Fundamentals of Differential Equations and Boundary Value Problems
7th Edition
ISBN: 9780321977106
Author: Nagle, R. Kent
Publisher: Pearson Education, Limited
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Textbook Question
Chapter 4.4, Problem 27E
In Problems 27–32, determine the form of a particular solution for the differential equation. (Do not evaluate coefficients.)
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Module Code: MATH380202
1. (a) Define the terms "strongly stationary" and "weakly stationary".
Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is
weakly stationary, define the autocorrelation function (acf) Pk, for lag k.
What conditions must a process {X+) satisfy for it to be white noise?
(b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of
the following processes {X+} are weakly stationary for t> 0? Briefly justify your
answers.
i. Xt for all > 0.
ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0.
(c) Provide an expression for estimating the autocovariance function for a sample
X1,..., X believed to be from a weakly stationary process. How is the autocor-
relation function Pk then estimated, and a correlogram (or acf plot) constructed?
(d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where
{E} is a white noise process with variance 1. Compute the population autocorre-
lation function Pk for all k = 0, 1, ....
Chapter 4 Solutions
Fundamentals of Differential Equations and Boundary Value Problems
Ch. 4.1 - Verify that for b=0 and Fext(t)=0, equation (3)...Ch. 4.1 - If Fext(t)=0, equation (3) becomes my+by+ky=0. For...Ch. 4.1 - Show that if Fext(t)=0, m=1, k=9, and b=6, then...Ch. 4.1 - Prob. 4ECh. 4.1 - Verify that the exponentially damped sinusoid...Ch. 4.1 - An external force F(t)=2cos2t is applied to a...Ch. 4.1 - In Problems 79, find a synchronous solution of the...Ch. 4.1 - In Problems 79, find a synchronous solution of the...Ch. 4.1 - In Problems 79, find a synchronous solution of the...Ch. 4.1 - Undamped oscillators that are driven at resonance...
Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 1-12, find a general solution to the...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - In Problems 13-20, solve the given initial value...Ch. 4.2 - Prob. 20ECh. 4.2 - Prob. 21ECh. 4.2 - Prob. 22ECh. 4.2 - In Problems 22-25, use the method described in...Ch. 4.2 - Prob. 24ECh. 4.2 - In Problems 22-25, use the method described in...Ch. 4.2 - 26.Boundary Value Problems. When the values of a...Ch. 4.2 - In Problems 27 32, use Definition 1 to determine...Ch. 4.2 - In Problems 2732, use Definition 1 to determine...Ch. 4.2 - Prob. 29ECh. 4.2 - Prob. 30ECh. 4.2 - In Problems 2732, use Definition 1 to determine...Ch. 4.2 - Prob. 32ECh. 4.2 - Prob. 33ECh. 4.2 - Wronskian. For any two differentiable functions y1...Ch. 4.2 - Prob. 35ECh. 4.2 - Prob. 36ECh. 4.2 - In Problems 3741, find three linearly independent...Ch. 4.2 - Prob. 38ECh. 4.2 - In Problems 3741, find three linearly independent...Ch. 4.2 - In Problems 3741, find three linearly independent...Ch. 4.2 - Prob. 41ECh. 4.2 - Prob. 42ECh. 4.2 - Prob. 43ECh. 4.2 - Solve the initial value problem: y2yy+2y=0;...Ch. 4.2 - Prob. 45ECh. 4.2 - Prob. 46ECh. 4.3 - In Problems 1-8, the auxiliary equation for the...Ch. 4.3 - In Problems 1-8, the auxiliary equation for the...Ch. 4.3 - Prob. 3ECh. 4.3 - Prob. 4ECh. 4.3 - In Problems 1-8, the auxiliary equation for the...Ch. 4.3 - In Problems 1-8, the auxiliary equation for the...Ch. 4.3 - In Problems 1-8, the auxiliary equation for the...Ch. 4.3 - In Problems 1-8, the auxiliary equation for the...Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution. u+7u=0Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution. yy+7y=0Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution....Ch. 4.3 - In Problems 9-20, find a general solution. yy+2y=0Ch. 4.3 - In Problems 21-27, solve the given initial value...Ch. 4.3 - In Problems 21-27, solve the initial value...Ch. 4.3 - In Problems 21-27, solve the given initial value...Ch. 4.3 - In Problems 21-27, solve the given initial value...Ch. 4.3 - In Problems 21-27, solve the given initial value...Ch. 4.3 - Prob. 26ECh. 4.3 - In Problems 21-27, solve the given initial value...Ch. 4.3 - To see the effect of changing the parameters b in...Ch. 4.3 - Find a general solution to the following...Ch. 4.3 - Prob. 30ECh. 4.3 - Using the mass-spring analogy, predict the...Ch. 4.3 - Vibrating Spring without Damping. A vibrating...Ch. 4.3 - Vibrating Spring with Damping. Using the model for...Ch. 4.3 - Prob. 34ECh. 4.3 - Swinging Door. The motion of a swinging door with...Ch. 4.3 - Prob. 36ECh. 4.3 - Prob. 37ECh. 4.3 - Prove the sum of angles formula for the sine...Ch. 4.4 - In Problem 1-8, decide whether or not the method...Ch. 4.4 - In Problem 1-8, decide whether or not the method...Ch. 4.4 - In Problem 1-8, decide whether or not the method...Ch. 4.4 - In Problem 1-8, decide whether or not the method...Ch. 4.4 - In Problem 1-8, decide whether or not the method...Ch. 4.4 - Prob. 6ECh. 4.4 - In Problem 1-8, decide whether or not the method...Ch. 4.4 - Prob. 8ECh. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problem 9-26, find a particular solution to the...Ch. 4.4 - Prob. 12ECh. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - Prob. 16ECh. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - Prob. 18ECh. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - Prob. 20ECh. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 9-26, find a particular solution to...Ch. 4.4 - In Problems 2732, determine the form of a...Ch. 4.4 - In Problems 27 32, determine the form of a...Ch. 4.4 - In Problems 2732, determine the form of a...Ch. 4.4 - In Problems 2732, determine the form of a...Ch. 4.4 - Prob. 31ECh. 4.4 - In Problems 2732, determine the form of a...Ch. 4.4 - Prob. 33ECh. 4.4 - In Problems 3336, use the method of undetermined...Ch. 4.4 - Prob. 35ECh. 4.4 - In Problems 3336, use the method of undetermined...Ch. 4.5 - Given that y1(t)=cost is a solution to yy+y=sint...Ch. 4.5 - Given that y1(t)=(1/4)sin2t is a solution to...Ch. 4.5 - In Problems 3-8, a nonhomogeneous equation and a...Ch. 4.5 - In Problem 3-8, a nonhomogeneous equation and a...Ch. 4.5 - In Problem 3-8, a nonhomogeneous equation and a...Ch. 4.5 - In Problems 3-8, a nonhomogeneous equation and a...Ch. 4.5 - In Problems 3-8, a nonhomogeneous equation and a...Ch. 4.5 - In Problems 3-8, a nonhomogeneous equation and a...Ch. 4.5 - Prob. 9ECh. 4.5 - Prob. 10ECh. 4.5 - Prob. 11ECh. 4.5 - In Problems 9-16 decide whether the method of...Ch. 4.5 - In Problems 9-16 decide whether the method of...Ch. 4.5 - Prob. 14ECh. 4.5 - Prob. 15ECh. 4.5 - Prob. 16ECh. 4.5 - Prob. 17ECh. 4.5 - In Problem 17-22, find a general solution to the...Ch. 4.5 - In Problems 17-22, find a general solution to the...Ch. 4.5 - In Problems 17-22, find a general solution to the...Ch. 4.5 - Prob. 21ECh. 4.5 - Prob. 22ECh. 4.5 - Prob. 23ECh. 4.5 - Prob. 24ECh. 4.5 - In Problems 2330, find the solution to the initial...Ch. 4.5 - In