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Chapter 2

Linear Differential Equations of Second and Higher Orders

Recall, Chapter 1, a linear differential equation of 1st-order can be written in the form:
a1 ( x) y   a0 ( x) y  f ( x)

A 2nd-order linear differential equation is of the form


a2 ( x) y   a1 ( x) y   a0 ( x) y  f ( x)

In general, a linear differntial equation of order n can be written in the form


an ( x) y ( n)  an1 ( x) y ( n1)  ...  a2 ( x) y   a1 ( x) y   a0 ( x) y  f ( x)

If an ( x)  0, we obtain the standard form of a linear nth-order differential equation


y ( n)  an1 y ( n1)  ...  a2 ( x) y   a1 ( x) y   a0 ( x) y  f ( x)

Examples: The following are linear differential equations


1st  order : cos x y   tan x y  sec 2 x
2 nd  order : x 2 y   x y   y  0
4th  order : y ( 4)  y  e x  cos x

If f ( x)  0 in the equations above, the differential equation is called homogeneous.


Otherwise, it is nonhomogeneous.

For instance, the 2nd order differntial equation above is homogeneous, but the 1st- and 4th-
orders above are both nonhomogeneous.

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Contents of Chapter 2:
Section 2.1: Homogeneous Linear DE of 2nd-order

Section 2.2: Second-Order Homogeneous Differential Equations With Real


Constant Coefficients

Section 2.3: The Complex Case for the Second-Order Homogeneous Differential
Equations With Real Constant Coefficients

Section 2.6: Cauchy-Euler Equations

Section 2.7: Existence and Uniqueness Theorem, Wronskain

Section 2.8: NonHomogeneous Equations

Section 2.9: Undetermined Coefficients Solution Method

Section 2.10 Solution by Variation of Parameters Methods

Section 2.12 Modeling of Electric Ciruits

Section 2.13: Higher-Order Linear Differential Equations

Section 2.14: Higehr-Order Linear Homogeneous Differential Equations


With Constant Coefficients

Section 2.15: Higher-Order Nonhomogeneous Linear Differential Equations

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Section 2.1: Homogeneous Linear DE of 2nd-order
The standard form for homogeneous linear DE of 2nd-order is
y   p( x) y   q( x) y  0 (1)

A homogeneous solution, y h , of (1) on an interval a  x  b , is any function y  h(x)


defined and continuous on the interval I  (a, b) and satisfies the eqn (1) above for all
x  I , i.e.,
h( x)  p( x)h( x)  q( x)h( x)  0

Example 1: Each of the functions y1  e x and y 2  e  x satisfies the homogeneous


differential equation
y   y  0 (2)
So, both of y1 and y 2 are homogeneous solutions.

Note also that  2e x , 4e  x &  2e x  4e  x are all homogeneous solutions to the DE in (2).

Actually, for any arbitrary constants c1 & c2 , the linear combination c1e x  c2 e  x of e x
and e  x is a homogeneous soluion to the DE in (2).

Theorem 1 (Homogeneous Eqn (vs) Linearity and Superposition)


For the homogeneous linear DE (1), any linear combination c1 y1  c2 y2 of two solutions
y1 and y 2 on an open interval I is also a solution of the DE. So, sums and constant
multiples of solutions are also solutions.

Proof: Substituting c1 y1  c2 y2 into eqn (1) above:


(c1 y1  c2 y2 )  p( x)(c1 y1  c2 y2 )  q( x)(c1 y1  c2 y2 ) 
c1 ( y1  p( x) y1  q( x) y1 )  c2 ( y2  p( x) y2  q( x) y2 ) 
c1 (0)  c2 (0)  0 Done
This is the concept of linearity and superposition in case of homogeneaous solutions of
the homogeneous DEs.

This is not true for non linear or non homogeneous as in the following examples.

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Example 2: Both y1  1  cos x and y2  1  sin x are solutions to the linear nonhomogeneous
DE: y   y  1 . But, 2 y1 and y1  y 2 are not solutions.

Example 3: y1  x 2 and y2  1 are both solutions to the nonlinear homogeneous DE:


y y  xy   0 . But, neither  y1 nor y1  y 2 is a solution.

General and Particular Solutions:


For the homogeneous linear DE (1), the general solution, denoted y g , is any solution in
the form y g  c1 y1  c2 y2 , where y1 and y 2 are two solutions and c1 and c 2 are any arbitrary
constants. This general solution y g is also called homogeneous solution y h .
If c1 and c 2 are specified values, say 2 & 4 for instance, the solution 2 y1  4 y2 is then
called a particular solution, y p .

Initial-Value Problem (IVP):


If initial conditions, say y( x0 )  y0 & y ( x0 )  y1 , at some point x0 are given then the eqn
y   p( x) y   q( x) y  0, y( x0 )  y0 & y ( x0 )  y1
is called an initial-value problem (IVP).

Example 4: The initial-vlaue problem (IVP)


y   y  0, y(0)  4, y (0)  2
has the general solution y g  yh  c1e x  c2 e  x .
To find the values of c1 and c 2 , we substitute the initial conditions in the solution y g as
follow: y(0)  4  c1  c2 and y(0)  2  c1  c2 . From these equations we compute
c1  1 & c2  3 . Thus y p  e x  3e  x is the only particular solution that satisfies the IVP.

Basis Solution:
Definition Two functions f & g are said to be linearly independent on a set S if
c1 f ( x)  c2 g ( x)  0 is satisfied (for all x in S) only if c1  c2  0 . Otherwise, f & g are
linearly dependent.
For example, if f ( x)  0 then f & g are linearly dependent for any function g and all x in
domain g since choosing c1  0 & c2  0 , we obtain c1. f ( x)  0.g ( x)  c1 (0)  0  0 .

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On the other hand, f ( x)  cos x and g ( x)  sin x are linearly independent on any set since if
c2
c1  0 then c1. cos x  c2 . sin x  0 implies that cos x   . sin x , i.e., cos x is a constant
c1
multiple of sin x , which is not true.

So, two functions f & g are linearly dependent on a set S if one of them is a constant
multiple of the other one.

Definition The set {y1 , y 2} of solutions of the DE y  p( x) y  q( x) y  0 is said to be a


basis solution of the DE on a set S if y1 and y 2 are linearly inedependent on S.

Example 5: The set {e x , e  x }is a basis solution to the DE y   y  0 since each of e x & e  x is
ex
a solution and e x & e  x are linearly independet ( x
 e 2 x  c for any constant c).
e

Example 6: Since cos x & sin x are linearly independet and since each of them is a
solution to the DE y   y  0 , then {cos x, sin x} is a basis solution to the given DE.

Remark: A basis solution of a homogeneous differential eqn is not unique. For if the set
{y1 , y2} of solutions of the DE y  p( x) y  q( x) y  0 is a basis of the DE then {k1 y1 , k 2 y2}
is also a basis solution to the DE for any nonzero constants k1 & k 2 .

How do we find a basis solution to the homogeneous 2nd-order differential equation


y   p( x) y   q( x) y  0 ?
For now, we assume we have one solution y1 . We now use Reduction of order Method
obtain a second solution y 2 that is linearly independent from y1 .

Reduction of order method:


Find a function u such that y2  uy1 is a solution to the DE above. Since y 2  uy1  u y1 and
y2  uy1  2u y1  u y1 we substitute into the equation we obtain:
(uy1  2u y1  u y1 )  p( x)(uy1  u y)  q( x)uy1  0
 u( y1  p( x) y1  q( x) y1 )  u ( p( x) y1  2 y1 )  u y1  0
 u (2 p( x)  y1 / y1 )  u   0
Let v  u  . Then the eqn above reduces to the separable 1st-order differential eqn:

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v
 ( p( x)  2 y1 / y1 )
v
Integrating both sides with respect ot x, we obtain:
ln v    p( x)dx  2 ln y1
1
 u  v  2
e   p ( x ) dx
y1
1 1
Hence u   2
e   p ( x ) dx dx and y 2  uy1  y1  2
e   p ( x ) dx dx .
y1 y1
y2 1
Since   2 e   p ( x ) dx dx  constant. , then {y1 , y 2} is a basis solution and so the general
y1 y1
solution is then y g  c1 y1  c2 y2 .

