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MA 102 (Ordinary Differential Equations)

IIT Guwahati

Tutorial Sheet No. 10 Date: March 30, 2020

Higher order ODEs

1. Find the general solution of the following differential equations.


d4 y
(a) + y(x) = 0.
dx4
d5 y d4 y d3 y
(b) 5 − 2 4 + 3 = 0.
dx dx dx
d3 y d2 y dy
(c) 3 − 2 + − y(x) = 0.
dx dx dx
d5 y d4 y d3 y d2 y dy
(d) 5 + 5 4 + 10 3 + 10 2 + 5 + y(x) = 0.
dx dx dx dx dx

Solution: (a) The AE is r4 + 1 = 0. We know the nth roots of z = r(cosθ + isinθ) are given by
z 1/n = r1/n cos( θ+2kπ θ+2kπ
 
n ) + isin( n ) , k = 0, 1, . . . , n − 1.
Since z = (cosπ + isinπ), we obtain
 
1/4 π + 2kπ π + 2kπ
z = cos( ) + isin( ) , k = 0, 1, 2, 3.
4 4

Thus, the roots are √ √ √ √


2 2 2 2
± i, − ± i.
2 2 2 2
The GS is

" √ √ # √
" √ √ #
2 2 2 2 2 2
y(x) = e 2
x
c1 sin x + c2 cos x + e− 2 x c3 sin x + c4 cos x .
2 2 2 2

(b) The AE is r5 − 2r4 + r3 = 0 ⇒ r3 (r − 1)2 = 0. The GS is

y(x) = (c1 + c2 x + c3 x2 ) + (c4 + c5 x)ex .

(c) The AE is (r2 + 1)(r − 1) = 0. The G.S. is y(x) = c1 ex + c2 sinx + c3 cosx.


(d) The AE is (r + 1)5 = 0. The G.S. is y(x) = (c1 + c2 x + c3 x2 + c4 x3 + c4 x4 )e−x .

2. Solve the following initial-value problems:


(a) y 00 − 2y 0 + y = 2xe2x + 6ex ; y(0) = 1, y 0 (0) = 0.
(b) y 00 (x) + y(x) = 3x2 − 4sinx, y(0) = 0, y 0 (0) = 1.
Solution: (a) yh (x) = c1 ex + c2 xex . yp = Axe2x + Be2x + Cx2 ex . Now, Lyp = 2xe2x + 6ex
yields A = 2, B = −4, C = 3. The GS is given by

y(x) = c1 ex + c2 xex + 2xe2x − 4e2x + 3x2 ex .

Using the IC y(0) = 1 and y 0 (0) = 0, we obtain the particular solution

y(x) = (x + 5)ex + 3x2 ex + 2xe2x − 4e2x .

(b) yh (x) = c1 sinx + c2 cosx. yp (x) = Ax2 + Bx + C + Dxsinx + Excosx. Then Lyp = 3x2 − 4sinx
yields A = 3, B = 0, C = −6, D = 0 and E = 2. Thus, yp = 3x2 − 6 + 2xcosx. The GS is

y(x) = c1 sinx + c2 cosx + 3x2 − 6 + 2xcosx.

Applying IC we obtain c1 = −1 and c2 = 6. The particular solution is

y(x) = 6cosx − sinx + 3x2 − 6 + 2xcosx.

3. Solve the following equations by the method of undetermined coefficients.

(a) y 00 + y 0 + 4y = 2 sinh t (b) y 00 + y = 3sin 2t + tcos 2t.


(c) y 000 (x) − y 00 (x) + y 0 (x) − y(x) = sin x + 2xex .

