IMTH204ilecture1

1is
itifEth transformatin that
a

transforms a function into another function

Recall Transformation from a vectorspace to another

vector space

The Differential operator D transforms a

differentiable function into its derivative

e
g consider D Ct C

where Ct is the space of differentiable functions

all
with continuous derivative
and C is the space of all continuousfunctions

Hatin D
50 Dy y
1
For higher derivatives D y D DY Y
For a homogeneous linear ODE with constant
coefficients y ay by 0 can be
written as LY PD I 0
when L P D D AD DI
second order differential operator
Here I is the identity operator IT L
Note that L is defined only on C

kfItwiu
4I.fm i differentiable
functions then
Cy deg C L 7 dL a where c

and d are constants

et P D D ad BI e

4 an b e P x o

Thus e is a solution of the ODE

iff X is a solution of the characteristic
P x O
equation

P x is a polynomial the usual sense

in

of algebra Replacing 7 by the operator

we get the operator polynomial
PCD operational calculus
 P D can be treated like an algebraic
quantity and we can factor it

D 2.4 I D 1.61 Y 0

6
So Y e Y andis a basis et
of the solution and the general solution
6
is y C e get

If L D Z 0 then Z is an eigen
NFEnation to the eigenvalue0
of L corresponding

t D Y Y
ie Y is an eigenfunction of t
corresponding to eigenvalue 1
Then D AD b I Y 7

D ab b 1 I Y 0

I is eigenfunction of L1 DEAD b 1 I

corresponding to the eigen value 0

 Differential Equation can be thought of
fthnssolutionofafomogeneom.hn
eigen function of the corresponding
Differentialferee
E Find all eigenfunctions corresponding
to zero eigen value of the differential
D 2D 31
operator

LD 2D 3I Y 0

24
Y 37 0

Characteristic Equation 227 3 0

2 2
7 1 tri
2
so x e 1 Cos D Sin Rx

Ex If want the eigenfunction of

we
D 2D 31 corresponding to eigenvalue
then D 20 3 1 260 24
and so we need to find the solution of
9 291 27 0
 The characteristic Equation is 7 2 2 0

I
IT 1ti
2
2IF4
So e Cos Sina
Y x

is 3 I
eigen function of D 20
an

corresponding to to eigenvalue 1

Notes Let 4 ay by 0

D AD b1 I 0

D y 0 where L D D aD bI
I Kerl D

Thus solving the ODE y ay by 0

is same as finding kernel of L D aDtbI

Ex Find the kernel of D 3D 401

TE Kee D 3D 40 I
2 0
3D 40 Y
Characteristic Equation 72 37 40 0

x 8 5 0

7 8 5
Thus Ker D 3D 401
5
c e8 C2 e C1 C2 ER

HigherorderlinearODE
A nth order ODE is linear if it can bewritten
as Y Pn G YES't TIGHE P.NLN PCD
Otherwise it is nonlinear
It is homogeneous if 861 0

gonna of
solutions of a homogeneous linear ODE is
also a solution

TeneralsolutionI
The general solution of the ODE on an

open interval I is of the form

CIA Czyz T enYn

where 7,42 An is a set of linearly

independent in I solutions

A set 7 72 In is linearly
indepent in I if
CnYn 0
CITI C2Y
C1 C2 n O

Ex 501 21
01 is linearly dependent
since 0
fi 1 a
E a 0

1 x x2 is
linearly independent
interval
on any open
C It 0 1 0 21 0 712
Since It 637 0

1 0 0 Cz 0
2

We will learn method of testing independence

with the Wronskian

B
fagneralsoluf
57 44
EE
y 0
Let us
try a solution of the form e
2
Then e 5 e 4e 0

e 74 572 4 0

74 572 4 0
2
2
4 1 0 72 4 or 7 1
2 2 1 1
7
So the general solution is
C e 2 c
Y C é Cze e

InitialvalneP.ro lem

An initial value problem consists of a initial

conditions
Y 2 K1 7
Koa Kn Y 1

These n conditions are used to determine the

constants of the general solution
C J Czyz Cny

Ex Py 378 62141 67 0 I 1 2 Y 1 L Y 1

This is a third order Enler Cauchy problem

Let us try a solution Y 2m
 3 2
Then x mm 1 m 2 am 37mm 1 am
1
601 mam 62m 0

m m 1 m 2 3m m 1 6m 6 2m 0

M D m 2m 3m 6 am 0

1 m 2 m 3 2m 0

1,2 3
m and the
19 2123237
2
general solution is 22
For the particular sotnFF 2
LK y 4

Hence C
Cat63 2
1 C 29271 32322 C
222 35 1
a 262 6232 222 6 3 4

Now 22 203 1

sina.it i
Then 2 2 11 1 15 17
and III
so.thetastg.fit
 solutions Wronskian
IIpendn.ee
Consider the homogeneous linear ODE
ykbtpn.in 2 5 MAftp.GDYGD 0

