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A second order, linear differential equation is an equation which can be written in the
form
The functions p and q are called the coefficients of the equation; the function f on
the right-hand side is called the forcing function or the nonhomogeneous term . The term
“forcing function” comes from the applications of second-order equations; an explanation
of the alternative term “ nonhomogeneous” is given below.
then, for any two twice differentiable functions y1 (x) and y2 (x),
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and, for any constant c,
L[cy(x)] = cL[y(x)].
where C 2 (I) is the vector space of twice continuously differentiable functions on I and
C(I) is the vector space of continuous functions on I.
The first thing we need to know is that an initial-value problem has a solution, and that
it is unique.
THEOREM 1. (Existence and Uniqueness Theorem) Given the second order linear
equation (1). Let a be any point on the interval I, and let α and β be any two real
numbers. Then the initial-value problem
Remark: Chapter 2 gives a method for finding the general solution of any first order
linear equation. In contrast, there is no general method for solving second (or higher) order
linear differential equations. There are, however, methods for solving certain special types
of second order linear equations and we will consider these in this chapter.
Equation (1) is nonhomogeneous if f is not the zero function on I, i.e., (1) is nonhomo-
geneous if f (x) 6= 0 for some x ∈ I.
For reasons which will become clear, almost all of our attention is focused on homoge-
neous equations.
1
This use of the term “homogeneous” is completely different from its use to categorize the first order
equation y0 = f (x, y) in Exercises 2.2.
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3.2 Homogeneous Equations
As defined above, a second order, linear, homogeneous differential equation is an equation
that can be written in the form
The trivial solution. The first thing to note is that the zero function, y(x) = 0 for all
x ∈ I, (also denoted by y ≡ 0) is a solution of (H). The zero solution is called the trivial
solution . Obviously our main interest is in finding nontrivial solutions.
THEOREM 1. Let y = u(x), y = v(x) ∈ S, and let C be any real number. Then
The expression
C1 y1 + C2 y2
is called a linear combination of y1 and y2 . Thus, Theorem 2 says that any linear
combination of solutions of (H) is a solution of (H).
where C1 and C2 are arbitrary constants, has the form of the general solution of equation
(H). So the question is: If y1 and y2 are solutions of (H), is the expression (1) the general
solution of (H)? That is, can every solution of (H) be written as a linear combination of
y1 and y2 ? It turns out that (1) may or not be the general solution; it depends on the
relation between the solutions y1 and y2 .
Suppose that y = y1 (x) and y = y2 (x) are solutions of equation (H). Under what
conditions is (1) the general solution of (H)?
Let u = u(x) be any solution of (H) and choose any point a ∈ I. Suppose that
α = u(a), β = u0(a). Then u is a member of the two-parameter family (1) if and only if
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there are values for C1 and C2 such that
C1 y1 (a) + C2 y2 (a) = α
If we multiply the first equation by y20 (a), the second equation by −y2 (a), and add, we
get
[y1 (a)y20 (a) − y2 (a)y10 (a)]C1 = αy20 (a) − βy2 (a).
Similarly, if we multiply the first equation by −y10 (a), the second equation by y1 (a), and
add, we get
[y1(a)y20 (a) − y2 (a)y10 (a)]C2 = −αy10 (a) + βy1 (a).
We are guaranteed that this pair of equations has solutions C1 , C2 if and only if
in which case
αy20 (a) − βy2 (a) −αy10 (a) + βy1 (a)
C1 = and C2 = .
y1 (a)y20 (a) − y2 (a)y10 (a) y1 (a)y20 (a) − y2 (a)y10 (a)
Since a was chosen to be any point on I, we conclude that (1) is the general solution of
(H) if and only if
y1 (x)y20 (x) − y2 (x)y10 (x) 6= 0 for all x ∈ I.
We use the notation W [y1, y2 ](x) to emphasize that the Wronskian is a function of x
that is determined by two solutions y1 , y2 of equation (H). When there is no danger of
confusion, we’ll shorten the notation to W (x).
THEOREM 2. Let y = y1 (x) and y = y2 (x) be nontrivial solutions of (H), and let
W (x) be their Wronskian. Exactly one of the following holds:
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(ii) W (x) 6= 0 for all x ∈ I and y = C1 y1 (x) + C2 y2 (x) is the general solution of (H)
By Theorem 2, if y1 and y2 are solutions of equation (H) such that W [y1 , y2] ≡ 0, then
y1 and y2 are constant multiples of each other. The question as to whether or not one
function is a multiple of another function and the consequences of this are of fundamental
importance in differential equations and in linear algebra.
In this sub-section we are dealing with functions in general, not just solutions of the
differential equation (H)
The functions f and g are linearly independent on I if they are not linearly dependent.
Linear dependence can be stated equivalently as: f and g are linearly dependent on
I if and only if one of the functions is a constant multiple of the other.
The term Wronskian defined above for two solutions of equation (H) can be extended to
any two differentiable functions f and g. Let f = f (x) and g = g(x) be differentiable
functions on an interval I. The function W [f, g] defined by
This theorem can be stated equivalently as: Let f = f (x) and g = g(x) be
differentiable functions on an interval I. If W (x) 6= 0 for at least one x ∈ I, then f
and g are linearly independent on I.
