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Contents
1
1 Introduction and basic principles 3
20
1.1 Meaning of a differential equation . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Definition of terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Solution to a differential equation . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1
2 Solving first-order oquations 7
2.1 Simple separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 First order exact equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
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2.3 First-order linear equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.4 Integrating factor: First-order linear equations . . . . . . . . . . . . . . . . . . 12
2.5 Integrating factor: First-order general equation . . . . . . . . . . . . . . . . . . 13
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8 Nonhomogeneous, Constant-coefficient Equations. 41
20
8.1 The method of undetermined coefficients. . . . . . . . . . . . . . . . . . . . . . . 42
8.2 Expected difficulties: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
8.3 The Principle of Superposition: . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
8.4 Limitation of the method of undetermined coefficients . . . . . . . . . . . . . . . 46
8.5 The method of variation of parameters . . . . . . . . . . . . . . . . . . . . . . . 46
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8.6 Special substitutions: Cauchy-Euler equations . . . . . . . . . . . . . . . . . . . 52
8.7 Further Cauchy-Euler equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
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9 Systems of linear differential equations 56
9.1 Transforming an equation into a system of differential equations . . . . . . . . . 57
9.2 Reducing a system of differential equations into one equation . . . . . . . . . . . 58
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10.1 Solutions by Method of elimination . . . . . . . . . . . . . . . . . . . . . . . . . 59
10.2 Solutions by matrix method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
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1 Introduction and basic principles
20
1.1 Meaning of a differential equation
A differential equation is an expression that involves derivatives of some unknown function.
If the unknown function is a function of a single independent variable then the differential
equation is called an ordinary differential equation. If the unknown function depends on two or
more independent variables then the differential equation is called a partial differential equation.
1
Equations
∂ 2u ∂ 2u
1. y 0 + xy = 3 2. y 00 + 5y 0 + 6y = cos x 3. y 00 = (1 + y 0 2 )(x2 + y 2 ) 4. 2 − 2 = 0
∂t ∂x
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∂u ∂u
and 5. =3 are all differential equations.
∂t ∂x
In equations (1)-(3), the unknown function is y and is assumed to be a function of the single
independent variable x, (i.e y = y(x)). The functions y 0 and y 00 are the first and second
dy d2 y
derivatives of y(x) with respect to x (usually denoted by , ). the equations (1)- (3) have
dx dx2
ordinary derivatives depending on one single variable x and are called ordinary differential
equations.
-E
In equations (4) and (5), the unknown function u is a function of two independent variables
t and x (and is usually written as (u(t, x) or u(x, t)). We define
∂u
∂x
and
∂ 2u
∂x2
as the first and
second partial derivative of u with respect to x respectively. And equations (4) and (5) are
called partial differential equations because they involve partial derivatives.
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1.2 Definition of terms
(a) The order of a differential equation is the highest derivative which occurs in the equation.
For example
dy
dx
=x+2 order 1 (or first order)
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d2 y dy
dx2
+ 2 dx + 3y = 0 second order
0
xy + 3y = 4 first order
(y 00 )2 − (y 0 )3 + 2y = 5x second order
∂z ∂z
∂x
= z + x ∂y first order
∂2z ∂2z
∂x2
+ ∂y 2
= x2 + y second order
(b) A differential equation can be written (and can be regarded ) as a polynomial in the
-
1
(iii) y 00 + 5y 2 x = sin x second order, degree 1
(iv) (y 00 )2 + (y 0 )3 + 3y = x2 second order, degree 2
20
000 00 2
(v) y + 2(y ) = cos 2x order 3, degree 1
000
(vi) ey − xy 00 + y = 0 order 3, degree does not apply
√
(vii) y 0 + y = sin θ order 1, degree1
1
(c) Generally the equation
F (x, y, y 0 , y 00 , . . . , y (n) ) = 0 (1.1)
is called an nth order ordinary differential equation, for the unknown function y.
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An nth order differential equation is said to be a linear differential equation if it is of the
special form
where the functions ai (x); i = 0, 1, 2, . . . , n and f (x) are given functions independent of
the variable y, with a0 (x) 6= 0. In general, the nth-order equation (1.2) is linear if the
function F (x, y 0 , y 00 . . . y (n) ) is a first degree polynomial in y, y 0 , y 00 , . . . , y (n)
equation. -E
The functions ai (x), i = 0, 1, 2, . . . , n are known as the coefficients of the differential
The term linear refers to the fact that each expression in the differential equation is of
degree one or zero in the variables y, y 0 , . . . , y (n) .
Examples 1.1
equation
equation.
1
(ii) y 00 − 5(y 0 )3 = 3y because of the term (y 0 )3
20
(iii) y 00 − 4y 0 = cos y because of the term cos y
Exercise 1.1
1
1. State the orders and degrees of the differential equations
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(a) 3y 00 + 2y 0 − 4y 2 = 0 (b) 2(y 0 )3 − 3y = 4
(c) (y 00 )2 − 6x(y 0 )3 − 4y = x (d) (y (4) )3 − 3(y 000 )2 − 4(y 0 )5 = 5y 2
1
(e) y 0 + x = (y − xy 0 )−3 (f ) y 00 = (y + (y 0 )2 ) 4
Examples 1.2
for y 00 (x) + y(x) = (cos x)00 = − cos x + cos x = 0 for all x ∈ (−∞, ∞)
p (1 − 2x)
(iii) The function y = x(x − 1) is a solution of y 0 = valid only in x ∈ [0, 1)
2y
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√ 1
(iv) The function y = x is a solution of the equation y 0 = valid only in (0, +∞)
2y
The differential equation y 00 − y = 0 given in (i) above, the function y = e−x is a solution too
and moreover, y = c1 ex + c2 e−x is again a solution to y 00 − y = 0 for some constants c1 and c2 .
1
Therefore the process of finding a solution to a differential equation is to focus ones’s mind to
a unique solution (called a primitive) that was differentiated to have the combination terms of
20
the differential equation satisfied.
Such a primitive function of a differential equation is called the general solution of the differential
equation.
A solution to a differential equation that comes from particular qualities specified together
with the equation is called the particular solution. Such a differential equation that has initial
1
conditions that will result into a particular solution is called an initial value problem (IVP).
Remark: Given any primitive we can in some way obtain a differential equation that is
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associated with it by eliminating the constants involved.
Examples 1.3
dy d2 y d3 y
y = Ax2 + Bx + C,
Then
d3 y
dx3
dx
-E
= 2Ax + B,
dx2
= 2A,
dx3
= 0,
3. Obtain the differential equation associated with the solution y = Ae2x + Bex + C
dy d2 y d3 y
DC
dy
Then − y = 2 + Cex − (2x + Cex ) = 2 + Cex − 2x − Cex = 2 − 2x = 2(1 − x).
dx
When x = 0, y = 3. Then 3 = 2.0 + Ce0 ⇒ C = 3 and the solution is y = 2x + 3ex .
1
2 Solving first-order oquations
20
2.1 Simple separable equations
A first order differential equation is said to be separable if it is of the form
dy g(x)
=
dx f (y)
1
R R
such that f (y)dy = g(x)dx and on integration gives f (y)dy = g(x)dx ⇒ F (y) + c1 =
G(x) + c2 ⇒ F (y) = G(x) + C. The method used to solve simple separable differential
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equations is known as the method of separation of variables.
Examples 2.1
dy y−1
1. Solve the differential equation: =
dx x+3
Solution: By separation of variables
dy
y−1
=
dx
x+3
⇒
Z
dy
y−1
=
Z
dy
dx
=
-E
⇒ ln (y − 1) = ln k(x + 3) ⇒ y = 1 + k(x + 3)
6x5 − 2x + 1
cos y + ey
Solution: By separation of variables
EE
Z Z
y 5
(cos y + e )dy = (6x − 2x + 1)dx ⇒ (cos y + e )dy = (6x5 − 2x + 1)dx
y
⇒ sin y + ey = x6 − x2 + x + c
√
3. Solve the differential equation ydx + (1 + x)dy = 0; y(1) = 1.
Solution: By separation of variables
DC
√
Z Z
1 1 1 1
√ dy = − dx ⇒ √ dy = − dx ⇒ 2 y = − ln (1 + x) + c
y 1+x y 1+x
and y(1) = 1 ⇒ 2 = − ln 2 + c ⇒ c = 2 − ln 2
r
√ √ x+1 x + 1 2
Thus 2 y = − ln(1 + x) + 2 − ln 2 ⇒ 2 y = 2 − ln ⇒ y = 1 − ln .
2 2
-
Exercise 2.1
dy x2 − 1 dy
1. = 2. = y(2 + sin x)
dx y2 dx
dy dy
3. = 3x2 (1 + y 2 ) 4. + y2 = y
dx dx
dy sec2 y
5. = 6. y sin xecos x dx + y −1 dy = 0
dx 1 + x2 2
7. (x + xy 2 )dx + ex ydy = 0 8. x2 dx + 2ydy = 0; y(0) = 2
1
2.2 First order exact equations
20
dy
Any first order differential equation = f (x, y) can be expressed in the form
dx
M (x, y)dx + N (x, y)dy = 0 (2.1)
1
Examples 2.2
dy 3x2 − y
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1. = ⇒ (y − 3x2 )dx + (x − 1)dy = 0 in which M (x, y) = y − 3x2 and
dx x−1
N (x, y) = x − 1.
Examples 2.3
d
R R
1. xdy + ydx = 0 ⇒ dx
(xy) =0 ⇒ d(xy) = 0.dx; ⇒ xy = c.
d
dy
2. 2x2 y dx = 3 − 2xy 2 ⇒ R2x2 ydy + 2xy
2 2 2 2
2
R dx = 3dx2 2
⇒ dx (x y ) = 3dx ⇒ d(x y ) = 3dx ⇒ x y = 3x + c
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We are able to solve these two examples because their LHS expressions were reducing to total
differentials.
Definition 2.1 A first-order differential equation whose LHS expressions can be easily re-
grouped into total differentials is said to be exact differential equation
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Theorem 2.1 The first-order differential equation M (x, y)dx + N (x, y)dy = 0 is exact iff
∂M (x, y) ∂N (x, y)
=
∂y ∂x
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∂F ∂F
= M (x, y) and = N (x, y)
∂x ∂y
∂F ∂F
Since for any function F (x, y), dF (x, y) = dx + dy
-
∂x ∂y
∂ 2F ∂ 2F
∂M ∂ ∂F ∂N ∂ ∂F
Then = = and = = .
∂y ∂y ∂x ∂x∂y ∂x ∂x ∂y ∂x∂y
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∂M ∂ 2F ∂ 2F ∂N
Hence = = =
∂y ∂y∂x ∂x∂y ∂x
1
∂F
(a) We let the solution to take the form F (x, y) = c, such that ∂x
= M (x, y),
and ∂F = N (x, y).
20
∂y
Z
Then F (x, y) = M (x, y)dx + g(y) (2.2)
(b) To determine g(y) we take the partial derivatives with respect to y of both sides of (2.2)
to give
1
Z Z
∂F ∂ ∂ ∂
= M (x, y)dx + (g(y)) = M (x, y)dx + g 0 (y) = N (x, y).
∂y ∂y ∂y ∂y
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Then g 0 (y) = N (x, y) − ∂y
∂
R R R
M (x, y)dx gives g(y) = [N (x, y) − M (x, y)dx]dy, so
R R R
that F (x, y) = M (x, y)dx + [N (x, y) − M (x, y)dx]dy = c.
Examples 2.4
Then
= 2x. Since ∂M
∂F
∂x
∂y
= 2x = ∂N∂x
be of the form F (x, y) = c in which ∂F
∂x
Z
⇒ F (x, y) = (2xy) − sec2 x)dx = x2 y − tan x + g(y)
EE
And ∂F
∂y
= x2 + g 0 (y) = N (x, y) = x2 + 2y ⇒ g 0 (y) = 2y ⇒ g(y) = y 2 .
∂x
1
Examples 2.5
20
1. Solve the differential equation: (3x2 − 2y 2 )dx + (1 − 4xy)dy = 0
∂M
Solution: M (x, y) = 3x2 − 2y 2 , ⇒ ∂y
= −4y and N (x, y) = 1 − 4xy,
⇒ ∂N
∂x
= −4y.
Since ∂N
∂y
= −4y = ∂N∂x
the equation is exact. And 3x2 dx − 2y 2 dx + dy − 4xydy = 0
2 d
⇒ 3x
R dx + dyR− (2y 2Rdx + 4xydy)R = 0 ⇒ 3x2 dx + dy − dx (xy 2 ) = 0
1
⇒ 3x2 dx + dy − d(xy 2 ) = 0dx ⇒ x3 + y − xy 2 = c.
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Solution: M (x, y) = 2x3 + 3y, ⇒ ∂M ∂y
= 3 and N (x, y) = 3x + y − 1, ⇒ ∂N∂x
= 3. Since
∂M ∂N 3
∂y
= 3 = ∂x , it is exact. And 2x dx + 3ydx + 3xdy + ydy − 1dy = 0
d
⇒ 2x3 dx + ydy − dy + 3(ydx R +3xdy) =R 0 ⇒ 2x
3
R − dy − R3 dx (xy) = 0
R dx + ydy
which on integration gives 2x dx + ydy − dy − 3 d(xy) = 0.dx
⇒ 41 x4 + 12 y 2 − y − 3xy = c ⇒ x4 + 2y 2 − 4y + 12xy = c
Solution: M (t, y) = 3y + et , ⇒
Since
∂M
=3=
∂N
∂M
∂y
∂y ∂t
Let the solution be F (t, y) = c. Then
∂F
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= M (t, y) = 3y + et (1)
∂t
∂F
= N (t, y) = 3t + cos y. (2)
∂y
Integrating (1) w.r.t.t. gives F (t, y) = 3ty + et + h(y) (3)
Integrating (2) w.r.t.y. gives F (t, y) = 3ty + sin y + h(t) (4)
DC
∂M
Solution: M (x, y) = 3x2 y + 8xy 2 , ⇒ ∂y
= 3x2 + 16xy
∂N
N (x, y) = x3 + 8x2 y + 12y 2 ; ⇒ ∂x
= 3x2 + 16xy
∂M ∂N
Since ∂y
= 3x2 + 16xy = ∂x
the equation is exact. Let the solution be F (x, y) = c with
∂F
= M (x, y) = 3x2 y + 8xy 2 (2.3)
∂x
1
∂F
= N (x, y) = x3 + 8x2 y + 12y 2 (2.4)
20
∂y
Then we have, from (2.3)
Z
F (x, y) = (3x2 y + 8xy 2 )dx = x3 y + 4x2 y 2 + h(y).) (2.5)
1
And from equation (2.4)
Z
F (x, y) = (x3 + 8x3 y + 12y 2 )dy = x3 y + 4x2 y 2 + 4y 3 + f (x) (2.6)
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So equations (2.5) and (2.6) are equal and they give
x3 y + 4x2 y 2 + h(y) = x3 y + 4x2 y 2 + 4y 3 + f (x); from which we see that for the two to be
equal, h(y) = 4y 3 and f (x) = 0.
Using h(y) in (2.5) or f (x) in (2.6) gives the solution as x3 y + 4x2 y 2 + 4y 3 = c.
And y(2) = 1 ⇒ 8 + 16 + 4 = c ⇒ c = 28 ⇒ x3 y + 4x2 y 2 + 4y 3 = 28.
5. Solve the differential equation:(3x2 − 2xy + 2)dx + (6y 2 − x2 + 3)dy = 0
Solution: M (x, y) = 3x2 − 2xy + 2, ⇒
N (x, y) = 6y 2 − x2 + 3, ⇒ ∂N
Since ∂M
∂y
= −2x = ∂N
∂x
,
∂x
= −2x.
∂M
∂y
∂F
= M (x, y) = 3x2 − 2xy + 2 (2.7)
∂x
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∂F
= N (x, y) = 6y 2 − x2 + 3 (2.8)
∂y
Z
Then (2.7) gives F (x, y) = (3x2 − 2xy + 2)dx = x3 − x2 y + 2x + g(y) (2.9)
DC
Z
And (2.8) gives F (x, y) = (6y 2 − x2 + 3)dy = 2y 3 − x2 y + 3y + f (x) (2.10)
Exercise 2.2
1
2.3 First-order linear equations
20
Definition 2.2 A first-order differential equation is said to be linear if it takes the form
dy
a1 (x) + a0 (x)y = b(x) (2.11)
dx
where a1 (x), a0 (x), b(x) are continuous functions that depend only on the independent variable
1
x.
Examples 2.6
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dy
1. x2 sin (x − cos x)y = (sin x) dx is linear since it can be written in the form
dy 2
(sin x) dx + (cos x)y = x sin x
dy dy
2. y dx + (sin x)y 3 = ex + 1 is not linear due to the presence of terms y 3 and y dx
If we divide through (2.11) by a1 (x) we write equation (2.11) in standard form
dy
dx
where P (x) and Q(x) are functions of x or constants. -E
+ P (x)y = Q(x) (2.12)
)
∂M
∂y
= µ(x)P (x)
(2.14)
∂N
∂x
= dµ(x)
dx
dµ(x)
and for exact ∂M
∂y
= ∂N
∂x
⇒ µ(x)P (x) = dx
which on separating of variables gives
R dµ R
µ(x)
= P (x)dx from which we have
R
P (x)dx
µ(x) = e (2.15)
-
Then (2.15) is our desired integrating factor; and clearly since µ(x)P (x) = dµ(x)
dx
then
dy dy dµ(x)
µ(x) dx + P (x)µ(x)y = µ(x)Q(x) ⇒ µ(x)
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d
R dx + dx y = µ(x)Q(x)
⇒ dx (µ(x).y) = µ(x)Q(x) ⇒ µ(x)y = µ(x)Q(x)dx + c. Thus
y = µ(x)−1 ( µ(x)Q(x)dx + c) is the general solution to (2.12) where µ(x) = e P (x)dx .
