +
C2
= 0
c, 
C2
= 0,
=
1 into this equation, we arrive
which has only the trivial solution. Hence f and g are linearly independent as desired. •
110
Chapter 2
Vector Spaces
It is possible to obtain a converse of Theorem 2.15 provided we put some additional restrictions on the types of functions being considered. In Chapter 4 we will see a case in which this occurs.
EXERCISES 2.5
In each of Ex.ercises 19. show that the given functions are linearly independent on (00, (0).
1. e3x , e 2x 2. cos 5x, sin 5x
3. e 2x cos x, e 2x sin x 4. e x , xe x 5. x 2  I, x 2 + J , x 6. eX, e21 , e3x
+I
eX, eX
9. x
3,
cosx,
Ixl
eX
, X,,l .
b) Show that
sinx
3
w(g(X)fl(X), g(x)h(x), ... , g(x)fn(x» = [g(X)]"W(j1 (x). h(x), ... , ff/(X»'
10. Show that l/x, x are linearly independent on (0, (0). 11. Show that x
.h ... , fn
a) If fl, 12, . .. ,1" are linearly independent on (a, b), are fl,}2, ... , fn necessarily linearly independent on (c, d)? Why or why not? b) If fl' 12, ... , fn are linear! y independent on (c, d), are iI, fi, ... , fn necessarily linearly independent on (a. b)? Why or why not?
15. a) Find the Wronskian of 1, X. x 2 , ...
7. e 4x , xe 4x , x 2e 4x 8.
14. Suppose that a < c < d < b and that fl, are functions in F(a. b).
+ 1, x
 I, x are linearly dependent on
(00,00).
12. Show that sin 2 x, cos 2 x, cos 2x are linearly dependenton (00, 00). 13. Show that the two functions in Example 2 are linearly dependent on [0, 00).
c) Show that e rx , xer:r , x 2e rx , ... , xnleT.< are linearly independent on ( 00, (0). 16. Use the wronskian and det commands in Maple or appropriate commands in another software package to find the Wronskian of the functions e 3x , xe 3x , e 3x cos 2x, e 3x sin 2x, x cos x, x sin x. Are these functions linearly independent?
First Order.::'9rdinary Differential~quations
In Chapters I and 2 you were introduced to linear algebra. A field of mathematics that has a deep relationship with linear algebra is the field of differential equations. as you will see in Chapters 4,6, and 7. A differential equation is an equation that involves a function, its variables, and its derivatives. Such equations arise in modeling many physical situations. Here is one you probably have encountered in your calculus courses:
it is well documented that most radioactive materials decay at a rate proportional to the amount present. What is an equation describing this activity? Suppose we use Q(t) to denote the amount of radioactive material present at time t. The fact that "the materials decay at a rate proportional to the amount present" means that the rate QI (t) is a constant (called the constant of proportionality or the constant of variation) multiple ofthe amount Q(t). Moreover, since QI (t) is negative because Q(t) is decreasing, the constant of proportionality must be negative. Thus we can model this activity by the equation Q'(t) = kQ(t)
where k > 0 is a constant, which is a differential equation since it involves the derivative Q'(t).
As we proceed through this amI later chapters, we will see several other examples of phenomena modeled by differential equations. However, we will merely scratch the surface on applications of differential equations in this text. There are widespread applications of differential equations throughout the sciences, engineering, and finance and economics that must necessarily be left for later courses. In this text we will study some of the mathematical aspects of differential equations and learn how to model some 111
112
Chapter 3
First Order Ordinary Differential Equations
applications using differential equations. We begin this chapter with a general discussion of differential equations in the first section. Later sections deal with techniques for finding and approximating solutions of differential equations and some applications of them.
3.1
INTRODUCTION TO DIFFERENTIAL EQUATIONS
As mentioned in the opening of this chapter, a differential equation is an equation that involves a function, its variables, and its derivatives. For instance,
,
y'
y =x,
(1)
= x2 + y2,
(2)
yC4)(X)  3yC3)(x)
+ xy"(x) = 0,
(3)
and
(4)
Ut=uuy+uxY
are examples of differential equations. If the function depends on only one variable, we call the differential equation an ordinary differential equation; those with more than one variable are called partial differential equations. Equations (1), (2), and (3) are ordinary differential equations, and Equation (4) is an example of a partial differential equation. In this book we will only consider ordinary differential equations. The order of a differential equation is the order of the highest derivative appearing in the equation. Equations (1) and (2) are tlrst order, and Equation (3) is fourth order. Sometimes we will write differential equations in terms of differentials instead of derivatives. When doing so, we will say that the ditferential equation is in differential form. For instance, the differential equation 2 1 dy 2xy+(x +3y)  =0 dx
is
2xy dx
+ (x 2 + 3/) dy
= 0
in differential form. A solution of a differential equation is a function that satisfies the equation. For example, y = x 2 /2 is a solution to y' = x. We leave it for you to check that any function of the form Q (t) = C e kt where C is a constant is a solution of the differential equation Q'(t) = kQ(t) modeling radioactive decay given in the introduction to this chapter. As a third illustration, you can easily verify that y = e x and y = e3x are solutions to y"  2y'  3y = O. A type of differential equation that you already know how to solve is one of the form
y' = f(x).
3.1
Introduction to Differential Equations
113
Indeed, from calculus you know that every solution is given by
=
y
f
I(x) dx
+ C. 1
As an illustration, if
y' =x, all the solutions to this differential equation have the form Y=
f
x dx
+C =
x2
~
+ c.
A general form of a function giving us all the solutions to a given differential equation is called the general solution ofthe differential equation. Thus, for instance, the general solution of a differential equation of the form y' = I(x) is y = lex) dx + C. In particular, the general solution of)" = x is y = x 2 /2 + C. Using techniques presented in the next section, we will be able to obtain that the general solution of Q' (t) = k Qet) is Q(t) = Ce kt where C is a constant. Using techniques presented in Chapter 4, we shall see that the general solution of y"  2y'  3y = 0 is y = CI e x + C2e3x where Cl and C2 are constants. A first order differential equation along with a condition specifying a value Yo of y at a particular value Xo of x is called a first order initial value problem. We will indicate such an initial value problem by writing the ditferential equation along with the condition in a manner illustrated by the following three examples:
I
1
Y
Q'(t)
=
= x,
y(l)
kQ(t),
=
2;
Q(O)
=
1;
y(l) = 1.
While there are infinitely many solutions given by the general solution y = x 2 /2 + C to the differential equation y' = x, there is only one solution also satisfying the initial condition y(l) = 2. Indeed, substituting x = 1 into the general solution and equating with y(1) = 2 gives us
1 y(l) =  + C = 2. 2 Solving for C we get C = 3/2 and hence y = x 2 /2 + 3/2 is the one and only one solution to the initial value problem y' = x, y(l) = 2. As another illustration, consider the initial value problem Q'(t) = kQ(t),
Q(O)
=
1.
1 In this book we use the symbol f I(x) dx to indicate one antiderivative of f(x). For example, x 2 /2.)
f x dx =
114
Chapter 3
First Order Ordinary Differential Eqnations
We have noted that functions of the form Q(t) = Ce kt are solutions to this differential equation. The initial condition gives us Q(O) = C = 1. Hence Q(t) = e kt is one solution satisfying this initial value problem. Suppose there is another solution, w(t). Then ~ [Q(t)] dt wet)
=
Q'(t)w(t)  Q(t)w'(t) [w(t)F
=
kektu'(t)  ekt(kw(t» [w(t)]2
=0 ,
since w'(t) = kw(t). Therefore, we know that Q(t)/w(t) is a constant. Since Q(O)/w(O) = 1, the constant must be I and Q(t) = wet). Once again, we see that imposing an initial condition results in one and only one solution. The fact that hoth of the initial value problems y' = x, y(l) = 2 and Q'(t) = kQ(t), Q(O) = I had unique solutions illustrates the following theorem whose proof will be sketched in Section 3.8.
THEOREM 3.1
Let a, b > 0 and suppose f and of/oy are continuous on the rectangle Ix  xol < a and Iy  Yol < b. Then there exists an h > 0 so that the initial value problem l=f(x,y),
has one and only one solution y for
Ix  xol
:s h.
The existence part of Theorem 3.1 does not tell us how to produce the solution to an initial value problem. In succeeding sections we will develop some techniques for finding general solutions to certain types of differential equations that are then used to produce the solution to an initial value problem involving the differential equation. Even if we do not know a technique for solving a differential equation, however, we can still obtain graphical information ahout its solutions. To illustrate, consider the differential equation y' = 2y. The differential equation determines the slope of a solution at a point (x, y) to be y' ex) = 2y(x). For example, at the point (0, 1), the slope is y' (0) = 2y(O) = 2; atthe point (2, 3), the slope is y' (2) = 6. Software packages such as Maple can be used to display the slopes at various points. This display is called a direction field. To use Maple (see the accompanying Technology Resource Manual for doing these with Mathematica or MATLAB) to obtain direction fields, you must first load Maple's DEfOO!S package by typing and entering with(DEtools) ;
at the command prompt. To generate the direction field to y' (x) and 3 :s y :s 3, we type and enter
= 2y(x) for 1 :s x :s 1
dfieldplot(diff(y(x) ,x)=2*y(x) ,y(x) ,x=1 .. l,y=3 .. 3);
at the prompt command. 2 This direction field appears in Figure 3.l(a). Graphs of solutions to initial value problems are called phase portraits. To graph the phase portrait for the solution to the initial value problem y' = 2y, yeO) = 1 for I :s x :s 1 using Maple (see the accompanying Technology Resource Manual for
2 In Maple diff (y (x) ,x) is used for dy/dx or function of x.
l.
Notice that you must explicitly indicate that v is a
3.1
Introduction to Differential Equations
115
y(x)
y(x)
I I I I I I I I I J I I I I I I I I I 11111111111111111111 11111111111111111111 IIIIIIIIIZ IIIIIIIII
/1//////////////////
//////////////////// /////////~
.' / ' .' .' / ' / ' .' .' / '
///////// / ' / ' .' .' .' .' .' / ' / ' / '
~~~~~~~~~~~~~~x
1
0.6
0.2
0.2
0.6
(b)
(a)
y(x) y(x)
12
12 (d)
(e)
Figure 3.1
doing these with Mathematica or MATLAB), we can type and enter: phaseportrait(diff(y(x) ,x)=2*y(x),y(x) ,x=l .. 1, [[y(O)=l]]);
This phase portrait appears in Figure 3.1(b). We can also generate Figure 3.1(b) by using the command DEplot in place of phaseportrait. To leave slope vectors off the phase portrait add ,arrows=none as follows: phaseportrait(diff(y(x) ,x)=2*y(x) ,y(x) ,x=l .. l, [[y(O)=l]] ,arrows=none);
This graph appears in Figure 3.1 (c). One way of graphing the phase portrait for solutions satisfying the initial conditions yeO) = k12, k = 3, 2, 1,0, 1,2,3 without slope
116
Chapter 3
First Order Ordinary Differential Equations
vectors is by typing and entering: phaseportrait(diff(y(x) ,x)=2*y(x) ,y(x) ,x=l .. 1, [seq([y(O)=k!2] ,k=3 .. 3)], arrows=none);
This graph appears in Figure 3.1(d). Direction fields and phase portraits can be useful in many circumstances. Direction fields illustrate the rates of change of the solutions to a differential equation giving us a sense of the behavior of the solutions. Phase portraits give us an approximate graph of the solution to an initial value problem. Knowledge of such graphs can be used, for example, to make predictions. As another example, suppose we have some data and wonder if a certain initial value problem models this data. By plotting this data and graphing the phase portrait to this initial value problem on the same coordinate system, we can we see how well the initial value problem tits our data. An equilibrium solution of an ordinary differential equation is a constant solution. These constant solutions are horizontal lines that divide the xyplane into regions. If f (x, y) satisfies the conditions of Theorem 3.1, then no other solutions of)"' = f (x, y) can cross these horizontal lines. Otherwise, if another solution crosses an equilibrium solution y = c atx = xo, then both solutions satisfy the condition y(xo) = c violating the uniqueness of a solution in Theorem 3.1. Thus a nonequilibrium solution lies entirely within one of the regions determined by the equilibrium solutions. In the following examples we use equilibrium solutions along with the signs of the first and second derivatives to help us anticipate the phase portraits in these regions. For the differential equations in Examples 14 do the following. 1. Determine the equilibrium solutions. 2. On each region determined by the equilibrium solutions, determine when the graph of the solution is increasing, decreasing, and concave up and down. 3. Use Maple (or another appropriate software package) to sketch a phase portrait that illustrates the results of parts (1) and (2).
EXAMPLE 1 Solution
y'
=y_
y2
We can rewrite this equation as
l = y(l 
y)
and see that y = 0 and y = ] are the equilibrium solutions. In the region y > 1 we see that y' < 0, hence y is decreasing in this region. To determine the concavity on this region we look at the second derivative, y"
= y' 
2yy'
= y'(1 2y) = y(l 
y)(l  2y).
If y > 1, we see that y" > 0, so the solutions are concave up in this region. In the region y < 1 we see that y' > 0, hence y is increasing in this region. In this region we see that y" > 0 if y < 1/2 and y" < 0 for y > 1/2. Hence in the region 0 < y < 1, solutions are concave up for y < 1/2 and concave down for y > 1/2. In the region y < 0, we see that)" < 0 and y" < so that solutions are decreasing and concave down in this region. In Figure 3.2 we have used Maple to generate a phase portrait making
o
0, we see that y is increasing when x > 0 and y is decreasing when x < O. Since y"
= xy' + y = x 2y + y = y(x2 + 1)
we see that y" > 0 if y > O. Hence solutions are concave up when y > O. In the region y < 0, we see that y is decreasing when x > 0 and y is increasing when x < 0 and that y" < 0; hence solutions are concave down on this region. These features are illustrated by the phase portraits in Figure 3.3 obtained by typing and entering phaseportrait(diff(y(x) ,x)=x*y(x) ,y(x) ,x=3 .. 3, [seq ( [y (0) =k/2] , k=  2 .. 2) ] ,y=  3 .. 3 , arrows=none) ;
at the command prompt. Maple did give us these phase portraits without including the restriction 3 :s y :s 3. However, the five curves were closely bunched about the origin since a scale containing large values of 1)'1 was used. We then decided to "zoom in" by
118
Chapter 3
First Order Ordinary Differential Equations
restricting the size of Iy I obtaining a picture better distinguishing the five solutions close to the origin. • y(x)
~~~~~~~~~~X
3
2
3
Figure 3.3
EXAMPLE 3 Solution
y'
= x 2 + y2
If y(x) = C is an equilibrium solution, then y'(x) = 0 = x 2 + C 2 for all x, which is impossible. Therefore, there are no equilibrium solutions. Since y' > 0 except at (0, 0) y is always increasing. The second derivative is y"
= 2x + 2yy' = 2x + 2y(x 2 + i) = 2(x + y(x 2 + i».
We see that y" > 0 if x > 0 and y > 0, and hence solutions are concave up in the first quadrant. Similarly, y" < 0 in the third quadrant, and hence solutions are concave down in this quadrant. In the second and fourth quadrants, the concavity is determined by whether or not x + y(x2 + y2) is positive or negative. Figure 3.4 illustrates these properties. These phase portraits were obtained by typing and entering phaseportrait(diff(y(x) ,x) ,x)=xA2 +(y(X))A2,y(x),x=0.8 .. 0.8, [seq (y (0) =k/2l ,k=3 .. 3) 1 ,y=2 .. 2, arrows=none) ;
at the command prompt. As in Example 1, we found ourselves having to include a restriction on y in order to avoid an error message. • EXAMPLE 4 Solution
y'
= x sin y
The equilibrium solutions are kn for k = 0, ±1, ±2, .... Phase portraits appear in Figure 3.5. No restrictions were placed on y to obtain these with Maple. Can you • determine the command we used to obtain them?
3.1
Introduction to Differential Equations
119
y(x)
~~~=~~~r~~~~~~~x 0. 0.6 0.4 0.2 0 0.2 0.4 .8
Figure 3.4 y(x)
~~~~~~x I o 2 2
Figure 3.5
EXERCISES 3.1 In Exercises 14, determine the order of the differential equation. 1. x 2

3y +4(y")3
2. y"  4y'
=0
+ 5xy"1 =
3. x 2 yy"  2x
2
+ xy' = 4y
4. y" = 2y' sinx  3xy = 5
In Exercises 58, determine whether the given function is a solution of the differential equation. If this function is a solution, determine whether it satisfies the indicated initial condition.
5. y
= e2x

6. y = x 2, y'
2, y'
= 2y + 4, yeO) = 2
= xy2
=
1
+ y = 0, yeO) = 1 y = 3 cos 2x, y" + 4y = 0, yeO) = 3
7. y = eX, y"  2y'
8.
 2x, y(l)
120
Chapter 3
First Order Ordinary Differential Equations 19. Show that both J I  e 2x and  J 1  e 2x satisfy the initial value problem y' = y + yl, yeO) = O. Explain why this is not a contradiction to Theorem 3.l.
In Exercises 912, determine the slopes of the tangent lines to the solutions of the differential equation at the given points. Also use Maple (or another appropriate software package) to graph a direction field for the differential equation.
20. Show that for every real number c,
9. y' = 2x.1'; (1,0), (2,4), (2, 2)
¢(x) = (x
10. y' = y cos x; (0,2), (3,2), (3, 5)
satisfies the initial value problem
= xy2 + 2x; (I, 1), (4,2), (4,2) y' = xe x y  2 sin x; (0, 3), (n /2,0), (n /4, 1)
11. y' 12.
Explain why this is not a contradiction to Theorem 3.1. The dsolve command of Maple is used to find the general solution to a differential equation or the solution to an initial value problem with Maple. Use Maple (or another appropriate software package) to find the general solution of the differential equation or the solution to the initial value problem in Exercises 2126.
1. Determine the equilibrium solutions.
2. On each region determined by the equilibrium solutions, determine when the graph of the solution is increasing, decreasing, and concave up and down.
3. Use Maple (or another appropriate software package) to sketch a phase portrait that illustrates the results of parts (I) and (2). 14. y' = xy
15. y' = yl  4y 17. y' = y3  9y
16. y'
3.2
= y/x + yl/2, yeO) = o.
y'
For the differential equations in Exercises 1318, do the following:
13. y' = 2y + 4
+ C.jX)2
21. y' = 2y 23. 2xy dx + (x 2

22. y'  2x.1' = x 3 y2) dy = 0
24. yl) dx +xy dy = 0 25. y' = xy2 + 2x, y (1) = 1 (x 2 
+ 4x
= y cosx
26. 2y sin(xy) dx
18. y' = xy  xy3
+ (2x sin(xy) + 3y2) dy
= 0,
yeO) = I
SEPARABLE DIFFERENTIAL EQUATIONS
An ordinary differential equation that can be written in the form y'
= M(x)N(y)
or
dy
 = Mex)N(y) dx
is called a separable ditIerential equation. A separable differential equation may be solved by using integration. We first arrange the equation so that all the expressions involving y are on the left and all the expressions involving x are on the right:
dy
 =
M(x) dx.
dy =
f
N(y)
Now, if we integrate each side,
f
N(y)
M(x) dx,
3.2
Separable Differential Equations
121
we obtain an equation in x and y that implicitly gives us the solutions to the differential equation. Following are three examples illustrating this process. EXAMPLE 1
Solve
y'
= ay
where a is a constant. Solution
dy
Replacing y' by  , our equation becomes dx dy
 = av. .
dx
Dividing by y and multiplying by dx, we have dy
=adx. y Integrating each side,
f d: = fa dx, gives us In
Iyl = ax + c.
We will usually leave our answers as an equation in x and y, but let us solve for y in this example. Applying the exponent function to each side, we have
This gives us
Hence
•
where k is the constant ±ec .
Recall that in the last section you verified that the functions given by Q(t) = C e kt are solutions to the differential equation Q' (t) = k Q (t) describing radioactive decay. In Example 1, we solved this differential equation with x in place of t, Y in place of Q(t), and a in place of k obtaining Q(t) = Ce kt when k is replaced by C, a is replaced by k, and x is replaced by t in the answer to Example 1. EXAMPLE 2
Solve y'
= xy 
4x.
122
Chapter 3
Solution
First Order Ordinary Differential Equations
We factor out x on the righthand side and get dv
= = x(y  4) dx from which we obtain dv _.= x dx.
y4
After integrating each side, we find
• EXAMPLE 3
Show the differential equation x 2 y dx
+ ci 
I) ely
=0
is separable and solve it. Solution
We can rewrite this equation as
and then as
y2 1   dy Y
=
_x 2 dx.
Hence it is separable. Integrating,
we obtain that our solutions are given by the equation
y2
2
x3
In iyi =
•
3 + c.
It is not convenient to solve the equation for y in our answer to Example 3 to obtain the solutions as functions of x. Phase portraits of the solutions in Example 3 for particular values of C can be easily plotted using Maple. One way to do this is to use the phaseportrait command as in the last section. But there is another way when we have an equation describing the solutions as we do herewe simply have Maple graph this equation. To do so, we first have to load Maple's graphing package by typing and entering with (plots) ;
at the command prompt. Next we type and enter implicitplot(yA 2/2ln(abs(y)) + xA 3/3=O,x=5 . . 5,y=5 . . 5);
and we get the graph shown in Figure 3.6 of the solution for C some solutions for other values of C yourself.
= O. If you wish, plot
Separable Differential Equations
3.2
123
y
Figure 3.6
In the final example of this section, we solve an initial value problem.
EXAMPLE 4
Solve
y'
Solution
= yeosx xy,
yeO)
= 1.
We change this equation to
elv =y
= (cos x x) elx
and integrate obtaining In
Iyl =
. S1l1X 
x2 2

+ c.
Since our initial condition requires y to be positive, we drop the absolute value on y and have In y = sin x Substituting in the initial condition x
x2
2 + C.
= 0 and y = 1 gives us
In 1 = sin 0  0 + C, from which we see C
= O.
The solution is given by the equation Iny
x2
= sin x  2
•
124
Chapter 3
First Order Ordinary Differential Equations
EXERCISES 3.2 In Exercises I 4, determine if the differential equation is separable. 1. y' = x cos y + 2xy2 2. 3xy2 dx  6siny dy = 0 dy 3.  = x 2 + 2xy 4. sinxy' = xy + 4x dx Solve the differential equations in Exercises 512. 5. y' = 2x 2 y  4y 6. eXy dx+4 y 3 dy = 0 J dv 2 7. (x + 1) ' = xv + x dx . 8. secxy'  xy/(y + 4) = 0 9. eX(y" 4y) dx + 4 dy = 0 dy x 2 y 3 + 3xy 3 dy dy \ 10.  = '::;=11. t  +  = te dx 2x2y dt dt dr 12. (r2+1)cos8  =rsin8
dO
=
4xy
 2   ' y(l)
y +4
3.3
=
= 7r
17. a) Solve the equation in the answer to Exercise 13 for y. b) Use the result of part (a) to determine the values of x for which the solution to the initial value problem in Exercise 13 is valid. 18. a) Solve the equation in the answer to Exercise 14 for y. b) Use the result of part (a) to determine the values of x for which the solution to the initial value problem in Exercise 14 is valid. 19. Use Maple (or another appropriate software package) to graph the solution in Exercise 13. 20. Use Maple (or another appropriate software package) to graph the solution in Exercise 14. 21. a) Show that the equation y' = (y + x + 1)2 is not separable.
Solve the initial value problems in Exercises 1316. 13. y' +x 2 /y = 0, yeO) = 1 dy 14. 3 dx = 2xy  y, y(2) = I dy 15. dx
16. ye X ely  sec y dx = 0, yeO)
b) Show that the substitution v = y + x + 1 converts the differential equation in part (a) into a separable one.
1
e) Solve the differential equation in part (a).
EXACT DIFFERENTIAL EQUATIONS
In the last section we learned how to solve separable differential equations. In this section we will consider a type of equation whose solutions arise from implicit differentiation. If we use the Chain Rule to differentiate the equation
F(x, y) =
c
implicitly with respect to x,
d  F(x,y) dx
(iF ax
=
aF dy ay dx
+   =0.
(1)
Thus, if we have an equation of the form in (1), we know that the solutions are given by the equation F (x, y) = C. In differential form, the differential equation in (1) is
aF aF dx+dy=O. ax ay
(2)
Notice that the lefthand side of Equation (2) is the total differential of F. Differential equations of this form are called exact differential equations. For instance, the differential equation 2x cos Y dx  (x 2 sin y + 2y) dy
=
0
3.3
Exact Differential Equations
125
is exact since its lefthand side is the total differential of
F(x, y)
= x 2 cosy i.
The solutions to this differential equation are given by
x 2 cosy
i =
C.
The differential equation in (2) is one of the form
M(x, y) dx
+ N(x, y) dy
= O.
(3)
We are going to study how we can tell if a differential equation of the form in (3) is exact. If Equation (3) is exact, then there is a function F of x and y so that
F,(x, y) = M(x, y) and Fy(x, y) = N(x, y). If Fxex, y), Fv(x, y), Fxv(x, y), and Fyx (x, y) are all continuous, we have that the mixed partials Fxy(x, y) and F\,x(x, y) are the same. But having these mixed partials equal is the same as having
My(x, y) = NxCx, y).
(4)
That is, if Equation (3) is exact, then Equation (4) is true. Amazingly enough, the converse of this also holds so that we have the following theorem.
THEOREM 3.2
Suppose the functions M, N, My, and Nx are continuous on a rectangular region Q. Then
I M(x, y) dx + N(x, y) dy = is an exact differential equation on
Q
0
I
if and only if
[ My(x, y) = NxCx, y) on Q. We are going to sketch the proof of the converse part of Theorem 3.2. Before doing so, we point out that the rectangular region is needed in Theorem 3.2 to guarantee the existence of antiderivatives. 3 We will assume that anti derivatives exist whenever we need them. A rigorous proof of the converse part of Theorem 3.2 that includes the construction of the necessary anti derivatives is left for other courses. To prove the converse part, we must construct a function F so that
FxCx,
y)
= M(x, v),
Fy(x, y)
=
N(x, y).
3 In fact, Theorem 3.2 holds under the weaker assumption that the region is simply connected. Roughly speaking. a simply connected region is one that is a single piece and contains no holes.
126
Chapter 3
First Order Ordinary Differential Equations
To construct F, we first integrate Fx (x, y)
=
F(x, y)
f
=
M (x, y) with respect to x and set
M(x, y) dx
+ hey)·
(5)
The function h(y) is the constant of integration, which may involve y since y is treated as a constant in this integral. This gives us (up to a yet to be determined h (y» a function F so that Fx(x, y) = M(x, y). Now we need to determine hey) so that Fy(x, y) = N(x, y) for the function F(x, y) constructed in Equation (5). This means we must have
aF, = a ay
(Jy
f
M(x, y) dx
+ h'(y) =
N(x, y).
A theorem from calculus allows us to interchange the order of the partial derivative and integral in this equation. Doing so, we get Fy(x, y)
=
f
My (x, y) dx
+ h'(y) = N(x, y).
Solving this equation for hi (y), we have h'(y) = N(x, y) 
f
(6)
My(x, y) dx.
If we show that N(x, y)  J My (x, y) dx depends only on y, then we can integrate the righthand side of Equation (6) to get h(y) and hence complete the construction of F (x, y). This is done by showing that the derivative of the righthand side of Equation (6) with respect to x is zero. Doing this differentiation, we get
aax (N(x, y) 
f
My(x, y) dx)
= Nx(x, y)
 My(x, y),
which is equal to zero by our hypothesis. • We now look at some examples where we use the equality of the partial derivatives as stated in Theorem 3.2 to test for exactness of the differential equations. Once we find them to be exact, we use the construction in our proof of the converse of Theorem 3.2 to find the solutions to the differential equations.
EXAMPLE 1
Solve the differential equation I
y
Solution
=
eX cos Y  2x y
.
eX sm y
+ x0
•
It is easily seen that this equation is not separable. Let us see if it is exact. We rewrite it
in differential form obtaining (eX cosy  2xy) dx
+ (_eX siny 
x 2 ) dy
= O.
3.3
Exact Differential Equations
127
To test if this equation is exact we let
M(x, y) = (eX cosy  2xy) and N(x, y) = (_eX siny  x 2 ). We see that
a
a
X
x
.
 M = e sin v  2x and  N = e sm y  2x, ay . ax and therefore this equation is exact. We then set
F(x, y)
=
f
f
=
M(x, y) dx
= eX cos y  x 2 y + hey),
(eX cos y  2xy) dx
where h (y) is to be determined. Since
~F = (Jy
_ex sin y  x 2
+ h'(v) , .~
has to be the same as N, we have _ex sin y  x 2
+ h'(y)
= _ex siny  x 2 •
Solving for h'(y) gives h'(y) = O. Hence we can use any constant for hey). Using hey) = 0 gives
F (x, y)
= eX cos y 
x 2 y.
Therefore, solutions are given by
•
where C is an arbitrary constant.
The proof of the converse part of Theorem 3.2 may also be done by integrating with respect to y first. We leave the proof of this approach as an exercise (Exercise 18). The next example illustrates how this method looks in practice.
EXAMPLE 2
Solve the initial value problem I
y =
Solution
2xy  sinx  3y 2 ex
yeO)
=
2.
Writing the equation in differential form gives us (sin x
+ 3ie' 
2xy) dx
+ (6ye
X
x 2 ) dy

