BITS Pilani

ME G535: Advanced Engineering Mathematics

Dr. K. Ram chandra murthy
Assistant Professor, BITS Pilani, Hyderabad Campus
rcmurthy@hyderabad.bits-pilani.ac.in
BITS Pilani
Pilani|Dubai|Goa|Hyderabad
 Review

 First Order Differential Equations: Analytical Methods

• Solution Curves without a Solution
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
• Linear and nonlinear Models
• Modeling with Systems of First-Order DEs

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 Scope of this lecture

 Higher Order Differential Equations: Analytical Methods

• Theory of Linear Equations
• Reduction of Order
• Homogenous Linear Eqns with Constant Coefficients
• Undetermined Coefficients
• Variation of Parameters
• Cauchy–Euler Equations
• Non-linear equations
• Linear Models: IVPs, BVPs
• Systems of linear equations
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 BITS Pilani
Pilani|Dubai|Goa|Hyderabad

Higher Order Differential Equations:

Analytical Methods
 Theory of Linear Equations

 Concepts of initial-value problems (IVPs), introduced in Section 1.2, are applicable to

nth-order DEs:

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 Theory of Linear Equations

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 Theory of Linear Equations

 Boundary-value problems (BVPs) consist of solving a linear DE of order 2 or greater in

which the dependent variable y or its derivatives are specified at different points

 General BCs:

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 Theory of Linear Equations

 A linear n-th order D.E.:

• Homogeneous equation:

• Non-Homogeneous equation:

• Standard assumptions:

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 Theory of Linear Equations

 The differential operator D transforms differentiable functions into other functions

 Any linear DE can be expressed in terms of D

 n-th order linear differential operator:

 Linearity of L:

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 Theory of Linear Equations

 The sum, or superposition, of two or more solutions of a homogenous linear DE is also

a solution:

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 Theory of Linear Equations

 If two functions are linearly dependent, then one is a constant

multiple of the other (otherwise, they are linearly
independent)

• Lin. Dep:
 Any set of n linearly independent solutions y1, y2, …yn of the

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homogenous linear DE on interval I is a fundamental set of
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Theory of Linear Equations

If each of the functions possesses at least n – 1 derivatives, the determinant is the

Wronskian function

If Wronskian for all x, then the functions are linearly independent

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 Theory of Linear Equations

 If y1, y2, …yn is a fundamental set of solutions and ci, i =1,2,…, n are arbitrary constants,
• General solution of homogenous DE is

• General solution of NON-homogenous DE is

complimentary soln. yp is a particular soln.

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 Reduction of Order

 Reduction of order can be used to reduce a linear second-order DE with known

solution y1 into a linear first-order DE, which can be solved for a second solution y2:
• Since ,
• Substitute this into the D.E. and find and hence

 Applying reduction of order to the standard form of a linear homogenous DE,

gives,
y  P  x  y  Q  x  y  0
e 
 P  x dx

y2  y1  x   2 dx
y1  x 

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 Reduction of Order

Use reduction of order, to find a second solution y2(x):

;
Sol:

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 Homogenous Linear Equations with
Constant Coefficients

 Interestingly, the homogeneous D.E. with constant coeff. ai, (i=1,2,…,n),

has solutions that can all be constructed out of exponential
functions.
 The general solution of ay   by   cy  0 is found by seeking a solution of the
form . Substitute it in the D.E. to get an auxiliary equation, am 2
 bm  c  0
 Solve the auxiliary equation for roots m1 and m2

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 Homogenous Linear Equations with
Constant Coefficients
• Case I: m1 and m2 are real and distinct
y  c1e m1x  c2 e m2 x
• Case II: m1 and m2 are real and equal

• Case III: mm1 xand m2mare conjugate complex numbers

y  c1e 1
 c2 e
x 2
or
x
ye c1 cos  x  c2 sin  x 
For

For

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 Homogenous Linear Equations with
Constant Coefficients

 Similarly, to solve, nth order D.E.:

we solve the nth order polynomial,

 If
• its roots are all real & distinct,
• its roots are complex, ; roots occur in conjugate pairs
• occurs k times, general solution must contain the linear combination,

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 Homogenous Linear Equations with
Constant Coefficients

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 Undetermined Coefficients

 Method of undetermined coefficients can be used to obtain a particular solution yp

• Conjecture about the form of yp based on the kinds of functions making up the input
function g(x)
• Limited to nonhomogenous linear DEs where
• Coefficients ai, i = 0, 1,…, n are constants
x
e
• g(x) is a constant, a polynomial function, ,
sin  x
or
cos  x
, or finite sums and products of these functions

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 Undetermined Coefficients

yp can be formed by superposition

There are models of yp for various functions

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 Undetermined Coefficients

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 Undetermined Coefficients

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 Undetermined Coefficients

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 Variation of Parameters

 The method of variation of parameters used to find yp of linear first-order DEs can
also be used with linear higher-order DEs
• Always yields a yp if the homogenous equation can be solved
• Not limited to simple functions (like in undetermined coefficients)
• Also not limited to constant coefficients

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 Variation of Parameters

 To solve g  x   a2 y  a1 y  a0 y
• Find the complementary function yc  c1 y1  c2 y2[seek a solution of the form,
• Compute the Wronskian
W  y1 in
• Divide by a2 to put the equation , y2  x  form
x standard

 
f x  y  Py  Qy
• Solve for u1 and u2 by integrating and
W W2
u1  1 u2  Cramer’s
W W Rule
0 y2 y1 0
and W1  W2 
f  x y2 y1 f x

y p  u1 y1  u2 y2 y  yc  y p

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Problem
Q: Using the method of variation of parameters solve
y’’ + y = sec x
Sol: Given equation in symbolic form is (+1) = sec x
a) to find C.F
Its Auxilliary equation is + 1 = 0,
Therefore
Thus C.F. is
b) To find P.I.
Here y1 = cosx, y2 = sin x and f(x) = sec x
Therefore W= = = + = 1

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Problem

Thus P.I. = - y1 + y2
= - cos x + sin x
= - cos x + sin x
=
Hence the general solution of the given D.E. is

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 Cauchy–Euler Equations

The Cauchy–Euler (or Euler) equation is a linear DE of the form

where are constants and the exponent of the coefficient matches the order of
differentiation

y  x m is a solution of the second order DE whenever m is a solution of the auxiliary

equation
am 2  b  a  m  c  0
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 Cauchy–Euler Equations

General solution is therefore

For higher order equations, if root m repeats k times,

(or)

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 Cauchy–Euler Equations

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 Linear Models: Initial-Value Problems

Several linear dynamical systems are modeled with linear second-order DEs with constant
coefficients and initial conditions at t0
– Spring/Mass Systems: Free Undamped Motion
– Spring/Mass Systems: Free Damped Motion
– Spring/Mass Systems: Driven Motion
– Series Circuit Analogue

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 Non-Linear Models

Many of the real life systems are governed by non-linear differential equations.
Ex: , , etc.
(spring-dashpot)
(boundary layer flow of fluid)

• Non-linear models do not have the property of superposability

• Typically difficult or impossible to solve analytically
• Numerical solutions are often the only method to solve them

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 Systems of linear equations

Solved using the method of systematic

elimination.
Ex:

Eliminate y to get
Solve for x:
Obtain y:

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