4.

1 Preliminary Theory Homogeneous Linear Equations Homogeneous linear nth-order DE

an ( x) y ( n ) + an 1 ( x) y ( n 1) + ... + a2 ( x) y + a1 ( x) y + a0 ( x) y = 0

Non-Homogeneous linear nth-order DE

an ( x) y(n) + an1 ( x) y(n1) + ... + a2 ( x) y + a1 ( x) y + a0 ( x) y = g ( x)

Superposition Principle Homogeneous Equations Theorem: Let y1, y2, ., yk be solutions of the homogeneous nthorder DE on any interval I. combination: Then the linear

y = c1 y1 ( x) + c2 y2 ( x) + ... + ck yk ( x)
where ci , i = 1,2,..,k are arbitrary constants, is

also a solution on the interval I.

Linear Dependence / Linear Independence Definition 1 A set of functions f1(x), f2(x), , fn(x) is said to be linearly dependent on an interval I if there exist constants c1, c2, .., cn not all zero, such that

c1 f1 ( x) + c2 f 2 ( x) + ... + cn f n ( x) = 0
for every x in the interval. In other words, the set of functions is said to be linearly independent if c1 = c2 = ... = cn = 0

Linear Dependence / Linear Independence Definition 2 A set of two functions f1(x) and f2(x) is said to be linearly dependent on an interval I when one function is a constant multiple of the other.
f1 ( x) = constant f 2 ( x)

In other words, the set of functions is said to be linearly independent if

f1 ( x) constant f 2 ( x)

Example 1 Determine whether the functions are linear

independent on the interval (-,):

1) 2) 3) f1 ( x) = x, f 2 ( x) = x 2 , f3 ( x) = x3 f1 ( x) = 5, f 2 ( x) = sin 2 x, f3 ( x) = cos 2 x f1 ( x) = 2 + x, f 2 ( x) = 2 + x

Wronskian Suppose each of the functions f1(x), f2(x), , fn(x) possesses at least n-1 derivatives. The determinant

W ( f1 , f 2 ,..., f n ) = f1

f1 f1 :
( n 1)

f2 f 2 : f2
( n 1)

... ... : ... fn

fn f n :
( n 1)

where the primes denote derivatives, is called the Wronskian of the functions.

Linear Independence Using Wronskian Theorem Let y1, y2, ., yn be n solutions of the homogeneous linear nth-order differential equation on an interval I. Then the solutions are linearly independent on I if and only if :

W ( y1 , y2 ,..., yn ) 0
for every x in the interval

Fundamental set of solutions Definition Any set y1, y2, ., yn of n linearly independent solutions of the homogeneous linear nth-order differential equation on an interval I is said to be a fundamental set of solutions on the interval.

General Solution Theorem Let y1, y2, ., yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation on an interval I. Then the general solution of the equation on the interval is
y = c1 y1 ( x) + c2 y2 ( x) + ... + cn yn ( x)

where ci , i = 1,2,..,n are arbitrary constants.

Example 2 Verify that the given functions form a fundamental set of solutions of the DE on the indicated interval. Form the general solution.
y '' y ' 12 y = 0; e 3 x , e 4 x , (, )

Solution for Example 2 Step 1: y '' y ' 12 y = 0; e 3 x , e4 x , (, ) Verify that the given functions are solutions for the DE
Let: y1 = e 3 x y1 = 3e 3 x y1 = 9e 3 x Substitute into the DE: y '' y ' 12 y = 0 9e3 x (3e3 x ) 12(e 3 x ) = 0 0 = 0 (verified) Let: y2 = e 4 x y2 = 4e 4 x y2 = 16e 4 x Substitute into the DE: y '' y ' 12 y = 0 16e 4 x (4e 4 x ) 12(e 4 x ) = 0 0 = 0 (verified)

Solution for Example 2 Step 2 : y '' y ' 12 y = 0; e 3 x , e4 x , (, ) Verify that the solutions are linearly independent on I
W ( e 3 x , e 4 x ) = e 3 x 3e 3 x e4 x 4e 4 x

= 4e x (3e x ) = 7e x 0 e 3 x and e 4 x are linearly independent on (, )

Therefore e-3x and e4x form a fundamental set of solutions. Hence the general solution is: y = c1y1 + c2y2 = c1e-3x + c2e4x

Example 3 Verify that the given functions form a fundamental set of solutions of the DE on the indicated interval. Form the general solution.
x 2 y ''+ xy '+ y = 0; cos(ln x),sin(ln x), (0, )

4.2 Reduction of Order Suppose y1(x) is a solution of the homogeneous linear second-order DE:

a2 ( x) y + a1 ( x) y + a0 ( x) y = 0
We can construct a second solution y2(x) by the method of reduction of order so that y1(x) and y2(x) are linearly independent on I.