= O.
Checking for exactness,
a
+ 3)'2e x ay·
(sinx

.
a
2xy) = 6ye X  2x = (6ve X ax ~

x 2)
and we see that our differential equation is exact. We now let
F(x, y) =
f (6ye
X 
x 2) dy = 3le x

x 2y
+ g(x).
128
Chapter 3
First Order Ordinary Differential Equations
Since
a ax = 3v. 2 ex 
2xv 
F
+ g'(x) =
= sin x + 3iex
M(x, v)
.
2xy,

we see g'(x)
= sinx,
and hence we may use g(x)
= cosx.
We now have
F(x, y)
= 3iex

x 2 y  cosx.
The solutions to the differential equation are then given by
3y 2 e x Letting x given by

x 2 y  cosx
= C.
= 0, y = 2, we find C = I 1 so that the solution to the initial value problem is
•
The graph of the solution appears in Figure 3.7. y
2 1.8 1.6 1.4 1.2 1
0.8 0.6
2
4
6
8
10
Figure 3,7
We conclude this section with an illustration of why exactness is necessary for finding the solutions to equations of the form M (x, y) d x + N (x , y) d Y = 0 using our methods for constructing F (x, y). Consider the differential equation
(3xy
+ i) dx + (x 2 + xy) dy = O.
3.3
Exact Differential Equations
129
Notice that
a
ay M = 3x + 2.v

a
ax N = 2x + .y
and 
so that this equation is not exact Suppose we try to solve this equation as we did in Example 1. We have F(x, y)
=
f
=
M(x, y) dx
3 )
+ xy 2 + hey).
2:Xy
Next.
a
3 2
2
,
 F =  x +2xy+h(y).
oy
However, there is no function hey) that would make this equal to N = x 2 + xy. for were this the case,
3 2 "2x
+ 2x)' + h, (y) = x 2 + xy,
whieh implies
,
I
2
h (y) = 2:x xY.
But this is impossible since the righthand side depends on x and is not a function of y alone. We will see how to solve an equation such as this in Section 3.5.
EXERCISES 3.3 In Exercises 110, detennine if the differential equation is exact If it is exact, find its solution. 1. (3x 2  4y2) dx  (8xy  12y') dy = 0
4. 5.
X)
6. (ycosx+3e x cosy) dx+(sinx3e x siny) dy
7.),
,
=
1  2xy
!
8. y
2 X
et  2t cos s 9.  = dt eS  t 2 sin s ds
=
dr
10. 
dO
=
2xy 2
X

Y
=0
!
12. y
=
2xe l' x
3

3x 2 )' 2"
 x e}
Y (l) = 0
x +y
A+y
+x
dy
dx
= 0, yeO) = 1
16. Use Maple (or another appropriate software package) to graph the solution in Exercise 12. 17. Show a separable differential equation is exact. 18. Show the converse of Theorem 3.2 can be proved by integrating with respect to y first.
+ sin 0
+ (x 2 + 3y2) dy = 0, y(l) = 1
(1  A)
+1
In Exercises 1114, find the solution of the initial value problem. 11. 2xy dx
+ (2x sin(xy) + 3y2) dy = 0,
1
2
e  r cos e r
=
15. Use Maple (or another appropriate software package) to graph the solution in Exercise 11.
X)
x2 
yeO)
14.
+ 4y2) dx + (5x 2 ) + 2X2) dy = 0 (2xy + ye dx + (x 2 + eX) dy = 0 (2xe + x 2 ye xy  2) dx + x 3 e xy dy = 0 (2x cos y  x 2 ) dx + x 2 sin y dy = 0
2. (3xy 3.
13. 2y sin(xy) dx
19. Determine conditions on a, b, c, and d so that the differential equation !
ax
+ by
y = ::ex +dy
is exact and, for a differential equation satisfying these conditions, solve the differential equation.
130
Chapter 3
First Order Ordinary Differential Equations
if the differential equation
20. A function F of two variables x and y is said to be harmonic if Fu(x. y) + F,y(x, y) = O. Show that the differential equation F is harmonic if and only
Fy(x, y) elx  F'.,(x, y) ely = 0
is exact
3.4
LINEAR DIFFERENTIAL EQUATIONS
An ordinary differential equation that can be written in the form
I ql ex)y' + qo(x)y = g(x) I is called a linear first order differential equation. If g(x) = 0, the differential equation is called a homogeneous linear differential equation. We shall assume that the functions q], qo, and g are continuous on some open interval (a, b) throughout this section. We will also assume that ql (x) i 0 for all x in this interval (a, b). Doing so allows us to divide this differential equation by q1 (x). This puts the ditlerential equation in the form I y'
+ p(x)y =
q(x) I
where p(x) = qo(x)/q] (x) andq(x) = g(x)/q] (x), which is the form we will work with as we solve first order linear differential equations in this section. These assumptions on qJ, qo, and g also will ensure that the hypothesis of Theorem 3.1 is satisfied and that the initial value problem q1 (x)y'
+ qo(x)y = g(x),
y(xo)
= Yo
with Xo in the interval (a, b) has a unique solution on (a, b). In the next chapter we will study higher order linear differential equations. In some ways linear differential equations are the simplest type of differential equations. The theory of linear differential equations is very rich, and we will see in the next chapter that linear differential equations have an intimate relationship with linear algebra. Indeed, this relationship with linear algebra will be used to understand and solve linear differential equations. We now develop a technique that can be used to solve any first order linear differential equation that has been written in the form y'
+ p(x)y = q(x)
(up to a couple of integrals). The technique hinges on the fact that we can put linear differential equations in a form where we can integrate both sides of the equation with respect to x. If we differentiate uy where u and yare functions of x, we get d " +uy. (uy)=uy
dx
MUltiplying the linear differential equation y'
+ p(x)y = q(x)
3.4
Linear Differential Equations
131
by u gives us u/
+ up(x)y = uq(x).
Notice that the lefthand side of this equation is similar to the derivative of the product uy. As a matter of fact, they will be equal if u'
= up(x).
This is a separable differential equation in u. Solving it: du
 = up(x) dx
du
 = p(x) dx u
lnu
=
Iu =
f
p(x) dx
eJp(x)dx.
With this u our equation takes on the form d
(uy) = uq(x). dx
Integrating thi s equation with respect to x, we obtain
I uy ~ f "q(xl dHe I Solving for y,
y
~ ", f uq(xl dx + Cu' ·1
We call the function u an integrating factor because it allows us to solve the differential equation by integrating. Using our formulas for u and y, we can write the solutions to a linear differential equation as y(x) = e J p(x) dx
f
eJ p(x) dxq(x) dx
+ Ce J p(x) dx.
In general, we will not use this formula. Instead, we will determine the integrating factor u, multiply the differential equation by u, and then integrate. We illustrate the procedure with some examples.
132
Chapter 3
EXAMPLE 1
First Order Ordinary Differential Equations
Solve the differential equation
y'=2y+x. Solution
Expressing this differential equation in the form
= x.
y'  2y
we see p(x) = 2. Therefore, an integrating factor is u = ef 2 dx = e 2x .
Multiplying by this integrating factor gives us
Since the lefthand side of this equation is
we have d
_ (e 2x y) dx .
= xe 2x .
Thus
f
=
e 2x y
xe 2x dx
+ C.
Using integration by parts on the righthand side we have
e 2x y
= __I xe 2x
_
2
1 e 2x
+ C.
_
4
Multiplying through by u 1 = e 2x we see that V
. EXAMPLE 2
1 1 2x = x   + Ce . 2 4
Solve the differential equation , I Y  y
x
for x >
Solution
=0
o.
An integrating factor is u = e·
{ _l dx x
= e
lnx
1 =.
Multiplying through by this integrating factor gives us I,
I
y   y =0. X x2
x
•
3.4
Linear Differential Equations
133
Therefore
~(~y)=o dx x so that
1 y x
=C
or y
•
= Cx.
You might notice that the differential equation in Example 2 can also be solved as a separable equation. EXAMPLE 3
Solve the initial value problem I
Y =x)'x, Solution
y(1) = 2.
We see that this equation is both separable and linear, but we will solve it as a linear equation. Writing the equation as I
Y xy = x, u
= ef xdx = e x '/2.
Multiplying by the integrating factor u gives us d (e X 2/"~y) dx .
=
xe" ' I'2 •
Thus 7 e x 2/ y
= e _x_2/7 + C
and
= 1 + Ce 2 . Substituting in the initial condition, we find C = e 1/ 2 . y
x2
/
(Try it.) The solution is then
• EXAMPLE 4
Solve the initial value problem
xy'+2y=3x, Solution
y(1) = O.
Dividing by x gives us the differential equation y An integrating factor is
I
2 + y = 3. x
134
Chapter 3
First Order Ordinary Differential Equations
and mUltiplying by it gives us
Integrating and solving for y, we obtain
y
= x + Cx 2 •
Using the initial condition, we find C = 1 and consequently the solution to the initial value problem is
•
y=xx 2 .
EXAMPLE 5
Solve the initial value problem
y' cosx + xy cosx = cosx,
Solution
yeO)
=
1.
Upon dividing by cos x, we obtain
y' + xy
=
l.
We find that an integrating factor is
Multiplying the differential equation by it gives us d,
_
(e r / 2 y)
dx
=
,
ex/2.
Since there is no closed form for an anti derivative of eX' /2, we will use an antiderivative of the form F(x) = ;;; J(t) dt for e x2 / 2 :
{X et2 /2 df.
Jo We now have _d
' 2 y) = _d (e X "/
dx
dx
l°
X
et 2 /2
dt,
so that
Using the initial condition yeO) = 1 gives us yeO)
= {o e t ' /2 df + C = 0 + C = C = 1.
Jo
3.4
Linear Differential Equations
13S
Therefore we have
or
• We can use Maple to graph the solution to Example 5 by typing and entering plot(exp(xA2/2)*int(exp(tA2/2) ,t=o .. x)+exp(xA2/2) ,x=O .. 5);
This graph appears in Figure 3.8. y
1.4 1.2
0.8
0.6 0.4 =~~~L~~x
3
2
4
5
Figure 3.8
EXERCISES 3.4 In Exercises 112, determine the integrating factor and solve the differential equation. 1. y' + y I x 2 = 0 2. y' ::= y I x  2, x > 0 3. yl  2xy
5. 6.
v'::=
.
=x
4. y'
= 4y + 2x
dr 12. de = rtane
7. xy' + y = x 2 , x> 0
8. xy'
x 2 dy
= 0, x
x 2 dy
::=
+ y = x 2, X
< 0
0, X > 0
et .
+ sme, 0
0 1 +2x
Y'=X2_~
9. (1
dy 11. dt
< 0
136
Chapter 3
First Order Ordinary Differential Equations
19. Use Maple (or another appropriate software package) to graph the solution in Exercise 13. 20. Use Maple (or another appropriate software package) to graph the solution in Exercise 14. 21. Show that the solution to the linear first order initial value problem
y'
+ p(x)y = 3.5
q(x),
is given by y(x)
= e J:o p(t) dr
l'
u(t)q(t) dt
+ yoe  Jx~ p(t) dr
Xo
where u(t)
= ef~() p(s) ds.
22. Use the result of Exercise 21 to do Exercise 13.
y(xo) = Yo
MORE TECHNIQUES FOR SOLVING FIRST ORDER DIFFERENTIAL EQUATIONS
In the previous three sections we considered three types of first order differential equations: separable equations, exact equations, and linear equations. If a first order equation is not of one of these types, there are methods that sometimes can be used to convert the equation to one of these three types, which then gives us a way of solving the differential equation. In this section we will give a sampling of some of these techniques. The first approach we consider involves attempting to convert a differential equation
I r(x,y)dx+s(x,y)dy=O I
(1)
that is not exact into an exact one. The idea is to try to find a function I of x and y so that when we multiply our differential equation in (1) by I (x, y) obtaining
I lex, y)r(x, y) dx + lex, y)s(x, y) dy =
0,
I
(2)
we have an exact differential equation. In the previous section we multiplied the linear differential equation y'
by u
= e f p(x) dx
+ p(x)y = q(x)
because it made the lefthand side of the linear differential equation
d / dx (u y). Since we could now integrate this derivative, we called u an integrating factor.
In the same spirit, we will refer to I (x, y) as an integrating factor for the differential equation in (l) if it converts Equation (1) into Equation (2) with a lefthand side that is a total differential. (Actually, multiplying the linear equation y' + p(x)y = q(x) by u does make the differential equation into an exact onesee Exercise 7. Thus our old meaning of integrating factor is a special case of its new meaning.) If we let M(x, y)
=
lex, y)r(x, y)
and N(x, y) = lex, y)s(x, y)
in Theorem 3.2, for exactness we must have
a ay
a ax
lex, y)r(x, y) = lex, y)s(x, y).
(3)
3.5
More Techniques for Solving First Order Differential Equations
137
Numerous techniques have been devised in attempts to find integrating factors that satisfy the above condition. One ploy is to try to find an integrating factor of the form
I
I(x, y)
= xmyn I
where m and n are constants. The following example illustrates this approach.
EXAMPLE 1
Solve the differential equation (x 2 y
Solution
+ l) dx + (x 3 + 2xy) dy =
O.
It is easily seen that this equation is not exact. Let us see if we can find an integrating factor of the form I (x, y) = xm yn. Multiplying the differential equation by this, we have the differential equation xmyn[(x2y
+ i) dx + (x 3 + 2xy) dy] = 0
or
With
Equation (3) tells us that we must have My(x, y)
=
(n
+ 1)xm+2yn + (n + 2)x my n+!
the same as
for Equation (4) to be exact. At this point we make the observation that My(x, y) and N x (x, y) will be the same if the coefficients of the x m +2 yn terms are the same and the coefficients of the xmyn+l terms are the same in these two expressions. This gives us the system of linear equations
n+l=m+3 n+2=2(m+I), which you can easily solve finding
m = 2 and n = 4. Substituting these values of m and n into Equation (4), we have the exact equation (x 4
l + x 2 i) dx + (x 5 l + 2x 3 l) dy =
O.
138
Chapter 3
First Order Ordinary Differential Equations
Let us now solve this exact equation. We have
f
F(x, y) =
(x 4 l
+ x 2l) dx + hey)
x 5i
x 3l
5
3
= ++h(y) and
so that h'(y)=O
and hey) = O.
Our solutions are then given by
• Do not expect the technique of Example 1 to always work. Indeed, if you were to try to apply it to the equation (x 2
+ l + 1) dx + (xy + y) dy = 0,
you would find that the resulting system of equations in nand m obtained by comparing coefficients as we did in Example 1 has no solution. (Try it.) There is, however, a way of finding an integrating factor for this equation. It involves looking for one that is a function of x only; that is, we look for an integrating factor of the form
I lex, y) = f(x). I Indeed, Equation (3) tells us the differential equation is exact if and only if
a
a
y
x
a (f(x)r(x, y» = a (f(x)s(x, y» or f(x)ry(x, y)
Solving this equation for
= f(x)sx(x, y) + f'(x)s(x,
rex), we have f'ex) =
Ty(X,
y)  Sx(X, y) f(x) s(x,y)
y).
3.5
More Techniques for Solving First Order Differential Equations
139
or, using u for f(x), du dx
=
ry(x, y)  sx(x, y) u. sex, y)
(5)
If the expression ry(x, y)  sx(x, y)
(6)
sex, y)
is a function of x only, Equation (5) is a separable equation that can be solved for u = f(x). In other words, we have just arrived at the following procedure for finding an integrating factor that is a function of x:
1. Calculate the expression in (6). 2. If the expression in (6) is a function of x only, solve the separable differential equation in (5) to obtain an integrating factor u = f(x).
3. Use this integrating factor to solve the differential equation. Of course, our procedure does not apply if the expression in (6) involves y. A similar approach can be used to attempt to obtain integrating factors that are functions of y only. See Exercise 8 for the details. Let us use the procedure we have just obtained to solve a differential equation. EXAMPLE 2
Solve the differential equation (x 2 + i
Solution
+ 1) dx + (xy + y) dy = O.
With rex, y)
= x2 + i + 1
and sex, y)
= xy + y,
we have ry(x, y)  Sx(X, y) s(x,y)
2y  y
== xy+y
==
x+l
is a function of x only. Now we solve the separable equation du =·u dx x+I for the integrating factor u. This gives du I =dx u x+1
In u or
= In(x + 1)
140
Chapter 3
First Order Ordinary Differential Equations
(We leave off the constant of integration since we only have to find one solution for u to obtain an integrating factor.) Multiplying the differential equation in the statement of this example by u = x + I we have the exact equation (x 3 + x/
+ x + x 2 + i + 1) dx + (x 2 y + 2xy + y) dy = O.
Solving this exact equation, we find that our solutions are given by the equation
x4
x2
x" /
x3
y2
2
4 + 2 + 2 + :3 + xy + x + 2 = c.
•
We next consider a type of equation that can be converted to a separable equation. A first order equation of the form
I
M(x,y)dx+N(x,y)dy=O
I
is said to have homogeneous coefficients4 if M(ax, ay)
M(x, y)
N(ax, ay)
N(x, y)
(7)
for all values of a for which these fractional expressions are defined. The differential equation (x 2
+ /) dx + xy dy = 0
is an example of an equation with homogeneous coefficients since (ax)"
+ (ay)2
x2 +l
(ax)(ay)
xy
Suppose the equation M(x, y) dx
+ N(x, y) dy = 0
has homogeneous coefficients. To solve it, we first write it in the form dy
dx
=
M(x, y)
(8)
N(x, y)
U sing x for a in Equation (7), we may express M (x, y) / N (x, y) as M(x, y)
M(x· 1, x(y/x»
N(x, y) 
N(x· 1, x(y/x»

M(l, y/x)   N(1, y/x) ,
(9)
4 The word homogeneous is used in many different senses throughout mathematics. Here it has a different meaning than it does with respect to the linear equations of Chapter 1 or the homogeneous linear differential equations that were mentioned in Section 3.4.
3.5
More Techniques for Solving First Order Differential Equations
141
and hence our differential equation has the form
dy dx
=
M(l, y/x)
N(l, y/x)
In other words, our differential equation can be expressed as one where we have dy / dx as a function of y / x: dy _ I (y)  .
dx
(10)
x
Let us set (11)
Since y = ux,
dy du =u+x. dx dx
(12)
Substituting the results of Equations (11) and (12) into Equation (10), we have
du u +x dx
=
f(u).
.
This is a separable equation in u and x which we can solve for u and then use the fact that y = ux to find our solution for y. The following example illustrates the procedure we have just obtained.
EXAMPLE 3
Solve the differential equation
(x 2  y2) dx +xy dy
Solution
=
O.
Writing our equation in the form of Equation (8), we have dy
dx
=
xy
xy
We could apply the steps in Equation (9) to write the righthand side of this equation as a function of y / x, but notice that we can more easily get this by first doing termbyterm division by xy on the righthand side obtaining
dy dx
y x
x
y
x
y'
x
142
Chapter 3
First Order Ordinary Differential Equations
Making the substitutions from Equations (11) and (12), we arrive at the differential equation
du 1 u+x=u. dx u Let us now solve this separable equation for u:
du dx
x =u du
u dx
= x
u2
2 = lnlxl +c u2
Since u
=
= Inx 2 + 2C.
y / x, the solutions are given by 2
Y2 x
= Inx 2 + K
•
where K is a constant.
The differential equation in Example 3 also may be solved by using the techniques of Examples 1 or 2. Try doing it these two other ways. Among the three methods for solving it, which do you find the easiest to use') For our final technique, we consider a type of equation that can be converted to a linear differential equation. An equation of the form
I
y'
+ p(x)y =
q(x)yn
I
is called a Bernoulli equation (named after Iakoub Bernoulli, 16541705). If n = 0, I the equation is linear. For other values of n, this equation can be converted to a linear differential equation by making the substitution (13)
To see why, first note that since y
= v1/(1n), we have
y' = _I_ v "/(In)v'. 1 n Substituting this into the Bernoulli equation gives us _I_ v"/(In)v' In
Dividing by v"/(In) / (l 
n),
v'
+ p(x)v1/(ln)
= q(X)V nj(1II).
we have the linear differential equation
+ (1 n)p(x)v =
(I  n)q(x).)
(14)
3.5
EXAMPLE 4
More Techniques for Solving First Order Differential Equations
143
Solve the differential equation
y'+xv=xl.
Solution
Making the substitution in Equation (13), which is [I
=
.1'1
here, our differential equation becomes V
I
xv=x
by Equation (14). Solving this linear equation, we find
v= I
+ Ce x '/2
and hence
• EXERCISES 3.5 In each of Exercises 16, find integrating factors for the differential equation and then solve it.
1. (x 2 + y2) dx  xy dy
2. (2y2  xy) dx
+ (xy 
dy dx
2
0
3. (x  3x y) = .\)'
4. (x 2 + y2)/ 5. 6.
=0
.
2x2) dy
=0
+ .I'
= 2xy
+ 3y2  2) dx  2xy dy (3x + 2e Y ) dx + xe Y dy = 0 (2x 2
= 0
7. Show that multiplying the differential equation
+ pix»), = q(x) by ef pC,) dx
y'
converts the differential equation into an exact one.
Use the result of Exercise 8 to find an integrating factor and solve the differential equations in Exercises 9 and 10.
+ x) dx + (x 2 + y2  1) dy y dx + (2x  ye Y ) d)' = 0
9. (xy
10.
In each of Exercises 1114. show that the differential equation has homogeneous coeHicients and then solve it. 11. (x 2  y2) dx + xy dy = 0
12. (x 2 + y2) dx + xy dy = 0 13. (y + xe v / X ) dx  x dy = 0
(x cos ~x 
x
y sin~) dx + sin ~ dy x x 15. Show that if the differential equation 14.
M(x, y) dx
8. Show that if s,(x, y) 
ry(x, y)
+ N(x, y) dy
=0
= 0
has homogeneous coefficients, then
r(x, y)
is a function of )' only, then a solution to the separable differential equation
= 0
I(x v) '.
I
= xM(x, y)
+ yN(x, y)
is an integrating factor for the differential equation.
du sAx, y)  ryex, y) = u dy rex, y)
16. Use the result of Exercise 15 to solve the differential equation in Exercise II.
is an integrating factor for the differential equation
Solve the differential equations in Exercises 17 and 18.
rex, y) dx
+ sex, y) dy = O.
17. xy'
+ y = y2
18. y'
= 2y _ y3
144
Chapter 3
3.6
First Order Ordinary Differential Equations
MODELING WITH DIFFERENTIAL EQUATIONS
In this section we will look at several different phenomena that can be described by ditlerential equations. We begin with some that arise from exponential functions. No doubt you have seen a number of places where exponential functions are used to model phenomena. As an illustration, suppose a type of bacteria divide every hour and a petri dish intially contains N (0) of these bacteria. Assuming there are no factors restricting the continued growth of the bacteria, after 1 hour the petri dish will contain N (0) . 2 bacteria, after 2 hours it will contain N (0) . 22 bacteria, after 3 hours it will contain N(O) .2 3 bacteria, and after t hours it will contain
= N(0)2/ = N(0)e t1n2
N
bacteria. A similar analysis may be used to get a formula modeling the amount of a radioactive substance in terms of its halflife. 5 To illustrate, suppose that we have a sample containing radioactive carbon14, which has a halflife of about 5730 years. By considering the amounts of radioactive carbon14 after 5730 years, 2 . 5730 years, 3 . 5730 years, and so on, you should be able to convince yourself that the quantity Q of radioactive carbon14 in the sample after t years is given approximately by Q = Q(O)
(2"l)f
/5730
= Q(0)e On2 )1/5730
where Q(0) is the initial quantity of radioactive carbon14 present in the sample. As a final elementary illustration of an exponential model, consider compounded interest. If A (0) dollars are invested at 5% interest compounded yearly, the formula for the value of the investment after t years is A
=
A (0)(1
+ 0.05)1 = A(0)etlnl.05.
(Why?) If interest is compounded quarterly instead of yearly, the formula becomes A = A(O) ( 1 +
T
005)4f
= A (0)e 4t1n 10125.
(Why?) If interest is compounded daily (ignoring leap years), the formula becomes A = A(O) ( 1 +
005 )
_._
365f
=
A(0)e 365t In(1+0.05/365).
365 (Why?) In general, if A (0) dollars is invested at r% interest compounded k times per year, the formula for the value of the investment after t years is A = A(O) ( 1
+ r )kl =
A(0)ekf1n(l+r/(IOOk)).
100k
5 The halflife of a radioactive substance is the amount of time it takes for the substance to decay to half of its original amount.
3.6
Modeling with Differential Equations
145
If we let k approach infinity in this formula, lim A(O)ekt1n(l+r/(lOOk)), k>oo
an application of l'Hopital's rule gives us the formula for continously compounded interest:
(1) Thc population, radioactive decay, and compound interest examples we have just considered are all modeled by functions of the form
(2) where C > 0 and k are constants. In these models, we say we have exponential growth if k > 0 and exponential decay if k < O. The derivative of the function in Equation (2) is y' = kCe kt or (3)
I y' =ky.
Of course, now you know that if you solve the differential equation in (3) you find its solutions are given by Equation (2). In effect, we have found ourselves on a twoway street. At the beginning of this section we applied common sense to obtain the exponential models of the form in Equation (2) from which we get differential equations of the form in Equation (3). We could equally well start with the differential equations in the form of Equation (3) and solve them to obtain the exponential models in Equation (2). You may well feel that the approach we used at the beginning of this section to arrive at exponential models is more natural than the differential equations approach and wonder why we bother with the differential equation approach. One reason for taking the differential equation point of view is that there are many instances where we have to adjust the rate of change of y in order to model the problem at hand. Consider the following example. EXAMPLE 1
Solution
Suppose that an investment program pays 6% interest a year compounded continuously. If an investor initially invests $1000 and then contributes $500 a month at a continuous rate in this account, how much will have accumulated in her account after 30 years? Also, how much of this will be interest? Were it not for the contributions, Equation (1) gives us that this investor would have
A = A(0)e rt / 1OO = 1000e o.o6t in her account after t years and the annual rate of growth of her investment would be governed by the differential equation
A'
=
(0.06) 1000eo. o6t or A'
= 0.06A.
146
Chapter 3
First Order Ordinary Differential Equations
In this problem, we adjust the growth rate by noting that her continous contributions of $500 per month increase her investment's growth rate by 12 . $500 = $6000 per year. Hence we can model the amount A of her investment after t years by the differential equation
A'
= 0.06A + 6000,
with initial condition A(O)
=
1000.
This differential equation is linear. Solving it, we find A = C eO.0 6r