Example 7: Find a basis solution to the following DE with y1  x is one solution:


x 2 y   x y   y  0
Solution: Write the DE in standard form: y   (1 / x) y   (1 / x 2 ) y  0
1
 e   p ( x) dx  e  (1/ x) dx  x, x  0. Hence, u   xdx  ln x , y 2  uy1  x ln x and
x2
yh  y g  c1 x  c1 x ln x  x(c1  c1 ln x)

Problems:
(6) Solve xy  2 y  xy  0 , y1  sin x / x
Answer: y2  uy1   cos x / x  yh  (c1 sin x  c2 cos x) / x

(4) Solve 2 xy   3 y 
Hint: Substiute z  y  , then z   y  and the eqution then becomes: 2 xz   3 z
Answer: y  c1 x 5 / 2  c2

(5) Solve yy   2( y ) 2
dy  dy dz
Hint: Substiute z  y  , then y    z and the eqution then becomes:
dy dx dy
dz
yz 2z 2
dy
1
Answer: y 
c1 x  c2

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Section 2.2: Second-Order Homogeneous Differential Equations With Real
Constant Coefficients

Consider the 2nd-order linear homogeneous Differential Equation


ay  by  cy  0 (1)
Where a, b and c are real constants.

Idea of Solution:
Recall a first-order linear homogeneous DE
y   ky  0
 kx
has the exponential solution y  e , where k is constant.
So, to find the solution of (1), let’s try y  e rx , where r is constant to be determined.
Substituting y  e rx into (1), we get the auxiliary (or characteristic) quadratic equation
ar 2  br  c  0 (2)
The roots of this quadratic equation are:
1  2  1  2 
r1    b  b  4ac  & r2    b  b  4ac 
2a   2a  
And we have two solutions
y1  e r1x and y 2  e r2 x (3)
From these two solutions, we obtain a basis solution and hence the general solution y g .

Types of Solutions:
There are three types of solutions depending on status of the the roots r1 & r2 . We have
three cases of the roots:
(i) Case 1: r1 & r2 are real and distinct
(ii) Case 2: r1  r2 and real
(iii) Case 3: r1 & r2 are complex and distinct

We now discuss the general solution in each case.

Case 1: Distinct Real Roots r1  r2  R


This case occurs if the discriminant b 2  4ac  0 , hence the roots r1 & r2 are real and distinct
and the two solutions y1  e r1x and y 2  e r2 x are linearly independent
( y1 / y2  e (r1 r2 ) x  cons tan t ).

So, in this case, the basis is {e r1 x , e r2 x } and the general soultion is y g  c1e r1x  c2 e r2 x .

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Example 1: Solve the IVP: y  4 y  3 y  0, y(0)  1, y(0)  1 .
Solution: Let y  e rx . Then we hav r 2  4r  3  0
The roots are r1  3  1  r2 which are real, hence y g  c1e 3 x  c2 e  x
Substituting y(0)  1, y(0)  1 , we obtain 1  c1  c2 &  1  3c1  c2
And the values of c1 & c2 are c1  0 & c2  1 , so the solution is y  e  x

Case 2: Double Real Roots r1  r2  R


This case occurs if the discriminant b 2  4ac  0 , hence we have double real roots:
b
r1  r2  
2a .
Hence, the two solutions y1  y2  e bx / 2a are dependent.

Question: How do we obtain a basis of soltuion in this case?


Answer: We apply the Rduction-of-Order method (discussed in Section 2.1) on the DE
y  (b / a) y  (c / a) y  0
1
with a solution y1  e bx / 2a is given. Let y2  uy1 . Then u   e   p ( x ) dx dx , where
y12
1
p( x)  b / a . So, u   bx / a
e bx / a dx  x , y 2  xy1 and the general solution is then
e
y g  (c1  c2 x)e r1x

Example 2: Solve the IVP: y  6 y  9 y  0, y(0)  1, y(0)  1 .


Solution: Let y  e rx . Then, the auxiliary (characteristic) equation is r 2  6r  9  0 .
The roots are r1  3  r2 , a real double root. Hence, by case 2 above,
y g  c1e 3 x  c2 xe 3 x  (c1  c2 x)e 3 x
Substituting y(0)  1, y(0)  1 , we obtain  1  c1 & 1  3c1  c2
And from which we have c2  2 , so the solution is y  (1  2 x)e 3x

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Section 2.3: The Complex Case for the Second-Order Homogeneous Differential
Equations With Real Constant Coefficients

We are solving the 2nd-order linear homogeneous Differential Equation


ay  by  cy  0 (1)
Where a, b and c are real constants.
1  2  1  2 
Substituting y  e rx into (1), we get r1    b  b  4ac  & r2    b  b  4ac 
2a   2a  

Case 3: Complex Conjugates Roots r2  r1  C


b
This case occurs if the discriminant b 2  4ac  0 . Define    and   4ac  b 2 / 2a .
2a
Since the coefficients a, b and c are real constants then the roots are complex conjugates:
r1    i & r2  r1    i , where i   1 and the two solutions , y1  e x e i x and
y 2  e x e i x are linearly independent ( y1 / y 2  e 2ix  cons tan t ) . But they are complex.

Question: How do we obtain a basis of real soltuions in this case?


Answer: Using Euler’s Identities: eix  cos x  i sin x and e ix  cos x  i sin x
e ix  e ix e ix  e ix
Hence,  cos x and  sin x
2 2i
To find a real basis, note that y g  e x (c1e i x  c2e i x )
1

Choosing c1  c2  , we obtain y p1 ex cos x .
2
1 1
Choosing c1  & c2   , then y p2  e x sin  x
2i 2i .
Note that y & y are real, linearly independent and homogeneous solutions of (1). So,
p1 p2

the basis is {e x cos x, e x sin x} and the general soultion is
yg  e
 x (c cos x  c sin x)
1 2
Example 3: Solve the IVP: y  2 y  5 y  0, y(0)  1, y(0)  1 .
Solution: Let y  e rx . Then we hav r 2  2r  5  0
The roots are r1  1  2i & r2  1  2i . So,   1 and   2 , then
y  e  x (c cos 2 x  c sin 2 x)
g 1 2
Substituting y(0)  1, y (0)  1 , we obtain 1  c1 & 1  c1  2c2 . Hence, c1  1 c2 , so the
solution is y  e  x (cos 2 x  sin 2 x) .

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Section 2.7 Existence and Uniqueness Theorem, Wronskain

In this section, we give a general theory for the homogeneous linear 2nd-order differential
equation of the form
y   a1 ( x) y   a0 ( x) y  0 (1)
where a0 ( x) & a1 ( x) are continuous functions on a given open interval I.
Consider solving the initial-value prorblem:
y   a1 ( x) y   a0 ( x) y  0, y(0)  y0 & y (0)  y1 (2)

Theorem 1: (Existence and Uniqueness Theorem)


If a0 ( x) & a1 ( x) are continuous functions on some open interval I and if x0  I , then the
initial-value problem (2) has a unique solution y(x) on the interval I.

Linear Independence of Solutions,Wronskian


The Wronskian W ( y1 , y2 ) of two solutions y1 ( x) & y2 ( x) of (1) is the determinant
y y 
W ( y1 , y2 )  det  1 2   y1 y2  y1 y2
 y1 y2 

Theorem 2: (Linear Independence and Dependence of Solutions)


Suppose a0 ( x) & a1 ( x) are continuous functions on some open interval I. Then two solutions
y1 ( x) & y2 ( x) of (1) on I are linearly dependent on I if their Wronskian is zero at some point
x0  I . Furthermore, if W  0 at some x0  I , then W  0 on I; hence if there is x1  I at
which W  0 , then y1 ( x) & y2 ( x) are linearly independent on I.

