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Linear Second Order Ode: Differential Equations
Linear Second Order Ode: Differential Equations
DIFFERENTIAL EQUATIONS
CHAPTER 2
LINEAR SECOND ORDER ODE
___
TABLE OF CONTENTS
Contents Page
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑛 + 𝑎𝑛−1 𝑛−1 + ⋯ + 𝑎1 + 𝑎0 𝑦 = 0,
𝑑𝑥 𝑑𝑥 𝑑𝑥
then the general solution for the differential equation is
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛
4
dy d2y
y=e ; mt
= me ;
mt
2
= m 2e mt
dt dt (ii)
substitute all the terms in (ii) into (i), we obtain the characteristic
(auxiliary) equation:
am2 + bm + c = 0 (iii)
−b b 2 − 4ac
m1 , m2 =
2a
For b − 4ac 0 roots are real and distinct (m1 m2)
2
Example 1:
Solve y ''+ 5 y '+ 6 y = 0 .
5
Solution:
Example 2:
Solve y − y − 11y = 0.
Solution:
Example 3:
Solve y + 6 y + 9 y = 0
Solution:
Use the characteristic equation:
m 2 + 6m + 9 = 0
Find the roots: ( m + 3) = 0 ⇒ m = −3, −3
2
Example 4:
Solve y − 10 y + 26 y = 0.
Solution:
Example 5:
Solve the initial value problem: y + 6 y + 16 y = 0 ; y(0) = 1, y(0) = 0.
Solution:
−3 x 3
iv) The solution is y ( x ) = e cos 7 x + sin 7 x
7
1)
2)
8
Case 1: Polynomial f ( x) = A x + A
n
n
n −1
x n −1 + .... + A1 x + A0
with n as highest degree.
(
Try y ( x) = x r C x n + C
p n n −1
x n −1 + .... + C1 x + C0 )
Note: Choose the smallest r, (r = 0,1,2). Chosen to ensure that no term in
y p ( x) is similar to the terms in the corresponding yh ( x) .
9
Example 6:
Solve y + y − 2 y = 2 x − 4 x
2
(i)
Solutions:
Step 1 : Find yh ( x) :
m2 + m − 2 = 0
(m + 1)(m + 2) = 0 m = −2,1
yh ( x) = Ae−2 x + Be x
yp ( x) = 2C2 x + C1
y p ( x) = 2C2 (iii)
Therefore,
1
C2 = −1 C1 = 1 C0 = −
2
1
y p ( x) = − x 2 + x −
2
Example 7:
d2y dy
Solve + 2 = x using method of undetermined coefficient.
dx 2 dx
Solution:
Step 1 : Find yh ( x)
Final answer:
(
Try y = x r Demx
p )
Note: Choose the smallest r, (r = 0,1,2). Chosen to ensure that no term in
y p ( x) is similar to the terms in the corresponding yh ( x) .
Example 8:
Solve y + y − 2 y = 5e .
3x
11
Solutions:
Final answer:
1
y ( x) = y + y = Ae −2 x + Be x + e3 x
h p
2
12
Example 9:
d2y dy −2 x
Solve + 2 = 3e .
dx 2 dx
Solutions:
Step 3: Change y p
; Try r = 1.
Final answer:
13
Example 10:
Solve y + y − 2 y = sin x.
Solutions:
Final answer:
14
Example 11:
−x
Solve y − y − 2 y = e + x.
Solution:
Step 2: Find y p ( x) .
Since 𝑓(𝑥) is a summation of Case 2 and Case 1, therefore let’s write
y p = y p1 + y p 2 .
a) Find y p1
15
b) Find y p2
Final answer:
y ( x) = yh ( x) + y p1 ( x) + y p 2 ( x)
1 1 1
= Ae 2 x + Be − x − xe − x − x +
3 2 4
1)
2)
3)
16
In this subsection, we will solve 3rd order and 4th order linear ODE.
Steps of solutions for 3rd order linear ODE are basically the same as in 2nd
order.
For a non-homogenous 3rd order linear ODE, the final solution is 𝑦(𝑥) =
𝑦ℎ (𝑥) + 𝑦𝑝 (𝑥). Steps for 𝑦𝑝 (𝑥) follows exactly the same procedure as in 2nd
order.
17
Steps of solutions for 4th order linear ODE are basically the same as in 3rd
order, except that now we are dealing with quartic characteristic equation, i.e:
a 4 m4 + a3m3 + a2 m2 + a1m + a0 = 0 .
Hence, there are four roots involved; m1 , m2 , m3 , and m4 .
(other possible cases: two pairs of equal roots, two pairs of different complex
roots, two pairs of same complex roots)
For a non-homogenous 4th order linear ODE, the final solution is 𝑦(𝑥) = 𝑦ℎ (𝑥) +
𝑦𝑝 (𝑥). Steps for 𝑦𝑝 (𝑥) follows exactly the same procedure as in 2nd order.
18
Example 12:
Solve y + y + 4 y + 4 y = 0 .
Solutions:
Step 1: Find the roots. (can be obtained by calculator)
m3 + m 2 + 4m + 4 = 0
m1 = ,(m2 , m3 ) =
Final answer:
Example 13:
Solve 2 y + 11y '''+ 18 y + 4 y '− 8 y = 0 . (Hint: One of the roots is -2)
Solutions:
Step 1: Find the roots. (-2 is the factor, find the other linear factors)
Final answer:
19
Example 14:
Solve y + 4 y = 16 + 15e
( iv ) t
Solutions:
1)
2)
3)
4)
21
MVP can also solve non-homogeneous second order ODE with constant
coefficients.
d2y dy
a 2 + b + cy = f ( x).
dx dx
1
Advantage: MVP can handle all types of f ( x) such as tan x,sec x, ,
x2
ln x,sin(e x ) and etc.
y1 y2
W= = y1 y2 − y2 y1
y1 y2
y2 f ( x)
u ( x) = − dx + C ; v( x) =
y1 f ( x)
dx + D
aW aW
Example 15:
Find the solution for y + y = sec x .
Solutions:
23
Example 16:
Find the solution for y − 4 y + 4 y = ( x + 1) e 2 x by using method of
variation of parameters.
Solutions:
24
1)
2)
3)
4)
25
𝑚𝑦 ′′ + 𝑏𝑦 ′ + 𝑘𝑦 = 𝑓(𝑡)
Mechanical General m mass, b damping coefficient
Vibrations equation k spring constant
f(t) force/external vibration
Example 17:
The response of an overdamped system to constant force is governed by
d2y dy
+ 8 + 6 y = 18, y (0) = 0, y(0) = 0.
dt 2 dt
Compute the displacement, y(t) and what happen when 𝑡 → ∞?
Solutions:
27
Example 18:
A 3kg object is attached to spring and it stretches the spring 392mm by itself.
There is no damping in the system and a forcing function f (t ) = 10cos5t is
acting on the system. The object is initially displaced 20cm downward from
its equilibrium position, and given an initial velocity of 10cm/s2 upward.
(assume gravity, g = 9.8 m/s2)
mg
(the spring constant, k is given by the formula k = , where L is a length
L
of a stretched spring.
Solutions:
a) Standardize the unit system. (mm→ 𝐦), and extract information.
Initial conditions:
y (0) = 0.2
y '(0) = −0.1
b) Step 1: Determine 𝑦ℎ
Step 2: Determine 𝑦𝑝
28
1 1 1
Final answer: y (t ) = cos5t − sin 5t + t sin 5t
5 50 3
29
1)
2)
30
Our aim in this subsection is to determine the current, I(t) or the charge,
q(t). (or both)
• Solve in q terms.
• Solve in I terms.
the initial current and the initial charge on the capacitor are both zero,
determine the current, I(t) and the charge, q(t) in the circuit for t > 0.
31
Initial conditions: I ( 0 ) = 0, q ( 0 ) = 0 .
Therefore, we have:
dI
10 + 20 I + 6260q = 100; (i)
dt
Find q p .
f (t ) = 10,
q p = C0 (no similar term in qh )
Determine C0 .
32
qp qp = 0.
10
from (ii): 0 + 2(0) + 626C0 = 10 C0 =
626
10
Therefore, q (t ) = qh + q p = e − t ( A cos 25t + B sin 25t ) +
626
I ( 0 ) = 0, but we don’t have the equation I(t) to apply the condition. But we
dq
know I = . Therefore, use product rules to differentiate equation (iii) to
dt
get I(t).
dq 250 10
I= = e − t − B sin 25t + + 25B cos 25t (iv)
dt 626 626
Apply I ( 0 ) = 0, i.e
10 1
0= + 25 B B=−
626 1565
From (iv):
250 1 10 −1
I = e − t + sin 25t + 626 + 25 cos 25t
626 1565 1565
2
= e −t sin 25t
5
33
Initial conditions: I ( 0 ) = 0, q ( 0 ) = 0 .
Therefore, we have:
dI
10 + 20 I + 6260q = 100; (i)
dt
I ( 0) = 0 0 = A
Therefore, I ( t ) = Be − t sin 25t (iv)
How to find B?
We have the initial condition q ( 0 ) = 0 , but we don’t have the equation q(t)
to apply the condition. However, we have the simplified form of equation (i),
i.e:
dI
+ 2 I + 626q = 10; (v)
dt
dI
+ 2 I ( 0 ) + 626 q(0) = 10
dt t =o
By the initial conditions, I ( 0 ) = 0, q ( 0 ) = 0 , therefore:
dI
= 10
dt t =o
or can be written as I (0) = 10 . This is the new condition that we have
formed. In order to use this new condition, we must have the equation for
I (t ).
Step 4: Form I (t ) and use the new condition to determine the constant
B.
dq 2
Since I = , integrate I ( t ) = e − t sin 25t w.r.t to t to get q(t). But this
dt 5
process is very much relying on the complexity of I (t ). Tips: you might want
to consider the first method at the first place if you were asked to get q(t).
Anyway,
2
q ( t ) = e − t sin 25t dt
5
By integration by parts/tabular method, we obtain:
10 1
q (t ) = e − t − cos 25t − sin 25t + C
626 1565
10 1 10
q (t ) = e − t − cos 25t − sin 25t +
626 1565 626
1)
36
2)
3)