6000 = C e006t  100 000. ' 0.06
From the initial condition we get
C
=
101,000
so that A
= 101,000e006t 
100,000.
The graph of the solution to the initial value problem in this example appears in Figure 3.9. The amount in her account after 30 years is A(30)
~
$511,014.39
(rounded to the nearest cent). After 30 years she will have contributed $1000 + 30 . $6000 = $181, 000, and hence she will have received $330,104.39 in interest (rounded to the nearest cent). •
500,000 400,000 300,000 200,000 100,000
o
2 4 6 8 1D 12 14 16 18 20 22 24 26 28 3D Figure 3.9
Our next model is a type of problem called a mixture problem.
3.6
EXAMPLE 2
Solution
Modeling with Differential Equations
147
Ten pounds of salt is dissolved in a 200gallon tank containing 100 gallons of water. A saltwater solution containing 1 lb salt/gal is then poured into the tank at a rate of 2 gal/min. The tank is continuously wellstirred and drained at a rate of 1 gal/min. How much salt is in the tank after a half hour? How much salt is in the tank when the tank overfills? Figure 3.10 illustrates this problem.
Figure 3.10
Note that the volume of salt water in the tank is increasing at a rate of 1 gal/min. (Why?) Therefore, the volume of salt water in the tank after t min is (100 + t) gal. (Why?) The amount of salt in the tank is also changing. To solve this problem, we first determine the differential equation describing the rate of change of the salt. The rate of pounds of salt entering the tank is given by
1~.2 gal =2~ gal
min
min
The amount of salt leaving the tank is determined in a similar manner. Denote the number of pounds of salt in the tank at time t by S (t). Then Set) Ib 100 + t gal is the concentration of salt in the tank and is also the concentration of salt that will leave the tank. Multiplying this concentration by 1 gal/min gives us
Ib S (t) ~. 1 gal = S(t) 100 + t gal min 100 + t min for the rate of pounds of salt leaving the tank every minute. Since the rate of change of salt in the tank is given by the rate of salt entering the tank minus the rate of salt leaving the tank,
SI(t)=2~. 100+t
This is a linear differential equation. Its general solution is S(t) = (100
c
+ t) +   . 100+t
148
Chapter 3
First Order Ordinary Differential Equations
Using the initial condition S(O)
=
Set)
=
10 gives us C
=
9000 so that
9000
100 + t 
100+t
.
The graph of this solution to our initial value problem appears in Figure 3.11. After a half hour, S(30) = 130  900/131b salt are in the tank. Noting that the tank overfills at t = 100 min, S(100) = 155 lb salt are in the tank when it overfills. •
140 120 100 80 60 40 20 0
20
40
80
60
100
Figure 3.11 We next look at a cooling problem. EXAMPLE 3
Solution
Newton's law of cooling states that a body of uniform composition when placed in an environment with a constant temperature will approach the temperature of the environment at a rate that is proportional to the difference in temperature of the body and the environment. A turkey has been in a refrigerator for several days and has a uniform temperature of 40° F. An oven is preheated to 325° F. The turkey is placed in the oven for 20 minutes and then taken out and its temperature is found to be 60° F. Approximately how long does the turkey have to stay in the oven to have a temperature of 185° F? Let (j be the temperature of the turkey at time composition. By Newton's law of cooling
t
and assume the turkey has uniform
(j' = k(325  (j).
We can solve this equation either as a separable or linear differential equation. Doing either, we find the solutions are (j = Ce kt
+ 325.
Using (j(0) = 40, we find C
= 285.
3.6
Then, using 8(20)
Modeling with Differential Equations
149
= 60, we get k _ In(57/53)  2'0'
Therefore, In(57/Y'tJ
8 = 285ew '
+ 325.
The graph of this function appears in Figure 3.12. To finish the problem, we need to find so that
t
8
1"(57/53)
= 285e2o t + 325 =
185.
Solving for t we find t
=
20
In(28/57) :::::; 195.397 minutes, In(57/53)
•
or about 3.26 hours.
260 240 220 200 180 160 140 120 100 80 60 100
200
300
400
500
Figure 3.12
The final two examples of this section involve the motion of an object.
EXAMPLE 4
Newton's law of momentum says that the force acting on a body is equal to its mass times acceleration. An object falling in the earth's atmosphere is subject to the force of gravity and the friction of air. Assuming that the force due to friction of air is proportional to the velocity of the object, determine the speed at which an object dropped from rest will hit the ground.
Solution
Let v be the velocity of the object. Then dv / dt is the acceleration of the object. If we let M be the mass of the object and g represent the acceleration due to gravity, then
150
Chapter 3
First Order Ordinary Differential Equations
Newton's law of momentum gives us dv Force = M  = Mg  kv dt where k > 0 is the friction constant. (The constant k is positive because friction opposes the motion.) This equation is both separable and linear. Solving it either way gives k
v =ce"M t
Using the initial condition v(O)
= 0, we find that Mg
= T(l 
V
EXAMPLE 5
Mg +k .
k
t
e"M ).
•
Newton's law of gravity states that if the radius of a planet is R and if x is the distance of an object of mass M in space from the planet, then the weight of the object is given by W
=
MgR2 =~
(R +x)2
where g is the acceleration due to the gravity of the planet. Suppose an object of mass M is projected upward from the earth's surface with initial velocity Va. Determine the velocity and the maximum distance from the earth of the object.
Solution
The differential equation (ignoring air friction) describing the velocity of the object is dv M dt
=
=
w
MgR2
=~
+ X)2
(R
where the minus sign indicates that the weight is opposing the upward motion of the object. From the Chain Rule we know that dv
dv dx
dv
dt
dx dt
dx
==v.
Using this our differential equation takes on the form dv
gR2
dx
(R+x)2
v=
.
This is a separable equation whose solutions are given by
v2 gR2 =+C. 2 R +x Since x
= 0 when t = 0 we have
V5 gR2 =+C 2
R
'
3.6
which gives us C
= vG/2 
Modeling with Differential Equations
151
gR. Consequently,
= ± ( V~ 
V
2 R2) 1/2 2g R +  g R+x
As the object is rising, v must be positive and hence
v=
(V5 _2gR + 2gR2 )1/2 R +x
Since the object reaches its maximum distance from the earth when v = 0, we obtain
v02 R x  2gR 
v6
as the maximum distance from the earth achieved by the object.
•
You will need to use the results of Examples 4 and 5 in Exercises 1316. A few of the many other applications involving first order differential equations not covered in the examples of this section can be found in Exercises 1722.
EXERCISES 3.6
1. After his company goes public, an entrepreneur retires at the age of32 with a retirement portfolio worth $2 million. Ifhis portfolio grows at a rate of 10% per year compounded continuously and he withdraws $250,000 per year at a continuous rate to live on, how old will he be when he runs out of money? 2. A company offers a retirement plan for its employees. If the retirement plan has a yearly interest rate of 10% compounded continuously and an employee continuously invests in this plan at a rate of $1 00 per month, how much money will the employee have in this plan after 30 years? 3. An amoeba population in a jar of water starts at 1000 amoeba and doubles in an hour. After this time, amoeba are removed continuously from the jar at a rate of 100 amoeba per hour. Assuming continuous growth, what will the amoeba population in the jar be after 3 hours? 4. Suppose that a culture initially contains I million bacteria that increases to 1.5 million in a half hour. Further suppose after this time that 0.5 million bacteria are added to this culture every hour at a continuous rate. Assuming continuous growth, how many bacteria will be in the culture after 5 hours?
5. Cesium 137 has a halflife of approximately 30 years. If cesium 137 is entering a cesiumfree pond at a rate of I lb/year, approximately how many pounds of cesium 137 will be in the pond after 30 years? 6. A drum contains 30 g of radioactive cobalt 60 suspended in liquid. Because the drum has a small leak, 0.1 g of radioactive cobalt 60 escapes from the drum each year. If the halflife of radioactive cobalt 60 is about 5.3 years, about how many grams of radioactive cobalt 60 are left in the drum after 10 years? 7. A 100gal tank contains 40 gal of an alcoholwater solution 2 gal of which is alcohol. A solution containing 0.5 gal alcohol/gal runs into the tank at a rate of 3 gal/min and the wellstirred mixture leaves the tank at a rate of 2 gal/min. a) How many gallons of alcohol are in the tank after I () minutes? b) How many gallons of alcohol are in the tank when it overflows? 8. A SOOgal tank contains 200 gal fresh water. Salt water containing 0.5 lb/gal enters the tank at 4 gal/min. The wellstirred solution leaves the tank at the same rate.
152
Chapter 3
First Order Ordinary Differential Equations
a) How much salt is in the tank after 10 minutes? b) Suppose after 10 minutes the salt water entering the tank is stopped and replaced by pure water entering at 4 gal/min. If the wellstirred mixture now leaves at 3 gal/min, how much salt is in the tank after another 10 minutes?
9. A 1O,OOOcuft room contains 20% carbon dioxide. Pure oxygen will be pumped into the room at a rate of 5 cu ftlmin. The wellmixed air escapes from the room at a rate of 5 cu ftlmin. a) How long will it take to reduce the carbon
dioxide level to 5%? b) How long will it take to reduce the carbondioxide level to 5% if smokers are putting in
carbon dioxide at a ratc of 1 cu ftlmin?
10. A pond with a stream flowing in and a stream flowing out maintains a nearly constant volume of LOOO,OOO gal. The flow rate is about 2 gal/min. An industrial plant located upstream from the pond has been allowing pollutants to flow into the pond for some time. Water samples show that about lOCk of the pond water consists of pollutants. Biologists have determined that for the species depending on the pond water the pollution level has to be less than 1%. What is the rate that the plant can discharge pollutants if this level is to be rcachcd within 5 years'> 11. A can of frozen juice is taken from a freezer at 20° F into a room with a temperature of 70° F. After 35 min, the temperature of the juice is 28° F. How long will it take for the temperature of the juice to be 32° F? 12. A cup of liquid is put in a microwave oven and heated to 180 F. The cup is then taken out and put in a room of constant temperature 70° F. After 2 min the liquid has cooled to 16()o E What will the temperature of the liquid be at 10 minutes? 0
13. A dead body is discovered by an investigator. The temperature of the body is taken and found to be 90° F. The investigator records the temperature an hour later and finds the temperature to be 85° F. If the air temperature is 75° F, estimate the time of death. (Assume that normal hody temperature is 98.6° E) 14. A dead body is discovered hy an investigator. At the time of discovery, the body's temperature is 85° F. The air temperature is 75° E The body is then put into a refrigerated system with a temperature of 40° F for 2 hours. At the end of these 2 hours the temperature of the body is 65° E Assuming the con
stant of proportionality depends only on the body, estimate how long the person has been dead.
15. A body of mass 5 kg is dropped from a height of 200 m. Assuming the gravitational effect is constant over the 200 m and air resistance is proportional to the velocity of the falling object with proportionality constant 10 kg/sec, determine the velocity of the object after 2 seconds. (Use 10 mJsec 2 for the acceleration of gravity.)
16. Suppose that the body in Exercise 15 is projected downward with a velocity of 1 mJsec instead of being dropped. Again determine the velocity of the body after 2 seconds. 17. A body of mass 10 kg is projected from a height 5 m above the surface of the earth with velocity 20 mJsec. Ignoring friction, find the maximum height obtained by the object. 18. Determine the initial velocity an object projected vertically at the surface of the earth must have to escapc the earth's gravitational pull.
19. A geometrical problem that arises in physics and engineering is to find the curves that intersect a given family of curves orthogonally. (That is, the tangent lines are perpendicular at the interscction points.) These curves are called the orthogonal trajectories of the given family of curves. For instance, consider the family of circles x 2 + y2 = a 2 where a is a constant. From the geometry of circles, we can see that the orthogonal trajectories of this family of circles consist of the lines through the origin. Another way of obtaining this that works more generally for other families of curves involves using differential equations. a) Show that the orthogonal trajectories of the family of circles x 2 + y2 = a 2 satisfy the differential equation
dy dx
y x
(Hint: Recall that the slopes of perpendicular
lines are the negative reciprocals of each other.) b) Solve the differential equation in part (a) to determine the orthogonal trajectories of the family of circles Xl + y2 = a 2 . 20. Find the orthogonal trajectories of the family of hypcrbolas xy = k where k is a constant.
3.7
21. As populations increase in size. the growth rate of the population tends to slow as the environment inhibits the growth ratc. The logistic growth curve is one means of trying to model this. This curve is given by a differential equation of the form dP
kP(C  P)
dt
C
where k is a constant, P is the population, and C is the maximum population the environment can sustain, called the carrying capacity of the cnvironment. Notice that if P is small relative to C, the differential equation for logistic growth is approximately the same as the one dP/elt = kP modeling exponential growth since (C  1') / C is close to one. As I' approaches C, (C  1') / C is close to zero so that the growth rate in logistic growth is close to zero. Find the logistic growth curve of a population P if the carrying capacity of the environment is I trillion and the initial population is 10 billion. 22. As an epidemic spreads through a population, the rate at which people are infected is often proportional to the product of the number of people infected and the number of people who are not infected. a) If C denotes the total population, I' denotes the number of infected people, and Po denotes the initial number of infected people, write down an initial value problem modeling such an epidemic. b) Solve the initial value problem in part (a).
3.7
Reduction of Order
153
23. In thermodynamics, the equation relating pressure P. volume V, number of moles N, and temperature T is given by PV = N RT where R is Avogadro's constant. a) Show that PdV VdP = N RdT. b) Using the adiabatic condition dU =  PdV and the energy equation dU = NcvdT where U is the total energy and C v is the molar heat capacity, show the differential equation in part (a) can be expressed as PdV
+ VdP
= (R/cv)PdV.
c) Solve the differential equation in part (b) to obtain the equation for the ideal gas process relating I' and V. 24. Financial analysts usc the following differential equation to model the interest rate process of a market economy d(l(r» = (e(t)  a(r» dt
+ (J(t) dz
where dz models the randomness of the economy. a) The HoLee process uses fer) = r, a(r) = 0, and e(t) = R(t) + (J(t). Solve the HoLee equation if (J(t) = 0 and R(t) = 0.05t. b) Another process has f (r) = In rand a (r) = In r. Solve this equation assuming eu) = R(t) + (J(t), (J(t) = 0, and RCt) = 0.051. (Solutions for (J f. 0 are called stochastic solutions and are beyond the scope of this text.)
REDUCTION OF ORDER
In this section we will consider some higher order differential equations that can be solved by reducing them to first order differential equations. One case where we can do this is when we have a second order differential equation that does not contain y. Such an equation can be reduced to a first order equation by substituting I
V
= y'
I
as the first two examples of this section illustrate.
EXAMPLE 1
Solve
y" +2y'
=X.
154
Chapter 3
Solution
First Order Ordinary Differential Equations
Letting v
=
y' we have
v'
+ 2v = x.
This is a linear equation. Solving this equation (you will find that you have to use integration by parts), we obtain
Since y'
= v, integrating v gives us I
y = C 1e 2
I 2 + x 
2x
4
I x 4
+ C2.
•
We have seen that the general solution to a first order differential equation contains a constant. Notice that the general solution to the second order differential equation in Example 1 has two constants. This pattern continues; that is, the general solution to an nth order differential equation will have n constants.
EXAMPLE 2
Solve the initial value problem
y" = xy'
Solution
Substituting v
=
+ 2x;
= 0,
y(O)
/(0) = 1.
y' gives us the initial value problem
v'=xv+2x,
v(O)
=
1.
The differential equation is a linear equation with solution v = 2 + Ce x2 / 2 . Using initial condition v(O) = 1, we have
2+C=I, C
=
3,
and hence
Now we integrate v to obtain y. Unfortunately, Let us use
J; e
12 /
2
dt as an antiderivative of e
y
= 2x +
Using the initial condition y(O)
31'
= 0, we find
Je
x2 /2.
x2 / 2
dx does not have a closed form.
Doing so, we have
e12 / 2 dt
+ C.
3.7
Reduction of Order
155
Therefore, the solution is
• The approach of Examples 1 and 2 can be extended to third order differential equations that do not have y' and y. In fact, it can be extended to nth order differential equations not having y(n2), y(n3), ... , y. (How would we do this?) The technique we used in Examples 1 and 2 worked because the equation did not contain y. There is another technique we can use to reduce the order of second order equations that have y but not x. We do this by again letting
Instead of using
Vi
for y", however, we use the Chain Rule to write yl/ as
y
/I
= dv = dv dy dx
dy dx
dv dy
=V.
The next two examples illustrate how these two substitutions are used.
EXAMPLE 3
Solution
Solve the differential equation yy"
=
(y')2.
Substituting y'
=
V
" dv and y = v dy'
our equation becomes dv vv dy
= v2 ,
which is a separable equation. Upon rewriting this equation as
dv v
d)' y
and integrating, we find In Ivl = In
Iyl + C.
Now we need to solve this first order differential equation. To do so, let us first solve for v:
Ivl = eCIYI v = ±ec y.
156
Chapter 3
First Order Ordinary Differential Equations
Relabeling the constant ±ec as
e I, we have
v = elY or Y' = elY· We can solve this last equation as either a separable or a linear one. Doing it either way, we find its solutions have the form
• EXAMPLE 4 Solution
Solve the differential equation y" Making the substitutions v
+ Y = O. dv in this equation, we obtain ely
= y' and y" = V dv dy
v
+ Y =0.
This is a separable differential equation whose solutions are given by y2
v2
2 = 2 +c. Since y'
= 1', we have y'2 + l = e~
where C? = 2e. (The choice of CI was made in hindsight to make the form of our answer nicer.) Solving this equation for y' = dy / dx gives us the separable differential equation
or ely 2 (C I 
y2) 1/2
= ±dx.
Integrating we get sin 1
(~J
= ±x + C,
so that y = C) sin(±x
Using the fact that sin(±e)
=
+ e).
± sinCe), we express the solutions in the form
y
= e)
sin(x
+ C 2 ).
•
We will see a much easier way of finding the solution to the differential equation in Example 4 in the next chapter.
3.8
The Theory of First Order Differential Equations
157
EXERCISES 3.7 In Exercises 18, solve the differential equations.
1. y"  9y' = x 3. y"  (y')3 = 0 5. yy"  4(y')2 = 0 7. y" +4y = 0
Determine the height y of the object at a time t if it is dropped from a height Yo.
2. y" + y' = I 4. y" +xy' /(1 +x) = 0 6. y"  e V y' = 0 8. y"  25y = 0
17. The initial value problem in Example 5 of Section 3.6 could also be written as d 2x _ M o dt"
In Exercises 915, solve the initial value problems. 9. y"y' = 1; yeO) = 0, y'(O) = 1
+ 2xy' =
1; y(1) = 0, l(l) = I
12. y"  y =O;y(O) = 1,y'(0) = I
)'
+ x)"
v(O) = vo,
x(O) =
Xu
18. The motion of a simple pendulum of length I is described by the initial value problem
13. y"  3y2 = 0; yeO) = 2, y'(O) = 4 14. y3 y" = 9; yeO) = 1, y'(0) = 4
d2e
1dt 2
15. xy"' = y"; y(1) = I, y'(1) = 2, y"(I) = 3 16. If y is the height of the object in Example 4 of Section 3.6, the differential equation could also be written as
+ !? sine = 0:
e' (0)
= 0,
L
e(0) = eo
where e is the angle the pendulum makes with the vertical, eo is the initial angle the pendulum makes with the vertical, and g is the acceleration of gravity. Solve this initial value problem. You may leave your answer in terms of an integral.
d2v dy =Mgk. 2 dt dt
3.8
(R
where Xu is the initial distance of the object from the planet. Solve this initial value problem. You may leave your answer in terms of an integral.
10. y" = X(y')2; yeO) = 0, y'(O) = 1 11. x 2 y"
MgR2. 
THE THEORY OF FIRST ORDER DIFFERENTIAL EQUATIONS
In this section we will consider the existence and uniqueness of solutions to the initial value problem for first order differential equations. In particular, we will consider the proof of thc following theorem restated from Section 3.1. THEOREM 3.3
Let a, b > 0 and suppose f and aflay are continuous on the rectangle R given by Ix  xol < a and Iy  yol < h. Then there exists an h > 0 so that the initial value problem
y'
= f(x, y),
has one and only one solution y
Y(Xo)
= Yo
= y(x) for Ix  xol .s
h.
There are many technical issues that have to be dealt with in proving this theorem that must be left for a course in advanced calculus or an advanced differential equations course with advanced calculus as a prerequisite. We will point out these technical issues as we outline a proof of the theorem. One consequence of f and f, being continuous on R that we will usc throughout this section and the exercises is that there is a number K > 0 and a number M > 0 so that If(x, y)1 .s K and Ify(x, y)1 .s M for all (x, y) in R. (We will reserve K and M for the bounds of f and .f~ on R, respectively, throughout this section.) The proof of the uniqueness part of Theorem 3.3 is the easier part and we begin with it.
158
Chapter 3
First Order Ordinary Differential Equations
To prove the uniqueness part, we make use of one of the fundamental theorems of integral calculus that tells us if the function F is continuous on an open interval containing Xo and x, then an antiderivative of F on this open interval is G(x)
fX F(t) dt.
=
Xo
Notice that G(xo)
=
f
XO
F(t) dt
=0
Xo
and hence G(x) is a solution to the initial value problem y' y(x) is a solution to the initial value problem I y'
=
J(x, y),
= F(x), y(xo) = O.
Suppose
y(xo) = Yo· I
If we let
I F(x) = J(x, y(x», then y(x) satisfies the initial value problem I y'(x) = F(x),
y(xo) = Yo,
I
and it follows that y(x) is given by y(x)
= Yo + fX
F(t) dt
= Yo + fX J(t, yet»~ dt.
Xo
(1)
Xo
We will call Equation (1) an integral equation. A solution to it is a solution to the initial value problem and vice versa. In particular, if the integral equation has a unique solution, then so does the initial value problem. We now prove the uniqueness of the solution to the initial value problem by proving the uniqueness of thc solution to the integral equation. Suppose that u(x) and vex) are solutions to the integral equation y(x) = Yo
+ fX
f(t, y(t» dt.
XO
That is, u(x)
=
Yo
+
fX f(t, u(t»
dt
Xo
and
vex) = Yo + fX Xo
J(t,
vet»~ dt.
3.8
The Theory of First Order Differential Equations
159
Subtracting these equations gives us
r (J(t, u(t)) 
u(x)  vex) =
lxo
f(t, vet))) dt.
Thus
11: (J(t, u(t» 
=
lu(x)  v(x)1
r
.:s
f(t, v (t)))dt
I
(2)
If(t, u(t»  f(t, v(t»ldt.
lxo
Using the Mean Value Theorem, for each t we can express f(t, u(f))  f(t, vCt» as
=
f(t, u(t»  f(t, vCt»
fy(t, y*(t»(u(t)  vet))
for some y*(t) between vet) and u(t). Substituting this, the inequality in Equation (2) becomes lu(x)  vex)!
.:s
f~ !fy(t, y*(t))(u(t) 
v(t»! dt
= IX !fy(t, y*(t»! !(u(t)  vCt»! dt. to
Since
Ij~(t,
y)1
.:s M on R, we have
lu(x)  v(x)1
.:s
L'
Mlu(t)  v(t)ldt
.:s
M
L:
on this rectangle. We now let w(x)
=
lu(x)  v(x)l.
We have that w(xo)
= lu(xo)  v(xo) I = 0, w(x) 2: 0,
and w(x).:s MIx wet) dt. Xo
Setting W(x)
=
IX wet) dt, Xo
w(x)
=
W'(x)
.:s
MW(x)
lu(t)  vCt)1 dt
160
Chapter 3
First Order Ordinary Differential Equations
or W'(x)  MW(x) SO.
This looks like a first order linear differential equation only with an inequality instead of an equality. Let us multiply by the integrating factor
to obtain eMx(W'(x)  MW(x»
=
(W(x)e Mx ), SO.
Replacing x by t, integrating each side of this inequality from Xo to x, and using the fact that W(xo)
Ito
=
w(t) dt
=0
Xu
gives us
I
x (W(t)eMl)'
dt
=
W(t)e Mt IX
Xo
= W(x)e Mx
;;), and its first n derivatives at a agree with p(x) and its first n derivatives at a. That is, Tn(x)
=
T,,(a)
=
pea),
T:(a) = p'(a).
r,;'(a)
=
p"(a).
The expression p(II+1)(C)
~(x  a)"+1 (n l)!
+
is called the Lagrange form of the remainder and is the error in approximating p(x) by Tn (x). Determining techniques for minimizing this error is an important topic in the study of numerical solutions to initial value problems. As in Euler's method, suppose we wish to obtain approximations at the xvalues
172
Chapter 3
First Order Ordinary Differential Equations
to the solution y = ¢(x). In the Taylor method approach we begin by substituting y for p in Equation (2), which gives us
Tn(x) = yea)
v"(a)
+ y'(a)(x
 a)
+ 2(x 
ylll(a)
ai
+ )l(x 
a)3
(3) v(n)(a)
+ ...
+~(xat·
n!
We then substitute Xo for a and
+ ... +
Xl
for X in Equation (3), obtaining
yC/) (xo) (XI n!
11
 xo) .
We will use Tn (Xl) as our approximation to ¢ (XI). Substituting XI for a and Xz for X in Equation (3), we obtain
Tn(xz) = y(xd
I
+ y (XI)(X2 
+ ... +
Xl)
y(n)(XJ) I
n.
(X2 
y"(XI)? XJt
+ 2(X2 
y'''(x])
+ 3!(X2 
3 Xl)
xd'
as our approximation for ¢ (xc), Continuing this process, we obtain
T,,(Xk+J)
= y(xd + y'(Xk)(Xk+1
Xk)
+ ... + 1 Y(k) ( Xk ) ( Xk+ I n!
+ ~yll(Xk)(Xk+l

. )" Xk
as an approximation for ¢ (Xk+ I)' The next example illustrates Taylor's method for n
EXAMPLE 2
Xk)2
= 2.
Find the second order Taylor approximation to y'=Y+X,
y(1)
=0
at the xvalues 1,1.1,1.2,1.4,1.5.
Solution
For the second order Taylor approximation we need the second derivative of the solution.
3.9
Numerical Solutions of Ordinary Differential Equations
173
This is v
"
.
=
d, dx'
y
=
d dx'
(v
+ x) = ~\' , + 1.
Since
we have that T2(X])
= y(1) + y , (1)(X]
 1)
= y(l) + y'(l)(l.l
+ 21Y
 1)
I
II
(1)(X]  1)
+ 21 y l/(l)(l.1
2
 1)2
)
= 0 + 0.1 + 2(2)(0.1) = 0.11. We now develop the second order Taylor polynomial at (XI. T2(XI)) = (1.1,0.11). Since
we have that TZ(X2)
= y(l.1) + y'(1.1)(xz
 1.1)
= y(l.1) + y , (1.1)(1.2 ~
0.11
+ ~yll(1.I)(X2
1.1)
1 2
+ 21Y
II
)
+ 1.21 (0.1) +  (2.21 )(0.1 t
_1.1)2
(1.1)(1.2  1.1) ~
2
0.24205.
(We have used the approximation symbol since each of the values we substituted for y( 1.1), y' (l.1), and y" (1.1) are approximations.) Continuing, we have T2(X)
=
V(X2)
+ y'(x:~)(x 
Xl)
+ ~yll(X2)(X 
X2)2,
so that T2(X3)
= v(1.2) + /(1.2)(x,
 l.2)
= y(1.2) + /(1.2)(1.4 ~ 0.24205
and
+ ~yll(1.2)(X3
1.2)
 1.2)2
+ ~ylf(1.2)(1.4 1
+ 1.44205(0.2) + 2 (2.44205)(0.2)2
1.1)2
~ 0.579301
174
Chapter 3
First Order Ordinary Differential Equations
so that
T2(X4)
= y(1.4) + y ,(1.4)(X4 = y(1.4)
1
1/
 1.4) +"2)' (1.4)(X4  1.4) 1
+ y'(1.4)(1.5  1.4) + "2 yl/(1.4)(1.5 
~
0.57930] + 1.979301(0.1) +
~
0.7921276.
1
2
1.4)2 .0
"2(2.97930l)(0.1)~
•
Comparing with Example], notice that the second order Taylor polynomial gives a better approximation of ¢ (x) at each of the xvalues than Euler's method. In Example 3 we use the fourth order Taylor method.
EXAMPLE 3
Give the fourth order Taylor method approximation to
y'
= x 2 +xy,
yeo)
=1
at the xvalues
0,0.1,0.2,0.3,0.4. Solution
We need y", yl/" and y(4). Upon differentiating we obtain
Y
1/
=
d, y dx
=
d 2 (x + xy) dx
I
= 2x + y + x)' ,
1/ d" d , '1/ y' =y =(2x+y+xy)=2+2y +xy. dx dx
· Y (4)
=
dy 1/'
dx'
d (2 + 2' ") = dx .V +x\' .
3 .
=.)'
1/
,1/ +xv . .
Using the formula for the nth order Taylor polynomial with n
Yn+l
= )'11 +
= 4 gives us
o 1 , 0 (x;, + xn)'n)(Xn+l  XII) + "2(2xn + Yn + XnY (XII' YII»(Xn+1  x lI ) 
+ ;, (2 + 2y'(xn • y,,) + xn/'(x/!, Yn»(Xn+l  x lI )3
+ 4!I (3 y "( x"' Yn ) + XnY Beginning by substituting in Xo
1/' (
Xn, y,,»(Xn+1  Xn )4 .
= 0 and Yo = I gives us: ~
1.005345833
)'2 ~
1.022887920
Y3
~
1.055189331
Y4
~
1.053149.
Yl
•
3.9
Numerical Solutions of Ordinary Differential Equations
In practice, one usually chooses
Xl, X2, ... Xn
175
so that they are equally spaced. That
is, Xl X2
XN+1
= Xo + h = Xl + h = Xo + 2h = XN + h = Xo + Nh,
for some fixed number h. For example, h = 0.1 in Example 3. In Exercise 9 we ask you to obtain formulas for the Euler and Taylor methods in this special case.
3.9.3 RungeKutta Methods In 1895 the German mathematician Carle Runge (18561927) used Taylor's formula to develop other techniques for generating numerical solutions to initial value problems. In 1901 the German mathematician M. W. Kutta (18671944) improved on Runge's works. The techniques that these two individuals developed arc now known as RungeKutta methods and are very popular for approximating solutions to initial value problems. We only present their fourth order method and will not attempt to explain how the formula is developed. We leave the development of this formula as well as the other RungeKutta methods for a numerical analysis course. The fourth order RungeKutta method for the initial value problem I y' = I(x, y),
Y(Xo)
=
Yo
I
is a weighted average of values of f (X, y). We present the fourth order RungeKutta method only for equally spaced xvalues.
I xo,xo+h,xo+2h ... xo+N~ We set
176
Chapter 3
First Order Ordinary Differential Equations
The approximation for ¢ (Xn+l) is then given by
The term
I (j(a n
+ 2bn + 2en + dn )
may be interpreted as a weighted average slope. In the exercises we ask you to compare the numerical solutions of the Euler method, fourth order Taylor method, and fourth order Runge Kutta method for some initial value problems.
EXERCISES 3.9 In Exercises 14, calculate the Euler method approximations to the solution of the initial value problem at the given xvalues. Compare your results to the exact solution at these xvalues. 1. y' = 2y  x; yeO) = 1, x =0. J. 0.2, 004, 0.5 2. y' = xy
+ 2; yeO)
=
o. x
= 0.1. 0.2, 004, 0.5
3. y' = x 2 V 2 ; y(1) = 1, x = 1.2, lA, 1.6. 1.8
4. y'
= y + )'2; y(l) = I, x = 1.2, lA, \.6, 1.8
In Exercises 58, use the Taylor method of the stated order n to obtain numerical solutions to the indicated exercise of this section. Compare the results from this method with the method of this exercise. S. Exercise I, n
=2
6. Excrcise 2, n = 2
7. Exercise 3, n = 3
8. Exercise 4.
11
= 3
9. Derive formulas in the Euler and Taylor methods for X n +! = XII + h = Xu + nh. n = 0, 1,2, ... , N. In Exercises LO13, use the fourth order RungeKutta method with h = 0.1 and N = 5 to obtain numerical solutions. In Exercise 10, compare with the results of Exercises 2 and 6. and in Exercise 11, compare with the results of Exercises I and 5. 10. y' = xy
11.
l
+ 2, yeO)
= 0
= 2y  x, yeO) = I yeO) = 0
12. )" = x 2