Example 1: y1 ( x)  cos x & y2 ( x)  sin x are solutions of y   2 y  0 , with   0 , on any


cos x sin x 
interval. Their wronskian is W (cos x, sin x)  det     0
  sin x  cos x 
So, by Theorem above, cos x & sin x are linearly independent on all of R. Hence, the
general solution to y   2 y  0 is c1 cos x  c2 sin x , where c1 & c2 are arbitrary constants.

Example (2): y1 ( x)  e x & y2 ( x)  xe x are solutions of y  2 y  y  0 on any interval.


e x xe x  2x
Their wronskian is W (e , xe )  det  x
x x
e 0
e ( x  1)e x 
So, e x & xe x are linearly independent on all of R , and the general solution to y  2 y  y  0
is (c1  c2 x)e x where c1 & c2 are arbitrary constants.

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Theorem 3: (Existence of a General Solution)
If a0 ( x) & a1 ( x) are continuous functions on some open interval I, then the differential
equation y  a1 ( x) y  a0 ( x) y  0 has a general solution on I.

Theorem 4: (General Solution)


Suppose that equation (1) has continuous coefficients a0 ( x) & a1 ( x) on some open interval .
Then every solution of (1) on I is of the form y g ( x)  c1 y1 ( x)  c2 y2 ( x) , where y1 ( x) & y2 ( x)
form a basis of solutions of (1) on I and c1 & c2 are arbitrary constants.
Hence, (1) does not have singular solutions.

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Section 2.13 Higher-Order Linear Differential Equations

In this section, the concepts and definitions introduced to the linear differential equations of
order 2 in Sections (2.1 & 2.7) are generalized to the Linear Differential Equations of
higher-orders (n > 2):
y ( n)  an1 ( x) y ( n1)  ... a1 ( x) y   a0 ( x) y  f ( x) (1)
If f ( x)  0 , we obtain the homogeneous differential equation in (2). Otherwise, it is
nonhomogeneous.
y ( n)  an1 ( x) y ( n1)  ... a1 ( x) y  a0 ( x) y  0 (2)
A homogeneous solution y h of (2) on an interval a  x  b , is a function y  h(x) , defined
and continuous on the interval I  (a, b) , that satisfies eqn (2) above for all x  I .

Example 1: Each of the functions y1  e x , y2  e  x and y3  xe x satisfies the following


3rd-order linear and homogeneous differential equation: y  y  y  y  0
So, all of y1 y2 and y3 are homogeneous solutions.
,
Note also that  2e x , 4e x &  2e x  4 xe x are also homogeneous solutions to the above DE.

Theorem 1 (Superposition and Linearity Principles)


For the homogeneous linear DE (2) , sums and constant multiples of solutions on an open
interval I are again solutions of (2) on I.

Proof: It is a generalization of the proof in Sec. 2.1 Done

Again, this is not true for non linear or non homogeneous.

Linear Independence and Dependence Definition


The n functions y1 ( x), y2 ( x), ..., yn ( x) are called linearly independent on an interval I if
c1 y1 ( x)  ...  cn yn ( x)  0 (3)
For all x in I implies that all c1 , c2 ,..., cn are zero. Otherwise, they are linearly dependent.
For example, if y1 ( x)  0 then y1 ( x), y2 ( x), ..., yn ( x) are linearly dependent by putting
c1  1, c2  ...  cn  0
Also, y1 ( x), y2 ( x), ..., yn ( x) are linearly dependent on I iff one of the functions can be written
as a linear combination of the other (n-1) functions.
1
For instance, y1 ( x)   (c2 y2 ( x)  ...  cn yn ( x)) iff c1  0
c1
iff y1 ( x), y2 ( x), ..., yn ( x) are linearly dependent.

12
Example 2: The functions y1 ( x)  x, y2 ( x)  2 x & y3 ( x)  x 2 are linearly dependent since
1
y1 ( x)  y2 ( x)  0. y3 ( x)
2

Example 3: Show that the functions y1( x)  x, y2 ( x)  x2 & y3 ( x)  x3 are linearly


independent on any interval, say I  [1, 3]
Solution:
Equation (3) is: c1 x  c2 x 2  c3 x3  0
Putting x  1, x  2 & x  3 , into (3) we obtain the following system of linear equations:
c1  c2  c3  0
2c1  4c2  8c3  0
3c1  9c2  27c3  0
Solving these equations we obtain c1  c2  c3  0 . Hence x, x 2 & x 3 are linearly independent
on the interval [1, 3] .

General Solution, Basis and Particular Solutions:


A basis of solution of (2) on an open interval I is a set { y1 , y2 , ..., yn } of n linearly
independent solutions.

A general solution of (2), denoted y g , on an open interval I is any solution of the form
y g  c1 y1  c2 y 2  ...  cn yn (4)
where { y1 , y2 , ..., yn } is a basis (fundamental system) of solutions of (2) and c1 , c2 ,..., cn1 & cn
are any arbitrary constants. This y g is also called homogeneous solution y h .
If c1 , c2 ,..., cn1 & cn in (4) are specified values, the solution is then called a particular
solution y p .

Example 4: The functions x, x 2 & x 3 in Example 3 above are linearly independent solutions
to the 3rd-order linear and homogeneous differential equation x3 y  3x 2 y  6 xy  6 y  0 on
any interval does not contain 0.
So, a general solution to the above equation is y g  c1 x  c2 x 2  c3 x3 and (for example)
y p  3x  2 x 2  5 x 3 is a particular solution to the DE in Example 4 above.

Initial-Value Problem, Existence and Uniqueness


y (n)  an1 ( x) y (n1)  ... a1 ( x) y   a0 ( x) y  0
Consider the IVP: (5)
y ( x0 )  y 0 , y ( x0 )  y1 , ..., y ( n1) ( x0 )  y n1

13
Theorem 2: (Existence and Uniqueness Theorem)
If a0 ( x) , ..., an1 ( x) are continuous functions on some open interval I and if x0  I , then the
initial-value problem (5) has a unique solution y(x) on the interval I.

Example (5) Solve the IVP


x 3 y  3x 2 y  6 xy  6 y  0
y (1)  2, y(1)  1, y(1)  4
Solution: Note that this equation is not in standard form. Its standard form is
3 6 6
y  y  2 y  3 y  0
x x x
So, the coefficeints are continuous on any interval not containing 0. Since x0  1  0, then by
Theorem 2 above, a unique solution exists on the interval where x  0.

In Example 4,we saw that the general solution to this eqn. is y g  c1 x  c2 x 2  c3 x3


Substituting the given initial conditions, we obtain
y (1)  2  c1  c2  c3
y(1)  1  c1  2c2  3c3
y(1)  4  2c2  6c3
Solving for the constants, we obtain y p  2 x  x 2  x 3 as the unique solution with x > 0.

Linear Independence of Solutions. Wronskain


The Wronskian W ( y1 ,..., yn ) of n solutions y1 ( x) ,..., yn ( x) of (2) is the nth-order determinant
 y1 y2 ...... yn 
 
 y1 y2 ....... yn 

W ( y1 , ..., yn )  det . 
 
. 
 ( n 1) ( n 1) 
 y1 ........ yn 

Theorem 3: (Linear Independence and Dependence of Solutions)


Suppose a0 ( x) , ..., an1 ( x) are continuous functions on some open interval I. Then n solutions
y1 ( x),..., yn ( x) of the differentia equation
y ( n)  an1 ( x) y ( n1)  ...  a1 ( x) y   a0 ( x) y  0 (2)
on I are linearly dependent on I if their Wronskian is zero at some point x0  I .
Furthermore, if W  0 at some x0  I , then W  0 on I; hence if there is x1  I at which W  0
, then y1 ( x) ,..., yn ( x) are linearly independent on I.

