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Homogeneous equations
If F(x) = 0,
y’’ + P(x) y’ + Q(x)y= 0 is called 2nd order homogeneous equation
if F(x)0
y’’ + P(x) y’ + Q(x)y= F(x) is called 2nd order non-homogeneous
differential equation.
Homogeneous
The homogeneous equation with constant coefficients is
y’’+ a y’+ by = 0 -------(1)
Where a and b are constants
Example 2
Find the solution of
y’’-4y’+3y=0 : y(0) = 1 and y’(0) = 0
Solution
Auxiliary equation:
m2-4m+3=0
(m-1) (m-3)=0
Therefore the roots are m = 1,3 real distinct roots
General solution is
y= c1ex+c2e3x ----------(1)
Particular solution is
Substituting x=0 y=1
1 = C1+C2 -----------(2)
Differentiating equation (1)
y’= c1ex+3c2e3x -----------(3)
Substituting x=0 y’=0
Therefore 0 = C1+3C2 --------(3)
Solving equation (2) and (3)
C1=3/2 and C2 = -1/2
Substituting C1 and C2 in equation (1)
The Particular solution is
y= 3/2ex-1/2e3x
4.) Solve
y’’-2y’-y=0 : y(0) = 0 and y’(0) = 1
Auxiliary equation:
m2-2m-1=0
m=(2(4+4))/2 = 12
m1=1+2 m2=1-2
Therefore the general solution is
y= c1e (1+2 )x+c2 e (1-2 )x ----------(1)
Particular solution
Solve the above equation for C1and C2 with y(0) = 0 and y’(0) = 1
0 = C1 + C2 -------(2)
Solve:
The auxiliary equation is
m2+4m+4=0
Therefore (m+2)2=0
Therefore m=-2 (Double roots)
The solution is y=( C1 + C2 x) emx
ie., y=( C1 + C2 x) e-2x
Example: Solve y’’+2y’+1=0
Auxiliary equation is m2+2m+1=0
Therefore (m+1)2=0; m=-1
y=( C1 + C2 x) emx
ie., y=( C1 + C2 x) e-x
Solve
y’’-8y’+16=0
y(0) = 1 and y’(0) = 3
Solution:
Auxiliary equation
m2-8m+16=0
roots m1=p+iq
m2=p-iq
Solution:
Auxiliary equation m2+2m+2=0
There m = (-2(4-8))/2 = -1-1
m1=-1+i m2=-1-i
Therefore the general solution is y= e-x(c1cosx+C2 sinx)
Example: Solve
y’’-2y’+10y=0
Solution:
Auxiliary equation
m2-2m+10=0
Therefore m= (2(4-40))/2 = 13i
m1=1+3i m2=1-3i
Differentiating w.r.t x
Y’= C1 (excos3x-3sin3x ex) + C2 (ex sin3x+3cos3x ex) ----------(2)
Solution
Auxiliary equation
m2-4m+5=0
Differentiating w.r.t x
Y’= C1 (2cosx e2x - sinx e 2x) + C2 (e 2x 2 sinx+cosx e2x) ----------(2)
Examples
Solution:
Auxiliary equation
m2+1=0
Therefore m= i
m1=i m2=-i
Therefore the general solution is y= c1cosx+C2 sinx ----------(1)
Derivation
Y’= -C1 sinx + C2 cosx ----------(2)
When x =0 y = 1
Therefore C1 =1 in Eq (1)
When x = 0 y’ = 4 in Eq (2)
C2=4
Therefore the particular solution is
Y= cosx + 4 sinx
Example
Find the solution of
y’’+4y=0
y(0) = 2 and y’(0) = 3
Therefore m= 2i
m1=2i m2=-2i
Differentiation
Y’= -2C1 sin2x + 2C2 cos2x ----------(2)
When x =0 y = 2, substituting in equation (1)
Therefore C1 =2
In Eq (1)
When x = 0 y’ = 3 substituting in equation (2)
C2=3/2
Therefore the particular solution is
Y= 2cos2x + 3/2 sin2x
By trial error when y=2.43
X=250
Example
y’’-2y’-3y=0
Solution:
Auxiliary equation
m2-2m-3=0
m1=1+2i m2=1-2i
Example: Solve
Y’’-y =0
Solution:
The auxiliary equation is m2 -1=0
It can be factored into
(m-1)(m+1)=0
The roots are m1 =1, and m2=-1
The solution is y= c1 eX + c2 e-X
Example : Solve
Solution:
m = (-2a )/2
=(-2a )/2
=-
So, m1 =-a , m2 =-
Here, p= ,
1. Y’’ +2y’ + 2y = 0
Ans: y = e -X ( c1 cos x + c2 sin x)
2. Y’’ +3y’ + 5y = 0
Ans: y = e -1.5X (c1 cos 1.65 x + c2 sin 1.65x)
3. Y’’ + 16y = 0
Ans: y = (c1 cos 4 x + c2 sin 4x)
4. Y’’ +10y’ + 29y =0
Ans: y = e -5X (c1 cos 2 x + c2 sin2 x)
8. Y’’ +4y’ + 6y =0
Ans: y = e -2X (c1 cos x + c2 sin x)
Ans: y=cos(sin a) x +
We need to find
1) The complementary function, yc
2) Particular solution, yp.
