QF202 DIFFERENTIAL EQUATIONS

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Lecture 3: Linear Differential Equations of Higher-Order

QF202 DIFFERENTIAL EQUATIONS
Learning Objectives

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After this lecture, the students will be able to o differentiate between boundary-value problems initial-value problems and

o state and apply the theorem for existence of a unique solution o solve linear second-order differential equations by reducing the order using the auxiliary equation for homogeneous linear equations with constant coefficients the method of undetermined coefficients the method of variation of parameters

QF202 DIFFERENTIAL EQUATIONS
Preliminary Theory
A linear nth-order differential equation:

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dy dny d n −1 y an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx
Initial-value problem For a linear nth-order differential equation, the problem Solve:

dny d n −1 y dy an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx

( n −1) ( ( x0 ) = y0n −1) Subject to: y ( x0 ) = y0 , y ' ( x0 ) = y '0 , K , y

where y0, y0’, …, y0(n-1) are arbitrary constants, is called an initial-value problem. The specified values are called initial conditions. We seek a solution on some interval I containing x0.

QF202 DIFFERENTIAL EQUATIONS
In the case of a linear second-order equation, the IVP

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a solution of

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⎧ d2y dy ⎪a2 ( x) 2 + a1 ( x) + a0 ( x) y = g ( x) ⎪ dx dx ⎨ ⎪ y ( x0 ) = y0 , y ' ( x0 ) = y '0 ⎪ ⎩
is a function satisfying the differential equation on I whose graph passes through (x0, y0) such that the slope of the curve at the point is the number y0’.

THEOREM 3.1 THEOREM 3.1

Existence of a unique solution

Let an(x), an-1(x), …, a1(x), a0(x) and g(x) be continuous on an interval I and let an(x)≠0 for every x in this interval. If x=x0 is any point in this interval, then a solution y(x) of the initial-value problem exists on the interval and is unique.

y ' (0) = 1 A solution: y = 3e 2 x + e −2 x − 3 x y = 3e 2 x + e −2 x − 3 x ⇒ y ' = 6e 2 x − 2e − 2 x − 3 ⇒ y ' ' = 12e 2 x + 4e − 2 x → y (0) = 4 → y ' ( 0) = 1 ⇒ y ' '−4 y = (12e 2 x + 4e − 2 x ) − 4(3e 2 x + e − 2 x − 3 x) = 12 x Q: Is this the unique solution? .1: Solution of an IVP L3 5 [Textbook. 112. y (0) = 4. EXAMPLE 1] The IVP: y ' '−4 y = 12 x. pg.QF202 DIFFERENTIAL EQUATIONS Example 3.

1: Verified by Maxima L3 6 .QF202 DIFFERENTIAL EQUATIONS Example 3.

pg. EXAMPLE 2] 3 y ' ' '+5 y ' '− y '+7 y = 0.3: Solution of an IVP The IVP: A solution: Theorem 3. y ' ' (1) = 0 y=0 is the only solution on any interval Theorem 3. y ' (0) = 1 y = 1 sin 4 x 4 On any interval containing x=0. EXAMPLE 3] y ' '+16 y = 0. [Textbook.1 containing x=1. y (1) = 0. y=0 Example 3.2: Solution of an IVP The IVP: The trivial solution: L3 7 [Textbook. the solution is . y (0) = 0. pg. 113. 113.1 unique.QF202 DIFFERENTIAL EQUATIONS Example 3. y ' (1) = 0.

4: Solution of an IVP L3 8 [Textbook. 113. pg. y (0) = 3. y ' (0) = 1 x 2 y ' '−2 xy '+2 y = x 2 ⋅ 2c − 2 x(2cx + 1) + 2(cx 2 + x + 3) =6 a 2 ( x ) = x 2 ⇒ a 2 ( 0) = 0 . EXAMPLE 4] The IVP: x 2 y ' '−2 xy '+2 y = 6.QF202 DIFFERENTIAL EQUATIONS Example 3. y ' (0) = 1 y = cx 2 + x + 3 The solution: ⇒ y ' = 2cx + 1. y ' ' = 2c ⇒ y (0) = 3.

4 Verified by Maxima L3 9 .QF202 DIFFERENTIAL EQUATIONS Example 3.

A problem such as ⎧ dy d2y a2 ( x) 2 + a1 ( x) + a0 ( x) y = g ( x) ⎪ ⎪ dx dx ⎨ ⎪ y (a ) = y0 . or no solution at all. whose graph passes through the two points (a. y1). The specified values are called boundary conditions.QF202 DIFFERENTIAL EQUATIONS Boundary-value problem L3 10 Another type of problem consists of solving a differential equation of order two or greater in which the dependent variable y or its derivatives are specified at different points. Even when the conditions of Theorem 3. α1 y (a) + β1 y ' (a ) = γ 1 α 2 y (b) + β 2 y ' (b) = γ 2 .1 is not applicable here for BVPs. general boundary conditions are: Theorem 3. For a second-order differential equation. y0) and (b. A solution of the foregoing problem is a function satisfying the differential equation on some interval I.1 are fulfilled. containing a and b. a BVP may have several solutions a unique solution. y (b) = y1 ⎪ ⎩ is called a two-point boundary-value problem or simply a boundary value problem (BVP).

EXAMPLE 5] ⇒ y = 3x 2 − 6 x + 3 Example 3. EXAMPLE 6] Example 3.7: A BVP with no solution [Textbook.QF202 DIFFERENTIAL EQUATIONS ⎧ x 2 y ' '−2 xy '+2 y = 6 ⎨ ⎩ y (1) = 0. pg. pg.5: A BVP with a unique solution [Textbook. EXAMPLE 7] ⎧ ⎪ y ' '+16 y = 0 ⎨ π ⎪ y (0) = 0. y ( ) = 0 2 ⎩ ⇒ y = c1 sin 4 x [Textbook.6: A BVP with a family of solutions ⎧ ⎪ y ' '+16 y = 0 ⎨ π ⎪ y (0) = 0. 115. pg. y ( ) = 1 2 ⎩ ⇒ no solution . y (2) = 3 x>0 L3 11 Example 3. 114. 114.

6: Using Maxima Example 3.QF202 DIFFERENTIAL EQUATIONS Example 3.7: Using Maxima .5: Using Maxima L3 12 Example 3.

π ) 2 2 f1(x) = x + 5. x ∈ (−∞. c2. …. f 2(x) = x + 5 x. x ∈ (0.QF202 DIFFERENTIAL EQUATIONS Linear Dependence L3 13 A set of functions f1(x). not all zero. x ∈ (−∞. x ∈ (0. …. cn. NOT linearly dependent Some examples: linearly independent f1 ( x) = sin 2 x and f 2 ( x) = sin x cos x. f 2(x) = sin 2 x. ∞) dependent . ∞) f1(x) = cos 2 x. fn(x) is said to be linearly dependent on an interval I if there exist constants c1. f 3 (x) = x − 1 and f 4 ( x) = x 2 . f 3 (x) = sec 2 x and f 4 ( x) = tan 2 x. x ∈ (− π . ∞) f1 ( x) = x and f 2 ( x) =| x |. ∞) f1 ( x) = x and f 2 ( x) =| x |. such that c1 f1 ( x) + c2 f 2 ( x) + L + cn f n ( x) = 0 for every x in the interval. f2(x).

K . then W ( f1 ( x). …. …. fn(x) is linearly independent on the interval.2 Criterion for linearly independent functions L3 14 Suppose f1(x). fn(x) possess at least n-1 derivatives. the set of functions f1(x). f 2 ( x). . f2(x). f n ( x)) is not zero for at least one point in the interval I. …. f 2 ( x).K . f n ( x)) = 0 for every x in the interval.2 THEOREM 3. fn(x) possess at least n-1 derivatives and are linearly dependent on I. f2(x). If the determinant f1 ( x) f1 ' ( x) M f1( n −1) ( x) f 2 ( x) f 2 ' ( x) f n ( x) f n ' ( x) M f 2( n −1) ( x) K f n( n −1) ( x) K K The Wronskian of the functions: ⇒ W ( f1 ( x). COROLLARY COROLLARY ( A ⇒ B ⇔ !B ⇒ !A) If f1(x).QF202 DIFFERENTIAL EQUATIONS THEOREM 3. f2(x).

