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Chapter 2Linear Differential Equations of Second and Higher Orders
Recall, Chapter 1, a linear differential equation of 1
st
-order can be written in the form:
)()()(
01
xyxayxa
A 2
nd
-order linear differential equation is of the form
)012
()()()(
xyxayxayxa
In general, a linear differntial equation of order
n
can be written in the form
)()()()(...)()(
012)1(1)(
xyxayxayxayxayxa
nnnn
If
,0)(
xa
n
we obtain
the standard form
of a linear
n
th
-order differential equation
)()()()(...
012)1(1)(
xyxayxayxayay
nnn

Examples:
The following are linear differential equations
xyxyxorder
st
2sectancos:1

0:2
2
yyxyxorder
nd

xxeyyorder
th
cos:4
)4(
If
0)(
x
in the equations above, the differential equation is called
homogeneous
.
Otherwise, it is
nonhomogeneous.
For instance, the 2
nd
order differntial equation above is
homogeneous
,
but the 1
st
- and 4
th
-orders above are both
nonhomogeneous
.

2

Contents of Chapter 2:Section 2.1: Homogeneous Linear DE of 2
nd
-orderSection 2.2: Second-Order Homogeneous Differential Equations With RealConstant CoefficientsSection 2.3: The Complex Case for the Second-Order Homogeneous DifferentialEquations With Real Constant CoefficientsSection 2.6: Cauchy-Euler EquationsSection 2.7: Existence and Uniqueness Theorem, WronskainSection 2.8: NonHomogeneous EquationsSection 2.9: Undetermined Coefficients Solution MethodSection 2.10 Solution by Variation of Parameters MethodsSection 2.12 Modeling of Electric CiruitsSection 2.13: Higher-Order Linear Differential EquationsSection 2.14: Higehr-Order Linear Homogeneous Differential EquationsWith Constant CoefficientsSection 2.15: Higher-Order Nonhomogeneous Linear Differential Equations

3

Section 2.1: Homogeneous Linear DE of 2
nd
-order
The standard form for homogeneous linear DE of 2
nd
-order is
0)()(
yxqyxpy
(1)A
homogeneous solution,

h
y
, of (1) on an interval
bxa
,is any function
)(
xhy
defined and continuous on the interval
),(
ba
and satisfies the eqn (1) above for all
x
, i.e.,
0)()()()()(
xhxqxhxpxh

Example 1:
Each of the functions
x
ey
1
and
x
ey
2
satisfies the homogeneousdifferential equation
0
yy
(2)So, both of
1
y
and
2
y
are homogeneous solutions.Note also that
xxxx
eeee
42&4,2
are all homogeneous solutions to the DE in (2).Actually, for any arbitrary constants
21
&
cc
,
the linear combination

xx
ecec
21
of
x
e
and
x
e
is a homogeneous soluion to the DE in (2).
Theorem 1 (Homogeneous Eqn (vs) Linearity and Superposition)
For the homogeneous linear DE (1), any linear combination
2211
ycyc
of two solutions
1
y
and
2
y
on an open interval
is also a solution of the DE. So, sums and constantmultiples of solutions are also solutions.
Proof:
Substituting
2211
ycyc
into eqn (1) above:
))(())(()(
221122112211
ycycxqycycxpycyc

))()(())()((
22221111
yxqyxpycyxqyxpyc

0)0()0(
21
cc
DoneThis is the concept of linearity and superposition in case of homogeneaous solutions of the homogeneous DEs.This is not true for non linear or non homogeneous as in the following examples.
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