14
 x x 2 x3 
 
Example 6: W ( x, x 2 , x 3 )  det 1 2 x 3x 2   2 x 3
0 2 6 x 
 
By Example 5, the functions x, x 2 & x 3 are solutions to the 3rd-order linear and homogeneous
differential equation x3 y  3x 2 y  6 xy  6 y  0 on any interval not containing 0.
Since, W  2 x3  0 for any x  0, then the solution set {x, x 2 , x 3} is liearly independent on
I  (0, ) and hence a basis of solutions of the equation above.

e x e  x xe x 
 
Example 7: Since W (e x , e  x , xe x )  det e x  e  x ( x  1)e x   4e x  0
 x x x
e e ( x  2)e 
And since e x , e x & xe x are solutions to y  y  y  y  0 for all x, then by Theorem above,
{e x , e  x , xe x } is a basis of solutions to the equation.

Theorem 4: (Existence of a General Solution)


If the coefficients a0 ( x) , ..., an1 ( x) of (2) are continuous functions on some open interval I,
then (2) has a general solution on I.

Theorem 5: (General Solution)


Suppose that (2) has continuous coefficients a0 ( x) , ..., an1 ( x) on some open interval . Then
every solution of (2) on I is of the form y g ( x)  c1 y1 ( x)  c2 y2 ( x)  ...  cn yn ( x)
where y1 ( x) ,..., yn ( x) form a basis of solutions of (2) on I and c1 & c2 are arbitrary constants.

Hence, (2) does not have singular solutions.

15
Section 2.14: Higehr-Order Linear Homogeneous Differential Equations
With Constant Coefficients
In this section, we discuss the solution to the Higehr-Order Homogeneous Differential
Equations with real constant coefficients y (n)  an1 y (n1)  ... a1 y   a0 y  0 (1)

Since the coeffecients of (1) are all consatnts, and hence contintuous on R, then,
by Theorem 4 of Section 2.13, a general solution always exists on all of R.

To find the solution of (1), we imitate the method of in Sections 2.2 (the 2nd-order
homogeneous equation with constant coefficients). So, we assume an exponential
solution y  e rx , and we substitue it in eq. (1) we obtain the auxiliary equation:
rn  an1r n1  ... a1r  a0  0 (2)
Let r1 , ..., rn be the n roots of (2). Then we obtain the solutions y1  e , ..., yn  e r1x rn x

To find a basis of solutions, we look for n linearly independent solutions of the form y  e rx

Remark:
Before discussing the cases of the roots, we need the following Vandermond Determinant
of order n
1 1 ....... 1 
 
r1 r2 rn 
V  det .   (1) n ( n 1) / 2
 (ri  r j )
  1i  j  n
. 
 n 1 
r1 r2 n 1 rn n 1 
:
0, if ri  r j , for some i  j

nonzero, if all ri are distinct

Cases of the Roots:


As in Section 2.2, we have three cases to consider:
(iv) Case 1: all roots are real and distinct
(v) Case 2: some complex roots
(vi) Case 3: some repeated real roots.

16
Case 1: Distinct Real Roots ri  r j  R, i  j
In this case, the n solutions are y1  e r1x , ..., yn  e rn x . Using Vandermond determinnat, the
Wronskian of these solutions is nonzero:
e r1 x e r2 x ....... e rn x 
 rx 
r1e 1 r2 e r2 x rn e rn x 
W (e r1 x ,..., e rn x )  det . 

. 
 n 1 r x n 1 r x n 1 r x

r1 e 1 r2 e 2 rn e n 
1 1 ....... 1 
 
r1 r2 rn 
 e( r1  r2 ... rn ) x det . 
 
. 
 n 1 n 1 n 1 
r1 r2 rn 
 e( r1  r2 ... rn ) x (1) n ( n 1) / 2  (ri  rj )
1 i  j  n

0
So the solutions above form a basis and a general solution in this case is y g  c1e r1x  ...  cn e rn x
for all real x.

Theorem 1: (Basis)
n solutions y1  e r1x , ..., yn  e rn x of (1) form a basis of solutions of (1) iff all the n roots
r1 , ..., rn of (2) are distinct.

Theorem 2 (Linear Independence)


Any number of solutions y1  er1x , ..., yk  erk x of (1) are linearly independent on any open
interval I iff r1 , ..., rk are distinct.

Example 1: Solve the differential Equation


y   2 y   y   2 y  0
Solution: y  e rx  r 3  2r 2  r  2  0
The roots of this auxiliary equation are:  1,1& 2 and the general solution is then
y g  c1e  x  c2e x  c3e 2 x

17
Remark To look for the roots, we use the following helpful steps:
1, 2
- By rational zero test, the rational zeros are obtained from the set  { } where 1 &
1
2 are the divisors of 2 (the constatnt term) and 1 is the divisor of 1 (the leading
coefficient)

- By Descarte’s rule of sign, there are 2 or no positive real roots and exactly one
negative root.

- Use synthetic division by the possible rational zeros to obtain the roots.

Case 2: Some Complex Conjugate Roots ri  r j  C


Note: If the coefficients an1, ...,a0 are all real, then if there is a complex root, say
r    i , then its conjugate r    i is also a root, i.e., complex roots occurd as pairs.
As in Section 2.3, the two real solutions that correspond to the complex conjugate roots
r    i are ex cos x and ex sin x .

Example 2: Solve the IVP: y  y  100 y  100 y  0, y(0)  4, y(0)  11 & y(0)  299
Solution: y  e rx  The auxiliary equation is r 3  r 2  100r  100  0
-The rational zeros are divisors of 100.
- There are 3 or 1 positive root
- There are no negative roots
11 1 100  100
- By synthetic division by 1, we obtain a quadratic quation: 1  0  100
1 0 100 0
So, r1  1 is a real root. The other two roots are the roots of the quadratic equation
r 2  100  0 which are the complex conjugate roots r2, 3  10i
So, the general solution is y g  c1e x  c2 cos10 x  c3 sin10 x
We now substitute the initial values
y (0)  4  c1  c2
y(0)  11  c1  10c2
y(0)  299  c1  100c2
Solving for the constants c1 , c2 & c3 we obtain y g  e  3 cos10 x  sin10 x
x

18
Case 3 Some Repeated Real Roots r1  r2  ....  rm
If a real root r1 is repeated m-times ( r1 is a root of multiplicity m), say r1  r2  ....  rm ,
then (as a generalization of the 2nd-order in this case) we obtain m independent solutions
as follow: y1  e r1x , y2  xe r1x , ..., ym  x m1e r1x

v iv
Example 3: Solve the DE: y  3 y  3 y   y   0
Solution: The auxiliary equation is r 5  3r 4  3r 3  r 2  0
The roots are: 0, 0, 1,1 ,1 and the general solution is y  (c0  c1x)  (d0  d1x  d 2 x 2 )e x

If a complex root, say r    i and hence its conjugate r    i are repeated, say
r1  r2  ....  rm and r1  r2  ....  rm then indepndent solutions are obtained by multiplying
the solutios ex cos x and ex sin x by x for each time the roots are repeated, so we
ex cos x, xe x cos x, ..., x m1ex cos x
obtain the solutions
ex sin x, xe x sin x, ..., x m1ex sin x,

For example, if r1  1  2i is a root of multiplicity 3 of the auxiliary equation of a


homogeneous DE with real constant coefficients, then its conjugate r1  1  2i is also a
repeated root of multiplicity 3. Hence, the solutions corresponding to these roots are
e x (( A0  A1 x  A2 x 2 ) cos 2 x  ( B0  B1 x  B2 x 2 ) sin 2 x)

19
Section 2.6: Cauchy-Euler Equations
Consider the 2nd – order Cauchy-Euler DE: ax 2 y   bxy   cy  0 (1)
where a , b and c are real constants. Writing this equation in standard form, we obtain
c
y   b y   2 y  0
ax ax (2)

By Theorem 4 of Section 2.13, since the coeffecients of (2) are all contintuous on R /{0} ,
then a general solution always exists on any interval not containing 0.
So, a solution of (2)( hence of (1)), exists on (0, ) or ( ,0) .