Solution: (a) y 00 +y 0 +4y = 2 sinh t. Here g(t) = 2 sinh t −t


 √ t =e −et and  √ thefundamental solution
t
−2 15 −2 15 t −t
set of the associated homogeneous ODE is {e cos 2 t ,e sin 2 t }. Clearly e and e
do not belong to its span and so a particular solution is of the form yp (t) = c1 et + c2 e−t . Then
yp00 (t) + yp0 (t) + 4yp (t) = 2 sinh t ⇒ 6c1 et + 4c2 e−t = et − e−t ⇒ c1 = 61 and c2 = − 14 . Hence the
t −t
particular solution is yp (t) = e6 − e 4 and the general solution is
√ ! √ !
t 15 t 15 et e−t
y(t) = c1 e− 2 sin t + c2 − cos t + − .
2 2 2 6 4

Solution: (b) y 00 + y = 3sin 2t + t cos 2t. The fundamental solution set of the associated homo-
geneous ODE is {cos t, sin t}. So cos 2t, sin 2t, tcos 2t, sin 2t do not belong to its span. Hence,

yp (t) = c1 cos2t + c2 sin2t + c3 tcos2t + c4 tsin2t.

Then yp0 (t) = (c4 −2c1 )sin2t+(2c2 +c3 )cos2t−2c3 tsin2t+2c4 tcos2t and yp00 (t) = (4c4 −4c1 )cos2t−
(4c2 + 4c3 )sin2t − 4c3 tcos2t − 4c4 tsin2t and yp00 (t) + yp0 (t) = 3sin2t + cos2t.

⇒ 4c4 − 3c1 = 0, 4c3 + 3c2 = −3, 3c4 = 0, −3c3 = 1.

Hence c1 = c4 = 0, c3 = − 31 , c2 = − 59 giving y(t) = c1 cos t + c2 sin t − tcos 2t


3 − 59 sin 2t.
Solution: (c) y 000 (x) − y 00 (x) + y 0 (x) − y(x) = sin x + 2xex . To solve the equation, we split it into
two equations

y 000 (x) − y 00 (x) + y 0 (x) − y(x) = sin x (1)


000 00 0 x
y (x) − y (x) + y (x) − y(x) = xe . (2)

If yp,1 (x) and yp,2 (x) are two particular solutions of (1) and (2) respectively, then

yp (x) = yp,1 (x) + 2yp,2 (x)

is the particular solution of the given equation by the superposition principle. In each case a
fundamental solution set of the associated homogeneous ODE is {cos, x, sin x, ex }. As sin x, cos x
belong to it, we take yp,1 (x) = x(Asin x + Bcos x). Substituting in (1), gives A = − 41 and B = 14
so that yp,1 (x) = x4 (cos x − sin x). Similarly, as ex is in the fundamental solution set, we take
2
yp,2 (x) = x(Ex + F )ex . Subsituting in (2), gives E = 14 , F = − 12 , and yp,2 (x) = x −2x x
4 e . Thus

x x
yp (x) = (cos x − sin x) + (x − 2)ex ,
4 2
and the general solution is
x x
y(x) = c1 cos x + c2 sin x + c3 ex + (cos x − sin x) + (x − 2)ex .
4 2

4. Use the annihilator method to determine the form of a particular solution for the equations:
(a) y 00 (x) − 5y 0 (x) + 6y(x) = cos(2x) + 1.
(b) y 00 (x) − 5y 0 (x) + 6y(x) = e3x − x2 .

Solution: (a) Here L(y) = (D2 − 5D + 6)(y) = cos2x + 1. Note that (D2 + 4)cos(2x) = 0 and
D(1) = 0. So, Q = D(D2 + 4) annihilates cos(2x) + 1. Thus,

QL(y) = D(D2 + 4)(D2 − 5D + 6)(y) = D(D2 + 4)(cos2x + 1) = 0.

The AE of D(D2 + 4)(D2 − 5D + 6)(y) = 0 is r(r2 + 4)(r − 3)(r − 2) = 0. The GS to QL(y) = 0


is
y(x) = c1 e2x + c2 e3x + c3 cos(2x) + c4 sin(2x) + c5 .
The GS to L(y) = 0 is yh (x) = c1 e2x +c2 e3x . The GS to L(y) = cos2x+1 is y(x) = yh (x)+yp (x) =
c1 e2x + c2 e3x + yp (x). Comparing, we find that

yp (x) = c3 cos(2x) + c4 sin(2x) + c5 .

