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

Module 6 Homogeneous Differential Equation With Constants Coefficients

The document discusses homogeneous linear differential equations with constant coefficients. It defines the general solution as the sum of the products of arbitrary constants and the linearly independent solutions. The auxiliary equation associated with the differential equation must have its roots determined. There are four cases based on the nature of the roots: 1) real and distinct, 2) real and repeated, 3) imaginary and distinct, 4) imaginary and repeated. The general solutions are then provided for each case, which involve exponential, trigonometric, and hyperbolic functions of the roots. Several example problems are also presented to illustrate each case.

Uploaded by

Therese Sibayan
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
0% found this document useful (0 votes)
205 views

Module 6 Homogeneous Differential Equation With Constants Coefficients

The document discusses homogeneous linear differential equations with constant coefficients. It defines the general solution as the sum of the products of arbitrary constants and the linearly independent solutions. The auxiliary equation associated with the differential equation must have its roots determined. There are four cases based on the nature of the roots: 1) real and distinct, 2) real and repeated, 3) imaginary and distinct, 4) imaginary and repeated. The general solutions are then provided for each case, which involve exponential, trigonometric, and hyperbolic functions of the roots. Several example problems are also presented to illustrate each case.

Uploaded by

Therese Sibayan
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/ 3

BACHELOR OF SCIENCE IN CIVIL ENGINEERING

BACHELOR OF SCIENCE IN CIVIL ENGINEERING Which means simply that 𝑦 = 𝑒 𝑚𝑥 is a solution of the equation. The equation
MATH 104 – DIFFERENTIAL EQUATIONS
1st Semester, S.Y 2023 – 2024 𝑓 (𝑚 ) = 0

CHAPTER 6 Is called the auxillary equation.


Page | 1
HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH Four Cases in the solution of f(D)y=0
CONSTANT COEFFICIENTS
• CASE 1 : Real roots, distinct
6.1 GENERAL SOLUTION OF A HOMOGENEOUS EQUATION • CASE 2 : Real roots, repeated
• CASE 3 : Imaginary roots, distinct
Let {𝑦1 , 𝑦2 , … , 𝑦𝑛 } be a linearly independent set of solutions of the homogeneous linear
• CASE 4 : Imaginary roots, repeated
equation,
D-Operator. To facilitate writing equation
𝒃𝒐 (𝒙)𝒚(𝒏) + 𝒃𝟏 (𝒙)𝒚(𝒏−𝟏) + ⋯ + 𝒃𝒏−𝟏 (𝒙)𝒚′ + 𝒃𝒏 (𝒙)𝒚 = 𝟎 → (𝟏)
Let:
for x on the interval a<x<b. Suppose further that 𝑏𝑜 (𝑥), … , 𝑏𝑛 (𝑥 ) are continuous 𝑑 𝑑2 𝑑𝑘
functions and that 𝑏𝑜 (𝑥 ) ≠ 0 and a<x<b. 𝐷 = 𝑑𝑥 ; 𝐷2 = 𝑑𝑥 2 ; 𝐷𝑘 = 𝑑𝑥 𝑘

Then the general solution of equation (1) is CASE 1: AUXILLARY EQUATION HAS REAL ROOTS, DISTINCT

𝒚 = 𝑪𝟏 𝒚𝟏 + 𝑪𝟐 𝒚𝟐 + ⋯ + 𝑪𝒏 𝒚𝒏 General Solution:

where 𝐶1 , 𝐶2 , … , 𝐶𝑛 , are arbitrary constants. 𝒚 = 𝑪𝟏 𝒆𝒎𝟏 𝒙 + 𝑪𝟐 𝒆𝒎𝟐 𝒙 + ⋯ + 𝑪𝒏−𝟏 𝒆𝒎(𝒏−𝟏) 𝒙

6.2 THE AUXILLARY EQUATIONS Example Problem:

Any linear homogeneous differential equation with constant coefficients, 1. (𝐷 2 − 𝐷 − 2 )𝑦 = 0


2. (𝐷3 + 2𝐷2 − 15𝐷)𝑦 = 0
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚 (𝐷4 − 2𝐷3 − 13𝐷2 + 38𝐷 − 24)𝑦 = 0
𝒂𝒐 + 𝒂𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 3.
𝒅𝒙 𝒏 𝒅𝒙 𝒏−𝟏 𝒅𝒙 4. (𝐷2 − 2𝐷 − 3)𝑦 = 0; when x=0, y=0 and y’=-4
May be written in the form, 5. (𝐷3 − 2𝐷2 − 5𝐷 + 6)𝑦 = 0; when x=0, y=1, y’=-7, y’’=-1.
𝑓 (𝐷 )𝑦 = 0 Find for x=1 the value for the particular solution required

