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Differential Equations:
Ex:
1) y''-x2y'+sinx y=0 is linear, 2nd order, homo.
2) y''-(y')2+ y=sinx is non linear, 2nd order, non homo.
3) y''+2yy'=lnx
a) Homogeneous.
b) Nonhomogeneous.
- Undeterminant coefficients.
- Variation of parameters.
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
b b 2 4ac
r
2a
Case 1: If b 2 4ac 0 then r1 and r2 are distinct (r1 r2) and real roots, and the general
solution is y c1er1 x c2er2 x
y (c1 c2 x)e rx
Case 3: If b 2 4ac 0 then the roots are two complex conjugate roots r i , i 1 ,
and the general solution is:
y ex (c1 cos x c2 sin x)
r 2 2r 3 0 , y 1 , y r , y r 2
(r 1)(r 3) 0
r 1 0 r 1
r 3 0 r 3
the general solution is
y c1e x c2 e 3 x
Exercise: solve
1. 4y''-12y'+5y=0 ans:y=c1e(1/2)x+ c2e(5/2)x
2. 3y''-14y'-5y=0 ans:y=c1e5x+ c2e(-1/3)x
3. 4y''+y=0 ans:y=c1cos(x/2)+ c2sin(x/2)
4. y''-8y'+16y=0 ans:y=c1e4x+ c2xe4x
5. y''+9y=0 ans:y=c1cos3x+ c2sin3x
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
b) The Second order linear non homogenous D.Eq. with constant coefficient:
The general form is: ay by cy F (x) …(3)
where a, b and c are constants.
y yh y p y h (complementary function)
y p (porticular integral)
i) yh is y homo.
ii ) y p (use the table)
Methods of finding y p :
1) F ( x) 3x 2 , k 3 , n2
y p k 2 x 2 k1 x k 0
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
1 -3x -1
2) F ( x) e , k c
2 2
y p ce 3 x
3) F ( x) 2 cos 3x , k2 , 3
y p c1 cos 3x c2 sin 3x
yh c1e x c2e2 x
f(x)=4x2 is polynomial of second degree then
y p k2 x 2 k1 x k0 ... (2)
yp 2k2 x k1 , yp 2k2
Substitution gives
2k 2 (2k 2 x k1 ) 2(k 2 x 2 k1 x k 0 ) 4 x 2
coeff . of x 2 : 2k 2 4 k 2 2
coeff . of x : 2k 2 2k1 0 k1 2
const : 2k 2 k1 2k 0 0 k 0 -3
y p 2 x 2 2x - 3
y g y h y p (c1e x c2 e 2 x ) 2 x 2 2 x 3
. x السابق فيy p يضرب 0 = وكان احد جذري المعادلة القياسيةF ( x) kxn ) اذا كان1
)2
. x السابق فيy p يضرب p = وكان احد جذري المعادلة القياسيةF ( x) ke اذا كان- a
px
. x 2 السابق فيy p يضرب p = وكان جذري المعادلة القياسيةF ( x) kepx اذا كان- b
k cos x
. x السابق فيy p يضرب r i , 0 وكانF ( x) اذا كان )3
k sin x
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
2- Variation of parameters.
Let yh=c1u1+c2u2 be the homogenous solution of ay by cy F(x) and the particular
solution has the form y p u 1 v1 u 2 v 2 where v1 and v2 are unknown functions of x which
must be determined, first solve the following linear equations for v'1 and v'2:
v'1u1+ v'2u2=0
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
v'1u'1+ v'2u'2=F(x)
which can be solved with respect to v'1 and v'2 by Grammar rule as follows
u1 u2 0 u2 u 0
D , D1 , D2 1
u 1 u 2 F( x ) u 2 u 1 F( x )
D1 D
and v1 , v2 2
D D
by integration of v'1 and v'2 with respect to x we can find v1 and v2.
Ex.1:
v 1 (e x ) v 2 ( e 2 x ) 0
v1 (e x ) v 2 (2e 2 x ) e 3x
Solving this system by Cramer rule gives
e x e 2x 0 e 2x e x 0
D x
3e x , D1 e 5 x , D 2 x
e 2x
e 2e 2x
e 3x
2e 2x
e e 3x
e5 x 1 4 x 1 1
v'1 x
e v1 e 4 x e 4 x ,
3e 3 3 12
2x
e 1 1 1
v' 2 x e x v 2 e x e x
3e 3 3 3
1 1 1
y p e 4 x e x e x e 2 x e 3x
2 3 4
1
the general solution is : y c1e x c 2 e 2 x e 3x
4
Ex.2: solve
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
y''+y=secx
Solution:
y''+y=0
r2+1=0 r2=-1 r = ± i =0, =1
yh=c1cosx + c2sinx, u1=cosx, u2=sinx, f(x)=secx
yp= v1u1+v2u2
= v1cosx +v2sinx then
v1 (cos x ) v 2 (sin x ) 0
v1 ( sin x ) v 2 (cos x ) sec x
cos x sin x
D cos 2 x sin 2 x 1,
sin x cos x
0 sin x 1
D1 sin x sec x sin x tan x,
sec x cos x cos x
cos x 0
D2 cos x sec x 1
sin x sec x
tan x sin x
v1 tan x v1 dx ln | cos x |
1 cos x
v' 2 1 v 2 dx x
Exercise
1. y''-2y'+y = ex lnx
ex
2. y''-2y'+y =
x5
3. y''+4y=sin22x
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Mathematics: Lecture 2 مدرس مساعد ازهار مالك
Differential Equations:
4- y y x 2 x
12e x
5- y 2 y y
x3
6- y 4 y 4 sec 2 x
References:
1- calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies ) رياض احمد عزت.(أ
4- Modern Introduction Differential Equations, Schaum's Outline Series.
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