QF202 DIFFERENTIAL EQUATIONS Example 3. EXAMPLE 12] f1 ( x) = sin 2 x and f 2 ( x) = 1 − cos 2 x. f 2 ( x)) = 2 sin x cos x 2 sin 2 x = 2 sin 2 x sin 2 x − 2 sin x cos x(1 − cos 2 x) =L= 0 Using Maxima . ∞) sin 2 x 1 − cos 2 x W ( f1 ( x).8: Zero Wronskian L3 15 [Textbook. x ∈ (−∞. 118. pg.

pg. 119. 119. pg..QF202 DIFFERENTIAL EQUATIONS Example 3. f 2 ( x)) = m1e m1 x e m2 x m2 e m2 x = (m2 − m1 )e ( m1 + m2 ) x ≠ 0 Example 3. EXAMPLE 13] f1 ( x) = e m1x and f 2 ( x) = e m2 x . f 2 ( x)) = .10: Nonzero Wronskian [Textbook. m1 ≠ m2 Maxima solution e m1 x W ( f1 ( x).. = β e 2αx ≠ 0 . EXAMPLE 14] f1 ( x) = eαx cos βx and f 2 ( x) = e αx sin βx Maxima solution W ( f1 ( x).9: Nonzero Wronskian L3 16 [Textbook.

119.11: Nonzero Wronskian L3 17 [Textbook. EXAMPLE 16] f1 ( x) = x and f 2 ( x) =| x |. ∞) f2(x) is not differentiable at x=0 Q: If f1(x) and f2(x) are linearly independent. will it lead to that the Wronskian is nonzero for at least one point in the interval? . pg. f 3 ( x)) ex = ex ex = 2e 3 x xe x xe x + e x xe x + 2e x x 2e x x 2 e x + 2 xe x x 2 e x + 4 xe x + 2e x Maxima solution Example 3. EXAMPLE 15] f1 ( x) = e x . f 2 ( x). pg. on (−∞. 119. f 2(x) = xe x and f 3 ( x) = x 2 e x W ( f1 ( x).12: Wronskian cannot be used [Textbook.QF202 DIFFERENTIAL EQUATIONS Example 3.

• g(x) is continuous. . i = 0.. and • an(x) ≠ 0 for every x in the interval.QF202 DIFFERENTIAL EQUATIONS Solutions of Linear Equations Homogeneous Equations A linear nth-order differential equation of the form L3 18 dy dny d n −1 y an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = 0 dx dx dx is said to be homogeneous... 1. n are continuous. whereas (♣) dny d n −1 y dy an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx g(x) not identically zero. is said to be nonhomogeneous. . (♦) • ai ( x).

3 THEOREM 3. 2. ….3 L3 19 Superposition principle – homogeneous equations Let y1. k are arbitrary constants. …. Then the linear combination y = c1 y1 ( x) + c2 y2 ( x) + L + ck yk ( x). y2. is also a solution on the interval. d n (c1 y1 + c2 y2 ) d n y1 d n y2 ⇐ = c1 + c2 n n dx dx dx n COROLLARIES COROLLARIES • A constant multiple y=c1y1(x) of a solution y1(x) of a homogeneous linear differential equation is also a solution. equation always . i=1.QF202 DIFFERENTIAL EQUATIONS THEOREM 3. yk be solutions of the homogeneous linear nthorder differential equation (♣) on an interval I. • A homogeneous linear differential possesses the trivial solution y=0. where the ci.

121.QF202 DIFFERENTIAL EQUATIONS Example 3. EXAMPLE 18] The DE: x 3 y ' ' '−2 xy '+4 y = 0 y1 ( x) = x 2 and y2 ( x) = x 2 ln x c1 y1 ( x) + c2 y2 ( x) The solutions: Solutions verified by Maxima . pg.13: Superposition – Homogeneous DE L3 20 [Textbook.

4 Criterion for linearly independent solutions L3 21 Let y1. Then the set of solutions is linearly independent on I if and only if W ( y1 . y2 . K . . yn be n solutions of the homogeneous linear nth-order differential equation (♣) on an interval I. yn ) ≠ 0 for every x in the interval.4 THEOREM 3. Fundamental set of solutions: Any linearly independent set y1. yn of n solutions of the homogeneous linear nth-order differential equation (♣) on an interval I is said to be a fundamental set of solutions on the interval. ….QF202 DIFFERENTIAL EQUATIONS Linearly independent solutions THEOREM 3. …. y2. y2.

