EE506 - Engineering Mathematics: Review of Ordinary Differential Equations (Part II)

EE506 – Engineering Mathematics
Lecture 2
Review of Ordinary Differential Equations
(Part II)
Dr. Adeem Aslam

Assistant Professor
Department of Electrical Engineering

University of Engineering and Technology, Lahore, Pakistan
September 16, 2021
Lecture 2 1/19
Outline
1 Second-Order Non-Homogeneous Linear Ordinary Differential Equations

Introduction
Method of Undetermined Coefficients
Method of Variation of Parameters
Power Series Method
Extended Power Series Method/Frobenius Method
Lecture 2 2/19
Second-Order Non-Homogeneous Linear ODEs
A second-order non-homogeneous linear ODE, written in standard form as
y 00 + p(x)y 0 + q(x)y = r(x), (1)
has a general solution on an open interval I given by
y(x) = yh (x) + yp (x), (2)
where yh (x) = c1 y1 (x) + c2 y2 (x) is a general solution of the second-order homo-

geneous linear ODE
y 00 + p(x)y 0 + q(x)y = 0, (3)
on the open interval I, and yp (x) is any solution of (1) on I containing no

arbitrary constants.
A particular solution of a second-order non-homogeneous linear ODE is obtained

from the general solution in (2) for specific values of c1 and c2 .
Lecture 2 3/19
y 00 + p(x)y 0 + q(x)y = r(x), (1)
y(x) = yh (x) + yp (x), (2)

geneous linear ODE
y 00 + p(x)y 0 + q(x)y = 0, (3)


Lecture 2 3/19
y 00 + p(x)y 0 + q(x)y = r(x), (1)
y(x) = yh (x) + yp (x), (2)

geneous linear ODE
y 00 + p(x)y 0 + q(x)y = 0, (3)


Lecture 2 3/19
y 00 + p(x)y 0 + q(x)y = r(x), (1)
y(x) = yh (x) + yp (x), (2)

geneous linear ODE
y 00 + p(x)y 0 + q(x)y = 0, (3)


Lecture 2 3/19
y 00 + p(x)y 0 + q(x)y = r(x), (1)
y(x) = yh (x) + yp (x), (2)

geneous linear ODE
y 00 + p(x)y 0 + q(x)y = 0, (3)


Lecture 2 3/19
Theorem 1(a)
The sum of a solution y of (1) on some open interval I and a solution ỹ of (3) on I
is a solution of (1) on I.
Lecture 2 4/19
Theorem 1(a)
Proof.
Denoting the L.H.S. of (1) as L[y], for any solution y of (1) and ỹ of (3) on I,
L[y + ỹ] = L[y] + L[ỹ] = r + 0 = r. (4)
Lecture 2 4/19
Theorem 1(a)
Proof.
L[y + ỹ] = L[y] + L[ỹ] = r + 0 = r. (4)
This shows that (2) is a solution of (1) on I.
Theorem 1(b)
The difference of two solutions of (1) on some open interval I is a solution of (3) on
I.
Lecture 2 4/19
Theorem 1(a)
Proof.
L[y + ỹ] = L[y] + L[ỹ] = r + 0 = r. (4)
This shows that (2) is a solution of (1) on I.
Theorem 1(b)
The difference of two solutions of (1) on some open interval I is a solution of (3) on
I.
Proof.
Denoting the L.H.S. of (1) as L[y], for any solutions y and y ∗ of (1) on I,
L[y − y ∗ ] = L[y] − L[y ∗ ] = r − r = 0. (5)
Lecture 2 4/19
This method for solution of a second-order non-homogeneous linear ODE is suitable

when p(x) = a and q(x) = b are constants, i.e., for ODEs of the form
y 00 + ay 0 + by = r(x), (6)
where r(x) is a function that has derivatives similar to itself, e.g., exponential function,
power of x, cosine/sine function and sum/products of such functions.
Basic Idea:
1. Choose a form for yp (x) (in (2)) which is similar to r(x) but with unknown
coefficients.
2. Find the unknown coefficients by substituting yp and its derivatives into the ODE.
Table: Method of undetermined coefficients.
Terms in r(x) Choice for yp (x)

keγx Ceγx
n
kx , n = 0, 1, 2, . . . Kn x + Kn−1 xn−1 + · · · K1 x + K0
n
k cos ωx or k sin ωx K cos ωx + M sin ωx

keαx cos ωx or keαx sin ωx eαx (K cos ωx + M sin ωx)
Lecture 2 5/19

y 00 + ay 0 + by = r(x), (6)
Basic Idea:
coefficients.

keγx Ceγx
n
kx , n = 0, 1, 2, . . . Kn x + Kn−1 xn−1 + · · · K1 x + K0
n

Lecture 2 5/19

y 00 + ay 0 + by = r(x), (6)
Basic Idea:
coefficients.

keγx Ceγx
n
kx , n = 0, 1, 2, . . . Kn x + Kn−1 xn−1 + · · · K1 x + K0
n

Lecture 2 5/19

y 00 + ay 0 + by = r(x), (6)
Basic Idea:
coefficients.

keγx Ceγx
n
kx , n = 0, 1, 2, . . . Kn x + Kn−1 xn−1 + · · · K1 x + K0
n

Lecture 2 5/19

y 00 + ay 0 + by = r(x), (6)
Basic Idea:
coefficients.