13. y' = x 2
+ yl, yeo)
y2,
= 0
In Exercises 1419, use a software package such as Maple to help with the calculations. 14. Consider the initial value problem v' = X tan y, yeO) = l. Use Euler's method with the following values for (h, N): (0.1,10), (0.05, 20). (0.025,40), (0.0125,80). Solve this initial value problem and compare these approximating values with those of the actual solution. What conclusions can you make regarding the accuracy of the Euler method for this initial value problem? What happens if you increase N?
15. Consider the initial value problem y' = x 2 y, yeO) = 1. Use Euler's method with the following values for (h. N): (0.1. 10), (0.05, 20), (0.025, 40). (0.0125,80). Solve this initial value problem and compare these approximating values with those of the actual solution. What conclusions can you make regarding the accuracy of the Euler method for this initial value problem? What happens if you increase N?
16. Compare the fourth order Taylor and fourth order RungeKutta methods for yi = x 2 )' + 4x. yeO) = 0 with h = 0.1 and N = 40. Solve this initial value problem and compare these approximating values with those of the actual solution. Which approximations are more accurate? 17. Compare the fourth order Taylor and fourth order RungeKutta methods for y' = xy  6. yeO) = 0 with h = 0.1 and N = 40. Solve this initial value
3.9
Numerical Solutions of Ordinary Differential Equations
177
problem and compare these approximating values with those of the actual solution. Which approximations are more accurate?
19. Do Exercise 18 for the initial value problem y' = cos y + sin x, yeO) = 0, which also does not have a closed form solution.
18. A closed form solution cannot be obtained for the initial value problem y' = x 2 + l, y(O) = O. Use the fourth order Taylor and fourth order RungeKutta methods on the interval 0 < x < 1 first with h = 0.2 and then with h = 0.1 to obtain numerical solutions to this initial value problem. Then use Maple (or an appropriate software package) to plot the points obtained with these numerical solutions and to graph the phase portrait of this initial value problem. Which method appears to give a more accurate answer')
In Exercises 2023, use the dsolve command in Maple with the Ilumeric optio/l to determine a numerical solution at x = 0.5 with Maple's default method. Then use Maple's odeplot command to graph Maple's numerical solution over the interval [0, IJ. (Or use another appropriate software package.) Finally, use Maple to graph the phase portrait of the initial value problem over this interval and compare this graph with the graph of the numerical solution.
= x 2 + y2, yeO) = 0 21. y' = cosy + sinx, yeO) = 0 22. y' = siny + e x , y(l) = 0 20. y'
23. y' = X4
+ y2, y(l) =
1
Linear Differential Equations
In the previous chapter we focused most of our attention on techniques for solving first order differential equations. Among the types of equations considered were the first order linear differential equations q)(x)y'
+ qo(x)y = g(x).
In this chapter we are going to study higher order linear differential equations. As we do so, you will see how many of the vector space concepts from Chapter 2 come into play in this study. Higher order linear differential equations arise in many applications. Once you have learned techniques for solving these differential equations, we will tum our attention to some of the applications involving them, such as massspring systems and electrical circuits in the last section of this chapter. To get started, we first discuss the theory of these equations.
4.1
THE THEORY OF HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
An nth order linear differential equation is a differential equation that can be written in the form qnex)y(n)
+ qn) (X)y(nl) + ... + q1 (X)y' + qO(X)Y = g(x).
(1)
Throughout this chapter, we will assume that the functions qn, qn1, ... , qo and g are continuous on an interval (a, b). We shall further assume that qn (x) is not zero for any x in (a, b). (Recall that we included such assumptions for the first order linear differential equations q1 (x)y' + qo(x)y = g(x) in Chapter 3.) Note that if y = I(x) is a solution to the differential equation (1) on (a, b), then f certainly must have an nth derivative on 179
180
Chapter 4
Linear Differential Equations
Ca, b) and consequently is a function in the vector space of functions with nth derivatives on (a, b), D"(a, b). Actually, we can say a bit more. Since qn(x)f(n)(x) +qn_l(x)f(nl)(x)
+ ... +ql(x)f'(x) +qo(x)f(x) =
g(x),
solving for fen) (x) leads to [(n)(x) .
=
g(x) _ qnI (x)f(nI)(x) _ ... _ qo(x)f(x) qll(x) qn(x) qn(x) ,
showing that fen) is continuous on (a, b). Hence the solutions of an nth order linear differential equation on (a, b) will be elements of the vector space of functions with continuous nth derivatives on (a, b), C"(a, b). If g(x) = 0 for all x in (a, b) in Equation 0), then we call the nth order linear differential equation homogeneous; otherwise we call it nonhomogeneous. If g is nonzero, we refer to
as the corresponding homogeneous equation of qn(x)yC") (x)
+ qn_I(X)y(nl)(x) + ... + ql(x)y'(x) + qoex)y(x) = g(x).
To illustrate our terminology, consider the following differential equations. x 2 y"  x(l 3y'"
+ x)y' + y = x 2 e2x
+ 2y" 
2y'
+ 4y = 0
yC4) +X 2 y lf _ 2e x y' +cosxy = sinx
+Y = 0
ylf'y +X 2 y lf _ 2xy' X2}'1f _ 2X(y')2
/4) + x 2 cos y" 
+y = x
2xy'
+ y = sin x
(2) (3)
(4) (5)
(6)
(7)
Equation (2) is a second order nonhomogeneous linear differential equation. In it, = x 2 , ql(x) = x(1 + x), qo(x) = 1, and g(x) = x 2 e2x . The corresponding homogeneous equation is iJ2(X)
x 2 y"  x(1 +x)y'
+ y = O.
Equation (3) is a third order homogeneous linear differential equation. Equation (4) is a fourth order nonhomogeneous nonlinear differential equation. Equation (5) is nonlinear due to the yl/! y term, Equation (6) is nonlinear due to the term involving the square of y', and Equation (7) is nonlinear due to the term involving cos y". By an initial value problem with an nth order linear differential equation, we mean an nth order linear differential equation along with initial conditions on /nI), y(n2), ... , y', y at a value Xo in (a, b). We will write our initial value problems in the
4.1
The Theory of Higher Order Linear Differential Equations
181
form qn(x)y(n) +qn_l(X)y(nl) Y(XO)
= ko,
y'(xo)
+ ... +ql(X)y' +qO(X)Y = g(X);
= kl'
/nl)(xo)
= kn I .
Theorem 3.1 of the last chapter told us that first order initial value problems have unique solutions (provided the function f in the differential equation .v' = I (x, y) is sufficiently wellbehaved). Similar theorems hold for higher order differential equations. The next theorem, whose proof will be omitted, is the version of this for nth order linear differential equations.
THEOREM 4.1
Suppose qn, qnI, ... , (jl, qo, and g are continuous on an interval (0, b) containing Xo and suppose qn (x) f. 0 for all x in (a, b). Then the initial value problem qn(x)y O.
4.5
having YI, Y2, Y3 as a fundamental set of solutions for the corresponding homogeneous linear differential equation. Extend the proof of Theorem 4.12 we did in the text for the case n = 2 to the case n = :3 as follows: Seek a particular solution of the form
U ll
Y; + u~y~ + u;y~
Substituting yp into the differential equation, obtain that 'II
ulYI
I" = g (x) + l/'h + II,Y3 . ~ . q3(X) I
II
('3)
Use Cramer's rule to solve the system of equations formed by Equations (1), (2), and (3) for u l], uS, u~ and then do the final steps in obtaining Theorem 4.12 in this case. b) Prove Theorem 4.12 in general by extending the process of part (a) from the third order case to nth order case.
SOME ApPLICATIONS OF HIGHER ORDER DIFFERENTIAL EQUATIONS
In Section 3.6 we saw that differential equations can be used to describe stituations that change over time. In that section we modeled experiments using first order differential equations. In this section we will consider phenomena that can be modeled by second order differential equations. Of course, there are many phenomena that are described by differential equations that are of higher order than second. To keep with the spirit of this chapter, we will only consider linear differential equations. The reader should be aware of the fact that more and more disciplines and industries are using differential equations to model problems arising in their work. Therefore, applications of differential equations are increasing at an amazing rate. (No pun intended.)
218
Chapter 4
Linear Differential Equations
Many second order differential equations arise from using Newton's law of motion: "The net force applied to an object equals the object's mass times its acceleration." If u represents the position of the object moving along a line, then u(t) is the object's position along the line at time t,
vet) = u'(t) is the object's velocity along the line at time t,
and aCt)
= u"(t) is the object's acceleration along the line at time t.
Therefore, if m is the mass of the object and F is the force, then from Newton's law of motion we obtain F
= ma = mu",
and we have an equation involving a second derivative. If we can write F in terms of u and v, then we will have a differential equation involving u, v = u', and a = u". The first example we consider is a famous historical problem involving springs, which arises in many engineering applications. We consider an object of mass m attached to a spring. The spring can lie on a horizontal (line) track or be suspended vertically from a ceiling. (We will assume the motion ofthe object is always along the same line.) If you stretch or compress the spring and then let go, the spring will apply a force to the object and the object will move back and forth or up and down. The differential equation describing the horizontal motion will be equivalent to the differential equation describing the vertical motion so we develop only the equation for vertical motion and use this same equation for horizontal motion. The British scientist Robert Hooke (16351703) discovered that if a spring is stretched a distance L, then the force F, that the spring exerts is proportional to L (provided L is not too large). This is known as Hooke's law and, in equation form, is written Fs =kL
where k is the constant of proportionality. Since k is a property of the spring, it is called the spring constant. If an object of mass m is hung from a vertical spring with spring constant k, then the spring will be stretched a length L by the object, as illustrated in Figure 4.1. The force due
Figure 4.1
4.5
Some Applications of Higher Order Differential Equations
219
to gravity is given by mg where g is the acceleration due to gravity and acts downward. The spring force is Fs = kL by Hooke's law. (The minus sign is there because the spring force acts upward.) Since the system is in equilibrium, the acceleration of the object is O. Summing the forces acting on the object and using Newton's law gives us
ma
=0=
F
= mg 
kL.
This equation tells us that we can determine the spring constant by hanging an object of weight UJ = mg from the spring and dividing by the elongation L of the spring. That is,
mg w k= =. L L When a massspring system is positioned so that the length of the spring is this distance L the spring is vertically stretched by the mass, we say the system is in equilibrium. Now, suppose that the mass attached to the spring is moved u units from equilibrium, where we take u to be positive when the spring is stretched and u to be negative when the spring is compressed. (See Figure 4.2.) Then mu"(t) = F(t)
where F is the sum of all the forces acting on the object. We now determine these forces.
Equilibrium
Figure 4.2 The force due to gravity is the weight of the mass UJ = mg. The force exerted by the spring is k(u + L). (The minus sign is there because the spring tries to pull the object up when u > 0 and the spring tries to push the object down when u < 0.) There is also force due to friction. The force due to friction has been studied extensively and there is experimental evidence showing that it is proportional to the velocity of the object. Since the frictional force opposes the motion, it has the opposite sign of the velocity. Therefore, we use  fV =  fU' for the force due to friction, where f is a positive constant called the friction constant. If another force (such as a person pushing on the mass, for example) is applied to the object, we call such a force an external force. We will let h(t) represent the external force. We now have that
220
Chapter 4
Linear Differential Equations
mu"(t)
= F(t) = mg 
k(u(t)
+ L) 
fu'(t)
+ h(t)
= mg  ku(t)  kL  fu'(t) + h(t) = ku(t)  fu'(t) + hCt) since mg
= kL.
Rewriting this as mu"
+ fu' + ku =
h(t),
we have a constant coefficient linear second order differential equation that can be solved by the techniques of this chapter. If the initial position u(O) and the initial velocity u'(O) are given, wc have an initial value problem
I mu" + fu' + ku = h(t);
u(O)
= Uo,
u'(O)
= UI, I
which we know has a unique solution. Therefore, if we are given or can find m, f, k, h, uo, and u I, we can determine the solution gi ving the motion of the object. The characteristic equation for this differential equation is m)...?
+ fA +k = 0
and its roots are
f ±JP 4km A     ' 2m  . Since f2  4km can be positive, zero, or negative, we can have real, imaginary, or complex roots depending on the size of the friction constant f. In particular, we see that if there is no friction (that is, if f = 0), then the roots are imaginary. If there is friction (that is, if f > 0), then Re(A) < O. If there is no friction the massspring system is called undamped, and if there is friction the system is called damped. We now look at examples that include each of these possibilities. First we consider an undamped system. EXAMPLE 1
Solution
An object weighing 4 lb stretches a spring 6 in. Suppose the massspring system is on a horizontal track and that the mass is kept off the track by a cushion of air from a compressor. (In this case, the friction is virtually zero and will be ignored.) Determine the motion of the mass if no external force is applied and the object is pulled 2 in. from equilibrium and then released. We determine m, k, and
f
first. Since w = mg,
w
4
I
m  g  32  8 using g = 32 ft/sec" for the acceleration of gravity. To be consistent with units, we use L = 1/2 ft, which gives us
w 4 k L  0.58 .
4.5
Some Applications of Higher Order Differential Equations
221
We are assuming no friction, so
f =0. Since there is no external force, h (t) = O. Because the object is moved to an initial position 2 in. beyond equilibrium, we have u(O)
1
= Uo = . 6
The fact that it is released from rest means u'(O) =
= O.
Ul
The initial value problem describing the motion of the object attached to the spring is then
1 " u 8
+ 8u
= 0;
u(O)
1
= , 6
u'(O)
= O.
The roots of the characteristic equation to this differential equation are ±8i. Therefore,
u(t) = C1 cos 8t
+ C2 sin 8t.
Since
u'(t)
=
8Ci sin8t
+ 8C2cos8t,
the initial conditions lead to 1
u(O) =
= 6 u'(O) = 8C2 = O. Cl
The solution to the initial value problem is then 1
u
= "6 cos 8t.
We graph this solution using Maple in Figure 4.3. Notice that the period of the motion is
2rr 8
rr 4
and the amplitude is
1
6 This means the object oscillates back and forth along the track covering a distance of 2/3 ft every rr /4 sec. The value 8 is called the frequency of the motion. • The next example illustrates the difference in a damped system from the undamped system in Example I.
222
Chapter 4
Linear Differential Equations
1\
0.15
fI
1\
II
fI
II.
fI
I
0.1 0.05
o
O.
.5
2
4
P
2.
4~
P
5.5
6
0.05 0.1 0.15
V
V
V
V
V
V
V
V
I(o.o)
";u 2 + v2
0
= .
These equations imply that RF(u, v) and Rc;(u, v) are small for (u, v) close to (0,0) (why?) so we ignore them to obtain the linear system: U'
+ Fy(xo, yo)v Gx(xo, Yo)u + Gy(xo, yo)v.
= Fx(xo, Yo)u
v' =
In matrix form we have Fx(xo, Yo) [ :: ] = [ Gx(xo, Yo)
Fy(xo, Yo) Gy(xo, Yo)
][:l
The matrix
I A~ [ I
Fx(xo, Yo)
Fy(xo, Yo)
GxCxo, Yo)
Gy(xo, Yo) ]
I
336
Chapter 6
Systems of Differential Equations
is called the linear part of the 2 x 2 system at the equilibrium solution (xo, yo). We can solve this linear system using the techniques of this chapter. To demonstrate consider:
=
X'
4x 2
+ xy,
y' = 2y xy.
We have F(x, y)
= 4x 2 + xy = x(y 
4x)
and G(x, y) = 2y  xy = y(2  x).
We see that F (x, y)
=0
if x
=0
or y
= 4x
G(x, y)
=0
if y
=0
or x
=
and that 2.
We can now see that (0, 0) and (2, 8) are the equilibrium solutions. Figure 6.12 illustrates the graphs of F(x, y) = 0 and G(x, y) = O. The equilibrium solutions are the intersection points of these two curves and the origin. y
 L  _ _
2
~
__
~L
__
~
+__
____
~
1
____
~~x
4
Figure 6.12
To obtain our Taylor polynomials, we note that FxCx. y)
=
8x
Fy(x.y)=x, GxCx, y) = y,
+ y,
6.7
2 x 2 Systems of Nonlinear Differential Equations
337
and
=
Gy(X. y)
2  x.
We consider the equilibrium solution (2,8) first and then the equilibrium solution (0,0). At (2, 8) our first degree Taylor polynomial representation is F(x, y)
= F(2, 8) + F,(2, 8)(x  2) + Fy(2, 8)(y  8) + Rdx = 8(x  2) + 2(y  8) + RF(x  2, y  8),
 2, y  8)
and G(x, y) = G(2. 8)
= 8(x
+ GxC2, 8)(x 
 2)
+ RG(x 
2)
+ G y (2, 8)(y 
8)
+ RG(x 
2, y  8)
2, y  8).
We leave it as Exercise 7 to show that RF (x  2, y  8) = 4(x  2)2 + (x  2)(y  8) 2)(y  8) and that RFCx  2, y  8) and RoCx  2, y  8) and RoCx  2, Y  8) = satisfy the limit conditions. Using the substitutions u = x  2 and y = x  8, we transform
ex 
x'
=
8(x  2)
y' = 8(x  2)
+ 2(y
 8)
+ RG(x 
+ RFCx
 2, )'  8)
2, y  8)
into the system: u'
=
Vi
=
+ 2v + RF(u, v) 8u + RoCu, v).
8u
If we ignore RF(u, v) and Ro(ll. v), we obtain the linear system: u'
= Su + 2v
v' = Suo The solution to this system is:
= v=
u
«C2 
4Cl)  4c2t)e4f,
8(Cl
+ c2t)e4t.
Notice that lim u(t) t+·x
=
lim x(t)  2 t+oo
=0
and lim vet) t+oo
=
lim y(t)  S = O.
t+:xJ
As a consequence, if we have an initial value problem with initial conditions x (0) = b 1 , yeO) = b2 at t = 0 that are sufficiently close to (2, S), the solution (xU), yet)) to the initial value problem will also approach (2, 8) as t + 00.
338
Chapter 6
Systems of Differential Equations
We now consider the equilibrium solution (0,0). At (0, 0) we obtain F(x, y)
= FAO, o)x + F,(O, O)y + RrCx, y) = Ox + Oy  4x 2 + xv
and G(x, y) = GAO, O)x
= Ox + 2y where RF(x, y) = 4x 2 RG(x, y), we have
+ xy
The solution to this system is x
+ G,(O, O)y + RGCx, y) xy xy.
and RG(x, y)
If we ignore RF(x, y) and
°
Xl
=
y'
= 2y.
= c[, Y = c2e2t . We have lim x(t)
= c[
lim y(t)
=
t+/"X)
and (HJO
00.
When either x or y approaches infinity as t + 00 for the solution of a system of differential equations, we say the solution is unstable; otherwise, the solution is said to be stable. An indepth study of stability must be left for future courses. We are merely giving you a brief introduction to this here. At the equilibium solution (0, 0) in the example we just considered, the linear system has an unstable solution; at the equilibrium solution (2, 8), we have a stable solution for the linear system. Unstable solutions to linear systems are characterized by the fact that the real part of at least one of the associated eigenvalues of the linear system is positive. If all of the eigenvalues of the linear system do not have a positive real part, the solution is stable. The equilibrium solution of the nonlinear system and the corresponding linear system are the same, and the eigenvalues of the linear system help determine the stability of solutions to the nonlinear system. It can be shown that except when the eigenvalues are purely imaginary, the solutions to the nonlinear system have the same stability conditions as the linear system if the solution to the 2 x 2 nonlinear system is sufficiently close to the equilibrium solution. Figure 6.] 3 contains the direction field for the original nonlinear system Xl
=
4x 2 +xy
y' = 2y  xy along with the graphs of the curves F(x, y) = 0 and G(x, y) = 0 that appeared in Figure 6.12. Notice the behavior of this direction field near the point (2, 8) where the linear system has a stable solution and and its behavior near the point (0, 0) where the linear system has an unstable solution. We now consider two applications that involve 2 x 2 systems.
6.7
2 x 2 Systems of Nonlinear Differential Equations
339
y ~"""" "" "'" \12
1 I /' ~~
"'. I / / . /
~""""""""'\~
ljl/,~~
'j/./...
~""""""''''''\l
~ "" "" "" "'" \ 1~ ~~""""""'\1 ~"""""'"'"
11/'~~
I /' ~ ~
I//~
\ 8 111I ///~~ /'/A
'...
//./..
/ . /..././...
~"""'""'\ \ ~"""'"'\\
11/// """'"'_\61111 '"""",\\ 1111 '~"""'\'\ I I I '""""\411 '''.. . ~ "" \ 1 1 1 ""~..Ir 0, the equilibrium solution (0,0) is unstable. Hence this model indicates that if the moose and wolf populations are initially small they will increase. The linear part of the predatorprey problem at the equilibrium (ya/8f3, a/f3) is
The eigenvalues of this system are more complicated to analyze for stability. In Figure 6.14 we present a direction field for a = 0.1, f3 = 0.0025, 8 = 0.025, and y = 0.05. In Exercises 811, we will ask you to determine the eigenvalues for different sets of a, f3, y, and 8. w
80
60
1
\
20
I
1
\ \ 1 ; ~ 1 ~ 11
\
I! 1 1
~
40
60
1
~ ~ ~ ~
1 1 ; ; ; ; ; ; ;
/11111111111111111 20
80
100
Figure 6.14
120
140
160
6.7
2 x 2 Systems of Nonlinear Differential Equations
341
6.7.2 The Undamped Pendulum The equation describing the angle () a pendulum bob makes with the vertical under undamped (frictionless) motion without an external applied force as illustrated in Figure 6.15 is given by
ml8" = mg sin e, where m is the mass of the bob, I is the length of the pendulum, and g is the acceleration of gravity. In Exercise 12 you are asked to derive these equations. If we let x = e and y = e' we obtain the system: Figure 6.15
x' = Y I
Y
g.
= T SlllX •
The equilibrium solutions of this system are
(±krr, 0) for k = 0, 1,2,3, ... (why?). The equilibrium position of the pendulum bob for k
= 0, 2, 4, ...
is vertically down and the equilibrium position of the pendulum bob for
k = 1,3,5, ... is vertically up (why?). Therefore, we expect that the equilibrium solutions are stable if k is even and unstable if k is odd (why?). We consider only the cases k = and k = 1 (why?). For k = 0 we have the equilibrium solution (0,0). It is easy to see that the linear part is
°
A [
0 gil
The eigenvalues are
y~. l'
an
d