Solution by method of undetermined coefficients (to find yp)
F(x) yp
1. Constant A
2. 2x + 3 Ax + B
Solve
y” + y’ – 2y = 2 x2 + 2x --------------(1)
Solution
Step 1: Solve the associated homogeneous equation (LHS)
y” + y’ – 2y = 0
yc = C1 ex + C2 e –2x
Yp1 = Ax2 + B x + C
Next, determine the specific coefficients A, B and C where yp
is the solution of Eq. (1).
2A + 2A x + B – 2A x2 – 2Bx – 2 c = 2x2 + 2 x
Therefore A= -1
2A-2B = 2
B= -2
2A + B – 2 C = 0
C= 2
Hence, yp1 = -x2 –2x-2
y= C1 ex + C2 e-2x – x2 – 2x - 2
Example 2
y” – y = 2 – t2, y (0) = 2 ; y’ (0) = 0
Therefore y = yc + yp
y = c1 et + c2 e-t + t2
2 = C 1 + C2
y’ (0) = C1 et - C2 e-t + 2 t = 0
C1 – C 2 = 0
Therefore C1 =C2
C1 = 1 and C2 = 1
y = et + e t + t 2
Example 3 (repeated term)
Solve y’’ + y’ – 2y = 2 e x
So yc = C1 ex + C 2 e –2x
Let yp = A x ex
yp’ = A (x e x + ex )
= A x ex + A ex
yp” = A (x ex + ex) + A ex
= A xex + 2 A ex
Substitute derivatives into equation yields
Axex + 2 A ex + A x e x + A ex – 2Axex = 2 ex
Solving coefficients
ex : Ax + 2A + Ax + A – 2Ax = 2
Therefore
3A = 2 and A = 2/3
Therefore yp = 2/3 x ex
Step 3 : y = yc + yp
Y = C1 ex + C2 e –2x + (2/3) x ex
C1 + C 2 = 1
y’ (0) = C1 ex – 2 C2 e-2x + (2/3) (x e x + ex)
0 = C1 –2C2 + (2/3)
-1 = -C1 ± C2
-1 = -3 C2 + (2/3)
Therefore –1-(2/3) = -3 C2
Therefore –5/3 = -3C2
C2 = 5/9
C1 = 1-C2 = 1-(5/9) = (4/9)
Step 1
Let y’’ – 4 y’ + 4y = 0 {m1=m2=2}
yc = (C1 + C2 x )e2x
Step 2
4 e2x is of similar form with (Table) Ae2x, however, since, e2x
and xe2x are solution of homogenous equation corresponds
to a double root 2, we next try x2.
Substituting in equation 1
Therefore A = 4/2 = 2
Yp = 2 x2 e2x
Therefore y= yc + yp
= (C1 + C2 x) e2x + 2 x2e2x
Therefore C2 = 1
Therefore y = (1+x) e2x + 2x2 e2x
Example 5
Solve
y’’ + 5 y’+ 6 = ex sin x ----------------------(1)
Step 1
(m+2) (m+3) =0
yc = C1 e-2x + C2 e-3x
-7A + 11 B = 1
11A + 7 B = 0
-77A + 121 B = 11
77A + 49 B = 0
Therefore y= yp + yc
= C1 e-2x + C2 e-3x –ex ((7/170) cos x – (11/170) sin x)
Example 6
y” + y = 2x + 2 sinx ---------------------(1)
y(π/2) = 0; y’ (π/2) = 1
Solution
Step 1
Auxiliary equation m2 + 1 = 0
Therefore m = ±i
yc = e0 (C1 cos x + C2 sin x )
yc = C1 cos x + C2 sin x
Step 2
yp1 and yp2 (2 terms in RHS) (Table)
yp1 (2x) = Ax+B (#2)
yp2 (sinx) = C cosx + E sinx (# 4)
Therefore yp = Ax + B + C cosx + E sinx
However, since cos x and sinx both appear in the
complementary function, the above equation is multiplied
with x for C cosx and E sinx.
Therefore new yp = Ax + B + C x cosx + Ex Sinx
Yp’ = A + C (cos x – x sin x ) + E (x cos x + sin x)
Yp” = -C sin x – C (x cos x + sinx) + E (cos x-x sin x) + E cos x
Substitute in equation 1
- C sin x – C x cos x – C sin x + E cos x – Ex sin x + E cos x +
Ax+B + Cx cos x + Ex sin = 2x+3sinx
Therefore yp = 2x – x cos x
Therefore y = C1 cos x +C2 sin x + 2x – x cos x
Applying the initial values
0 =0 +C2 + 2 * (π/2) -----(1)
Therefore C2 = - π
Y’= -C1 sinx +C2 cos x + 2- (Cos x – x sinx )
1 = -C1 + 0 + 2 + (π/2)
Solution (CHECK!):
Step 1
yc = c1 cos x + c2 sin x
Step 2 (Ex7)
(Table)
yp = (Ax + B) x C cos x + (Cx +D) x E sin x (??)
( note : here sin x is in the yc ,hence multiplied by x)
y’p = A (2 x cos x- x2 sin x) + B ( cos x- x sin x) + C( x2 cos x+ 2x
sin x) + E ( x cos x+ sin x)
Therefore y = yc + yp
= C1 cosx +C2 sinx - x2 cos x + x Sinx
3. y” – 8y’+25y=5x3e-x - 7e-x
yc= e4x (C1 cos 3x + C2 sin 3x)
yp= (Ax3+Bx2+Cx+E)e-x
4. y” – 6y’+9y=6x2 + 2 - 12e3x
yc= C1 e3x + C2 xe3x
yp=Ax2+Bx+C-Ex2e3x