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Tutorial 4 Solutions

The document provides solutions to problems related to higher order ordinary differential equations (ODEs). It includes: 1) Finding the general solutions to sample higher order ODEs. 2) Solving initial value problems for higher order ODEs using the method of undetermined coefficients. 3) Using the annihilator method to determine the form of particular solutions. 4) Expressing the particular solution when the operator P(D) acts on exponential or product of exponential and polynomial functions.

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0% found this document useful (0 votes)
249 views

Tutorial 4 Solutions

The document provides solutions to problems related to higher order ordinary differential equations (ODEs). It includes: 1) Finding the general solutions to sample higher order ODEs. 2) Solving initial value problems for higher order ODEs using the method of undetermined coefficients. 3) Using the annihilator method to determine the form of particular solutions. 4) Expressing the particular solution when the operator P(D) acts on exponential or product of exponential and polynomial functions.

Uploaded by

Akshay Narasimha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MA 102 (Ordinary Differential Equations)

IIT Guwahati

Tutorial Sheet No. 10 Date: March 30, 2020

Higher order ODEs

1. Find the general solution of the following differential equations.


d4 y
(a) + y(x) = 0.
dx4
d5 y d4 y d3 y
(b) 5 − 2 4 + 3 = 0.
dx dx dx
d3 y d2 y dy
(c) 3 − 2 + − y(x) = 0.
dx dx dx
d5 y d4 y d3 y d2 y dy
(d) 5 + 5 4 + 10 3 + 10 2 + 5 + y(x) = 0.
dx dx dx dx dx

Solution: (a) The AE is r4 + 1 = 0. We know the nth roots of z = r(cosθ + isinθ) are given by
z 1/n = r1/n cos( θ+2kπ θ+2kπ
 
n ) + isin( n ) , k = 0, 1, . . . , n − 1.
Since z = (cosπ + isinπ), we obtain
 
1/4 π + 2kπ π + 2kπ
z = cos( ) + isin( ) , k = 0, 1, 2, 3.
4 4

Thus, the roots are √ √ √ √


2 2 2 2
± i, − ± i.
2 2 2 2
The GS is

" √ √ # √
" √ √ #
2 2 2 2 2 2
y(x) = e 2
x
c1 sin x + c2 cos x + e− 2 x c3 sin x + c4 cos x .
2 2 2 2

(b) The AE is r5 − 2r4 + r3 = 0 ⇒ r3 (r − 1)2 = 0. The GS is

y(x) = (c1 + c2 x + c3 x2 ) + (c4 + c5 x)ex .

(c) The AE is (r2 + 1)(r − 1) = 0. The G.S. is y(x) = c1 ex + c2 sinx + c3 cosx.


(d) The AE is (r + 1)5 = 0. The G.S. is y(x) = (c1 + c2 x + c3 x2 + c4 x3 + c4 x4 )e−x .

2. Solve the following initial-value problems:


(a) y 00 − 2y 0 + y = 2xe2x + 6ex ; y(0) = 1, y 0 (0) = 0.
(b) y 00 (x) + y(x) = 3x2 − 4sinx, y(0) = 0, y 0 (0) = 1.
Solution: (a) yh (x) = c1 ex + c2 xex . yp = Axe2x + Be2x + Cx2 ex . Now, Lyp = 2xe2x + 6ex
yields A = 2, B = −4, C = 3. The GS is given by

y(x) = c1 ex + c2 xex + 2xe2x − 4e2x + 3x2 ex .

Using the IC y(0) = 1 and y 0 (0) = 0, we obtain the particular solution

y(x) = (x + 5)ex + 3x2 ex + 2xe2x − 4e2x .

(b) yh (x) = c1 sinx + c2 cosx. yp (x) = Ax2 + Bx + C + Dxsinx + Excosx. Then Lyp = 3x2 − 4sinx
yields A = 3, B = 0, C = −6, D = 0 and E = 2. Thus, yp = 3x2 − 6 + 2xcosx. The GS is

y(x) = c1 sinx + c2 cosx + 3x2 − 6 + 2xcosx.

Applying IC we obtain c1 = −1 and c2 = 6. The particular solution is

y(x) = 6cosx − sinx + 3x2 − 6 + 2xcosx.

