Second order l i n e e r differential equations

1¥-- It,'ll 8¥)

general form of the 2"" order
ODE f- . T h i s equation i s linear if f is linear i n y and

y ' , i . e . f- I t ,y , 8¥) get)-pct)f t get) y

= -

y " ' petty' getty get)

+ = to
Play" +
a c t )y' + Ret)y = Gct)

When
glt)-O equation x D is called homogenous. Initial x e l n problem, consist of ox and a
peir of initial conditions

ytto)-yo, y'Hol-yo' ,
where yo a n d yo' e r e given numbers

equetio
We will show leter thet knowing solutions of homogenous equation w e can always find solution of n o n homogenous
n

Theorem Consider initial xebue problem y''t petty' guy get),

+ =
y It.)-yo, y'H o l - yo', where p ,q , g o r e continous o n open intend
I thet contains t . . This problem hes exactly solution l o w , and the solution exists a t every T E I .
o n e
y=

Example Find the longest interval in which solution of the initial value problem E - 3 A y" + t y' 4+314=0, y 197=2, y'a )i t
-

i s certain t o exist

solution: pet)- ¥3, gal -

I I I .3 J and glue0 . Thus ¥ - 0 and f - 3 one discontinuity points. The longest

open intervel t h a t contains 1 i s 40,3).

To a linear equation Y"+ py't o,y - 0 we can associate differential operator L

LTt] = 01"t
p d't g ¢ , y''tpy't g y r o ⇐ s L Ey]= O **O
Example p u t t ' , get)= I t t , yet, sin,@t) =

ftp.lsinstl" + FCsinBt)'t (htt) sinkt i = - S s i n 3 f t 3N c o s 3 T + ( h t t ) s i n 3 T

Feet If y a ,y , o n two solutions of eo, Ley]-y''t petty't gltly-0 then any linear combination G.yacht carpal is also
a solution (G,G one constants)

Proof i L l Gythyr)- (ayy Czyz)''t p l a y, ' cryr)'t 9 (Gyatczyr) = G .ya"t cry," t a p , y,'t a p aya' t
6%4×+4929, = Ca(ya''t pya'tq ya) +

↳ (ya''t p ya'tgy,)= a L E y i t t a l l y, ] 0 =

The next question i s if a l l the solutions of L I F E 0 a r e of the farm y e Cay,#It Gyact) for some 2 solutions 'Ltyito
Hiya-0. Let's start w i t the initial condition
*g 4 Ya( to ) + ( 2 Yalta)- yo " " '" ' yicts)(L)-(I:),
"' " "
Wedd.( "
' '" '
gift.))#0
"' " "

§ a . yictoi-czy.us-yo' ( yian if yian then #

p
Wronskian WIy,,y,) (to)
has a unique solution G , c , regardless
of the v a l u e of yo,
yo'

c,-detiiqti.fi#,a..detlIifinIYi:l-

Theorem suppose * I t ) , y.lt) are two solutions of Lopey" petty't gltly + -

O with yctokyo, y'.#d-y.'. Then i t i t
I . c.

dines possible t o choose the constants 4 , c, s o Thet ylttq-g.at t c , yact) satisfies thy]-O and the I . C .

If-and only i f wtya.yillt.TO

Since the initial condition can be specified a t any toelR we see that yet)-ayattleczyatt), where Leya?-0=25%7
of
contains a l l solutions L I y t o i f a n d only i f WEy a ,ya) ( t ) # O
f e e t . Functions y e t , y ,ft) one then celled ffundomentel
Solutions and Cayaltitczydt) i s called general solution.
Example Assume yacttert, yitter't o n t h e solutions of L I F E 0 . Then i f r, # r , y, ,y, form a fundamental set
of solutions ent er't
Wly,.gl#kt(meutr.ent)--@z-rde&' "t "

# O if v .* r e
 Can Wwuskien be sew in some points of I ?

Theorem (Abel)I f y, ,y, - solutions of Ley]- y''t petty't altly-O, where

p ,q o r e continues on a n
open interval I . T h e n

WTH,y i l t t c expl - J pltidt),

where c depends o n
ya, y , but not o u t . Moreover WEya ,y , I t t ) is either Zero for all t e I (oo) o r n e v e r zero

i n I ( Ceo)

Proof: I {y,''t petty!t o l t l y, - o / - y,

I ya" petty,''t gltly's o
+ l y,
and I 0 #
ftp.t#tpCtlfnYxYFiyy)=0, but his 4¥'t y , ya"-y¥'-Yi'ya = yay."-yi' y ,

Hence W'-1pct)w e 0 a
wet)e cexptfpctl.tt)

Therein Assume t h a t ytt): Uct)

tint), where U H ,K t ) o n red functions i s a solution of Lty7= y''tpetty't gltly' = 0

where pal, alt) red functions. Then Utt), ya) a r e also solutions of 2 4 7 = 0 .

