Differential Equations

Linear Differential Equations

 Linear Differential Equations
An nth order linear ordinary differential equation
takes the form
( )=0  (n) d y 
n
(n)
F x, y, y ', y ",..., y y = n 
 dx 
which can also be written in the form
y (n)
+ pn −1 ( x ) y ( n −1)
+ ⋯ + p1 ( x ) y '+ p0 ( x ) y = r ( x )
If r(x) = 0, it is called a homogeneous linear
differential equation, otherwise it is a non-
homogeneous linear differential equation.
 General Solution
The general solution of an nth order linear
differential equation is expressed as
y = C1 y1 + C2 y2 + ⋯ + Cn yn
or as a summation, n
y = ∑ Ci yi
i =1

where yi is a solution yi = fi(x) of the LDE.

 Initial Value Problem:
Existence and Uniqueness
An initial value problem (IVP) of an nth order linear
differential equation consists of n initial
conditions,
y ( x0 ) = K 0 , y ' ( x0 ) = K1 , ⋯ y ( n −1)
( x0 ) = K n−1
with given x0 in the open interval l considered, and
given K0, ..., Kn – 1.
Theorem: If the coefficients p0(x), ..., pn – 1(x) of a
homogeneous LDE are continuous on some open
interval l and x0 is in l, then the initial value
problem has a unique solution y(x) on l.
 Linear Independence of Solutions:
The Wronskian
Linear independence of solutions is crucial for
obtaining general solutions. Although it can be
often seen by inspection, it would be good to
have a criterion for it.
An extended criterion uses the Wronskian W of n
solutions y1, y2, ..., yn defined as the nth order
determinant.
 Linear Independence of Solutions:
The Wronskian
Note that W depends on x since y1, y2, ..., yn does.
The criterion states that these solutions form a
basis if and only if W is not zero.
y1 y2 ⋯ yn
y1 ' y2 ' ⋯ y n '
W ( y1 , y2 ,..., yn ) =
⋮ ⋮ ⋱ ⋮
( n −1) ( n −1) ( n −1)
y1 y2 ⋯ yn
WC = Y
 General Solution of Homogeneous
LDE with Constant Coefficients
The general solution of an nth order linear
differential equation is expressed as
y = C1 y1 + C2 y2 + ⋯ + Cn yn
or as a summation, n
y = ∑ Ci yi
i =1

where yi = e mi x
 The D Operator
Given a homogeneous LDE,
y + pn −1 ( x ) y
(n) ( n −1)
+ ⋯ + p1 ( x ) y '+ p0 ( x ) y = 0
The D operator can be used to replace the
derivatives
dy d2y d3y dny
= Dy, 2
= D 2
y, 3
= D 3
y, ⋯ n
= D n
y
dx dx dx dx
and y can be factored out to simplify
( D n
+ pn −1 D n −1
+ ⋯ + p1 D + p0) y = 0 or f n
( D) y = 0
where p0, p1, ..., pn–1 are coefficients.
 Conversion to nth Degree Polynomial
The nth order homogenous LDE in D operators
(D + pn −1 D + ⋯ + p1 D + p0 ) y = 0
n n −1

can be converted to a polynomial of degree n,

n −1
m + pn −1m + ⋯ + p1m + p0 = 0
n

which has roots m = m1, m2, ..., mn.

Then the solution is the auxiliary equation
. y =Ce m1 x
+ C e +⋯+ C e
m2 x mn x
1 2 n
 Types of Roots and Corresponding
Solutions
Real and Distinct. If m1 ≠ m2 ≠ ... ≠ mn, then
y = C1e m1 x
+ C2 e m2 x
+ ⋯ + Cn e mn x

Real and Repeated. If m1 = m2 = ... = mn, then

n −1 m1 x
y = C1e m1 x
+ C2 xe m1 x
+ C3 x e2 m1 x
+ ⋯ + Cn x e
Complex-Conjugate. If m = a ± jb, then
( a + jb ) x
y = Ce = C1e cos bx + C2 e sin bx
ax ax
 Example
Solve the linear differential equation:
(D6 – 10D5 + 42D4 – 100D3 + 141D2 – 90D)y = 0

Solution:
m6 – 10m5 + 42m4 – 100m3 + 141m2 – 90m = 0
m = 0, 1 + 2j, 1 – 2j, 3, 3, 2
y = C1 + C2 e x cos 2 x + C3e x sin 2 x + ( C4 + C5 x ) e3 x + C6 e 2 x
 Examples
Problems:
1. (D5–12D4+52D3–112D2+192D–256)y = 0
2. (D5–7D4–31D3+103D2+150D–216)y = 0
 Non-homogeneous LDE:
Method of Undetermined Coefficients
Consider the equation,
y ( n ) + pn −1 ( x ) y ( n −1) + ⋯ + p1 ( x ) y '+ p0 ( x ) y = r ( x ) or f n ( D ) y = r ( x )
where r(x) ≠ 0.
The total solution of this is given by
y = yc + y p
where yc is the auxiliary equation (natural response)
or solution of the homogeneous LDE when r(x) is
set to zero, and yp is the solution elicited by the
presence of r(x) to the auxiliary equation (forced
response).
Roots of the Forced Response Function
Use the table below as a guide for your solution
if the roots of r(x) is distinct to those of the
homogeneous LDE.
r(x) m’ yp
eax a Aeax
xeax a, a (A + Bx)eax
x2eax a, a, a (A + Bx + Cx2)eax
eaxcos bx a ± jb eax(Acos bx + Bsin bx)
eaxsin bx a ± jb eax(Acos bx + Bsin bx)
k 0 A
Objective of the Particular Solution yp
The main purpose of solving for yp is to
determine the coefficients of the solution of
the forced response function r(x).
To achieve this, the n order derivatives of yp
must be obtained in order to be substituted to
the fn(D)y of the homogeneous LDE and
equate it to the forced response function term
concerned.
 Example 1
Solve the non-homogeneous LDE
( D − D − 14 D + 24 ) y = 96 x e + 48 − 24sin 2 x
3 2 2 −3 x