Where f(D) is a linear differential operator. CASE 2: AUXILLARY EQUATION HAS REAL ROOTS, REPEATED
If m is any root of the algebraic equation f(m)=0, then
General Solution:
𝑓(𝐷)𝑒 𝑚𝑥 = 0
𝒚 = (𝑪𝟏 + 𝑪𝟐 𝒙 + 𝑪𝟑 𝒙𝟐 + ⋯ + 𝑪𝒏−𝟐 𝒙𝒏−𝟏 + 𝑪𝒏−𝟏 𝒙𝒏 )𝒆𝒎𝒙

ENGR. MELANIE ROSE P. PASCUA


BACHELOR OF SCIENCE IN CIVIL ENGINEERING
Example Problem: 1 2𝑥
cosℎ2 𝑥 = (𝑒 + 2 + 𝑒 −2𝑥 )
4
1.(4𝐷2 − 4𝐷 + 1)𝑦 = 0 𝑑 𝑑𝑢
sinh 𝑢 = cosh 𝑢
2. (𝐷3 − 4𝐷2 + 4𝐷)𝑦 = 0 𝑑𝑥 𝑑𝑥
3.(2𝐷4 − 3𝐷3 − 2𝐷2 )𝑦 = 0 𝑑 𝑑𝑢
cosh 𝑢 = sinh 𝑢 Page | 2
4. (𝐷5 − 𝐷3 )𝑦 = 0 𝑑𝑥 𝑑𝑥
5. (𝐷3 + 5𝐷2 + 3𝐷 − 9)𝑦 = 0; when x=0, y=-1; when x=1, y=0; and also as x→ ∞, y→ 0
Find for x=2 the value for the particular solution required Since,

CASE 3: AUXILLARY EQUATION HAS IMAGINARY ROOTS, DISTINCT 𝐷2 cosh 𝑎𝑥 = 𝑎2 cosh 𝑎𝑥 and
𝐷2 sinh 𝑎𝑥 = 𝑎2 sinh 𝑎𝑥
General Solution:
It follows that both cosh ax and sinh ax are solutions of
𝒎𝒙
𝒚=𝒆 (𝑪𝟏 𝒄𝒐𝒔𝒃𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝒃𝒙)
(𝐷2 − 𝑎2 )𝑦 = 0, 𝑎≠0
−𝑏±√𝑏2 −4𝑎𝑐
𝑥= ; 𝑏2 < 4𝑎𝑐; 𝑚 = 𝑎 ± 𝑏𝑖 Then the general solution may be written as
2𝑎

Example Problem: 𝒚 = 𝑪𝟏 𝒄𝒐𝒔𝒉𝒂𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝒉𝒂𝒙

1.(𝐷2 − 2𝐷 + 5)𝑦 = 0 Instead of using the form


2. (𝐷3 + 2𝐷2 + 𝐷 + 2)𝑦 = 0
3.(𝐷2 − 1)𝑦 = 0 ; when x=0, y=𝑦𝑜 , y’=0 𝑦 = 𝐶3 𝑒 𝑎𝑥 + 𝐶4 𝑒 −𝑎𝑥
4. (𝐷2 + 1)𝑦 = 0; when x=0, y=𝑦𝑜 , y’=0
Example Problem:
CASE 4: AUXILLARY EQUATION HAS IMAGINARY ROOTS, REPEATED
1.(𝐷4 + 2𝐷3 + 10𝐷2 )𝑦 = 0
General Solution: 2. (𝐷5 + 𝐷4 − 7𝐷3 − 11𝐷2 − 8𝐷 − 12)𝑦 = 0
3.(𝐷3 + 7𝐷2 + 19𝐷 + 13)𝑦 = 0 when x=0, y=0, y’=2, y’’=-12
𝒚 = 𝒆𝒂𝒙 [(𝑪𝟏 + 𝑪𝟐 𝒙 + ⋯ + 𝑪𝒏−𝟏 𝒙𝒏 )𝒄𝒐𝒔𝒃𝒙 + (𝑪𝟑 + 𝑪𝟒 𝒙 + ⋯ + 𝑪𝒏−𝟏 𝒙𝒏 )𝒔𝒊𝒏𝒃𝒙] 4. (𝐷3 + 𝐷2 + 4𝐷 + 4)𝑦 = 0 when x=0, y=0, y’=-1, y’’=5
𝑚 = 𝑎 ± 𝑏𝑖
A NOTE ON HYPERBOLIC FUNCTIONS:
References
𝑒 𝑥 − 𝑒 −𝑥
sinh 𝑥 =
2 1. Holzner, Steven (2008). Differential Equations for Dummies, Indianapolis,
𝑒 𝑥 − 𝑒 −𝑥 Indiana: Wiley Publishing, Inc.
cosh 𝑥 =
2 2. O’Neil, Peter V. (2012). