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Lecture-10 and 11 Methods For Solving 2 Order Linear Ordinary Diff. Equations

The lecture covered methods for solving second order linear ordinary differential equations. It discussed fundamental theorems, homogeneous equations with known solutions, equations with constant coefficients, and Euler's equidimensional equation. Several example problems were worked through to demonstrate the methods, including finding general solutions using characteristic roots and determining a second linearly independent solution.

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Aditya Srivatsav
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38 views

Lecture-10 and 11 Methods For Solving 2 Order Linear Ordinary Diff. Equations

The lecture covered methods for solving second order linear ordinary differential equations. It discussed fundamental theorems, homogeneous equations with known solutions, equations with constant coefficients, and Euler's equidimensional equation. Several example problems were worked through to demonstrate the methods, including finding general solutions using characteristic roots and determining a second linearly independent solution.

Uploaded by

Aditya Srivatsav
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture-10 and 11

Methods for Solving 2st Order


Linear Ordinary Diff.
Equations

Instructor: Dr. J. K. Sahoo


Fundamental Theorems
Theorem C: Let y1 (x) and y2 (x) be two linearly
independent solutions of the homogeneous
differential equation
y  P( x) y  Q ( x) y  0    (1)

on the interval [a, b]. Then c1 y 1 ( x )  c 2 y 2 ( x )


is the general solution of (1) on [a, b].
Fundamental Theorems
Theorem D: If yg is the general solution of the
homogeneous equation

y  P( x) y  Q ( x) y  0
and yp is any particular solution of the
nonhomogeneous equation

y  P( x) y  Q ( x) y  R( x) ------(2)
then yg+ yp is the general solution of (2).
Homogeneous with a known solution
If we know one solution of y   P ( x) y   Q ( x) y  0  (A)
then the second LI solution can be determined, hence
the general solution can be obtained.
P roc ed ure :
Let y1 be a known non zero solution of (A). Since
we are looking another LI solution y 2 whi ch implies
y2
must be a non constan t function .
y1
So let y 2  v ( x ) y1 , wh e r e v ( x ) can be determ i ned
from the equation (A).
Homogeneous with a known solution
On Substituting y2 , y2  vy1  vy1 and
y2  vy1  2vy1  vy1 in equation (A), we obtain

 
v y1  Py1  Qy1  vy1  v(2 y1  Py1 )  0
Since y1is a solution which implies
v y1  v (2 y1  Py1 )  0
v  y1
  2  P . So on integration we get,
v y1
1   Pdx
v  2
e dx . This formula you can us e for Problem.
y1
Exercise Problems
Ex-1: y   y  0, y1  sin x
Ex-2: (1  x 2 ) y   2 xy   2 y  0, y1  x

Solution :
.
(a) v   cot x  y2 ( x)   cos x.
1 2
(b) v   x   y2 ( x)  ( x  1).
x
Some More Problems

How do you solve the following problems ?


Ex-1: y   y   0
Ex-2: y   y   2 y  0
.

Ex-3: x 2 y   xy   y  0. (guess one !)


Homogeneous with constant coefficients
Suppose P ( x ) and Q ( x ) are two real constants
say p and q respectively. So the general form
of the homegeneous equation will be
y   py   q y  0 , p , q   .

Since the exponential function has the p roperty that


its derivatives are all constant m ultiples of the
function itself. So this leads us to con sider  y ( x )  e m x  
as a possible solution o f y   p y   qy  0 .
 m 2  pm  q  0 , called auxiliary equation.
Homogeneous with constant coefficients
Since the auxiliary or characterstic equation
m 2  pm  q  0 is a quadratic equation so
we have the following possible situations

Case-1: T he two roots m1 and m2 are distinct.


 Case-2: The roots m1 and m2 are equal (say m ).
 Case-3: The roots m1 and m2 are complex congugates.
Distinct Real Roots
Let the auxiliary equation
m 2  pm  q  0
have distinct real roots (say m1 and m2).