6 THEOREM 3. …. y2. Cn can be found so that Y ( x) = C1 y1 ( x) + C2 y2 ( x) + L + Cn yn ( x) THEOREM 3. constants C1.5 Existence of constants Let y1.QF202 DIFFERENTIAL EQUATIONS L3 22 THEOREM 3. C2. .6 Existence of a fundamental set There exists a fundamental set of solutions for the homogeneous linear nth-order differential equation (♣) on an interval I. Then for any solution Y(x) of the (♣) on I. yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation on an interval I.5 THEOREM 3. ….

…. 2. Example 3. pg. n are arbitrary constants. EXAMPLE 21] The DE: y ' '−9 y = 0 The solutions: y1 ( x ) = e 3 x and y2 ( x) = e −3 x e −3 x − 3e −3 x W ( y1 . ∞) .14: General solution – Homogeneous DE [Textbook. The general solution of the equation on the interval is defined to be y = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x) where ci. …. i=1. y2 ) = e3 x 3e 3x = −6 ≠ 0 ⇒ general solution : y = c1 y1 ( x) + c2 y2 ( x) x ∈ (−∞. 124. y2. yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation (♣) on an interval I.QF202 DIFFERENTIAL EQUATIONS General solution (homogeneous equations) L3 23 Let y1.

QF202 DIFFERENTIAL EQUATIONS Nonhomogeneous equations: L3 24 dy dny d n −1 y an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx A particular solution: yp (free of arbitrary parameters) (♦) Example 3. 125.15: General solution – Homogeneous DE [Textbook. EXAMPLE 24] DE: A particular solution: y ' '+9 y = 27 yp = 3 3 x y ' '+2 xy '−8 y = 4 x + 6 x 2 y p = x3 − x Verified by Maxima . pg.

and let yc = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x) (complementary function) denote the general solution of the associated homogeneous equation (♣) on the interval.16: General solution – Nonhomogeneous DE y ' '−9 y = 27 y ' '−9 y = 0 ⇒ y p = −3 ⇒ yc = c1e 3 x + c2 e −3 x Maxima solution ⇒ y = yc + y p = c1e 3 x + c2 e −3 x − 3 . The general solution of the nonhomogeneous equation on the interval is defined to be y = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x) + y p ( x) = yc ( x) + y p ( x) Example 3.QF202 DIFFERENTIAL EQUATIONS General solution (nonhomogeneous equations) L3 25 Let yp be a given solution of the nonhomogeneous linear nthorder differential equation (♦) on an interval I.

7 THEOREM 3.7 L3 26 Superposition principle – nonhomogeneous equation d n −1 y dy dny an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = g i ( x) dx dx dx d n −1 y dy dny an ( x) n + an −1 ( x) n −1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx where g ( x) = ⇒ y pi ⇒ yp ∑ g ( x).QF202 DIFFERENTIAL EQUATIONS THEOREM 3. i i y p = ∑ y pi i Example 3.17: Superposition – Nonhomogeneous DE [Textbook. 128. EXAMPLE 26] y ' '−3 y '+4 y = g1 ( x) = −16 x 2 + 24 x − 8 y p1 = −4 x 2 y p2 = e 2 x y p3 = xe x ⇒ y p = y p1 + y p2 + y p3 y ' '−3 y '+4 y = g 2 ( x) = 2e 2 x y ' '−3 y '+4 y = g 3 ( x) = 2 xe x − e x y ' '−3 y '+4 y = g1 ( x) + g 2 ( x) + g 3 ( x) . pg.

separable dw y1 ' ⇒ + 2 dx + Pdx = 0 ⇒ ln | w | +2 ln | y1 | + ∫ Pdx = c w y1 c1e − ∫ Pdx ⇒ ln | wy12 |= − ∫ Pdx + c ⇒ wy12 = c1e − ∫ Pdx ⇒ w = y12 . ∀x ∈ I How to reduce it to a first-order differential equation? Solution method: Standard form: Let a2 ( x) y ' '+ a1 ( x) y '+ a0 ( x) y = 0 y ' '+ P ( x) y '+Q( x) y = 0 y = u ( x) y1 ( x) ⇒ y ' = uy1 '+ y1u ' .QF202 DIFFERENTIAL EQUATIONS Reduction of order L3 27 Constructing a second solution from a known solution Suppose y1(x) is a nonzero solution to the equation a2 ( x). a1 ( x) and a0 ( x) ∈ C(I) a 2( x) ≠ 0. y ' ' = uy1 ' '+2 y1 ' u '+ y1u ' ' y ' '+ P ( x) y '+Q( x) y = u[ y1 ' '+ Py1 '+Qy1 ] + y1u ' '+ (2 y1 '+ Py1 )u ' = 0 zero =u ⇒ y1u ' '+ (2 y1 '+ Py1 )u ' = 0 ⎯w⎯→ y1w'+ (2 y1 '+ Py1 ) w = 0 ⎯' linear.