Idea of Solution:
We look for a function f such that xf  & x 2 f  are both constant multiples of f. For
instance, f ( x)  x r satifies xf   rf & x 2 f   r (r  1) f .
So we assume the solution of the form y  x r where r is a constant to be determined.
Substituting y  x r into (1), we get the characteristic (auxiliary) quadratic equation
ar (r  1)  br  c  0 (3)
Or ar  (b  a)r  c  0
2
(4)
The roots r1 &r2 of this quadratic equation are:
r 
1
1 2a

 (b  a)  (b  a) 2  4ac  and r 
1
2 2a

 (b  a)  (b  a) 2  4ac 
And we have two solutions y1  x r1 and y2  x 2
r
(5)
From these two solutions, we obtain a basis solution and hence the general solution y g .
Types of Solutions:
There are three types of solutions depending on the the roots r1 & r2 . We have three cases
of the roots:
Case 1: r1 & r2 are distinct and real
Case 2: r1  r2 and real
Case 3: r1 & r2 are distinct but complex conjugates.
Note that if r1 & r2 are distinct, then the two solutions: y1  x r1 and y 2  x r2 are
y2
independent since  x r2 r1  consatnt (
y1
x r1 x r2
(The Wronskian is W   (r2  r1 ) x r1  r2 1  0 (all x  0 )).
r1 1 r2 1
r1 x r2 x

21
Case 1: Distinct Real Roots r1  r2  R
In this case, the two solutions y1  x r1 and y 2  x r2 are independent (by the Wronskian) and
hence the general solution is y g  c1 x r1  c2 x r2

Example 1: Solve x 2 y   2.5xy   2 y  0


Solution: Let y  x r . Then we hav r 2  3.5r  2  0
The roots are r1  4  1 / 2  r2 which are real, hence y g  c1 x 4  c2 x 1/ 2

Case 2: Double Real Roots r1  r2  R


This case occurs if the discriminant (b  a) 2  4ac  0 , hence we have double real roots:
(b  a)
r1  r2   . Hence, the two solutions are dependent ( y1  y2  x (ba ) / 2a ).
2a
To obtain a basis of solution in this case, we apply the Rduction-of-Order method
(Section 2.1) on the DE y   (b / ax) y   (c / ax 2 ) y  0 , where a solution y1  x (ba) / 2a is given.
1
Let y2  uy1 . Then u   e   p ( x ) dx dx , where p( x)  b /( ax) .
y12
x b / a
dx  ln x, y2  y1 ln x and the general solution is then y g  (c1  c2 ln x) x 1
r
So, u   ( b  a ) / a
x
y1 y1 ln x
In this case, the Wronskian of the solutions is then  y12 / x  0
y1 y1 ln x  y1 / x

Example 2: Solve x 2 y   3xy   4 y  0


Solution: Let y  x r . The auxiliary equation is r 2  4r  4  0 . The roots are r1  2  r2 , a
real double root. So, y g  (c1  c2 ln x) x 2 .

Case 3: Complex Conjugates Roots r2  r1  C


This case occurs if the discriminant (b  a) 2  4ac  0 .
ba
Define   
2a
and   4ac  (b  a) 2 / 2a , then the roots are r1    i & r2    i   0 . ,
Note that the roots r1  r2  r2 are complex conjugates and the two solutions y1  x r1 &
r
y 2  x 2 are linearly independent since W ( y1 , y 2 )  2ix 2 1  0 or ( y1 / y 2  x 2i  cons tan t ).
But, they are complex: y1  x x i and y2  x x i .
To obtain a basis of real soltuions in this case, note that
x i  e i ln x  cos( ln x)  i sin(  ln x) & x i  e i ln x  cos( ln x)  i sin(  ln x)

21
( xi  x i )  cos( ln x) and ( x i  x i )  sin(  ln x)
1 1
Then: 2 2i

So, y1  x cos( ln x) and y2  x sin(  ln x) are two real and linearly independent
solutions of (1) when the roots are complex conjugates ( y1 / y2  cot( ln x)  cons tan t )
Hence, the general soultion is y g  x (c1 cos( ln x)  c2 sin( ln x))

Example 3: Solve x 2 y   7 xy   13 y  0
Solution: Let y  x r . Then we hav r 2  6r  13  0
The roots are r1  3  2i & r2  3  2i , so,   3 and   2 and
y g  x 3 (c1 cos(2 ln x)  c2 sin(2 ln x))

Example 4: Boundary Value Problem (BVP)


Electric Field Between two Concentric Spheres
Find the electrostatic potential v  v(r ) between two concentric spheres of radii
r1  4 cm & r2  8 cm kept at potentials v1  110 volt & v2  0 volts , respectively.

Solution: Physical Information


The potential v  v(r ) satisfies rv  2v  0 .
This is Cauchy-Euler equation, So, let v  r m .
Then we have m2  m  0 . The roots are m  0 &  1.
So, the potential is v(r )  c1  c2 / r . Substituting the boundary values:
v(4)  110  c  c / 4
1 2
v(8)  0  c  c / 8
1 2
The solution is then v(r )  110  880 / r

22
Section 2.8 NonHomogeneous Equations

In this section, we give a general theory for the non homogeneous linear 2nd-order
differential equation of the form
y  a1 ( x) y  a0 ( x) y  f ( x) (1)
where a0 ( x) & a1 ( x) are continuous functions on a given open interval I.
Consider also the homogeneous linear 2nd-order differential equation of the form:
y   a1 ( x) y   a0 ( x) y  0 (2)

Theorem 1: Relations Between Solutions of (1) & (2)


a- If y1 & y 2 are two solutions of (1) on some open interval I, then y1  y2 is a solution
of (2) on I also.
b- If y p is a solution of (1) and yh is a solution of (2) on some open interval I, then
y p  yh is a solution of (1) on I.

Proof: Define L[ y]  y   a1 ( x) y   a0 ( x) y .
Note that L[ y] is a linear operator, i.e., L[c1 y1  c2 y2 ]  c1L[ y1 ]  c2 L[ y2 ]
a- If y1 & y2 are solutions of (1), then L[ y1 ]  L[ y2 ]  f ( x)
Hence, L[ y1  y2 ]  L[ y1]  L[ y2 ]  f ( x)  f ( x)  0 , so y1  y 2 is a solution of (2) on I also.

b- If y p is a solution of (1) on some open interval I and yh is a solution of (2) on I


also, then L[ y p ]  f ( x) & L[ yh ]  0 . Hence L[ y p  yh ]  L[ y p ]  L[ yh ]  f ( x)  0  f ( x)

Definitions: General Solution of the nonhomogeneous eqn (1)


If yh  c1 y1( x)  c2 y2 ( x) is a solution of (2) and if y p (x) is a solution of (1), then
y g  yh  y p  c1 y1 ( x)  c2 y2 ( x)  y p ( x)
(3)
is a general solution of (1).

A Particular Solution of the nonhomogeneous eqn (1) is a solution of the form


c1 y1 ( x)  c2 y2 ( x)  y p ( x) where the constants c1 & c2 are specified numbers.

General Solution of (1) Includes All Solutions


Theorem 2: Suppose the coefficients a0 ( x), a1 ( x) and the function f (x) of (1) are all
continuous functions on some open interval I. Then a general solution of (1) exists on I
and every solution of (1) is obtained by assigning suitable values to the arbitrary
constants in the genearl solution (3).

23
How to Solve (1) or IVP for (1)?
We find the homogeneous solution yh of equation (2) and find the particular solution y p
of (1).

Example 1: Find the general solution of y  4 y  5 y  4e 2x .


Solution:
Step 1: Find the homogeneous solution of y  4 y  5 y  0
Since the coefficients are constants, then the solution is of the form y h  e rx .
Substituting into the homogeneous equation above , we get the auxiliary
equation r 2  4r  5  0 . We obtain r1  2  i & r1  2  i and so
yh  e2 x (c1 cos x  c2 sin x) .
Step 2: We now find the particular solution y p of y  4 y  5 y  4e 2x .
Since f ( x)  4e 2 x and since the coefficients of the equation are conatant,
then y p and its derivatives should be in the form of Ae 2x . So, let y p  Ae 2 x ,
then we have A(4e 2 x )  4 A(2e 2 x )  5 Ae 2 x  4e 2 x . Solving for A, we obtain A  4 / 17 .

