You are on page 1of 26

Differential

Equations Cont’d
Second Order Differential Equation

A second order differential equation can be formed when a


function is differentiated twice

Therefore they can be solved by integrating twice.

The general solution will contain two arbitrary constants.


Find the general solution of
  the differential equation

 
𝑑2 𝑦 3
2
= 𝑥 − 6 𝑥 +12
𝑑 𝑥
2
 
𝑑 𝑦 3
∫ 𝑑 𝑥 2 𝑑𝑥=∫ 𝑥 − 6 𝑥+12  𝑑𝑥
 
𝑑𝑦 𝑥4 2
= − 3 𝑥 +12 𝑥 + 𝐴
𝑑𝑥 4
 
𝑑𝑦 𝑥4 2
∫ 𝑑𝑥 𝑑𝑥 =∫ 4 −3 𝑥 +12 𝑥 + 𝐴 𝑑𝑥
4
 
𝑑𝑦 𝑥 2
∫ 𝑑𝑥 𝑑𝑥 =∫ 4 −3 𝑥 +12 𝑥 + 𝐴 𝑑𝑥
 
𝑥5 3 2
𝑦= − 𝑥 +6 𝑥 + 𝐴𝑥 + 𝐵
20
A particle moves in a straight line through a fixed point O. Its acceleration is given
by where t is the time in seconds after passing O, and x is the displacement from
O. The particle reaches a point A when

 
a. Find
b. Find x as a function of t.
  𝑑𝑥
2
𝑑 𝑥 𝑊h𝑒𝑛 𝑡 =2 𝑎𝑛𝑑 =3
2
=3 𝑡 − 4 𝑑𝑡
𝑑 𝑡

2
𝑑 𝑥
∫ 𝑑 𝑡 2 𝑑𝑡 =∫ 3 𝑡 − 4   𝑑𝑡  
3= − 2 + 𝐴
𝑑𝑥 3 𝑡2
 
𝐴 =5
= −4 𝑥 + 𝐴
𝑑𝑡 2  
𝑑𝑥 3𝑡2
= − 4 𝑥 +5
𝑑𝑡 2
 
𝑑𝑥 3𝑡2  
𝑑𝑥 3𝑡2
= − 4 𝑥 +5 b. = − 4 𝑥 +5
𝑑𝑡 2 𝑑𝑡 2
2
a  
𝑊h𝑒𝑛 𝑡 =1
 
𝑑𝑥 3𝑡
∫ 𝑑𝑡 𝑑𝑡=∫ 2 − 4 𝑥 +5 𝑑𝑡  
2
 
𝑑𝑥 3 (1 )
= − 4 (1 )+5  
𝑡3
𝑑𝑡 2 2
𝑥= − 2 𝑥 +5 𝑥 + 𝐵
2
  𝑑𝑥 5 − 1
= 𝑚 𝑠
𝑑𝑡 2
Suppose we have the first order differential equation
 

 
Example: Solve

This cannot be solved by ‘regular’ differential equations


Recall
 
𝑦 =𝑢𝑣  

∫ 𝑣𝑑𝑢+𝑢𝑑𝑣𝑑𝑥=𝑢𝑣
 
𝑑𝑦
( 𝑢𝑣 )=𝑣𝑑𝑢+𝑢𝑑𝑣
𝑑𝑥
Integrating Factor
 
𝑑𝑦
+ 𝑃𝑦 =𝑄
𝑑𝑥
We multiply both sides of the differential equation by the integrating
factor I which is defined as

 
∫ 𝑃 𝑑𝑥
𝐼 =𝑒
Multiplying our original differential equation by I we get that:
 
𝑑𝑦
+ 𝑃𝑦 =𝑄
𝑑𝑥
 
𝑑𝑦
→𝐼 + 𝐼𝑃𝑦=𝐼𝑄
𝑑𝑥
𝑑𝑦
 

→∫ 𝐼 +𝐼𝑃𝑦𝑑𝑥=∫ 𝐼𝑄 𝑑𝑥
𝑑𝑥 Product Rule

→𝐼𝑦=∫ 𝐼𝑄𝑑𝑥
Find the general solution of the differential equation
 

 
𝑑𝑦
2𝑥 2𝑥 2𝑥 −𝑥
𝑒 + 2𝑒 𝑦=𝑒 ∙𝑒
𝑑𝑥
 
∫ 𝑃 𝑑𝑥
𝐼 =𝑒
𝑑𝑦 2 𝑥
 

2𝑥 𝑥
 

𝐼 =𝑒 ∫ 2 𝑑𝑥 ∫ 𝑒 𝑑𝑥 +2𝑒 𝑦 𝑑𝑥=∫ 𝑒 𝑑𝑥
2𝑥 𝑥
𝑦 𝑒 =𝑒 +𝑐
 

2𝑥 𝑥 −2𝑥 −2𝑥
𝐼 =𝑒 𝑦= 𝑒 ∙ 𝑒 +𝑒 𝑐
   

−𝑥 −2𝑥
𝑦= 𝑒 +𝑒 𝑐
 
Find the general solution of the differential equation
 

 
𝑑𝑦 3 𝑒 𝑥  
3 𝑑𝑦 2 𝑥
+ 𝑦= 3 𝑥 +3 𝑥 𝑦=𝑒
𝑑𝑥 𝑥 𝑥 𝑑𝑥
𝑑𝑦 2
 

∫ 3𝑥 3 𝑥
 

𝐼 =𝑒
𝑑𝑥
∫ 𝑥 𝑑𝑥 +3𝑥 𝑦 𝑑𝑥=∫ 𝑒
3 𝑙𝑛𝑥 3 𝑥
𝐼 =𝑒 𝑥 𝑦= 𝑒 + 𝑐
   

3 𝑥
 

𝐼 =𝑒 𝑙𝑛 𝑥  
𝑒 +𝑐
𝑦= 3
3 𝑥
𝐼 =𝑥
 
Find the general solution of the differential equation
 

 
𝑑𝑦 1  
−2𝑥 𝑑𝑦 − 2𝑥 1 −2𝑥
− 2 𝑦= 𝑒 − 2𝑒 𝑦= 𝑒
𝑑𝑥 2 𝑑𝑥 2
𝑑𝑦 −2𝑥 1 −2𝑥
 
 
∫ − 2 𝑑𝑥 −2 𝑥
𝐼 =𝑒 ∫ 𝑒 𝑑𝑥 −2𝑒 𝑦 −2
𝑑𝑥=∫ 𝑒 𝑑𝑥
𝑥 2
𝑒
 
−2 𝑥
𝐼 =𝑒
 
−2 𝑥
𝑒 𝑦=− +𝑐
4
 
1 2𝑥
𝑦= +𝑒 𝑐
4

Homogeneous Linear
Differential Equations
 
To solve differential equations

  Find the roots of the auxiliary equation

  If are real and distinct the general solution is

  If are real but equal the general solution is

  If are complex the general solution is


Find the general solution of the differential equation
 

2
𝑢 − 4 𝑢+ 4=0
 

  2
( 𝑢 −2) = 0
  If are real but equal the general solution is

2𝑥
𝑦=𝑒 ( 𝐴+ 𝐵𝑥)
 
Find the general solution of the differential equation
 

2
𝑢 +3𝑢 −10=0
 

( 𝑢+5 ) ( 𝑢− 2 )=0
 

𝛼=−5 𝑎𝑛𝑑 𝛽 =2
 

  If are real and distinct the general solution is

−5𝑥 2𝑥
𝑦= 𝐴 𝑒 +𝐵 𝑒
 

Nonhomogeneous Linear
Differential Equations
 
is a nonhomogeneous second order differential equation

If the right hand side of the equation is not 0, then the particular solution can be found
as follows:

  First, find the form of the solution of the corresponding homogeneous equation
keeping the constants A and B as such: this is called the complementary solution

  Second, find a particular integral of the ODE )

Then the solutions of the ODE are of the form:


Undetermined Coefficients

This method consists in making an educated guess as to what the particular

integral should look like. The following table can be used:

F(x) Particular Integral


Find the general solution of the differential equation
 

2
𝑢 − 2𝑢+5 𝑦 =0
 

2 ± √ 4 − 20
 

𝑢=
2
 
𝑢= 1± 2 𝑖
  If are complex the general solution is

𝑥
𝑦=𝑒 ( 𝐴𝑐𝑜𝑠2 𝑥+𝐵 sin 2 𝑥)
 
Finding the particular Integral

′′ ′
𝑦 − 2 𝑦 +5 𝑦= 10 𝑥 +1
 

 
𝑦=𝐶𝑥 + 𝐷
 
𝑦 ′ =𝐶
 
𝑦 ′ ′=0
∴ 0− 2𝐶 +5(𝐶𝑥+𝐷)=10 𝑥 +1
 

∴5 𝐶𝑥+5 𝐷 −2 𝐶=10 𝑥+1


 

 
5 𝐶𝑥=10 𝑥 5 𝐷− 2𝐶 =1  

𝐶 =2 𝐷=1 𝑃𝐼 =2 𝑥+1
 
   
 

 
Find the general solution of the differential equation
 

2
𝑢 − 2𝑢=0
 

𝑢 ( 𝑢− 2 )= 0
 

𝛼=0 𝑎𝑛𝑑 𝛽=2


 

  If are real and distinct the general solution is

2𝑥
𝑦= 𝐴 +𝐵 𝑒
 
Finding the particular Integral

′′ ′
𝑦 − 2 𝑦 =5 sin 𝑥
 

 
𝑦=𝐶𝑐𝑜𝑠 𝑥+𝐷𝑠𝑖𝑛 𝑥

 
𝑦 =−𝐶𝑠𝑖𝑛𝑥+𝐷𝑐𝑜𝑠 𝑥
′′
𝑦 =−𝐶𝑐𝑜𝑠 𝑥 − 𝐷𝑠𝑖𝑛𝑥
 

∴− 𝐶𝑐𝑜𝑠𝑥 − 𝐷𝑠𝑖𝑛𝑥 −2 ( −𝐶𝑠𝑖𝑛𝑥 +𝐷𝑐𝑜𝑠𝑥 )=5 sin 𝑥


 

∴ 𝑐𝑜𝑠𝑥 ( − 𝐶 −2 𝐷 ) +𝑠𝑖𝑛𝑥 ( 2𝐶= 𝐷 )=5 𝑠𝑖𝑛𝑥


 

−𝐶 − 2 𝐷=0 2 𝐶 − 𝐷 =5
   

𝐶 =− 2 𝐷 𝐷=− 1
   
𝑃𝐼=2cos 𝑥− sin 𝑥
 

 
 

You might also like