Differential Equations

MT 203

Lecture # 08

Engr. Muhammad Murtaza

Linear Differential Equations of
Higher Order
Linear Differential Equations of Higher Order
Linear Differential Equations of Higher Order

dny d n 1 y
dy
an  a n 1    a1  a0 y  0
n n 1 dx
dx dx

dny d n 1 y dy
a n ( x)  a n 1 ( x)    a1 ( x)  a0 ( x) y  g ( x)
dx n dx n 1 dx

y ( x0 )  y 0 , y / ( x0 )  y 0/ ,......... y n 1 ( x0 )  y 0n 1
Linear Differential Equations of Higher Order

y ( x0 )  y 0 , y / ( x0 )  y 0/ ,......... y n 1 ( x0 )  y 0n 1

d2y dy
a 2 ( x)  a1 ( x )  a0 ( x) y  g ( x)
2 dx
dx
y ( x0 )  y0 , y / ( x0 )  y0/
Linear Differential Equations of Higher Order

y  3e 2 x  e 2 x  3 x

y //  4 y  12 x, y (0)  4, y / (0)  1

d2y
 12e 2 x  4e  2 x
dx 2
Linear Differential Equations of Higher Order

d2y
 4 y  12e 2 x  4e 2 x  12e 2 x  4e 2 x  12 x  12 x
dx 2

y (0)  3  1  0  4 y  (0)  6  2  3  1

y  3e 2 x  e 2 x  3 x

a2 ( x )  1  0
Linear Differential Equations of Higher Order

3 y ///  5 y //  y /  7 y  0

y (1)  0, y / (1)  0, y // (1)  0

a3  3  0
Linear Differential Equations of Higher Order

dny d n 1 y dy
a n ( x)  a n 1 ( x)    a1 ( x)  a0 ( x) y  g ( x)
dx n dx n 1 dx

y  cx 2  x  3

x 2 y //  2 xy /  2 y  6 y (0)  3, y / (0)  1

y   2cx  1 y   2c
Linear Differential Equations of Higher Order
x 2 y //  2 xy /  2 y  x 2 (2c)  2 x(2cx  1)  2(cx 2  x  3)
 2cx 2  4cx 2  2 x  2cx 2  2 x  6
 6.
y (0)  3  c(0)  0  3  3
y / ( 0)  1  2 c ( 0)  1  1
Linear Differential Equations of Higher Order

d2y dy
a 2 ( x)  a1 ( x )  a0 ( x) y  g ( x)
dx 2 dx

y (a )  y 0 , y (b)  y1
Solution curves of a BVP that pass through two points
 Linear Differential Equations of Higher Order
Example 1
Consider the function
y  3x 2  6 x  3
We can prove that this function is a solution of the boundary-value
problem
x 2 y //  2 xy /  2 y  6,

y (1)  0, y ( 2)  3
Since,
dy d2y
 6 x  6, 2
 6
dx dx
Therefore,
2 d2y dy
x  2x  2 y  6 x 2  12 x 2  12 x  6 x 2  12 x  6  6
dx 2 dx
Linear Differential Equations of Higher Order

y (1)  3  6  3  0, y (2)  12  12  3  3
Linear Differential Equations of Higher Order

y //  16 y  0
y  c1 cos 4 x  c 2 sin 4 x

y ( 0)  0 , y ( / 2)  0

y  c1 cos 4 x  c 2 sin 4 x

y  c 2 sin 4 x
 Linear Differential Equations of Higher Order
Also,
When y ( / 2)  0
Implies
0  c 2 sin 2
Since,
sin 2  0

for any choice of ‘c’ it follows that for the problem

y //  16 y  0, y (0)  0, y ( / 2)  0

The solution is the one parameter family

y  c 2 sin 4 x
Linear Dependence and Linear
Independence
Linear Dependence and Linear Independence

c1 f1 ( x)  c 2 f 2 ( x)  .  c n f n ( x)  0,  xI

c1 f1 ( x)  c 2 f 2 ( x)  .  c n f n ( x)  0,  xI

c1  c 2    c n  0.
Linear Dependence and Linear Independence

f1 ( x), f 2 ( x)

c1 f1 ( x)  c 2 f 2 ( x)  0

c1  0 c2  0
c1  0
c2
f1 ( x)   f 2 ( x)
c1

f1 ( x )  c 2 f 2 ( x )
Linear Dependence and Linear Independence

(1) f1 ( x)  c 2 f 2 ( x)  0,  xI
Linear Dependence and Linear Independence

(, )
1
c1 sin 2 x  c2 sin x cos x  2 sin x cos x   sin x cos x
2
c1 sin 2 x  c2 sin x cos x  0

c1 f1 ( x)  c2 f 2 ( x)  c3 f 3 ( x)  c4 f 4 ( x)
 c1 cos 2 x  c2 sin 2 x  c3 sec 2 x  c4 tan 2 x
Linear Dependence and Linear Independence

 cos 2 x  sin 2 x  1  tan 2 x  tan 2 x

 11 0  0

(0,  )

f 1 ( x)  x  5, f 2 ( x)  x  5 x, f 3 ( x)  x  1, f 4 ( x)  x 2

f 2 ( x)  1. f1 ( x)  5. f 3 ( x)  0. f 4 ( x)
Linear Dependence and Linear Independence

f1 f 2  fn
f1/ f 2/  f n/
  
f1n 1 f 2n 1  f nn 1
Linear Dependence and Linear Independence

W ( f1 ( x), f 2 ( x), , f n ( x))  0

W ( f1 ( x), f 2 ( x), , f n ( x))  0, x  I

 Linear Dependence and Linear Independence
Example 1
Let ‘a’ and ‘B’ are real numbers and   0 then ,
x x
y1  e cos  x
and y 2  e sin  x
are linearly independent on any interval of the x-axis since
ex cos  x ex sin  x

W ex cos  x, ex sin  x  
  ex sin  x  ex cos  x  ex cos  x  ex sin  x
  
W ex cos  x, ex sin  x   e 2x cos 2  x  sin 2  x 
W e x
cos  x, ex sin  x    e
2x

W e x
cos  x, ex sin  x   0

So functions are linearly independent.

Linear Dependence and Linear Independence

(, )

sin 2 x 1  cos 2 x
W  f 1 x , f 2 x  
2 sin x cos x 2 sin 2 x
W  f 1 x , f 2 x   2 sin 2 x sin 2 x  2 sin x cos x
 2 sin x cos x cos 2 x
W  f 1 x , f 2 x   sin 2 x [2 sin 2 x  1  cos 2 x]
W  f 1 x , f 2 x   sin 2 x [2 sin 2 x  1  cos 2 x  sin 2 x]
W  f 1 x , f 2 x   sin 2 x [sin 2 x  cos 2 x  1]
W  f 1 x , f 2 x   0
Linear Dependence and Linear Independence

m1x m x
f 1 x   e , f 2 x   e 2 , m1  m2

c1 f1 ( x)  c 2 f 2 ( x)  0
c1  0  c 2 m1  m2
xR


W e m1 x , e m2 x   e m1 x e m2 x
m1e m1 x m2 e m2 x
 m2  m1 e m1  m2 x
0
 Summary

• Higher order linear differential equation.

• Homogeneous and non-homogeneous equations with constant

coefficients.

• Initial value problem (IVP) and it’s solution.

• Existence and Uniqueness of Solutions.

• Boundary value problem (BVP) and it’s solution.

• Linear independence and dependence of functions.
• Wronskian of a set of functions.