Step 3: So, the general solution is then y g  e 2 x (c1 cos x  c2 sin x)  (4 / 17)e 2 x .

Example 2: Solve the initial value problem IVP


y  4 y  5 y  4e 2 x , y(0)  0 & y(0)  1.
Solution:
Step1: y h  c1e x  c 2 e 5 x is the homogeneous solution of y   4 y   5 y  0
Step 2: Again, as in Example (1), we assume the particular solution as y p  Ae 2 x .
Then we have, A(4e 2 x )  4 A(2e 2 x )  5 Ae 2 x  14e 2 x
Solving for A, we obtain A  2.
Step 3: y g  c1e x  c2e 5 x  2e 2 x
Step 4: Find the coefficients c1 &c2 such that the solution satisfies the initial values.
With y(0)  0 , then 0  c1  c 2  2
And y(0)  1, then  1  c1  5c2  4
5 1
Solving these two equations for c1 &c2 , we obatin c1   & c2  .
2 2
5 1
Hence the unique particular solution to the IVP is y p   e x  e 5 x  2e 2 x .
2 2

24
Section 2.9 Undetermined Coefficients Solution Method
In this section, we solve the nonhomogeneous eqn
y  a1 ( x) y  a0 ( x) y  f ( x) (1)
by the Undetermined Coefficients Solution Method. This method requires eqn (1) to have
two properties:

1- The coefficients are constants, i.e., eqn (1) becomes:


a2 y   a1 y   a0 y  f ( x) (2)
In this case, the homogeneous solution y h is found as in Sections 2.2 & 2.3 by
assuming y h  e rx .

2- The function f (x) is a linear combination of x r , e ax , sin bx, cos bx, sinh bx and / or cosh bx .

Steps of Solution
Step 1: As in Sec 2.2 & 2.3 find the homogeneous solution yh  c1 y1 ( x)  c2 y2 ( x) of
a 2 y   a1 y   a0 y  0 (3)
Step 2: Find the particular solution y p of (2) according to the following rules:

(a) Basic Rule:


*
Choose y p in the same form as f (x) but with undetermined coefficients as in the
following table:

f (x) Assumed y p *
kxn An x n  An1 x n1  ...  A0
kerx Ae rx
k cos bx or k sin bx A cos bx  B sin bx
kerx x n ( An x n  ...  A0 )e rx
kerx cos bx or kerx sin bx ( A cos bx  B sin bx)e rx
kxn cos bx or kxn sin bx ( An x n  ...  A0 ) cos bx  ( Bn x n  ...  B0 ) sin bx
kxn e rx cos bx or kxn e rx sin bx e rx ( An x n  ...  A0 ) cos bx  e rx ( Bn x n  ...  B0 ) sin bx

(b) Modification Rule:

25
If the assumed y p * or any of its derivatives is already a homogeneous solution of (3) then
multiply y p * by x, x 2 , ..., x r where r is the least positive integer such that x r y p * is not a
homogeneous solution. The particular is then y p  x r y p * .
(c) Sum Rule (Superposition)
If f ( x)  f1 ( x)  f 2 ( x)  ...  f m ( x) , then for each f k (x) , we assume a particular solution y pk
( modified if needed) and the particular solution will be the superposition y p  y p1  ...  y pm

Example 1: Solve y  4 y  8x 2


Solution:
Step1: The homogeneous solution of y   4 y  0 is yh  c1 cos 2 x  c2 sin 2 x
Step 2: Since f ( x)  x 2 , then the assumed paticular solution is y p *  Ax 2  Bx  C .
No modification is needed, so y p  y p * .
To find A, B & C, substitute y p in the nonhomogeneous eqn we obtain
2 A  4( Ax 2  Bx  C )  8x 2 and from which we have 4 Ax 2  8x 2 , 4Bx  0 & 2 A  4C  0
So, A  2, B  0 & C  1 and then y g  c1 cos 2 x  c2 sin 2 x  (2 x 2 1)

Example 2: Solve y  3 y  2 y  4e 2 x


Solution:
Step1: yh  c1e x  c2e 2 x
Step 2: Since f ( x)  4e 2 x , we assume y p *  Ae 2 x which is a homogeneous solution. So
a modification is needed by multiplying by x: y p  xy p *  Axe 2 x .
To find A, substitute y p in the nonhomogeneous eqn we obtain
y p  Axe 2 x  2 y p  2 Axe 2 x
 
y p  A(2 x  1)e 2 x   3 y p  A(6 x  3)e 2 x
 
y p  A(4 x  4)e 2 x  y p  A(4 x  4)e 2 x
We add and obtain: Ae 2 x  4e 2 x  A  4 . So, y g  c1e x  c2e 2 x  4 xe 2 x

Example 3: Solve the IVP y  2 y  y  6e  x , y(0)  0, y(0)  1


Solution:
Step1: yh  c1e  x  c2 xe  x
Step 2: : Since f ( x)  6e  x , we assume y p *  Ae  x . Again, a modification is needed
since Ae  x is a homogeneous solution. To modify it, multiply by x . Again

26
Axe  x is a homogeneous solution, so multiply by x again and this time
y p  x 2 y p   Ax 2e x is not a homogeneous solution.
To find A, substitute y p in the nonhomogeneous eqn we obtain

y p  Ax 2 e  x  y p  Ax 2 e  x
 
y p  A( x 2  2 x)e  x  2 y p  A(2 x 2  4 x)e  x
 
y p  A( x 2  4 x  2)e  x  y p  A( x 2  4 x  2)e  x
We add and obtain: 2 A  6  A  3 , so, y g  (c1  c2 x  3x 2 )e  x

Step 3: Find the coefficients c1 &c2


y(0)  0  c1 and y (0)  1  c1  c2 , so y g  ( x  3x 2 )e x

Example 4: Solve the IVP y  2 y  5 y  4 xe  x cos 2 x, y(0)  0, y(0)  1


Solution:
Step1: yh  e  x (c1 cos 2 x  c2 sin 2 x)
Step 2: y p   e  x ( Ax  B) cos 2 x  e  x (Cx  D) sin 2 x .
Note that part of y p * is a homogeneous solution, namely
e x ( B cos 2 x  D sin 2 x) . So, modify y p by multiplying it by x to obtain
*

y p  xy p   e x ( Ax 2  Bx ) cos 2 x  e x (Cx2  Dx) sin 2 x


Step 3: Find the constants A, B, C & D by substituting y p in the nonhomogeneous
eqn. Then y g  e  x [( Ax 2  Bx  c1 ) cos 2 x  (Cx 2  Dx  c2 ) sin 2 x]

27
Section 2.15 (a) Undetermined Coefficients Solution Method for Higher Order DEs
We now apply Undetermined Coefficients Solution Method to Higher Order
nonhomogeneous differential equations with the same properties on the coefficients and
f(x).
an y ( n)  an1 y ( n1)  ...  a0 y  f ( x) (4)
r ax
where f (x) is a linear combination of x , e , sin bx, cos bx, sinh bx and / or cosh bx

Remark: Let L[ y]  an y (n)  an1 y (n1)  ...  a0 y


So eqn (4) becomes
L[ y]  f ( x) (5)
We give example using Superposition Principle:
If f ( x)  f1 ( x)  f 2 ( x)  ...  f m ( x) , then for each f k (x) , we assume a particular solution y pk
( modified if needed) and the particular solution will be the superposition
y p  y p1  ...  y pm

Example 1: Without evaluating the undetermined coefficients, write the general solution of:
y iv  4 y   5 y   8x 3  7e 2 x  2e 2 x sin x

Solution:
Step 1: Soving y iv  4 y   5 y   0 , we obtain yh  (c0  c1 x)  e 2 x (c2 cos x  c3 sin x)
Step 2: To find the form of y p , we find the particular solution for each f k (x) .

f (x) Assumed: y p  Modified: y p


8x 3 Ax 3  Bx 2  Cx  D x 2 ( Ax 3  Bx 2  Cx  D)
7e 2 x Ee 2 x Ee 2 x
2e 2 x sin x e 2 x ( F sin x  G cos x) xe 2 x ( F sin x  G cos x)
So, y p  x 2 ( Ax 3  Bx 2  Cx  D)  Ee 2 x  xe 2 x ( F sin x  G cos x) and y g  yh  y p .