Assumethatthefunctions
fn P1 x
P a are

continuous on anopen interval I

A set of solution 4,42 tn on I
is linearly dependent iff their
Wronskian
4 72 In
WG W 4 An
y Y
1 ya

ok
I
for some E I
if WG 0 for some
Furthermore D EI
then WHO KEI
Hence if there is an X EI at which
It is not zero then 4 72 In are

linearly independent on so that they

form a basis of solutions of on I
 EI 1 21,712 are solutions of the ODE
y 0

The coefficient functions are continuous

everywhere ie on IR
Now w
̅ GD 1 2 270
Y

Hence 22 are linearly independent

1 71 on IR

and forms a basis of solutions of the ODE

Ex 52 211 are solutions of the ODE

y 0

However
WLD 2 55
2 10 1031

2 0 0 0

Hence x 571 2x are

linearly
dependent
EEsteneanddniqnen

essofsolutions EE
eitee i
pn.MY G P G Y GD t.GDJG.IO

with n initial conditions

a Ko Y 8 Ko 7 a Kn 1
If the coefficients pn GD P a are continuous
on some open interval I and EI
then the IVP has a unique solution x on I

EY.IT omifshEnoioDE
yfutbnGDYE.lt P G aftp.GDYGD O
If the coefficient functions pn.fi PCIDPo a
are continuous on some open interval I
then there exists a
general solution of the
ODE on I

t.IE is s i
 Y G Pn a Y 1 bCDY G t.MY D O

If the coefficient functions pn.pe PG f G

are continuous on some open interval I
then every solution Y X on I is

of the form Y CD C a Cn x

where 7,72 In is a basis of solutions

of ODE on I and C cz __
Cn are suitable
constants
Hence the ODE has no
singular solution
that is solutions that cannot be obtained
from the general solution

ftp.f
ffsQDEswithconstan Itusconsihn
n th order homogeneous linear
ODE with constant coefficients
y pm y P Y BY 0

If wesubstitute e as a possiblesolution

we get the characteristic equation as

 pm t P At 1
0

or complex and
where roots
may be real
have any degree of multiplicity

DistinctReal.RO
If all the n roots 71 X2 tn are real
and different then the corresponding
general solution is get t Cne
The n solutions e e e n are

linearly independent

Simeone roots
The
part of the general solution
associated to a couple of conjugated
complex roots α Iiw is
Kimble
71,72
e c cos a Casin D Cos wa 8

1009 0
Es y J 1004

The characteristic equation is

3 2 0
1007 100
 747 1 100 X 1 0

x 1 72 100 0 7 1 1102

So the general solution is

Y C e CzCos 021 Sin 071
t.cz

a
fhfiÉof
real root
general solution associated to
order m is
1
e
co can em 171m

0
Ex y By 3y y
The characteristic equation is

75 374 373 72 0
2
x 73 3 37 1 0

7 0 x 13 0
0 2
multiplicity
and 1 multiplicity3

Hence the general solution is

2
Y c Cza 3714 e 4 5
 knees f
Consider the Linear ODE with constant coefficients
Pn 4 pay to 0

and define the differential operator

L D DID P I
pn.ph
The ODE can be written as LY 0
For y e is a solution of the ODE then
ex e Pa 0

where P X bn EX

Now if 71 is a root of P x of order m then

m
e e x 7 P a where PIA

mfE EM
m t
mG a
4 p D x 1

Since all derivatives are continuous

L 1 see

84 1 Ice
From and

mA 7,7 Te EAD
Ge 84
x 1 EE RAIL
0

Llae 0

e is a solution of the ODE

We repeat this step and produce

can

x e te by another m 2 such
differentiations with respect to X Going one step
further will no longergive zero on the right
because the lowestpower of X 2 would then be
7 11 and this will bemultiplied by m P a
where P1 x 0 P1 a has no factor G
Thus e see 2m e are precisely
the solutions associated to

By calculating the Wronskian of the above

solutions we can see that it is e times
a determinant which is the wronskian of
t
1 x x 2m The later is 1 2 MD 0
1 71,75 71m are solutions of y
m
 Therefore et e 2m e are
linearly
independent solutions of the ODE

M
lecmfexcuteroots
part of the general
TK
solution associated
to a couple of complex conjugate roots
71 α Iiw
of order m is

1
e C I Cm pcm cos x
1
do dex dm am sin D

or can be written as

ed A Cos Eos eox 8m

x 8 Apccosted 81 Am.sc 1

onhomogneous Linear0DEI
A nonhomogeneous linear ODES of nth order is
given by YC't tn.MY PG I PGD
and P x 0