In this case we have the following two LI solutions


m1 x m2 x
y1  e and y 2  e .
Hence the general solution is
m1 x m2 x
y g  C1e  C2e .
Q : A re y1 and y 2 linearly ind epen dent ?
Exercise Problems

Ex-1: y   y  0.
Ex -2 : y   5 y   6 y  0 .

Solution : .

(1) y g  c1 e  x  c 2 e x
2x 3x
(2) y g  c1 e  c2 e
Equal Real Roots
Let the auxiliary equation
2
m  pm  q  0
have equal real roots (say m1  m2  m ). Here m   p / 2.
mx
In this case we have only one solution y1  e .
So using previous concept, first we calculate v  x.
and hence the general solution is
mx mx
y g  C1e  C 2 xe .
Exercise Problems
Ex-1: y   4 y   4 y  0.
Ex-2: 4 y   12 y   9 y  0.
Ex-3: 16 y   8 y   y  0.
S olution :
.
2x 2x
(1 ) y g  c1 e  c 2 xe
3 3
x x
2 2
(2) y g  c1 e  c 2 xe
1 1
x x
4 4
( 3 ) y g  c1 e  c 2 xe
Complex Roots
Let the auxiliary equation
2
m  pm  q  0
have equal complex roots (say m1  a  ib and m2  a  ib ).

In this case we have two complex solutions


m1x ax m2x ax
y1  e  e (cosbx  i sin bx)and y2  e  e (cosbx i sinbx).

Hence the general solution in this case can be written as


ax
yg  e  c1 cos bx  c2 sin bx  . (Why ? )
Exercise Problems

Ex-1: y   4 y   5 y  0.
Ex-2: y   8 y  0.

S olution : .

(1) y g  e 2 x ( c1 cos x  c 2 sin x )


(2) y g  ( c1 cos 2 2 x  c 2 sin 2 2 x )
Euler’s Equidimensional Equation
Exam ple: Conside the following differential
2
equation x y   2 xy   2 y  0.
N ote: This equation has variable coefficients
but we can solve easi ly.
Q: What kind of.
variable coefficents can be solved
easily or converted to constant coefficients ?
The general form of Euler's Equation is defined as
x y  pxy  qy  0 , p, q  .
2
Euler’s Equidimensional Equation
C o n sid er th e E u ler's eq u atio n
x 2 y   p xy   q y  0    ( B )

Methodology: Let z  ln x (or x  e z )


dy dy dz 1 dy dy dy
  . 
x 
dx dz dx x dz dx dz
d2y d  dy  d  1 dy  1 d 2
y 1 dy
and 2
  dx   dx  x dz   x 2 dz 2  x 2 dz
dx dx
2
2 d y dy
 x y   2

dz dz
Euler’s Equidimensional Equation
S o th e E u ler's eq u atio n (B ) tran sfered to
th e fo llo w in g p ro b lem
d2y dy
2
 ( p  1)  q y  0 an d th e au x iliary
dz dz
eq u atio n is m 2  ( p  1) m  q  0 .
.

Note: T he general solution can be derived easily


(by using the earlier concept).
Exercise Problems
2
Ex-1: x y   3 xy   10 y  0.
Ex-2: 2 x 2 y   10 xy   8 y  0.
2
Ex-3: x y   2 xy   12 y  0.
S o lu tio n : .
1
(1 ) y g  ( c1 co s(ln x 3 )  c 2 sin ( ln x 3 ))
x
2 2
2() y g  c1 x  c 2 x l n x
(3 ) y g  c1 x 3  c 2 x  4
Tutorial Problem

Ex: The differential equation y   P ( x ) y   Q ( x ) y  0


with the substituation z   Q ( x ) dx will be transfered
to constant coefficients provided
Q  . 2 PQ
3/ 2
is constant.
Q
Exercise Problems

2 3
 
Ex-1: xy  ( x  1) y  x y  0.
2
 
Ex-2: y  3 xy  x y  0.

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