Example 2: Suppose the homogeneous solution and f (x) of (2) are given, write the
general sloution in each of the following cases:
(i) yh  (c1  c2 x) cos 2 x  (c3  c4 x) sin 2 x  c5e 2 x and f ( x)  cos 2 x  10e 2 x sin 2 x  e 2 x
Then: y p   ( A cos 2 x  B sin 2 x)  e 2 x (C cos 2 x  D sin 2 x)  Ee 2 x
Modification is needed for the first and third terms of y p 
The modified y p is then
y p  x 2 ( A cos 2 x  B sin 2 x)  e 2 x (C cos 2 x  D sin 2 x)  Exe 2 x

28
(ii) yh  ( Ax  B)  (C cos x  D sin x)  ( Ex 2  Fx  G)e 2 x  He x
and f ( x)  cos x  2 x 3  x 2 e 2 x  5e x
Then: y p   ( A cos x  B sin x)  (Cx 3  Dx 2  Ex  F )  e 2 x (Gx 2  Hx  I )  Je 2 x
Modification is needed for all the terms
The modified y p is then
y p  x( A cos x  B sin x)  x 2 (Cx 3  Dx 2  Ex  F )  x 3e 2 x (Gx 2  Hx  I )  Jxe 2 x

29
Section 2.10 Solution by Variation of Parameters Methods

In this section, we use the Variation of Parameters Method to solve the


nonhomogeneous DE
y   a1 ( x) y   a0 ( x) y  f ( x) (1)
where a0 ( x), a1( x) & f ( x) are continuous functions on a given open interval I .

Contrary to the method of Undetermined Coefficients, this method requires no specific


conditions on the coefficients a0 ( x), a1 ( x) nor on the function f (x) other than being
continuous on an open interval I.

How does this method (Variation of Parameters ) work?

Steps of the Solution Method:


Step 1: Find the homogeneous solution yh  c1 y1 ( x)  c2 y2 ( x) of the homogeneous
equation: y   a1 ( x) y   a0 ( x) y  0 (2)

Step 2: Find the particular solution y p as follow:


y p  u1 ( x) y1  u 2 ( x) y 2 (3)
where u1 & u 2 are variables (functions of x) to be determined.

The general solution is then y g  yh  y p

Remark(1): This way of finding y p resembles the method of finding a 2nd - order
linearly independent solution y2  uy1 from a given one y1 .

Computation of u1 & u 2 :
y p  u1 y1  u2 y2  yp  u1 y1  u2 y2  (u1 y1  u2 y2 )
In order not to obtain 2nd - order differential equation in the new variables u1 & u 2 , we
require u1 y1  u 2 y 2  0 (4)
Then yp  u1 y1  u2 y2  u1 y1  u2 y2
Substituting y p , y p & y p in equation (1) as a particular solution and simplifying we obtain:
y p  a1 ( x) y p  a0 ( x) y p  u1 ( y1  a1 ( x) y1  a0 ( x) y1 ) 
(5)
u 2 ( y 2  a1 ( x) y 2  a0 ( x) y 2 )  (u1 y1  u 2 y 2 )  f ( x)
Since y1 & y2 are homogeneous solution satisfying (2), then (5) simplifies to

31
u1 y1  u2 y2  f ( x) (6)

We now have two equations relating u1 & u 2 , namely (4) and (6):
u1 y1  u2 y2  0
u1 y1  u 2 y2  f ( x)

Using Cramer’s Rule, we solve for u1 & u 2 and obtain:

W1 W 0 y2 y 0
u1  & u 2  2 , where W1    f ( x) y 2 , W2  1  f ( x) y1
W W f ( x) y 2 y1 f ( x)
y1 y2
and W   The wronkain of y1 & y 2 .
y1 y 2
Integrating both u1 & u 2 and substituting u1 & u2 in (3), we obtain y p  y1  u1dx  y2  u2dx

Remark(2) Note that equation (1) is put in standard form y   a1 ( x) y   a0 ( x) y  f ( x)

Example (1) Solve y  y  sec x


Solution:
cos x1 sin x
Step1: y h  c1 cos x  c2 sin x and hence W  1
 sin x cos x
Step 2: y p  u1 cos x  u2 sin x .
0 sin x
Then W1    f ( x) y 2   sec x sin x   tan x
sec x cos x
cos x 0
and W2   f ( x) y1  sec x cos x  1
 sin x sec x

So, u1   tan x  u1    tan xdx  ln cos x and u2  1  u2   dx  x


And the general solution is yg  (c1 cos x  c2 sin x)  (ln cos x) cos x  x sin x

31
Section 2.15(b) Solution of Nonhomogeneous Higher Order Differential Equations
using Variation of Parameters Method

In this section, we generalize the Method Variation of Parameters to solve the higher
order nonhomogeneous eqn
y( n)  an1( x) y( n1)  ...  a1( x) y  a0 ( x) y  f ( x) (1)

Steps of the Solution Method


Step 1: Find the homogeneous solution yh  c1 y1( x)  ...  cn yn ( x) of the homogeneous
equation
y( n)  an1( x) y( n1)  ...  a1( x) y  a0 ( x) y  0
(2)
Step 2: Find the particular solution y p as follow:
y p  u1 ( x) y1  ...  u n ( x) y n
(3)
Where u1, u2 , ..., un are variables (functions of x) to be determined.

The general solution is then yg  yh  y p

Computation of u1,..., un
Given y p  u1 y1  ...  u n yn  y p  u1 y1  ...  un yn  (u1 y1  ...  u n yn )
In order not to obtain higher order differential equations in the new variables u1 , ..., u n ,
we require u1 y1  ...  u n y n  0 (4)
( n 1)
We continue computing y p , ..., y p and in each step we set:
u1 y1( k 1)  ...  u n y n ( k 1)  0, k  1, ..., n  1 (5)

Then compute y p (n) and substitue each of y p , y p , y p , ..., y p ( n1) & y p ( n) in equation (1), we get
y ( n ) p  ...  a0 ( x) y p  u1 ( y1  a n1 ( x) y1  ...  a0 ( x) y1 ) 
u 2 ( y 2  a n1 ( x) y 2  ...  a0 ( x) y 2 )  ....... 
(6)
u n ( y n  a n1 ( x) y n  ...  a0 ( x) y n ) (u1 y1( n1)  ...  u n y n ( n1) )
 f ( x)

Using the fact that each of y1, y2 ..., yn is a homogeneous solution satisfying equation (2),
we then obtain u1 y1( n1)  u 2 y 2 ( n1)  ...  u n y n ( n1)  f ( x) (7)

32
So, from equations (4), (5) and (7) we obtain the following sytem of linear equations in
u 1 , ..., u n :
u1 y1  u 2 y 2  ...  u n y n  0
u1 y1  u2 y2  ...  un yn  0
.
.
.
( n 1)
u1 y1( n1)  u 2 y 2  ...  u n y n ( n1)  f ( x)

To solve for each of u1, ..., un , we apply Cramer’s Rule:


Wk
uk  , k  1, 2, ..., n (8)
W

Where W is the Wronskian of y1( x),..., yn ( x) , namley


 y1 y2 . . . yn   y1 0 yn 
   
 y1 y2 . . . yn   y1 0 yn 
W  det . . .  and 
Wk  det . . 
   
. . .  . 0 . 
 ( n 1) ( n 1) ( n 1)   ( n 1) ( n 1) 
 y1 y2 . . yn   y1 . . f ( x). . . yn .