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Going back to differential equations, Theorem 4 can be restated as
THEOREM 4’ Let y = y1 (x) and y = y2 (x) be solutions of equation (H). Exactly one
of the following holds:
y = C1 y1 (x) + C2 y2 (x)
The statements “y1 (x), y2 (x) form a fundamental set of solutions of (H)” and “y1 (x), y2 (x)
are linearly independent solutions of (H)” are synonymous.
The set S of solutions of (H), a subspace of C 2 (I), has dimension 2, the order of the equation.
Exercises 3.2
Verify that the functions y1 and y2 are solutions of the given differential equation. Do
they constitute a fundamental set of solutions of the equation?
(a) Find two values of r such that y = erx is a solution of the equation.
(b) Determine a fundamental set of solutions and give the general solution of the
equation.
(c) Find the solution of the equation satisfying the initial conditions y(0) =
1, y 0(0) = 0.
2 4
4. Given the differential equation y 00 − y0 − y = 0.
x x2
(a) Find two values of r such that y = xr is a solution of the equation.
(b) Determine a fundamental set of solutions and give the general solution of the
equation.
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(c) Find the solution of the equation satisfying the initial conditions y(1) =
2, y 0(1) = −1.
(d) Find the solution of the equation satisfying the initial conditions y(2) = y 0 (2) =
0.
(a) Show that the equation has a linear polynomial and a quadratic polynomial as
solutions.
b Find two linearly independent solutions of the equation and give the general
solution.
10. Suppose that y = y1 (x) and y = y2 (x) are solutions of (1). Show that if y1 (x) 6= 0
on I and W [y1 , y2](x) ≡ 0 on I, then y2 (x) = λy1 (x) on I.
47
A second order, linear, homogeneous differential equation with constant coefficients is
an equation which can be written in the form
y 00 + ay 0 + by = 0 (1)
You have seen that the function y = e−ax is a solution of the first-order linear equation
y 0 + ay = 0,
the equation modeling exponential growth and decay. This suggests that equation (1) may
also have an exponential function y = erx as a solution.
Since erx 6= 0 for all x, we conclude that y = erx is a solution of (1) if and only if
r2 + ar + b = 0. (2)
Thus, if r is a root of the quadratic equation (2), then y = erx is a solution of equation
(1); we can find solutions of (1) by finding the roots of the quadratic equation (2).
DEFINITION 1. Given the differential equation (1). The corresponding quadratic equa-
tion (2)
r2 + ar + b = 0
The nature of the solutions of the differential equation (1) depends on the nature of the
roots of its characteristic equation (2). There are three cases to consider:
48
are solutions of (1). Since α 6= β, y1 and y2 are not constant multiples of each
other, the pair eαx , eβx forms a fundamental set of solutions of equation (1)
and
y = C1 eαx + C2 eβx
y 00 + 2y 0 − 8y = 0.
r2 + 2r − 8 = 0
(r + 4)(r − 2) = 0
The characteristic roots are: r1 = −4, r2 = 2. The functions y1 (x) = e−4x , y2 (x) = e2x
form a fundamental set of solutions of the differential equation and
y = C1 e−4x + C2 e2x
Case II: The characteristic equation has only one real root, r = α.2 Then
y = C1 eαx + C2 x eαx
r2 + ar + b = (r − α)2 = r2 − 2αr + α2 = 0
y 00 − 2α y 0 + α2 y = 0. (∗)
2
In this case, α is said to be a double root of a root of multiplicity 2.
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Now, z = C eαx , C any constant, is also a solution of (∗), but z is not
independent of y1 since it is simply a multiple of y1 . We replace C by a
function u which is to be determined (if possible) so that y = ueαx is a
solution of (∗).3 Calculating the derivatives of y, we have
y = u eαx
y 0 = α u eαx + u0 eαx
This reduces to
Now, u00 = 0 is the simplest second order, linear differential equation with
constant coefficients; the general solution is u = C1 + C2 x = C1 · 1 + C2 · x ,
and u1 (x) = 1 and u2 (x) = x form a fundamental set of solutions.
Since y = u eαx, we conclude that
are solutions of (∗). It’s easy to see that y1 and y2 form a fundamental set of
solutions of (∗). This can also be checked by using the Wronskian:
y = C1 eαx + C2 x eαx
y 00 − 6y 0 + 9y = 0.
r2 − 6r + 9 = 0
(r − 3)2 = 0
3
This is an application of a general method called variation of parameters. We will use the method
several times in the work that follows.
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There is only one characteristic root: r1 = r2 = 3. The functions y1 (x) = e3x , y2 (x) = x e3x
are linearly independent solutions of the differential equation and
y = C1 e3x + C2 x e3x
r1 = α + i β, r2 = α + i β, β 6= 0
In this case
r2 + ar + b = (r − [α + i β])(r − [α − i β]) = r2 − 2α r + α2 + β 2 = 0
y = u eαx
y 0 = α u eαx + u0 eαx
This reduces to
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Now,
u00 + β 2 u = 0
is the equation of simple harmonic motion (for example, it models the oscillatory
motion of a weight suspended on a spring). The functions u1 (x) = cos βx and
u2(x) = sin βx form a fundamental set of solutions. (Verify this.)
are solutions of (∗). It’s easy to see that y1 and y2 form a fundamental set of
solutions. This can also be checked by using the Wronskian
Finally, we conclude that the general solution of equation (1) is:
y 00 − 4y 0 + 13y = 0.
