Scribd
Upload
36 views

Lecture-8 and 9 Methods For Solving 2 Order Linear Ordinary Diff. Equations

The document discusses methods for solving second order linear ordinary differential equations. It defines homogeneous and non-homogeneous equations and discusses existence and uniqueness of solutions. It introduces the principle of superposition, using the Wronskian to determine linear dependence of solutions, and presents fundamental theorems about the general solutions of homogeneous and non-homogeneous equations.

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
36 views

Lecture-8 and 9 Methods For Solving 2 Order Linear Ordinary Diff. Equations

The document discusses methods for solving second order linear ordinary differential equations. It defines homogeneous and non-homogeneous equations and discusses existence and uniqueness of solutions. It introduces the principle of superposition, using the Wronskian to determine linear dependence of solutions, and presents fundamental theorems about the general solutions of homogeneous and non-homogeneous equations.

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
You are on page 1/ 17

Lecture-8 and 9

Methods for Solving 2st Order


Linear Ordinary Diff.
Equations

Instructor: Dr. J. K. Sahoo


Second Order Linear Differential Equation
T he general form of the second order linear
differential equation is
d2y dy
2
 P( x)  Q ( x ) y  R ( x ).
dx dx
or y   P ( x ) y   Q ( x ) y  R ( x) 
.

D efin itio n s : If R ( x )  0 , th en th e eq u atio n is called


h o m o g e n e o u s o th e rw ise n o n h o m o g e n o u s .
No te: Homogeneous has atleast one solution (triv i al).
Aim: To find general solution for both type equati ons.
Existence and Uniqueness of the solution
Theorem A: Let P  x  , Q  x  and R  x  are continuous
functions on some interval  a, b  and x0 is any point
in   a,  b  , then the differential equation
y   P ( x) y  Q ( x ) y  R ( x)
.
has one and only one solution on the entire interval
such that y ( x0 )  y0 and y ( x0 )  y0 .

dy0 dy
Note that: y0  . Here y0 
dx dx x  x0
Remarks and Understanding of Th. A
In other words Theorem A states that the solution
can be uniquely determined if we know the value
of y and its derivative at a single point in [ a , b ].
Ex: Show tha y  x 2 sin x and y  0 are both solution
of x 2 y  4 xy  .( x2  6) y  0 and satisfies the condition
y(0)  0 and y(0)  0. Does this contradicts Theorem A?

Ans: No. Since P( x) and Q( x) are not continuous,


so we can not apply Theorem A.
Principle of Superposition
Theorem B: If y1 ( x) and y2 ( x) are any two solution of
y  P( x) y  Q( x) y  0, then c1 y1 ( x)  c2 y2 ( x) is
also a solution for any constants c1 and c2 .
Proof:

As  c1 y1  c2 y2   P( x)  c1 y1  c2 y2   Q( x)  c1 y1  c2 y2 
.

 c1  y1  Py1  Qy1   c2  y2  Py2  Qy2 


   
 c1.0  c2 .0  0
 (c1 y1  c2 y2 ) is a solution.
Principle of Superposition
Exercise: Let y1 ( x) and y2 ( x) be two solution of
y  P( x) y  Q( x) y  R( x). What about the following
two functions ?
(a) c1 y1 ( x)  c2 y2 ( x)
(b) y1 ( x)  y2 ( x. )

Solution:
(a) c1 y1  c2 y2 will be a solution provided c1  c2  1.
(b) y1  y2 is a solution of y  P( x) y  Q( x) y  0.
Exercise Problems
E x -1 : If y 1 ( x ) a n d y 2 ( x ) are t w o so lu tio n o f
y   P ( x ) y   Q ( x ) y  0, o n [ a , b ] an d h ave a
co m m o n z ero in [ a , b ], t h en sh o w th at o n e
so lu tio n is co n stan t m u ltip le o f th e o th er .
Solution :
Let x0 be the common
.
zero of y1 and y 2  y1 ( x0 )  y2 ( x0 )  0
Case-1: If y1 ( x0 )  0 or y2 ( x0 )  0, then by Theorem A,
y1 ( x )  0 or y2 ( x )  0. Hence proved the result.
Othewise there exist a constant c such that y1 ( x0 )  cy 2 ( x0 )
and then apply Theorem A on the solutions
Y1 ( x )  y1 ( x )  cy 2 ( x ) and Y2 ( x )  0.
Wronskian of Two Solutions