y~. Tt.
Since the real parts of the eigenvalues are 0, we have a stable solution. The solution to the linear system, which is
x
{i . {i = Cl COSy Tt + C2 sm YTt,
indicates that if x = e and y = e' are initially small, the pendulum bob will oscillate at a fixed frequency. For k = 1 we have the equilibrium solution (rr, 0) and the linear part is
A= [g~l ~
l
342
Chapter 6
Systems of Differential Equations
The eigenvalues are
If
and
If·
Since one of the eigenvalues is a positive real number. we have an unstable solution. In Exercises 13 and 14 we ask you to determine the motion of the pendulum under specific initial conditions.
EXERCISES 6.7 In Exercises 16, determine (a) the equilibrium solutions of the given 2 x 2 system, (b) the linear system at each equilibrium solution, (c) the general solutions of these linear systems, and (d) the stability of these linear systems. Use Maple or another appropriate softy) = 0 and ware package to (e) graph the curves F G(x, y) = 0 and the direction field for the nonlinear system. Observe the stable or unstable behavior of the solutions of the nonlinear systems near the equilibrium solutions.
In Exercises 811, do parts (ae) of Exercises 16 for the predatorprey problem m'(t) w'(t)
ex,
1. Xi
2. Xi
= X + xy. y' = 2y  xy = X  x 2  xy, y' = 2y 
y2  3xy
3. x' = x  2xy + xy2. y' = Y + xy
4. x' = 2y  xy, y'
= x2 _
5. x' = 2 + x 
2e 2y , )"
6. x' = sin y, y'
= x2
7. For F(x, y) = show that
y2
= x  sin y
+ (x 
= (x 
2y  xy, 2)(y  8)
2)(y  8).
Then show that RFeX2, y8) and RcCx2, y8) satisfy the limit conditions R(x  2, y  8)
lim (x,y)+(2,8)
j
(x  2)2
lim (U,v)+(O,O)
+ (y 
R(u, v)
Ju 2 + 1'2
8)2
= O.
= w(t)(yw(t) +8m(t» with the given values. 8. a
= 1/2, f3 = 1/4, Y
= 1/4,8 = 1/4
9. a = 1/2, f3 = 1/4, y = 1/4,8 = 3/4 10. a = 1/2, f3 = 1/4, y = 1/2,8 = 3/4 11. a = 3/4, f3 = 1/4, Y = 1/4,8 = 1/4 12. Derive the differential equation ml8/1 = mg sin e for the motion of the pendulum in Figure 6.15. 13. For the system x' = y I
and Rc(x  2, y  8)
f3w(t»
)" = !!.. sinx
+y 4x 2 + xy and G(x, y) =
RF(x  2, y  8) = 4(x  2)2
= am(t)  f3m(t)w(t) = m(t)(a = _YW(t)2 + 8m(t)w(t)
of the undamped pendulum problem, determine the relation between x and y by solving the differential equation dy dy/dt y' dx dx/dt x, Use Maple or another appropriate software package to graph the solution to the initial value problem with initial conditions x(O) = n/4 and yeO) = 0 if the length of the pendulum is 6 in. Since the eigenvalues of the linearized undamped pendulum system are purely imaginary for the equilibrium (0, 0), this is a way to show the solution is stable. Also, use Maple or another appropriate software package to graph the direction field of the system and observe the stable or unstable behavior near the equilibrium solutions.
6.7
2 x 2 Systems of Nonlinear Differential Equations
14. For the undamped pendulum, determine the solution of the linear system at the equilibrium solution (0, rr) for () (0) = 0 and ()' (0) = 1 if the length of the pendulum is 6 in.
15. The motion of a pendulum damped by friction is
given by the differential equation m[()" + e()' + mg sin () = 0 where e > 0 is the friction constant. Convert this into a 2 x 2 system and determine the equilibrium solutions. Find the linear systems at the equilibrium solutions. Also, use Maple or another appropriate software package to graph the direction field of the system and observe the stable or unstable behavior near the equilibrium solutions for m = 0.0125 kg, e = 0.02, and I = 10 cm.
16. The original LotkaVolterra equations for a predatorprey problem are
x' = ax + fJxy y' = yy  8xy where x is the predator and y is the prey. Determine the equilibrium solutions of this system. Find the linear systems at the equilibrium solutions, solve these systems, and determine the stability of these solutions. Finally, determine the relation between x
343
and y by solving the differential equation
dy dx
dy/dt dx/dt
y' x'
17. Do Exercise 16 with a = 3/4, fJ = 1/4, Y = 1, and 8 = 1/4. Also, use Maple or another appropriate software package to graph the direction field of the system and observe the stable or unstable behavior near the equilibrium solutions. 18. One model for describing the competition between two species in which neither species is predator or prey is:
x' = (a  fJx  yy)x y' = (8  J.LX  vy)y. Determine the equilibrium solutions of this system. Find the linear systems at the equilibrium solutions, solve these systems, and determine the stability of these solutions. 19. Do Exercise 18 with a = 1, fJ = 1/4, y = 1/2, 8 = 1, J.L = 1/2, and v = 1/4. Also, use Maple or another appropriate software package to graph the direction field of the system and observe the stable or unstable behavior near the equilibrium solutions.
The Laplace Transform
In Chapter 4, you learned techniqucs for sol ving an initial value problem of the form any(nl +al1 _ly O. If s S 0, the integral diverges.
EXAMPLE 2
Determine the Laplace transform of the following function. f(t) = t
Solution
Using integration by parts, £(f) = £(t) =
=
(00 e st t dt
Jo
=
I si [b lim  _e
1
b .... oo
s2
lim hoc
(_~est [b + ~ r eS 0 sJo
st
dt)
0
•
if s > O. Again, if s S 0, the integral diverges.
EXAMPLE 3
Determine the Laplace transform of the following function. I(t)
Solution
= eat
Here we obtain
Lei) =
£(e at ) =
1o00
e SI e" l dt =
100 0
e(as)t dt = lim _1_ e(as)t [b b .... oo a  s 0
•
if s > a. If s S a, the integral diverges.
EXAMPLE 4
Determine the Laplace transform of the following function.
ICt)=
(
1 sa
t,
OSt::;l,
I,
t
> 1
7.1
Solution
Definition and Properties of the Laplace Transform
347
The graph of f appears in Figure 7.l. We have
.c(f)
=
11
eSltdt
+
[00
e SI .ldt.
Using integration by parts on the first integral, .c( .to)
=
( e t si )"e 1
s
S
SI) 11 + 0
l'1m ( e 1 Sll b+oo
b
)
1
S
1 s I s 1 1 s 1 l_s =e   e ++e =    e s
s2
S2
s2
S
s2
•
if s > 0; otherwise, it diverges.
0.8 0.6
0.4 0.2
o
L~~L~L~x
2
3
4
5
Figure 7.1
We shall consider the domain of .c to consist of all functions [0,00) for which the improper integral
1
00
f defined on the interval
e SI f(t) dt
converges for all values of s in some open interval of the form (a, 00). Notice that the value of a depends on f as Examples 14 (and especially Example 3) illustrate. If we use V to denote the domain of .c and recall that F[O, 00) is our notation for the vector space of all functions defined on the interval [0, 00), we will let you show that V is a subspace of F[O, 00) (see Exercise 43). We also shall let you show that .c is a linear transformation on V (see Exercise 44), We can use the fact that .c is a linear transformation to find .c of a linear combination offunctions when we know the action of.c on each of the functions. For instance, suppose we want to find
348
Chapter 7
The Laplace Transform
Since we know I
I
I
L(1)=,
L(t)
s
and L(e 2f ) =  
= 2'
.1'2
s
from Examples 1, 2, and 3, we have L(5  3t
1
+ 6e = 5£(1) 
3L(t)
l )
+ 6L(e 2t) = 5 
0
3
+ 6
S"
S 
.
.I'
2
for
.I'
> 2.
Besides the properties of a linear transformation possessed by the Laplace transform, here are some other important properties of L:
THEOREM 7.1
If L(f)
=
F(s), then: (1)
£(eatf(t»
=
F(s  a).
(2) £(j~ f(T) dT) (3)
Proof
=
F'(s)
=
~F(s).
LCtf(t».
We will show property I and leave the remaining two as exercises (see Exercises 45 and 46). Note that since F(s) F(s  a)
=
roo
~)
e(sa)f
= fox e
f(t) dt
=
sl
f(t) dt,
roo e
~)
Sf cal
f(t) dt
=
L(e al f(t)),
•
One use of the properties in Theorem 7.1 is that they sometimes can be used to more easily compute the Laplace transform of a function. Consider the following example.
EXAMPLE 5 Solution
Determine the Laplace transforms of fCt)
= teat.
We could calculate £(te"l)
= fooo e
II .
teaf dt
= fooo te(aslf ut
directly. Doing so, we will find we have to use integration by parts. (Try it.) Let us instead use property 3 of Theorem 7.] and the result of Example 3: L(te"f)
=
d al ) L(e
ds
d [ 1 ] = = 
ds
sa
1 (sa)2
.
•
Another way to do Example 5 is to use property I of Theorem 7.1 with f (t) = t in conjunction with Example 2. We do not consider the Laplace transform of a function f to exist if the integral ./;; e st f (t) d t does not converge for all sin some open interval of the form (a, 00). Exercise 48 has an example of a function f for which L( f) does not exist. The next theorem gives us a wide class of functions that do have a Laplace transform.
7.1
THEOREM 7.2
Definition and Properties of the Laplace Transform
349
Iff is continuous on [0, (0) with IJ (t) I ::: Meat for all t in 10, (0) where a is a constant and M is a positive constant, then F(s)
= £(n = (')O e st J(t) dt
In
exists for all s in the interval (a, (0). We leave the proof of Theorem 7.2 as Exercise 47. A function J satisfying the condition IJ(OI ::: Meat on [0, (0) for some M > of Theorem 7.2 is called an exponentially bounded function on lO, (0). It can be shown that functions of the form t n eat, t n eat cos bt, t n eat sin bt are exponentially bounded. We will use the fact that these functions have Laplace transforms in the next section when we use Laplace transforms to solve initial value problems. We will also use the fact that the Laplace transform has an inverse, provided we impose some restrictions on the functions in the domain of C. We develop this with the help of the following theorem whose proof is beyond the scope of this text.
°
THEOREM 7.3
If J and g are continuous on [0, (0) with
= £(g(t),
£(f(t»
then
for
°: :
J(t)
= get)
t ::: 00.
We obtain an inverse Laplace transform much like we obtain the inverse trigonometric functions. Recall that we restrict the domain of the trigonometric functions in order to make them onetoone to obtain inverse trigonometric functions. We will do something similar here by letting W be the set of continuous functions in the domain V of £. Because £ restricted to W is a onetoone function by Theorem 7.3, the Laplace transform has an inverse on the range of £ on W back to W defined as follows: If J is continuous on the interval [0, (0) with convergent integral e ' / J (t) dt for alI s in an open interval (u, (0) and if
.rr:
F(s)
= £(f(t»),
then
To illustrate, from Examples 14, respectively, we have
£1
(~)
L 1
(
=
L
1 ) =t, :; s~
£1
(_1~) = eat, sa
350
Chapter 7
The Laplace Transform
and O:::;t:::;l, t
> I.
Since £ satisfies the properties of a linear transform, so does £1 by Exercise 25 of Section 5.2. Consequently, if FI (s), F2 (s), ... , Fn (s) are functions in the domain of £ I and CI , C2, ••. , ell are real numbers, then
This linear combination property is frequently used along with tables of Laplace transforms of commonly occurring functions to determine the inverse Laplace transforms. Table 7.l contains the Laplace transforms (and their corresponding inverses) of some functions frequently arising when solving initial value problems. f(t)
= C
1 (F(s))
F(s)
= C(f(t)) 1
s
I
1
2
t'l
3
eat
  , a any real number sa
4
cos bl
I'" b2
5
sin bt

n! 1 '
sn+
n = 0, ). 2. 3, ...
)
s
+ b
S2
+ b2
Table 7.1 We use Table 7.1 along with our linear combination property for £1 in the following examples to determine some inverse Laplace transforms.
EXAMPLE 6
Determine the inverse Laplace transform of the following function. F(s)
=
2 4 .I'
•
Solution EXAMPLE 7
Determine the inverse Laplace transform of the following function. F(s)
1 + 2.1'  3
= ::.1'2
7.1
Solution
Definition and Properties of the Laplace Transform
351
In this example we use the partial fraction method you saw in calculus to write F(s) in the form
A
1
F(s) =
.1 2 + 2.1  3
Sol ving for A and B, we find A
.I
+3
B
+ . .I 
1
= 1/4, B = 1/4. Therefore, we have 1
F(s)
= 
= .12 + 2.1 _
1/4
3
1/4
=  .I + 3 + s 
1.
and hence
£l(F(s»
= £1 (_ 1/4 + 1/4) s+3
= _~£1
s1
C~:,) + ~£1 C~ 1) = _~e31 + ~/.
•
There are more extensive tables of Laplace transforms than the one in Table 7.1. However, as is now the case with many tables, they are falling into disuse since mathematical software packages such as Maple can be used to obtain Laplace transforms and inverse Laplace transforms of many functions. See Exercises 4960 for some problems asking you to use a software package to do this. Table 7.1 has been designed to be large enough for our needs as we apply the Laplace transform and its inverse to solve the initial value problems of this chapter.
EXERCISES 7.1 Use the definition of the Laplace transform to determine the Laplace transform of the functions in Exercises 16. 1. 4 4. t 2

t
2. 3t 5• e 41
3. 2t 2
Use Table 7. I and the properties of Theorem 7. I if necessary to find the Laplace transform of the functions in Exercises 716.
7. cos 3t
8. sin4t
In Exercises 1722 use Table 7.1 and properties of the Laplace transform to flnd the Laplace transform of the given functions. 17. cosh 3t 18. sinh 2t 19. 2t sinh t 20. 3t cosh 2t 21. e al cosh hi 22. eal sinh bl 23. Show that if I is continuous on [0, (0) and if liml+oo I(t)/e at is a finite number I" for some constant a, then f is exponentially bounded on [0, (0).
9. t sin t
12.3te 2t
e
10. t cos 3t
11.
13. e 2t sin 3t
14. te I cos t
t 2 3t
15.
eat
cos bt
In Exercises 2434 use the result of Exercise 23 and I'Hopital's rule to show that thc given functions are exponentially bounded on [0, (0).
16. e al sin bt
24. t 2
The hyperbolic cosine, cosh, is defined by
27.
t2
33.
til e ut
et
+ e t
cosht =   2
and the hyperbolic sine, sinh, is defined by
et
sinht
e t
_
= 2
25. 4t 3 sin 3t cos bt
28. 3t cosh 21
34.
26. 2t cos t 29. 12 sinh 3t
32. tne at sin bt
t n eal
Find the inverse Laplace transform of the functions in Exercises 3542 with the aid of Table 7.1. 4 R 4 35. 36. 2 37.  s s s 6
352
Chapter 7
The Laplace Transform
38.~
39. ;:
40.
41.
4
s+1
s2
3s  2 S2 
4s  5
+ 2s 
To use Maple to tind Laplace and inverse Laplace transforms, type and enter
8
with(inttrans) ;
28
first. The commands
2S
+9
laplace andinvlaplace
42._4_ s3
+ 4s
are then used for finding Laplace and inverse Laplace tranforms of functions, respectively. Use Maple to find the Laplace transforms of the given functions in Exercises 4954.
43. Show that the domain V we use for L is a subspace of F[O, (0). 44. Show the Laplace transform is a linear transformation on V.
49. cos 2t
45. Prove part (2) of Theorem 7.1.
52. t 2 cos 2t
46. Prove part (3) of Theorem 7.1.
In Exercises 5560, use Maple to find the inverse Laplace transform of the given function.
47. a) Show that if I and g are continuous functions on an interval [a, (0) such that Ilex)1 s g(x) for all x in this interval and if faoo g(x) dx converges, then I,'Xl I (x) dx also converges.
55.
2
3
2 59.  s+2 28 4s 2 60.    ;:2 3s  2 8 + 2s + 10
48. Show the Laplace transform of el ' docs not exist for any value of 8.
57.
56. 28 _ 1
S2
2s 58.  s2+16
b) Use the result of part (a) to prove Theorem 7.2.
7.2
50. sin 3t 51. 3t sin t 2 31 53. _t e cos 4t 54. 4te 2t sin 3t
8  2 S2  38 
4
3s s23s18
+ ;;::::
SOLVING CONSTANT COEFFICIENT LINEAR INITIAL VALUE PROBLEMS WITH LAPLACE TRANSFORMS
We are now going to see how the Laplace transform can be used to solve initial value problems of the fom1 (iI/yin)
+ an_Iy(n1) + ... + al Vi + CloY
y
n
n,
y'(0) =0.
Let us rewrite the differential equation as y"
+ 64y =
[
8 sin 8t,
0:::; t :::; n,
0,
t >
n.
(2)
We can express the righthand side of Equation (2) as g(t)
= 8 sin 8t
 8uJT(t) sin 8(t n).
Applying the Laplace transform to Equation (2) gives us 2.
(s
+ 64)£(y)
64
S
=
6 + s2 + 64
64ell'S  s2 + 64'
so that 64
s
Ley) = 6(S2
+ 64) + (S2 + 64)2
64e JTS  (8 2 + 64)2'
We then find y(t)
1
1
= 6 cos 8f + 16 sin 8t 1
1
 2:t cos 8t
 16UJT(t) sin 8(t  n)
1
+ 2:U;r(t)(t 
n) cos 8(t  n).
We graph the solution in Figure 7.5. Note that the amplitudes of the oscillations do not continue to grow over time, but instead stabilize. (Compare this result with that of Example 4 in Section 4.5.) • We are next going to consider a function that arises in modeling impulses (for instance, electrical impulses). These functions also will be used to obtain a function whose Laplace transform is 1 (that is, a function for £1 (I), which is something we do not have at this point.
362
Chapter 7
The Laplace Transform
1.4 1.2 1 0.8 0.6 0.4 0.2
1\
1\
1\
1\
1\
f\
o~
0.2 0.4 0.6 0.8
_A
\/JV
2
4
5
6
V
1 1.2 1.4
v
v
v
V
\
Figure 7.S
If k is a natural number, then the kth unit impulse function is defined by
8a k(t) .
={
k, 0,
a < t < a
o :::: t
::::
+ 11k,
a or t
~
a
+ 1I k
The graph of the unit impulse function 82,10 appears in Figure 7.6.
10
8 6 4 2
0
2
Figure 7.6
It is easy to see that
3
4
7.3
Step Functions, Impulse Functions, and the Delta Function
363
and that its Laplace transform is £(Oa.k(t» =
1
0+11'
,,,0+11"  ,'"
ke st dt = k .
.
I
S
a
Using I'Hopital's rule (try it), we have lim £(O",k (t)) k+oo
=
I 
lim e as .
e,jk
s/ k
k+oo
= e as .
In particular, we note that
:I lim £(OO,k(t»
k+oo
= 1.
At this point we are going to think of the limit limk+ 00 £ (OO,k (t» as becoming the Laplace transform of a function denoted by o(t) called the Dirac delta function 2 , or simply the delta function; that is, lim £(OO,k(t»
k+oo
= .c(o(t».
The details justifying our ability to do this are left for future courses; we will simply assume it is possible to do so. This then gives us a function 0 (t) so that
I EXAMPLE 3
£(o(t)) = 1 or £10) = oCt).
Determine the solution to the initial value problem yl/+y=o(t2);
Solution
I
yeO)
= 0,
y'(O) = O.
Applying the Laplace transform gives us
e 2s
£(y)
= S 2+1'
From the inverse Laplace transform we find y = u2(t)sin(t  2) = (
O:s t :s 2,
0, .
sm(t  2),
t >
Notice that the derivative of the solution in Example 3 is y' _( 0, cos(t  2),
°:s
t
2.
2 This is named after the Nobel physicist Paul Dirac (19021984).
2,
2.
•
364
Chapter 7
The Laplace Transform
The graphs of y and y' appear in Figures 7.7 and 7.8, respectively. Observe that the solution to Example 3 is continuous, but that its derivative is discontinuous at t = 2. The initial value problem in Example 3 describes the motion of a frictionless massspring system at rest that is hit with an impulse force at 2 sec. The solution in Example 3 indicates that a discontinuous forcing function causes a jump in the velocity of the mass. Exercise 23 also asks you to consider the jump in the derivative caused by 8(t) for a specific initial value problem.
0.8 0.6 0.4 0.2 O~~~;~~,
0.2 0.4 0.6 0.8
1 Figure 7.7
0.8 0.6 0.4 0.2 O~~~~~~~~~~~~J~
0.2 0.4 0.6 0.8 \
Figure 7.8
EXERCISES 7.3 In Exercises 16, (a) express the given function in terms of unit step functions, (b) graph the function, and (c) determine the Laplace transform of the function.
1. J(t)
={
t,
O::'S t < 2,
0,
t > 2
7.3
0::::
et ,
2. g(t)
= { 0,
3. aCt)
= { 0,
5. h(t)
={
6. {J(t)
={
I,
saltwater water solution enters the tank at a rate of 4 gal/min and the wellstirred solution leaves the tank at the same rate. Suppose for the first 10 min the salt concentration of the solution entering the tank is 1/2 Ib/gal and then the salt concentration of the entering solution is reduced to 114 Ib/gal. How much saIt is in the tank after 30 min?
O::::tn(X  xo)n n=O
for all x satisfying Ix  xol < R) for some R > O. By Corollary 8.3, saying that a function I is analytic at Xo is equivalent to saying that I (x) equals its Taylor series about Xo on some open interval Ix  Xo I < R about Xo. Finding the desired solution 00
y
=
Lan(X  xot n=O
to an initial value problem at Xo involves finding the coefficients an of the terms to the power series. These coefficients are found by using the initial conditions and the differential equation as the following examples illustrate. EXAMPLE 1
Determine a power series solution to the following linear initial value problem. y'
Solution
= 2y,
yeO) = 1
In this problem, Xo = 0 so that our desired solution will have the form y = I::'o anx n. Writing our differential equation in the form y'  2Y = 0 and substituting y = I::'o anx n into it using our formula for y' from Theorem 8.2, we obtain 00
y'  2y
00
= L(n + l)an+lXn n=O
2 LanX n = O. n=O
This leads to 00
L((n n=O
+ l)an+l 
2an)x n = O.
This equation holds if and only if (n
+ l)an+l
 2an = 0 for n = 0, 1,2, ....
380
Chapter 8
Power Series Solutions to Linear Differential Equations
Solving for an+l gives us
2an
= n + 1·
an+l
From this equation we can generate all the coefficients in the power series for y. This equation is called a recurrence relation. Using n = 0 in Corollary 8.3, we have that y(O)
(0)
ao =   = y(O) = 1.
O!
Now, from the recurrence relation we have:
2ao
al =  = 2 1 2al a2 = =2 2 2a2 4 a3 = =
3
3
Clearly, we can generate as many coefficients of the power series as we want using the recurrence relation. We can even use the recurrence relation to obtain a formula for an. Notice that
2 al = an 1!
2al
22
2a2
23
2a3
24
a2
= 2 = an 2!
a3
=  3 = an 3!
a4
= 4 = an 4!
from which we see
Since ao = 1, this gives us
We now have Y = 1 + 2x
22
23
2 + _x 3 + ... = + _x 2! 3!
00 2n 00 1 "_xn = "(2xt,
~n!
n=O
~n! n=O
which is the Maclaurin series for e2x • This is the same solution that would have been obtained using the techniques of Chapter 3 or 4. •
8.1
EXAMPLE 2
Introduction to Power Series Solutions
381
Determine a power series solution to the following linear initial value problem. y(I)=1
Solution
In this problem, Xo
=
1 and we substitute in y
= I::o an (x _1)n into y' 
(x  1)2 Y
=0
to obtain 00
00
y'  (x  1)2y = ~)n
+ l)an+t(x 
It  Lan(x _l)n+2 =
n=O
o.
n=O
The powers of x 1 do not agree in the two power series in this equation since the exponent in the first power series starts at 0 while in the second power series the exponent starts at 2. Let us rewrite the first power series to get the exponents to start at 2 in the summation part, which gives us 00
at +2a2(X 1)
00
+ L(n + l)a n+t(x  I t n=2
Lan(x It+2 =
o.
n=O
We now reindex the first summation so that the index n starts at 0 rather than 2, 00
at
+ 2a2(X 
1)
00
+ L(n + 3)an+3(x 
It+2  Lan(x _l)n+2 = 0, n=O
n=O
giving us 00
at
+ 2a2(X 
1)
+ L((n + 3)an+3 
an)(x  l)n+2
= o.
n=O
Therefore, and and our recurrence relation is
Consequently we have: at =0 a2 = 0 ao a3 = 3
a2
a5
= 5 = 0
(n
+ 3)an+3 
an = 0
382
Chapter 8
Power Series Solutions to Linear Differential Equations
as as =  = 0 8
a6
ao
a9=  =   9 3·6·9
It follows that only coefficients of the fOfm a3n fOf n = 1, 2, 3, ... are nonzero and that a3n
Since ao
=
y(1)
= n3 lao. n.
= 1, we have that 1
X>
Y
L 3"n! (x 
=
3n
00
=
1)
n=O
This is the Maclaurin series for using the methods of Chapter 3.
EXAMPLE 3
[(x  1)3/3]11
n!
n=O
which is the same solution as obtained by •
_e(xl)3/3,
Determine a power series solution to the following linear initial value problem. y"
Solution
L
+ y = 0;
yeO)
=
1,
y'(0) = 0
Here xo = 0 and we substitute y = 2:::,";:0 all x" into y" need y" which, applying Theorem 8.2 twice, is
n=2
+ y = O.
In order to do so, we
n=O
Now substituting into the differential equation we obtain 00
y"
+ y = L (n + 2)(n + l)an +2 xn + L 11=0
a l1 x"
n=O
Combining the power series we have
L(Cn + 2)(n + I ){11l+2 + an)x n = o. 11=0
From this equation we see that (n
+ 2)(n + l)an +2 + an = 0
giving us the recurrence relation a n +2
=
(n
+ 2)(11 + I)·
= o.
8.1
Introduction to Power Series Solutions
383
Consequently: (/0 ao a2 =   =  
2
2!
al
al
2·3
3!
a1 =   =  

a2 ao a4==
3·4
4!
The pattern arising here is {/211
=
n
ao
(1) (2n)!
and
{/2n+1
=
(1)
al
II
(2n
+ 1)!
where n is a positive integer. Viewing y in the form
y = ao
+ a2x2 + a4x4 + ... + a211x2n + ... + alx + a3x3 + ... + a2n+IX 2n + 1 + ...
00

+" ,~
" a 211 x 2 ~
1!
11=0
1 X 21!+1 , ~(2n+l
11=0
we have
Using Corollary 8.3 and the initial conditions, ao
=
yeO)
=
1 and
Y
=
al
=
/ (0)
1!
,
= Y (0) = o.
Thus 1
ex:
L(_1)II _ _ x 2n. 11=0 (2n)!
This is the Maclaurin series for cos x about Xo using the methods of Chapter 4.
= 0, which is the same solution obtained •
EXER CISES 8.1
In Exercises 18, find the power series solution to the initial value problem. 1. yl
+ y = 0, yeO) = 2
3. y'
=
4. y'
+ (x + I)2y = 0, y( 1) = 0
2. y'
= y, yeO) = 1
(2x  2)y. y(l) = I
s. y" 
y = 0; yeO) = 1, y'(O) = 0
+ 9)' = 0; yeO) = o. leO) = 2 7. )'" + y' = 0; yeO) = I. y' (0) = 1
6. y"
8. y"  xy' = 0; yeO)
= 2, /(0)
= 1
384
Chapter 8
Power Series Solutions to Linear Differential Equations
In Exercises 912, find the power series solution to the initial value problem and determine the interval of convergence of the power series solution.
= xy, yeO) = I 10. y' + (x  2); y = 0, )'(2) = 1 11. yl! + 4y = 0; yeo) = 1, y'(0) = 0 12. yl/ + y' = 0; yeO) = o. y'(0) = I 9. y'
and hence yl/(O)
Differentiating again, y''' = 2y"
so that y'1/(O)
(/3
Viewing the Taylor series solution
= Lan(x 
xot
3
of an initial value problem in the form
Continuing this procedure, we obtain more terms of the series. Use this alternative method to obtain the first four nonzero terms of the Taylor series solutions in Exercises 13\6.
yen) (x )
"~n!" 0 ( xx() )"
n=O
gives rise to an alternative method for finding the Taylor series solution: Use the initial conditions to get the first terms of the series and the differential equation and its derivatives to get the remaining terms. To illustrate, we will generate the first three terms ofthe Maclaurin series of the solution to the initial value problem
y' = 2y.
yeO) = \
in Example 1. We have ao = yeO) = 1 from the initial condition. From the differential equation, at
= y'(0) = 2y(0) = 2.
Differentiating the differential equation, we have yl/ = 2y'
8.2
4
4 3 \ + 2x + 2x 2 + x + ....
n=O
00
2y"(O)
= :3! = 3! = 3'
The Maclaurin series is then
00
y
2y'(0)
= 2 =  2  = 2.
a2
13. y' = 2xy, yeO) 14. y'
+ x2y =
=I
0, yeO) = I
IS. y"
= 4(x
16. y"
+ (x + I)y = 0; )'(1) = 0, /(\) = I
 2)y; yeO)
=
I, y' (0) = 0
In Exercises 1720, use the dso[ve command in Maple with the series option or the corresponding command in another appropriate software package to find the first six terms of the Taylor series solutions of the initial value problems.
17. y" = 2xy. yeO) = I
+ x 2 y = 0, yeO) = \ 19. y" = xy'  y; yeo) = 1, y'(O) = 20. yl/  y' + (x + 1))' = 0; y(I) = 0, y'(I) 18. y"
°
= 1
SERIES SOLUTIONS FOR SECOND ORDER LINEAR DIFFERENTIAL EQUATIONS You might have noticed that every example and problem with a linear differential equation in the last section contained a differential equation that could be solved by the methods of Chapter 3 or 4. We did this so you could get a feel for power series solutions. Now we are going to move on and solve some initial value problems where the techniques of Chapters 3 and 4 do not apply. In this section we are going to consider second order initial value problems y"
+ q(x)y' + rCx)y = g(x):
y(xo)
= ko,
when q, r, and g are analytic at Xo. (Recall that this means that q(x), rex), and g(x) are equal to their Taylor series about Xo in some open interval about xo.) By Theorem
8.2
Series Solutions for Second Order Linear Differential Equations
385
4.1 we know there is a unique solution to this initial value problem. We first consider the case where q, r, and g are polynomials. (Polynomials are analytic functions whose Taylor series have only a finite number of termssee Exercise 25.)
EXAMPLE 1
Determine a power series solution to the following initial value prohlem.
= 0;
y" +xy
Solution
We substitute in y
=
L:o anx
n
yeO)
=
y'(O)
I,
=0
and obtain
00
00
00
= 2a2
00
+ L(n + 2)(n + l)an+2xn + LanX n +1 = o. n=1
n=O
Combining the power series we have 00
2a2
+ L(Cn + 3)(n + 2)an+3 + an)x n+1 = 0, n=O
giving us 2a2
=0
and (n
+ 3)(n + 2)an+3 + an = 0
or a2
=0
and a n +3
=
an
(n
+ 3)(n + 2) .
Consequently:
ao a3 =  3! al 2al a4 =   =  12 4! a2
a". = 20  =0 a3
4ao 6!
a6==
6·5 a4
2· 5al 7!
a7= =  
7·6
ag
= 0
a9
=  =   
a6
9·8
4· 7ao 9!
386
Chapter 8
Power Series Solutions to Linear Differential Equations
a7
=
a11
as =    =0
10 . 9
=
2·5· 8al 1O!
alO
11 . 10
Here are the patterns developing:
a3nI=0 for n=1,2,3, ... ao 4 . 7 ... (3n  2) a3= and a3n=(lt ao for n=2,3, ... 3! (3n)! a4
 2a l
= 4!
an
d a
_(_1)n 2 . 5 ... (3nl)a f 311+1 (3n + I)! lorn
23
= , , ...
We have
ao 3 ~ 4 . 7 ... (3n  2) 3 y = ao  3!x + L.....,.(I)" (3n)! aox n n=2 2al 4 +alx   x + 4!
L (1) OO
n=2
n
2·5· .. (3n  I) 3n+1 a\x . (3n + 1)!
Using ao = yeO) = 1 and al = leO) = 0, gives us
1 1 ~ 4 . 7 ... (3n  2) 3 y=lx·+L.....,.(I)" xn. 3! n=2 (3n)!
EXAMPLE 2
Determine a power series solution to the following initial value problem.
y"  2xy'
Solution
Substituting y
=
+ y = 0;
yeO)
=
I,
y'(O) = 1
Z=:o anx" leads to
Rewriting the power series, we have 00
ao + 2a2 + L«n + 3)(n + 2)an+3  2(n + l)all+1 + an+])x n+1 = O. n=O
•
8.2
Series Solutions for Second Order Linear Differential Equations
387
This gives us (2n + l)a l1 +1 ao  a?~ =  2  and a n+3  (n + 3)(n + 2) .
Thus: al
a 3  3!
=
(10
3 4·3"
=  ao
as =
([3
5 5·4
= al
a4
3 4!
5 5!
7 6·5
3·7 6!
a6
= a4 =  ao
a7
= as = al
9
5·9
7·6
7!
Hence we see that:
a2
ao
= 2
a2n+1 =
and
a2n
=
1 ·5 ... (4n  3) (2n
al
+ I)!
The initial conditions tell us that ao have that 2 Y = a _ aox _
o
2
= 1 _ x2 _ 2
f
~ 3 . 7· .. (4n
~ n=2
11=2
=
3 ·7· .. (4n  5) (2n)!
= 2. 3, ...
for n = 1,2,3, ... yeO)
=
 5) a x2n
(2n)!
3 ·7 .. · (4n  5) x2n (2n)!
ao for n
0
1 and
al
=
+a x + ~ ~
1
11=1
+X +~
~
y' (0)
=
1. Therefore, we
1 ·5· .. (4n  3) a x2n+1 (2n + I)! I
1·5 .. · (4n  3) x2n+l. (2n + I)!
•
Notice that the power series solution can be expressed as two sums with one depending on ao and the other depending on aJ in Examples 1 and 2. (Of course. the second sum dropped out in Example I since al = 0.) This is always true for a homogeneous equation y"
+ q(x)v' + r(x)y = 0
when q and r are analytic at Xo. When q and r are analytic at xo, we say Xo is an ordinary point of this differential equation. Indeed the comments just made lead to the following theorem.
388
Chapter 8
THEOREM 8.4
Power Series Solutions to Linear Differential Equations
If Xo is an ordinary point of Y"
+ q(x)y' + r(x)y = 0,
then the solution to the initial value problem
y"
+ q(x)y' + r(x)y = 0;
y(xo)
=
ko,
is given by
Y = Lan(x xor
= aoYI(x) +alY2(x)
n=O
where Yl(X) and Y2(X) are power series in x  Xo and ao
=
y(xo) and a1
=
y'(xo).
But we can say more. Concerning the radii of convergence of YI (x) and Y2 (x) we have Theorem 8.5.
THEOREM 8.5
Under the hypotheses and notation of Theorem 8.4, the radius of convergence of each power series YI (x) and Y2 (x) is at least R where R is the smaller of the radii of convergence of the Taylor series of q and r about Xo. Finally, we can even use these power series to obtain general solutions. Omitting specific values for ko and kl in Theorem 8.4 means that ao and al become arbitrary constants. This leads us to Theorem 8.6.
THEOREM 8.6
If xo is an ordinary point of y"
+ q(x)y' + r(x)y = 0
and if YI (x) and Y2 (x) are as in Theorem 8.4 and R is as in Theorem 8.5, then Yl (x) and Y2 (x) are linearly independent on the interval Ix  Xo I < R and consequently the general solution of Y"
+ q(x)y' + r(x)y = 0
is
As an illustration of Theorem 8.6, we have that the general solution to the differential equation y"  2xy'
+y =
0
in Example 2 is given by
=a Y
0
(1 _ x 2 _ ~ 3 ·7··· (4n  5) x2n) a (x 2 L.....(2n)! + I n=2
~ 1 ·5··· (4n 
+ L.....n=1
(2n
+ 1)!
In Exercise 26 we indicate how one goes about proving these theorems.
3) X2n+l) .
8.2
Series Solutious for Second Order Linear Differential Equations
389
Up to this point in this section we have only looked at homogeneous equations. But the approach of Examples 1 and 2 also works for nonhomogeneous equations. as the following example illustrates.
EXAMPLE 3
Determine the power series solution to
y"
+2/ xy = 1+4x:
yeO)
leo)
= 0,
o.
=
00
Solution
Substituting the power series y
=
L anxn, we obtain 11=0
x
)'" + 2y' 
xy
00
00
= L(n + 2)(n + I)OIl+2X" + 2 LCn + 11=0
1)a ll +1 Xn  x L(IIIX"
11=0 00
= 2a2
+ 2a1 + L(Cn + 3)(n + 2)a,,+3 + 2(n + 2)an +2 
an)x,,+l
/1=0
·CXl
+ L«n n=1
=
+ 3)(n + 2)Cl
Il
+3
+ 2(n + 2)(/,,+2 
an )x,,+1
1 +4x.
Equating coefficients, we have
2(12+ 2(11 «n
=
I,
(6a1
+ 4a2  aD) = 4.
+ 3)(n + 2)an+3 + 2(n + 2)an +2 
(1/1)
=0
and
for n
=
1, 2, 3, ...
From these and the initial conditions we obtain: Llo = 0
=
1
2 3
+ 2)0,,+2 + an (n + 3)(n + 2)
2(n
for n
= 2. 3,4, ...
Unlike Examples 1 and 2, no pattern is apparent for the the general term here. Instead, we generate a few ofthem: lL+ =
Cl,
~
2
=
6
390
Chapter 8
Power Series Solutions to Linear Differential Equations
2
1
= Sa4 + 20a2
as
1
1
a6 = "3as
+ 30a3
Listing the first seven terms of the power series, we obtain: V ~
=
1
1
+ 11x 5 
12 + x 3  x 4 x 2 3 6
120
•
7
 x 6 + ... 360
The last example is not atypical. In many cases it is not possible to determine the general term of the power series solution. This is especially true if either q or r are not polynomials. In this case we have to express q(x) or rex) as power series to find power series solutions as the final example of this section illustrates.
EXAMPLE 4
Determine the first four terms of the power series solution about xo
= 0 to
+ (cosx)y = 0
vI!
in terms of ao and a [.
Solution
We substitute the Maclaurin series for cos x, x2
cos x = 1  
2
and
L:o
anx n
x4
x6
4!
6!
+    + ...
'
for y to get
ex:
LCn +2)(n
.
(
+ 1)a n +2x" +
x2
1 
2
n=O
\,4
x6
4.
6.
+ ~  , + ...
)
00
= O.
LanX n
(1)
n=O
In order to get the first four terms of the power series solution, we only need to look at terms involving 1, x, x 2 , and x 3 in Equation (I). Consequently, terms involving powers of four or more of x in the Maclaurin series of cos x will not come into play. This enables us to view Equation (1) as 00
L(n
2 ex:
00
+ 2)(n + 1)an+2Xn + LanX n
n=O