SOLUTION The characteristic equation is: r2 − 4r + 13. By the quadratic formula, the
roots are
p √ √
−(−4) ± (−4)2 − 4(1)(13) 4 ± 16 − 52 4 ± −36 4±6i
r1, r2 = = = = = 2 ± 3 i.
2 2 2 2
You can also work backwards using the results above. That is, we can determine a second
order, linear, homogeneous differential equation with constant coefficients that has given
functions u and v as solutions. Here are some examples.
Example 4. Find a second order, linear, homogeneous differential equation with constant
coefficients that has the functions u(x) = e2x , v(x) = e−3x as solutions.
SOLUTION Since e2x is a solution, 2 must be a root of the characteristic equation and
r − 2 must be a factor of the characteristic polynomial. Similarly, e−3x a solution means
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that −3 is a root and r − (−3) = r + 3 is a factor of the characteristic polynomial. Thus
the characteristic equation must be
y 00 + y 0 − 6y = 0.
Example 5. Find a second order, linear, homogeneous differential equation with constant
coefficients that has y(x) = ex cos 2x as a solution.
SOLUTION Since ex cos 2x is a solution, the characteristic equation must have the
complex numbers 1 + 2i and 1 − 2i as roots. (Although we didn’t state it explicitly,
ex sin 2x must also be a solution.) The characteristic equation must be
y 00 − 2y 0 + 5y = 0.
Exercises 3.3
1. y 00 − 13y 0 + 42y = 0.
2. y 00 − 10y 0 + 25y = 0.
3. 2y 00 + 5y 0 − 3y = 0.
4. y 00 − 3y 0 + 94 y = 0.
5. y 00 + 2y 0 + 3y = 0.
6. y 00 + 8y 0 + 16y = 0.
8. y 00 + 4y 0 + 4y = 0; y(−1) = 2, y 0(−1) = 1.
9. Find a differential equation y 00 +ay 0 +by = 0 that is satisfied by y1 (x) = 3e3x , y2 (x) =
2xe3x.
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10. Find a differential equation y 00 + ay 0 + by = 0 whose general solution is
(a) Find the solution y = y(x) satisfying the initial conditions y(0) = α, y 0 (0) = 2.
Then find α such that y(x) → 0 as x → ∞.
(b) Find the solution y = y(x) satisfying the initial conditions y(0) = 2, y 0 (0) = β.
Then find β such that y(x) → 0 as x → ∞.
(a) Determine the values of a (if any) for which all solutions have limit 0 as
x → ∞.
(b) Determine the values of a (if any) for which all solutions are unbounded as
x → ∞.
(a) Prove that if a and b are both positive, then all solutions have limit 0 as
x → ∞.
(b) Prove that if a = 0 and b > 0, then all solutions of the equation are bounded.
(c) Suppose that a > 0 and b = 0. Prove that if y = y(x) is a solution, then
Determine k for the solution that satisfies the initial conditions y(0) =
α, y 0 (0) = β.
d2 y dy
x2 2
+ αx + βy = 0 (E)
dx dx
where α and β are constants, is called an Euler equation .
14. Prove that the Euler equation (E) can be transformed into the second order equation
with constant coefficients
d2 y dy
2
+ a + by = 0
dz dz
where a and b are constants, by means of the change of independent variable
z = ln x.
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15. x2y 00 − xy 0 − 8y = 0.
17. x2y 00 − xy 0 + 5y = 0.
The objectives of this section are to determine the “structure” of the set of solutions of
(N).
In this context, equation (H) is called the reduced equation of equation (N).
General Results
Thus the difference of any two solutions of the nonhomogeneous equation (N) is a solu-
tion of its reduced equation (H).
Our next theorem gives the “structure” of the set of solutions of (N).
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represents the set of all solutions of (N). That is, (1) is the general solution of (N). Another
way to look at (1) is: The general solution of (N) consists of the general solution of the
reduced equation (H) plus a particular solution of (N):
This result can be extended to nonhomogeneous equations whose right-hand side is the
sum of an arbitrary number of functions.
and so on
The importance of Theorem 3 and its Corollary is that we need only consider non-
homogeneous equations in which the function on the right-hand side consists of one term
only.
Variation of Parameters
By our work above, to find the general solution of (N) we need to find:
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(i) a linearly independent pair of solutions y1 , y2 of the reduced equation (H), and
Let y1 (x) and y2 (x) be linearly independent solutions of the reduced equation
y 00 + p(x)y 0 + q(x)y = 0.
Then
y = C1 y1 (x) + C2 y2 (x)
is the general solution. We replace the arbitrary constants C1 and C2 by functions
u = u(x) and v = v(x), which are to be determined so that
is a particular solution of the nonhomogeneous equation (N). The replacement of the pa-
rameters C1 and C2 by the “variables” u and v is the basis for the term “variation of
parameters.” Since there are two unknowns u and v to be determined we shall impose
two conditions on these unknowns. One condition is that z should solve the differential
equation (N). The second condition is at our disposal and we shall choose it in a manner
that will simplify our calculations.
Differentiating z we get
z 0 = u y10 + y1 u0 + v y20 + y2 v 0.
y1 u0 + y2 v 0 = 0. (a)
This condition is chosen because it simplifies the first derivative z 0 and because it will lead
to a simple pair of equations in the unknowns u and v. With this condition the equation
for z 0 becomes
z 0 = u y10 + v y20 (b)
and
z 00 = u y100 + y10 u0 + v y200 + y20 v 0.