Proof: l e t ylttuctl.int) be a solution of Lhp-O. Then

LIy)- U"A l t int)-1 putU 'A ) t i p A ) little qltllllti-iqctl.lt) U"A )+ pet)U'A )+ pit) U + i (4"HttpA )little yet)1141)-
=

= L I N H ) t i L I M A ) - O i f f LILITH)-O a n d LENCH-O i f f U, X o r e solutions

Homogenous 2"" order linear O D E w i t h constant coefficients 5. ay''t by't e y e 0 xD

We look for solutions of the form yet)= i t , y'-vert, y"- r e n t . Thus i t is solution of ¥0 i f f er? butc - 0

There a r e three cases

T aftbrt Ceo has two r e d roots,:b? 4 e c > O RE ,
-b£¥ .
W e have two solutions yff)-e"t , y-A) er-t. Since
=

rttr- solutions y + H I , y.lt) form a fundamental set of solutions WIy*,y . ] C t ) # O t t e r . General solution i s
given by yuk Cee"
t
+ C-er-t and C± one determined unieguley
by t h e initial condition #eye, y't h e yo'.

G e-2ft Cze-
3 T
Example y''t 5y't6 = 0 n't 5r t 6=0 rxi-2 y (f) =

A= 25-4.6 = p , , , , ,
W i i ", e-"t]-detfII.at?j3et3t)--e-5t-t0VteR

20 A c o i .e . b? h e c s o there a r e two complex roots re-bIif#=

X-tipi Thus w e get . a solution, q.lt)- e#in't
We know that e×jE÷I÷ thus e t : E';i¥, i e - i , i''-a, i t - i , . . iz't et)"
E i , l's-i, l ' s i i 'k, ←D k ; I 2 -

Ted.fr#egees-
42¥44
HenaeiEEI:ttIi?Iti.II; =
coxtisinx

¥¥i¥o Fiorito
of C o sx of sin( x )

sextet into
Hence
yt.lt) e[¥¥t±ig¥q¥tf. From t h e previous Theorem we know that Urettcorpht)

and UsI t ) - ettsingut) are a l s o solutions of LEytey''t by'ecy-O. T h e i r Wronskian i s given by

woe,.unitydeffe e" " r t 1) '

eat#O iff
"#rt feltcorpt)' e l sinput)
=..-= µ µ#0

The general solution i s hence

given by
y u k G e " coilprt)t Czettsin (pit)
Examplel y''ty't Efy-O , y 101=2 y'lo)-8

" t
4r2t4r-137=0 11=16- 16.37 e - 1 6 3 6 L O ↳ ( t ) - e- c o sC 3 t )

H A 4 - 6 = 24 r±=-4%24-1-{± " t
z,. Ua( t ) = e- sin (3T)

It "+ It
Y( t ) - e- [Gas(3T)+ Cz s i n (341]
, y 'A ) e- (Cx c o s3 f t Cz s i n 3T) * e- f- 3C, s i n 3 1 - + 3 Cz c o s 3T] =

y (o) s 2 '4=2 =
e-
I t
[Her { G )cos 3 T - ( 3 4 - I G ) s i n (3T)]

y'6 ) = 8 39-the 8 (2=3

¥ (265Gt) + 3 s i n13T))
yet)- e-

t¥¥
Example 2 y"#9y-O r't9=0
,
r - t 3i
, 7 = 0 , µ=3 y e c ,c o s A ) t Basinet)-265Gt) + § s i n (not)
4103=2

test.
y '101=8
30 # b ? 4 e c - o . re-r-i-Ee thus w e get only o n e solution y e e -E e t
We look for odditionel selection i n the form y e t vote #t. Celarleting

Eet
y'H i s l i t t l e Eet- Eey a , e-
I#tf
y"-y"( f ) e-Fet-Eelift:)e-'Eet-Ielittle#I bet,y a , =@ ( t i l t ) - Ev'A )+ bfervitt)t b (Ict)- bent#cut))e-# t e O
=
" Eet E v a , e-Eet
1 1 ( f ) e- - + Fayette-Eet
) µ
Q u "( f ) + (abtb )y'A ) + (the-the+ c)ve t s = 0

a l l " ltltovktlt.GE#c)xct7--O

H
= e-
Feet
y e te-
I t
⇐ C ,e -
#tecate.#t ⇐ "
( f )t o ve t ) = c , t ic,
y, A ) , yet)- v

I t
=/.EE#e.ttEetq-
t e- ¥
holy,,y,]A ) bEe)e-bEo/-- e- # 0 f t

T h u s the general solution 'Eet Czetbet

i s
yttle 4. e- +

Example Gy"-by' + y e O , y 107=2, y'Cole's j FIT Cztett

4r2- h r # 9 = 0 A-O r±= 'z , y It)= C, +

Le t Effete
Y (o)= 4 = 2 z,} Y(t)
- -

Y't o ) = E a t y e t , = , -
q

2e¥tte¥

¥¥¥jI?-2¥-
yet

stet