keγx Ceγx
n
kx , n = 0, 1, 2, . . . Kn x + Kn−1 xn−1 + · · · K1 x + K0
n

Lecture 2 5/19
Choice Rules:
1. Basic rule: If r(x) in (6) is a function from the first column of the table, choose the
corresponding yp (x) from the second column.
2. Modification rule: If a term in the choice for yp (x) happens to be a solution of the
homogeneous ODE corresponding to (6), multiply this term by x (or x2 if the charac-
teristic equation of the homogeneous ODE has a double root).
3. Sum rule: If r(x) in (6) is a sum of functions from the first column of the table, choose
yp (x) as a sum of corresponding functions from the second column.
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
Step 1: Finding yh (x): The corresponding homogeneous ODE, y 00 + y = 0, has characteristic equation λ2 + 1 =
0 ⇒ λ = ±i. This gives the general solution as yh (x) = A cos x + B sin x.
Step 2: Choosing appropriate yp (x): Using basic rule, yp (x) = K2 x2 + K1 x + K0 . Then, yp0 = 2K2 x + K1
and yp00 = 2K2 . Putting yp and yp00 in the ODE, we get
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .
Equating the coefficients of x2 , x, x0 , we get

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2
⇒ yp (x) = 0.001x − 0.002 ⇒ y(x) = A cos x + B sin x + 0.001x − 0.002.
Step 3: Solving the initial value problem: Applying the initial conditions, we get

0 0
y(0) = 0 = A − 0.002 ⇒ A = 0.002, y (0) = 1.5 = y (x) = (−A sin x + B cos x + 0.002x) ⇒ B = 1.5,

x=0 x=0
which gives the particular solution as y(x) = 0.002 cos x + 1.5 sin x + 0.001x2 − 0.002.
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Choice Rules:
Example: Solve
00 2 0
y + y = 0.001x , y(0) = 0, y (0) = 1.5. (7)
00 2 2
yp + yp = 2K2 + K2 x + K1 x + K0 = 0.001x .

2 0
x : K2 = 0.001, x : K1 = 0, x : 2K2 + K0 = 0 ⇒ K0 = −0.002
2 2

0 0

x=0 x=0
Lecture 2 6/19
Method of Undetermind Coefficients
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)
Step 1: Finding yh (x): The corresponding homogeneous ODE, y 00 + 3y 0 + 2.25y = 0,

has characteristic equation λ2 + 3λ + 2.25 = 0 ⇒ (λ + 1.5)2 = 0 ⇒ λ = −1.5, −1.5.
This gives the general solution as yh (x) = (c1 + c2 x) e−1.5x .
Step 2: Choosing appropriate yp (x): Using modification rule, yp (x) = Cx2 e−1.5x .
Then, yp0 = Cxe−1.5x (2 − 1.5x) and yp00 = Ce−1.5x 2 − 6x + 2.25x2 . Putting yp ,

yp0 and yp00 in the ODE, we get
yp00 + 3yp0 + 2.25yp = Ce−1.5x (2 − 6x + 2.25x2 ) + (6x − 3x2 ) + 2.25x2 = −10e−1.5x .

x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5
⇒ yp (x) = −5x2 e−1.5x ⇒ y(x) = (c1 + c2 x) e−1.5x − 5x2 e−1.5x .

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
which gives the particular solution as y(x) = (1 + 1.5x) e−1.5x − 5x2 e−1.5x .
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Example: Solve
y 00 + 3y 0 + 2.25y = −10e−1.5x , y(0) = 1, y 0 (0) = 0. (8)



x2 : 0 = 0, x : 0 = 0, x0 : 2C = −10 ⇒ C = −5

y(0) = 1 = c1 , y 0 (0) = 0 = y 0 (x) = c2 − 1.5c1 ⇒ c2 = 1.5,

x=0
Lecture 2 7/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
be a particular solution of (1) on an open interval I, in which y1 (x) and y2 (x) are the
basis solutions of the homogeneous ODE in (3) on I. Then,
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)
To simplifiy yp0 (x), we assume/enforce the following

u0 y1 + v 0 y2 = 0, (11)
which simplifies yp0 (x) as
yp0 (x) = uy10 + vy20 (12)
and gives yp00 (x) as
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)
Putting (12) and (13) in (1) gives

u0 y10 + uy100 + v 0 y20 + vy200 + p uy10 + vy20 + q (uy1 + vy2 ) = r

u y100 + py10 + qy1 +v y200 + py20 + qy2 +u0 y10 + v 0 y20 = r

| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

where we have used the fact that y1 (x) and y2 (x) are solutions of the homogeneous
ODE in (3) to get the penultimate expression.
Lecture 2 8/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)

u0 y1 + v 0 y2 = 0, (11)
yp0 (x) = uy10 + vy20 (12)
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)



| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

Lecture 2 8/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)

u0 y1 + v 0 y2 = 0, (11)
yp0 (x) = uy10 + vy20 (12)
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)



| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

Lecture 2 8/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)

u0 y1 + v 0 y2 = 0, (11)
yp0 (x) = uy10 + vy20 (12)
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)



| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

Lecture 2 8/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)

u0 y1 + v 0 y2 = 0, (11)
yp0 (x) = uy10 + vy20 (12)
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)



| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

Lecture 2 8/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)

u0 y1 + v 0 y2 = 0, (11)
yp0 (x) = uy10 + vy20 (12)
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)



| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

Lecture 2 8/19
Let
yp (x) = u(x)y1 (x) + v(x)y2 (x) (9)
yp0 (x) = u0 y1 + uy10 + v 0 y2 + vy20 . (10)

u0 y1 + v 0 y2 = 0, (11)
yp0 (x) = uy10 + vy20 (12)
yp00 (x) = u0 y10 + uy100 + v 0 y20 + vy200 . (13)



| {z } | {z }
=0 =0
u0 y10 + v 0 y20 = r, (14)