R R
1
Examples 2.7
20
dy
1. Solve the differential equation: dx
+ 2y = 3ex
R R
P (x)dx 2dx
Solution: Integrating factor = e =e = e2x . Then multiplying through by the
integrating factor, gives
dy d
R
e2x dx + 2e2x y = 3e3x ⇒ dx
(e2x y) = 3e3x e(2x) y = 3e3x dx = e3x + c
Therefore y = ex + ce−2x .
1
2. Solve the differential equation:
1 dy 2y
− = x cos x; y( π2 ) = 3
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x dx x2
Solution: Rewrite the differential equation as
dy 2
− y = x2 cos x.
dx x
2
R
dy
Then the Integrating factor= e − x dx = e−2 ln x = x12 . Thus x12 dx − x23 y = cos x
d 1
⇒ dx ( x2 y) = cos x ⇒ x12 y = sin x + c. And y( π2 ) = 3 ⇒ c = ( π122 − 1) gives the solution
y = x2 sin x + ( π122 − 1)x2 .
Exercise 2.3
with its conditions for exactness ∂M = ∂N Suppose equation (2.16) is not exact. Let, by
-
∂y ∂x
multiplying through (2.16) by µ(x, y) make it exact. Then if
1
On differentiating by product rule (2.18) gives
∂µ ∂M ∂µ ∂N
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M + µ(x, y) =N + µ(x, y)
∂y ∂y ∂x ∂x
∂µ ∂µ ∂N ∂M
⇒M −N =( − )µ(x, y) (2.19)
∂y ∂x ∂x ∂y
1
1. If µ(x, y) is a function of x only, then ∂µ
∂y
= 0 and ∂µ
∂x
= dµ
dx
. In this case equation (2.19)
gives
dµ ∂N ∂M
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−N =( − )µ(x)
dx ∂x ∂y
or
dµ 1 ∂M ∂N
= ( − )µ(x) (2.20)
dx N ∂y ∂x
And if N1 ( ∂M
∂y
− ∂N
∂x
) is a function of x only, say f (x) or a constant, (2.20), would reduce
dµ
to dx = f (x)µ(x) which on separation of variables gives
gives
Z
dµ
µ(x)
Z
= 0 and ∂µ
-E
= f (x)dx ⇒ ln µ(x) = f (x)dx ⇒ µ(x) = e f (x)dx
∂y
= dµ
dy
R
(2.21)
dµ ∂M ∂N
M = −( − )µ(y)
dy ∂y ∂x
or
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dµ 1 ∂M ∂N
=− ( − )µ(y) (2.22)
dy M ∂y ∂x
1 ∂M ∂N
And if (
M ∂y
− ∂x
) is a function of y only, say g(y) or a constant; we get
dµ
= −g(y)µ(y) (2.23)
dy
DC
∂M ∂N ∂M ∂N
(a) If ∂y
= ∂x
then the equation is exact. If ∂y
6= ∂x
then the equation is not exact.
(b) Compute N1 ( ∂M − ∂N ). If this is a function of x only, say f (x); then the integrating factor
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R ∂y ∂x
f (x)dx
is µ(x) = e . If it is not a function of x only then
(c) Compute M1 ( ∂M − ∂N ). If this is a function of y only, say g(y); then the integrating factor
R ∂y ∂x
− g(y)dy
is µ(y) = e .
Then multiplying through the equation by the integrating factor will make the equation
exact and the method of solving exact follows.
1
Examples 2.8
20
1. Solve the differential equation
(2x2 + y)dx + (x2 y − x)dy = 0 (2.25)
1
= 2xy − 1
∂y ∂x
∂M ∂N
Since ∂y
= 1 6= 2xy − 1 = ∂x
, the equation is not exact. We compute
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1 ∂M ∂N 1 − 2xy + 1 2(1 − xy) 2
( − )= 2
= =− (a function of x only).
N ∂y ∂x x y−x −x(1 − xy) x
2
R R
Then the Integrating factor is µ(x) = e f (x)dx = e − x dx = e−2 ln x = x12 . Multiplying
through by the intergrating factor gives
1
x2
(2x2 + y)dx + x12 (x2 y − x)dy = 0, which is exact.
Cleary 2dx + x−2 ydx + ydy − x−1 dy R = 0 ⇒R 2dx −1+ (x−2 Rydx − x−1
R dy) + ydy = 0
d −1
⇒ 2dx + dx (x y) + ydy = 0 ⇒ 2dx + d(x y) + ydy = 0dx
⇒ 2x − x−1 y + 21 y 2 = c.
M ∂y ∂x
2y + 4x 2(y + 2x) 2
= 2 = = = g(y), (a function of y only)
y + 2xy y(y + 2x) y
2
R
= e−
R
dy
Then the integrating factor is µ(y) = e− g(y)dy y = e−2 ln y = 1
y2
.
x2
And y12 (y 2 + 2xy)dx − y2 dy = 0 is exact.
−1 2 (−2)
R dx +R 2xy −1dx2 − xR y
Thus dy = 0 ⇒ dx + dxd
(y −1 x2 ) = 0
−1 2
⇒ dx + d(y x ) = 0.dx ⇒ x + y x = c ⇒ xy + x2 = cy.
-
Exercise 2.4
1
3 Using substitutions and transformations
20
3.1 Homogeneous functions
Consider a first order differential equation M (x, y)dx + N (x, y)dy = 0. Then the functions
M (x, y) and N (x, y) are said to be homogeneous if they both contain expressions of the same
degree.
1
More generally, a function f (x, y) is said to be a homogeneous function of degree n if f (ax, ay) =
dy
an f (x, y). And to a first order differential equation dx = f (x, y) if the righthand side function
f (x, y) can be written as a function of the ratio xy alone then the equation is homogenous.
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Examples 3.1
p
p
p
√
-E
2. The function f (x, y) = x − 3 xy + 5y is homogeneous with degree 1 because
f (ax, ay) = (ax) − 3 (ax)(ay) + 5(ay) = a(x − 3 xy + 5y) = af (x, y).
y
dy x+y 1 1+ x
7. dx
= ln x − ln y + x−y
= ln y + y
1− x
is homogeneous
x
dy x3 −4xy
8. dx
= x2
= x − 4( xy ) is not homogeneous.
Also for the following functions:
1
3.2 The substitution y = vx
20
If the degree of all the functions in M (x, y) is the same as the degree of the functions in N (x, y)
then the RHS of the differential equation
dy M (x, y)
=− = f (x, y)
dx N (x, y)
1
y
can clearly be written as a ratio of x
alone and the substitution y = vx solves such a differential
equation.
But first check if the differential equation is not separable, exact or linear as these are easily
MT
solved with methods mentioned earlier.
Examples 3.2
-E
⇒ (x − xv)dx + x(vdx + xdv) = 0 ⇒ (1 − v)dx + vdx + xdv = 0 ⇒ dx + xdv = 0 which
on separation of variables and integration gives ln x = −ν + c ⇒ ln xc = ν. And this
y
leads to the solution xe x = c.
dy y 2 + 2xy y y
⇒ = 2
= ( )2 + 2 .
dx x x x
dy dv dv dv
And y = vx ⇒ dx = v + x dx gives
R 1 v +Rx dx = v 2 + 2v ⇒ x dx = v2 + v
1 1 1 1 1
⇒ x dx = ( v − v+1 )dv. Then x dx = ( v − v+1 )dv ⇒ ln x = ln v − ln (v + 1) + c.
y
v v y Ax2
⇒ ln Ax = ln v+1 ⇒ Ax = v+1
⇒ Ax = y
x
+1
= y+x
. Therefore y = 1−Ax
.
x
-
Exercise 3.1
AK
1
3.3 Coefficients are linear functions
20
(a) Lines through the origin
Consider the differential equation (ax + by)dx + (cx + dy)dy = 0
Then M (x, y) = ax + by and N (x, y) = cx + dy are linear functions (i.e ax + by = 0 and
cx + dy = 0 are lines through the origin).
Clearly these functions M (x, y) and N (x, y) are both homogeneous of the same degree 1
1
and writing the differential equation as
dy (ax + by) a + b xy
MT
=− =−
dx (cx + dy) c + d xy
implies that the substitution y = vx solves the equation.
Examples 3.3
dy
dy
dx
dv
=−
(2x − 5y)
(2x + y)
-E
Solution: The differential equation can be written as
=−
(2 − 5 xy )
(2 + xy )
Letting y = vx ⇒ dx
= v + x dx we get
dv 2 − 5v dv 2 + 5v (v 2 − 3v + 2)
v+x =− ⇒x =− −v =−
EE
dx 2+v dx 2+v 2+v
Separating the variables gives
Z Z Z Z
2+v dx 4 3 dx
dv = − ⇒ dv − dv = −
v 2 − 3v + 2 x v−2 v−1 x
DC
Thus
(v − 2)4 C
4 ln(v − 2) − 3 ln(v − 1) = − ln x + C ⇒ 3
=
v − 1) x
y
And with v = x
we get the solution (y − 2x)4 = C(y − x)3 .
1
(c) Lines not parallel:
Consider (−3x + y + 6)dx + (x + y + 2)dy = 0.
20
The functions M (x, y) = −3x + y + 6 and N (x, y) = x + y + 2 are linear and not parallel.
We solve simultaneously the lines −3x + y + 6 = 0 and x + y + z = 0 to give x = 1
and y = −3 ⇒ x − 1 = 0, y + 3 = 0
Then we translate the axes as follows:
1
Let X = x − 1 and Y = y + 3 ⇒ x = X + 1 and y = Y − 3. Then dx = dX and dy = dY
so that (−3x + y + 6)dx + (x + y + 2)dy = 0
⇒ [−3(X + 1) + (Y − 3) + 6]dX + [(X + 1) + (Y − 3) + 2]dY = 0
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⇒ [−3X + Y ]dX + [X + Y ]dY = 0. This process always leads to lines through the origin
which we can easily solve by substitution Y = vX. Thus Y = vX ⇒ dY = vdX + Xdv
gives (−3X + vX)dX + [X + vX][vdX + Xdv] = 0
⇒ (−3 + v)dX + (1 + v)(vdXR + Xdv) = 0 ⇒ (v 2 + 2v − 3)dX + (1 + v)dv = 0.
1+v
dv = − X1 dX
R
Separation of variables gives v2 +2v−3
Y2 (Y )
⇒ v 2 + 2v − 3 = XC2 ⇒ X 2 + 2 X − 3 = X2
C
Exercise 3.2
dy
+ P (x)y = Q(x)y n (3.1)
dx
where P (x), Q(x) are continuous functions of x and n ∈ <.
AK
When n = 0, 1 the equation is linear and can be solved by methods mentioned earlier .
And for any other values of n, we use substitution v = y 1−n
dy dy
Thus writing dx
+ p(x)y + Q(x)y n as y −n dx + P (x)y 1−n = Q(x) together with v = y 1−n
gives
dv dy
= (1 − n)y −n
dx dx
1
1 dv
⇒( ) + P (x)v = Q(x) (3.2)
20
1 − n dx
1
And indeed equation (3.2) is linear since n−1
is a constant.
Examples 3.4
dy
− 5y = − 52 xy 3
1
1. Solve the differential equation: dx
Solution: This is Bernoulli equation with n = 3, P (x) = −5, Q(x) = − 25 x. We write
dy dy
the equation as y −3 dx − 5y −2 = − 25 x Let v = y −2 , dx
dv
= −2y −3 dx we get
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1 dv 5 dv
− − 5v = − x ⇒ + 10v = 5x
2 dx 2 dx
R
10dx d
whose integrating
R 10xfactor is e = e10x . Thus, dx (v.e10x = 5xe10x )
−10x
10x
⇒ ve = 5 xe dx ⇒ v = 2 − 20 + ce x 1
⇒ y −2 = x2 − 20 1
+ ce−10x
dy
2. Solve the differential equation: dx
+ x1 y = xy 2 .
Solution:
Here n = 2, P (x) =
dν
1
x
dy dν 1
-E
, Q(x) = x. We write the equation as y −2
dy
dx x
1
− y −1 = x
Exercise 3.3
dy dy
1. x dx + y = y1 2. dx − y = ex y 2
dy dy
3. dx = y(xy 3 − 1) 4. x dx − (1 + x)y = xy 2
dy dy
5. x2 dx + y 2 = xy 6. 3(1 + x2 ) dx = 2xy(y 3 − 1)
dy 1 dy 3
7. x2 dx − 2xy = 3y 4 ; y(1) = 1
2
8. y − 2 dx + y 2 = 1; y(0) = 4
dx
= −kx (4.1)
dt
where k is a constant of proportionality and the negative on k signifies decay.
1
Using separation of variables on equation (4.1) we get
20
Z Z
dx
= − kdt ⇒ ln x = −kt + C ⇒ x(t) = Ae−kt
x
If initially at t = 0; x = x0 then A = x0 and so
1
Equation (4.2) is then the governing equation of the amount of radioactive substance at any
time t.
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Remarks:
(1) The radioactive decay is exponential decay since for all k > 0 we have x(t) → 0 as t → ∞.
(2) The half life of a radioactive substance is the length of time it takes the material to decay
to half its original amount.
Let T be the half life. Then we have
T = lnk2 is the time it takes the original amount to decay to half the material.
EE
Examples 4.1
ln( 10
3 )t
x(t) = 3e− 2
ln 2 ln 2
(i) To find half life T , we know T = = = 1.2 years
AK
k 0.6
ln( 10
3
(ii) To find the amount remaining after 6 years; x(t) = 3e− 2
t
gives
ln( 10 )
− 23 ×6
x(t) = 3e = 0.081
1
Exercise 4.1
20
1. A radioactive isotope has a half life of 16 days. if one wishes to have 30g at the end of 30
days how much radio isotope should he start with? Ans. 110.04g
3. A radioactive isotope sits unused in a laboratory for 10 years at which time it is found to
1
contain only 80% of the original amount of the radioactive material.
MT
(b) How many additional years will it take until only 15% of the original amount is left? Ans
75.018 years
-E
the difference between the temperature of the object and the temperature of its surroundings
(also called the ambient temperature) at that time.
Thus if T (t) is the surface temperature of the object at time t and Ts is the temperature of the
sorrounding at time t then we have the differential equation dT dt
= k(T − Ts ).
Remarks:
EE
(a) if T > Ts the body’s temperature is hotter than the temperature of the surrounding, and
in this case there will be loss of temperature of the body; it therefore follows that k will
be negative.
(b) If T < Ts then the body will gain temperature and in this case k will be positive.
R
Consider dT
= k(T − Ts ). Then dT
− kT = kTs . The integrating factor e− kdt
= e−kt gives
DC
dt dt
d
(T e−kt ) = −ke−kt .Ts ⇒ T e−kt = e−kt .Ts + C ⇒ T (t) = Ts + Cekt .
dt
If t = 0 then we have T0 = Ts + C ⇒ C = T0 − Ts .
Thus T (t) = Ts + ekt (T0 − Ts ).
Note that if k < 0 then lim T (t) = lim (Ts + e−kt (T0 − Ts )) = Ts .
t→∞ t→∞
-
That is; the surface temperature of a body cools and eventually approaches the temperature of
the surroundings.
The difference θ = T − Ts is commonly referred to as excess temperature between temperature
AK
of the body and the temperature of its surroundings. Thus we commonly state Newton’s law
of cooling as :
The rate of change of temperature of a body is proportional to the excess temperature of the
body and that of its surroundings. And for θ = T − Ts , we write
dθ
= −kθ
dt
Dr. Joseph Ssebuliba - DCEE & Maths Dept page 22 of 76
Makerere University EMT 1201 - Engineering Mathematics II
1
so that Z Z
dθ
= −kdθ ⇒ ln θ = −kt + C ⇒ θ(t) = Ae−kt
20
θ
If at t = 0, θ = θ0 (the initial excess temperature ) we have A = θ0 and so θ(t) = θ0 e−kt
Examples 4.2
1. A cup of coffee at 90o C is placed in an office with constant room temperature of 20o C. If
1
from experience the cup of coffee drops from 90o C to 70o C in 10 minutes, Find
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(ii) how long it will take coffee to cool to 50o C.
2. According to Newton’s law of cooling, the rate at which a substance cools in moving air is
DC
proportional to the difference between the temperature of a substance and that of the air. If
the temperature of the air is 30o and the substance cools from 100o to 70o in 15 minutes, find
when the temperature will be 40o .
Let T be the temperature of the substance at time t minutes. Then
dT dT
= −k(T − 30) or = −kdt.
dt T − 30
-
( Note that the use of k is optional. It will be found that k is positive, but if +k is used it will
be found that k is equally negative)
Integrating between the limits t = 0, T = 100 and t = 15, T = 70,
AK
Z 70 Z 15
dT 4
= −k dt, ⇒ ln 40 − ln 70 = −15k = ln
100 T − 30 0 7
1
Exercise 4.2
20
1. The temperature of an engine by the time it is shut off is 200o C. The surrounding air
temperature is 30o C. After 10 minutes have elapsed the surface temperature of the engine
is 180o C.
(a) How long will it take for the surface temperature of the engine to cool to 40o C. Ans ≈
226.4 minutes
1
(b) Find the surface temperature of the engine after 60 minutes.
2. An object at 100o C is placed in a room of 40o C constant temperature. What should
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be the constant of proportionality in order that the object be at 600 C after 10 minutes?
1
k = 10 ln 3 ≈ 0.1099
Then
R dN
N
=
R
dN
dt
= kN. -E
kdt ⇒ N (t) = N0 ekt , where N0 is the initial population.
Examples 4.3
1. If the population of a country doubles in 50 years, in how many years will it treble under
EE
the assumption that the rate of increase is proportional to the number of inhabitants?
Solution: Let y denote the population at time t years and y0 the population at time
t = 0. Then dy
dt
= ky where k is the proportionality factor.
Integrating we have y = Cekt . At time t = 0, y = y0 gives, C = y0 . Thus, y = y0 ekt .
At t = 50, y = 2y0 . ⇒ 2y0 = y0 e50k or e50k = 2.
DC
When y = 3y0 we get 3 = ekt . Then 350 = e50kt = (e50k )t = 2t and t = 79 years.
2. In a certain culture of bacteria the rate of increase is proportional to the number present
(a) if it is found that the number doubles in 4 hours, how many may be expected at the
end of 12 hours?
(b) If there are 104 at the end of the 3 hours and 4.104 at the end of five hours, how many
were there in the beginning
Solution: Let x denote the number of bacteria at time t hours. Then dx dt
= kx (a)
-
kt
Integrating , we have x = Ce . Assuming that x = x0 at time t = 0, we have C = x0 and
x = x0 ekt .
At time t = 4, x = 2x0 . Then 2x0 = x0 e4k and e4k = 2.
AK
When t = 12, x = x0 e12k = x0 (e12k ) = x0 (e4k )3 = x0 (23 ) = 8x0 , that is, there are 8 times
the original number.
4
(b) When t = 3, x = 104 ⇒ 104 = Ce3k and C = 10 e3k
.
4 4 5k 4.104
When t = 5, x = 4.10 ⇒ 4.10 = Ce and C = e3k .
104 4.104
Equating the values of C, e3k
= e5k
. Then e2k = 4 and ek = 2.
104 104
Thus the original number is C = e3k
= 8
bacteria.
1
4.4 Logistic Growth
20
Numerous attempts have been made to develop models to study the growth of populations.
One means of obtaining a simple model for such a study is to assume that the average birth
rate per individual is a positive constant and that the average death rate per individual is
proportional to the population.
If we let x(t) represent the population at time t, then the above assumption leads to the
1
differential equation
1 dx
= b − ax (4.4)
x dt
MT
where b and a are positive constants. This equation is commonly called the logistic equation
and the growth of the population determined by it is called logistic growth.
1 a
The variables in the logistic equation may be separated to obtain + dx = b dt.
x b − ax
Integrating both sides gives us
x x
ln = bt + c, =⇒ = Aebt . (4.5)
b − ax b − ax
b − ax
=
-E
To expedite the study of equation (4.5), let us further assume that at t = 0 the population is
the positive number x0 . Then equation (4.5) may be written
x x0
b − ax0
ebt
Exercise 4.3
1. A certain population is known to be growing at the rate given by the logistic equation
-
dx/dt = x(b−ax). Show that the maximum rate of growth will occur when the population
is equal to half its equilibrium size, that is when the population is b/2a.
2. A bacterial population is known to have a logistic growth pattern with initial population
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1000 and an equilibrium population 10,000. A count shows that at the end of 1 hour
there are 200 bacteria present. Determine the population as a function of time. Ans.
bt
x(t) = 10,000e
9+ebt
, where b = ln 94 ≈ 0.81
3. For the population in number 2 above, determine the time at which the population is
increasing most rapidly and draw a sketch of the logistic curve.
ln 9
Ans. t = ln 9−ln 4
≈ 2.7hr
1
4. A college dormitory houses 100 students, each of whom is susceptible to a certain virus
infection. A simple model of epidemics assumes that during the course of an epidemic the
20
rate of change with respect to time of the number of infected students I is proportional
to the number of infected students and also proportional to the number of uninfected
students, 100 − I
(a) If at time t = 0 a single student becomes infected, show that the number of infected
students at time t is given by
1
100e100kt
I= .
99 + e100kt
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(b) If the constant of proportionality k has value 0.001 when t is measured in days, find the
value of the rate of new cases I 0 (t) at the end of each day for the first 9 days.
Ans.(b) 3,6,14,23,24,16,8,3,1.
Exercise 4.4
6. dx
9. dx
dy
2
= 3x 2y+1
+4x+2
= xy−2x+4y−8
2 y2
= x1+x
; y(0) = −1
p
4. y 4 − x2 dy = 4 + y 2 dx
dy xy+3x−y−3
dy
10. dx = e3x+2y
11. y ln x dx
dy
= ( y+1
x
) dy
12. 2 dx − 1
y
= 2x
y
.
EE
B. Test for exactness and solve if exact.
1. (cos x cos y + 2x)dx − (sin x sin y + 2y)dy = 0 2. (2xy 2 + 2y) + (2x2 + 2x)y 0 = 0
3. (x + y)(x − y)dx + x(x − 2y)dy = 0 4. (2x + y)dx − (x + 6y)dy = 0
5. (1 + ln x + xy )dx = (1 − ln x)dy 1
6. (x2 y 3 − 1+9x dy 3 2
2 ) dx + x y = 0
1
C. Solve the following differential equations.
20
dy
1. xy 0 + 2y = x2 − x + 1; y(1) = 0 2. dx = xy + 2x + 1
dr
3. (t + y + 1)dt − dy = 0 4. dθ + r tan θ = sec θ
dy dy
2
5. x dx + 3xy + 2x = x + 4x 3
6. dx = e4y1+2x
dy
7. dx = e2x + y − 1 8. dx + ( xy − sin y)dy = 0
9. ydx + (2xy − e−2y )dy = 0 10. (y 2 + xy + x2 )dx − x2 dy = 0
y
dy x tan( x )+y
= csc( xy ) + ( xy ) dy
1
11. dx 12. dx = x
13. (−8x + 3y + 17)dx + (3x − y − 6)dy = 0 14. (2x + y − 13)dx − (y + 1)dy = 0
15. (2x + y − 8)dx − (x + 2y − 7)dy = 0 16. (3x + y + 2)dx + (x + y + 2)dy = 0
MT
17. (x + y − 1)dx + (y − x − 5)dy = 0 18. (2x − y)dx + (4x + y − 3)dy = 0
19. (2x − y)dx + (x + y − 3)dy = 0; y(0) = 2 20. (y√− 2x − 1)dx + (x + y − 4)dy = 0
√
21. (x − 3y + 2)dx + 3(x + 3y − 4)dy = 0 22. ( x + y)2 dx = xdy; y(1) = 0
dy
23. (2x − 3y + 4)dx + 3(x − 1)dy = 0; y(3) = 2 24. 2 dx = xy − yx2 ; y(1) = 1
√ dy 1 3
25. (x + xy) dx + x − y = x− 2 y 2 ; y(1) = 1 26. (x + 3y − 4)dx −p (2x − y + 1)dy = 0
2 dy 2
27. xy(1 + xy ) dx = 1; y(1) = 0 28. xydx − x dy = y x2 + y 2 ; y(0) = 1
29. (6x − 3y + 2)dx − (2x − y − 1)dy√= 0 30. (9x − 4y + 4)dx − (2x − y + 1)dy = 0
31. y 3 dx = 2x3 dy − 2x2 ydx; y(1) = 2
32. (x + y − 4)dx − (3x − y − 4)dy = 0; y(4) = 1.
3. Radium decomposes at a rate proportional to the amount present. If half the original
amount disappears in 1600 years, find the percentage lost in 100 years. Ans. 4.2%
DC
4. In a culture of yeast the amount of active ferment grows at a rate proportional to the
amount present. If the amount doubles in 1 hour, how many times the original amount
may be anticipated at the end of 2 34 hours? Ans. 6.73 times the original amount.
5. If, when the temperature of air is 20o C, a certain substance cools from 100o C to 60o C in
10 minutes, find the temperature after 40 minutes. Ans. 25o C
6. A tank contains 100 gal of brine made by dissolving 60 lb of salt in water. Salt water
-
containing 1 lb of salt per gal runs in at a rate 2gal/min and the mixture, kept uniform
by stirring, runs out at the rate 3 gal/min. Find the amount of salt in the tank at the
end of 1 hour. Hint: dx
dt
= 2 − 3x/(100 − t). Ans. 37.4lb
AK
7. Find the time required for a square tank of side 6ft and
√ depth 9ft to empty through a
one inch circular hole in the bottom. (Assume,v = 4.8 h) Ans. 137 min
8. A tank contains 100gal of brine made by dissolving 80 lb of salt in water. Pure water
runs into the tank at the rate of 4gal/min and the mixture, kept uniform by stirring, runs
out at the same rate. The outflow runs into a second tank which contains 100 gal of pure
water initially and the mixture,kept uniform by stirring, runs out at the same rate. Find
1
the amount of salt in the second tank after one hour? Hint: dx
dt
= 4( 45 e−0.04t − 4 100
x
) for
the second tank. Ans. 17.4lb
20
9. A funnel 10 inch in diameter at the top and 1 inch in diameter at the bottom is 24 inch
deep. If initially full of water, find the time required to empty. Ans. 13.7sec
10. Water is flowing into a vertical cylindrical tank of radius 6ft and height 9ft at the rate
6πf t3 /min and is escaping through a hole 1 inch√in diameter in the bottom. Find the
1
π π
time required to fill the tank. Hint: ( 10 − (24)2 4.8 h)dt = 36πdh. Ans. 65 min
MT
5 Linear dependence and Wronskian
The question we need to answer here is does a linear equation have one solution?
Consider the second- order differential equation y 00 = 0. This equation solves to y 0 = c1 and
y = c1 x + c2 where c1 and c2 are constants of integration.
Regardless of the values given to the constants c1 and c2 the equation y = c1 x + c2 is a solution
to y 00 = 0. Thus there are so many solutions to y 00 = 0 based on the values of c1 and c1 . For
However we must formulate the conditions on c1 and c2 to reduce the infinity of solutions to a
single solution and in such a case we need to find conditions which serve to determine c1 and c2 .
For example if y 00 = 0 satisfies initial conditions, y(1) = 1, y 0 (1) = 2 then c1 = 2, and c2 = −1
so that y = 2x − 1 is the stated solution.
EE
[Thus a set of functions f1 , f2 , . . . , fn is linearly dependent if its linear combinations with con-
stants (some of which are not zero) is the zero function.
AK
Examples 5.1
1
2. Let f1 (x) = x2 , f2 (x) = x2 . Then c1 f1 + c2 f2 = 0 ⇒ c1 x2 + x2 c2 = 0. And the choice
x = 1, x = 2 gives c1 + 2c2 = 0, 4c1 + c2 = 0, from which we have c1 = 0 = c2 Then the
20
functions f1 (x) and f2 (x) are linearly independent.
3. Let f (x) = 3x + 12
5
, f2 (x) = 5x + 4. Then c1 f1 + c2 f2 = 0
12
⇒ c1 (3x+ 5 )+c2 (5x+4) = 0. And the choice of c1 = 5, c2 = −3 gives c1 f1 +c2 f2 = 0 ⇒ f
and g are linearly dependent.
4. Let f1 (x) = x2 and f2 (x) = x1 . Then c1 f1 + c2 f2 = 0 ⇒ c1 x2 + cx2 = 0. And the choice of
1
x = 1 and x = 2 gives c1 + c2 = 0, 4c1 + 21 c2 = 0 which clearly gives c1 = c2 = 0 ⇒ f1 and
f2 are linearly independent.
MT
5.2 The Wronskian
Definition 5.3 Let f1 , f2 , . . . , fn be functions that are defined and differentiable at least (n−1)
times in the interval I (i.e possess at least (n − 1) derivatives on I). Then, the determinant of
the functions
f1 (x) f (x) . . . f (x)
0
f1 (x)
00
f1 (x)
W (x, f1 , f2 , . . . , fn ) =
..
.
(n−1)
f1
-E f
2
0
f2 (x) . . .
00
2
(n−1)
(x) f2
(x)
..
.
. . . f
..
.
(x) . . . fn
n
0
fn (x)
00
n (x)
(n−1)
(x)
is called the Wronskian (after the Polish Mathematician Hoene Wronski 1778-1853) of the
functions f1 , f2 , . . . , fn and is denoted by W (f1 , f2 , . . . , fn ) or simply W (x, f ).
EE
Examples 5.2
1. f1 (x) = x2 , f2 (x) = 3x − 1
DC
2
x 3x − 1
W (f1 , f2 ) = = 2x − 3x2
2x 3
1
2. f1 (x) = x2 , f2 (x) = x3 , f3 (x) = x2
2
x
x3 x−2
W (f1 , f2 , f3 ) = 2x 3x −2x−3
2 = 20
-
2 6x 6x−4
Exercise 5.1
AK
1
6 Homogeneous linear differential equations
20
Theorem 6.1 Let the functions y1 , y2 , . . . yn be solution of the same linear homogeneous dif-
ferential equation
THEN, for every choice of constants c1 , c2 , . . . cn the linear combinations of the solutions
1
y = c1 y1 + c2 y2 + . . . + cn yn (6.2)
MT
is also a solution:
Proof:
Clearly (f1 + f2 . . .)0 = f10 + f20 + . . . + fn0 and (cf )0 = cf 0 . Then using (6.2) in (6.1) gives
(n)
-E
= an (x)[c1 y1 + c2 y2 + . . . + cn yn(n) ] + an−1 (x)[c1 y1
on [a, b]; an (x) 6= 0. THEN the necessary and sufficient condition for y1 , y2 , . . . , yn to be linearly
independent is that the Wronskian of y1 , y2 , . . . , yn be identically different from zero. (i,e
y1 , y2 , . . . , yn are independent if W (y1 , . . . yn ) 6≡ 0).
Lemma 6.1 If y1 , y2 , . . . , yn are linearly independent solutions then the Wronskian never van-
ishes.
Examples 6.1
-
1. Verify that y = ex and y = e−x are linearly independent solutions to the differential
equation y 00 − y = 0 and write down its general solution and a unique solution subject to
AK
y(0) = 2, y 0 (0) = 8
Solution:
(i) We first show that they are solutions: y1 = ex , y10 = ex , y100 = ex . Then y 00 − y =
ex − ex = 0. Therefore y1 = ex is a solution. y2 = e−x , y20 = −e−x , y200 = e−x . Then
y 00 − y = e−x − e−x = 0. Therefore y2 = e−x is a solution.
1
(ii) To show that they are linearly independent, we compute their Wronskian. Thus
20
x −x
x −x
e e
W (e , e ) = x = −1 − 1 = −2 6= 0.
e −e−x
Since the Wronskian is not zero then they are linearly independent.
(iii) The general solution of the differential equation is y = c1 ex + c2 e−x
1
(iv) The unique solution subject to y(0) = 2, y 0 (0) = 8
y(x) = c1 ex + c2 e−x , y 0 = c1 ex − c2 e−x
MT
x = 0, y = 2 ⇒ c1 + c2 = 2 ⇒ c1 = 5 and c2 = −3
0
x = 0, y = 8 ⇒ c1 − c2 = 8,
Exercise 6.1
Verify that the functions y1 and y2 are linearly independent solutions of the given differential
-E
equation. In each case find a general solution ( or a solution satisfying the given conditions).
Definition 6.1 Let y1 , y2 be two linearly independent solutions to the second order differential
00
equation a2 (x)y + a1(x)y 0 + a0 (x)y = 0. THEN the Wronskian of y1 , y2 is defined as
y y
W (y1 , y2 ) = 10 20 = y1 y20 − y2 y10 .
DC
y1 y2
Theorem 6.3 Let y1 , y2 be two linearly independent solutions to the second order differential
equation a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = 0. THEN the Wronskian W (y1 , y2 ) satisfies the first order
differential equation
a1 (x)
W0 + W =0 (6.3)
a2 (x)
Proof:
-
)
y100 = − aa21 (x)
(x) 0
y1 − a0 (x)
y
a2 (x) 1
00 a1 (x) 0 a0 (x) (6.4)
y2 = − a2 (x) y2 − y
a2 (x) 2
y1 y2
And W (y1 , y2 ) = 0 = y1 y20 − y2 y10
y1 y20
⇒ W 0 = y1 y200 + y20 y10 − y2 y100 − y10 y20 ⇒ W 0 = y1 y200 − y2 y100 (6.5)
1
Then using (6.4) in (6.5) gives
20
a1 (x) 0 a0 (x) a1 (x) 0 a0 (x)
W 0 = y1 [− y2 − y2 ] − y2 [− y − y1 ]
a2 (x) a1 (x) a2 (x) 1 a2 (x)
a1 (x) a0 (x) a1 (x) a1 (x)
= [−y1 y20 + y2 y10 ] + [y1 y2 − y2 y1 ] = −[(y1 y20 − y2 y10 ] =− W
a2 (x) a2 (x) a2 (x) a2 (x)
a1 (x)
⇒ W0 +
1
W =0 (6.6)
a2 (x)
MT
Corollary 6.2 Equation (6.6) has solution
R a1 (x)
− dx
W = ke a2 (x)
where k is a constant of integration
Proof:
a1 (x) W0 a1 (x)
W0 + W =0⇒ =−
a0 (x) W a2 (x)
ln W =
6.1
Z
−
a1 (x)
a2 (x)
dx + C ⇒ W = e
Application of Wronskian
−
R a1 (x)
a2 (x)
dx+C
-E⇒ W = ke
−
R a1 (x)
a2 (x)
dx
called Abel’s formula
This theorem helps to solve 2nd-order differential equation (Constant coefficient or variable
coefficient) if one linearly independent solution is known.