n=O
x2 LanX n
+ ... = o.
n=O
Next we rewrite the preceding equation as ex]
2a2
+ 6a3X + 12a4x 2 + 20a5x3 + Len + 2)(n + 1)an+2X" + ao + ({IX + ({2X2 n=4 00
n + (l3 X3 + ~ ~ (l"X 
1 1 2 3 2:(l()X  2"a] X 
n=4
+ 2a2 = 0
x ~ ~ n=2
From the constant term we see aO
2
2X
or ao 
aD = . 2
.11
anx
+ ... = o.
8.2
Series Solutions for Second Order Linear Differential Equations
391
From the first degree term, we see 6a3
Now that we have found
a2
+ a1 = 0
or
a1
. =  6.
a1
and a3 we can stop and give our answer as
v = ao .
+ ajX 
ao 2 aI, x  X'
2
6
•
+ ...
Software packages such as Maple can he used to generate terms of power series solutions about a value Xo when q, r, and g are analytic at Xo. Exercises 2730 ask you to use Maple or another appropriate software package to generate terms of power series solutions to some second order linear differential equations of this type. We conclude this section with the study of a type of differential equation that arises in many problems in mathematical physics called a Legendre equation. 2 These are differential equations of the form
I (1 
x2)y"  2xy'
+ v(v + l)y = 0
where v is a real constant. (The constant v is determined by the application.) We are going to find power series solutions about Xo = 0, which is an ordinary point of the Legendre equation. Substituting
into the Legendre equation, we have 00
(l  x 2 )y"  2xy'
+ v(v + l)y =
(1  x2) I)n
+ 2)(n + l)a,,+2Xn
n=O ()()
00
2x L(n
+
1)an +1 Xn
+ v(l! + 1) L
allx"
n=O 00
= 2a2 + 6a3x + L(n + 2)(n + 1)an+2Xn n=2 00

Len
+ 2)(n + 1)an +2 xn +2
n=O
2ajx  L
2(n
+ l)a n +!X n +! + v(v + 1) ao
n=l oc
+ v(v + l)alx +
L v(v + l)anx n n=2
2 Adrien Marie Legendre (17521833) was a French mathematician who made significant contributions in the areas of special functions.
392
Chapter 8
Power Series Solutions to Linear Differential Equations
= 2a2 + V(v + l)ao + ([v(v + J)
 2Jal
+ 6a3)X
+ 'l)(n + 4)(n + 3)an+4 (en
+ 2)(n + 3) 
v(v
+ 1»an+2]x n+ 2 = o.
From this we see that
a2
=
v(v
+ 1)
2
2  v(v
6
a3=
Qo,
+ 1) aI,
and
an+4
=
(n
+ 2)(n + 3)  v(v + 1) Qn+2· (n + 4)(n + 3)
The recurrence relation gives us two linearly independent power series solutions to the Legendre equation as described in Theorem 8.4. An interesting result occurs in the case when v=k+2
for some nonnegative integer k. Notice that, in this case, coefficients depending on Gk+4, which are the coefficients
ak+4
=
0, which then forces
to be O. Consequently one of the linearly independent power series solutions in Theorem 8.4 is a polynomial Pk+2(X) of degree k+ 2. (Why?) When the condition Pk+z(l) = I is imposed, Pk+2(X) is called the Legendre polynomial of degree k + 2. In this setting, it is sometimes easier to obtain the two solutions by first finding the Legendre polynomial solution and then using the method of reduction of order introduced in Chapter 4 to find the other solution. Exercises 1720 ask you to apply this approach.
EXERCISES 8.2 In Exercises 18, determine the power series solution to the initial value problems. 1. y" xy
2./'
= O;y(O) =
1,/(0) =0
= 0; yeO) = 0, y'(0) =1 xl + 2y = 0; yeO) = 0, y'(O) = 2
+x 2 y
3. y" 
4. y"  2y'  xy = 0; y(O) = 2, 1"(0) = 0
5. y"  2y'
+ 2xy = 4 
2x; yeO)
= o. y'(O) = 0
+ xy'  \' = x; .1'(0) = 0, y'(O) = 0 = 1 + x; yeo) = I, y' (0) = 0 2 y" + X y = 2x; yeO) = 0, y'(O) = I
6. y"
7. y"  xy
8.
In Exercises 912, determine the power series solution to the differential equation.
=0 xy' + 2y
9. y"  xy 11. y" 
10. y" = 0
+ x 2y =
0
12. y"  2y' +x 2 y = 0
8.3
In Exercises 1316, determine the first three terms of the power series solution to the differential equation.
+ eXy =
0
13. y"  ycosx = 0
14. y"
15. eXy" +xy = 0
16. y" 2y' +y sinx = 0
In Exercises 1720, determine the power series solution to the Legendre equation. If one of the solutions is a polynomial, use reduction of order to find the second linearly independent solution.
17. (1  x 2 )y"  2xi + 3/4y 18. (1
x 2 )y"
b) Show that if ex is a natural number, then there is a polynomial solution. c) Determine the Chebyshev polynomials for ex = 0.1, and 2.
25. For a polynomial p(x) = an x" + an_IX n  1 + ... + alX + ao and a number xo, determine 170 • 17], ... , bn so that
=0
20. (1  x 2 )y"  2xy' + 6y = 0
=
In Exercises 2122, determine the polynomial solution to the Legendre equation. 22. (1  x 2 )y" 
°
23. The equation
+ AY = 0
where Ais a constant is known as the Hermite 3 equation. This equation is important in physics and numerical analysis. a) Show that the power series solution is a polynomial (called a Hermite polynomial) if A is an even natural number. b) Determine the Hermite polynomials for A = 0, 2, 4, 6, and 8. 24. The equation (1  x 2 )y"  xy'
+ ex 2 y =
0
where ex is a constant is known as the Chebyshev 4 equation.
8.3
+ 171 (x 
xo)
for all x and hence conclude that every polynomial is equal to its Taylor series about Xo for all x and also that its Taylor series has a finite number of terms.
=0 2xy' + 30y = y"  2xy'
+ b2 (x  xO)2 + ... + bn (x  xo)n + O(x  xo)"+ I + O(x  xo)n+2 + ... 170 + b l (x  xo) + b2(x  xO)2 + ... + bn (x  xo)"
p(x) = 170
=0
21. (1  x 2 )y"  2xy' + 20y
393
a) Determine the power series solution to this equation for Ix I < 1.
 2xy'  1/4y = 0
19. (l  x 2 )i'  2xy' + 2y
Euler Type Equations
26. a) Show that in Theorem 8.4 ao = ko, al = k 1, a2 = y"(0)/2 = (q(O)kl + r(O)ko)/2. b) Continuing the process in part (a), show that we can generate a power series solution for Theorem 8.4 that satisfies yeO) = ko and y'(O) = k l . To complete the proof of Theorem 8.4 we need to show this power series converges. In Exercises 2730, use the dsolve command in Maple with the type=series option or the corresponding command in another appropriate software package to obtain the first six terms of the power series solution. Compare this answer to your results for Exercises
1316. 27. y"  ycosx = 0 29. eX y"
+ xy = 0
28. y"
+ eX y =
0
30. y"2y'+ysinx = 0
EULER TYPE EQUATIONS
In the last section we considered power series solutions about Xo when Xo is an ordinary point. Our next objective is to study power series solutions when Xo is not an ordinary point. In this study a type of linear differential equation called an Euler type equation (sometimes called an equidimensional equation) will arise. In the second order homo
3 Charles Hermite (18221901) was a French mathematician who studied algebra and analysis. 4 Pafnuty Chebyshev (18211894) was one of the most influential Russian mathematicians of all time and is well known for his work in polynomial approximations, number theory, and probability.
394
Chapter 8
Power Series Solutions to Linear Differential Equations
geneous case, these Euler type equations are differential equations that can be written in the form
I (x 
xO)2y"
+ a(x 
xo)y'
+ f3y = 0
I
where a and f3 are constants. When we write one of these Euler type equations in the form
yl!
+ q(x)y' + r(x)y = 0,
we have the differential equation
, y " + a y x  Xo
+
f3 (x  XO)2
y= 0 .
The value Xo is not an ordinary point of this differential equation since neither a / (x  xo) nor f3 / (x  xO)2 is defined at Xo much less analytic at Xo. For the moment we are going to put aside power series and see how to find closed form solutions to the Euler type equations. Once we see how to solve Euler type equations, we will employ their solutions in the next section to find power series solutions about Xo of other differential equations y" + q(x)y' + r(x)y = 0 where q and r are not analytic at Xo. Actually, one method of solving Euler type equations when Xo = 0 is discussed in Exercise 43 of Section 4.2. We are going to use a different method here. As in Exercise 43 of Section 4.2, we will only develop the method when Xo = o. It is easy, however, to extend either of these two methods to cases when xo f. o. Consider the Euler type equation
I x 2y"
+ axy' + f3y
=
0·1
We will determine solutions for x > O. It is also possible to determine solutions for x < O. See Exercise 21 for details about this. Since differentiating reduces the power on the exponent by one, it makes sense to try a solution of the form
y
1
= xr·1
Substituting this into the differential equation gives us
x 2 r(r  1)x r 2
+ axrx r 1 + f3x r = 0
or
(r(r  I)
+ ar + (3)x r = O.
Consequently,
r(r  1)
+ ar + f3 = O.
8.3
Euler Type Equations
395
This is a polynomial equation in r similar to the characteristic equations we had for constant coefficient linear differential equations in Chapter 4. We will call this equation the Euler indicial equation. Solving this equation for r gives us
I ,~ I a±J(~ a)'4# I As with constant coefficient linear differential equations, we have to consider distinct real, repeated real, and imaginary root cases. Here these respective cases arise as follows: Case 1. (1  a)2 Case 2. (1  a)2 Case 3. (1  a)2 
4f3 > 0 4f3 = 0 4f3 < O.
In Case 1 we have two distinct real roots, rl and r2. We leave it for you in Exercise 15 to show that
are linearly independent for x > O. Therefore, in this case, if x > 0 the general solution to the Euler equation is
I Y = CIX + C2 xr2 . r1
In Case 2 we have one real root, r, and hence only one solution, x", when x > O. In Exercise 16 we will ask you to obtain that
E is a second solution linearly independent of xr. Consequently, the general solution for x> 0 is
in Case 2. In Case 3 we have two complex roots, r = a ± ib. As in Chapters 4 and 6, we will only need the root r = a + ib to produce two linearly independent solutions and will be able to ignore the conjugate root, r = a  ib. If x > 0 we have xl"
= x a+ib = x"xib = x a elnxib = xaeiblnx = xa(cos(b lnx) + i sin(b lnx».
(We are using laws of exponents here that extend from real exponents to complex ones. Proofs that these exponent laws do in fact hold for complex numbers are left for a course in complex variables.) We now proceed in much the same manner as we did in Chapter 4 when we had complex roots. It can be shown (see Exercise 17) that the general solution
396
Chapter 8
Power Series Solutions to Linear Differential Equations
in this case for x > 0 is
Iy=
xQ (Cl cos(b In x)
+ C2 sin(b In x».
Let us do some examples involving Euler type equations. EXAMPLE 1 Solution
Find the general solution of x 2 y" Here the equation r(r  1)
+ 4xy' + 2y =
+ rtr + f3
O.
°
=
is
r(r  1)
+ 4r + 2 = 0.
= 2, 1. The general solution is therefore
Solving for r, we see the solutions are r
• EXAMPLE 2 Solution
Solve the initial value problem x 2 y"
+ 3xy' + y = 0; y(1) = 0, y'(l) =
In this example the equation r(r  1) r(r 
which has r
= 1
1.
+ rtr + f3 = 0 is 1) + 3r + 1 = 0,
as a repeated root. The general solution is
c2lnx x
C1
y=+. x
Using the initial conditions, we obtain c]
= 0,
=
C2
1.
The solution to this initial value problem is then
•
lnx x
y=.
EXAMPLE 3
Determine the general solution of x 2 y"
Solution
The equation with r for this example is
+ 2xy' + Y = O.
r(r  1)
+ 2r + 1 = O.
Its solutions are r
1
../3.
2
2
=  ±I.
The general solution is y =
X1 /2 (C1 cos (
~ In x )
+ C2 sin (
~ In x ) )
.
•
8.4
Series Solutions Near a Regular Singular Point
397
EXERCISES 8.3 In Exercises 18, determine the general solution of the differential equation.
1. x2y"3x/+3y = 0 3. x 2 y" +xy' +:v = 0 5. y" + (S/x)y' + (4/x2)y 6. y" + (7/x)y' + (9/x2)y 7. x 2y"+3xy'+2y = 0
2. x 2 +xy'  Y = 0 4. X 2 )"'1 +.ry' +4y = 0 = 0 = 0
In Exercises 9lO, solve the initial value problem.
+ (2/X2)y = 0; y(l) = 1, y'(l) = 0 + 3xy' + Sy = 0; y( I) = 0, y' (I) = 1
9. y"  y'/x 10.
x 2 y"
19. Determine the behavior of the solutions to the Euler type equations as x  f 0 if the real parts or r) and r2 are negative.
20. Determine the behavior of the solutions to the Euler type equations as x  f 0 if 1') and r2 are purely imaginary. 21. a) To determine the solutions to the Euler type equation x 2 )''' + axy' + f3y = 0 for x < 0, we make the substition z = x. Using the Chain Rule, show that this Euler type equation takes the form ?
12. x 2 y"
 S)y' + 3y = 0 14. (x + 2)2/'  2(x + 2)y'2y = 0 13. (x  1)2y"
+ (Sx
= 0
b) Obtain the solutions to the Euler type equation
x 2 y" +axy' + f3y
= 0 for x i= 0 in terms of Ixl.
22. a) Let L be the linear transformation L = x 2 D2 + O'X D + f3 so that kernel of L consists of the solutions to the Euler type equation x 2 y" + axy' + f3y = O. Further, let F(r) = r(r  1) + ar + fJ, which is the polynomial in the Euler indicial equation of this Euler type equation. Show that
Exercises IS17 deal with the three cases for the roots of the Euler indicial equation. 15. Show that in Case I the solutions are linearly independent for x > O. 16. Use the reduction of order method in Section 4.2 to find a second linearly independent solution for x > 0 in Case 2. 17. Show that the two solutions we gave in Case 3 are solutions of the Euler type equation and are linearly independent. 18. Determine the behavior of the solutions to the Euler type equations as x  f 0 if the real parts of r) and 1'2 are positive.
8.4
dy
under this substitution. Describe the general solution to this Euler type equation in terms of z and then in terms of x in Cases 13.
+ 3xy' + Sy = 8x
In Exercises 1314, adapt our method for solving Euler type equations with Xo = 0 to the given Euler type equation to obtain its general solution.
d2v
z d z; + az ;:: ( ,. + f3y
In Exercises 1112, solve the nonhomogeneous equation. 11. x 2y"  3xy l + 3y = x
L(x" In x) = F(r)x" lnx
+ F' (r)x".
b) Suppose that the indicial equation has a repeated root 1') so that F(r) = (I'  1')2. Use the result of part (a) to show that L (x'" I n x) = 0 and henee conclude that x'" In x is another solution to the Euler type equation.
SERIES SOLUTIONS NEAR A REGULAR SINGULAR POINT As mentioned in the introduction of Section 8.3, one reason we studied the Euler type equations
(x  xO)2y"
+ a(x
 xo)y'
+ f3y = 0
or
J"
ot! + )' + (x  f3xO)2 y = 0 x  xo
398
Chapter 8
Power Series Solutions to Linear Differential Equations
where a and fJ are constants was to prepare us for the study of power series solutions to differential equations of the type y"
+ p(x)y' + q(x)y = 0
when Xo is not an ordinary point (that is, either p or q is not analytic at xo). Such points Xo are called singular points of the differential equation y" + p(x) y' + q (x) y = O. In this section we are going to study differential equations
I y" + p(x)y' + q(x)y =
I
0
where
I (x  xo)p(x) and (x  xO)2q(x) are analytic at Xo. When this occurs, Xo is called a regular singular point of the differential equation y" + p(x)y' + q(x)y = O. Notice that the Euler type equation
y" +
_a_/ +
fJ
0
(x  xo)~
x  Xo
y
=0
has a regular singular point at Xo since (x  xu) p(x) = a and (x  xO)2q (x) = fJ are analytic at Xo. Power series solutions about Xo to y" + p(x)y' + q(x)y = 0 when this differential equation has a regular singular point at Xo are related to the solutions of Euler type equations. As we did for Euler type equations in the previous section, we will restrict our attention to the case when Xo = 0 and our solutions will be for x > O. The method we develop here can be easily modified to handle nonzero values for Xo and other values of x. Suppose that Xo = 0 is a regu lar singular point of y" + p (x) y' + q (x) y = O. Then x P (x) and x 2 q (x) are equal to their Maclaurin series in some open interval Ix I < R. To put it another way, we can express xp(x) and x 2q(x) as 00
xp(x)
= Po +
PIX + P2 X2
+ P3 x3
+ ... = L
Pn x "
(1)
= qo + qlx + q2 x2 + q3 x3 + ... = L qn xn
(2)
n=O
and 00
x 2q(x)
n=O
+ (a/x)y' + (fJlx 2 )y = 0, are x' times the Maclaurin series of the constant function .r(x) = 1. Could it be that solutions to y" + p(x)y' + q(x)y = 0 are of the form x' times the Maclaurin series of some function? That is, are there solutions of the form for
Ixl
xp(x)
r2, we then have that each root rl and r2 will produce power series solutions whenever rl  r2 is not a positive integer. Let us state this as a theorem. Since the coefficients an of the power series solutions depend on the roots rl and r2 of the indicial equation, we are going to indicate these coefficients as an (rl) and an (r2) as we state this theorem. THEOREM 8.7
Suppose that Xo
= 0 is a regular singular point of the differential equation +
y"
p(x)y'
+ q(x)y
= 0
and rl and r2 are the roots of its indicial equation with rl > r2. If rl  r2 is not a positive integer, then this differential equation has a solution of the form 00
Yl = x r , Lan(rl)x n n=O
and a second solution of the form 00
Y2
=
x r2
L an (r2)x
n•
n=O
Looking back at Example 1, notice that it illustrates Theorem 8.7 with rl = 1/2 and r2 = 2. It can be argued that Yl and Y2 in Theorem 8.7 converge to a solution for 0 < x < R when the series for xp(x) and x 2q(x) in Equations (1) and (2) converge to xp(x) and x 2 q (x), respectively, on this interval. Further, if rl are r2 are real numbers and we choose nonzero values of aoCrl) and aO(r2), Yl and Y2 are linearly independent on this interval
404
Chapter 8
Power Series Solutions to Linear Differential Equations
+ p(x)y' + q(x)y = 0 is We will only use this theorem in the case when the indicial equation has real roots. The complex case as well as a complete proof of Theorem 8.7 including the facts concerning the interval of convergence and independence of the solutions are left for another course. We have begun a study carried out by the German mathematician Georg Frobenius. 5 His study does not end here. What do we do if the hypothesis on rj and r2 in Theorem 8.7 is not satisfied? We consider two cases. First, suppose rj = r2; that is, suppose the indicial equation has a repeated root. In this case our procedure leads to one power series solution. Can we get a second one? The next theorem of Frobenius tells us how to do so.
o< Cl Yl
THEOREM 8.8
x < R and consequently the general solution to y"
+ C2Y2 on this interval.
Suppose that Xu
= 0 is a regular singular point of the differential equation
+ p(x)y' + q(x)y = 0
y"
and its indicial equation has a root has a solution of the form
r)
of multiplicity 2. Then this differential equation
co
Yl
= x r,
L anx
n
n=O
and a second solution of the form co
Y2
= Yl In X + x r , L
bnx n •
n=U
If rl r2 is a positive integer, our process does produce a power series solution for the larger root, but breaks down for the smaller root, r2. Here again, can we produce a second solution? Frobenius found a positive answer in this case too, as described in Theorem 8.9. THEOREM 8.9
Suppose that Xo
= 0 is a regular singular point of the differential equation Y"
+ p(x)y' + q(x)y
= 0
and its indicial equation has roots rl > r2 where rj  r2 is a positive integer. Then this differential equation has a solution of the form co
Yl = x r, Lan (rl)X n n=O
5 Ferdinand Georg Frobenius (18491917) was a student of the noted German mathematican Karl Weierstrass (18151897). Frobenius made significant contributions to many areas of mathematics, but is best known for his seminal work in group theory.
8.4
Series Solutions Near a Regular Singular Point
405
and there is a constant a so that it has a second solution of the form 00
Y2
= aYl In Ixl + X'2
L an (r2)x
n•
n=1
The coefficients an in Theorem 8.8 and a and an in Theorem 8.9 for the second solutions, Y2, are found by substituting the form of the solution for)'2 into the differential equation in the same manner as we do for )'1. Proofs of Theorems 8.8 and 8.9 will be omitted. As is the case in Theorem 8.7, Yl and Y2 in these two theorems converge to solutions for 0 < x < R whcn the series for xp(x) and x 2 q(x) in Equations (1) and (2) converge to xp(x) and x 2 q (x), respectively, on this interval. Also, Yl and)'2 are linearly independent on this interval when we choose nonzero values of ao and a in the case of Theorem 8.9 so that the general solution is ('1 Yl + C2Y2. Let us next look at an example where we have to determine whether we are in the case of Theorem 8.7, 8.8, or 8.9. EXAMPLE 2
Determine which of Theorem 8.7, 8.8, or 8.9 applies in the following differential equation, x 2 y"
+ 2x)" + (x
 x 3 )y = O.
and give the forms of the power series solutions for this case. Solution
When written in the form y"
+ p(x)y' + q(x)y = 0, this differential equation is 1/ 2 1 x 2 y ++y=O. x x
We have xp(x)
so that Po
= 2 and C/o = O.
=2
and x 2 q(x)
=x
 x3
The indicial equation is then
r(rI)+2r=0 and its solutions are rl = 0 and r2 = 1. Since rl  r2 Theorem 8.9 and the solutions have the forms Yl
= xO
L (/"X" 00
(
,,=()
)
=
Lan
=
1, we are in the case of
00
(0).1'"
n=O
and
• Finding the power series solutions in Example 2 by hand takes quite some time. Fortunately, softwarc packages such as Maple can be used to do this work.
406
Chapter 8
Power Series Solutions to Linear Differential Equations
We conclude this section with a type of differential equation that has a regular singular point atxo = 0 that arises in many physical applications called a Bessel equation. 6 These differential equations have the foml
I
x 2 y" +xy' + (x 2
v 2 )y = 0

I
where v :::: 0 is a real constant. The value v is called the order of the Bessel equation. Notice that the Bessel equation has x = 0 as a regular singular point. Also, xp(x) = I and x 2 q(x) = x 2  v 2 . Since Po = 1 and qo = v 2 , the indicial equation ofthe Bessel equation is
1)
r(r 
+r
 v2
=
r2  v 2
= O.
The roots of the indicial equation are
I
rl
= v,
Observe that we are then in the case of Theorem 8.7 if 2v is not a nonnegative integer, in the case of Theorem 8.8 if v = 0, and in the case of Theorem 8.9 if 2v is a positive integer. Our final set of examples involve power series solutions to Bessel equations in some special cases.
EXAMPLE 3
Solution
Determine the series solutions to the following Bessel equation: the Bessel equation of order 0,
Here v = 0 and we are in the case of Theorem 8.8 with r of the form
Let us find the solution
CXJ
OC
Yl
= O.
= xr LUnX" = Lanxn. n=O
n=O
Substituting into the differential equation, 00
00
00
L(nl)nanx n + LnanX"+ Lanxn+2 n=O
n=O
00
oc
= L[(nl)n+n]anX n + LanXn+2 =0. n=O
Simplifying and reindexing leads to OC
alx
+ L[(n + 2)2an+2 + a nJx n+2 = O. n=O
6 Friedrich Wilhelm Bessel (17841846) was a German astronomer and mathematician who served as the director of the Konigsberg observatory.
8.4
Series Solutions Near a Regular Singular Point
407
The recurrence relation is an a n+2 =  (n+2:)=2
so that
a2
aO
a4
=
a6
=  62 = 
a8
=  82 = 28 (4!)2
42
=
24(2!)2
a4 a6
aO
26(3!)2 aO
It appears that ( l) nao a2 ::::n  22n (n!)2 .
We will let you verify that this is true in general in Exercise 9(a). The first solution in Theorem 8.8 is then
~ (l) na o 2n Yl = ~ 22n(n!)2 X • n=O When ao
=
1, we obtain the function
!; 00
Jo(x)
=
(l)n 2n 22n(n!)2x
called the Bessel function of the first kind of order O. We leave it for you to find the second solution, Y2, in Theorem 8.8 in Exercise 9(b). • EXAMPLE 4
Solution
Determine the series solutions to the following Bessel equations: the Bessel equation of order 1/2,
Here v = 1/2, the roots of the indicial equation are rl = 1/2 and r2 then in the case of Theorem 8.9. We again find the first solution 00
Yl
= xl/2 Lanxn = n=O
Substituting, we have
00
L anX n+1/ 2. n=O
= 1/2.
We are
408
Chapter 8
Power Series Solutions to Linear Differential Equations
We can now see that al
=0
and
4 Thus,
= 0 = (/3 = as = a7 = ...
al
and aD ao a) =   =  