Lecture 2 8/19
Multiplying (11) with y20 , (14) with −y2 and adding them results in
Z
0 0 0 0 −y2 r y2 r
u y1 y2 − y2 y1 = −y2 r ⇒ u = ⇒ u(x) = − dx, (15)
W W
where

y 1 y2
W (y1 , y2 ) = y1 y20 − y2 y10 = 0 0 (16)
y1 y2
is called the Wronskian of y1 , y2 .

Multiplying (11) with −y10 , (14) with y1 and adding them results in
Z
y1 r y1 r
v 0 y1 y20 − y2 y10 = y1 r ⇒ v 0 =

⇒ v(x) = dx. (17)
W W
Hence, the particular solution, by method of variation of parameters, is given by

Z Z
y2 r y1 r
yp (x) = −y1 dx + y2 dx. (18)
W W
General solution is then given by (2), in which the existence of yh (x) is ensured by
the continuity of p(x) and q(x) on I and the existence of integrals in yp (x) in (18) is
ensured by the continuity of r(x).
Lecture 2 9/19
Z
0 0 0 0 −y2 r y2 r
u y1 y2 − y2 y1 = −y2 r ⇒ u = ⇒ u(x) = − dx, (15)
W W
where

y 1 y2
W (y1 , y2 ) = y1 y20 − y2 y10 = 0 0 (16)
y1 y2

Multiplying (11) with −y10 , (14) with y1 and adding them results in
Z
y1 r y1 r
v 0 y1 y20 − y2 y10 = y1 r ⇒ v 0 =

⇒ v(x) = dx. (17)
W W

Z Z
y2 r y1 r
yp (x) = −y1 dx + y2 dx. (18)
W W
Lecture 2 9/19
Z
−y2 r y2 r
u0 y1 y20 − y2 y10 = −y2 r ⇒ u0 =

⇒ u(x) = − dx, (15)
W W
where

y 1 y2
W (y1 , y2 ) = y1 y20 − y2 y10 = 0 0 (16)
y1 y2

Multiplying (11) with −y10 , (14) with y1 and adding them results in1
Z
y1 r y1 r
v 0 y1 y20 − y2 y10 = y1 r ⇒ v 0 =

⇒ v(x) = dx. (17)
W W

Z Z
y2 r y1 r
yp (x) = −y1 dx + y2 dx. (18)
W W
1
It can be seen that (15) and (17) satisfy (11). Furthermore, note that y1 and y2 are linearly independent solutions of (3) and hence,
W (y1 , y2 ) 6= 0.
Lecture 2 9/19
Z
−y2 r y2 r
u0 y1 y20 − y2 y10 = −y2 r ⇒ u0 =

⇒ u(x) = − dx, (15)
W W
where

y 1 y2
W (y1 , y2 ) = y1 y20 − y2 y10 = 0 0 (16)
y1 y2

Z
y1 r y1 r
v 0 y1 y20 − y2 y10 = y1 r ⇒ v 0 =

⇒ v(x) = dx. (17)
W W

Z Z
y2 r y1 r
yp (x) = −y1 dx + y2 dx. (18)
W W
1
W (y1 , y2 ) 6= 0.
Lecture 2 9/19
Z
−y2 r y2 r
u0 y1 y20 − y2 y10 = −y2 r ⇒ u0 =

⇒ u(x) = − dx, (15)
W W
where

y 1 y2
W (y1 , y2 ) = y1 y20 − y2 y10 = 0 0 (16)
y1 y2

Z
y1 r y1 r
v 0 y1 y20 − y2 y10 = y1 r ⇒ v 0 =

⇒ v(x) = dx. (17)
W W

Z Z
y2 r y1 r
yp (x) = −y1 dx + y2 dx. (18)
W W
1
W (y1 , y2 ) 6= 0.
Lecture 2 9/19
Example: Solve
y 00 + y = sec x. (19)
The corresponding homogeneous ODE, y 00 +y = 0, has characteristic equation λ2 +1 =

0 ⇒ λ = ±i. This gives the linearly independent solutions of the homogeneous ODE
as y1 (x) = cos x and y2 (x) = sin x. Hence, the Wronskian is given by
W (y1 , y2 ) = cos2 x + sin2 x = 1.
Choosing the constants of integration to be zero in (18), particular solution is given

by
yp (x) = cos x ln | cos x| + x sin x,
which gives the general solution of the ODE as
y(x) = yh (x) + yp (x) = c1 y1 (x) + c2 y2 (x) + yp (x)

= (c1 + ln | cos x|) cos x + (c2 + x) sin x.
Lecture 2 10/19
Example: Solve
y 00 + y = sec x. (19)

W (y1 , y2 ) = cos2 x + sin2 x = 1.

by

Lecture 2 10/19
Example: Solve
y 00 + y = sec x. (19)

W (y1 , y2 ) = cos2 x + sin2 x = 1.