EE
Examples 6.2
x2 +2
1. Solve the differential equation: xy 00 − 2y 0 + x
y = 0, given that y1 = x sin x is one of
the two linearly independent solutions.
R a (x)
− a1 (x) dx 2
R
dx
a1 (x) = −2, a2 (x) = x. W = e = e2 ln x = x2
DC
Solution: Here 2 =e x
y y
W (y1 , y2 ) = 10 20 = y1 y20 − y2 y10 = x2
y1 y2
y1 y20 −y2 y10 x2 x2
⇒ y12
=
y12
= (x sin x)2
= csc2 x
d y2
( ) = csc2 x ⇒ yy12
R
Therefore dx y1
= csc2 xdx = − cot x ⇒ y2 = y1 (− cot x) =
x sin x(− cot x) = −x cos x.
Therefore y = c1 y1 + c2 y2 . ⇒ y = c1 x sin x − c2 x cos x.
-
Exercise 6.2
3
1. y 00 − (1 + 3
2x
)y 0 + 3
2x2
y = 0, y1 = x 2 ex
2. (x2 + 1)y 00 − 2xy 0 + 2y = 0; y1 = −x
3. xy 00 + (1 − 2x)y 0 + (x − 1)y = 0; y1 = ex ,
4. xy 00 + (1 − 2x)y 0 + (x − 1)y = 0; y(1) = 2e, y 0 (1) = −3e
1
6.2 Method of Order Reduction
20
Let y1 , y2 be linearly independent solutions to the second order differential equation
1
We try the substitution y2 = νy1 , where ν is unknown function of x to be determined. Then
y2 = νy1
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0 0 0
⇒ y2 = νy1 + ν y1 (6.8)
00 00 0 0 0 0 00 00 0 0 00
⇒ y2 = νy1 + ν y1 + ν y1 + ν y1 = νy1 + 2ν y1 + ν y1
ν 00 + [
2y10
y1
+
-E
a1 (x) 0
a2 (x)
]ν = 0.
with y1 a known solution. Then the substitution y2 = νy1 (where ν is an unknown function to
be determined) transforms the second order differential equation (6.9) to a first order differential
equation
2y 0 a1 (x)
z0 + [ 1 + ]z = 0 (6.10)
y1 a2 (x)
where z = ν 0 .
-
R a1 (x)
− dx
ke a2 (x)
z= where k is aconstant of integration
y12
Proof:
2y10 a1 (x) z0 2y 0 a1 (x)
z0 + [ + ]z = 0 ⇒ = −[ 1 + ]
y1 a2 (x) z y1 a2 (x)
1
2y10
Z
a1 (x)
⇒ ln z = [− − ]+C
y1 a2 (x)
20
R 2y1 R a1 (x) R a1 (x)
− dx − dx C −2 ln y1 − dx
z=e y2
.e a2 (x)
.e ⇒ z = ke .e a2 (x)
R a1 (x)
− dx
ke a2 (x)
z= (6.11)
y12
1
Lemma 6.2 The second linearly independent solution is
MT
R a1 (x)
Z − dx
e a2 (x)
y2 = y1 dx
y12
Proof:
Since z = ν 0 then (6.11) gives
-E y12
R a1 (x)
− dx
0 e a2 (x)
ν = (taking the constant c = 0 or k = 1)
y12
EE
R a1 (x)
Z − dx
e a2 (x)
Thus ν = dx
y12
And y2 = νy1 gives R a1 (x)
Z − dx
e a2 (x)
y2 = y1 dx.
DC
y12
Thus the general solution y1 = c1 y1 + c2 y2 becomes
R a1 (x)
Z − dx
e a2 (x)
y = c1 y 1 + c2 y 1 dx.
y12
Examples 6.3
-
1
2. Given y = x−1 is a solution to the differential equation 2x2 y 00 + 3xy 0 − y = 0 obtain the
second linearly independent solution and write down the general solution.
20
Solution: a2 (x) = 2x2 , a1 (x) = 3x, y1 = x1 .
R a1 (x)
√
R 3x
− dx − dx
e a2 (x) e 2x2 x2
THEN z = 2
y1
= 1 = 3 = x.
x2 x2
√ R 1 3 3 1
And z = ν 0 ⇒ ν 0 = x so that ν = x 2 dx = 23 x 2 . Then y2 = νy1 = 32 x 2 .x−1 = 23 x 2 . We
1 1
note that 32 is a multiple term
1
√ of x 2 and as such this leads us to taking y
2 = x 2 . And
y = c1 y1 + c2 y2 = c1 x−1 + c2 x.
3. Show that y = x is a solution to the differential equation (1 − x2 )y 00 − 2xy 0 + 2y = 0 and
MT
find the second linearly independent solution and the general solution.
Solution: y1 = x, y10 = 1, y100 = 0 gives (1 − x2 ).0 − 2x.1 + 2x = 0 ⇒ y = x is a
solution.
With a2 (x) = 1 − x2 , a1 (x) = −2x, y1 = x, we have
R a1 (x) R 2x
− dx dx 2)
0 e a2 (x)
e 1−x2 e− ln(1−x 1
ν = = = =
⇒ν=
Z
y12
dx
x (1 − x2 )
2
=
x2
Z -E
dx 1
x2
+
2
Z
x2
1
1+x
dx +
1
2
x2 (1 − x2 )
Z
dx
1−x
1 1 1+x
⇒ν=− + ln ( )
x2 2 1−x
EE
And y2 = νy1 ⇒ y2 = x(− x12 + 12 ln 1+x
1−x
) so that y = c1 y1 + c2 y2
gives the general solution as y = c1 x + c2 (− x1 + 12 x ln 1−x
1+x
).
Remarks :
1. One great advantage of order reduction (and Abel’s formula too!) is that it solves both
DC
constant coefficient and variable coefficient differential equations whose one solution is
known.
2. The reduction of order procedure can be used more generally to reduce a homogeneous
linear nth order differential equation to a homogeneous (n-1)th order equation.
Examples 6.4
Use the substitution y = νy1 to reduce the third order differential equation
y 000 − y 0 = 0 to a second order differential equation.
-
Solution: y = νy1 ,
y10 = ν 0 y1 + νy10
AK
1
And since y1 is known then (6.12) is easily further reducible to first order with
y0
a2 (x) = 1 and a1 (x) = 3 y11 if one root is known.
20
Exercise 6.3
1. Obtain by method of order reduction, the second linearly independent solution and the
general solution to the differential equations given one solution.
1
(a) y 00 − 3y 0 + 2y = 0; y1 = ex (b) y 00 + 2y 0 − 15y = 0; y1 = e3x
(c) x2 y 00 + 6xy 0 + 6y = 0; y1 = x−2 (d) x2 y 00 − (x + 1)y 0 + y = 0; y1 = ex
(f ) x2 y 00 − 2xy 0 − 4y = 0; y1 = x−1 (g) xy 00 + (1 − 2x)y 0 + (x − 1)y = 0; y1 = ex .
MT
2. Reduce the third order differential equations by substitution y = νy1 to second order
differential equations in w = ν 0 ; given one known solution.
(a) y 000 − 4y 00 + 3y 0 = 0; y1 = 1 (b) xy 000 − xy 00 + y 0 − y = 0; y1 = ex
(c) xy 000 + (1 − x)y 00 + xy 0 − y = 0; y1 = x (d) y 000 − 4y 00 + 3y 0 = 0; y1 = e2x
000 00 0
(e) x (x + 3)y − 3x(x + 2)y + 6(x + 1)y − 6y = 0; y1 (x) = x2 , y2 (x) = x3
2
-E
In cases (a) and (d) solve the equation if the second solutions are e2x and ex respectively.
3. Solve the differential equation by order reduction.
(a) x3 y 000 − 3x2 y 00 + 6xy 0 − 6y = 0; y1 (x) = x (b) y 00 − 4y 0 − 12y = 0; y1 = e6x
(c) y 00 + 2y 0 + y = 0; y1 = e−x (d) x2 y 00 + 2xy 0 = 0; y1 = 1
2 00 0 −1
(e) x y + 2xy = 0; y1 = x (f ) x2 y 00 + 2xy 0 − 2y = 0; y1 = x
(g) x2 y 00 + 3xy 0 + y = 0; y1 = x−1 ln x (h) x2 y 00 + 3xy 0 + y = 0; y1 = x−1
(i) x2 y 00 − x(x + 2)y 0 + (x + 2)y = 0; y1 = x (j) (x − 1)y 00 − xy 0 + y = 0; y1 = ex
EE
(k) xy 00 − y 0 + 4x3 y = 0; y1 = sin x2√ (l) (1 − x cot x)y 00 − xy 0 + y = 0; y1 = x
1 1
(m) y 00 − ( x1 − 16x3
2 )y = 0; y1 = x e
4
2 x
(n) x2 y 00 + xy 0 + (x2 − 41 )y = 0; y1 = x− 2
Definition 7.1 A homogeneous nth order linear differential equation with constant coefficients
takes the form an y (n) + an−1 y (n−1) + . . . + a1 y 0 + a0 y = 0 where
ai , i = 0, 1, 2, . . . , n are all constants with an 6= 0.
Consider a second order homogeneous linear differential equation with constant coefficients
ay 00 + by 0 + cy 0 = 0, (7.1)
where a, b, c are all real constants; a 6= 0. Let us denote by m2 = y 00 , m = y 0 , m0 = y. Then
-
equation (7.1) is
am2 + bm + c = 0. (7.2)
AK
Definition 7.2 Equation (7.2) is commonly known as the characteristic (auxiliary) equation of
the differential equation (7.1). The roots, r1 and r2 of the equation (7.2) are called characteristic
(or auxiliary) roots of the differential equation. Equation (7.2) is clearly a quadratic equation
and in principle, if r1 and r2 are roots of such an equation, then we can write (7.2) as
m2 − (r1 + r2 )m + r1 r2 = 0. (7.3)
1
7.1 If the auxiliary roots r1 and r2 are real and distinct:
20
If r1 and r2 are real and distinct then equation (7.3) holds and so
m2 − (r1 + r2 )m + r1 r2 = 0 ⇒ y 00 − (r1 + r2 )y 0 + r1 r2 y = 0
d 0
⇒ y 00 − r1 y 0 − (y 0 − r1 y)r2 = 0 ⇒ (y − r1 y) − (y 0 − r1 y)r2 = 0.
dx
1
Let ν = y 0 − r1 y. Then
dν
− r2 ν = 0 (7.4)
dx
MT
Solving (7.4) by separation of variables gives ν = Cer2 x .
And ν = y 0 − r1 y ⇒ y 0 − r1 y = Cer2 x . The integrating factor of which is e−r1 x .
Thus dxd
(e−r1 x .y) = cer2 x .e−r1 x = Ce−(r1 −r2 )x .
−1
This integrates to e−r1 x .y = − r1 C
−r2
e−(r1 −r2 ) + C1 ⇒ y = c1 er1 x + r1 −r2
er2 x
C
OR y = c1 er1 x + c2 er2 x (where c2 = − ) (7.5)
r1 − r2
-E
Conclusion: If am2 + bm + c = 0 is an auxiliary equation of a second order linear differential
equation with r1 and r2 as its real and distinct roots. THEN the two linearly independent
solutions to the differential equation are y1 = er1 x and y2 = er2 x .
And the general solution is y = c1 er1 x + c2 er2 x .
Generally, if r1 , r2 , . . . , rn are n real and distinct roots of the auxiliary (characteristic) equation
of the nth order homogeneous linear differential equation with constant coefficients, THEN the
n linearly independent solutions of the differential equation are
EE
y1 = er1 x , y2 = er2 x , . . . , yn = ern x and the general solution is y = c1 er1 x + c2 er2 x + . . . + cn ern x .
Examples 7.1
r2 + 5r + 6 = 0 ⇒ r1 = −3, r2 = −2.
And so the two linearly independent solutions are y1 = e−3x , y2 = e−2x . Thus the general
solution is y = c1 e−3x + c2 e−2x .
2. Solve the differential equation y 00 − 4y 0 − 5y = 0 y(0) = 1, y 0 (0) = 2.
Solution: The auxiliary equation is r2 − 4r − 5 = 0 ⇒ r1 = 5, r2 = −1. Thus the
two linearly independent solutions are y1 = e5x , y2 = e−x and the general solution is
-
1 2 1 2
and y 0 (0) = 2 ⇒ 5c1 − c2 = 2 ⇒ c1 = , c2 = . Therefore y = e5x + e−x .
3 3 3 3
3. Solve the differential equation: 6y 000 + y 00 − 2y 0 = 0.
Solution: The auxiliary equation is 6r3 + r2 − 2r = 0 ⇒ r1 = 0, r2 = 12 , r3 = − 23 . Thus
1 2
the linearly independent solutions are y1 = e0x = 1, y2 = e 2 x , y3 = e− 3 x and the general
1 2
solution is y = c1 + c2 e 2 x + c3 e− 3 .
1
7.2 If the auxiliary roots r1 and r2 are real and equal:
20
Suppose r1 = r2 = r. Then m2 − (r1 + r2 )m + r1 r2 = 0 ⇒ m2 − 2rm + r2 = 0. And in this case
we have y 00 − 2ry 0 − r2 y = 0 ⇒ y 00 − ry 0 − ry 0 + r2 y = 0 ⇒ dx
d
(y 0 − ry) − (y 0 − ry)r = 0. Letting
rx
ν = y 0 − ry, gives dxdν
− rν = 0 whose solution is ν = c2 ee . And ν = y 0 − ry ⇒ y 0 − ry = c2 erx .
Whose integrating factor is e−rx .
Then dx d
(e−rx .y) = erx .e−rx = c2 ⇒ e−rx y = c1 + c2 x.
1
⇒ y = c1 erx + c2 xerx (7.6)
MT
Conclusion: Let the two roots r1 and r2 of the auxiliary equation to the second order homoge-
neous linear differential equation with constant coefficients be equal (with r1 = r2 = r). THEN
the two linearly independent solutions corresponding to the root r are y1 = erx and y2 = xerx
and the general solution is y = c1 erx + c2 xerx
In general if the roots of the auxiliary equation are repeated to the multiplicity k, then the k
linearly independent solutions would be
y1 = erx , y2 = xerx , y3 = x2 erx , . . . , yk = xk−1 erx . And the general solution is
-E
y = (c1 + c2 x + c3 x2 + . . . + ck xk−1 )erx .
Examples 7.2
00 1
y (0) = 0 ⇒ 9c1 + 4c2 − 3c3 = 0
Exercise 7.1
1
Solve the differential equations
20
1. y 00 + 2y 0 − 3y = 0 2. 4y 00 + 4y 0 + y = 0
3 6y 00 − y 0 − y = 0 4. y 00 + 5y 0 = 0
5 y + y − 2y = 0; y(0) = 1, y (0) = 1 6 y 00 + 8y 0 − 9y = 0; y(1), y 0 (1) = 0
00 0 0
1
7.3 If the auxiliary roots are complex conjugates :
Let r1 = α + iβ and r2 = α − iβ be two complex conjugate roots of the characteristic equation
MT
am2 + bm + c = 0. Then since there are two distinct roots we still can write the two linearly
independent solutions as y1 = er1 x and y2 = er2 x . Then in this case we shall have
Remark:
Using the Maclaurin’s expansion we can show easily that
ex = 1 + x +
eax = 1 + ax +
x2 x3 x4 x5
2!
+
2!
3!
+
+
4!
3!
-E
+
+
5!
+ ...
(ax)2 (ax)3 (ax)4 (ax)5
4!
+
5!
+ ...
(bx)2 (bx)4
cos bx = 1 − + − ...
2! 4!
(bx)3 (bx)5
EE
sin bx = bx − + + ...
3! 5!
Then
(iβ)2 x2 (iβ)3 x3 (iβ)4 x4 (iβ)5 x5
eiβx = 1 + iβx + + + + + ...
2! 3! 4! 5!
(βx)2 (βx)4 (βx)3 (βx)5
DC
= (1 − + + . . .) + i(βx − + + . . .)
2! 4! 3! 5!
= cos βx + i sin βx.
Thus
and
1
And the general solution
20
y = c1 y1 + c2 y2 ⇒ y = c1 eαx (cos βx + i sin βx) + c2 eαx (cos βx − i sin βx)
= eαx [(c1 + c2 ) cos βx + i(c1 − c2 ) sin βx]
Or simply
y = eαx (A cos βx + B sin βx) (7.7)
1
Where A = c1 + c2 and B = i(c1 − c2 ) are constants.
Clearly the two linearly independent solutions from (7.7) are
MT
y1 = eαx cos βx and y2 = eαx sin βx
Examples 7.3
-E
1. Solve the differential equation: y 00 + 4y 0 + 13y = 0
Solution: The auxiliary equation is r2 + 4r + 13 = 0 ⇒ r = −2 ± 3i
Thus r1 = −2 + 3i, r2 = −2 − 3i. And clearly α = −2, β = 3.
EE
Then the general solution is y = e−2x (A cos 3x + B sin 3x). [Note that
y1 = e−2x cos 3x and y2 = e−2x sin 3x are two linearly independent solutions of the differ-
ential equation].