6
3!
ao
a2
a4
a6
=  =20 5! (/4 ao =  =
42
7!
The second set of equations suggest that ( l)" ao a211 =
(211
+ I)!
We will let you prove that this in fact is the case in Exercise 9(c). We then have 00
YI
= x l/2
L
(Ita (211 + 1~!x2n
11=0
When ao
=
00
= aox 1/2
L
(_I)" + 1)!x 211 +1
(211
= (lOX 1/2 sinx.
n=()
"j2/rr, the solution 2 )
II/2(X) = ( rrx
112
sinx
is called the Bessel function of the first kind of order 112. We will let you determine • the second solution. Y2, in Exercise 9( d).
8.4
EXAMPLE 5
Series Solutions Near a Regular Singular Point
Determine the series solutions to the following Bessel equation: the Bessel equation of order 1,
x 2y"
Solution
409
+ xy' + (X 2 
1)y
= O.
For this Bessel equation, v = 1, rl = 1, and r2 = 1. We are then in the case of Theorem 8.9. The first solution has the form
Substituting it in, 00
Ln(n n=O
00
00
+ 1)an x n+1 + L(n + 1)anx n+1 + (x 2 1) Lan xn +1 n=O
n=O 00
= 3alX2 + L([(n + 3)2 
1]an+2
+ an)x n+3 =
n=O from which we obtain
and
an an+2 =  (n+3)=2_C We have
and
aO
a2 =
8 =
ao  22(2!)(l!)
a2
ao
a4
=  24 = 24:(3!)(2!)
a6
=
a4 48
=
ao 26(4!)(3!)
We will let you verify in Exercise 9(e) that the second set of equations generalizes to ( l) nao
a2n = 22n(n
+ 1)!n!·
0
410
Chapter 8
Power Series Solutions to Linear Differential Equations
Thus x
YI 
(1) na o 2n L (I)" x L 22nCn + I)!n! x a 22n(n + l)!n! oo
A
n=O
When
2n+1
0
.
n=O
ao = 1/2, we obtain the solution 1~
hex)
= "2 ~
(_1)n 2n+1 22n(n + I)!n!x
n=O
called the Bessel function of the first kind of order 1. Finding the second solution, Y2, is best done by using a software package such as Maple. We will ask you to do this in Exercise 14.
EXERCISES 8.4 In Exercises 12, determine the regular singular points for the differential equation.
1. x 2 y"
+ sinxy' + y
2. (1  x 2 )y"  2xy'
= 0
d) Determine the second linearly independent solution for the Bessel equation of order 112 in Example 4.
+ 20y = 0
e) Show that
In Exercises 34, determine the indicial equation for the differential equation at Xo = O. 3. x(x  1)y" + (3x  l)y' + y = 0 4. (x 2  x)y"  xy' + 4y = 0 In Exercises 58, determine the general solution of the ditlerential equation.
+ 3x)" + 4x4y = 0 6. + x 3 y' + x 2 y = 0 7. 6x 2 y" + 4xy' + 2x 2 y = 0 8. xy" + 2xy' + xy = 0 S. x 2 y"
x 2 y"
9. These problems are related to the Bessel equations in Examples 35.
in Example 5.
In Exercises 1011, determine the general solution for the Bessel equation.
+ xy' + (x 2 11. x 2 y" + xy' + (x 2 10. x 2 y"
16/9)y = 0 9/4)y = 0
12. Consider the Legendre equation (1  x 2 )y"  2xy'
+ v(v + 1)y =
O.
a) Show that x = ± 1 are regular singular points of this ditlerential equation.
a) Show that
b) Find a solution in powers of xI for x > 1. (Hint: Let t = x  I and apply the methods of this section.)
in Example 3. b) Determine the second linearly independent solution for the Bessel equation of order 0 in Example 3. c) Show that (10 _II
in Example 4.
(I)"ao ao =  ,     _II 22n(n + l)!n!
(l)nao =(2n + I)!
13. Consider the Bessel equation x 2 )'''
+ xy' + (x 2 
v 2 »)' =
o.
a) Show that the substitution y(x) = x'u(x) where r = ±v converts this Bessel equation into the form
8.4
Series Solutions Near a Regular Singular Point
b) Use part (a) to determine the two linearly independent solutions to the Bessel equation of order \12. (Hint: Use r = 1/2.) c) Using the result of part (b), solve the nonhomogeneous equation x 2 y" +xy' + (x 2 1/4)y = X 3/ 2 • 14. Use Maple or another appropriate software package to obtain a second solution to the Bessel equation in Example 5.
In Exercises 1518 determine one solution to the differential equation at Xo = 0 and use Maple to determine a second linearly independent solution at Xo = O. 15. x 2 )'''  x(2 + x)y' + (2 + x 2 )y = 0 16. x(x + l)y" + .v' + x)' = 0 17. x 2 y" + xy' + (x 2  4)y = 0 18. x 2 y" + xy' + (x 2  9)y = 0 19. The differential equation x(l 
x»," + (a  (1
+ f3 + y)x)y' 
occurs often in mathematical physics.
f3yy = 0
411
= 0 and Xo = 1 are regular singular points of this differential equation.
a) Show Xo
b) Determine the indicial equation for the regular singular point Xo = o. c) Determine the recurrence relations at the regular singular point Xo = O. d) Use the result of part (c) and Maple or another
appropriate software package to determine two linearly independent solutions at the regular singular point Xo = 0 for a = 3/2.
20. Consider the differential equation x 2 )'''
+ cosxy =
O.
= 0 is a regular singular point of this differential equation.
a) Show Xo
b) Determine the indicial equation of this differential equation. c) Determine the first four terms of one of the solutions of this differential equation guaranteed by Theorems 8.78.9.
Inner Prqduct Spaces
The dot product of two vectors u and v in JR.2 or in JR." (usually denoted u . v) that you have seen in your calculus courses is an operation on pairs of vectors that yields a real number. An inner product space is a vector space on which we havc an operation (called an inner product) along the lines of a dot product. (We will state exactly what is meant by this shortly.) The vector spaces JR.2 and JR.' with their dot products are just two examples of inner product spaces. The first two sections of this chapter are devoted to thc study of inner product spaces. In the third and final section of this chapter we will look at some conncctions between inncr products and matrices. Among the rcsults we will obtain in this third section is that every symmetric matrix is diagonalizable. Since dot products on JR.2 and JR.3 are our motivational examples for inner product spaces, we begin by refreshing your memory about them.
9.1
INNER PRODUCT SPACES
Following our convention of writing vectors in JR.n as column vectors, the dot product (or scalar product) of two vectors u
in JR.2, denoted
It .
= [ ::]
and v
=[
~: ]
v, is
413
414
Chapter 9
Inner Product Spaces If u and v are vectors in ]R 3,
their dot product is
If we identify a 1 x 1 matrix with its entry by leaving out the brackets about the entry, notice that our dot products in either]R2 and ]R3 can be expressed as the matrix product of the tranpose of u and v:
The length (also called magnitude or norm) of a vector
in ]R2, which we shall denote by 111'11, is 111'11
= Jbi + b~.
Of course, if we follow the usual convention of indicating such a vector v graphically by drawing a directed line segment from the origin to the point (hI, b2 ), as in Figure 9.1, then II v II is the length of this directed line segment. If v is a vector in ]R3,
then its length (magnitude, or norm) is
which is the length of the directed line segment in 3space from the origin to the point (hi, b2, h,). y
Figure 9.1
9.1
Inner Product Spaces
415
Notice that we can equally well describe the length of a vector v in ]R2 or]R' as
IIvll = ~ = ../vTv. Besides using dot products to describe lengths of vectors, another use of them is for finding angles between two vectors in]R2 or]R}. By the angle between two vectors u and v, we mean the smallest nonnegative angle between them, as is illustrated in Figure 9.2.1 Using the law of cosines (see a calculus book for the details), it can be shown that
e
u.v
= lIullllvll cose.
If u and v are nonzero vectors, we can solve this equation for e obtaining
u·v e =cos'
lIullllvll
Also notice that the vectors u and v are orthogonal (or perpendicular) if and only if
u· v
= O.
Figure 9.2
The dot product on ]R2 or ]R3 is a function from the set of pairs of vectors in ]R2 or ]R3 to the set of real numbers lit Some easily verified properties of it are
u·v=v·u (u
+ v)
.w
= u . w + V·
w
(eu) . v = e(u . v)
v . v = 0 if and only if v = 0 where e is a scalar. Any vector space possessing such a function satisfying these properties is called an inncr product space.
D~rnON>~K';~nipn~~"~llft ~i~~'is.ave~ ,;IW~ .~.fun~~;~~l,
from thes~t of all pairsqf vectors QfV to IItth(J,t~ssignsJp~ach pait,ofyectors u fV~~qij;S?:spond~pg,¥,alnum oted . isf . fol1d~: p 0 for y > 2 and y" < 0 for y 0 for y > 4 and 0 < y < 2, y" < 0 for 2 < y < 4 and y < O. 17. (l)y =0,3, 3,(2)y' > Ofory > 3and3 < y < O,y' < ()forO < y < 3 andy < 3;
y"
= (3y2 
9)y'
= (3y2 
9)(y3  9y)
Exercises 3.2, p. 124 1. Separable
+C 11. y = In(ln It + 11  t + e) 5. In Iyl = 2x 3 /3  4x
3. Not separable
9. In Iy  41 In Iyl = _ex
+C
15.),2 + 81n Iyl = 4x 2  3
17. (a) y = J9  6x 3 /3
7. 2 arctan y = In(x2
13. 3y2
+
2x 3
+ 1) + C
= 3
(b) 0::::: x::::: (3/2)1/3
21. (c) y = tan(x +e)  x  l
= C
7. x 2 y 
Exercises 3.3, pp. 129130 1. Exact; x 3 9. e"

4y 2 x
+ (2COSS 
+ 3y4 =
e' = C
19. e = b; ax 2 /2  bxy
C
3. Exact; x 2 y
11. x 2y
+ y3
+ eX y
= 2
5. Not exact
X
= C
13. 2cos(xy)  y3 = 1
+ dy2/2 = k
Exercises 3.4, pp. 135136 3. e x2 ; y = 1/2 + Ce x2
5. (1 + 2X)1/2; y = 1 + 2x 2 7.x;y=x /3+C/x 9.I/x;y=I/(2x)+Cx 11.ee';y= 1 +Ce e' 15. y = (x 2 + 2x + 2)/(x + 1) 17. y = (cos(2x) + l)/(4x) + sin(2x)/2 1. e 1/ x ; y = ee 1/ x
+ C(l + 2X)I/2 13.y=I/2+(3/2)e 4 
Exercises 3.5, p. 143 1. 2x 2 1n Ixlyl = Cx 2
3. 2xI/2yl/2  2X 1/ 2
+ 1)2/2 + )'4/4 + y3/3 ,/x 13. e+ In Ixl = C 17. Y = 9. x 2 (y
y2/2  Y = C 1/(1
=C 11.
)'2 =
5. 2x 1  x 3 y2 2x 2 1n Ixl
+ 2x
3/3
=C
+ Cx 2
+ ex)
Exercises 3.6, pp. 151153 5. ~ 21.64 pounds 7. (a) 13.48 gat (b) 47.12 gal 11. ~ 55.09 minutes 13. ~ 1.12 hours 9. (a) ~ 46.2 hours (b) No solution 15. ~ 4.91 meters per second 17. 20R/(R  20) where R is the earth's radius 19. y = mx 1.
~
48 years
3.
~
7567 amoeba
4X
446
Answers to Odd Numbered Exercises
21. (aCe kt )/(1
23. (c) (1
+ ae kt ) where a = B/(C 
+ R/cv) In V + In P
Exercises 3.7, p. 157 1. Y = x 2/18  x/81
7. y 15. y
B) and B
= 10 billion, C = 1 trillion
= K, K  a constant
3. Y = ±(C 1  2X)1/2 + C2 5. = ((2x + 1)3/2 1)/3 11. y = lnx
+ C 1e 9x + C2
= C1 sin2x + C2 cos2x
9. y
= (x 3 + x)/2
= ±J2gR2/(R + x) + v5  2gR
17. dx/dt
y3
= 1/(C1x + C2) 13. y = 2/(1 x)2
Exercises 3.8, pp.167168
J; (s + 2y(s)) ds
3. Maclaurin and Picard are the same: 1 + 2x + 2x2 + 4x 3/3 + 2x 4/3 5. Maclaurin: 1 + 2x + 4x 2 + 8x 3 + 16x 4, Picard: 1 + 2x + 4x 2 + 8x 3 + 16x 4 + (416/15)x 5 + (128/3)x 6 + (3712/63)x 7 + (4544/63)x 8 + (44032/567)x 9 + (22528/315)x lO + (10240/189)x ll + (2048/63)x 12 + (8192/567)x 13 + (16384/3969)x 14 + (32768/59535)x 15 7. 11/42  x/9 + x 3/3 + x 4/18  x 7 /63 9. cos(sins) ds
1. y(x) =
J;
13. 1 + (x  1)2/2  (x  1)3/3 + (x  1)4/6  (x  1)5/20 + 13(x  1)6/180  (x  1) 7 /63  (x  1)9/270  (x  1)11 /4400
+ (x
 1)8/160
Exercises 3.9, pp.176177
1. Euler values: 1.2, 1.43, 1.962,2.3144
3. Euler values: 1.2, 1.61472,2.63679,6.1966
5. Taylor values: 1.215,1.4663,2.102124,2.5156
7. Taylor values: 1.3067,2.20126,7.9066,730.5869
11. RungeKutta values: 1.21605,1.46886,1.76658,2.11914,2.53869 13. RungeKutta values: 0,0.000333,0.0026669,0.00900,0.021359,0.041791 CHAPTER 4 Exercises 4.1, pp. 188189
1. Linear, third order 3. Linear, fourth order 5. (00, (0) 7. No interval 9. y = cle x + c2e 2x , Y = (2/3)e X + (1/3)e 2x 11. y = clex + C2e2x + C3e3x, y = (3/2)e X  (3/5)e 2x + (l/1O)e 3X 2, Y = 2ex + e2x  2 = Cl eX + C2e2x + C3e3x + e x , y = (l/5)e 2x  (l/5)e 3x + e x 17. g(x) = eX (x 2/2  x + 1), y = C'x + c2x2 +ex , y = (2  e)x  x 2 +e x
13. y
= cle x + C2e2x 
15. y
Exercises 4.2, pp. 201203
= c]e 8x + C2 3. Y = c]e(2+v'3l x + C2e(2+v'3)x 5. y = c]e4x + C2ex + C3ex 7. y = c, e 3x + C2xe3x 9. y = Cl e 2x + C2xe2x + c3x2e2x 11. y = Cl cos 2x + C2 sin 2x 2x x 13. y = c,e + e (c2 cosx + C3 sinx) 15. (a) y = c]e + C2ex (b) y = _ex /(2e) + e l  x /2 17. (a) y = e 2x (Cl sin 2x + C2 cos 2x) (b) y = _(e 2x sin 2x)/2 19. (a) (Cl + c2x)eI/2x (b) _xe I/ 2x 1. y
X
+ C2X + C3e5x (b) 33/25 + (2/5)x + 2e5x /(25e 5) 23. (a) y = C] + C2e2x + C3e3x (b) y = (2/3) + (l/5)e 2x + (2/15)e 3X 25. (a) y = c,e x + (C2 + c3x)e3x (b) y = (7/16)e 3X + (7/16)e X + (3/4)xe 3x 27. y = (A + Bx) sin2x + (C + Dx) cos 2x + (E + Fx + Gx2)e 4x 21. (a) C]
Answers to Odd Numbered Exercises
= (A + Ex + Cx 2) cos 3x + (D + Ex + F x 2) sin 3x + Ge 2x + (H + I x)e3x + (J + Kx)e 3x 31. Y2 = 1 33. Yz = x 45. Y = cllx + C2x5 47. Y = CIX + C2X Inx 29. Y
Exercises 4.3, p. 211 1. Y = cle 2x + C2e3x  (3/4)e 2X 5. Y = cle 2x sin 3x + cze 2x cos 3x
7. Y
=
cle x
9. Y
=
CI
+
3. Y = CI sin Sx + C2 cos 5x + 623/625 (4/37)e X sin 3x + (24/37)e' cos 3x
+ x 2/25
X  x 2/2
+ C2 + + eX 12 + (l/10) sin2x  (lIS)cos2x + C2 cos 2x + (3/16)x sin 2x 11. y = cle 8x + C2 + x 3/12  (15/32)x 2 + (63/128)x
sin 2x
13. Y = CI e 2x cos 3x
+ C2e2x sin 3x 
(2/3)x e 2x cos 3x
15. Y = cle x + c2e 4x + C3  x 2 /8 + (3/16)x  (l/20)xe 4X 17. y = 1/32  x/8  (31/96)e 4X  (41/24)e 2X 19. Y = (SI2)xe X  (15e + 2)e X 1(4e) + «SI4)e 2 + eI2)e X 21. y = (/4) cos x  (1/4) sin x  (1271 100)e zX cos x + (1391 100)e 2X sin x + (7IS)x + (63/25) 23. yp = AX2 + Ex + C + (Dx 2 + Ex) sinx + (Fx 2 + Gx) cosx 25. yp = (Ax 2 + Ex) sin 3x
+ (Cx 2 + Dx) cos 3x + Exe x
Exercises 4.4, p. 217 1. yp = S  3x 2
+ C2xe3x + e3x 112 (5/2)x cos 2x + (5/4) sin 2x InCI sin 2x I)
3. Y = cle 3x
5. Y = CI cos 2x + C2 sin 2x 7. Y = CI e X + C2e2x + eX «(11 101 sin x  (3/10) cos x) 11. yp = x 3 /3
13. yp = (2x
+ l)e
X
14
9. Y
=
CI eX
+ cze 4x + C3ex + (l/6)e 2 \
15. yp = (S/8)x 3
Exercises 4.5, pp. 228229
= O.S, = 10 3. u = 0.25 sin 8t, amp = 0.2S, = 8 = Ce 2t /2)(cos 2t + sin 2t) 7. II = Se 21  2e5t 9. u = 3/400 + (197/400) cos lOt 11. {{ = (4/5) sin 2t + (2IS) cos 2t  (7 II O)e 21 sin 2t + (l I 10)e 2t cos 2t 13. u = (14/3)e 2t  (5/3)e 5t + te 2t 15. (a) 1 = y'4mk (b) (i) I = 0 (ii) F < 4mk (iii) F = 4mk (iv) 12> 4mk 17. e t / 5 «6!7) sin(7tI5) + cos(7tI5» 19. R = 0, = k 1. u = 0.5 cos lOt, amp
(V
(j)
5. u
(j)
CHAPTERS Exercises 5.1, pp. 243245
1. Is
19. (a)
5. Is
3. Is not
[ 0] ~
(b)
7. Is
[r+z] x;+z
9. Is not
21. (a) 2x
II. Is
(b) 2ax
15.
+h
[~ ~]
17.
[~
\
~]
~ ~ ~
447
448
Answers to Odd Numbered Exercises
Note that the answers in Exercises 23 and 25 are not unique.
23. No basis for kernel
25. B",id", kom", [ 
~
Basis for range: [
} [
~
27. Con,"",t fun";on,
1[il
]
"",;,[o,,"nge [
~]
=r
Exercises 5.2, pp. 252253 1.
[3X+2 Y ] 2x
3.
+Y
2x  2y
9.ax+4a+b 23.
5. [ x + 7y ] 3x + y
[2X+6 Y ]
7. 4ax
+ 4a + 4b
13.1,x,cosx,sinx
1l.e 3x ,ex
(a)A= [ ~ _~ }B=[ ~ ~]
(b)C=[
~ ~]
[51 35]
=
(c) D
Exercises 5.3, pp. 267269 1. (a)
[~ _~]
(e) [
=~]
17 3. (a) [ 16 16
1
I
~
1
]
[=:J
0
1/2] (e) [ 5/2 10 [ 9. (a) 1 1
o 1
(g) [
 :;;]
~
1
(e) [
1 ] 1
(f)[ =~~~
(b)
~]

7 ]
(d) [ 2
4
~ ~]
(c) [  : 2
2
I
(d)
1
=n (c) [
~ ~~ ~ ~~ ~~ 
1
0
:;~]
] n [=n
(b) [
4
2 ] 1
]
~ ~ ~]
(b) [
1
:;~ [ 0 1] 1
_~
=~
(c) [
11 [ (b) 1 2 1 0
1
3/2 [ (d) l/~
7. (a)
(g) [
12] 12 11
(0
(0) [  : ]
0
[_~ ~]
(t) [ : ]
8 7 8
1 5. (a) [ 2
(b)
(c)
[ 1/2 1/2
CD [
 :
1
:;~]
1/2] 1/2
]
0 (g) x'
Cd)
(g)3sinx2cosx
(c)2"  3,>,+ 50.
[0 1
+ 3x + 3 1 ] 0
[~ ~ ~] ()
0
1
Answers to Odd Numbered Exercises
13.
[:~: :~: a23
:::]; rearrange the row and column entries of
a21
~ =; _~ ; 1
17. (a) [
1
3
10
19. (a) [
5
J
1
6
~
o
~ _~ 1
(b) [  ;
;
0
~ ~ ~~ ~ 1
(d) [
0
1
~1
(e) [
1
in the same way to get
[T]~.
1
1
1/4 5/4
3/4
1
1/2
I
0
1/2 1/2
1/2
0
1/2
[
(g) [
8
2
1
1/2 1/2
1
(e)
1/2 3/2
1
J
25
(c)
0
~1 l
~1
_
J J 30 J J ~ J [~O ~ ~] [~;: ~;~ ~;: o 01 0 1 3/4 1/2 1/4 8
~;: ~;~ ~;~]
1/4 [ 3/4 (d) 1/4
J
1/2 1/2 1/2
(c)
~~ 1
in [
(b)
o
[T]~
a22
1
1/4
1/2
[ 1/2 ~;~ J [ 13/4 2!;: J (f)
7/2
3/4
(g) 2x 3

1/4 1/4 1/4 1/4
7x 2

7
23/4
Exercises 5.4, pp. 277278
1. 1,3;E_I:
[~],E3: [ l/~
5. 2..;3, 2..;3; E 2./3: [
7.2.3.I;E,
11. 3. 4; E,
..;3/~
[II: l'" [  ; } L, [
3. 4; E4 : [3/~ ]
]
], E_ 2./3: [
v'3/~
]
[: J'" [r] R~:
]
9.4;E,
[n
13. 4. 2; E, [ : } L,
[ 
i}[~ ]
. . [ 1/2 + i /2 ] [ 1/2  i /2 ] 15.1+21,121;EI+2i: 1 ,EIZi: 1
17. I. i. i; E,
27.3+
[
n 1n
v'J. h!3. 0;
E,; [ ;
L,
[
E,,,,,, [ 1/2 >/2} E,_jj [ 1/2+: v'J/2].
Eo
[
I:;n
J
449
450
29.
Answers to Odd Numbered Exercises
rl
= 4.732050808,
r2
= 1.267949199,1'3 = 0.2
1.038008500 ] [0.562305740 ] [ 0.3297195484 ] 0.3799374765 , E r,: 0.7681239226 , Er3 : 2.143177059
E r,: [
 1.038008498 " 31.3,2,1,I;E3
:
0.5623057380
[1 11 ] 1/2 ] I,Ei [ 1,E_2 :
Exercises 5.5, pp. 286287 1. Diagonalizable,
[~ ~
5. Diagonalizable, [ 2J]0
7. Di'gonali"ble.
15. DiagonaJizabJe,
17 Diagonrui"b".
23.
1
p =
[1/2 + /2] 1/2+5i/2 i
1
:

1
[ 1
p
13. Diago",li",b".
[ 1 +0 2i
[1/2  i /2 ] 1/25i/2 1
1/2i
3. Not diagonalizable
[J]/2
0 ] p _
2J] ,
,Ei:
1/2+i
[~ 1/~]
U~ n. ~
11. Not diagonali"bk
1.318878 189
1
1
21.
x 10 8 ;
J]/2]
'n
1
I: 
H
[~ ~
0] [ 1/2 + i /2 2i ' P = 1
_I: : ]
p
U~ nu ~ n
p
~
[:

~ ~ 
1
1/2 1 i /2 ]
1_
[i : _; 1~ [~
9. Not di'gono'izab',
'9.
[~ ~ 1
500000500000
500000
000000
000
00000
o o
0
o
o o
o
o 0 1
o
o
0
2
o
o o
000
o 2
0
000
0
o
02
000
o o
2
000
0
1
0
0
0
2
0
02
o o
0
1
0
0
0
2
o 0 0
0
o
0
0
0
o
() ()
2
0
02
50000
0
500
000
50000
0
o o
0
000 0 0 0
o
0 0
0
0
0
0
1
0
0
o 0 0 2 000 () 0 0
()
o
2
0
o o
0
o 0 0 2
1
o 0 () o () ()
02
0
1
() 0
1 2
0 ()
()2
o
o o
1 0
1
0 0
0
0
2
0
0
o 0 0
0 0
0
02 0
02
Answers to Odd Numbered Exercises 0
3
25. [ :
0 1
n
0
0
0
0
3 1 0 3 1 0 0 0 3
0
0
39.
~
27. [
0
0
0
0
29.
un 3
0
3359/9 970/9 467/9 476/9
, p
0 1
18 15 18 18 18
3 3 3 3 3
1
0
0
0
]
4
451
1
1
7 3422/9 2 988/9 476/9 485/9
Exercises 5.6, pp. 291292
1. (al 2, 3; V,
~
[
1[!1 V_,
3. (a) 1, 2; VI: 2x
+ I, Vz : x + 1
5. (a) 1, 1; VI : eX, VI: e x
(b) Is diagonalizab Ie
[ :;; ]
(b) Is diagonalizable
(b) Is diagonalizable
(c)
[~
[~ ~]
(c)
_~ ]
9. 2
CHAPTER 6
Exercises 6.1, pp. 301302 Yz
15.
)'1
=
C2 e  2x
= cle x
=
2x

Y2=c2 e Y3
11.
9. YI = 2ex
5. YI = cle x
C3 e4x 
X
Y2
= C2
Y3
=
Y2
=
e 2x
C3 e4x
13. YI =
= 2e X
)'1 Y2
= 1
Y3
= 0
\'2
=
CI eX
 2
cze 2x
+ (l/2)x
 1/4
+3
(x+l) (1/5) cos 2x
+ (1/10) sin 2x
Exercises 6.2, p. 311 1.
YI
= Cle3x
)'2
= 2Cle 3x + cze x
Yl
=
_cle 2x 
Yz
=
CI e 2x
Y3
=
cze 2x
3.
YI
= cle 2 v'3x + czc 2 v'3x
Y2
= (2/ v'3)c1 e2v'3x