Now substitute z, z 0 (given by (b)), and z 00 into the left side of equation (N). This
gives
57
Since y1 and y2 are solutions of (H),
and so
z 00 + pz 0 + qz = y10 u0 + y20 v 0.
Equations (a) and (c) constitute a system of two equations in the two unknowns u and
v:
y 1 u0 + y 2 v 0 = 0
Obviously this system involves u0 and v 0 not u and v, but if we can solve for u0 and
v 0, then we can integrate to find u and v. Solving for u0 and v 0 , (using, for example,
Cramer’s rule) we find that
−y2 f y1 f
u0 = and v 0 =
y1 y20 − y2 y10 y1 y20 − y2 y10
We know that the denominators here are non-zero because the expression
Remark This result illustrates why the emphasis is on linear homogeneous equations. To
find the general solution of the nonhomogeneous equation (N) we need a fundamental set
of solutions of the reduced equation (H) and one particular solution of (N). But, as we
have just shown, if we have a fundamental set of solutions of (H), then we can use them to
construct a particular solution of (N). Thus, all we really need to solve (N) is a fundamental
set of solutions of its reduced equation (H).
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Example 1. Find a particular solution of the nonhomogeneous equation
y 00 − 5 y 0 + 6 y = 4e2x . (∗)
SOLUTION The functions y1 (x) = e2x , y2 (x) = e3x are linearly independent solutions of
the reduced equation. The Wronskian of y1 , y2 is
Now
z(x) = −4x e2x − 4e−x e3x = −4x e2x − 4e2x
is a particular solution of the nonhomogeneous equation (∗) and
is the general solution (we “absorbed” −4e2x in the C1 e2x term). As you can check
−4xe2x is a solution of the nonhomogeneous equation.
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and Z Z Z
y1 (x) f (x) x(2x3)
v(x) = dx = dx = 2x2 dx = 2
3 x3
W (x) x2
(NOTE: Since we are seeking only one function u and one function v we have not included
arbitrary constants in the integration steps.)
Now
z(x) = − 12 x4 · x + 23 x3 · x2 = 1
6 x5 .
is a particular solution of the nonhomogeneous equation (∗) and
y = C1 x + C2 x2 + 16 x5 .
Exercises 3.4
Verify that the given functions y1 and y2 form a fundamental set of solutions of the
reduced equation of the given nonhomogeneous equation; then find a particular solution of
the nonhomogeneous equation and give the general solution of the equation.
2
1. y 00 − y = 3 − x−2 ; y1 (x) = x2 , y2 (x) = x−1 .
x2
1 1 2
2. y 00 − y 0 + 2 y = ; y1 (x) = x, y2 (x) = x ln x.
x x x
3. (x − 1)y 00 − xy 0 + y = (x − 1)2; y1 (x) = x, y2 (x) = ex .
e−2x
6. y 00 + 4y 0 + 4y = .
x2
7. y 00 + 2y 0 + y = e−x ln x.
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3.5 Nonhomogeneous Equations: Undetermined Coefficients
Solving a linear nonhomgeneous equation depends, in part, on finding a particular solution
of the equation. We have seen one method for finding a particular solution, the method
of variation of parameters. In this section we present another method, the method of
undetermined coefficients.
y 00 + ay 0 + by = f (x) (1)
y 00 + ay 0 + by. (2)
and
y 00 + ay 0 + by = Ar2 erx + a(Arerx ) + b(Aerx = Ar2 + aAr + bA erx
That is, the operator (2) “transforms” Aerx into a constant multiple of erx . We can use
this result to determine a particular solution of a nonhomogeneous equation of the form
y 00 + ay 0 + by = cerx.
y 00 − 2y 0 + 5y = 6e3x.
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Substituting z and its derivatives into the left side of the differential equation, we get
9Ae3x − 2 3Ae3x + 5 Ae3x = (9A − 6A + 5A)e3x = 8Ae3x.
We want
z 00 − 2z 0 + 5z = 6e3x,
so we set
8Ae3x = 6e3x which gives 8A = 6 and A = 34 .
3 3x
Thus, z(x) = 4e is a particular solution of y 00 − 2y 0 + 5y = 6e3x . (Verify this.)
K cos βx + M sin βx
where K and M are constants which depend on a, b, β and A. We will get exactly
the same type of result if we apply y 00 + ay 0 + by to z = B sin βx. Combining these two
results, it follows that y 00 + ay 0 + by applied to
z = A cos βx + B sin βx
or even
y 00 + ay 0 + by = c cos βx + d sin βx.
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Then we will look for a solution of the form z(x) = A cos βx + B sin βx.
Continuing with these ideas, if y 00 +ay 0 +by is applied to z = Aeαx cos βx+Beαx sin βx,
then the result will have the form
will have a particular solution of the form z = Aeαx cos βx + Beαx sin βx.
cerx Aerx
c cos βx + d sin βx z(x) = A cos βx + B sin βx
ceαx cos βx + deαx sin βx z(x) = Aeαx cos βx + Beαx sin βx
Note: The first line includes the case r = 0;
if f (x) = ce0x = c, then z = Ae0x = A.
y 00 − 5y 0 + 6y = 4e2x. (∗)
SOLUTION According to the table, we should set z(x) = Ae2x . Calculating the derivatives
of z, we have
z = Ae2x , z 0 = 2Ae2x, z 00 = 4Ae2x.