√ √
r3 − 2r2 + 5r − 10 = 0 ⇒ r1 = 2, r2 = ±i 5, r3 = −i 5.
√ √
Then the general equation is y = c1 e2x + c2 cos 5x + c3 sin 5x
1
Examples 7.4
20
Solve the differential equation: y (4) + 8y 00 + 16y = 0
Solution: The auxiliary equation is r4 + 8r2 + 16 = 0, r = ±2i, repeated once.
Then since α = 0, β = 2 we have y = (Ax + B) cos 2x + (Cx + D) sin 2x.
Exercise 7.2
1
Solve the differential equations
1. y 00 + y = 0 2. y 00 − 6y 0 + 10y = 0
3. y 00 + 4y 0 + 6y = 0 4. 4y 00 + 4y 0 + 6y = 0
MT
5. y 00 + 4y 0 + 8y = 0 6. y 00 + 7y = 0
7. y 00 + 2y 0 + 5y = 0 8. 2y 00 + 13y 0 − 7y = 0
9. 3y 00 + 4y 0 + 9y = 0 10. y 00 + 2y 0 + 2y = 0; y(0) = 2, y 0 (0) = 1
11. y 00 − 4y 0 + 2y = 0; y(0) = 0, y 0 (0) = 1
-E
Definition 8.1 A general nth-order nonhomogeneous linear differential equation with constant
coefficients is of the form an y (n) + an−1 y (n−1) + . . . + a1 y 0 + a0 y = g(x)
where ai i = 0, 1, 2, . . . , n are all real constants with an 6= 0; and g(x) 6= 0. A second order
nonhomogeneous linear differential equation with constant coefficients has the form
ay 00 + by 0 + cy = g(x) (8.1)
EE
where a 6= 0, b, c are all real constants and g(x) 6= 0. This is generally an equation
L[y] = g(x).
To find the general solution to the differential equation,
(a) We find first the solution to the homogeneous part L[y] = 0. This solution (of the
homogeneous part) is usually known as the complementary solution and is denoted by
DC
Theorem 8.1 Let yc be a solution to the homogeneous part of the second order differential
equation
ay 00 + by 0 + cy = g(x) (8.2)
-
and let yp be the particular solution to the non homogeneous part of the differential equation.
THEN the general solution of the differential equation (8.2)is y = yc + yp
AK
Proof: Consider L[y] = g(x) in which L[yc ] = 0 then yc = y − yp is a solution since it can be
written as a linear combination of y and yp .
Remark: The particular solution depends on the nature of the RHS function g(x).
Since the methods of finding the complementary solution have already been dealt with, we
discuss in this section, different methods of finding the particular solution and hence of solving
the differential equation.
1
8.1 The method of undetermined coefficients.
20
This method works when the RHS function g(x) takes up special forms: namely, polynomial,
exponential, trigonometrical, sinusoidal functions. The following examples explain the nature
of the applications.
Case I: If g(x) is only a polynomial function:
1
Examples 8.1
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Solution: We first solve for L[y] = 0. The auxiliary equation is r2 − 3r − 4 = 0
⇒ r1 = 4, r2 = −1. Thus the complementary solution (i.e solution to the homogeneous
part) is yc = c1 e4x + c2 e−x .
To find yp , we first note that g(x) = 3x + 1 is a polynomial of degree 1. So we try a
solution of the form yp = Ax + B, where A and B are constants to be determined (hence
the method of undetermined coefficients). If yp = Ax + B, then yp0 = A and yp00 = 0. And
using these in the differential equation we get 0 − 3A − 4(Ax + B) ≡ 3x + 1. By comparing
coefficients we note that
coefficient of x: −4A = 3 ⇒ A = − 43
Constants: −3A − 4B = 1 ⇒ B = 16
Therefore yp = Ax + B = − 34 x +
5
5
16
.
-E
Thus y = yc + yp ⇒ y = c1 e4x + c2 e−x − 34 x + 5
16
If g(x) is a polynomial of degree n we try the function yp as a polynomial of degree n
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with n constants to be determined. For example g(x) = 2x2 + 3x − 1
⇒ yp = Ax2 + Bx + C, g(x) = x2 ⇒ yp = Ax2 + Bx + C, g(x) = 4 ⇒ yp = A.
coefficients of x2 : −4A = 4 ⇒ A = −1
3
coefficients of x: −6A − 4B = 0 ⇒ B =
2
13
constants : 2A − 3B − 4C = 0 ⇒ c = −
8
-
Remarks:
1. The reader may wonder what would happen if a higher degree polynomial such as
ax4 + Bx3 + Cx2 + Dx + E was assumed for yp for g(x) with lower degree. The answer
is that all coefficients beyond the quadratic term would turn out to be zero. Thus with
exceptional cases to be noted later; it is unnecessary to assume for yp a polynomial of
higher degree than the degree in the nonhomogeneous term g(x)..
1
2. If g(x) = 4x2 , do not take yp = Ax2 and leave out the other terms (or if g(x) = 4x2 +2, do
not take yp = Ax2 + B). You must not assume any other terms omitted in the polynomial
20
to take zero values.
Case II: If g(x) has exponential function
For example g(x) = e2x ; yp = Ae2x , g(x) = 2xex ; yp (Ax + B)e2x
g(x) = x2 e−x ; yp = (Ax2 + Bx + C)e−x
g(x) = 2x + 5e2x ; yp = Ax + B + Ce2x
1
g(x) = 3x2 + 4 + xe2x yp = Ax2 + Bx + C + (Dx + E)e2x .
3. Solve the differential equation: y 00 + 3y 0 + 2y = 10e3x . y(0) = 1, y 0 (0) = 0
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Solution. The auxiliary equation for the homogeneous part is r2 + 3r + 2 = 0
⇒ yc = c1 e−2x + c2 e−x .
To find yp we try yp = Ae3x ⇒ yp0 = 3Ae3x ⇒ yp00 = 9Ae3x Then the differential equation
gives
9Ae3x + 3(3Ae3x ) + 2(Ae3x ) = 10e3x .
1
⇒ 20Ae3x = 10e3x ⇒ 20A = 10 ⇒ A = .
2
1 3x
-E
Thus yp = 2 e and the general solution y = yc + yp is y = c1 e
1
−2x
+ c2 e−x + 21 e3x .
3
And y = c1 e−2x + c2 e−x + e3x ⇒ y 0 = −2c1 e−2x − c2 e−x + e3x .
1
y(0) = 1 ⇒ c1 + c2 + 2 = 1
2
2c1 + 2c2 = 1
2
1
And 0 ⇒ ⇒ c1 = 1, c2 = −
y (0) = 0 ⇒ −2c1 − c2 + 23 = 0 −4c1 − 2c2 = −3 2
Thus we have the solution as y = e−2x − 12 e−x + 12 e3x . [Note that the initial conditions
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must be used in the general solution BUT not in yc only.]
Case III: If g(x) involves trigonometrical functions of sinusoidal type
g(x) = sin 2x; yp = A cos 2x + B sin 2x
g(x) = 2 cos x yp = A cos x + B sin x
g(x) = x sin 3x yp = (Ax + B) cos 3x + (Cx + D) sin 3x
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Examples 8.2
Solve the differential equation: y 00 − 3y 0 − 4y = 2 sin x
Solution: The auxiliary equation to the homogeneous part is r2 − 3r − 4 = 0
⇒ yc = c1 e4x + c2 e−x . To find yp we try
yp = A cos x + B sin x
-
1
8.2 Expected difficulties:
20
We demonstrate possible difficulties that could arise in practice in the method of undetermined
coefficients with the following example.
1. If the proposed yp has a term that is already a solution of the differential equation in yc .
Solve the differential equation: y 00 − 3y − 4y = e−x .
1
Solution: The complementary solution is yc = c1 e4x + c2 e−x .
Clearly, for g(x) = e−x , we would take yp = Ae−x ⇒ yp0 = −Ae−x , yp00 = Ae−x . so that
(A + 3A − 4A)e−x = e−x ⇒ 0.Ae−x = e−x .
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And in this case we cannot determine A. Where is the problem? The problem lies in the
choice of yp we have taken. It contains a term e−x which is a solution to the homogeneous
part (see the complementary solution yc ). To rectify this we have to modify our choice
by multiplying through yp by x. Thus we try
yp = Axe−x
yp0 = e−x (−Ax + A)
-E
yp00 = e−x (Ax − 2A)
r2 − 4r = 0 ⇒ r(r − 4) = 0 ⇒ r = 0, r = 4 ⇒ yc = c1 + c2 e4x .
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With g(x) = 2x, we try yp = Ax + B. But this has a constant B. which is the same as
a solution in yc ( a constant c1 ) so we must try yp = x(Ax + B) = Ax2 + Bx. This gives
yp0 = 2Ax + B, yp00 = 2A. So that 2A − 4(Ax + B) = 2x. And comparing coefficients gives
coefficients of x: −8A = 2 ⇒ A = − 41 , constants: 2A − 4B = 0 ⇒ B = − 18 . Thus
yp = − 41 x2 − 18 x and the general solution is y = c1 + c2 e4x − 41 x2 − 18
Conclusion: If a term in the trial expression for yp is a solution to the corresponding
homogeneous equation ( i.e is directly implicated in the complementary solution yc ), then
replace yp by xs yp , where s is the smallest nonnegative integer such that no term in xs yp
-
1
functions g1 (x), g2 (x), g3 (x), then solve for particular solution of the differential equation in the
following related differential equations.
20
ay 00 + by 0 + cy = g1 (x) to get yp1
ay 00 + by 0 + cy = g2 (x) to get yp2
ay 00 + by 0 + cy = g3 (x) to get yp3 .
Then the particular solution is the sum of the three solutions yp1 , yp2 , yp3 . And the general
1
solution is y = yc + yp1 + yp2 + yp3 .
The idea here is to lessen or ease the burden of solving for yp with very many constants to be
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determined. For instance if we solve y 00 − 4y = 3x + 2e−3x + 5x cos 2x we would expect to use
yp = Ax + B + Ce−3x + (Dx + E) cos 2x + (F x + G) sin 2x ( a whole 7 constants to handle in
the process).
The superposition principle then says:
-E
(b) Solve for yp , for g1 (x) = 3x : yp1 = Ax + B ⇒ yp0 1 = A ⇒ yp001 = 0
⇒ 0 − 4(4x + B) = 3x ⇒ 4B = 0 ⇒ B = 0, −4A = 3 ⇒ A = −3 7
. Then yp1 = − 34 x.
(c) Solve for yp2 , for g2 (x) = 2e−3x : yp2 = Ae−3x ⇒ yp0 2 = −3Ae−3x , yp002 = 9Ae−3x . This
gives
2
9Ae−3x − 4Ae−3x = 2e−3x ⇒ 5A = 2 ⇒ A = .
5
EE
Then yp2 = 25 e−3x .
⇒ yp3 = − 58 x cos 2x − 5
16
sin 2x
Then by superposition principle
yp = yp1 + yp2 + yp3 = − 43 x + 52 e−3x − 58 x cos 2x − 16
5
sin 2x. And the general solution is
2x −2x 3 2 −3x 5 5
y = c1 e + c2 e − 4x + 5e − 8 x cos 2x − 16 sin 2x
1
This is a far better organised and simpler approach than using one yp for a big sum of
g(x). However care must be taken once again, at the choice of each trial ypi to check and
20
see if there is a term (or no term) that is in the solution to the homogeneous equation.
The other advantage is that you avoid multiplying by xs to the whole big yp and simply
multiply it to the function affected by similarity with a term in yc .
1
The method of undetermined coefficients only handles particular forms of g(x). If g(x) takes
the forms say; g(x) = tan x, sec2 x, x1 , xcosec x, etc then the method fails to solve for the
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particular solution.
Exercise 8.1
1. 2y 00 − 4y 0 − 6y = 3e2x
3. y 00 + 2y 0 = 3 + 4 sin 2x
5. y 00 + 9y = x2 e3x + 6
7. 2y 00 + 3y 0 + y = x2 + 3 sin x
-E
2. y 00 + y 0 − 2y = 2x; y(0) = 0, y 0 (0) = 1
4. y 00 + 4y = x2 + 3ex ; y(0) = 0, y 0 (0) = 2.
6. y 00 − 2y 0 + y = xex + 4; y(0) = 1, y 0 (0) = 1
8. y 00 + y = 3 sin 2x + x cos 2x
Note an interesting point here that we only need to multiply x to the affected trial of yp if we
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particular solutions when the equation has constant coefficients and the nonhomogeneous term
is of special type. Indeed as it has been said, the method of undetermined coefficients does not
work for some other types of the function such as g(x) = tan x, g(x) = x csc x, x12 etc. In
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addition, the method does not handle variable coefficients. In this section we discuss a more
general method that can handle both constant coefficients and variable coefficients differential
equation, in addition to any form of the nonhomogeneous function.
Consider the nonhomogeneous second order linear differential equation
1
which in standard form is y 00 + p(x)y 0 + q(x)y = g(x) where p and q are constant functions of
x (or constants ). Let y1 , y2 be two linearly independent solutions of the homogeneous part,
20
L[y] = 0 of (8.3). Then the complementary solution is yc = c1 y1 + c2 y2
Let the particular solution yp take the form yp = ν1 (x)y1 (x) + ν2 (x)y2 (x) where ν1 (x) and ν2 (x)
are functions to be determined. Then
y p = ν1 y 1 + ν2 y 2 (8.4)
yp0 ν10 y1
+ ν2 y2 + ν1 y10 + ν2 y20
0
1
⇒ =
set ν10 y1 + ν20 y2 = 0 (8.5)
Then yp0 = ν1 y10 + ν2 y20 (8.6)
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And yp00 = ν10 y10 + ν1 y100 + ν20 y20 + ν2 y200 (8.7)
[ν10 y10 + ν1 y100 + ν20 y20 + ν2 y200 ] + p(x)[ν1 y10 + ν2 y20 ] + q(x)[ν1 y1 + ν2 y2 ] = g(x)
⇒ [ν10 y10 + ν20 y20 ] + ν1 [y100 + p(x)y10 + q(x)y1 ] + ν2 [y200 + p(x)y20 + q(x)y2 ] = g(x)
-E
⇒ [ν10 y10 + ν20 y20 ] + ν1 L[y1 ] + ν2 L[y2 ] = g(x)
And since y1 and y2 are solutions to the homogeneous part L[y] = 0, then L[y1 ] = 0 and
L[y1 ] = 0.
This gives ν10 y10 + ν2 y20 = g(x). Then together with (8.5) we have
)
ν10 y1 + ν20 y2 = 0,
(8.8)
ν10 y10 + ν20 y20 = g(x).
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And solving simultaneously (8.8) for ν10 (x) and ν20 (x) gives
−g(x)y2 (x) g(x)y1 (x)
ν10 (x) = 0 0
and ν20 (x) = (8.9)
y1 y2 − y2 y1 y1 y20 − y2 y20
But we note in (8.9) that y1 y20 − y2 y10 = W (y1 , y2 ). Then
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gy2 gy1
ν10 (x) = − and ν20 (x) = (8.10)
W (y1 , y2 ) W (y1 , y2 )
Remark: Division by W (y1 , y2 ) is permissible since y1 , y2 are linearly independent solutions
and so W (y1 , y2 ) is never zero (or can never vanish) in the interval defining the solutions. Thus
Z Z
gy2 gy1
ν1 (x) = − dx and ν2 (x) = dx
W (y1 , y2 ) W (y1 , y2 )
-
[Note that the coefficient of y 00 must be 1, to determine the actual g(x) to be used]. And
gives Z Z
gy2 gy1
yp = y1 − dx + y2 dx
W (y1 , y2 ) W (y1 , y2 )
then the general solution is
Z Z
gy2 gy1
y = yc + yp ⇒ y = c1 y1 + c2 y2 + y1 − dx + y2 dx
W (y1 , y2 ) W (y1 , y2 )
1
Important observations: The system of equations
20
y1 ν10 + y2 ν20 = 0
y10 ν10 + y20 ν20 = g(x)
0
y1 y2 ν1 0 y1 y2
can be written as 0 = . If A = , then |A| = W and we
y1 y20 ν20 g(x) y10 y20
y y
have W = 10 20 = y1 y20 − y2 y10
1
y1 y2
0
(a) Replacing the first column in W with the column of constant terms gives
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g(x)
0 y2
W1 =
= −gy2 (8.11)
g(x) y20
0
(b) Replacing the second column in W with the column of constant terms gives
y
W2 = 10
0
y1 g(x)
-E
= gy1
g(x)
(8.12)
Functions (8.11) and (8.12) are the numerators in (8.10). Then, clearly we can write
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W1 (y1 , y2 ) W2 (y1 , y2 )
ν10 (x) = and ν20 (x) =
W (y1 , y2 ) W (y1 , y2 )
where W1 (y1 , y2 ) is the Wronskian obtained by replacing the first column in W (y1 , y2 ) with a
column of RHS terms and W2 (y1 , y2 ) is theWronskian
obtained by replacing the second column
0
in W (y1 , y2 ) with a column of the RHS [Note of the subscript 1 on W1 to denote
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g(x)
first column and 2 on W2 to denote second column ]. This helps us to avoid working with long
expressions.
Examples 8.3
ex
1. Solve the differential equation: y 00 − 2y 0 + y = 1+x2
.
Solution: The auxiliary equation of the homogeneous part is r2 − 2r + 1 = 0 ⇒ r = 1.