 0 
 0 
 
 . 
Where the column   replaces the kth column of the matrix of the wronskian W.
 . 
 . 
 
 f ( x ) 
Integrating each of u1 , ... & u n obtained from (8) and substituting u1,..., un in (3), we obtain
y p  y1  u1dx  ...  yn  u dx
n

Remark(2) Note that equation (1) is put in standard form.

33
Example (1) Solve x3 y  3x2 y  6 xy  6 y  x4 ln x
Solution: This is a 3rd - order Cauchy-Euler differential equation as seen in Section 2.6.
Step 1: Solve the homogeneous equation x3 y  3x2 y  6 xy  6 y  0
We substitut y  xr and obtain the auxiliary equation r 3  6r 2  11r  6  0
Its roots are 1, 2 & 3 and the homogeneous solution is then yh  c1x  c2 x2  c3 x3
x x2 x3
Step 2: Compute: W  1 2 x 3x 2  2 x 3
0 2 6x

Step3: Compute y p  u1x  u2 x3  u3 x3


1 6 6
Write the equation in standard form: y  3 y  2 y  3 y  x ln x  f ( x)
x x x
2 3
0 x x x 0 x3
Then compute: W1  0 2 x 3x 2  x 5 ln x , W2  1 0 3x 2  2 x 4 ln x , and
x ln x 2 6x 0 x ln x 6 x

x x2 x3
W3  1 2 x 3x 2  x3 ln x
0 2 x ln x

W1 x 5 ln x x 2 ln x (3 ln x  1) 3
So, u1      u1  x
W 2x3 2 18

W2 x 4 ln x x ln x (2 ln x  1) 2
u 2   3
  u2   x
W 2x 2 4
W 3
x ln x ln x (ln x  1)
And u3  3    u3  x
W 2x3 2 2
So the particular solution is then:
x 4 (3 ln x  1) x 4 (2 ln x  1) x 4 (ln x  1) x 4 (6 ln x  11)
y p  u1 y1  u 2 y 2  u3 y3    
18 4 2 36

x4
And the general solution is yg  (c1x  c2 x  c3 x )  (6 ln x  11)
2 3
36

34
11
Example (2) Solve 4 x 3 y   3xy   3 y  4 x 2
Solution: Again this is 3rd-order Cauchy-Euler differential equation
Step 1: Solve the homogeneous equation 4 x3 y  3xy  3 y  0
We substitut y  xr and obtain the characterestic equation 4r 3  12r 2  11r  3  0
1 3
1 3
Its roots are 1, & and the homogeneous solution is then yh  c1x  c2 x 2  c3 x 2
2 2
1 3

x x2 x2
1  12 3 12 1
Step 2: Compute: W  1 x x 
2 2 4
1 3 3 2 1

0  x 2 x
4 4
1 3

Step 3: To obtain y p  u1x  u2 x 2  u3 x 2 , write the equation in standard form:


3 3 5
y   y   y  x 2
 f ( x)
4x 2 4x3
Then compute:
1 3
0 x2 x2
1 1 7 9
1 2 3 2 7 W1 8
W1  0 x x  x2  u1   4x 2  u1   x 2
2 2 W 9
5 3 1
1  3 2
x2  x 2 x
4 4

x 0 x2
3 12 1 W2 2 5
W2  1 0 x   x4  u 2   2x 4  u2  x
2 2 W 5
1
5 3 2 
0 x2 x
4

and
1

x x2 0
1
1  1 W3 1 4
W3  1 x 2
0   x3  u3   2x 3  u3  x
2 2 W 2
3  12 5
0 x x2
4

35
9 1 3 11
8 2 1 1 2
So the particular solution is then: y p   x 2 .x  x5.x 2  x4 .x 2  x
9 5 2 90

1 3 11
1
And the general solution is yg  c1x  c2 x  c3 x  x 2
2 2

90

36
Section 2.12 Modeling of Electric Ciruits

In this section we study an RLC – series circuit, where, as in Sectin 1.7, R represents
resistance, L represents inductance and C represents capacitance.

RLC- Series Circuit


Find the current in the given RLC- series circuit for a periodic electromotive force
V  E0 sin wt

Solution: By Kirchhoff’s voltage law  v  0 , we have:


dI 1 d 2 I R dI 1 E w cos wt
L  RI   I (t )dt  V (t )  E0 sin wt or 2
  I 0 (1)
dt C dt L dt LC L

The general solution to this equation is: I g  I h  I p (2)


To find I h , we solve the homogeneous differential equation
d 2 I R dI 1
2
  I 0 (3)
dt L dt LC

With R, L and C being constants, we use undetermined coefficients method. So assume


R 1
I h  ert and find r as the root of the auxiliary equation r2  r 0
L LC
2
R  R  1
The roots are: r1, 2     
2L  2L  LC

37
 2 1 1
   , if  2  0
R  LC LC
Define   & 
2L  1  2 , 1
 if  2  0
 LC LC

Cases of the roots The homogeneous solution


1- Two distinct reals I h  c1e(   )t  c2e(   )t
2- One repeated real: I h  (c1  c2t )et
3- Two complex roots I h  et (c1 cos t  c2 sin t )

Recall: From Section 1.7: An electrical system is said to be in steady-state if the


variables describing the behaviour are either periodic or constant. Otherwise, transient

Remark If R  0, then   0 and lim e t  0 . Hence the homogeneous current tends to
t 

zero and the steady state current tend to the particular current I p .

To find I p , we use undetermined coefficients method.


1 dV (t ) E0 w cos wt
Since  is a cosine function and assuming r1,2  jw , we let
L dt L
I p  A cos wt  B sin wt .
Then I p  wB cos wt  wA sin wt
And I p  w2 A cos wt  w2 B sin wt

Substituting these into equation (1), we obtain


RwB A RwA B E w cos wt
( w 2 A   ) cos wt  (w 2 B   ) sin wt  0
L LC L LC L

From this we have the two linear equations in the unknowns A and B:
1
( Lw2  ) A  wR B  E0 w
C
1
 wR A  ( Lw2  ) B  0
C

Using Cramer’s Rule, we solve for A & B and obtain

38
wE 0 wR
1
0  Lw 2   w 2 E0 ( wL 
1
)  E0 ( wL  1 )
A
C
 2 wC  wC   E 0 S
1 w (( wL  1 )  R )
2 2
( wL  1 )  R 2 S 2  R 2
2
 Lw 2  wR wC wC
C
1
 wR  Lw 2 
C

Where S  wL  1
is called reactance. Similarly,
wC
1
 Lw 2  wE 0
C
 wR 0 E0 R
B 
1 S  R2
2
 Lw 2  wR
C
1
 wR  Lw 2 
C

E0 S R
With this we have: I p  ( cos wt  sin wt )
S 2  R2 S 2  R2 S 2  R2

S A E0
Note that  and  A2  B 2 .
R B S R
2 2

To write the solution in amplitude/phase form I p  I0 sin(wt   ) , note that the two terms
S
&
R
can be represented as the sine and cosine, respectively of an angle 
S R
2 2
S  R2
2

in a right triangle. Then we have:


S R
sin   , cos  
S 2  R2 S 2  R2
and I p becomes
E0
Ip  ( sin  cos wt  cos  sin wt )  I 0 sin( wt   )
S 2  R2
E0 S
Where I0  & tan  
S 2  R2 R
E0
The quantity S 2  R2 is called the impedence and it is equal to the ratio .
I0

39
Example
Find the current in an RLC- series circuit with R= 8 ohms, L=2 henrys, C =0.1 farad
and V  160 sin 5t .
R 1
Solution    2 & 2   1  0, Hence the roots are complex conjugate r1, 2  2  j
2L LC
and the homogeneous solution is then I h  e2t (c1 cos t  c2 sin t )

To find the steady state current (the particular current) we copmute:


1 E0 160 S
S  wL   10  2  8 , I 0    10 2 & tan   1
wC S 2  R2 64  64 R

So, I p  10 2 sin(5t  4 ) and the general solution is then


I  e2t (c1 cos t  c2 sin t )  10 2 sin(5t  4 )

41