Linear Algebra

ODE's.

second order differential equations

 Second Order Differential Equations
Definition
A second order homogeneous linear differential equation with
constant coefficients is:
ay by cy 0
where a,b,c R and a 0

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 Method of Solution:
1)Write the auxiliary equation am 2 bm c 0
(y m2 , y m , y 1)
2)Find m 1 , m 2and there are 3 cases:
m 1 , m 2 real and distinct m1 m 2
1 (b 2
4 ac 0)
𝑦=𝐶 𝑒 +𝐶 𝑒

m 1 , m 2 real and equal 𝑚 =𝑚 =𝑚

2 (b 2 4 ac 0)
𝑦=𝐶 𝑒 + 𝐶 𝑥𝑒

m 1 , m 2 complex roots
3 𝑚 , = 𝛼 ± 𝑖𝛽 𝑦=𝑒 𝐶 cos 𝛽 𝑥 + 𝐶 sin 𝛽 𝑥

(b 2 4 ac 0)
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Example 1
Solve y 2y 4y 0

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Example 2
d 2s ds
Solve 4 4s 0
dt 2 dt

Example 3
Solve y 5y 6y 0

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Example 4
Solve 4𝑦 + 4𝑦 + 17𝑦 = 0 , 𝑦 0 = −1, 𝑦 0 = 2

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 Non-homogeneous equations (variation of parameters method)

General form of it: 𝑎𝑦 + 𝑏𝑦 + 𝑐𝑦 = 𝑓 𝑥 → (1) a, b , c R , a 0

The variation of parameters method
1- Putting (1) into the standard form by dividing by 𝑎
𝑦 + 𝑑 𝑦 + 𝑒 𝑦 = 𝑔(𝑥) → 2)
2- Find the complementary solution 𝑦 , the general solution of the associated
homogeneous equation of (2)
𝑦 =𝑐 𝑦 +𝑐 𝑦
3- Compute the Wronskian 𝑊(𝑦 , 𝑦 ) where
𝑦 𝑦
𝑊 𝑦 , 𝑦 = 𝑦 ′ 𝑦 ′ (≠ 0)
( ) ( )
4- We find 𝑢 and 𝑢 by integrating 𝑢 ′ = = ,𝑢 ′= = , where
0 𝑦 𝑦 0
𝑊 = and 𝑊 =
𝑔(𝑥) 𝑦 ′ 𝑦 ′ 𝑔(𝑥)
5- Find the particular solution is 𝑦 𝑢 𝑦 + 𝑢 𝑦
6- The general solution of the equation
𝑦 =𝑦 +𝑦

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Example 5
Solve 𝑦 − 4𝑦 + 4𝑦 = 𝑥 + 1 𝑒

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Example 6
Solve 4𝑦 + 36𝑦 = csc(3𝑥)

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Example 7
Solve y 5y 6y x2

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Example 8
Solve 𝑦 + 3𝑦 − 4𝑦 = 16

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Example 9
Solve 𝑦 − 2𝑦 − 3𝑦 = 𝑒 with 𝑦 0 = 0, 𝑦 0 = 0

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Example 10
Solve 𝑦 − 2𝑦 + 𝑦 = 2𝑥 , with 𝑦 0 = 0, 𝑦 0 = 1

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