5.
(2/ v'3)cze 2v'3 x
YI = Y2
Y3
7.
11. YI =
+
9. YI
= eX (CI (cos 2x + sin2x) + C2(COS 2x
 sin 2x»
+ + C3 e4x
cle x
Y3 Yl
= eX (2 cos 2x
Y2
=
+ sin 2x) eX (cos 2x + 3 sin 2x)
13. YI Yz
15.
= 2e 3x
=
4e 3x 
3e x
YI
Y2 =
Y3
19. YI Y2
= cle 2x + 2c2e3x =
CI e 2x
+ C2 e3x
= e 2x
2e
_
X 
e 3x 2e 2x
C3 e3x
= CI eX  2cze2x + C3e3x = 2c2e2x + ('3 e3x
C3 e4x
= C2 COSX + C3 sin x = C2 sinx + C3 COSX
Y2
17.
('2e2x
C3 e4x
('2e2x 
+ e 3x
= _2e 2x + e 3x
452
21.
Answers to Odd Numbered Exercises YI = cle(2+~)x
Y2 = (1
+ c2e(2~)x
+ v'IQ)cle(2+JTO)x 
23. (l
+ v'IQ)c2e(2JTO)x
YI = cle5x + C2e2x + C3 e x Y2 = 2cI e5x + c1e 2x + 2C3ex )'3
25. YI Y1
= eX (CI cos 3x + C1 sin 3x) = eX (CI sin 3x  Cz cos 3x)
27. x
= cos t 
= Cle 5x
3 sin t
Y = cos t  sin t
Exercises 6.3, pp. 314315
[ 6 o1]. Y2 = (4cl +c1+6c2x)e4x + 4clx)e x [ 0 0 1] YI = C3e4x YI = (6cI
l.P=
3. P
5. P
4'
=
=
0
1
1
0
6/49 [ 8/49 3/49
7. P =
l
2
2
1 2
2 2
4
+ c3x)e4X 0 Y3 = (1/2)(2cI + 2czx + c3x1)e4x 2017 43 / 49] YI = 6cle 4x + 140(C2 + c3x)e3x + 43c3e3x 817 8/49 ; yz = 8cle 4x  56(C1 + c3x)e3x + 8c3e3x 417 3/49 Y3 = 3cle 4x + 28(C1 + c3x)e3x + 3c3e3x 3/2 + (1/2) i 3/2  (1/2) i 3/2 + (.11/2) i 3/2  (.11/2) i 2  i 2 + i 0
; Y2
=
(C2
1
2
2 2+(3/2); 2(3/2)i 2x YI = 2cle + 2cze3x + (3/2 + (l/2)i)c3eiX + (3/2  (l/2)i)c4eiX Y1 = cle 2x + 2 cze 3x + (312 + (11/2) i)C3eix + (312  (11/2) i)c4eix Y3 = 2cle 1x + 2 C2e3x + (2  i)C3eix + (2 + i)C4eix
+ 2 cze 3x + (2 + (3/2) i)c3eix + (2  (3/2) i)c4eix YI = (2+3x)e 4x 11. YI = e 3X (30/49 + (100/7)x) + (30/49)e 4X yz = (1 + 2x)e 4x Y2 = e3x (138/49  (40j7)x)  (40/49)e 4X Y3 = e 3X (34/49 + (20/7)x)  (15/49)e 4X
Y4 = 2 CI e 2x 9.
Exercises 6.4, p. 318 1.
YI = cle 3x  2/3
yz
= 2cle 3x +cze x +x 19/3
3. YI = eX «CI (cos 2x + sin 2x) + C2(COS 2x  sin2x» + 19/25 + (2/5)x Yz = 2e X (cI cos2x + C2 sin2x) + 86/25 + (3/5)x 5. YI = c1e 2x  C3e3x  2/9 + xl3 yz = cle x  2c2e1x + C3e3x + 2/9 + (2/3)x  e X14  (xI2)eX
Y3
= 2c1e1x + c3e 3x + 2/9 + (2/3)x = 6(CI +c1x)e4x +c1e4x  (9/16)x
7. YI Y2 = 9. YI = Y2 = Y3 =
1/32
+ 4c2x)e4x  (5/8)x + 114 6cle 4x + 140(c2 + c3x)e3x + 43c3e3x 8cle4x  56(C2 + c3x)e3x + 8c3e3x  e 1x 125 3cje4x + 28(C2 + c3x)e3x + 3c3e3x + (3/ 25)e 2X (4CI
= (1 + t)e 6t Y = te 6t
17. x
Answers to Odd Numbered Exercises
11. y,
Y2
= (8/3)e 3x  2/3 = (16/3)e 3x + 2ex + x
 19/3
13. y, = e2x  (7/9)e 3x  2/9 + x/3 Y2 = _2e 2x + (7/9)e 3x + 2/9 + (2/3)x + (9/4)e X  (1/4)e X  (x/2)e X Y3 = 2e 2x + (7/9)e 3x + 2/9 + (2/3)x 15. x = 1 + t  (2/3)e t + (2/3)e 4t Y = 1  t + (2/3)e t + (4/3)e 4t
Exercises 6.5, p. 322 1. y, = c,ex + C2e2x Y2 = c,ex  2c2e2x
3. y, = c,ex + C2e2x + (1/10) cosx  (3/10) sin x Y2 = c,e x + 2c2e2x  (1/10) sin x  (3/10) cosx
Y = Y" y' = Y2 5. y, = c,ex + C2ex + C3e4x Y2 = c,ex  C2ex  4c3e4x Y3 = c,ex + C2ex + 16c3e4x
y
= y"
y'
= Y2, Y3 = y"
Y
= Y" y' = Y2 7. y, = eX(c,cosx+c2sinx) +C3 e 2x Y2 = eX (c, (cos x  sinx) + C2(COSX + sin x))  2c3e2x Y3 = 2e x (c, sin x + C2 cos x) + 4c3e2x y
= y" y' = Y2, Y3 = y"
9. y, = c, + C2e8x + (63/128)x  (1S/32)x 2 + x 3/12 Y2 = 8c2e8x + (63/128)  (IS/16)x + x 2/4
y = y" y' = Y2 13. y, = c,  (2/3)C2 + C2X + (1/2)c3eX + (1/6)C4e3x Y2 = 2C2 + (3/2)C3eX + (1/2)C4 e3x
Exercises 6.6, pp. 331334 1. q, = 9/2e t / 1O + 11/2 q2 = 9/2et/ 1O + 11/2
3. q, = (9S/2  (SO/3).J6)e({3+.J6)/50)x + (9S/2 + (SO/3).J6)e({3.J6)/50)x + 100 q2 = (9S/2  (SO/3).J6)( .J6/2)e(3+.J6)/50)x  (9S/2 + (SO/3).J6)( .J6/2)e((3.J6)/50)x + 100
5. i, = (1  2t)e 4t i2 = 2te 4t
+ 2e5t 3e5t + 3e5t
9. x = 2e 5t
Y=
7. i, = e t (3 cos t  sint) +4sint  3cost i2 = et(cost  3sint) +cost +2sint e lOt _ e lOt
11. x, = (3/S) sin t + (.J6/1S) sin .J6t
X2 = (6/S) sin t  (.J6/30) sin.J6t
13. x, = (3/S0) cos 2J3t + (1/2S) cos .,fit
X2 = (1 ISO) cos 2J3t + (3/2S) cos .,fit 15. x, = e t/ 2((2J3/S) sin J3t/2 + (4J23/11S) sin J23t/2) X2 = e t/ 2((4J3/S) sin J3t /2  (2J23/11S) sin J23t/2) 17. x, = (3/S) sin t + (1/IS) cos t  (2/S) cos.J6t + (.J6/1S) sin.J6t + (1/3) cos 2t
X2 = (6/S)sint + (2/1S) cost + (1/S)cos.J6t  (.J6/30)sin.J6t  (1/3)cos2t 21. 2S0(e 20 + (13/4)e 1O + 2e 5  2e'5 + e20  2e'5 + 2e 5 + (13/4)elO  17/2)
453
454
Answers to Odd Numbered Exercises
23. x = _(5/2)e 2t y = (5/2)e 2t
+ (25/2)e ot
+ (25/2 )e llt
Exercises 6.7, pp. 342343
1. (a)(0,0),(2,\) (e) (0, 0) [
(b)A(O,O)
~ ~
°
(b)A(O,O)=[I
(e) (0,0) [ cle: ], (1, I) [
C2
C2 e
('I
(b) A(O, 0) =
+ e2 t
[ 1
~ ~]
=[
(e) (0,0)
° °0]
1/2 (b)A(O,O)= [
9. (a)(0,0),(2/3,2) /2
],(2/3,2)
(d) (0,0) unstable, (2, J) unstable
0] 0
(d) (0,0) unstable, (1, 1) unstable
]
4]
(eI) (0, 0) unstable
CI;~
O],A(_I,l)=[O 1 1
[ (1/2 + v'5/IO)Cle.,,;5t + (1/2 
v'5/10)c2evSt ]
(v'5/IO)cle vSt  (v'5/IO)c2e,,;5t
1
1
(e) (0,0) [
],A(2,I)
[(CJ/2)e..fi t + (c2/2)e..fit ] clet ] 2t' (2, 1) !O !O (../2cJ/4)e v2t  (../2c2/4)e v2t C2 e
3. (a) (0,0), (I, I)
5. (a) (0,0)
=[
[ ° 3/2
,A(2/3,2)=
1/6] 1/2
[e_t/4(CI(eOS./3t/4+C2Sin./3t/4»] (3et/4/2.)(cI(eos./3t/4+./3sinJ3t/4» +C2 ( J3 cos./3t /4 + sin./3t /4)
(eI) (0,0) unstable, (2/3,2) stable
11. (a) (0,0), (3,3)
(b) A(O, 0)
° °0]
= [ 3/4
,A(3, 3)
0 3/4] = [ 3/4 3/4
c e"t/4 [ e 3t / 8 (CI ((1/2) cos 3.J3t /8 + (.J3 /6) sin 3./3t /8)+ ] (c) (0,0) [ IC2 ],(3,3)
c2((./3/6)eos3~t/8+(l/2)sin3./3t/8» (./3/3 )e 3t / 8 (c1 sm 3./3t /8 
('2
cos 3./3t /8)
(eI) (0,0) unstable, (3, 3) stable
13. y2  (2g/ I) eosx = c, c = 64../2
15.
(a) (0,0), «2k
+ I)Jr, 0), (2k7r, 0), k =
A«2k+l)Jr,0)=[
17. (a) (0,0), (4,3) (e) (0,0) [
°
g/ l
1 ], A (2k7r, 0) c/eml)
(b) A(O, 0) = [3/4
° 0], I
(gil)
=[
°
(g/ I)
1] c/(ml)
0 3/4
A(4, 3) = [
1]
c/(ml)
°1]
Cle3t/4 ] [(1/2)(C[Cos./3t/2+C2sin./3t/2)] t ' (4,3) C2 e (./3/4)(C2 cos ./3t/2  c[ sin.J3t /2)
19. (a)(0,0),(0,4),(4,0), (4/3,4/3) A(4, 0)
(b) A(O, 0) = [ 0
±1, ±2" ..
(b)A(O,O) = [
~ ~
= [ 1. )]  , A(4/3, 4/3) = [ J /3  ) no 1 2/3 1/3
],A(0,4) = [
]
=~ _~],
c et ] (e) (0, 0) [ c~et '
,
Answers to Odd Numbered Exercises
CHAPTER 7 Exercises 7.1, pp. 351352
3.4/s 3
1.4/s
13. 3/«s  2)2
5.1/(s+4)
+ 9)
9. 2s/(s2
7.S/(S2+9)
15. (s  a)/«s  a)2 + b2)
Exercises 7.2, pp. 355356 1. Y = e 21 3. y = 1
5. Y
= e 31 + 5te 31
+ (2/15)e 41  (5/6)e31 e /24 + e31 /4  7e I /8
9. Y = (3/IO)e l
7. Y
=
41. 2 cos 3t
(1/2) sin 2t
11. Y = (2/3)  (2/3)e 31
1
19.70 + 1l0e51n9/11 + e 21 «3847/23766) sin 6t
21. U = 60e I / 1O /3961
23. (96/65) sin 2t  (12/65) cos 2t
19. 4s / (s2  1)2
17. S/(s2  9)
13. Y = (2/3) 15. Y = e21 «(139/100) sin t  (127/100) cos t)  (1/4) sin t  (1/4) cos t
17. "'" 328.056
11. 2/(s  3)3
39. (2/3)e 21  (2/3)e 41
37. 4e 61
35. 4
+ 1)2
+ I 8e 31 /13 
+ 7t /5 + 63/25
+ (3721/15844) cos 6t) 6e I /5
Exercises 7.3, pp. 364366
1. (a) t  tU2(t) (c) l/s2  e 2s /s 2 3. (a) e4e2U  2)u2(t)  e 8 e 2(14)U4(t)

2e 21/s (c) e 2(s2) /(s  2)  e 4 (s2) /(s  2)
+ 4)  e 2:rrl s /(s2 +4) 9. (b) _e rrs s/(s2 + I) 11. UlU) 3 1/9  U2(t)( _5e (12) /9 + t /3  1/9)
5. (a) Urr(t) cos 2(t  rr)  uz.,.(t) cos2(t  2rr) 7. (b) e 2S (2/s
+ l/s2) 
2e 41 (4/s + 1/.1 2 ) 15. e 31 /9 + t /3 
(c) e rrs s/(s2
1)/4 17. u I (t)(e 3 (t1) /24 + e 3 (t1) /12  e 1 1 /8) 19.  (39 /20)e l + 7e 31 / I 2 + (1/30) cos 3t + (1/ I 5) sin 3t (1/30) cos 3t  (1/15) sin 3t  7/3) 21. e 21 /6  e 41 /6 25. "'" 503,660 13.
UI (t)(e 4 (IlJ 
+ 7/3 + Uh (t)( 6ge , rr /20 
13e 3(Ilrr) /12
27. 60/3961 e I / IO + e 21 «3721/15844) cos 6t + (3847/23766) sin 6t)  e 3/ 1O u3(t)/3961 (60e(13)/IO60e1(I3) cos(6(t  3»  1ge 2 (t3) sin(6(t  3)))
Exercises 7.4, p. 369
1. e l

1
3. e I /2
 (1/2) cos t + (1/2) sin t
5. I/«s  l)s2)
7. t 21 13. (3/2)(1 + e ) 15. 0/3)(e l
+ (1/8) sin 2t  (t /4) cos 2t 11. 17. 5e l /3 + «4J3/3) sin J3t /2  (2/3) cos J3t /2)e(1/2) 9. cos 2t
t 4 /24
Exercises 7.5, pp. 372373 1. Yl = e21  e 31  2U2(t)/3(l  3e 2(12) + 2e3(l2» Y2 = 2e 31  e21  2U2 (t) /3(1 + 3e 2(t2)  4e3(l2»
3.
)'1 = )'2
(1 /5)(4e 21
+ e 31 ) + liZ (t)( e l /4 + e21  2/5 + e R 31 /20) + lI2(t)(e212  e8 31 )/5
= (1/5)(4e 21  4e 31 )
+ 2e 4r )
455
456
Answers to Odd Numbered Exercises
5. XI = U I (t)(5/48  35t /256 X2 = ul(t)(5/24  43t/128
+ 5t 3 /96 
(25/2048)e 4 (tl)  (l5/2048)e 4(tI»
+ 5t 3 /48 + (15/1024)e4(t1) + (9/1024)e 4(tl) eJ5/ I S) sin vlst 9. ql = (1/3)(4 + 8e 9t / IOO ), q2 = (1/3)(8 
= (2J2/3) sin J2t X2 = (J2/3) sin J2t + (vIs/15) sin vlst 11. Q I = 2S + SOt + 2Se t (cos t  sin t) + UI (t)(7S Q2 = 25  2Se t (cos t + sin t) + UI (t)( 2S + 2Se l 13. XI = U2 (t)«2/S) sin(t  2)  (.J6"/ I S) sin.J6"(t  2» X2 = U2(t)« 4/S) sin(t  2) + (.J6"/30) sin.J6"(t  2» 7.
XI
1
8e 9t / 100 )
SOt  2Se 1 t (cos(t  1)  sin(t  1» (cosCt  I) + sinet  1)
CHAPTER 8 Exercises 8.1, pp. 383384 1. 22::0(x)"/n!
5. 2:~ox2n/(2n)!
3. 2::o(x _1)2n/n!
9. 2::0 x2n /C2n(2n)!) 11. ~ 2::0 ( 1)1I(2x)211+1 /(2n + 1)! 15. 1  4x2 + 2x 3 /3 + 8x 4 /3
7.2::oCx)n/n!
13. 1 + X2 /2 + x 4 /2 + x 6/6
Exercises 8.2, pp. 392393 1.
1+ x 3 /3! + 4/6!x 6 + 2::2(1)(4) ... (3n + 1)x 3(11+I) /(3(n +
3. 2(x 
x 3 /3!

x 5 /S!
3/7!x 7 

2::2(1)(3)··. (2n
+
I»!
1)x 2n +5 /(2n
+ 5)!
+ X3 + x 4 /2  x6/ 15  3/70x 7 + . . . 7. 1 + x 2 /2 + x 3 /3 + x 5 /40 + x 6 /90 + ... 9. ao(l + x 3 /3! + 4/6!x 6 + 2::2(1 )(4) ... C3n + I)x 3 (1I+1) /(3(n + 1)!) + {II (x + 2x4/4! + (2)(S)/7!x 7 + 5. 2X2
+ 2)x 3n +4 / (3n + 4)!) 11. ao(1 + al (x  x 3 /3!  x 5 /S!  2:;:1 (1)(3) ... (2n + 1)x 211 + 5 /(211 + S)!) 13. (/0 + alx + (ao/2)x 2 + (at/6)x 3 15. ao + alx  (ao/6)x 3 + «ao  al)/12)x 4 2::2 (2) (5) ... (3n x 2)
+ alx
17. ao
 (3ao/8)X2
+ (Sat/24)x 3 
(21/128)aox4
+...
19. alx
21. (ao/3)(35x4 + 3) 23. (b) A = 0, y = 1; A = 2, Y
+ ao(l
 (1/2)x In«1
+ x)/(1
 x»)
30x 2
= x; A = 4, y = 1 2x 2 ; A = 6, y = bo, p'(XO) = bJ, p"(XO) = 2b2,···, n!bn = p(n) (xo)
25. p(xo)
= x  2x 3 /3; A = 8, Y
=
1  4x 2 + (4/3)X4
Exercises 8.3, p. 397 1. CIX
+ C2x3
3.
Cj
+ C2 sin(lnx) 5. CdX2 + c2lnx/x2 11. Y = CIX + C2x2  (1 /2)x Inx 13.
7. CI cos(lnx)/x + C2 sin(lnx»/x
cos(lnx)
9. x cos(lnx)  x sin(ln x)
(cl
(x 2  2x)
+ C2)/(X 
Exercises 8.4, pp. 410411
5. X 2 (CI cos x 2 + C2 sin x 2 ) 7. Clx l / 3 (1  x 2 /14 + .,4/728  XO /82992 + ... ) + ('2(l 1.
x
= 0
3.
r2
= 0
9. (b) Jo(x) Inx + x 2 /4 
(3/128)x 4
11. x 3/2 (Cl (cos X + x sin x) + c2(sin x  x cosx» 13. (b) X I / 2 cos X, X I / 2 sin x (c) X I / 2 (C1 cos X 15. X2
+
x3
19. (b) r(r 
+
x 4 /3
+
x 5 /36


+ (ll/13824)x 6 +...
(7/720)x 6
+ .. .
x 2/10
+ x 4 /440  x 6/44880 + ... J (d) xI/l(CI cosx + C2 sinx)
+ C2 sin x) + X I / 2 17. x 2  x 4/12
+ fJ)(n + y) all I) + ar = 0 (c) r = 0; an+1 = (n + 1)(n + a) (n + I  a + fJ)(n + 1  a + y)
r = I  a; an+l =
(n
(n+2a)(n+l)
an
+ x 6 /384 
x 8 /23040
+ ...
1)3
Answers to Odd Numbered Exercises
CHAPTER 9 Exercises 9.1, pp. 419421 1. 7, y'5,
VlO, COSI
(
5~)
5. 13/12, 1/ y35,
J43, COSI
(b) 0, J2, 1, 1T /2
13. (e)
11.
3.21,,JTI, Sv'2, (
:~~)
COSI
9. (b) 3, 3,
CVn)
J26, cos 1 (vk)
3/11, 1//3,3/../7, cos 1 (  ~)
Exercises 9.2, pp. 429430
5. [
~
o
] ,[
3/~ ] , [ 4/~ ] 4/5
3/5
Exercises 9.3, p. 439 1. P
v'2/2 v'2/ 2 ] [2 22 ] = [ v'2/2 v'2/2 ,B = 0
3. P
= [ ../6/6 J2/2 /3/3
../6/6 ../6/3
J2/2
0
/3/3] ,B=
.)3/3
0 17.
[
[ 1 2/3 3v'2/2] 0 1 ../6/2 o 1 0
J2/2
~ ~/2
457
Index of Maple Com.m.ands
adj. 57 adjoint, 57 basis, 106 col~pace, 106 colspan, 106 det, 51 dfieldplot, 114 Dirac, 366 dsolve. 120,177.189,211.314,393 eigenvals, 278 eigenvalues. 278 eigenvectors. 278 eigenvects, 278 evalm, 27 gausselim, 43, 83, 105, 106
gaussjord, 43, 83, 105, 106 GramSchmidt, 430 Heaviside, 366 implicitplot, 122 innerprod, 430 inverse, 37 invlaplace, 352 jordan, 285 kernel, 105 laplace. 352 linsolve, 14 matrix, 14 multip!:,; 27 nullspace, 105 odeplot, 177
phaseportrait, 115118,294 plot, 135 print, 285 rref 43, 83, 105 rowspace, 105 row~pan, 105 scalarmul, 27 solve, 15, 192 transpose, 42 vect01; 15 with(linalg), 14 with(plots), 122 wronskian, 110
459
Index
Adjoint, 53 Analytic function, 379 Angle between two vectors, 419 Annihilator, 250 Associative laws, 20, 23, 67, 247, 248 Augmented matrix, 5, 30 Basis, 86 Bernoulli equations, 142 Bessel equations, 406 C(a, b), 77 Cn(a, b), 78 COO(a, b), 78
CauchySchwartz inequality, 418 Change of basis matrix, 259 Characteristic equation, 190,270, 320 Characteristic polynomial, 190,270 Characteristic value, 269 Characteristic vector, 269 Chebyshev equation, 393 Chebyshev polynomial, 393 Closed under addition and scalar multiplication, 75 Codomain, 231 Coefficient matrix, 5 Cofactor, 45 Cofactor matrix, 53 Column equivalent matrices, 41 Column matrix, 18
Column space, 102, 240 Column vector, 18 Commutative laws, 20, 23, 67, 247, 415 Complex number conjugate of, 197 imaginary part of, 197 real part of, 197 Complexvalued solution, 198,306 Composite, 246, 258 Conjugate matrix, 276 Continuously compounded interest, 145 Convolution integral, 367 Convolution product, 367 Coordinates, 90 Coordinate vectors, 90, 263 Cramer's rule, 55 Critical damping, 228 CS(A),102
D(a, b), 78 Dn(a, b), 78 Damped system, 220 Dependent variable, 9 Determinant cofactor expansions, 46 definition of, 44 of a linear transformation, 291 row operations on, 48
Diagonal matrix, 37 Diagonalizable linear transformation, 291 Diagonalizable matrix, 279 Differential equation constant coefficient linear, 189 definition of, 112 exact, 124 general solution of, 113, 183 harmonic, 130 with homogeneous coefficients, 140 homogeneous linear, 130, 180 linear, 130, 179 nonhomogeneous linear, 180 order of, 112 ordinary, 112 partial, 112 separable, 120 solution of, 112 Differential operator, 235 Dirac delta function, 363 Direction fields, 114116, 120 Distributive laws, 20, 23, 67, 248, 415,417 Domain, 231 Dot product, 413, 416 Eigenspace, 271, 287 Eigenvalue, 269, 287
461
462
Index
Eigenvector, 269, 287 Electric circuits, 227,324,365,373 Elementary column operations, 41 Elementary matrix, 32 Elementary row operations, 5 entij(A),18 Equilibrium, massspring system in, 219 Equilibrium solutions, 116,335 Equivalence relation, 41 Euclidean inner product, 416 Euler type equations, 202, 393 Euler's formula, 197 Euler's method, 169 Exponential decay, 145 Exponential growth, 145 Exponentially bounded, 349 External force, 219
Integral equations, 158,369 Integrodifferential equation, 369 Integrating factors, 131, 136139, 143 Inverse Laplace transform, 349 Inverse of linear transformation, 253, 268 Inverse matrix, 28 Invertible matrix, 28 Jordan, Camille, 283 Jordan, Wilhelm, 3 Jordan block, 283 Jordan canonical form, 283 Kernel, 99, 239 Kirchoff's law, 227, 324, 373 12 ,420
F(a, b), 68 Fredholm alternative, 245 Free variable, 9 Frequency of motion, 221 Friction constant, 219 Frobenius, Ferdinand Georg, 404 Fundamental set of solutions, 183, 297
Gaussian elimination, 11 Gaussian integers, 82 GaussJordan elimination method, 3 Gradient, 333 GramSchmidt process, 424 Halflife, 144 Heaviside, Oliver 345 Heaviside function, 356 Hermite equation, 393 Hermite polynomial, 393 Hermitian conjugate, 432 Hooke's law, 218, 329 Identity matrix, 24 Identity transformation, 259 Image set, 231 Improper integral, 345 Impulses, 361 Indicial equation, 395 Initial value problems forms of, 113, 180, 295 uniqueness and existence of solutions to, 114, 181, 296 Inner product, 416 Inner product space, 415
Lagrange form of the remainder, 376 Laplace transform, 345 Laplace transform table, 350 Leading 1,7 Legendre equations, 391 Legendre polynomials, 392, 430 Length of a vector, 417 Linear combination, 78 Linear equation, 2 Linearly dependent, 83 Linearly independent, 83 Linear operator, 232 Linear part, 336 Linear transformation, 232 LotkaVolterra models, 339, 343 Lower triangular matrix, 38 Maclaurin polynomial, 376 Maclaurin series, 377 Magnitude of a vector, 417 Matrix addition, 19 columns of, 5,18 definition of, 17 diagonal entries of, 19 dimensions of, 18 entries of, 17 equality of, 18 equation, 25 of fundamental solutions, 297 of a linear transformation, 254 multiplication, 22 negative of, 21 rows of, 5, 18 scalar multiplication, 19 size of, 18 subtraction, 27 of system of linear differential
equations, 296 transformation, 235 Method of successive approximations, 161 Method of undetermined coefficients, 203 Minor, 43 Mixture problems, 146,322,365, 373 Mmxn OR),19 Multiplicity of a root, 194 Newton's laws of cooling, 148 of gravity, 150 of momentum, 149 of motion, 218 Nilpotent matrix, 42 Nonlinear systems, 334 Nonsingular matrix, 28 Nontrivial linear combination, 84 Nontrivial solution, 11 Norm of a vector, 417 Normalizing a vector, 424 NS(A),99 Nullspace, 99, 239, 270 Numerical solutions of differential equations, 168 Ordinary point, 387 Orthogonal matrix, 427 Orthogonal set of vectors, 421 Orthogonal trajectories, 152 Orthogonal vectors, 419 Orthogonally similar matrices, 431 Orthonormal basis, 422 Orthonormal set of vectors, 421 Oscillating force, 224 Overdamped system, 224
P,78 Pb 78 Parallel vectors, 421 Partial fractions, 2, 351 Particular solution, 184, 298 Pendulums, 157,341 Perpendicular vectors, 419 Phase portraits, 114119, 294 Picard iteration, 161 Power series form of, 377 interval of convergence, 378 radius of convergence, 378 Preserving addition and scalar multiplication, 232
Index
Quasiperiod, 223
19 Radioactive decay, 111 Range, 232, 240 Rank, 103 Rational roots theorem, 192 Recurrence relation, 380 Reduced columnechelon form, 42 Reduced rowechelon form, 7 Reduction of order 153157,194, 202,203,319322,393 Reflexive property, 41 Regular singular point, 398 Remainder of Taylor polynomial, 376 Resonance, 225 Row equivalent matrices, 40 Row matrix, 18 Row space, 100, 242 Row vector, 18 Rowechelon form, 12 ~n,
RS(A),IOO RungeKutta method, 175
Scalar, 20, 67 Scalar multiplication, 19,66 Scalar product, 413 Schur's theorem, 431 Shear parallel, 421 Similar matrices, 278 Simply connected region, 125 Singular matrix, 28 Singular point, 398
Span, 80 Spring constant, 218 Square matrix, 18 Stable solution, 338 Standard bases, 87 Standard inner product, 416 Subspace definition of, 74 spanned by a set of vectors, 79 Symmetric matrix, 40 Symmetric property, 41 Systems of differential equations general solution, 297 homogeneous, 295 linear, 295, 321 nonhomogeneous, 295 solution of, 295 2 x 2,334 System of linear equations consistent, 10 elementary operations on, 3 equivalent, 3 form of, 3 homogeneous, 11 inconsistent, 10 solution of, 3 Taylor polynomials, 161, 171,376 Taylor series, 376 Total differential, 124 Trace, 27 Transient frequency, 226 Transitive property, 41 Transpose, 39 Triangular matrix, 38 Trivial linear combination, 84
Trivial solution, 11 Undamped system, 220 Uniform convergence, 167 Unimodular matrix, 57 Unit step function, 356 Unit vector, 421 Unitarily similar matrices, 433 Unitary matrix, 432 Unstable solution, 338 Upper triangular matrix, 38 Vandermonde matrix, 64 Vector component orthogonal to, 421 in a vector space, 67 ndimensional, 19 negative of, 67 projection, 421 Vector space definition of, 66 dimension of, 96 finite dimensional, 97 infinite dimensional, 97 Variation of parameters, 211, 315 Volterra, V., 369 Weighted inner product, 420 Welldefined, 291 Wronskian, 107,298 Zero matrix, 21 Zero rows, 7 Zero vector, 67 Zero vector space, 74
463