by

Lecture 2 10/19
Example: Solve
y 00 + y = sec x. (19)

W (y1 , y2 ) = cos2 x + sin2 x = 1.

by

Lecture 2 10/19
Example: Solve
y 00 + y = sec x. (19)

W (y1 , y2 ) = cos2 x + sin2 x = 1.

by

Lecture 2 10/19
Example: Solve
y 00 + y = sec x. (19)

W (y1 , y2 ) = cos2 x + sin2 x = 1.

by

Lecture 2 10/19
Power Series
A power series is an infinite series of the form

∞
X m 2
am (x − x0 ) = a0 + a1 (x − x0 ) + a2 (x − x0 ) + · · · (20)
m=0
If sn (x) denotes the nth partial sum, i.e.,

n
X m 2 n
sn (x) = am (x − x0 ) = a0 + a1 (x − x0 ) + a2 (x − x0 ) + · · · + an (x − x0 ) ,
m=0
(21)
then
∞
X m n+1 n+2
Rn (x) = am (x − x0 ) = an+1 (x − x0 ) + an+2 (x − x0 ) + ···
m=n+1
(22)
n
represents the remainder of the power series after the term an (x − x0 ) .
Lecture 2 11/19
Power Series

∞
X m 2
am (x − x0 ) = a0 + a1 (x − x0 ) + a2 (x − x0 ) + · · · (20)
m=0

n
X m 2 n
m=0
(21)
then
∞
X m n+1 n+2
m=n+1
(22)
n
Lecture 2 11/19
Power Series

∞
X m 2
am (x − x0 ) = a0 + a1 (x − x0 ) + a2 (x − x0 ) + · · · (20)
m=0

n
X m 2 n
m=0
(21)
then
∞
X m n+1 n+2
m=n+1
(22)
n
Lecture 2 11/19
Convergence of Power Series
Convergent Power Series
A power series is called convergent at x = x1 if
lim sn (x1 ) = s(x1 ), (23)

n→∞
where s(x1 ) is the value of the power series at x = x1 , i.e.,

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
For convergent series, ∃ an N and a small positive , such that
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)
i.e., the sum s(x1 ) can be approximated by the partial sum sn (x1 ) as accurately as desired.
A power series always converges to a0 at x = x0 , i.e., s(x0 ) = a0 . If there are other

values of x for which the series converges, these values form what is called a convergence
interval.
Convergence interval about x = x0 is called radius of convergence, denoted by R and
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
lim sn (x1 ) = s(x1 ), (23)

n→∞

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)

interval.
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
lim sn (x1 ) = s(x1 ), (23)

n→∞

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)

interval.
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
lim sn (x1 ) = s(x1 ), (23)

n→∞

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)

interval.
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
lim sn (x1 ) = s(x1 ), (23)

n→∞

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)

interval.
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
lim sn (x1 ) = s(x1 ), (23)

n→∞

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)

interval.
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
lim sn (x1 ) = s(x1 ), (23)

n→∞

∞
X
s(x1 ) = am (x1 − x0 )m = sn (x1 ) + Rn (x1 ). (24)
m=0
|Rn (x1 )| = |s(x1 ) − sn (x1 )| < , ∀ n > N, (25)

interval.
given by
1 1
R= p
m
, R= am+1 .
(26)
lim |am | lim am
m→∞ m→∞
Lecture 2 12/19
Power Series Method for Second-Order Linear ODEs
Theorem: Existence of Power Series Solutions
Every solution of the second-order non-homogeneous linear ODE, of the form y 00 + p(x)y 0 +
q(x)y = r(x), is analytic2 at x = x0 if p(x), q(x) and r(x) are analytic at x = x0 .
Guidelines for Solution:

1. Represent p(x), q(x) and r(x) by a power series. If p(x), q(x) and r(x) are polynomials,
skip this step.
2. Assume a solution y(x) in the form of following power series
∞
X
y(x) = am xm , (27)
m=0
with unknown coefficients.

3. Insert this y(x),
∞
X
y 0 (x) = mam xm−1 = a1 + 2a2 x + 3a3 x2 + · · · and
m=1
X∞
y 00 (x) = m(m − 1)am xm−2 = 2a2 + 6a3 x + 12a4 x3 + · · ·
m=2
into the ODE.

4. Collect like powers of x and equate the sum of coefficients of each occuring power of x
to determine the unknown coefficients am .
2 A function is called analytic at x = x if it can be represented by a power series in powers of (x − x ) with R > 0.
0 0
Lecture 2 13/19

skip this step.
∞
X
y(x) = am xm , (27)
m=0

∞
X
m=1
X∞
y 00 (x) = m(m − 1)am xm−2 = 2a2 + 6a3 x + 12a4 x3 + · · ·
m=2
into the ODE.

0 0
Lecture 2 13/19

skip this step.
∞
X
y(x) = am xm , (27)
m=0

∞
X
m=1
X∞
y 00 (x) = m(m − 1)am xm−2 = 2a2 + 6a3 x + 12a4 x3 + · · ·
m=2
into the ODE.

0 0
Lecture 2 13/19

skip this step.
∞
X
y(x) = am xm , (27)
m=0

∞
X
m=1
X∞
y 00 (x) = m(m − 1)am xm−2 = 2a2 + 6a3 x + 12a4 x3 + · · ·
m=2
into the ODE.