Formula for Reduction of Order Consider the homogeneous second order linear DE

y + p ( x) y + q ( x) y = 0
If given the first solution y1(x), then by reduction of order method:

e p ( x ) dx y2 ( x) = y1 ( x) 2 dx y1 ( x)
Reference: A First Course in Differential Equations with Modelling Applications, (9th Ed) Dennis G. Zill, Brooks/Cole Publishing Company

Example 1 Given that y1(x) = e2x is a solution of the DE on (-,): y 4y + 4y = 0 Use a formula of reduction of order to find the second solution y2(x). Hence, write the general solution of the differential equation.

Example 2 Given that y1(x) = sin 3x is a solution of the DE on (-,): y + 9y = 0 Use a formula of reduction of order to find the second solution y2(x). Hence, write the general solution of the differential equation.

Example 3 Given that y1(x) = x4 is a solution of the DE on (0,): x2y 7xy + 16y = 0 Use a formula of reduction of order to find the second solution y2(x). Hence, write the general solution of the differential equation.

4.3 Homogeneous Linear DE with Constant Coefficients Consider the homogeneous linear second order DE :

ay + by + cy = 0

(1)

where a, b, c are constant coefficients. Try a solution for the DE of the form: y = e mx Calculate:

y = me mx ,

y = m 2 e mx

Substitute y, y and y into the DE (1):

ay + by + cy = 0

(1)

a ( m 2 e mx ) + b ( me mx ) + ce mx = 0 e mx ( am 2 + bm + c ) = 0
Since: e mx 0 for real value of x, therefore:

am 2 + bm + c = 0

(2)

This equation is called an auxiliary equation of the DE (1) where m is the root of quadratic equation (2).

In general, if given 2nd order linear homogeneous DE:

ay + by + cy = 0

(1)

The corresponding auxiliary equation for the DE (1) is given by:

am 2 + bm + c = 0

(2)

Therefore y = e mx is a solution of the DE (1) if and only if m satisfies auxiliary equation (2).

Roots of auxiliary equation

am 2 + bm + c = 0

(2)

The two roots of equation (2) can be obtained by factoring method or by quadratic formula:

b b 2 4 ac m= 2a
where the roots may be: real and distinct roots real but repeated roots Complex conjugate roots

Real and distinct roots : (m1 , m2) The two solutions are: y1 = e m1 x , The general solution is:

y 2 = e m2 x

y = c1 y1 + c2 y2 = c1e m1 x + c2 e m2 x
Real and repeated roots : (m = m1 = m2) The two solutions are: y1 = e mx , The general solution is:

y2 = xe mx

y = c1 y1 + c2 y2 = c1e mx + c2 xe mx

Complex conjugate roots : (m = i) The two solutions are:

y1 = e x cos x,
The general solution is:

y2 = e x sin x

y = c1 y1 + c2 y2 = c1e x cos x + c2 e x sin x

Example 1 Find the general solution of the DE:

a)
b)
c)

y ''+ 4 y '+ 5 y = 0
y '' 10 y '+ 25 y = 0
y ''+ y = 0

Higher Order linear homogeneous DE Consider nth order linear homogeneous DE:

an y ( n ) + an 1 y ( n 1) + ..... + a2 y + a1 y + a0 y = 0
The corresponding auxiliary equation is:

an m n + an 1m n 1 + ..... + a2 m 2 + a1m + a0 = 0
The general solution for the DE:

y = c1 y1 + c2 y2 + ..... + cn yn

Example 2 Find the general solution of the DE:

a)
b)
c)

y ''' 4 y '' 5 y ' = 0

y (4) 2 y ''+ y = 0
y + 3 y + 3 y + y = 0

Assignment#1 (5%) Due: 19 Nov 2012, Monday , 5.00pm at BA-3-71

Find the general solution of the homogeneous DE:

1)

y + 81y = 0

2) y + 3 y 4 y 12 y = 0 3) y (4) 5 y 36 y = 0 4) y (5) + 5 y (4) 2 y 10 y + y + 5 y = 0 5) y (8) + y (6) = 0

www.mnoraini.weebly.com

4.4 The Method of Undetermined Coefficients Superposition Approach

The general solution of nth order non-homogeneous linear DE:

an y(n) + an1 y(n1) + ... + a1 y + a0 y = g ( x)

is given by: y( x) = yc ( x) + yp ( x)

(1)

where yc(x) is a complementary function of DE (1) that can be obtained by solving the associated homogeneous

an y(n) + an1 y(n1) + ... + a1 y + a0 y = 0

and yp(x) is a particular solution of DE (1) The particular solution yp(x) can be determined by: The method of undetermined coefficients Superposition approach Annihilator approach Variation of parameters

The Method of Undetermined Coefficients To find the particular solution, yp for the DE:

an y(n) + an1 y(n1) + ... + a1 y + a0 y = g ( x)

(1)

can be used if and only if g(x) is either/combination of these functions: Constant, linear, polynomials, sine, cosine functions, exponential functions.

The Method of Undetermined Coefficients For DE:

an y(n) + an1 y(n1) + ... + a1 y + a0 y = g ( x)

(1)

Choose a trial yp(x) that is similar to the function g(x) and involving unknown coefficients to be determined by substituting the choice of yp(x) into (1)

List of trial yp(x) by Superposition Approach

g( x)
1. 4 (any constant) 2. 5x + 7 3. 3x 2 2 4. x 3 x + 1 5. sin 4x 6. cos 4x 7. e5 x 8. xe x 9. e 2 x cos3x 10. 5x 2 sin 4x Form of y P

A
Ax + B Ax2 + Bx + C

Ax3 + Bx2 + Cx + D A cos 4 x + B sin 4 x

A cos 4 x + B sin 4 x

Ae5x
( Ax + B)e x
Ae2 x cos3x + Be2 x sin 3x
( Ax 2 + Bx + C ) cos 4 x + ( Dx 2 + Ex + F ) sin 4 x
4

Important rules to determine the final yp(x) by superposition approach Rule 1: If g(x) consists of m different functions, then

g( x) = g1 (x) + g2 (x) + .... + gk (x) yp ( x) = yp1 ( x) + yp2 (x) + .... + ypk (x)
Rule 2: No duplicate terms between yc(x) and yp(x). If exist, yp(x) must be multiplied by xn where n is the smallest positive integer that eliminate the duplication.

Example 1 Solve the given non-homogeneous linear DE by superposition approach: y 10y + 25y = 30x + 3

Solution Example 1 y 10y + 25y = 30x + 3 Step 1: Find yc(x): y 10y + 25y = 0 auxiliary eqn: Roots: m2 10m + 25 = 0 m1 = m2 = 5 (repeated) yc(x) = c1e5x + c2xe5x

Solution Example 1 y 10y + 25y = 30x + 3 Step 2: Find yp(x) using superposition approach g(x) = 30x + 3 Trial: yp(x) = Ax + B Since no duplication between yc(x) and yp(x), Final: yp(x) = Ax + B Solve all constants in yp(x) : yp(x) = Ax + B , yp(x) = A , yp(x) = 0

Solution Example 1 - continue Substitute into the given DE: y 10y + 25y = 30x + 3 0 10A + 25(Ax + B) = 30x + 3 (-10A + 25B) + 25Ax = 30x + 3 By comparing the coefficients on both sides: -10A + 25B = 3 . (1) 25A = 30 .. (2) Solve (1) & (2): A= 6/5, B = 3/5 yp(x) = (6/5)x + 3/5

Solution Example 1 - continue General solution is: y(x) = yc(x) + yp(x) y(x) = c1e5x + c2xe5x + (6/5)x + 3/5

Example 2 Determine the form of particular solution for the given non-homogeneous linear DE by superposition approach. (Do not solve the constants)

1)

y 4 y = 2 x 5e2 x + xe2 x

2) y ( 4) y = 4 x + 2 xe x

4.6 Variation of Parameters Applicable for Linear differential equations with constant or variable coefficients. Linear differential equations where g(x) is any functions.