Solution:
To solve for the auxiliary equation,
( D − D − 14D + 24 ) y = 0
3 2

m − m − 14m + 24 = 0,
3 2
m = −4,3, 2
−4 x
yc = C1e + C2 e + C3e
3x 2x
 Example 1
To solve for the particular solution:
r1 ( x ) = 96 x 2 e −3 x , m1 ' = −3, −3, −3; y p1 = ( A + Bx + Cx 2 ) e −3 x
r2 ( x ) = 48, m2 ' = 0; y p2 = E
r3 ( x ) = −24sin 2 x m3 ' = ±2 j; y p3 = F cos 2 x + G sin 2 x
 Example 1
For the solution of y p1 :
y p1 = ( A + Bx + Cx 2 ) e −3 x
Dy p1 = ( B − 3 A ) + ( 2C − 3B ) x − 3Cx 2  e −3 x
D 2 y p1 = ( 2C − 6 B + 9 A ) + ( 9 B − 12C ) x + 9Cx 2  e −3 x
D 3 y p1 = ( 27 B − 18C − 27 A ) + ( 54C − 27 B ) x − 27Cx 2  e −3 x
Then substitute these derivatives to:
( D 3
− D 2
− 14 D + 24 ) p1
y = 96 x 2 −3x
e
 Example 1
Leads to:
( 30 A + 19 B − 20C ) + ( 30 B + 38C ) x + 30Cx 2
= 96 x 2

Then,
C = 165
B = − 304
75

A = 1125
5288
 Example 1
For the solution of y p2 :
y p2 = E , Dy p2 = 0, D 2 y p2 = 0, D 3 y p2 = 0
Then substitute these derivatives to:
( D 3
− D 2
− 14 D + 24 ) y p2 = 48
Leads to:
24 E = 48
Then,
E=2
 Example 1
For the solution of y p3 :
y p3 = F cos 2 x + G sin 2 x
Dy p3 = −2 F sin 2 x + 2G cos 2 x
D 2 y p3 = −4 F cos 2 x − 4G sin 2 x
D 3 y p3 = 8 F sin 2 x − 8cos 2 x
Then substitute these derivatives to:
(D 3
− D 2 − 14 D + 24 ) y p3 = −24sin 2 x
Leads to:
( 36 F + 28G ) sin 2 x + ( 28F − 36G ) cos 2 x = −24sin 2x
 Example 1
Then,
F = − 27
65

G = − 65
21

Therefore, the final answer is:

y = yc + y p
y = C1e −4 x
+ C2 e + C3e + (
3x 2x 5288
1125 − 304
75 x+ 16
5 x )e
2 −3 x

+ 2 − ( 27
65 cos 2 x + 65 sin 2 x )
21
 Example 2
Solve the non-homogeneous LDE
( D + 12 D + 48D + 64 ) y = 24 xe
3 2 −4 x

Solution:
To solve for the auxiliary equation,
( D 3
+ 12 D 2
+ 48D + 64 ) y = 0
m3 + 12m 2 + 48m + 64 = 0, m = −4, −4, −4
yc = ( C1 + C2 x + C3 x ) e
2 −4 x
 Example 2
To solve for the particular solution:
r ( x ) = 24 xe−4 x , m ' = −4, −4,; y p = ( Ax3 + Bx 4 ) e −4 x
For the solution of yp:
y p = ( A x 3 + B x 4 ) e −4 x
D y p =  3 A x 2 + ( 4 B − 4 A ) x 3 − 4 B x 4  e − 4 x
D 2 y p =  6 A x + (1 2 B − 2 4 A ) x 2 + (1 6 A − 3 2 B ) x 3 + 1 6 B x 4  e − 4 x
 6 A + ( 2 4 B − 7 2 A ) x + (1 4 4 A − 1 4 4 B ) x 2
 −4 x
D yp = 
3
e
 + (1 9 2 B − 6 4 A ) x − 6 4 B x
3 4

 Example 2
Leads to:
24 Bx = 24 x
A = 0, B = 1
The final answer is:
y = yc + y p
y = ( C1 + C2 x + C3 x + x ) e
2 4 −4 x
 Examples
Problems:
1. (D3 + 5D2 + 3D – 9)y = 64x2e–3x
2. (D3 + 13D – 34)y = 25x2 + 100e–xcos4x