A generalsolution on an open interval I is

of the form
a
9 a Yea Yp
 where 9h x C 41 2 Cntn x is a general
solution of the corresponding homogeneous ODE
yntpn.gs y P a Y toG Y 0 on I
Yp any solution of the nonhomogeneous ODE
is

on I containing no arbitrary constants

If Pn a P x and P x are continuous

functions on I then a
general solution
of the ODE exists and includes all solutions
Thus the ODE has no singular solution

Ihddetervedfefficients.ee
For a linear nonhomogeneous ODE with constan
coefficients
y pm to PG
we can use the method of Undetermined
coefficients in the same way as in second order ODES

3y 3y y 30é Y 07 3,2 o 3 y 6 47
EI y

The characteristic equation of the associated

3
homogeneous equation 372 37 1 0
 3 1 Multible root
1 0 7 of order 3

2
EX e
Hence In 3

Atow note that the R.tt S P x 305

also satisfies the homogeneous ODE and it
corresponds to a triple root of the characteristic
equation
Let us try Yp Ax é
A é A 3 2 3 e
Yp 3Ax é x
3 é
A 3 2
2
A 6 3 é
Yp 2
A 631 6 013 e
Yp
A 6 12 3 2 e A 6 6
2
23 é
Yp
2 3
Yp A 6 1801 9 e

Substituting in the ODE we get

3 é
A 6 182 922 23 3 A 6 6 12 x é t 3A 3 2

Ax é 305

A x 3
3
323 13 02
A 922 1822 9 2
0
 A 182 182 0
6A 30 A 5
0
Yp a 5 35

Therefore the general solution of the given ODE is

2 3 é
3 é 5

I
2
i
Y 2 2 223 15 é c 3245213 é
y O 3 C2 C1 3 2 9 3 33

Then 257 15012 é 3 3245013 é

y x
2 e
7 x 203 302 é 292 15
2
15
2
e 3 53 é
263 3

o 47 203 3 47 213 50 3 252

Therefore the particular solution of the given ODE IVP

3
is
125 51
 Ya

in

t doftariationof
Parameters TL
of variation of parameters also
method
extends to arbitrary ordern
Let 41 42 An be a basis of solutions of thehomogeneous
equation y bn a Y P a Y t.MY 0
Then a particular solution Jp of the nonhomogeneous
equation Y Pn G y P a Y to a PGD
isgiven by the formula
YpG 7144 rGDdx In ftp rGDd

aEtEfYEfrGDd
 on an open interval I on which pn.fi I C PED
are continuous Here it is the wronskian of
71 42 In and Wk is obtained from w
̅
by replacing Kth column of w
̅ ba

If
241ns 2170
EI x y 3x y 6 xy 6

This is an Enler Cauchy equation of order 3

For the
general solution of the homogeneous
equation we try J xm
3
Then 213 m m 1 m 2 71m 3x m m 1 21m I 62min
6km 0
6m 6 2m 0
In m 1 m 2 3m m 1

3m 612cm
m
Dfm m 2 0

m 1 m 5m 6 O m 1 m 2 m 3 0
m 1 2,3
General solution of the homogeneous equation
Yp CIX C22 323
Thus X Y 712 93 x 4 51 In
Now W
1 63 2
2 2 3
3 2 6
1 3
4 3
0 2 62 6 1227

4 4
1 3 2 147

31
3 313
C1 3 1 2

2
1
2
1 2 1

Then G 2
2 xena do
if xena da

315 Inside

12 x forenada offalada fenda

 in Een Een s

241ns In Mena

241m 2,4 42
9 118 241m
3
14

ff f
tm

Thus the general solution of the given ODE is

2
Y a
In p
x
4,2 2 5 13 41 1

Exams
y 3y 27 10 Sink

Forthe solution of the homogeneous equation

the characteristic equation is 23 2 0

x 2 2 1 0
1,2
so the solution of the associated homogeneous equation
is Yp C e eye
For a particular solution of the nonhomogeneous
 equation first we use Method of Undetermined
coefficients
Let A Sindt Bosx
Yp
Then Yp Acosx B sink and Jp A sink Blossi

Then Asink Bosa 3 Acosx B Sinx ZIASina Boss

10 Sink
Sink A 3B 2A CosX B 3A 2B 10Sink

104 10
3 18 End

So
IYpw CI
sinx 3

fwiatono am.to

w ze e e

Then UC
f losinx die 10 e sinada

10 sine é fcosxé da
 10 é sink 10 é cos Ssinxé dx

10 e sins to e coss U X

2460 10 e Sinx Cosa

UK 55 sinx Cos

losindt Sinda
I
Now V6 10 e

101 sinx
f cassida

10 e six
E'cosx JEJEsindd.is
sinda
55 sinx I e cosa
I e

55 sink 65K V6

5 é Sink Cosx
f V64

UCR 4 e sinx 2 e coss

So Yp a HEDY G V X Y x
 é 5é sinx cos x e 4 e sine 263
55in 5652 45in 26571

sinxt3CO.IT
IYpGD