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Sartaj Ul Hasan
Department of Mathematics
Indian Institute of Technology Jammu
Jammu, India - 181221
Email: sartaj.hasan@iitjammu.ac.in
Suppose that
y 00 + p(x)y 0 + q(x)y = 0
has continuous coefficients on an open interval I . Then
1. two solutions y1 and y2 of the DE on I are linearly dependent iff their
Wronskian is 0 at some x0 ∈ I .
2. Wronskian =0 for some x = x0 =⇒
Suppose that
y 00 + p(x)y 0 + q(x)y = 0
has continuous coefficients on an open interval I . Then
1. two solutions y1 and y2 of the DE on I are linearly dependent iff their
Wronskian is 0 at some x0 ∈ I .
2. Wronskian =0 for some x = x0 =⇒ W ≡ 0 on I .
3. if there exists an x1 ∈ I at which W 6= 0, then y1 and y2 are linearly
independent on I .
x 2 y 00 − 4xy 0 + 6y = 0.
y 00 + p(x)y 0 + q(x)y = 0.
that is,
(vy1 )00 + p(x)(vy1 )0 + q(x)(vy1 ) = 0.
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 7 / 19
Second solution
Thus,
Thus,
v 00 2y10 + py1 2y10
= − = − − p.
v0 y1 y1
Therefore, Z
0 1
ln |v | = ln − pdx;
y12
That is,
R
e − pdx
R
v= y12
dx.
(x 2 + 1)y 00 − 2xy 0 + 2y = 0
y 00 + py 0 + qy = 0,
where p and q are in R; that is, a second order homogeneous linear ODE
with constant coefficients.
Suppose e mx is a solution of this equation. Then,
m2 e mx + pme mx + qe mx = 0,
y 00 + py 0 − qy = 0
is
y = c1 e m1 x + c2 e m2 x ,
where c1 , c2 ∈ R.
m1 = m2 ⇐⇒ p 2 − 4q = 0,
px
and in this case m = − p2 . Hence e − 2 is one solution. To find the other
solution, let px
g (x) = v (x)e − 2 .
Then,
R
e − pdx
Z
v (x) = dx
e −px
= ax + b,
px
for some a, b ∈ R. Choose v (x) = x. Then, g (x) = xe − 2 . Hence the
general solution is px px
y = c1 e − 2 + c2 xe − 2 ,
with c1 , c2 ∈ R.
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 14 / 19
Second Order Linear ODE’s
Case III : Complex roots m1 6= m2 ∈ C\R.
m2 + px + m = 0 has distinct complex roots if and only if p 2 − 4q < 0. In
this case, let
m1 = a + ıb, m2 = a − ıb.
Thus,
e m1 x = e (a+ıb)x = e ax (cos bx + ı sin bx),
and
e m2 x = e (a−ıb)x = e ax (cos bx − ı sin bx).
As we are only interested in real valued functions, we take
e m1 x + e m2 x
f (x) = = e ax cos bx,
2
and
e m1 x − e m2 x
g (x) = = e ax sin bx.
2ı
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 15 / 19
Second Order Linear ODE’s
Now, gf (x)
(x)
= tan bx is not a constant function. Thus the general solution
is of the form
y = e ax (c1 cos bx + c2 sin bx),
with c1 , c2 ∈ R.
y = c1 e 2x + c2 xe 2x = (c1 + c2 x)e 2x .
Now,
y 0 = 2(c1 + c2 x)e 2x + c2 e 2x
y (0) = 3 =⇒ c1 = 3,
y 0 (0) = 1 =⇒ 2c1 + c2 = 1.
Hence, c2 = −5. Therefore,
y = (3 − 5x)e 2x .
=⇒ m1 = 3 + 4ı, m2 = 3 − 4ı.
Now,
y (0) = −3 =⇒ c1 = −3
y 0 (0) = −1 = 3c1 + 4c2 =⇒ c2 = 2.
Therefore,