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cos ax
u0 e−2ix = cos ax −→ v 0 = e2ix and
4
Z
1
u= e2ix cos axdx + C1 the result of this integral
4
a sin ax + 2i cos ax 2ix
u= e + C1 and y1
4(a2 − 4)
a sin ax + 2i cos ax
y1 = + C1 e−2ix
4(a2 − 4)
Same calculations should be second equation so this calculatşons give us
a sin ax − 2i cos ax
y1 = + C2 e2ix
4(a2 − 4)
and general solutions
a sin ax
y = C1 e−2ix + C2 e2ix +
2(a2 − 4)
y = C1 y1 + C2 y2 + . . . + Cn yn
a2 y 00 + a1 y 0 + a0 y = Q(x)
46
yp = u1 y1 + u2 y2
yp0 = u01 y1 + u1 y10 + u02 y2 + u2 y20 = (u1 y10 + u2 y20 ) + (u01 y1 + u02 y2 )
yp00 = (u1 y100 + u2 y200 ) + (u01 y10 + u02 y20 ) + (u01 y1 + u02 y2 )0
please note that we will not use second term. Why ? Put these to the
equations and arrange it
u1 (a2 y100 + a1 y10 + a0 y1 ) +u2 (a2 y200 + a1 y20 + a0 y2 ) +a2 (u01 y10 + u02 y20 )+ a2 (u01 y1 +
| {z } | {z }
=0 =0
u02 y2 )0 + a1 (u01 y1 + u02 y2 ) = Q(x)
Again u1 (x) and u2 (x) are arbitrary we can choose these functions arbitrarily
as freely as possible. Use these functions to be as simple as possible. If we
choose the format;
(u01 y1 + u02 y2 ) = 0 (42)
In this case the equation reduced
Q(x)
(u01 y10 + u02 y20 ) = (43)
a2
and unknowns
0 y2 y1 0
Q/a2 y 0 y 0 Q/a2
2
u01 = u02 = 1 (45)
y y
1 2
y y
1 2
y0 y0 y0 y0
1 2 1 2
47
u01 y1 + u02 y2 + . . . + u0n yn = 0
u01 y10 + u02 y20 + . . . + u0n yn0 = 0
u01 y100 + u02 y200 + . . . + u0n yn00 = 0
.
.
.
(n−1) (n−1)
u01 y1 + u02 y2 + . . . + u0n yn(n−1) = Q/an
0 y2 ... yn
0 y20 ... yn0
. . . .
. . . .
(n−1) (n−1)
Q/an y2 . . . yn
u1 = (47)
y1 y2 ... yn
y10 y20 ... yn0
. . . .
. . . .
(n−1) (n−1) (n−1)
y1 y2 . . . yn
48
Example 14 Solve following differential equations using variation of pa-
rameters method
1. y 00 − 3y 0 + 2y = e−x sin x −→ m1 = 1, m2 = 2
ex +C2 |{z}
yc = C1 |{z} e2x
y1 y2
yc = u1 ex + u2 e2x
x
e e2x
= 2e3x − e3x = e3x
W = x
e 2e2x
integral of u01 gives u1 which can be taken integration by parts u1 = − e−2x sin xdx+
R
2. y 00 + y 0 + 4y = 3xe−2x −→ m1,2 = −2
49
yc (x) = (C1 + C2 x)e−2x
yc = u1 ex + u2 e2x
y1 = (−x3 + C1 )e−2x
3. y 00 + y = tan x −→ m1,2 = ±i
50
4. Solving with Indeterminate Coefficients Method in
Inhomogeneous Linear Equations
2) The derivatives of Q(x) up to that order are taken. The linearf combina-
tion of these derivatives is set as yp
3) Then, by putting this proposed yp into the differential equation, the coef-
ficients in the linear combination are found and yp is determined exactly.
If the derivatives are repeated infinitely, that is, a new term comes after each
derivative and does not end, or if the exponents do not go from constant to
zero at the end, this method is not applied.
i) If Q(x) is a polynomial of x
now we suggest
51
yp00 = 16 Ce−4 x + (9 Ax + 6 A + 9 B) e3 x and put these in the equation and
arrange
General solution
−2x 6 12
y = (C1 + C2 x)e + x− e3x + 3e−4x
25 125
2. y 00 +4y = cos 2x+cos 4x we solve lhs before m1,2 = ±2i and complementary
solutions are
the derivatives of Q(x) are sin or cos we suggested following particular so-
lutions
52
Case 2: If the term in Q (x) is one of the terms of u(x)xr of yc , a linear
combination of up to order 0 derivatives of u(x)xr or if this term u(x)xr is
the s-folded root of yc ,a linear combination of up to order 0 derivatives of
u(x)xr+s is suggested as yp
yp = (Ax3 + Bx2 + Cx + D)e−2x last two terms exist in the yc no need put
here
yc = C1 ex + C2 e2x and yp ;
yc = C1 sin x + C2 cos x
Q(x) = sin x sin 2x = sin x.2 sin x cos x = 2 cos x sin2 x = 2 cos x − 2 cos3 x
53
1
cos3 x = (3 cos x + cos 3x)
4
Q(x) = sin x sin 2x = 2 cos x − 21 (cos 3x + 3 cos x)
1 1
Q(x) = cos x − cos 3x so yp ;
2 2
yp = (A1 x + A2 ) cos x + (B1 x + B2 ) sin x + C cos 3x + D sin 3x first two terms
are the element of yc because roots of them same so ve suggest above solution.
and
2 B1 cos (x)−8 cos (3 x) C−2 A1 sin (x)−8 D sin (3 x) = 1/2 cos (x)−1/2 cos (3 x)
from this equality we equaliz the coefficent
54
1.6 Variable Coefficient Differential Equations
Solution methods are standard. Those with the second degree are mostly
examined. Major solution methods;
1) Laplace Transform method
2) Fourier transform method
3) Power Series Method
yc (x) = C1 y( x) + C2 y2 (x)
If the values of the solutions of Equation (48) in the range [a, b] of x are
given y(a) = b1 and y(b) = b2 , this problem is called the initial value prob-
lem. As we learned in the method of changing parameters, if wronskian
determinant w = 0 solutions are linear dependent, if w 6= 0 solutions are
linear independent.
y1 y2
w= 6= 0 −→ w = y1 y20 − y10 y2 6= 0 (49)
y10 y20
55
i) Solution of Second Order Differential Equation with Wronskian
Method
56
3 3
Example y 00 − y 0 + 2 y = 2x − 1 and first solution y1 = x3
x x
3
R
e x dx
Z
3
y2 = w0 x dx
x6
Z 3
3 x
y2 = w0 x dx
x6
1
y2 = −w0 x3 = C2 x
x2
the solutions of homogen equation is
y = C 1 x + C 2 x3
y1 y1p 00 + p(x)y1p 0
+ q(x)y1p = f (x)
00 0
y1p y1 + p(x)y1 + q(x)y1 = 0
−
y1 y1p 00 − y1p y1 00 +p(x) (y1 y1p0
− y1p y10 ) = y1 f (x)
| {z } | {z }
d 0
w
(y1 y1p − y1p y10 )
dx
now the equation is
dw
+ p(x)w = y1 f (x) (52)
dx
We have already known the solution Eq(52) . In order Rto achieve this proce-
dure multiply each side eI(x) as you remember I(x) = p(x)dx
dw I(x)
e + p(x)w = y1 f (x)eI(x)
dx
57
d
weI(x) = y1 f (x)eI(x)
dx Z
I(x)
we = y1 f (x)eI(x) dx
Z
0 0 −I(x)
y1 y1p − y1p y1 = e y1 f (x)eI(x) dx
e−I(x)
Z
d y1p
= y1 f (x)eI(x) dx
dx y1 y12
Z −I(x) Z
e I(x)
y1p = y1 y1 f (x)e dx dx (53)
y12
This particular solution belongs to complementary solution y1c , likewise in
the particular solution which is the partner of y2c
Z −I(x) Z
e I(x)
y2p = y2 y2 f (x)e dx dx (54)
y22
Now let’s return to the solution of the non-homogeneous form of the equation
whose homogeneous part is solved.
3 3
Example Ongoing y 00 − y 0 + 2 y = 2x − 1
x x
we have solved homogen form of this equation . The solutions were y1c = x3
and y2c = x. Let’s look the partner of first solution.