c⎯ dx y1 ( x) W ( y1 ( x).. 134.. y ' ' = x 3u ' '+6 x 2u '+6 xu 6 ⇒ x 2 y ' '−6 y = x 2 ( x 3u ' '+6 x 2u '+6 xu ) − 6ux 3 = x 5u ' '+6 x 4u ' = 0 ⇒ u ' '+ u ' = 0 x 6 ⎯⎯ → w'+ w = 0 ⇒ .QF202 DIFFERENTIAL EQUATIONS (continued) L3 28 w = u' = c1 e y12 − ∫ Pdx ⇒ u = c1 ∫ − Pdx c1 e dx + c2 2 y1 ( x) − ∫ Pdx − Pdx e ∫ 1= ⎯c2 =0⎯ 1→ y2 = y1 ( x) ∫ 2 ⎯ .18: A second solution by reduction of order x y ' '−6 y = 0.c1 = −5 ⇒ y = c1 y1 ( x) + c2 y2 ( x) or y = c1 x 3 + c2 x −2 . ⇒ w = c1 x −6 ⎯ x w=u ' c1 −5 ⇒ u ' = c1 x ⇒ u = − x + c2 5 −6 ⎯c2 =0⎯⎯→ y2 = 1 / x 2 ⎯ . y2 ( x)) = L = e ∫ ≠ 0 ⇒ general solution : y = c1 y1 ( x) + c2 y2 ( x) Example 3. y1 = x 2 3 [Textbook. pg. EXAMPLE 1] Solution: 6 ⇒ y ' '− 2 y = 0 x (standard form) → define y = u ( x) x 3 ⇒ y ' = 3 x 2u + x 3u ' .

2: repeated real roots m1=m2. and y’’=m2emx. so ay ' '+by '+ cy = 0 ⇒ am 2 e mx + bme mx + ce mx = 0 or e mx (am 2 + bm + c) = 0 Auxiliary equation: am 2 + bm + c = 0 y = c1e m1 x + c2 e m2 x y = c1e m1x + c2 xe m1x How is this obtained? 1: distinct real roots m1. m2.QF202 DIFFERENTIAL EQUATIONS y '+ ay = 0 ⇒ y = c1e − ax (where a is a constant) L3 29 Homogeneous Linear Equations with Constant Coefficients an y ( n ) + an −1 y ( n −1) + L + a2 y ' '+ a1 y '+ a0 y = 0 ⇒ solution?? We begin by considering the second-order equation: (where ai are all constants) ay ' '+by '+ cy = 0 If we try a solution of the form y=emx. m2=a-ib. y = C1e m1x + C2 e m2 x or y = e ax (c1 cos bx + c2 sin bx) . 3: conjugate complex roots m1=a+ib. then y’=memx.

19: Second-order DEs L3 30 [Textbook. 140. m2 = 3 2 ⇒ y = c1e − x / 2 + c2 e3 x (b) y ' '−10 y '+25 y = 0 ⇒ m 2 − 10m + 25 = 0 ⇒ m1 = m2 = 5 ⇒ y = c1e5 x + c2 xe5 x (c) y ' '+ y '+ y = 0 1 ⇒ m + m + 1 = 0 ⇒ m1 = − + 2 ⎛ 3 −x/ 2 ⎜ c1 cos ⇒ y=e ⎜ x + c2 sin 2 ⎝ 2 3 1 3 i. pg. EXAMPLE 1] (a) 2 y ' '−5 y '−3 y = 0 (b) y ' '−10 y '+25 y = 0 (c) y ' '+ y '+ y = 0 Solution: (a) 2 y ' '−5 y '−3 y = 0 ⇒ 2m 2 − 5m − 3 = 0 ⇒ m1 = − 1 . m2 = − − i 2 2 2 3 ⎞ x⎟ 2 ⎟ ⎠ .QF202 DIFFERENTIAL EQUATIONS Example 3.