an (x) y(n) + an1(x) y(n1) + ... + a1(x) y + a0 (x) y = g(x)

(1)

Solving the non-homogeneous DE by variation of parameters Given a second order non-homogeneous linear differential equation in the form:

y + p( x) y + q( x) y = f ( x)
Step 1: Find yc by solving :

y + p( x) y + q( x) y = 0 yc = c1 y1 + c2 y2

Solving the non-homogeneous DE by variation of parameters Step 2 : Find yp by variation of parameters 2(a): Calculate the following Wronskians:

y1 y2 W= y2 y1 0 y2 W1 = f ( x) y2 y1 W2 = y1 0 f ( x)

Solving the non-homogeneous DE by variation of parameters Step 2 (b): find u1 and u2 to obtain the particular solution

W1 = u1 = u1 dx u1 W W2 = dx u2 u2 = u2 W y p = u1y1 + u2 y2
Step 3:The general solution for the DE is:

y = yc + y p

Example 1 Solve the given non-homogeneous linear DE by variation of parameters.

y ''+ y = tan x

Example 1 - solution

y ''+ y = tan x
Step 1: Find yc by solving:

y + y = 0 m 2 + 1 = 0 m = i yc = c1 sin x + c2 cos x

Example 1 - continue

y ''+ y = tan x
Step 2: Find yp by variation of parameters Define:

y1 = sin x, y2 = cos x, f ( x ) = tan x

Calculate:

y1 y2 sin x cos x W= = = sin2 x cos2 x = 1 y2 cos x sin x y1

Example 1 - continue

y ''+ y = tan x
Step 2: Find yp by variation of parameters Calculate:

y2 0 cos x W1 = = = cos x tan x = sin x tan x sin x f ( x) y2

y1 W2 = y1 sin2 x = = sin x tan x = f ( x) cos x tan x cos x 0 sin x 0

Example 1 - continue

y ''+ y = tan x
Step 2: Find yp by variation of parameters Find u1:

W1 sin x = u1 = = sin x W 1 u1 = sin x dx = cos x

Example 1 - continue

y ''+ y = tan x
Step 2: Find yp by variation of parameters Find u2:

W2 sin 2 x / cos x sin 2 x = u2 = = W 1 cos x sin 2 x 1 cos2 x u2 = dx = dx = sec x cos x dx cos x cos x u2 = ln sec x + tan x + sin x

Example 1 - continue Therefore:

y p = u1 y1 + u2 y2 = cos x[sin x] + [ ln sec x + tan x + sin x]cos x = ln sec x + tan x

The general solution for the DE is:

y = yc + y p y = c1 sin x + c2 cos x ln sec x + tan x

4.7 Cauchy-Euler Equation (C-E) It is a linear DE with variable coefficients. A C-E equation has the following form:

an x n y( n) + ... + a2 x 2 y + a1 xy + a0 y = g ( x )
The C-E equation has a special characteristic such that
k the degree of the monomial coefficient x matches k d y the order k of differentiation k dx

Solution for Second-order Cauchy-Euler Equation Consider the homogeneous linear second order DE :

ax 2 y + bxy + cy = 0

(1)

where a, b, c are constant coefficients. Try a solution for the Cauchy-Euler (1) of the form:

y = xm
Calculate:

y = mx m 1 ,

y = m ( m 1) x m 2

Substitute y, y and y into the DE (1):

ax 2 y + bxy + cy = 0

(1)

ax 2 [ m ( m 1) x m 2 ] + bx[ mx m 1 ] + cx m = 0 am ( m 1) x m + bmx m + cx m = 0 x m [ am ( m 1) + bm + c ] = 0
Since: x m 0 for real value of x, therefore:

am ( m 1) + bm + c = 0 am 2 + (b a ) m + c = 0

(2)

This equation is called an auxiliary equation of the CE (1).

In general, the auxiliary equation for the Cauchy-Euler DE:

ax 2 y + bxy + cy = 0
is given by:

(1)
or (2)

am(m 1) + bm + c = 0 am 2 + (b a )m + c = 0

The roots of the equation can be real and distinct, real but repeated or complex conjugates. Therefore y = xm is a solution of (1) if m is the root of auxiliary equation (2).