Then yc = (c1 + c2 x)ex ⇒ x x
yx1 = e , yx2 = xe are the two linearly independent solutions.
-
y y e xe
W (y1 , y2 ) = 10 20 = x x
= e2x (x + 1 − x) = e2x .
y1 y2 e e (x + 1)
0 xex
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= xe2x2 .
x 2
Since g(x) = e /(1 + x ), then W1 (y1 , y2 ) = ex x
1+x2
e (x + 1) 1+x
W1 (y1 , y2 ) xe2x x
And ν10 (x) = =− 2 2x
=−
W (y1 , y2 ) (1 + x )e 1 + x2
2x
Z x
x 1 2
e 0 = e
⇒ ν1 (x) = − dx = − ln (1 + x ). Also W 2 (y 1 , y2 ) = x
e ex
1 + x2 2 1+x2
1 + x2
1
e2x
Z
W2 (y1 , y2 ) 1 1
⇒ ν20 (x) = = 2 2x
= ⇒ ν2 (x) = dx = tan−1 x.
W (y1 , y2 ) (1 + x )e 1 + x2 1 + x2
20
1
Thus yp = ν1 y1 + ν2 y2 ⇒ yp = − ln (1 + x2 ).ex + (tan−1 x)(xex )
2
1 x
= − e ln (1 + x2 ) + xex tan−1 x.
2
1
And y = yc + yp ⇒ y = c1 ex + c2 xex − 12 ex ln (1 + x2 ) + xex tan−1 x.
2. Solve the differential equation: y 00 + y = sec x
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Solution: The auxiliary equation is r2 + 1 = 0 so that and yc = A cos x + B sin x, so
the two linearly independent solutions are y1 = cos x and y2 = sin x.
cos x sin x
W (y1 , y2 ) = = cos2 x + sin2 x = 1
− sin x cos x
0 sin x
Since g(x) = sec x, W1 (y1 , y2 ) = = − sin x sec x = − tan x.
sec x cos x
0
Thus ν1 (x) =
W1 (y1 , y2 )
W (y1 , y2 )
cos x
W2 (y1 , y2 ) =
-E 0
− sin x sec x
Z
= − tan x ⇒ ν1 (x) = − tan xdx = ln cos x.
=1
Z
W2 (y1 , y2 )
Thus ν20 (x) = = 1 ⇒ ν2 (x) = dx = x
EE
W (y1 , y2 )
Then yp = ν1 y1 + ν2 y2 = (cos x) ln cos x + x sin x and the general solution is
y = yc + yp ⇒ y = c1 cos x + c2 sin x + (cos x) ln cos x + x sin x.
3. Solve the differential equation: y 00 + y = tan x + 3x − 1
Solution: The two linearly independent solutions are y1 = cos x, y2 = sin x. The
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method of variation of parameters will solve this equation but it becomes simpler
(or quicker) if we use the principle of superposition. Thus we solve
and in (8.13) we use the method of variation of parameters for g(x) = tan x, to get
yp1 = − cos x ln(sec x + tan x) and we use method of undetermined coefficients for
g(x) = 3x − 1 (because it is simpler in this case) with yp2 = Ax + B; so that yp2 = 3x − 1.
Then yp = yp1 + yp2 = −(cos x) ln (sec x x + tan x) + 3x − 1. And the general solution is
-
yp = ν1 y1 + ν2 y2 + . . . + ν1 yn (8.14)
1
so that
yp0 = [ν1 y10 + ν2 y20 + . . . + νn yn ] + [ν10 y1 + ν20 y2 + . . . + νn0 yn ]
20
Setting
ν10 y1 + ν20 y2 + . . . + νn0 yn = 0 (8.15)
gives
yp0 = ν1 y10 + ν2 y20 + . . . + νn yn0
1
⇒ yp00 = [ν1 y100 + ν2 y200 + . . . + νn yn00 ] + [ν10 y10 + ν20 y20 + . . . νn0 yn0 ]
And setting
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ν10 y10 + ν20 y20 + . . . + νn0 yn0 = 0 (8.16)
gives y 00 = ν 0 y100 + ν2 y200 + . . . + νn yn00 .
Continuing this process through (n-1) derivatives gives
(m) (m)
yp(m) = ν1 y1 + ν2 y 2 + . . . + νn yn(m) (8.17)
The sufficient condition for (8.19) to have solutions is that the determinant of coefficients
is not zero. Hence using Cramer’s rule we can get
Examples 8.4
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1
x
e
x xex e−x
Then W (y1 , y2 , y3 ) = e (x + 1)ex −e−x = 4ex . And
20
ex (x + 2)ex e−x
x −x
0 xe e
W1 (y1 , y2 , y3 ) = 0 (x + 1)ex −e−x = e5x (−1 − 2x)
e5x (x + 2)ex e−x
1
= x
W (y1 , y2 , y3 ) 4e 4 2
Z
1 1 1 1 1 1 1
⇒ ν1 (x) = ( e4x − xe4x )dx = e4x − [ xe4x − e4x ] = e4x − xe4x
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4 2 16 4 16 8 4
x −x
e
x 0 e−x
W2 (y1 , y2 , y3 ) = e 0 e = e5x [−1 − 1] = −2e5x
ex e5x e−x
Therefore
2e5x
Z
W2 (y1 , y2 , y3 ) 1 4x 1 1
ν20 (x) =
W (y1 , y2 , y3 ) 4e
x
e
x
2
xex
W3 (y1 , y2 , y3 ) = e (x + 1)e
-E
= − x = − e ⇒ ν2 (x) = − e4x dx = − e4x
x
0
2
Therefore
e7x
EE
Z
W3 (y1 , y2 , y3 ) 1 1 6x 1
ν30 (x) = = x = e6x ⇒ ν3 (x) = e dx = e6x .
W (y1 , y2 , y3 ) 4e 4 4 24
Then
yp = ν1 y1 + ν2 y2 + ν3 y3
1 1 −1 4x 1
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1. If all the coefficients of the differential equation are constants (i.e if a differential equation
is constant coefficient linear) it is always possible to find the linearly independent solutions
-
1
Exercise 8.2 1. Solve the equations by method of variation of parameters.
(a) y 00 − 5y 0 + 6y = 2ex (b) y 00 − y 0 − 2y = 2e−x
20
(c) y 00 + 2y 0 + y = 3e−x (d) y 00 + 4y = 3cosec 2x
(e) y 00 + 9y = 9 sec2 3x (f ) y 00 + 4y 0 + 4y = x−2 e−2x
2. Verify that x and xex are solutions of the homogeneous part of the differential equation
x2 y 00 − x(x + 2)y 0 + (x + 2)y = 2x3 and find the general solution.
1
3. If y1 = ex is a solution to the equation xy 00 − (1 + x)y 0 + y = 0 find the second linearly
independent solution. Hence solve the equation xy 00 − (1 + x)y 0 + y = x2 e2x
1 1
4. Show that x− 2 cos x and x− 2 sin x are linearly independent solutions to the differential
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3
equation xy 00 + xy 0 + (x2 − 14 )y = 3x 2 sin x
5. Given that y1 = ex is a solution to the equation (1 − x)y 00 + xy 0 − y = 0 obtain the second
linearly independent solution. Hence solve the differential equation (1 − x)y 00 + xy 0 − y =
2(x − 1)2 e−x .
6. Solve the differential equations by method of variation of parameters
(a) y 00 + y 0 = tan x (b) y 000 − y = x
000 00 0
(c) y − 2y − y + 2y = e
-E
4x
dt 2 dt dt dt dx dt dx dt dx dx
2
dy dy dM dy dM dx dy d dy dx
⇒ 2 = +x = +x . = +x .
dt dt dt dt dx dt dt dx dx dt
dy d2 y dx dy d2 y dy d2 y
= + x 2. = + x 2 .et = + x 2 .x
dt dx dt dt dx dt dx
2
dy d y
= + x2 2
dt dx
Dr. Joseph Ssebuliba - DCEE & Maths Dept page 52 of 76
Makerere University EMT 1201 - Engineering Mathematics II
1
d2 y d2 y dy
Hence x2 = − (8.21)
20
dx2 dt2 dt
The general principle is that the substitution x = et , transforms the second order variable
coefficient linear nonhomogeneous differential equation
d2 y dy
ax2
2
+ bx + cy = h(x)
dx dx
1
to a second order linear, constant-coefficient, nonhomogeneous differential equation
d2 y dy
a 2
+ (b − a) + cy = h(et )
dt dt
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which can then be solved by the methods we have seen before. (This is got by using equa-
tions (8.20) and (8.21) into equation (8.19)).
Examples 8.5
d2 y dy
3(
dt2
−
dt
) + 11
dy
dt
−
3x2
3y
dx
= 0
2
-E
+ 11x − 3y = 0.
⇒
dx
Solution: Using (8.20) and (8.21) in the differential equation we get
3
d2 y
dt2
+ 8
dy
dt
− 3y = 0
Solution: This is a Cauchy-Euler equation. Let x = et , then (8.20) and (8.21) in the
differential equation give
d2 y dy t d2 y dy
3 2 + 8 − 3y = 8 − 3 ln e ⇒ 3 2 + 8 − 3y = 8 − 3t
dt dt dt dt
The equation is constant coefficient and we can use method of undetermined coefficients
to solve for yp too. Thus auxiliary equation is 3r2 + 8r − 3 = 0 ⇒ r = 13 , r = −3.
1
Therefore y1 = e 3 t , y2 = e−3t . To find the particular solution we try yp = At + B. This
gives (8A − 3B) − 3At = 8 − 3t ⇒ A = 1, B = 0. Thus the particular solution is yp = t.
-
1
Hence the general solution is y = yc + yp ⇒ y(t) = c1 e 3 t + c2 e−3t + t
1
This gives y(x) = c1 x 3 + c2 x−3 + ln x (8.22)
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dy 1 2 1
From (8.22) we have = c1 x− 3 − 3c2 x−4 +
dx 3 x
y(1) = 1 ⇒ c1 + c2 + 0 = 1
Therefore dy c1 = 1, c2 = 0
dx
(1) = 43 ⇒ 13 c − 3c2 = 34
1
Then y = x 3 + ln x
1
Exercise 8.3
20
Solve the Cauchy-Euler equations
2d y dy 2
d y dy
1. x2 dx 2 + 7x dx − 7y = 0 2. x2 dx 2 − 3x dx + 4y = 0
2
d y 2
1 dy 5 d y dy
3. dx 2 − x dx + x2 y = 0 4.x2 dx 2 − 3x dx + 6y = 0
2
d y dy 2
d y
3 2
5. x dx 2 + 3 dx − x y = x 6. x4 dx 2
2 − 6x y = 1 − 6x
2
2
d y dy 2
d y dy
7. x2 dx 2 + 3x dx + 5y = x
2
8.x2 dx 2 + x dx + y = (ln x) sin (ln x)
1
2
d y dy 0
9. x2 dx 2 − 4x dx + 4y = 0; y(1) = −2, y (1) = −11
A third order Cauchy-Euler equation can be reduced into a contant-coefficient equation. This
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is expressed in the exercise below.
Use substitution x = et to show that the third order Cauchy-Euler differential equation
d3 y 2
2d y dy
ax3 3
+ bx 2
+ cx + dy = 0
dx dx dx
is transformed into
d3 y d2 y dy
a + (b − 3a) + (2a − b + c) + dy = 0
1. x3d
dx
3
y
3
− 2x
dt3
2d y
dx
2
2
dy
dt2
+ 3x − 3y = 0 2. x
dx
-E
3d y
dx
3
3
+x
dt
Hence solve the third-order Cauchy-Euler differential equations
3 2 3 2
2d y
dx 2
2
dy
− 8x − 4y = 0
dx
dy dy dy dy dy dy
3. x3 3 + x2 2 − 2x + 2y = 0 4. x3 3 + 2x2 2 − x + y = 0
dx dx dx dx dx dx
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8.7 Further Cauchy-Euler equations
We have noted that the subset x = et transforms the 2nd order (C-E) differential equation
d2 y dy
ax2 2
+ bx + cy = 0, (8.23)
dx dx
DC
Proof:
dy dy dt dy 1 dy
= = e−t . = (8.24)
dx dt
dx dt x dt
-
d2 y d2 y dy −2t 1 d2 y
d dy d 1 dy 1 dy
2
= = = 2
− e = 2 2
− 2 (8.25)
dx dt dx dt x dt dt dt x dt x dt
Substituting (8.24) and (8.25) into (8.23) gives
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1 d2 y
2 1 dy 1 dy
ax − 2 + bx + cy = 0
x2 dt2 x dt x dt
d2 y dy dy
a 2 − a + b + cy = 0
dt dt dt
d2 y dy
a 2 + (b − a) + cy = 0
dt dt
Dr. Joseph Ssebuliba - DCEE & Maths Dept page 54 of 76
Makerere University EMT 1201 - Engineering Mathematics II
1
This being constant-coefficient; let the auxiliary equation be aλ2 + (b − a)λ + c = 0. Then λ1 , λ2
are the two auxiliary roots.
20
1. If λ1 6= λ2 , λ1 , λ2 real and distinct:
1
⇒ y = c1 x λ 1 + c2 x λ 2 .
MT
⇒ y = (c1 + c2 ln x)(et )λ ⇒ y = (c1 + c2 ln x)xλ .
-E
Conclusion: The results (8.26) ⇒ for Cauchy-Euler equations we substitute y = xλ
in the Cauchy Euler equation. This gives clear equation in λ. The following example
illustrates this point.
Exercise 8.4
DC
Exercise 8.5
1
B. Solve the following differential equations with appropriate method
20
1. y 000 − 6y 00 − y 0 + 6y = 0 2. y 000 + y 00 − 6y 0 + 4y = 0
3. y 000 − 3y 00 + 3y 0 + y = 0 4. y 000 + 2y 00 − 4y 0 − 8y = 0
5. y 00 − 4y 0 + 4y = 0; y(1) = 1, y 0 (1) = 1 6. y 00 − 2y 0 + 2y = 0
7. y 00 − 2y 0 − 2y = 0; y(0) = 0; y 0 (0) = 3 9. y 000 − y 00 + y 0 + 3y = 0
10. y 000 + 2y 00 + 5y 0 − 26y = 0 11. y (4) + 2y 00 + y = 0
12. y 000 − y 00 − y 0 + y = 0 13. y (6) − y (2) = 0
1
14. 2y 000 − 4y 00 − 2y 0 + 4y = 0 15. y (iv) − 4y 000 + 4y 00 = 0
16. y 00 − 4y 0 − 5y = 0; y(−1) = 3, y 0 (−1) = 9 17. y (4) + y = 0.
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C. Solve the nonhomogeneous equations
This then leads to two senarios. The first being that if a system of lower-order differential
equations (especially first order differential equations) is not easy to solve, we can use them to
form one higher-order differential equation that we could use familiar techniques to solve. The
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second one being that given one higher-order differential equation, it could be easy to solve it
if transformed into a system of lower-order differential equations.
In this chapter therefore we present two ways of solving systems of differential equations namely:
writing the system as one higher order differential equation; and writing one higher order
differential equation as a system of differential equations.
1
9.1 Transforming an equation into a system of differential equations
20
Examples 9.1
1
x0 (t) = x1 (t)
x01 (t) = −x(t)
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2. y 00 + 2y = 4t
Solution: Let y = x1 , y 0 = x2 . Then x01 = y 0 = x2 and x02 = y 00 = 4t − 2y = −2x1 + 4t.
Then we have the system
x01 = x2
x02 = −2x1 + 4t
3. 2y 000 − 6y 00 + 4y 0 + y = sin t
-E
Solution: Let y = x1 , y 0 = x2 , y 00 = x3 . Then
x01 = y 0 = x2
x02 = y 00 = x3
1 1
x03 = y 000 = 3y 00 − 2y 0 − y − sin t
2 2
EE
1 1
= 3x3 − 2x2 − x1 + sin t.
2 2
This gives the system
x01 = x2
x02 = x3
DC
1 1
x03 = − x1 − 2x2 + 3x3 + sin t.
2 2
4. t3 x000 + 4t2 x00 − 8tx0 + 8x = 0.
Solution: Let x = x1 , x0 = x2 , x00 = x3 . Then
x01 = x2 = x2
x02 = x00 = x3
-
1
x03 = x000 = − 3 (4t2 x00 − 8tx0 + 8x)
t
8 8 4
= − 3 x1 + 2 x2 − x3
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t t t
Then we have the system
x01 = x2
x02 = x3
8 8 4
x03 = − 3 x1 + 2 x2 − x3
t t t
Dr. Joseph Ssebuliba - DCEE & Maths Dept page 57 of 76
Makerere University EMT 1201 - Engineering Mathematics II
1
5.
x00 + 3x0 − y 00 + y = sin t
(9.1)
20
x0 − 4x + 5y 00 − 6y 0 = cos t
Solution: Let x1 = x0 , x2 = y 0 . Then x01 = x00 , x02 = y 00 . And the system (9.1) becomes
x01 + 3x1 − x02 + y = sin t
x1 − 4x + 5x02 − 6x2 = cos t (9.2)
0
y − x2 = 0
1
If in example 4 we had initial conditions x(2) = 3, x0 (2) = −6, x00 (2) = 14. Then
x1 (t) = x(t), x2 (t) = x0 (t), x3 (t) = x00 (t) would give x1 (2) = 3, x2 (2) = −6, and
x3 (2) = 14 as the initial conditions associated with the system of the differential equations
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obtained. Clearly the system is of first order and so the initial conditions are of first order.