Problems 2330, find the solution to the initial...Ch. 4.5 - Prob. 27ECh. 4.5 - In Problems 2330, find the solution to the initial...Ch. 4.5 - Prob. 29ECh. 4.5 - Prob. 30ECh. 4.5 - Prob. 31ECh. 4.5 - In Problems 3136, determine the form of a...Ch. 4.5 - In Problems 3136, determine the form of a...Ch. 4.5 - Prob. 34ECh. 4.5 - In Problems 3136, determine the form of a...Ch. 4.5 - In Problems 31 36, determine the form of a...Ch. 4.5 - In Problems 3740, find a particular solution to...Ch. 4.5 - Prob. 38ECh. 4.5 - Prob. 39ECh. 4.5 - Prob. 40ECh. 4.5 - Discontinuous Forcing Term. In certain physical...Ch. 4.5 - Forced Vibrations. As discussed in Section 4.1, a...Ch. 4.5 - A massspring system is driven by a sinusoidal...Ch. 4.5 - Prob. 44ECh. 4.5 - Speed Bumps. Often bumps like the one depicted in...Ch. 4.5 - Prob. 46ECh. 4.5 - Prob. 47ECh. 4.5 - Prob. 48ECh. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - Prob. 3ECh. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - In Problems 18, find a general solution to the...Ch. 4.6 - Prob. 9ECh. 4.6 - In Problems 9 and 10, find a particular solution...Ch. 4.6 - In Problems 1118, find a general solution to the...Ch. 4.6 - In Problems 1118, find a general solution to the...Ch. 4.6 - Prob. 13ECh. 4.6 - In Problems 11-18, find a general solution to the...Ch. 4.6 - In Problems 11-18, find a general solution to the...Ch. 4.6 - In Problems 11-18, find a general solution to the...Ch. 4.6 - In Problems 11-18, find a general solution to the...Ch. 4.6 - In Problems 11-18, find a general solution to the...Ch. 4.6 - Prob. 19ECh. 4.6 - Use the method of variation of parameters to show...Ch. 4.6 - Prob. 21ECh. 4.6 - Prob. 22ECh. 4.6 - Prob. 23ECh. 4.6 - In Problems 22 through 25, use variation of...Ch. 4.6 - In Problems 22 through 25, use variation of...Ch. 4.7 - In Problems 1 through 4, use Theorem 5 to discuss...Ch. 4.7 - In Problems 1 through 4, use Theorem 5 to discuss...Ch. 4.7 - In Problems 1 through 4, use Theorem 5 to discuss...Ch. 4.7 - In Problems 1 through 4, use Theorem 5 to discuss...Ch. 4.7 - In Problems 5 through 8, determine whether Theorem...Ch. 4.7 - In Problems 5 through 8, determine whether Theorem...Ch. 4.7 - In Problems 5 through 8, determine whether Theorem...Ch. 4.7 - In Problems 5 through 8, determine whether Theorem...Ch. 4.7 - In Problems 9 through 14, find a general solution...Ch. 4.7 - Prob. 10ECh. 4.7 - Prob. 11ECh. 4.7 - Prob. 12ECh. 4.7 - In Problems 9 through 14, find a general solution...Ch. 4.7 - Prob. 14ECh. 4.7 - Prob. 15ECh. 4.7 - In Problems 15 through 18, find a general solution...Ch. 4.7 - In Problems 15 through 18, find a general solution...Ch. 4.7 - In Problems 15 through 18, find a general solution...Ch. 4.7 - Prob. 19ECh. 4.7 - Prob. 20ECh. 4.7 - Prob. 21ECh. 4.7 - In Problems 21 and 22, devise a modification of...Ch. 4.7 - Prob. 23ECh. 4.7 - Prob. 24ECh. 4.7 - Prob. 25ECh. 4.7 - Let y1(t)=t3 and y2(t)=|t3|. Are y1 and y2...Ch. 4.7 - Prob. 27ECh. 4.7 - Let y1(t)=t2 and y2(t)=2t|t|. Are y1 and y2...Ch. 4.7 - Prob. 29ECh. 4.7 - Prob. 30ECh. 4.7 - Prob. 31ECh. 4.7 - By completing the following steps, prove that the...Ch. 4.7 - Prob. 33ECh. 4.7 - Given that 1+t, 1+2t, and 1+3t2 are solutions to...Ch. 4.7 - Verify that the given functions y1 and y2 are...Ch. 4.7 - In Problems 37 through 39, find general solutions...Ch. 4.7 - Prob. 38ECh. 4.7 - In Problems 37 through 39, find general solutions...Ch. 4.7 - Prob. 40ECh. 4.7 - In Problems 41 through 44, a differential equation...Ch. 4.7 - In Problems 41 through 