Z
3 3
p = − and I(x) = − dx = −3 ln x −→ eI(x) = x−3 we can apply after
x x
finding elements of solution in Eq. (53)
Z −I(x) Z
e I(x)
y1p = y1 y1 f (x)e dx dx
y12
Z 3 Z
3 x 3 −3
y1p = x x (2x − 1)x dx dx
x6
Z
3 1 2
y1p = x 3
x − x dx
x
Z
3 1 1
y1p = x − dx
x x2
58
1
y1p = x3 (ln x + ) = x3 ln x + x2
x
Let’s look at the partner of y2c = x in Eq. (54)
Z −I(x) Z
e I(x)
y2p = y2 y2 f (x)e dx dx
y22
Z 3Z
x
y2p = x x(2x − 1)x−3 dx]dx
x2
Z Z
2 1
y2p = x x − dx dx
x x2
Z Z
1
y2p = x x 2 ln x + dx dx
x
v 00 y + vy 00 + 2v 0 y 0 + p(v 0 y + vy 0 ) + quv = f
v 00 y + v (y 00 + py 0 + qy) +2v 0 y 0 + pv 0 y = f
| {z }
=0
v 00 y + 2v 0 y 0 + pv 0 y = f ,
by saying v 0 = t the equation can come in following form which is first order
equation wrt t
t0 y + t(2y 0 + py) = f
59
3 3
Example Again we take y 00 − y 0 + 2 y = 2x − 1 and one of the comple-
x x
mentary solution is y = cx
y = xv(x); y 0 = v + xv 0 ; y 00 = xv 00 + 2v 0
3 3
xv 00 + 2v 0 − (v + xv 0 ) + 2 xv = 2x − 1
x x
3 3 3
xv 00 + 2v 0 − v − xv 0 + v = 2x − 1 −→ say v 0 = t
x x x
xt0 − t = 2x − 1
t 1
t0 − = 2 − −→ the solution is
x x
t = 2x ln x + 1 + cx −→ integral of this gives v
d2 y dy
Homework 1. (1 − x2 ) 2
− 2x + 2y = x4 , and y1c = x
dx dx
d2 y
Homework 2. + 2y = x sin x,
dx2
p(x)2 p(x)0
iii) Some Special Case : q(x) − − test
4 2
1) If above expression is equal a constant=C the solution is given by
1
R
y = v(x)e− 2 p(x)dx
to reduce to first degree
60
2
Example 1. y 00 − 4xy 0 + 4x2 y = xex
(4x)2 1
2
4x − − (−4) = 2 it is providing first case
4 2
1 2
R
y = v(x)e− 2 −4xdx
= v(x)ex put this in the equation
2 2 2
4 xex 4 x2 + 2 v + 4 v 0 x + v 00 − 4 xex (v 0 + 2 v) + 4x2 vex
v 00 + 2v = x
(D2 + 2)v = x
√ √
(D + i 2) (D − i 2)v = x
| {z }
u(x)
√ √ √
(D − i 2)u(x) = x −→ u(x) = 1/2 2x + 1/2 + C1 eix 2
√ √ √
(D − i 2)v = 1/2 2x + 1/2 + C1 eix 2
√ √
v = x/2 + C1 eix 2 + C2 e−ix 2
2
√ √
y = ex x/2 + C1 cos( 2x) + C2 sin( 2x)
let’s turn again previos example and try to solve this merhod
3 3
Example 2. y 00 − y 0 + 2 y = 2x − 1
x x
3 3
p(x) = − , q(x) = 2
x x
2 !
3 1 3 1 3 3
2
− − − − 2 =− 2
x 4 x 2 x 4x
1
− x3 dx
R
y = v(x)e− 2 = vx3/2
61
3 2x − 1
v 00 − 2
v = 3/2
4x x
now we make the change of variable x = ez
d dz d d
= = e−z
dx dx dz dz
d2 2
2
dz d d −z d −z d −z −z d −z d −2z d d
= = e e =e −e +e =e −
dx2 dx dz dx dz dz dz dz 2 dz 2 dz
now we apply this to the equation
2
2ez − 1
−2z d v dv −2z 3
e − − e v =
dz 2 dz 4 e3z/2
d2 v dv 3
− − v = 2e3z/2 − ez/2
dz 2 dz 4
m2 − m − 3/4 = 0 −→ m1 = 3/2, m2 = −1/2 and homogen equation soltion
vc = C1 e3z/2 + C2 e−1/2z
2z − 1 3z/2
vp = e + e1/2z
2
the rest of the example is left to the students
(D2 + pD + q)y = f
62
the differential equation. This method is most commonly used in quantum
mechanics to factor equations and when these factors represent the creation
and destruction operators of particles.
F1 (D) F2 (D)y = f
| {z }
v
(D − a)(D − b)y = 2x − 1
(D − a)(y 0 − by) = 2x − 1
y 0 (b + a)y 0 + (ab − b0 )y = 2x − 1
3
b+a=
x
3 3 3
ab − b0 = 2
If b(x) = → b0 = 2 and a = 0 s0
x x x
3
D(D − )y = 2x − 1 (D − x3 )y = v → Dv = 2x − 1 → v = x2 − x and
x
3
y 0 − y = x2 − x
x
63
1.6.2 Cauchy-Euler Differential Equation
In this section we will study a special class of second order homogeneous
linear differential equations called Cauchy-Euler equations.
an(n − 1) + bn + c = 0 (56)
Eq. (56) is called the indicial equation for equation Eq. (55)
d2 y dy
a 2 + (b − a) + cy = 0 this equation also became the quadratic constant
dt dt
coefficient differential equation
64
Just as with any polynomial, this polynomial can have three types of roots:
1. Distinct Real Roots → y1 = xn1 and y2 = xn2 two linear independent solutions
m(m − 1) + 7m − 7 = m2 + 6m − 7 = 0, m1 = −7, m2 = 1
y = c1 x−7 + c2 x
Example x2 y 00 − 3xy 0 + 4y = 0
ln(p) = − ln x → p = 1/x → v = ln x
y = c1 x2 + c2 x2 ln x
65
Non-Homogen Cauchy-Euler Equation.
let d. e. equation
x2 y 00 − 2y = x3 ex
1
n(n − 1) − 2 = 0 n1 = 2, n2 = −1 → yc = c1 x2 + c2 apply variation of
x
parameter yp1 = v(x)/x
66