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Chapter 3
Chapter 3
Faris Alzahrani
MATH 204
Chapter 3
3.1 Definitions
dn y d n −1 y dy
an ( x ) + a n −1 ( x ) + . . . + a 1 ( x ) + a0 ( x ) y = g ( x ).
dx n dx n−1 dx
W 6= 0,
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Dr. Faris Alzahrani
Example. Show that the following sets of functions are linearly independent :
1. f 1 ( x ) = cos x, f 2 ( x ) = sin x
2. f 1 ( x ) = x + 1, f 2 ( x ) = x, f 3 ( x ) = x2
dn y d n −1 y dy
an ( x ) n
+ a n −1 ( x ) n − 1
+ . . . + a1 ( x ) + a0 ( x )y = 0.
dx dx dx
Then :
W 6= 0.
2. If the set of solutions is linearly independent, then it is called a fundamental set of solutions.
The general solution is
y = c1 y1 + c2 y2 + . . . + c n y n .
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Dr. Faris Alzahrani
Example. The given functions are solutions of the given differential equation. Verify that they
form a fundamental set of solutions. Form the general solution :
1. y00 − 9y = 0; y1 = e3x , y2 = e−3x
Exercises 3.1
Q1. The given functions are solutions of the given differential equation. Verify that they form a
fundamental set of solutions. Form the general solution :
1. y00 − y0 − 12y = 0; y1 = e−3x , y2 = e4x
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Dr. Faris Alzahrani
A second order homogeneous equation with constant coefficients has the form
ay00 + by0 + cy = 0,
am2 + bm + c emx = 0.
This equation is called the auxiliary equation, whose roots are given by
√ √
−b + b2 − 4ac −b − b2 − 4ac
m1 = and m2 = ·
2a 2a
1. If b2 − 4ac > 0, then the roots are real and m1 6= m2 . The general solution is
y = c 1 e m1 x + c 2 e m2 x .
2. If b2 − 4ac = 0, then the roots are real and m1 = m2 . The general solution is
y = c1 em1 x + c2 xem1 x .
3. If b2 − 4ac < 0, then the roots are complex and m1,2 = α ± iβ. The general solution is
y = eαx c1 cos βx + c2 sin βx .
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Dr. Faris Alzahrani
1. 2y00 − 5y0 − 3y = 0
3. y00 + 4y0 + 7y = 0
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Dr. Faris Alzahrani
y000 + 3y00 − 4y = 0.
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Dr. Faris Alzahrani
y(4) + 2y00 + y = 0.
Exercises 3.2
1. y00 − y0 − 6y = 0
3. y00 − 4y0 + 5y = 0
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Dr. Faris Alzahrani
A second order non-homogeneous linear equation with constant coefficients has the form
ay00 + by0 + cy = g( x ),
y = yc + y p ,
ay00 + by0 + cy = 0,
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Dr. Faris Alzahrani
1. y00 − y0 + y = 2 sin 3x
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Dr. Faris Alzahrani
2. y00 − 5y0 + 4y = 8e x
3. y00 − 2y0 + y = e x
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Dr. Faris Alzahrani
Example. Determine the form of a particular solution of the following differential equations :
2. y00 + 4y = x cos x
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Dr. Faris Alzahrani
Exercises 3.3
1. y00 + 3y0 + 2y = 6
2. 5y00 + y0 = −6x
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Dr. Faris Alzahrani
Consider a second order nonhomogeneous equation with constant coefficients of the form
y00 + by0 + cy = g( x ),
a=1
y = yc + y p .
If yc = c1 y1 + c2 y2 , then y p = u1 y1 + u2 y2 , where
y2 g ( x ) y1 g ( x )
Z Z
u1 = − dx and u2 = dx
W W
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Dr. Faris Alzahrani
3. y00 + y = tan x
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Dr. Faris Alzahrani
Exercises 3.4
A second order Cauchy-Euler equation is a differential equation with variable coefficients of the
form
d2 y dy
a2 x 2 + a 1 x + a0 y = g ( x ),
dx2 dx
where a0 , a1 , a2 are constants. The substitution x = et or t = ln x transforms the Cauchy-Euler
d2 y dy
a2 2
+ ( a1 − a2 ) + a0 y = g ( e t ).
dt dt
d2 y dy
1. x2 2
− 2x − 4y = 0
dx dx
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Dr. Faris Alzahrani
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Dr. Faris Alzahrani
1. x2 y00 + 10xy0 + 8y = x2
2. x2 y00 − xy0 + y = ln x
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Dr. Faris Alzahrani
Exercises 3.5
1. x2 y00 − 2y = 0
2. x2 y00 + xy0 + 4y = 0
3. x2 y00 + 5xy0 + 4y = 0
4. x2 y00 − xy0 + y = 2x
5. x2 y00 − 4xy0 + 6y = ln x2
Differential Operators :
d d2 dn
= D, = D2 , ..., = Dn ,
dx dx2 dx n
where D is called the differential operator. For example, the differential equation
d2 y dy
+ 5 + 6y = e x
dx2 dx
can be written as
D2 y + 5Dy + 6y = e x
or
( D2 + 5D + 6)y = e x .
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Dr. Faris Alzahrani
1. Dx + ( D + 2)y = 0
( D − 3) x − 2y = 0
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Dr. Faris Alzahrani
dx
2. = 2x − y
dt
dy
=x
dt
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Dr. Faris Alzahrani
3. Dx + y = t
x − Dy = t
Exercises 3.6
1. ( D − 4) x − 7y = 0 2. Dx − 4y = 1
x − ( D + 2) y = 0 x + Dy = 2
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Dr. Faris Alzahrani
Answers 3.1
A1.
1. Verify, y = c1 e−3x + c2 e4x 2. Verify, y = c1 e x cos 2x + c2 e x sin 2x
x x
3. Verify, y = c1 e 2 + c2 xe 2
Answers 3.2
A1.
1. y = c1 e−2x + c2 e3x 2. y = c1 e−4x + c2 xe−4x
−x
h √ √ i
3 3
5. y = c1 + c2 x + e 2 c3 cos 2 x + c4 sin 2 x
√
A2. y = − 3 cos x + sin x
Answers 3.3
A1.
−x
1. y = c1 e− x + c2 e−2x + 3 2. y = c1 + c2 e 5 + 30x − 3x2
−x 3x
3. y = c1 e−2x + c2 xe−2x + 72 − 4x + x2 4. y = c1 e 2 19
+ c2 e 2 − 425 8
cos 2x − 425 sin 2x
Answers 3.4
A1.
1. y = c1 cos x + c2 sin x + cos x ln | cos x | + x sin x
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Dr. Faris Alzahrani
Answers 3.5
A1.
1. y = c1 x −1 + c2 x2 2. y = c1 cos(2 ln x ) + c2 sin(2 ln x )
3. y = c1 x −2 + c2 x −2 ln x 4. y = c1 x + c2 x ln x + x (ln x )2
5. y = c1 x2 + c2 x3 + 5
18 + 13 ln x
Answers 3.6
A1.
1. x = c1 e−3t + c2 e5t 2. x = 2 + c1 cos 2t + c2 sin 2t
h i h i
y = 17 −7c1 e−3t + c2 e5t y = 14 −1 − 2c1 sin 2t + 2c2 cos 2t
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