44, a differential equation...Ch. 4.7 - In Problems 41 through 44, a differential equation...Ch. 4.7 - In Problems 41 through 44, a differential equation...Ch. 4.7 - Find a particular solution to the nonhomogeneous...Ch. 4.7 - Find a particular solution to the nonhomogeneous...Ch. 4.7 - In quantum mechanics, the study of the Schrodinger...Ch. 4.7 - Prob. 48ECh. 4.7 - Prob. 49ECh. 4.7 - Prob. 50ECh. 4.7 - Prob. 51ECh. 4.7 - Prob. 52ECh. 4.8 - Show that if y(t) satisfies yty=0, then y(t)...Ch. 4.8 - Prob. 2ECh. 4.8 - Prob. 3ECh. 4.8 - Prob. 4ECh. 4.8 - a. Use the energy integral lemma to derive the...Ch. 4.8 - Prob. 6ECh. 4.8 - Prob. 7ECh. 4.8 - Use the energy integral Lemma to show that...Ch. 4.8 - Prob. 9ECh. 4.8 - Prob. 10ECh. 4.8 - Prob. 11ECh. 4.8 - Prob. 12ECh. 4.8 - Prob. 13ECh. 4.8 - Prob. 14ECh. 4.8 - Use the mass-spring oscillator analogy to decide...Ch. 4.8 - Prob. 16ECh. 4.8 - Prob. 17ECh. 4.9 - All problems refer to the mass-spring...Ch. 4.9 - Prob. 2ECh. 4.9 - All problems refer to the mass-spring...Ch. 4.9 - All problems refer to the mass-spring...Ch. 4.9 - Prob. 5ECh. 4.9 - Prob. 6ECh. 4.9 - Prob. 7ECh. 4.9 - Prob. 8ECh. 4.9 - A 2kg mass is attached to a spring with stiffness...Ch. 4.9 - A 1/4-kg mass is attached to a spring with...Ch. 4.9 - Prob. 11ECh. 4.9 - A 1/4-kg mass is attached to a spring with...Ch. 4.9 - Prob. 13ECh. 4.9 - For an underdamped system, verify that as b0 the...Ch. 4.9 - How can one deduce the value of the damping...Ch. 4.9 - Prob. 16ECh. 4.9 - Consider the equation for free mechanical...Ch. 4.9 - Consider the equation for free mechanical...Ch. 4.10 - Sketch the frequency response curve (13) for the...Ch. 4.10 - Prob. 2ECh. 4.10 - Determine the equation of the motion for an...Ch. 4.10 - Prob. 4ECh. 4.10 - An undamped system is governed by...Ch. 4.10 - Derive the formula for yp(t) given in 21...Ch. 4.10 - Shock absorbers in automobiles and aircraft can be...Ch. 4.10 - The response of an overdamped system to a constant...Ch. 4.10 - An 8-kg mass is attached to a spring hanging from...Ch. 4.10 - Show that the period of the simple harmonic motion...Ch. 4.10 - A mass weighing 8 lb is attached to a spring...Ch. 4.10 - A 2-kg mass is attached to a spring hanging from...Ch. 4.10 - A mass weighing 32lb is attached to a spring...Ch. 4.10 - An 8-kg mass is attached to a spring hanging from...Ch. 4.10 - An 8-kg mass is attached to a spring hanging from...Ch. 4.RP - In Problems 1-28, find a general solution to the...Ch. 4.RP - Prob. 2RPCh. 4.RP - Prob. 3RPCh. 4.RP - Prob. 4RPCh. 4.RP - Prob. 5RPCh. 4.RP - Prob. 6RPCh. 4.RP - Prob. 7RPCh. 4.RP - Prob. 8RPCh. 4.RP - In Problems 1 -28, find the general solution to...Ch. 4.RP - Prob. 10RPCh. 4.RP - Prob. 11RPCh. 4.RP - Prob. 12RPCh. 4.RP - Prob. 13RPCh. 4.RP - Prob. 14RPCh. 4.RP - Prob. 15RPCh. 4.RP - Prob. 16RPCh. 4.RP - Prob. 17RPCh. 4.RP - Prob. 18RPCh. 4.RP - Prob. 19RPCh. 4.RP - Prob. 20RPCh. 4.RP - Prob. 21RPCh. 4.RP - Prob. 22RPCh. 4.RP - Prob. 23RPCh. 4.RP - Prob. 24RPCh. 4.RP - Prob. 25RPCh. 4.RP - In Problems 1-28, find a general solution to the...Ch. 4.RP - Prob. 27RPCh. 4.RP - Prob. 28RPCh. 4.RP - Prob. 29RPCh. 4.RP - Prob. 30RPCh. 4.RP - Prob. 31RPCh. 4.RP - Prob. 32RPCh. 4.RP - Prob. 33RPCh. 4.RP - Prob. 34RPCh. 4.RP - Prob. 35RPCh. 4.RP - Prob. 36RPCh. 4.RP - Use the mass-spring oscillator analogy to decide...Ch. 4.RP - A 3kg mass is attached to a spring with stiffness...Ch. 4.RP - A 32lb weight is attached to a vertical spring,...
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