3. Solve the following equations by the method of undetermined coefficients.

(a) y 00 + y 0 + 4y = 2 sinh t (b) y 00 + y = 3sin 2t + tcos 2t.


(c) y 000 (x) − y 00 (x) + y 0 (x) − y(x) = sin x + 2xex .

Solution: (a) y 00 +y 0 +4y = 2 sinh t. Here g(t) = 2 sinh t −t


 √ t =e −et and  √ thefundamental solution
t
−2 15 −2 15 t −t
set of the associated homogeneous ODE is {e cos 2 t ,e sin 2 t }. Clearly e and e
do not belong to its span and so a particular solution is of the form yp (t) = c1 et + c2 e−t . Then
yp00 (t) + yp0 (t) + 4yp (t) = 2 sinh t ⇒ 6c1 et + 4c2 e−t = et − e−t ⇒ c1 = 61 and c2 = − 14 . Hence the
t −t
particular solution is yp (t) = e6 − e 4 and the general solution is
√ ! √ !
t 15 t 15 et e−t
y(t) = c1 e− 2 sin t + c2 − cos t + − .
2 2 2 6 4

Solution: (b) y 00 + y = 3sin 2t + t cos 2t. The fundamental solution set of the associated homo-
geneous ODE is {cos t, sin t}. So cos 2t, sin 2t, tcos 2t, sin 2t do not belong to its span. Hence,

yp (t) = c1 cos2t + c2 sin2t + c3 tcos2t + c4 tsin2t.

Then yp0 (t) = (c4 −2c1 )sin2t+(2c2 +c3 )cos2t−2c3 tsin2t+2c4 tcos2t and yp00 (t) = (4c4 −4c1 )cos2t−
(4c2 + 4c3 )sin2t − 4c3 tcos2t − 4c4 tsin2t and yp00 (t) + yp0 (t) = 3sin2t + cos2t.

⇒ 4c4 − 3c1 = 0, 4c3 + 3c2 = −3, 3c4 = 0, −3c3 = 1.

Hence c1 = c4 = 0, c3 = − 31 , c2 = − 59 giving y(t) = c1 cos t + c2 sin t − tcos 2t


3 − 59 sin 2t.
Solution: (c) y 000 (x) − y 00 (x) + y 0 (x) − y(x) = sin x + 2xex . To solve the equation, we split it into
two equations

y 000 (x) − y 00 (x) + y 0 (x) − y(x) = sin x (1)


000 00 0 x
y (x) − y (x) + y (x) − y(x) = xe . (2)

If yp,1 (x) and yp,2 (x) are two particular solutions of (1) and (2) respectively, then

yp (x) = yp,1 (x) + 2yp,2 (x)

is the particular solution of the given equation by the superposition principle. In each case a
fundamental solution set of the associated homogeneous ODE is {cos, x, sin x, ex }. As sin x, cos x
belong to it, we take yp,1 (x) = x(Asin x + Bcos x). Substituting in (1), gives A = − 41 and B = 14
so that yp,1 (x) = x4 (cos x − sin x). Similarly, as ex is in the fundamental solution set, we take
2
yp,2 (x) = x(Ex + F )ex . Subsituting in (2), gives E = 14 , F = − 12 , and yp,2 (x) = x −2x x
4 e . Thus

x x
yp (x) = (cos x − sin x) + (x − 2)ex ,
4 2
and the general solution is
x x
y(x) = c1 cos x + c2 sin x + c3 ex + (cos x − sin x) + (x − 2)ex .
4 2

4. Use the annihilator method to determine the form of a particular solution for the equations:
(a) y 00 (x) − 5y 0 (x) + 6y(x) = cos(2x) + 1.
(b) y 00 (x) − 5y 0 (x) + 6y(x) = e3x − x2 .

Solution: (a) Here L(y) = (D2 − 5D + 6)(y) = cos2x + 1. Note that (D2 + 4)cos(2x) = 0 and
D(1) = 0. So, Q = D(D2 + 4) annihilates cos(2x) + 1. Thus,

QL(y) = D(D2 + 4)(D2 − 5D + 6)(y) = D(D2 + 4)(cos2x + 1) = 0.