General Solutions of Homogeneous Cauchy-Euler Linear Second Order Differential Equation

Homogeneous 2nd Order CE Auxiliary equation Distinct real roots

ax 2 y + bxy + cy = 0

am 2 + (b a )m + c = 0
m1 m 2 y1 = x
m1

y2 = x m 2
m1

GS: y = c1 x

+ c2 x

m2

General Solutions of Homogeneous Cauchy-Euler Linear Second Order Differential Equation

Homogeneous 2nd Order CE Auxiliary equation Repeated real roots

ax 2 y + bxy + cy = 0

am 2 + (b a )m + c = 0
m = m1 = m 2 y1 = x m , y 2 = x m ln x

GS: y = c1 x m + c 2 x m ln x

General Solutions of Homogeneous Cauchy-Euler Linear Second Order Differential Equation

Homogeneous 2nd Order CE Auxiliary equation Complex conjugates roots

ax 2 y + bxy + cy = 0

am 2 + (b a )m + c = 0
m1 = + i , m2 = i y1 = x cos( ln x), y2 = x sin( ln x) GS: y = c1x cos( ln x) + c2 x sin( ln x)

Example: Solve the following Cauchy-Euler equation:

(a) (b) (c) (d)

x 2 y + 5 xy + 3 y = 0 x 2 y + 5 xy + 4 y = 0 x 2 y 7 xy + 41 y = 0 x 2 y xy + y = 2 x

Solution:

(a)

x 2 y + 5 xy + 3 y = 0 a = 1, b = 5, c = 3
am 2 + ( b a )m + c = 0 m 2 + ( 5 1)m + 3 = 0 m 2 + 4 m + 3 = 0 ( m + 3)( m + 1) = 0

auxilliary equation:

Roots:

m1 = 3, m 2 = 1 y1 = x 3 , y2 = x 1 y = c1 x 3 + c2 x 1

Solution:

(b)

x 2 y + 5 xy + 4 y = 0 a = 1, b = 5, c = 4
am 2 + ( b a )m + c = 0 m 2 + ( 5 1)m + 4 = 0 m 2 + 4 m + 4 = 0 ( m + 2 )( m + 2 ) = 0

auxilliary equation:

Roots:

m1 = 2, m 2 = 2 y1 = x 2 , y2 = x 2 ln x y = c1 x 2 + c2 x 2 ln x

Solution:

(c)

x 2 y 7 xy + 41 y = 0 a = 1, b = 7 , c = 41

auxilliary equation:

am 2 + ( b a )m + c = 0 m 2 + ( 7 1) m + 41 = 0 m 2 8m + 41 = 0 m = 4 5i

= 4, = 5
y1 = x 4 cos(5 ln x ), y2 = x 4 sin( 5 ln x )

y = c1 x 4 cos(5 ln x ) + c2 x 4 sin(5 ln x )

Solution (d): non-homogeneous Cauchy-Euler

x 2 y xy + y = 2 x
Find yc :

x 2 y xy + y = 0
Auxiliary equation: am 2 + ( b a ) m + c = 0

m 2 2m + 1 = 0 ( m 1) 2 = 0 m1 = m 2 = 1
Therefore:

yc = c1 x + c2 x ln x

Solution (d): non-homogeneous Cauchy-Euler Find yp using variation of parameters: Write the DE in the form of:

1 1 2 x y xy + y = 2 x y y + y= 2 x x x
2

Define:

2 y1 = x , y2 = x ln x , f ( x ) = x

Solution (d): non-homogeneous Cauchy-Euler Calculate all the Wronskians:

y1 y2 x x ln x W= = = x(1+ ln x) x ln x = x y2 1 1 + ln x y1 y2 0 x ln x W1 = = = 2ln x 2 / x 1 + ln x f ( x) y2 y1 W2 = y1 0 f ( x) = x 0 1 2/ x =2 0

Solution (d): non-homogeneous Cauchy-Euler Find u1 and u2 :

W1 2ln x = u1 = W x 2ln x u1 = dx = 2udu = u 2 = (ln x)2 x

W2 2 2 = = u1 = dx = 2ln x u2 W x x

Solution (d): non-homogeneous Cauchy-Euler Write the particular solution:

y p = u1 y1 + u 2 y 2 = (ln x ) 2 x + 2 ln x ( x ln x ) = x (ln x ) 2
General solution is:

y = yc + y p = c1 x + c2 x ln x + x (ln x ) 2