Reduce the system of differential equations into a single higher order differential equation.
1.
x0 = x + y
y0 = x − y
-E
Solution: If x0 = x + y, then x00 = x0 + y 0 so that x00 = x0 + (x − y) = x0 + x − (x0 − x).
This gives x00 = 2x or x00 − 2x = 0; a second order differential equation.
EE
2.
x0 = x + 2y + t − 1
y 0 = 3x + 2y − 5t − 2
x00 = x0 + 2(3x + 2y − 5t − 2) + 1
= x0 + 6x + 4y − 10t − 4 + 1
= x0 + 6x + 2(x0 − x − t + 1) − 10t − 4 + 1
= x0 + 6x + 2x0 − 2x − 2t + 2 − 10t − 3
= 3x0 + 4x − 12t − 1.
Thus x00 − 3x0 − 4x = −12t − 1; which is a second order constant coefficient, linear,
nonhomogeneous differential equation.
-
3.
x0 = x + sin x cos x + 2y
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Thus x00 − 2x0 − 2x = 0; a second order, constant coefficient, linear differential equation.
1
10 Solving systems of differential equations
20
10.1 Solutions by Method of elimination
This process involves building up the system of differential equation into a single differential
equation that can be solved in one dependent variable. Then the solution thereafter is used to
solve the second dependent variable.
1
Examples 10.1
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Solve the system of differential equations by elimination method.
1.
x0 = x + y , x(0) = 1
y 0 = x − y y(0) = 0
√
√
-E 2t
√
+ c2 e −
√
√
√
2t
(10.1)
x0 (t) = 2c1 e 2t
− 2c2 e 2t (10.2)
p
x(t) = 12 ( (2 + 1)e 2t + 14 (2 − 2)e− 2t and y(t) = 21 e 2t − 42 e− 2t .
2. Solve the system by elimination method
x0 = 2x + y + t
y 0 = x + 2y + t2
Solution:
x00 = 2x0 + y 0 + 1
-
= 2x0 + (x + 2y + t2 ) + 1
= 2x0 + (x + 2x0 − 4x − 2t + t2 ) + 1
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= 4x0 − 3x + t2 − 2t + 1
1
3. Solve the system
20
x0 − 4x + y 00 = t2
x0 + x + y 0 = 0.
1
x00 + x0 + y 00 = 0 (10.4)
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−5x0 + y 000 − y 00 = 2t (10.5)
5x0 + y 00 + 4y 0 = t2 (10.6)
y 000 + 4y 0 = t2 + 2t
-E
Equation (10.7) is a third order differential equation whose auxiliary equation is
r3 + 4r = 0. This gives r = 0, r = ±2i. Then the solution to the homogeneous part is
1 3
yc = c1 + c2 cos 2t + c3 sin 2t. Clearly the particular solution is yp = 12
1 3 1 2 1
the general solution is y = c1 + c2 cos 2t + c3 sin 2t + 12 t + 4 t − 8 t.
(10.7)
t + 14 t2 − 18 t. And
3 4 x
⇒ dX = X where X =
dt 1 −5 y
dx
dt
= 2x + 3y − 4t dX 2 3 x −4t
2. is equivalent to dt = +
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dy
dt
= −x + e−t 1 0 y e−t
And generally we can write a system as dX
dt
= A(t)X+F(t). If F(t) = 0 then we have dX
dt
= AX.
The general system is in many cases written as X0 = AX + F if nonhomogeneous or X0 = AX
if homogeneous.
The process of finding solution to systems of first order linear differential equation rests on the
use of the matrix A.
1
11 Homogeneous linear systems
20
Consider the system
dx
= a11 x1 (t) + a12 x2 (t) 0 a11 a12
dt
dy written as X (t) = X(t) = X0 = AX,.
dt
= a x
21 1 (t) + a x
22 2 (t) a 21 a 22
Then using matrix A, we compute |A − λI| = 0 where λ is an eigenvalue of the matrix A. This
enables us to obtain the corresponding eigenvectors and hence the solution corresponding to
1
the particular eigenvalue.
The nature of the solution is dictated by the status of the eigenvalue. The eigenvalues may
take on real and distinct, real and equal (repeated), and complex conjugate forms.
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11.1 Real and distinct eigenvalues.
Consider |A − λI| = 0. Let λ1 , λ2be two real
anddistinct eigenvalues associated with the
ξ2 ν1
equation |A − λI| = 0. If ξ = and ν = are the corresponding eigenvectors then
ξ1 ν2
X2 (t) = νe =λ2 t
ν1
ν2
-E
the two linearly independent solution are X1 (t) = ξe = λ1 t
ξ1
ξ 2
eλ1 t and
Examples 11.1
= 5x + 3y
dt
0 1 3
AK
1
distinct eigenvalues. To find eigenvectors corresponding to λ1 and λ2 we use (A−λI)ξ = 0.
Thus we have
20
1−λ 3 ξ1 0
= (11.1)
5 3−λ ξ2 0
3 3 ξ1 0
For λ = −2; (11.1) gives = from which we have
5 5 ξ2 0
1
3ξ1 + 3ξ2 = 0
⇒ ξ1 = −ξ2 . Choosing ξ2 = −1 gives ξ1 = 1. Thus we have an
5ξ1 + 5ξ2 = 0
MT
1
eigenvector ξ = so that one solution corresponding to λ1 = −2 is X1 = ξeλt =
−1
1
e−2t . For λ = 6; we have equation (11.1)
−1
−5 3 ν1 0 −5ν1 + 3ν2 = 0
giving = , from which we have ⇒ 5ν1 =
5 −3 ν2 0 5ν1 − 3ν2 = 0
3ν2 . Choosing ν1= 3,gives ν2 = 5. Thus, corresponding to the eigenvalue λ2 = 6 we have
3
eigenvector ν =
X2 = νeλ2 t =
3
5
5
-E
. And the second solution is
1 −2t 3
X = c1 e + c2 e6t (11.2)
−1 5
EE
−2t
1 −2t e
The two solutions X1 = e = −2t and
6t −1 −e
3 6t 3e
X2 = e = 6t are linearly independent; for the Wronskian
5 5e−2t
e 6t
3e = 5e4t + 3e4t = 8e4t 6= 0.
W (X1 (t), X2 (t)) =
−e−2t 5e6t
DC
Solution (11.2) is equivalent to x(t) = c1 e−2t + 3c2 e6t and y(t) = −c1 e−2t + 5c2 e6t .
dx
dt
= 2x + 3y
2. Solve the system of differential equations dy , subject
dt
= 2x + y
to x(0) = −4, y(0) = −1.
0 2 3 2
Solution: This system can be written as X = X; X(0) = . Then
2 1 −1
-
2−λ 3
|A − λI| = 0 gives = λ2 − 3λ − 4 = 0
2 1−λ
⇒ λ1 = −1 and λ2 = 4.
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3 3 ξ1 0
For λ1 = −1, we have = from which we have
2 2 ξ2 0
3ξ1 + 3ξ2 = 0
⇒ ξ1 = −ξ2 . Choosing ξ2 = −1 gives ξ1 = 1. Thus the
2ξ1 + 2ξ2 = 0
1 1
eigenvector is ξ = and the solution is X1 = e−t .
−1 −1
1
−2 3 ν1 0 −2ν1 + 3ν2 = 0
For λ = 4, we have = . This gives ⇒
2 −3 ν2 0 2ν1 − 3ν2 = 0
20
3
2ν1 = 3ν2 . Choosing ν2 = 2 gives ν1 = 3 and we have ν = . Then the
2
3
second solution is X2 = e4t and the general solution is X = c1 X1 + c2 X2 =
2
1 3
c1 e−t + c2 e4t . Thus x(t) = c1 e−t + 3c2 e4t and y(t) = −c1 e−t + 2c2 e4t .
−1 2
1
The initial conditions x(0) = −4 ⇒ c1 + 3c2 = −4 and y(0) = −1
⇒ −c1 + 2c2 = −1. This gives c1 = −1, and c2 = −1. Thus, we have
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x(t) = −e−t − 3e4t and y(t) = e−t − 2e4t .
3. Find the general solution to the system
dx
= −4x + y + z
dt
dy
= x + 5y − z
dt
dz
dt
= y − 3z
-E
−4 1 1
Solution: The system in matrix form is X0 = 1 5 −1 X
0 1 −3
−4 − λ 1 1
Then |A−λI| = 0 gives 1 5−λ −1 = (λ + 3)(λ + 4)(λ − 5) = 0 and the
EE
0 1 −3 − λ
eigenvalues are λ1 = −3, λ2 = −4, λ3 = 5.
−1 1 1 ξ1 0
For λ1 = −3; we have 1 8 −1 ξ2 = 0 from which we get
0 1 0 ξ3 0
DC
−ξ1 + ξ2 + ξ3 = 0 1
−ξ1 + 8ξ2 − ξ3 = 0 ⇒ ξ1 = ξ3 . Choosing ξ1 = 1 gives ξ3 = 1. Thus ξ = 0 and
ξ2 = 0 1
1
the first solution is X1 = 0 e−3t .
1
0 1 1 ν1 0
For λ2 = −4, we have 1 9 −1 ν2 = 0 . This gives
-
0 1 1 ν3 0
ν2 + ν3 = 0
ν1 + 9ν2 − ν3 = 0 ⇒ ν1 = 10ν3 and ν2 = −ν3 . Choosing ν3 = 1 gives ν2 = −1, ν1 =
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ν2 + ν3 =0
10 10
10 ⇒ ν = −1 . Thus the second solution is X2 = −1 e−4t .
1 1
−9 1 1 ρ1 0 1
For λ = 5, we have 1 0 −1 ρ2 = 0 . This yields ρ = 8 and the
0 1 −8 ρ3 0 1
1
1
third solution is X3 = 8 e5t . Then the general solution
20
1
1 10 1
−3t −4t
X = c1 X1 + c2 X2 + c3 X3 becomes X = c1 0 e + c2 −1 e + c3 8 e5t .
1 1 1
Exercise 11.1
1
Find the general solution for the system of differential equations
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dx dx dx
1. dt
= x + 2y 2. dt
= 2y 3. dt
= −4x + 2y
dy dy dy
= 4x + 3y
dt dt
= 8x = − 52 x + 2y
dt
10 −5 −6 2
4. X0 = X 5. X0 = X
8 −12 −3 1
dx dx
6. dt
=x+y−z 7. dt
= 2x − 7y
dy dy
dt
dz
dt
0
= 2y
=y−z
−1
1 0
dt
dz
dt
= 5y + 2z
1 0 1
-E
= 5x + 10y + 4z
8. X = 1 2 1 X 9. X0 = 0 1 0 X
0 3 −1 1 0 1
−1 −1 0 −1 4 2
EE
10. X0 = 3 4
− 23 3 X 11. X0 = 4 −1 −2 X
1 1
8 4
− 12 0 0 6
1 1 1 4 1
0 3
12. X0 = 2 X, X(0) = 13. X 0
= 0 2 0 X, X(0) = 3
1 − 12
5
1 1 1 0
DC
6−λ 1
Then |A − λI| = 0 gives = λ2 − 10λ + 29 = 0 from which we find λ1 =
5 4−λ
AK
5 + 2i, λ2 = 5 − 2i
6 − (5 + 2i) −1 ξ1
For λ = 5 + 2i, we have =0
5 4 − (5 + 2i) ξ2
1 − 2i −1 ξ1
⇒ = 0; from which we have
5 −1 − 2i ξ2
(1 − 2i)ξ1 − ξ2 = 0 (11.3)
1
5ξ1 − (1 + 2i)ξ2 = 0 (11.4)
20
Equation (11.3) gives ξ2 = (1 − 2i)ξ1 and choosing ξ1 = 1, we get ξ2 = (1 − 2i) (note
thatequation (11.4) is simply (1 + 2i) times equation (11.3)). Then for λ1 = 5 +2i we have
1 1
ξ= . Similarly, for λ = 5−2i, we find that the other eigenvector is ν = .
1 − 2i 1 + 2i
Consequently the two linearly independent solutions are
1
1 (5+2i)t 1
X1 = e and X2 = e(5−2i)t
1 − 2i 1 + 2i
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And the general solution is
1 (5+2i)t 1
X = c1 e + c2 e(5−2i)t (11.5)
1 − 2i 1 + 2i
-E
y(t) = c1 (1 − 2i)e(5+2i)t + c2 (1 + 2i)e(5−2i)t
⇒
DC
1 1
The entries in eigenvectors ξ = and ν = corresponding to λ1 = 5+2i
1 − 2i 1 + 2i
and λ2 = 5 − 2i are clearly complex conjugates of each other ( much as the eigenvalues are
AK
complex conjugates).
One eigenvector ξ corresponding to the eigenvalue λ1 is obtained if it is clear enough that the
second eigenvector ν is its complex conjugate.
Thus we have the following generalisation:
1
Let ξ and ξ¯ be complex conjugate eigenvectors corresponding to the complex conjugate eigen-
values λ and λ̄, where λ = α + βi. Then
20
X1 = ξeλt = ξe(α+βi)t = ξeαt (cos βt + i sin βt)
¯ λ̄t = ξe
and X2 = ξe ¯ (α−β)t = ξe
¯ αt (cos βt − i sin βt)
1
1 λt ¯ λt ¯ 1 ¯ αt cos βt − 1 (−ξ + ξ)e
¯ αt sin βt
(ξe + ξe ) = (ξ + ξ)e
2 2 2
i ¯ λ̄t ) = i (−ξ + ξ)e
¯ αt cos βt + 1 (ξ + ξ)e
¯ αt sin βt
(−ξeλt + ξe
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2 2 2
For any complex number z = a + ib we note that 21 (z + z̄) = a and 2i (−z + z̄) = b are Real
numbers . Therefore the entries in the column vectors
1 ¯ and 1 (−ξ + ξ)
¯
(ξ + ξ)
2 2
are real numbers. By the assertion above, we write
1
B1 = (ξ + ξ)
2
And we have the following conclusion:
-E
¯ and B2 = i (−ξ + ξ)
2
¯ (11.6)
1 0
B1 = Re(ξ) = and B2 = Im(ξ) = .
1 −2
Examples 11.2
dt
dy 1
= − x+y
dt 2
AK
1−λ 2
Solution: |A − λI| = 1
= λ2 − 2λ + 2 = 0 ⇒ λ1 = 1 + i and
−2 1 − λ
¯ 1 − (1 + i) 2 ξ1
λ2 = λ1 = 1 − i. For λ1 = 1 + i, we have = 0; from which
− 12 1 − (1+ i) ξ1
2 2 0 2
we get ξ = = + i. Then B1 = Re(ξ) = and
i 0 1 0
1
0
B2 = Im(ξ) = . And the two linearly independent solutions are
1
20
2 0
X1 = (B1 cos βt − B2 sin βt)eαt = [ cos t − sin t]et and
0 1
αt 0 2
X2 = (B2 cos βt + B1 sin βt)e = [ cos t + sin t]et . The general solution is then
1 0
2 0 0 2
X(t) = c1 [( cos t − sin t)et ] + c2 [( cos t + sin t)et ] which simplifies to
0 1 1 0
1
2 cos t t 2 sin t
X(t) = c1 e + c2 et .
− sin t cos t
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Exercise 11.2
7.
dy
dt
dy
dt
dy
dt
dz
dt
= −2x + 6y
= −z
=z
=z
8.
dy
dt
dx
dt
dy
dt
dz
dt
= 5x − 4y
= 2x + y + 2z
= 3x + 6z
= −4x − 3z
-E 9.
dy
dt
dx
dt
dy
dt
dz
dt
= x − 3y
= x − y + 2z
= −x + y
= −x + z
dx dx dx
10. dt
= 4x + y 11. dt
= 2x + 5y + z 12. dt
= x − 12y − 14z
dy dy dy
dt
= 6y dt
= −5x − 6y + 4z dt
= x + 2y − 3z
EE
dz dz dz
dt
= −4x + 4z dt
= 2z dt
= x + y − 2z
dx dx
13. dt
= 2x + 4y + 4z 14. dt
= 6x − y; x(0) = −2
dy dy
dt
= −x − 2y dt
= 5x + 4y; y(0) = 8
dz
dt
= −x − 2z
2 −9 − λ
3
For λ = −3 we find that ξ = , and so the solution corresponding to this is
1
AK
3
X1 = e−3t . But this gives only one solution and since we are interested in the general
1
solution we need to find the second linearly independent solution.
Suppose λ1 is an eigenvalue of multiplicity two and there is only one eigenvector associated
with this eigenvalue. A second solution can be found of the form
X2 = ξteλ1 t + νeλ1 t (11.7)
1
ξ1 ν1
where ξ = and ν = . Then using (11.7) in the system X0 = AX gives (Aξ −
ξ2 ν2
20
λ1 ξ)teλ1 t + (Aν−λ1 ν − ξ)eλ1 t = 0. Since this equation is to hold for all values of t we have
(A − λ1 I)ξ = 0 (11.8)
and (A − λ1 I)ν = ξ (11.9)
Solving (11.8) gives one solution X1 = ξeλ1 t . To find the second solution X2 we simply solve
1
(11.9) for ν, for a known ξ.
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Examples 11.3
6 −18 ξ1 6ξ1 − 18ξ2 = 0 ξ1 − 3ξ2 = 0
= 0. This gives or .