The AE of D(D2 + 4)(D2 − 5D + 6)(y) = 0 is r(r2 + 4)(r − 3)(r − 2) = 0. The GS to QL(y) = 0


is
y(x) = c1 e2x + c2 e3x + c3 cos(2x) + c4 sin(2x) + c5 .
The GS to L(y) = 0 is yh (x) = c1 e2x +c2 e3x . The GS to L(y) = cos2x+1 is y(x) = yh (x)+yp (x) =
c1 e2x + c2 e3x + yp (x). Comparing, we find that

yp (x) = c3 cos(2x) + c4 sin(2x) + c5 .

(b) e3x − x2 is annihilated by Q = D3 (D − 3). The GS of QL(y) = D3 (D − 3)2 (D − 2)(y) = 0 is

y(x) = c1 e2x + c2 e3x + c3 xe3x + c4 x2 + c5 x + c6 .

Since the GS of L(y) = 0 is yh (x) = c1 e2x + c2 e3x , y(x) = yh (x) + yp (x) yields

yp (x) = c3 xe3x + c4 x2 + c5 x + c6 .
d
5. Let P (D) = an Dn + · · · + a1 D + a0 , an 6= 0, where D = dx .
ax
(a) If P (D)y = ce , where c is a constant and P (a) 6= 0, then a particular solution is given by

1 ceax
yp = (ceax ) = .
P (D) P (a)

(b) If P (D)y = h(x)eax , where h(x) is any function in x, then


1 1
yp = (h(x)eax ) = eax h(x).
P (D) P (D + a)

(c) In particular, if P (D) = (D − a)r P1 (D), P1 (a) 6= 0 then

1 cxr eax
yp = (ceax ) = .
P (D) r!P1 (a)

Solution: (a) Done in the class.


(b) Let g(x) = eax h(x). Then, in the identity (D − r)eax φ(x) = eαx (D + a − r)φ(x), where φ(x)
is an arbitrary function of x, write (D + a − r)φ(x) = h(x) to obtain

(D − r)eax (D + a − r)−1 h(x) = eax h(x),

and hence
1 1
eax h(x) = eax h(x).
D−r (D + a − r)
Similarly, if P (D) = (D − r1 ) · · · (D − rn ) then
1 1
eαx h(x) = eax h(x).
(D − r1 ) · · · (D − rn ) (D + a − r1 ) · · · (D + a − rn )
1 ax ax 1
Thus, P (D) e h(x) = e P (D+a) h(x).
ceax
(c) 1
yp = (D−a)1r P1 (D) (ceax ) = (D−a)r P (a)
1
(by (a)). In view of (b), we have

1 ceax ax 1 c eax cxr


= e { } = .
(D − a)r P1 (a) Dr P1 (a) r!P1 (a)

6. Use operator method to find a particular solution of the following ODEs.


(a) y 000 + y 00 + y 0 + y = x5 − 2x2 + x.
(b) y 000 − 5y 00 + 8y 0 − 4y = 3e2x .
(c) y 00 − 3y 0 + 2y = 3sin2x.

Solution: (a) Here P (D) = D3 + D2 + D + 1. We write

1 (1 − D) 5
yp = (x5 − 2x2 + x) = (x − 2x2 + x)
P (D) 1 − D4
1  5
(x − 2x2 + x) − (5x4 − 4x + 1)

= 4
1−D
= (1 + D4 + D8 + · · · ){x5 − 5x4 − 2x2 + 5x − 1}
= x5 − 5x4 − 2x2 + 125x − 121.
1 2x
Solution: (b) yp (x) = P (D) (3e ), where P (D) = D3 − 5D2 + 8D − 4 = (D − 2)2 (D − 1). Since
3x2 e2x 3x2 e2x
P (2) = 0, we obtain yp (x) = 2!P 1 (2)
= 2! , where P1 (D) = (D − 1).

(c) Since e2ix = cos2x + isin2x, the imaginary part of a particular solution of P (D)y = 3e2ix ,
where P (D) = D2 − 3D + 2 will be a solution of P (D)y = 3sin2x. Thus,

3e2ix 3e2ix
yp = = =
P (2i) (2i)2 − 6i + 2
3e2ix (1 − 3i)
= = −3/20(1 − 3i)(cos2x + isin2x)
−2(1 + 3i)(1 − 3i)
= (−3/20) [(cos2x + 3sin2x) + i(sin2x − 3cos2x)] .

The imaginary part of this yields yp (x) = (3/20)(3cos2x − sin2x).

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