pg. y ' (0) = 2 ⇒ ⎨ ⇒⎨ ⎩2c1 + 3c2 = 2 ⎩c2 = 4 / 3 4 ⇒ y = e 2 x (− cos 3 x + sin 3 x) 3 . y ' (0) = 2 Solution: y ' '−4 y '+13 y = 0 ⇒ m 2 − 4m + 13 = 0 ⇒ m1 = 2 + 3i. m2 = 2 − 3i ⇒ y = e 2 x (c1 cos 3x + c2 sin 3 x) ⇒ y ' = e 2 x [c1 (2 cos 3 x − 3 sin 3x) + c2 (2 sin 3x + 3 cos 3 x)] ⎧c1 = −1 ⎧c1 = −1 y (0) = −1. 140.20: An initial-value problem L3 31 [Textbook. EXAMPLE 2] ⎧ y ' '−4 y '+13 y = 0 ⎨ ⎩ y (0) = −1.QF202 DIFFERENTIAL EQUATIONS Example 3.

QF202 DIFFERENTIAL EQUATIONS Example 3. 2 = ± ki ⇒ y = c1 cos kx + c2 sin kx (b) y ' '−k 2 y = 0 Solution: m 2 − k 2 = 0 ⇒ m1. 2 = ± k ⇒ y = c1e kx + c2 e − kx Hyperbolic functions: sinh.21: Two second-order DEs worth knowing L3 32 [Textbook. EXAMPLE 3] (a) y ' '+ k 2 y = 0 Solution: m 2 + k 2 = 0 ⇒ m1. 141. cosh kx = 2 2 y = c1e kx + c2 e − kx = C1 cosh kx + C2 sinh kx . pg. cosh e kx − e − kx e kx + e − kx sinh kx = .

. x k −1e ax cos bx e ax sin bx.. m2=a-ib. say m e mx 2: for a repeated real root.. . of multiplicity k e mx .. x k −1e ax sin bx .. . x k −1e mx 3: for distinct conjugate complex roots m1=a+ib.. e ax sin bx 4: for repeated conjugate complex roots m1=a+ib and m2=a-ib of multiplicity k e ax cos bx. xe ax sin bx. e ax cos bx. xe ax cos bx.. say m.. xe mx ...QF202 DIFFERENTIAL EQUATIONS an y ( n ) + an −1 y ( n −1) + L + a2 y ' '+ a1 y '+ a0 y = 0 Solution: (where ai are all constants) L3 33 an m n + an −1m n −1 + L + a2 m 2 + a1m + a0 = 0 The fundamental set of solutions include 1: for a distinct real root.

y11 = x 2 cos x. y4 = xe3 x m = 1 + i. m = 2 ⇒ distinct real roots ⇒ y1 = e x . y9 = x cos x. y2 = e 2 x m = 3. assume n=12) (m − 1)(m − 2)(m − 3) 2 (m 2 + 1) 3 (m 2 − 2m + 2) = 0 Solution: m = 1. y8 = sin x. repeated conjugate complex roots ⇒ y7 = cos x. conjugate complex roots ⇒ y5 = e x cos x.QF202 DIFFERENTIAL EQUATIONS Example 3. y12 = x 2 sin x y = ∑ ci yi ( x) i =1 12 . repeated real roots ⇒ y3 = e 3 x .22: High-order equations L3 34 an y ( n ) + an −1 y ( n −1) + L + a2 y ' '+ a1 y '+ a0 y = 0 (where ai are all constants) ⇒ an m n + an −1m n −1 + L + a2 m 2 + a1m + a0 = 0 Suppose the above equation can be factorized as the following (i. y6 = e x sin x m = i. m = 1 − i.e. m = −i. y10 = x sin x.

where g(x) is o a constant o a polynomial function o an exponential function eax o sinbx. cosbx.QF202 DIFFERENTIAL EQUATIONS Undetermined coefficients – Superposition approach Solve ay’’+by’+cy=g(x). Examples: L3 35 (1) y ' '+4 y '−2 y = 2 x 2 − 3 x + 6 (2) y ' '− y '+ y = 2 sin 3x (3) y ' '−2 y '−3 y = 4 x − 5 + 6 xe 2 x (4) y ' '−5 y '+4 y = 8e x y = yc + y p . or o finite sums or products of the above functions.