0 0
Lecture 2 13/19

skip this step.
∞
X
y(x) = am xm , (27)
m=0

∞
X
m=1
X∞
y 00 (x) = m(m − 1)am xm−2 = 2a2 + 6a3 x + 12a4 x3 + · · ·
m=2
into the ODE.

0 0
Lecture 2 13/19
Power Series Method
Example: Solve
y 0 − y = 0. (28)
Assume the solution to be y(x) = a0 + a1 x + a2 x2 + · · · . Then,
y 0 (x) = a1 + 2a2 x + 3a3 x2 + · · ·

⇒ a1 + 2a2 x + 3a3 x2 + · · · − a0 + a1 x + a2 x2 + · · · = 0

⇒ (a1 − a0 ) + (2a2 − a1 ) x + (3a3 − a2 ) x2 + · · · = 0.
Equating sum of coefficients of powers of x to zero,
a1 − a0 = 0, 2a2 − a1 = 0, 3a3 − a2 = 0, . . .
a1 a0 a2 a0
⇒ a1 = a0 , a2 = = , a3 = = ,...
2 2 3 3!
Hence, the solution of the ODE is given, in terms of a0 , by
x2 x3

y(x) = a0 1 + x + + + · · · = a0 ex .
2! 3!
Lecture 2 14/19
Power Series Method
Example: Solve
y 0 − y = 0. (28)
y 0 (x) = a1 + 2a2 x + 3a3 x2 + · · ·

⇒ a1 + 2a2 x + 3a3 x2 + · · · − a0 + a1 x + a2 x2 + · · · = 0

⇒ (a1 − a0 ) + (2a2 − a1 ) x + (3a3 − a2 ) x2 + · · · = 0.
a1 − a0 = 0, 2a2 − a1 = 0, 3a3 − a2 = 0, . . .
a1 a0 a2 a0
⇒ a1 = a0 , a2 = = , a3 = = ,...
2 2 3 3!
x2 x3

y(x) = a0 1 + x + + + · · · = a0 ex .
2! 3!
Lecture 2 14/19
Power Series Method
Example: Solve
y 0 − y = 0. (28)
y 0 (x) = a1 + 2a2 x + 3a3 x2 + · · ·

⇒ a1 + 2a2 x + 3a3 x2 + · · · − a0 + a1 x + a2 x2 + · · · = 0

⇒ (a1 − a0 ) + (2a2 − a1 ) x + (3a3 − a2 ) x2 + · · · = 0.
a1 − a0 = 0, 2a2 − a1 = 0, 3a3 − a2 = 0, . . .
a1 a0 a2 a0
⇒ a1 = a0 , a2 = = , a3 = = ,...
2 2 3 3!
x2 x3

y(x) = a0 1 + x + + + · · · = a0 ex .
2! 3!
Lecture 2 14/19
Power Series Method
Example: Solve
y 0 − y = 0. (28)
y 0 (x) = a1 + 2a2 x + 3a3 x2 + · · ·

⇒ a1 + 2a2 x + 3a3 x2 + · · · − a0 + a1 x + a2 x2 + · · · = 0

⇒ (a1 − a0 ) + (2a2 − a1 ) x + (3a3 − a2 ) x2 + · · · = 0.
a1 − a0 = 0, 2a2 − a1 = 0, 3a3 − a2 = 0, . . .
a1 a0 a2 a0
⇒ a1 = a0 , a2 = = , a3 = = ,...
2 2 3 3!
x2 x3

y(x) = a0 1 + x + + + · · · = a0 ex .
2! 3!
Lecture 2 14/19
Frobenius Method: Theorem 1
Consider an ODE of the form
b(x) 0 c(x)
y 00 + y + 2 y = 0, (29)
x x
where b(x) and c(x) are analytic functions at x = 03 . Then the ODE in (29) has at
least one solution, given by
∞
X
y(x) = xr am xm = xr a0 + a1 x + x2 x2 + · · · ,

a0 6= 0. (30)
m=0
Multiplying (29) by x2 gives
x2 y 00 + xb(x)y 0 + c(x)y = 0, (31)

in which
∞
X
y 0 (x) = (m + r)am xm+r−1 = xr−1 (ra0 + (r + 1)a1 x + · · · ) , and
m=0
X∞
y 00 (x) = (m + r)(m + r − 1)am xm+r−2 = xr−2 (r(r − 1)a0 + (r + 1)ra1 x + · · · ) .
m=0
Lecture 2 15/19
b(x) 0 c(x)
y 00 + y + 2 y = 0, (29)
x x
∞
X

a0 6= 0. (30)
m=0

x2 y 00 + xb(x)y 0 + c(x)y = 0, (31)
in which
∞
X
m=0
X∞
00
y (x) = (m + r)(m + r − 1)am xm+r−2 = xr−2 (r(r − 1)a0 + (r + 1)ra1 x + · · · ) .
m=0
3 b(x)/x and c(x)/x2 are not analytic at x = 0.