Substituting z and its derivatives into the left side of (∗), we get
does not have a solution. Therefore equation (∗) does not have a solution of the form
z = Ae2x .
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The problem here is z = Ae2x is a solution of the reduced equation
y 00 − 5y 0 + 6y = 0.
= −Ae2x .
We learn from this example that we have to make an adjustment if our trial solution z
(from the table) satisfies the reduced equation. Here’s another example.
y 00 + 6y 0 + 9y = 5e−3x . (**)
r2 + 6r + 9 = (r + 3)2 = 0.
Thus, r = −3 is a double root and y1 (x) = e−3x , y2 (x) = xe−3x form a fundamental set
of solutions.
According to our table, to find a particular solution of (**) we should try z = Ae−3x .
But this won’t work, z is a solution of the reduced equation. Based on the result of the
preceding example, we should try z = Axe−3x , but this won’t work either; z = Axe−3x
is also a solution of the reduced equation. So we’ll try z = Ax2 e−3x . You can verify that
5 2 −3x
z(x) = x e
2
is a particular solution of (**).
5
The general solution of (**) is: y = C1 e−3x + C2 xe−3x + 2 x2e−3x .
64
Based on these examples we amend our table to read:
Table 1
cerx Aerx
c cos βx + d sin βx z(x) = A cos βx + B sin βx
ceαx cos βx + deαx sin βx z(x) = Aeαx cos βx + Beαx sin βx
*Note: If z satisfies the reduced equation, try xz; if xz also satisfies the
reduced equation, then x2 z will give a particular solution
Remark In practice it is a good idea to solve the homogeneous equation before selecting
the trial solution z of the nonhomogeneous equation. That way you will not waste your
time selecting a z that satisfies the reduced equation.
Summary The method of variation of parameters can be applied to any linear nonho-
mogeneous equations but it has the limitation of requiring a fundamental set of solutions
of the reduced equation.
In cases where both methods are applicable, the method of undetermined coefficients is
usually simpler and, hence, the preferable method.
Exercises 3.5
1. y 00 + 2y 0 + 2y = 10ex .
2. y 00 + 6y 0 + 9y = 9e3x .
3. y 00 + 6y 0 + 9y = e−3x .
4. y 00 + 5y 0 + 6y = e2x + 4.
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ex
7. y 00 − 2y 0 + y = + 2e2x .
x2 + 1
8. y 00 + 9y = 3 cos x − 9 sec2 3x.
We begin by analyzing the forces acting on the object at time t > 0. First, there is the
weight of the object (gravity):
F1 = mg.
This is a downward force. We choose our coordinate system so that the positive direction
is down. Next, there is the restoring force of the spring. By Hooke’s Law, this force is
proportional to the total displacement l1 + y(t) and acts in the direction opposite to the
displacement:
F2 = −k[l1 + y(t)] with k > 0.
The constant of proportionality k is called the spring constant. If we assume that the
spring is frictionless and that there is no resistance due to the surrounding medium (for
example, air resistance), then these are the only forces acting on the object. Under these
conditions, the total force is
Before the object was displaced, the system was in equilibrium, so the force of gravity,
mg plus the force of the spring, −kl1, must have been 0:
mg − kl1 = 0.
F = −ky(t).
k
ma = −ky(t) and a = − y(t).
m
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Therefore, at any time t we have
k k
a = y 00 (t) = − y(t) or y 00(t) + y(t) = 0.
m m
When the acceleration is a constant negative multiple of the displacement, the object is
said to be in simple harmonic motion.
p
Since k/m > 0, we can set ω = k/m and write this equation as
a second order, linear homogeneous equation with constant coefficients. The characteristic
equation is
r2 + ω 2 = 0
and the characteristic roots are ±ωi. The general solution of (1) is
In the Exercises you are asked to show that the general solution can be written as
where A and φ0 are constants with A > 0 and φ0 ∈ [0, 2π). For our purposes here,
this is the preferred form. The motion is periodic with period T given by
2π
T= ,
ω
a complete oscillation takes 2π/ω seconds. The reciprocal of the period gives the number
of oscillations per second. This is called the frequency , denoted by f :
ω
f= .
2π
Since sin (ωt + φ0 ) oscillates between −1 and 1,
oscillates between −A and A. The number A is called the amplitude of the motion.
The number φ0 is called the phase constant or the phase shift . The figure gives a typical
graph of (2).
y
A
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Damped Vibrations
If the spring is not frictionless or if there the surrounding medium resists the motion of
the object (for example, air resistance), then the resistance tends to dampen the oscillations.
Experiments show that such a resistant force R is approximately proportional to the
velocity v = y 0 and acts in a direction opposite to the motion:
F = −ky(t) − cy 0(t).
Case 1: c2 − 4km < 0. In this case the characteristic equation has complex
roots:
√
c c 4km − c2
r1 = − + iω, r2 = − − iω where ω = .
2m 2m 2m
The general solution is
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The figure below illustrates this motion.
Figure 2
Case 2: c2 − 4km > 0. In this case the characteristic equation has two distinct
real roots: √ √
−c + c2 − 4km −c − c2 − 4km
r1 = , r2 = .