EXAMPLE 1] y ' '+4 y '−2 y = 2 x 2 − 3 x + 6 Solution: Step 1: Step 2: ⇒ yc = c1e − ( 2+ 6)x + c2 e ( −2+ 6)x Assume y p = Ax 2 + Bx + C ⇒ y p ' = 2 Ax + B. 2 A + 4 B − 2C = 6 ⇒ A = −1. y p ' ' = 2 A Substituting yp and its derivatives into the differential equation. C = −9 2 5 yp = −x − x − 9 2 2 ⇒ y = yc + y p . pg.QF202 DIFFERENTIAL EQUATIONS Example 3. 147. B = − 5 . we have LHS RHS y ' '+4 y '−2 y = (2 A) + 4(2 Ax + B ) − 2( Ax 2 + Bx + C ) = (−2 A) x + (8 A − 2 B ) x + (2 A + 4 B − 2C ) 2 = 2 x 2 − 3x + 6 − 2 A = 2. 8 A − 2 B = −3.23: General solution L3 36 [Textbook.

B = − 73 73 6 16 ⇒ y p = cos 3 x − sin 3 x 73 73 .QF202 DIFFERENTIAL EQUATIONS Example 3. we have LHS RHS y ' '− y '+ y = (−8 A − 3B ) cos 3 x + (3 A − 8 B) sin 3 x = 0 cos 3 x + 2 sin 3 x 6 16 − 8 A − 3B = 0.24: Particular solution L3 37 [Textbook. 3 A − 8 B = 2 ⇒ A = . 148. pg. y p ' ' = −9 A cos 3 x − 9 B sin 3 x Substituting yp and its derivatives into the differential equation. EXAMPLE 2] y ' '− y '+ y = 2 sin 3 x Solution: Assume y p = A cos 3 x + B sin 3 x ⇒ y p ' = −3 A sin 3 x + 3B cos 3 x.

C = −2. B = − 23 . y p2 = Cxe 2 x + De 2 x … 4 23 4 ⇒ A = − 4 . 149. pg.25: Forming yp by superposition [Textbook. g 2 ( x) = 6 xe 2 x Assume y p1 = Ax + B. D = − 4 ⇒ y p = − x + − 2 xe 2 x − e 2 x 3 9 3 3 9 3 Step 3: y = yc + y p . EXAMPLE 3] ⇒ yc = c1e − x + c2 e3 x g ( x) = g1 ( x) + g 2 ( x) ⇒ y p = y p1 + y p2 g1 ( x) = 4 x − 5.QF202 DIFFERENTIAL EQUATIONS y ' '−2 y '−3 y = 4 x − 5 + 6 xe 2 x Solution: Step 1: Step 2: L3 38 Example 3.

we have 8 8 − 3 Ae x = 8e x ⇒ A = − ⇒ y p = − xe x 3 3 . y p ' ' = Ae x Substituting yp and its derivatives into the differential equation. EXAMPLE 4] y ' '−5 y '+4 y = 8e x Solution: Assume y p = Ae x 0 = 8e x ⇒ y p ' = Ae x . 150. pg. we have yc = c1e x + c2 e 4 x Assume y p = Axe x c2 =0 ←⎯ ⎯ y p = Ae x ⎯ Substituting yp and its derivatives into the differential equation.QF202 DIFFERENTIAL EQUATIONS Example 3.26: A glitch in the method L3 39 [Textbook.

tan x. 1 / x. or sin −1 x . Trial particular solutions The method is not applicable for g ( x) = ln x.QF202 DIFFERENTIAL EQUATIONS L3 40 Case 1: No function in the assumed particular solution is a solution of the associated homogeneous differential equation.

General rule: If any yp contains terms that duplicate terms in yc.QF202 DIFFERENTIAL EQUATIONS L3 41 Case 2: A function in the assumed particular solution is also a solution of the associated homogeneous differential equation. pg. 155. Example 3. EXAMPLE 11] y ( 4) + y ' ' ' = 1 − e − x Solution: yc = c1 + c2 x + c3 x 2 + c4 e − x y p = y p1 + y p2 y p1 = A y p1 = Ax 3 y p2 = Be − x y p2 = Bxe − x . where n is the smallest positive integer that eliminates that duplication. then that yp must be multiplied by xn.27: Fourth-order DE [Textbook.