Lecture 2 15/19
b(x) 0 c(x)
y 00 + y + 2 y = 0, (29)
x x
∞
X

a0 6= 0. (30)
m=0

x2 y 00 + xb(x)y 0 + c(x)y = 0, (31)
in which
∞
X
m=0
X∞
00
m=0

Lecture 2 15/19
b(x) 0 c(x)
y 00 + y + 2 y = 0, (29)
x x
∞
X

a0 6= 0. (30)
m=0

x2 y 00 + xb(x)y 0 + c(x)y = 0, (31)
in which
∞
X
m=0
X∞
00
m=0

Lecture 2 15/19
b(x) 0 c(x)
y 00 + y + 2 y = 0, (29)
x x
∞
X

a0 6= 0. (30)
m=0

x2 y 00 + xb(x)y 0 + c(x)y = 0, (31)
in which
∞
X
m=0
X∞
00
m=0

Lecture 2 15/19
Expanding b(x) and c(x) in power series as
b(x) = b0 + b1 x + b2 x2 + · · · , c(x) = c0 + c1 x + c2 x2 + · · · , (32)
and inserting y(x), y 0 (x) and y 00 (x) into (31), we get

xr (r(r − 1)a0 + (r + 1)ra1 x + · · · ) + b0 + b1 x + b2 x2 xr ×

(ra0 + (r + 1)a1 x + · · · ) + c0 + c1 x + c2 x2 + · · · xr a0 + a1 x + a2 x2 + · · · = 0.

Equating the coefficients of each power, i.e., xr , xr+1 , xr+2 , . . . to zero results
in a linear system of equations. Coefficients of the smallest power, i.e., xr ,
yields the following equation
(r(r − 1) + b0 r + c0 ) a0 = 0
⇒ r(r − 1) + b0 r + c0 = 0, ∵ a0 6= 0, (33)
which is called the indicial equation. Therefore, y(x) in (30) is a solution of the
ODE if r is a root of the indicial equation (33).
The indicial equation is quadratic, correctly implying two solutions of the ODE.
The second solution depends on the roots of the indicial equation.
Lecture 2 16/19
b(x) = b0 + b1 x + b2 x2 + · · · , c(x) = c0 + c1 x + c2 x2 + · · · , (32)



(r(r − 1) + b0 r + c0 ) a0 = 0
⇒ r(r − 1) + b0 r + c0 = 0, ∵ a0 6= 0, (33)
Lecture 2 16/19
b(x) = b0 + b1 x + b2 x2 + · · · , c(x) = c0 + c1 x + c2 x2 + · · · , (32)



(r(r − 1) + b0 r + c0 ) a0 = 0
⇒ r(r − 1) + b0 r + c0 = 0, ∵ a0 6= 0, (33)
Lecture 2 16/19
b(x) = b0 + b1 x + b2 x2 + · · · , c(x) = c0 + c1 x + c2 x2 + · · · , (32)



(r(r − 1) + b0 r + c0 ) a0 = 0
⇒ r(r − 1) + b0 r + c0 = 0, ∵ a0 6= 0, (33)
Lecture 2 16/19
b(x) = b0 + b1 x + b2 x2 + · · · , c(x) = c0 + c1 x + c2 x2 + · · · , (32)



(r(r − 1) + b0 r + c0 ) a0 = 0
⇒ r(r − 1) + b0 r + c0 = 0, ∵ a0 6= 0, (33)
Lecture 2 16/19
b(x) = b0 + b1 x + b2 x2 + · · · , c(x) = c0 + c1 x + c2 x2 + · · · , (32)