D efin ition : If y1 ( x ) and y 2 ( x ) are two solution of


y   P ( x ) y   Q ( x ) y  0, then the Wronskian of
y1 ( x ) and y 2 ( x ) is denoted as W ( y1 ,y 2 ) and defin ed
by .

W ( y1 , y 2 )  y1 y2  y2 y1 .
Important Results on Wronskian
Lemma A: If y1 ( x) and y2 ( x) are two solution of
y  P ( x) y   Q ( x) y  0 on [a, b], then their Wronskian
W ( y1 ,y2 ) is either identically zero or never vanishes
on [a, b].
Note: The lemma
.
state that if the Wronskian is non
zero at a single point then it is non zero thoughout
the interval.
In otherwords, If the Wronskian is zero at a single
point then it vanishes thoughout the interval.
Proof of Lemma A

Proof: We begin by observing that

W   y1 y2  y2 y1
Next since y1 and y2 are both solutions, we have

y1  P y1  Q y1  0.
and
y 2  P y 2  Q y 2  0.
Proof of Lemma A
On multiplying the first equation by y2 and the second by y1
and subtracting the first from the second, we obtain

( y1 y2  y2 y1)  P  y1 y2  y2 y1   0


dW
  PW  0
dx
The general solution of this equation is W  Ce   Pdx

Since the exponential function is never zero, we see that W


is identically zero if C = 0 or never zero if C0.
Important Results on Wronskian
Lemma B : If y1 ( x ) and y 2 ( x ) are two solution of
y   P ( x ) y   Q ( x ) y  0 on [ a , b ], then y1 ( x ) and
y 2 ( x ) are linearly dependent if and only if their
Wronskian W ( y1 ,y 2 ) is identically zero .
Note-1: The concept
.
of Wronskian can not be used
for proving two functions are Linear dependent/LI.

Note-2: The Lemma B is applicable only for proving two


solutions are Linearly dependent or linearly independent.
Exercise Problems
E x-1: Consider two f u nction f ( x )  x 3 and
g( x )  x 2 x on the interval [  1, 1].
(a) Show that W ( f , g )  0.
(b) Show that f and g are linearly independent.
(c) Does (a) and
. (b) contradicts Lemma B ? Justify.

Solution :
(c) There are not contradicting Lemma B since
f and g can not be solution of same differential
equation on [  1,1].
Application of Wronskian for General functions
In general we have the following results:

Given two functions f(x) and g(x) that are differentiable on


some interval I.
(a) If for some x0 in I, W(f, g) (x0)  0 then f(x) and g(x)
are linearly independent on the interval I.
(b) If f (x) and g(x) are linearly dependent on I then
W(f, g)(x) = 0 for all x in the interval I.

It DOES NOT say that if W(f, g)(x) = 0 then f(x) and g(x)
are linearly dependent. In fact it is possible for two
linearly independent functions to have a zero Wronskian.
Exercise Problems
E x -1: U se the w ronskian to prove that tw o solution
of the equat i on y   P ( x ) y   Q ( x ) y  0, on [ a , b ]
are linearly dependent if
(a) they have a common zero in [ a , b ].
(b) they have m axim a or minim a at the sam e point
in [ a , b ]. .

Solutio n :
(a) Since W ( y1 , y 2 ) x  x  0
0

(b) Si nce W ( y1 , y 2 ) x  x  0
0
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).

You might also like