(b) e3x − x2 is annihilated by Q = D3 (D − 3). The GS of QL(y) = D3 (D − 3)2 (D − 2)(y) = 0 is

y(x) = c1 e2x + c2 e3x + c3 xe3x + c4 x2 + c5 x + c6 .

Since the GS of L(y) = 0 is yh (x) = c1 e2x + c2 e3x , y(x) = yh (x) + yp (x) yields

yp (x) = c3 xe3x + c4 x2 + c5 x + c6 .
d
5. Let P (D) = an Dn + · · · + a1 D + a0 , an 6= 0, where D = dx .
ax
(a) If P (D)y = ce , where c is a constant and P (a) 6= 0, then a particular solution is given by

1 ceax
yp = (ceax ) = .
P (D) P (a)

(b) If P (D)y = h(x)eax , where h(x) is any function in x, then


1 1
yp = (h(x)eax ) = eax h(x).
P (D) P (D + a)

(c) In particular, if P (D) = (D − a)r P1 (D), P1 (a) 6= 0 then

1 cxr eax
yp = (ceax ) = .
P (D) r!P1 (a)

Solution: (a) Done in the class.


(b) Let g(x) = eax h(x). Then, in the identity (D − r)eax φ(x) = eαx (D + a − r)φ(x), where φ(x)
is an arbitrary function of x, write (D + a − r)φ(x) = h(x) to obtain

(D − r)eax (D + a − r)−1 h(x) = eax h(x),

and hence
1 1
eax h(x) = eax h(x).
D−r (D + a − r)
Similarly, if P (D) = (D − r1 ) · · · (D − rn ) then
1 1
eαx h(x) = eax h(x).
(D − r1 ) · · · (D − rn ) (D + a − r1 ) · · · (D + a − rn )
1 ax ax 1
Thus, P (D) e h(x) = e P (D+a) h(x).
ceax
(c) 1
yp = (D−a)1r P1 (D) (ceax ) = (D−a)r P (a)
1
(by (a)). In view of (b), we have

1 ceax ax 1 c eax cxr


= e { } = .
(D − a)r P1 (a) Dr P1 (a) r!P1 (a)

6. Use operator method to find a particular solution of the following ODEs.


(a) y 000 + y 00 + y 0 + y = x5 − 2x2 + x.
(b) y 000 − 5y 00 + 8y 0 − 4y = 3e2x .
(c) y 00 − 3y 0 + 2y = 3sin2x.

Solution: (a) Here P (D) = D3 + D2 + D + 1. We write

1 (1 − D) 5
yp = (x5 − 2x2 + x) = (x − 2x2 + x)
P (D) 1 − D4
1  5
(x − 2x2 + x) − (5x4 − 4x + 1)

= 4
1−D
= (1 + D4 + D8 + · · · ){x5 − 5x4 − 2x2 + 5x − 1}
= x5 − 5x4 − 2x2 + 125x − 121.
1 2x
Solution: (b) yp (x) = P (D) (3e ), where P (D) = D3 − 5D2 + 8D − 4 = (D − 2)2 (D − 1). Since
3x2 e2x 3x2 e2x
P (2) = 0, we obtain yp (x) = 2!P 1 (2)
= 2! , where P1 (D) = (D − 1).

(c) Since e2ix = cos2x + isin2x, the imaginary part of a particular solution of P (D)y = 3e2ix ,
where P (D) = D2 − 3D + 2 will be a solution of P (D)y = 3sin2x. Thus,

3e2ix 3e2ix
yp = = =
P (2i) (2i)2 − 6i + 2
3e2ix (1 − 3i)
= = −3/20(1 − 3i)(cos2x + isin2x)
−2(1 + 3i)(1 − 3i)
= (−3/20) [(cos2x + 3sin2x) + i(sin2x − 3cos2x)] .

The imaginary part of this yields yp (x) = (3/20)(3cos2x − sin2x).

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