2m 2m
The general solution is
y(t) = y = C1 er1 t + C2 er2 t . (5)
This is called the overdamped case. The motion is nonoscillatory. Since
p √
c2 − 4km < c2 = c,
r1 and r2 are both negative and y(t) → 0 as t → ∞.
Case 3: c2 − 4km = 0. In this case the characteristic equation has only one
real root:
−c
r1 = ,
2m
and the general solution is
y(t) = y = C1 e−(c/2m) t + C2 t e−(c/2m) t . (6)
This is called the critically damped case. Once again, the motion is nonoscillatory
and y(t) → 0 as t → ∞.
In both the overdamped and critically damped cases, the object moves back to the
equilibrium position (y(t) → 0 as t → ∞). The object may move through the equilibrium
position once, but only once. Two typical examples of the motion are shown below.
y y
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Forced Vibrations
The vibrations that we have considered thus far result from the interplay of three forces:
gravity, the restoring force of the spring, and the retarding force of friction or the surround-
ing medium. Such vibrations are called free vibrations .
The application of an external force to a freely vibrating system modifies the vibrations
and produces what are called forced vibrations . As an example we’ll investigate the effect
of a periodic external force F0 cos γt where F0 and γ are positive constants.
70
A typical illustration of the motion is given in the figure below.
Figure 4
Exercises 3.6
1. Show that simple harmonic motion y(t) = y = C1 cos ωt + C2 sin ωt can be written
as: (a) A sin(ωt + φ0) (b) y(t) = A cos(ωt + φ1).
2. What is the effect of an increase in the resistance constant c on the amplitude and
frequency of the vibrations given by (4)?
3. Show that the motion given by (5) can pass through the equilibrium point at most
once. How many times can the motion change directions?
This section is a continuation Sections 3.1 - 3.5. As you will see, all of the “theory” that we
developed for second-order linear differential equations carries over, essentially verbatim, to
linear differential equations of order greater than two.
Recall that a first order, linear differential equation is an equation which can be written
in the form
y 0 + p(x)y = q(x)
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where p and q are continuous functions on some interval I. A second order, linear
differential equation has an analogous form.
In general, an nth -order linear differential equation is an equation that can be written
in the form
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1(x)y 0 + p0(x)y = f (x) (L)
where p0, p1 , . . . , pn−1 , and f are continuous functions on some interval I. As before,
the functions p0 , p1 , . . . , pn−1 are called the coefficients, and f is called the forcing
function or the nonhomogeneous term.
Equation (L) is homogeneous if the function f on the right side is 0 for all x ∈ I. In
this case, equation (L) becomes
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1(x)y 0 + p0(x)y = 0 (H)
Equation (L) is nonhomogeneous if f is not the zero function on I, i.e., (L) is nonhomoge-
neous if f (x) 6= 0 for some x ∈ I. As in the case of second order linear equations, almost
all of our attention will be focused on homogeneous equations.
If we set L[y] = y (n) + pn−1 y (n−1) + · · · + p1(x)y 0 + p0 (x)y, then we can view L as an
“operator” that transforms an n-times differentiable function y = y(x) into the continuous
function
It is easy to check that, for any two n-times differentiable functions y1 (x) and y2 (x),
L[cy(x)] = cL[y(x)].
Therefore, as introduced in Section 2.1, L is a linear differential operator. This is the real
reason that equation (L) is said to be a linear differential equation.
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THEOREM 1. (Existence and Uniqueness Theorem) Given the nth - order linear
equation (L). Let a be any point on the interval I, and let α0 , α1 , . . . , αn−1 be any n
real numbers. Then the initial-value problem
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1 (x)y 0 + p0 (x)y = f (x);
Remark: We can solve any first order linear differential equation, see Section 2.1. In
contrast, there is no general method for solving second or higher order linear differential
equations. However, as we saw in our study of second order equations, there are methods
for solving certain special types of higher order linear equations and we shall look at these
later in this section.
Homogeneous Equations
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1 (x)y 0 + p0 (x)y = 0. (H)
Note first that the zero function, y(x) = 0 for all x ∈ I, (also denoted by y ≡ 0) is a
solution of (H). As before, this solution is called the trivial solution . Obviously, our main
interest is in finding nontrivial solutions.
We now establish some essential facts about homogeneous equations. The proofs are
identical to those given in Section 3.2
THEOREM 3. If y = y1 (x) and y = y2 (x) are any two solutions of (H), then
u(x) = y1 (x) + y2 (x) is also a solution of (H).
The general theorem, which combines and extends Theorems 1 and 2, is:
73
Any linear combination of solutions of (H) is also a solution of (H).
has the form of a general solution of equation (H). So the question is: If y1 , y2 , . . . , yn
are solutions of (H), is the expression (1) the general solution of (H)? That is, can every
solution of (H) be written as a linear combination of y1 , y2 , . . . , yn ? It turns out that
(1) may or not be the general solution; it depends on the relation between the solutions
y1 , y2 , . . . , yn .
Suppose that y = y1 (x), y = y2 (x), . . . , y = yn (x) are solutions of (H). Under what
conditions is (1) the general solution of (H)?