(r(r − 1) + b0 r + c0 ) a0 = 0
⇒ r(r − 1) + b0 r + c0 = 0, ∵ a0 6= 0, (33)
Lecture 2 16/19
1. For r1 6= r2 and |r1 − r2 | =
6 1, 2, 3 . . ., the second solution is given by
y2 (x) = xr2 (A0 + A1 x1 + A2 x2 + · · · ) . (34)
2. For r1 = r2 = r, the second solution is given by
y2 (x) = y1 (x) ln x + xr (A0 + A1 x1 + A2 x2 + · · · ) . (35)
3. For r1 6= r2 and |r1 − r2 | = 1, 2, 3, . . ., the second solution is given by
y2 (x) = ky1 (x) ln x + xr2 (A0 + A1 x1 + A2 x2 + · · · ) , r1 > r2 . (36)
Example: Solve
x(x − 1)y 00 + (3x − 1)y 0 + y = 0. (37)
Dividing by x(x − 1), we get
(3x − 1) 0 x
y 00 + y + 2 y = 0,
x(x − 1) x (x − 1)
from which we see that b(x) = (3x − 1)/(x − 1) and c(x) = x/(x − 1).
Lecture 2 17/19
1. For r1 6= r2 and |r1 − r2 | =
y2 (x) = xr2 (A0 + A1 x1 + A2 x2 + · · · ) . (34)
y2 (x) = y1 (x) ln x + xr (A0 + A1 x1 + A2 x2 + · · · ) . (35)
Example: Solve
x(x − 1)y 00 + (3x − 1)y 0 + y = 0. (37)
(3x − 1) 0 x
y 00 + y + 2 y = 0,
x(x − 1) x (x − 1)
Lecture 2 17/19
1. For r1 6= r2 and |r1 − r2 | =
y2 (x) = xr2 (A0 + A1 x1 + A2 x2 + · · · ) . (34)
y2 (x) = y1 (x) ln x + xr (A0 + A1 x1 + A2 x2 + · · · ) . (35)
Example: Solve
x(x − 1)y 00 + (3x − 1)y 0 + y = 0. (37)
(3x − 1) 0 x
y 00 + y + 2 y = 0,
x(x − 1) x (x − 1)
Lecture 2 17/19
1. For r1 6= r2 and |r1 − r2 | =
y2 (x) = xr2 (A0 + A1 x1 + A2 x2 + · · · ) . (34)
y2 (x) = y1 (x) ln x + xr (A0 + A1 x1 + A2 x2 + · · · ) . (35)
Example: Solve
x(x − 1)y 00 + (3x − 1)y 0 + y = 0. (37)
(3x − 1) 0 x
y 00 + y + 2 y = 0,
x(x − 1) x (x − 1)
Lecture 2 17/19
1. For r1 6= r2 and |r1 − r2 | =
y2 (x) = xr2 (A0 + A1 x1 + A2 x2 + · · · ) . (34)
y2 (x) = y1 (x) ln x + xr (A0 + A1 x1 + A2 x2 + · · · ) . (35)
Example: Solve
x(x − 1)y 00 + (3x − 1)y 0 + y = 0. (37)
(3x − 1) 0 x
y 00 + y + 2 y = 0,
x(x − 1) x (x − 1)
Lecture 2 17/19
1. For r1 6= r2 and |r1 − r2 | =
y2 (x) = xr2 (A0 + A1 x1 + A2 x2 + · · · ) . (34)
y2 (x) = y1 (x) ln x + xr (A0 + A1 x1 + A2 x2 + · · · ) . (35)
Example: Solve
x(x − 1)y 00 + (3x − 1)y 0 + y = 0. (37)
(3x − 1) 0 x
y 00 + y + 2 y = 0,
x(x − 1) x (x − 1)
Lecture 2 17/19
∞
Assuming y(x) = xr am xm and putting it into the ODE, along with
P
m=0
∞
X
y 0 (x) = (m + r)am xm+r−1 = xr−1 (ra0 + (r + 1)a1 x + · · · ) ,
m=0
X∞
y 00 (x) = (m + r)(m + r − 1)am xm+r−2 = xr−2 (r(r − 1)a0 + (r + 1)ra1 x + · · · ) ,
m=0
results in
∞
X ∞
X
(m + r)(m + r − 1)am xm+r − (m + r)(m + r − 1)am xm+r−1 +
m=0 m=0
∞
X ∞
X ∞
X
3 (m + r)am xm+r − (m + r)am xm+r−1 + am xm+r = 0. (38)
m=0 m=0 m=0
Indicial equation is obtained by setting the coefficients of the smallest power of x, which is
r − 1, to zero, i.e.,
(−r(r − 1) − r)a0 = 0 ⇒ −r(r − 1) − r = 0 ⇒ r2 = 0. (39)
Hence, putting r = 0 in (38) gives
∞
X ∞
X
m(m − 1)am xm − m(m − 1)am xm−1 +
m=0 m=0
∞
X ∞
X ∞
X
3 mam xm − mam xm−1 + am xm = 0. (40)
m=0 m=0 m=0
Lecture 2 18/19
∞
P
m=0
∞
X
m=0
X∞
m=0
results in
∞
X ∞
X
m=0 m=0
∞
X ∞
X ∞
X
m=0 m=0 m=0
(−r(r − 1) − r)a0 = 0 ⇒ −r(r − 1) − r = 0 ⇒ r2 = 0. (39)
∞
X ∞
X
m(m − 1)am xm − m(m − 1)am xm−1 +
m=0 m=0
∞
X ∞
X ∞
X
3 mam xm − mam xm−1 + am xm = 0. (40)
m=0 m=0 m=0
Lecture 2 18/19
∞
P
m=0
∞
X
m=0
X∞
m=0
results in
∞
X ∞
X
m=0 m=0
∞
X ∞
X ∞
X
m=0 m=0 m=0
(−r(r − 1) − r)a0 = 0 ⇒ −r(r − 1) − r = 0 ⇒ r2 = 0. (39)
∞
X ∞
X
m(m − 1)am xm − m(m − 1)am xm−1 +
m=0 m=0
∞
X ∞
X ∞
X
3 mam xm − mam xm−1 + am xm = 0. (40)
m=0 m=0 m=0
Lecture 2 18/19
∞
P
m=0
∞
X
m=0
X∞
m=0
results in
∞
X ∞
X
m=0 m=0
∞
X ∞
X ∞
X
m=0 m=0 m=0
(−r(r − 1) − r)a0 = 0 ⇒ −r(r − 1) − r = 0 ⇒ r2 = 0. (39)
∞
X ∞
X
m(m − 1)am xm − m(m − 1)am xm−1 +
m=0 m=0
∞
X ∞
X ∞
X
3 mam xm − mam xm−1 + am xm = 0. (40)
m=0 m=0 m=0
Lecture 2 18/19
Setting the coefficients of xm to zero, we get
m(m − 1)am − (m + 1)mam+1 + 3mam − (m + 1)am+1 + am = 0

⇒ am+1 −m2 − 2m − 1 + am m2 + 2m + 1 = 0

⇒ am+1 = am , ⇒ a0 = a1 = a2 = · · ·
∞
X 1
⇒ y1 (x) = a0 xm = a0 , |x| < 1.
m=0
1−x
Because r1 = r2 = r = 0, y2 (x) = y1 ln x = a0 ln x/(1 − x), 0 < x < 1 Choosing a0 = 1,
1 ln x
y1 (x) = , y2 (x) = , (41)
1−x 1−x
which are linearly independent and thus, form a basis on the interval 0 < x < 1.
Lecture 2 19/19

⇒ am+1 −m2 − 2m − 1 + am m2 + 2m + 1 = 0

⇒ am+1 = am , ⇒ a0 = a1 = a2 = · · ·
∞
X 1
⇒ y1 (x) = a0 xm = a0 , |x| < 1.
m=0
1−x
Because r1 = r2 = r = 0, y2 (x) = y1 ln x = a0 ln x/(1 − x), 0 < x < 14 . Choosing a0 = 1,

1 ln x
y1 (x) = , y2 (x) = , (41)
1−x 1−x
4 Exactly same result is obtained from method of reduction of order.