2 −6 ξ2 2ξ1 − 6ξ2 = 0 − 3ξ
ξ1 2 = 0
3
The two give ξ1 = 3ξ2 . Choosing ξ2 = 1, gives ξ1 = 3. Thus ξ = and the first solution is
1
3
X1 = e−3t . To find the second solution, we solve (A − λI)ν = ξ.
1
Thus
5 −18
2 −6
ν1
ν2
Choosing ν2 = 0 gives ν1 =
=
3
1
, gives
1
2
.
6ν1 − 18ν2 = 3
2ν1 − 6ν2 = 1
(This
1
2
-E
, ⇒ ν1 − 3ν2 = 21
ρ = ρ2 must satisfy
ρ3
AK
(A − λI)ξ = 0
(A − λI)ν = ξ
(A − λI)ρ = ν
Examples 11.4
1
Solve the system of differential equations
20
2 1 6
X0 = 0 2 5 X
0 0 2
1
1 1
ξ= 0 so that the first solution is X1 = 0 e2t .
0 0
MT
λt λt
To
find the second solution,
we use X2= ξte + νe (A− λI)ν
, where = ξgives
2−λ 1 6 ν1 1 0 1 6 ν1 1
0 2−λ 5 ν2 = 0 or 0 0 5 ν2 = 0 . Thus we
0 0 2−λ ν3 0 0 0 0 ν3 0
have ν2 + 6ν3 = 1 and 5ν3 =0, from which we see that ν3 = 0 and ν2 = 1. And the choice
0
of ν1 = 0 gives ν2 = 1 . Thus the second solution X2 = ξteλt + νeλt is X2 =
0
1
0
0
0
0 1 6
ρ1
-E
0 te2t + 1 e2t . To find the third solution we use X3 = ξ t2 eλt + νteλt + ρeλt where
0
2!
t2
X3 = ξ eλt + νteλt + ρeλt
2!
t3 t2
X4 = ξ eλt + ν eλt + ρteλt + γeλt
AK
3! 2
where ξ, ν, ρ and γ are obtained by solving, respectively, equations
(A − λI)ξ = 0
(A − λI)ν = ξ
(A − λI)ρ = ν
(A − λI)γ = ρ
1
Exercise 11.3
20
Find the general solution of the given system.
dx dx dx
1. dt
= 3x − y 2. dt
= −6x + 5y 3. dt
= −x + 3y
dy dy dy
dt
= 9x − 3y dt
= −5x + 4y dt
= −3x + 5y
dx dx dx
4. = 12x − 9y 5. = 3x − y − z 6. = 3x + 2y + 4z
1
dt dt dt
dy dy dy
dt
= 4x =x+y−z
dt dt
= 2x + 2z
dz dz
=x−y−z = 4x + 2y + 3z
MT
dt dt
5 −4 0 1 0 0 1 0 0
0
7. X = 1 0 2 X 8. X0 = 0 3 1 X 9. X0 = 2 2 −1 X
0 2 5 0 −1 1 0 1 0
4 1 1
10. X0 = 0 4 1 X
0 0 4
11. X0 =
2 4
−1 6
X, X(0) =
−1
6
-E
Solve the given systems subject to the indicated initial conditions.
0 0 1
1
12. X0 = 0 1 0 X, X(0) = 2
1 0 0 5
X0 = AX + F(t); F(t) 6= 0.
The process of solving nonhomogeneous system of differential equations involves solving for the
complementary solution and the particular solution.
DC
The methods of undetermined coefficients and variation of parameters can both be adopted in
this case too.
dy
= −x + y + 3
dt
−1 2 −8
Solution: This system in matrix form is X0 = X+ . We first solve the ho-
−1 1 3
0 −1 2 −1 − λ 2
mogeneous system X = X. The determinant |A−λI| = 0 gives
=
−1 1 −1 1−λ
1
λ2 + 1 =0, giving the complementary
solution
cos t + sin t cos t − sin t
20
Xc = c 1 + c2 .
cos t − sin t
−8 a1
Since F(t) = is a constant we assume a particular solution Xp = . This
3 b1
0 0
gives X0 p = which on substitution into the equation X0 = AX + F(t) gives =
0 0
1
−1 2 a1 −8
+ ⇒ 0 = −a1 + 2b1 − 8 and 0 = −a1 + b1 + 3. Solving the equations
−1 1 b1 3
14
MT
simultaneously gives a1 = 14 and b1 = 11 and so Xp = . Thus X = Xc + Xp =
11
cos t + sin t cos t − sin t 14
c1 + c2 + .
cos t − sin t 11
6 1
4 3
X+
6t
−10t + 4
. We first solve the
0 6 1 6−λ 1
homogeneous system X = X. The determinant |A − λI| = = λ2 −
4 3 4 3 −λ
EE
1
9λ + 14 = 0 gives λ1 = 2 and λ2 = 7. The respective eigenvectors are ξ = for λ1 = 2
−4
1 1
and ν = , forλ2 = 7. Consequently the complementary solution is Xc = c1 e2t +
1 −4
1
c2 e7t .
1
DC
6t 6t 0
To solve for the particular solution, F(t) = = + . So we
−10t + 4 −10t 4
a1 t + a2 a1
assume Xp = . This leads to X0 p = which when used in the system gives
b1t+b2 b1
a1 6 1 a1 t + a2 6t
= + . After multiplying out and collecting terms
b1 4 3 b t
1 2+ b −10t +4
a1 (6a1 + b1 + 6)t + (6a2 + b2 )
together we get = . Equating coefficients we
b1 (4a1 + 3b1 − 10)t + (4a2 + 3b 2 + 4)
-
6a1 + b1 + 6 = 0 6a2 + b2 − a1 =0
have and .
4a1 + 3b1 − 10 = 0 4a2 + 3b2 − b1 + 4 = 0
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Solving the first two equations simultaneously gives a1 = −2 and b1 = 6. And using these
values into the second set of equations and solving for a1 and b1 gives a2 = − 74 and b2 = 10
7
.
4 4
−2t − 7 −2 −7
Then we have Xp = 10 = t+ 10 . Thus, the general solution is
6t
+ 7 6 7 4
1 1 −2 −7
X = Xc + Xp = c 1 e2t + c2 e7t + t+ 10 .
−4 1 6 7
1
3. Determine the form of the particular solution vector Xp for the system
20
dx
= 5x + 3y − 2e−t + 1
dt
dy
= −x + y + e−t − 5t + 7
dt
Solution:
The system
in matrix
form
is
5 3 −2 0 1
X0 = X+ e−t + t+ . Clearly for homogeneous part, |A−λI| =
1
−1 1 1 −5 7
1 2t 3
0 yields Xc = c1 e + c2 e4t .
−1 −1
MT
−2 −t 0 1
Since F(t) = e + t+ we assume a particular solution
1 −5
7
a1 −t a2 a3
Xp = e + t+
b1 b2 b3
Remarks:
−2t2 + e2t a1 t2 + a2 t + a3 + a4 e2t
1. If F(t) = we would assume Xp =
10t + e−t
-E b1 t + b2 + b3 e−t
2. The method of undetermined coefficients is not as simple as the last examples may seem
to suggest. As in the case of solving nonhomogeneous differential equations that are
not systems, the method can only be applied when the entries in the matrix F(t) are
constants, polynomials, exponentials, sines and cosines ; or finite sums and products of
these functions. The assumption for Xp is actually predicted on a prior knowledge of the
complementary solution Xc . For example if F(t) is a constant vector and λ = 0 is an
EE
eigenvalue, in which case
Xc
contains
a constant
vector, then Xp cannot be a constant
a2 a1
vector but rather Xp = t+ .
b2 b1
−t
Similarly if we
−t
have λ = −1 then Xc wouldcontain
a vector term with e , say F(t) =
10t + e 1 0
2 2t , where Xc = e−t + e−4t instead of
2t + te 1 1
DC
a1 + a2 t + a3 e−t
Xp = (the difference being on the term with e−t ) then
b1 + b2 + b3 t2 + (b4 + b5 t)e2t
requires multiplication through the first row by t.
The arithmetic and algebraic manipulation go on becoming complicated with the method
of undetermined coefficients. Rather than persue these difficulties we turn our attention
to the method of variation of parameters
Exercise 12.1
-
In numbers 1-8 use the method of undetermined coefficients to solve the given systems
dx dx dx
1. = 2x + 3y − 7 2. = 5x + 9y + 2 3. = x + 3y − 2t2
AK
dt dt dt
dy dy dy
dt
= −x − 2y + 5 = −x + 11y + 6
dt
= x − 4y + 4t + 9e6t
dt
1
0 4 3
−3 t 0 −1 5 sin t
4. X = X+ e 5. X = X+
9 6 10
−1 1 −2 cos
t
1 1 1 1 0 0 5 5
6. X0 = 0 2 3 X + −1 e−4t 7. X0 = 0 5 0 X + −10
0 0 5 2 5 0 0 40
1
0 −1 −2 3 −4
8. Solve X = X+ subject to X(0) =
3 4 3 5
20
0 1 −1 3t 2
9. Solve the system X = X+ subject to X(0) =
3 4 3te−2t −1
1
Consider the system whose general solution is
1 2t 3
X = c1 e + c2 e3t (12.1)
MT
−3 2
Then this solution can be written as
x(t) = c1 e2t + 3c2 e3t
y(t) = −3c1 e2t + 2c2 e3t
which in turn is equivalent to
x e2t 3e3t c1
y
=
-E
−3e2t 2e3t c2
System (12.2) can be written as X = φ(t)C and this is a solution to X0 = AX. And indeed
φ0 (t) = Aφ(t)
(12.2)
(12.3)
e2t 3e3t
The function φ(t) = that is essentially made of the column vectors of the
−3e2t 2e3t
1 3
EE
linearly independent solutions X1 = e2t and X2 = e3t is called a fundamental
−3 2
matrix solution of the system and C is a column of arbitrary constants.
Suppose the constant C is replaced by a matrix of functions U (t) so that
Xp = φ(t)U (t) (12.4)
is a particular solution of the nonhomogeneous system
DC
X0 = AX + F(t) (12.5)
−1 0 −1
Multiplying
R −1both sides of (12.8) by φ (t) gives U (t) = φ (t)F(t) so that
U (t) = φ (t)F(t)dt. Hence the assumed particular solution Xp = φ(t)U (t) becomes
Z
Xp = φ(t) φ−1 (t)F(t)dt (12.9)
The indefinite integral of the column matrix φ−1 (t)F(t) in (12.9) is evaluated by integrating
each entry. Thus the general solution X = Xc + Xp is X = φ(t)C + φ(t) φ−1 (t)F(t)dt.
R
1
Examples 12.1
20
−3 1 3t
Find the general solution to the system X0 = X+ .
2 −4 e−t
−3 1
Solution: We first solve the homogeneous system X0 = X and
2 −4
−3 − λ 1
|A − λI| = = (λ + 2)(λ + 5) = 0 ⇒ λ1 = −2 and λ2 = −5. Clearly the
−4 − λ
1
2
1 1
corresponding eigenvectors to λ1 and λ2 are ξ = and . And the solution vectors
1 −2
MT
1 1
are X1 = e−2t and X2 = e−5t . Then the fundamental matrix solution φ(t) is
1 −2
e−2t e−5t
2 2t 1 2t
−1 e e
given by φ(t) = ⇒ φ (t) = 3 3 .
e−2t −2e−5t 1 5t
3
e − 1 5t
3
e
3t
Now with F(t) = we have
e−t
Z
Xp = φ(t) φ−1 (t)F(t)dt
=
−2t
e e−5t
e−2t −2e−5t
−2t
e e−5t
Z
-E
Z 2 2t 1 2t
3
e
1 5t
3
3
e − 13 e5t
2te2t
e
1 t
3
e
3t
e−t
dt
= dt
e−2t −2e−5t te5t − 13 e4t
−2t
e−5t te2t − 12 e2t + 13 et
e
=
EE
e−2t −2e−5t 1 5t
5
te − 25 1 5t
e − 12 1 4t
e
+ 14 e−t
6
t − 27
= 5 50
3
5
t − 50 + 12 e−t
21
6 27 1
1 −2t 1 −5t
Hence X = Xc + Xp = c1 e + c2 e + 53 t − 50 21 + 41 e−t .
1 −2 5 50 2
DC
If the solution of the system of differential equations is sought on an interval then the general
solution is Z t
X = φ(t)C + φ(t) φ−1 (s)F(s)ds (12.10)
t0
where t0 and t are points in the interval.
If the system is solved subject to an initial condition X(t0 ) = X0 then substituting t = t0
into (12.10) yields X0 = φ(t0 )C from which we have C = φ−1 (t0 )X0 and the solution to the
-
initial-value problem is
Z t
−1
X = φ(t)φ (t0 )X0 + φ(t) φ−1 (s)F(s)ds. (12.11)
AK
t0
0 3 −1 1
For example, given the system X = X, subject to X(0) = . The funda-
−1 3 1
e2t e4t
mental matrix for the homogeneous part is φ(t) = .
1 e2t −e4t
1
1 1
For t0 = 0; φ(t0 ) = ⇒ φ−1 (t0 ) = 2
1
2 . And
1 −1 2
− 12
1
2t
−1 e2t
1 e4t 1 1 1 e + e4t e2t − e4t
φ(t)φ (t0 ) = =
e2t −e4t 1 −1 2 e2t − e4t e2t + e4t
2
20
2e2t e2t 4e2t
⇒ φ(t)φ−1 (t0 )X0 = 21 2t = 2t . Since F(t) = , we have
1 −2s 2e1 −2s e 2s 4e4t
e e 4e 2 + 2e2s
φ−1 (s)F(s) = 2
1 −4s
2 =
2
e − 1 e−4s 4e4s 2e−2s − 2
R2 t
R t −1 (2 + 2e2s )ds 2t + e2t − 1
⇒ t0 φ (s)F(s)ds = R t −2s 0 = . And
−e−2t − 2t + 1
1
0
2t (2e − 2)ds
R t −1 e e4t 2t + e2t − 1 2(t − 1)(e2t − e4t )
φ(t) 0 φ (s)F(s)ds = = .
22t −e4t −2e−2t − 2t + 1 2t(e2t + e4t )
MT
Thus, the solution is given by
Z t
−1
X(t) = φ(t)φ (t0 )X0 + φ(t) φ−1 (s)F(s)ds
t0
2t
e 2(t − 1)(e2t − e4t )
= +
e2t 2t(e2t + e4t )
Exercise 12.2 -E
In the problems 1-16 use variation of parameters to solve the given system
dx dx
1. dt
= 3x − 3y + 4 2. dt
= 2x − y
dy dy
= 2x − 2y − 1
dt dt
= 3x − 2y + 4t
EE
0 3 −5 1 t
0 2 −1 sin 2t
3. X = 3 X+ e2 4. X = X+ e2t
4 −1 −1 −t 4 2 2
cos 2t
3 2 2e 3 2 1
5. X0 = X+ −t
0
6. X = X+
−2 −1 e −2 −1 1
0 −1 sec t 1 −1 3
7. X0 = X+ 8. X0 = X+
1 0 0 1 1 3
DC
1 −1 cos t 2 −2 1 e−2t
9. X0 = X+ et 10. X0 = X+
1 −1 sin t 6 −6 3
t
0 0 1 0 0 0 1 1
11. X = X+ 12. X = X+
−1 0 sec t tan t −1 0 cot t
1 2 csc t 1 −2 tan t
13. X0 = 1 X+ et 14. X0 = X+
2 − 1 sec
t t 1 −1 1
1 1 0 e 3 −1 −1 0
15. X0 = 1 1 0 X + e2t 16. X0 = 1 1 −1 X + t
-
0 0 3 te3t 1 −1 1 2et
In problems 17 and 18 use equation (12.11) to solve the given system subject to the indicated
AK
initial condition
0 −2 2 5 sin 2t 2
17. X = X+ , X(0) =
2 −5 0 −1
1 −1 1/t 2
18. X0 = X+ , X(1) =
1 −1 1/t −1
1
REFERENCES FOR FURTHER READING
20
1. John Bird (2014), Understanding Engineering Mathematics. Routledge, Taylor & Francis
Group.
3. Thomas M. Creese and Robert M. Haralick, (1978). Differential Equations for Engineers,
1
McGraw-Hill.
4. Boyce W.E. and Diprima, R.C. (1986) Elementary Differential Equations and Bound-
MT
ary value problems. 4th Edition. Jojn Wiley and sons New York, Chichester, Busbane,
Toronto, Singapore.
5. Derrick W.R. and Grossman, S.I (1976). Elemerntary Differential Equations with Appli-
cations Addison-Wesley Publishing company; Reading, Massachusetts London, Ontario,
Sydney.
8. Finizio N. and Ladas G. (1978), Ordinary Differential Equations with Modern applica-
tions. Wadsworth publishing company, inc. Belmont,Calfonia.
EE
9. Matthey R.M.M. and Molewaar J. (1996), Ordinary Differential Equations in Theory and
Practice. John Wiley and Sons Ltd.
10. Murray R. Spiegel (1981), Applied Differential Equations. 3rd Edition, Prentice-Hall.
11. Nagle R.K. and Saff E.B. (1989), Fundamentals of Differential Equations. 2nd Edition.
The Benjamin/cummings publishing company, Inc. Redwood city, Calfonia.
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12. Rabenstein A.L. (1972), Introduction to Ordinary Differential Equations. 2nd Edition,
Academic press. Newyork, San Francisco London.
13. David A. Sanchez, Richard C. Allen and Walter T. Kyner (1988), Differential Equations.
2nd Edition, Addison-Welsey publishing company.
-
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