Let u = u(x) be any solution of (H) and choose any point a ∈ I. Suppose that
Then u is a member of the n-parameter family (1) if and only if there are values for
c1 c2, . . . , cn such that
According to Cramer’s rule, we are guaranteed that this pair of equations has a solution
c1, c2, . . . , cn if
y (a) y (a) . . . y (a)
1 2 n
y10 (a) y20 (a) . . . yn0 (a)
y100(a) y200(a) . . . yn00(a) 6= 0.
.. .. ..
. . .
(n−1)
y (n−1)
(a) y2
(n−1)
(a) . . . yn (a)
1
Since a was chosen to be any point on I, we conclude that (1) is the general solution of
(H) if and only if
y1 (x) y2 (x) ... yn (x)
y 0 (x) y20 (x) ...
yn0 (x)
1
00
y1 (x) y200(x) ... yn00 (x)
6= 0 for all x ∈ I. (2)
.. .. ..
. . .
(n−1)
y (x) y
(n−1)
(x)
(n−1)
. . . yn (x)
1 2
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As you know, this determinant is called the Wronskian of the solutions y1 , y2 , . . . , yn .
(ii) W (x) 6= 0 for all x ∈ I which implies that y1 , y2 , . . . , yn are linearly independent
and
y(x) = c1y1 (x) + c2 y2 (x) + · · · + cn yn (x)
Example 1. (a) The functions y1 (x) = x, y2 (x) = x2 and y3 (x) = x3 are each solutions
of
3 6 6
y 000 − y 00 + 2 y 0 − 3 y = 0, x ∈ I = (0, ∞). (verify)
x x x
Their Wronskian is:
x x 2 x3
W (x) = 1 2x 3x2 = 2x3 6= 0 on I.
0 2 6x
(b) The functions y1 (x) = ex , y2 (x) = e2x and y3 (x) = e3x are each solutions of
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We have emphasized that there are no general methods for solving second or higher or-
der linear differential equations. However, there are some special cases for which solution
methods do exist. Here we consider such a case, linear equations with constant coefficients.
We’ll look first at homogeneous equations.
We have seen that first- and second-order equations with constant coefficients have
solutions of the form y = erx . Thus, we’ll look for solutions of (3) of this form
If y = erx , then
or
erx rn + an−1 rn−1 + · · · + a1 r + a0 = 0.
Since erx 6= 0 for all x, we conclude that y = erx is a solution of (3) if and only if
is called the characteristic equation of (3); the nth -degree polynomial p(r) is called the
characteristic polynomial. The roots of the characteristic equation are called the character-
istic roots.
Thus, we can find solutions of the equation if we can find the roots of the corresponding
characteristic polynomial. Appendix 1 gives the basic facts about polynomials with real
coefficients.
THEOREM 6
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1. If r1 , r2, . . . , rk are distinct numbers (real or complex), then the distinct exponential
functions y1 = er1 x , y2 = er2 x , . . . , yk = erk x are linearly independent.
2. For any real number α the functions y1 (x) = eαx , y2 (x) = xeαx, . . . , yk (x) =
xk−1 eαx are linearly independent.
Since all of the ground work for solving linear equations with constant coefficients was
established in Chapter 3, we’ll simply give some examples here. Theorem 6 will be useful
in showing that our sets of solutions are linearly independent.
y 000 + 3y 00 − y 0 − 3y = 0
r3 + 3r2 − r − 3 = 0
(r − 1)(r2 + 4r + 3) = 0
(r − 1)(r + 1)(r + 3) = 0
The characteristic roots are: r1 = 1, r2 = −1, r3 = −3. The functions y1 (x) = ex , y2 (x) =
e−x , y3 (x) = e−3x are solutions. Since these are distinct exponential functions, the solutions
form a fundamental set and
y (4) − 4y 000 + 3y 00 + 4y 0 − 4y = 0
r4 − 4r3 + 3r2 + 4r − 4 = 0
(r − 2)2(r2 − 1) = 0
(r − 2)2(r − 1)(r + 1) = 0
77
that y4 = xe2x is also a solution since r = 2 is a “double” root. You can verify that this
is the case. Since y4 is distinct from y1 , y2 , and is independent of y3 , these solutions
form a fundamental set and
p(r) = r4 − 2r3 + r2 + 8r − 20 = 0.
r4 − 2r3 + r2 + 8r − 20 = 0
(r2 − 2r + 5)(r2 − 4) = 0
(r2 − 2r + 5)(r − 2)(r + 2) = 0
The characteristic roots are: r1 = 1 + 2i, r2 = 1 − 2i, r3 = 2, r4 = −2. Since these roots
are distinct, the corresponding exponential functions are linearly independent. Again based
on our work in Chapter 3, we convert the complex exponentials
Once you understand the relationship between the homogeneous equation, the characteristic
equation, the roots of the characteristic equation and the solutions of the differential equa-
tion, it is easy to go from the differential equation to the solutions and from the solutions
to the differential equation. Here are some examples.
Example 5. Find a fourth order, linear, homogeneous differential equation with constant
coefficients that has the functions y1 (x) = e2x , y2 (x) = e−3x and y3 (x) = e2x cos x as
solutions.