dy + P( x) y = f ( x) dx ⇒ y=e ∫ ⎡ e ∫ P ( x ) dx f ( x)dx + c ⎤ ⋅ ⎢∫ ⎥ ⎣ ⎦ − P ( x ) dx P ( x ) dx e∫ f ( x)dx ⎯c =0 y p = e ∫ ⎯→ ∫ − P ( x ) dx dy + P( x) y = 0 dx ⇒ yc = ce ∫ − P ( x ) dx = cy1 ( x) method of variation of parameters y p = u1 ( x) y1 ( x) Substituting yp and its derivatives into the nonhomogeneous differential equation. we have d dy1 du1 + P ( x) y p = f ( x) ⇒ [u1 y1 ] + P ( x)u1 y1 = f ( x) ⇒ u1 + y1 + P( x)u1 y1 = f ( x) dx dx dx dx du f ( x) f ( x) ⎡ dy ⎤ ⇒ u1 ⎢ 1 + P ( x) y1 ⎥ + y1 1 = f ( x) ⇒ du1 = dx ⇒ u1 = ∫ dx dx y1 ( x) y1 ( x) ⎣ dx ⎦ dy p .QF202 DIFFERENTIAL EQUATIONS Variation of Parameters Linear first-order equation revisited: L3 42 P( x) and f ( x) are continuous on an interval I .

that is y1 ' '+ P ( x) y1 '+Q ( x) y1 = 0. and y2 ' '+ P( x) y2 '+Q ( x) y2 = 0 yc = c1 y1( x) + c2 y2 ( x) Q: Can two function u1 and u2 be found so that yp=u1(x)y1(x)+u2(x)y2(x) is a particular solution of the nonhomogeneous differential equation? A: Yes. u1 ' = W W1 and u2 ' = 2 W W y1 y1 ' y2 y2 ' .QF202 DIFFERENTIAL EQUATIONS Second-order equations: (standard form) L3 43 a2 ( x) y ' '+ a1 ( x) y '+ a0 ( x) y = g ( x) ⇒ y ' '+ P ( x) y '+Q ( x) y = f ( x) Assume that y1 and y2 form a fundamental set of solution on I of the associated homogeneous differential equation. W1 = 0 f ( x) y2 y2 ' assumption : y1u1' + y2u2' = 0 and W2 = y1 y1 ' 0 f ( x) where W = .

28: General solution L3 44 [Textbook. pg. y2 ) = 2 x 2e 0 W1 = ( x + 1)e 2 x xe 2 x = e4 x 2x 2x 2 xe + e xe 2 x = −( x + 1) xe 4 x 2x 2x 2 xe + e W2 = e2 x 2e 2x 0 ( x + 1)e 2x = ( x + 1)e 4 x u1 ' = W1 W = − x 2 -x and u2 ' = 2 = x + 1 W W x3 x x2 ⇒ u1 ( x) = − − and u2 ( x) = +x 3 2 2 ⎛ x3 x 2 ⎞ 2 x ⇒ y p = u1 ( x) y1( x) + u2 ( x) y2 ( x) = ⎜ + ⎟e ⎜ 6 2⎟ ⎝ ⎠ ⇒ y = yc + y p . EXAMPLE 1] y ' '−4 y '+4 y = ( x + 1)e 2 x Solution: ⇒ yc = c1e 2 x + c2 xe 2 x ⇒ y1 = e 2 x . y2 = xe 2 x e2 x W ( y1 . 171.QF202 DIFFERENTIAL EQUATIONS Example 3.

…. 0. 0. and Wk is the determinant obtained by replacing the kth column of the Wronskian by the column whose entries are 0. n W where W is the Wronskian of y1.QF202 DIFFERENTIAL EQUATIONS Higher-order equations: L3 45 y ( n ) + Pn −1 ( x) y ( n −1) + L + P ( x) y '+ P0 ( x) y = f ( x) 1 yc = c1 y1 + c2 y2 + L + cn yn y p = u1 ( x) y1 ( x) + u 2 ( x) y2 ( x) + L + u n ( x) yn ( x) M y ( n −1) 1 1 Assumption : ( n −1) n n u '+ y ( n −1) 2 2 u '+ L + y u ' = f ( x) y1u1 '+ y2u 2 '+ L + ynun ' = 0 y1 ' u1 '+ y2 ' u 2 '+ L + yn ' un ' = 0 M M ( ( y1( n − 2 )u1 '+ y2n − 2 )u 2 '+ L + ynn − 2 )u n ' = 0 uk ' = Wk . …. f(x). yn. y2. K . .2. k = 1.

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