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Second-order ODEs
Intro-Definitions-Reduction of order
Example 𝒇𝟏 𝒙 = 𝒙 + 𝟓, 𝒇𝟐 𝒙 = 𝒙 + 𝟓𝒙, 𝒇𝟑 𝒙 = 𝒙 − 𝟏,
𝒇𝟒 𝒙 = 𝒙𝟐 is a linear dependent set on the interval 𝟎, ∞ .
Higher order ODEs
Definition 4
The Wronskian of the functions 𝒇𝟏 (𝒙), 𝒇𝟐 (𝒙), … , 𝒇𝒏 (𝒙), each
possesses at least 𝒏 − 𝟏 derivatives, is defined by
𝒇𝟏 𝒇𝟐 … 𝒇𝒏
𝒇′𝟏 𝒇′𝟐 … 𝒇′𝒏
𝑾 𝒇𝟏 , 𝒇𝟐 , … , 𝒇𝒏 = ⋮ ⋮ … ⋮
(𝒏−𝟏) (𝒏−𝟏) (𝒏−𝟏)
𝒇𝟏 𝒇𝟐 … 𝒇𝒏
Theorem 3
The set of functions 𝒇𝟏 (𝒙), 𝒇𝟐 (𝒙), … , 𝒇𝒏 (𝒙) is linearly
independent set if and only if 𝑾 𝒇𝟏 , 𝒇𝟐 , … , 𝒇𝒏 ≠ 𝟎.
Theorem 5
Let 𝒚𝟏 , 𝒚𝟐 , … , 𝒚𝒏 be a fundamental set of solutions of the linear
homogeneous 𝒏-th order ODE on an interval I. Then, general
solution of ODE on interval I is: 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + ⋯ + 𝒄𝒏 𝒚𝒏 ,
where 𝒄𝒊 , 𝒊 = 𝟏, 𝟐, … , 𝒏 are arbitrary constants.
Higher order ODEs
Example
Show that 𝒚𝟏 = 𝒆𝒙 , 𝒚𝟐 = 𝒆𝟐𝒙 , 𝒚𝟑 = 𝒆𝟑𝒙 , form a fundamental set
of solution on −∞, ∞ for the 3rd order ODE:
𝒚′′′ − 𝟔𝒚′′ + 𝟏𝟏𝒚′ − 𝟔𝒚 = 𝟎.
Solution
𝑾 𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 = 𝟐𝒆𝟔𝒙 ≠ 𝟎
Second order ODEs
Definition 1
The general solution of homogeneous linear 2-nd order ODE
𝒂𝟐 𝒙 𝒚′′ + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝟎,
or, equivalently, 𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒 𝒙 𝒚 = 𝟎.
using the fundamental set of solutions 𝒚𝟏 , 𝒚𝟐 is given by:
𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
where 𝒚𝟏 , 𝒚𝟐 are two linearly independent solutions and 𝒄𝟏 , 𝒄𝟐
𝒚
are arbitrary constants 𝟏 ≠ 𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭 .
𝒚𝟐
Note
𝒚𝟏 𝒚𝟐 ′ ′
Wronskian: 𝑾 𝒚𝟏 , 𝒚𝟐 = 𝒚′ ′ = 𝒚𝟏 𝒚𝟐 − 𝒚𝟐 𝒚𝟏 ≠ 𝟎.
𝒚𝟐
𝟏
Second order ODEs
Proposition 1
Suppose that 𝒚𝟏 and 𝒚𝟐 are solutions to the homogenous linear
2-nd order ODE: 𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒 𝒙 𝒚 = 𝟎 on the interval I.
Then the Wronskian: 𝑾 𝒚𝟏 , 𝒚𝟐 is either identically zero on I
or it is never equal to zero.
Proposition 2
Suppose that 𝒚𝟏 and 𝒚𝟐 are solutions to the homogenous linear
2-nd order ODE: 𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒 𝒙 𝒚 = 𝟎 on the interval I.
Then 𝒚𝟏 and 𝒚𝟐 are linearly dependent if and only if their
Wronskian: 𝑾 𝒚𝟏 , 𝒚𝟐 is identically zero on I.
Second order ODEs
Proposition 3
Suppose that 𝒚𝟏 and 𝒚𝟐 are solutions to the homogenous linear
2-nd order ODE: 𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒 𝒙 𝒚 = 𝟎 on the interval I.
Then 𝒚𝟏 and 𝒚𝟐 are linearly independent if and only if their
Wronskian: 𝑾 𝒚𝟏 , 𝒚𝟐 ≠ 𝟎.
Theorem
Suppose that 𝒚𝟏 and 𝒚𝟐 are independent solutions to the
homogenous linear 2-nd order ODE:
𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒 𝒙 𝒚 = 𝟎
on the interval I. Then the general solution is given by:
𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
where 𝒄𝟏 , 𝒄𝟐 are arbitrary constants.
Second order ODEs
Exercise
Show that 𝒚𝟏 = 𝒆𝟑𝒙 , 𝒚𝟐 = 𝒆−𝟑𝒙 , form a fundamental set of
solutions for the 2nd order ODE: 𝒚′′ − 𝟗𝒚 = 𝟎, hence find the
general solution and the interval of existence. Is the function
𝒚 = 𝟒 sinh 𝟑𝒙 − 𝟓𝒆𝟑𝒙 a solution to the above ODE? Why?
Second order ODEs
Solution
Let 𝒚𝟐 𝒕 = 𝒖 𝒕 𝒚𝟏 𝒕 𝒆𝒕 𝒖′′ + 𝟐𝒖′ = 𝟎 𝒖′′ + 𝟐𝒖′ = 𝟎.
Using the reduction method: let 𝒖′ = 𝒘, then the 2nd-order DE
becomes 𝒘′ + 𝟐𝒘 = 𝟎 (1st-order separable) 𝒘 𝒕 = 𝒌𝟏 𝒆−𝟐𝒕
𝒖 𝒕 = 𝒌𝟏 𝒆−𝟐𝒕 + 𝒌𝟐
𝒚𝟐 𝒕 = 𝒌𝟏 𝒆−𝒕 + 𝒌𝟐 𝒆𝒕 (choose 𝒌𝟏 = 𝟏, 𝒌𝟐 = 𝟎) 𝒚𝟐 𝒕 = 𝒆−𝒕
The general solution: 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 𝒆𝒕 + 𝒄𝟐 𝒆−𝒕
Linear Homogenous 2nd order DE with Variable Coefficients
Consider the 2nd order ODE in the standard form:
𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎
If 𝒚𝟏 (𝒙) is one solution of the above 2nd order DE, one can get
another independent solution, by reduction of order as follows:
Let 𝒚𝟐 𝒙 = 𝒖(𝒙)𝒚𝟏 (𝒙), then get 𝒚′𝟐 , 𝒚′′
𝟐 and substitute back in
Solution
Write the ODE in the standard form:
′′
𝟑 ′ 𝟒
𝒚 − 𝒚 + 𝟐𝒚=𝟎
𝒙 𝒙
𝟏
− 𝒑 𝒙 𝒅𝒙 𝟑 𝒙𝒅𝒙
𝒆 𝒆
Then 𝒚𝟐 𝒙 = 𝒚𝟏 𝒙 𝒅𝒙 𝒚𝟐 𝒙 = 𝒙𝟐 𝒅𝒙
𝒚𝟏 𝒙 𝟐 𝒙𝟒
𝒚𝟐 𝒙 = 𝒙𝟐 ln 𝒙
The general solution: 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙𝟐 ln 𝒙