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SOLUTION Since e2x is a solution, 2 must be a root of the characteristic equation and
r − 2 must be a factor of the characteristic polynomial; similarly, e−3x a solution means
that −3 is a root and r − (−3) = r + 3 is a factor of the characteristic polynomial. The
solution e2x cos x indicates that 2 + i is a root of the characteristic equation. So 2 − i
must also be a root (and y4 (x) = e2x sin x must also be a solution). Thus the characteristic
equation must be
Example 6. Find a third order, linear, homogeneous differential equation with constant
coefficients that has
y = C1 e−4x + C2 x e−4x + C3 e2x
SOLUTION Since e−4x and xe−4x are solutions, −4 must be a double root of the
characteristic equation; since e2x is a solution, 2 is a root of the characteristic equation.
Therefore, the characteristic equation is
y 000 + 6y 00 − 32y = 0.
Nonhomogeneous Equations
Now we’ll consider linear nonhomogeneous equations:
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1(x)y 0 + p0(x)y = f (x) (N)
Continuing the analogy with second order linear equations, the corresponding homoge-
neous equation
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1 (x)y 0 + p0 (x)y = 0. (H)
The following theorems are exactly the same as Theorems 1 and 2 in Section 3.4, and
exactly the same proofs can be used.
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THEOREM 7 If z = z1 (x) and z = z2 (x) are solutions of (N), then
the difference of any two solutions of the nonhomogeneous equation (N) is a solution of
its reduced equation (H).
The next theorem gives the “structure” of the set of solutions of (N).
represents the set of all solutions of (N). That is, (5) is the general solution of (N). Another
way to look at (5) is: The general solution of (N) consists of the general solution of the
reduced equation (H) plus a particular solution of (N):
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1 (x)y 0 + p0 (x)y = f (x),
and
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1(x)y 0 + p0(x)y = g(x)
y (n) + pn−1 (x)y (n−1) + pn−2 (x)y (n−2) + · · · + p1 (x)y 0 + p0 (x)y = f (x) + g(x).
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Finding a Particular Solution
Here is the basic table from Section 3.5, slightly modified to apply to equations of order
greater than 2:
Table 1
cerx Aerx
c cos βx + d sin βx z(x) = A cos βx + B sin βx
ceαx cos βx + deαx sin βx z(x) = Aeαx cos βx + Beαx sin βx
*Note: If z satisfies the reduced equation, then xk z, where k is the least integer such that
xk z does not satisfy the reduced equation, will give a particular solution
y 000 − 2y 00 − 5y 0 + 6y = 0.
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The roots are r1 = 1, r2 = −2, r3 = 3 and the corresponding solutions of the reduced
equation are y1 = ex , y2 = e−2x , y3 = e3x . Since these are distinct exponential functions,
they are linearly independent and
y = C1 ex + C2 e−2x + C3 e3x
Next we find a particular solution of the nonhomogeneous equation. The table indicates
that we should look for a solution of the form
z = A + Be2x .
2
6A = 4 and − 4B = −2 which implies A = 3 and B = 12 .
2
Thus, z(x) = 3 + 12 e2x is a particular solution of (*).
y = C1 ex + C2 e−2x + C3 e3x + 2
3 + 12 e2x .
y (4) + y 000 − 3y 00 − 5y 0 − 2y = 0.
r4 + r3 − 3r2 − 5r − 2 = (r + 1)3 (r − 2) = 0.
The roots are r1 = r2 = r3 = −1, r4 = 2 and the corresponding solutions of the reduced
equation are y1 = e−x , y2 = xe−x , y3 = x2e−x , y4 = e2x. Since distinct powers of x are
linearly independent, it follows that y1 , y2 , y3 are linearly independent; and since e2x
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and e−x are independent, we can conclude that y1 , y2 , y3 , y4 are linearly independent.
Thus, the general solution of the reduced equation is
Next we find a particular solution of the nonhomogeneous equation. The table indicates
that we should look for a solution of the form
z = Ax3 e−x .
z = Ax3 e−x
z 0 = 3Ax2 e−x − Ax3 e−x
z 00 = 6Axe−x − 6Ax2 e−x + Ax3e−x
z 000 = 6Ae−x − 18Axe−x + 9Ax2e−x − Ax3 e−x
z (4) = −24Ae−x + 36Axe−x − 12Ax2e−x + Ax3 e−x
Substituting z and its derivatives into the left side of (**), we get
SOLUTION To get the proper form for a particular solution of the equation we need to
find the solutions of the reduced equation:
y 000 − 3y 00 + 3y 0 − y = 0.
r3 − 3r3 + 3r − 1 = (r − 1)3 = 0.
83
Example 10. Give the form of a particular solution of
SOLUTION To get the proper form for a particular solution of the equation we need to
find the solutions of the reduced equation:
y (4) − 16y = 0.
Thus, the roots are r1 = 2, r2 = −2, r3 = 2i, r4 = −2i, and the corresponding solutions
are y1 = e2x, y2 = e−2 x, y3 = cos 2x, y4 = sin 2x. The table indicates that the form of a
particular solution z of the nonhomogeneous equation is
Exercises 3.7
7. y (6) − y 00 = 0.
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12. 2y (4) − y 000 − 9y 00 + 4y 0 + 4y = 0; y(0) = 0, y 0(1) = 2, y 00(0) = 2, y 000(0) = 0.
Find the homogeneous equation with constant coefficients that has the given general
solution.
Find the homogeneous equation with constant coefficients of least order that has the
given function as a solution.
21. y 000 + y 00 + y 0 + y = ex + 4.
85