Lecture 2 19/19

⇒ am+1 −m2 − 2m − 1 + am m2 + 2m + 1 = 0

⇒ am+1 = am , ⇒ a0 = a1 = a2 = · · ·
∞
X 1
⇒ y1 (x) = a0 xm = a0 , |x| < 1.
m=0
1−x
Because r1 = r2 = r = 0, y2 (x) = y1 ln x = a0 ln x/(1 − x), 0 < x < 14 . Choosing a0 = 1,

1 ln x
y1 (x) = , y2 (x) = , (41)
1−x 1−x
4 Exactly same result is obtained from method of reduction of order.

Lecture 2 19/19

EE506 - Engineering Mathematics: Review of Ordinary Differential Equations (Part II)

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EE506 - Engineering Mathematics: Review of Ordinary Differential Equations (Part II)

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EE506 – Engineering Mathematics

Dr. Adeem Aslam

Department of Electrical Engineering

September 16, 2021

1 Second-Order Non-Homogeneous Linear Ordinary Differential Equations

A second-order non-homogeneous linear ODE, written in standard form as

y 00 + p(x)y 0 + q(x)y = r(x), (1)

has a general solution on an open interval I given by

y(x) = yh (x) + yp (x), (2)

where yh (x) = c1 y1 (x) + c2 y2 (x) is a general solution of the second-order homo-

y 00 + p(x)y 0 + q(x)y = 0, (3)

on the open interval I, and yp (x) is any solution of (1) on I containing no

A particular solution of a second-order non-homogeneous linear ODE is obtained

A second-order non-homogeneous linear ODE, written in standard form as

y 00 + p(x)y 0 + q(x)y = r(x), (1)

has a general solution on an open interval I given by

y(x) = yh (x) + yp (x), (2)

where yh (x) = c1 y1 (x) + c2 y2 (x) is a general solution of the second-order homo-

y 00 + p(x)y 0 + q(x)y = 0, (3)

on the open interval I, and yp (x) is any solution of (1) on I containing no

A particular solution of a second-order non-homogeneous linear ODE is obtained

A second-order non-homogeneous linear ODE, written in standard form as

y 00 + p(x)y 0 + q(x)y = r(x), (1)

has a general solution on an open interval I given by

y(x) = yh (x) + yp (x), (2)

where yh (x) = c1 y1 (x) + c2 y2 (x) is a general solution of the second-order homo-

y 00 + p(x)y 0 + q(x)y = 0, (3)

on the open interval I, and yp (x) is any solution of (1) on I containing no

A particular solution of a second-order non-homogeneous linear ODE is obtained

A second-order non-homogeneous linear ODE, written in standard form as

y 00 + p(x)y 0 + q(x)y = r(x), (1)

has a general solution on an open interval I given by

y(x) = yh (x) + yp (x), (2)

where yh (x) = c1 y1 (x) + c2 y2 (x) is a general solution of the second-order homo-

y 00 + p(x)y 0 + q(x)y = 0, (3)

on the open interval I, and yp (x) is any solution of (1) on I containing no

A particular solution of a second-order non-homogeneous linear ODE is obtained

A second-order non-homogeneous linear ODE, written in standard form as

y 00 + p(x)y 0 + q(x)y = r(x), (1)

has a general solution on an open interval I given by

y(x) = yh (x) + yp (x), (2)

where yh (x) = c1 y1 (x) + c2 y2 (x) is a general solution of the second-order homo-

y 00 + p(x)y 0 + q(x)y = 0, (3)

on the open interval I, and yp (x) is any solution of (1) on I containing no

A particular solution of a second-order non-homogeneous linear ODE is obtained

L[y + ỹ] = L[y] + L[ỹ] = r + 0 = r. (4)

L[y + ỹ] = L[y] + L[ỹ] = r + 0 = r. (4)

This shows that (2) is a solution of (1) on I.

L[y + ỹ] = L[y] + L[ỹ] = r + 0 = r. (4)

This shows that (2) is a solution of (1) on I.

L[y − y ∗ ] = L[y] − L[y ∗ ] = r − r = 0. (5)

This method for solution of a second-order non-homogeneous linear ODE is suitable

Table: Method of undetermined coefficients.

Terms in r(x) Choice for yp (x)

k cos ωx or k sin ωx K cos ωx + M sin ωx

This method for solution of a second-order non-homogeneous linear ODE is suitable

Table: Method of undetermined coefficients.

Terms in r(x) Choice for yp (x)

k cos ωx or k sin ωx K cos ωx + M sin ωx

This method for solution of a second-order non-homogeneous linear ODE is suitable

Table: Method of undetermined coefficients.

Terms in r(x) Choice for yp (x)

k cos ωx or k sin ωx K cos ωx + M sin ωx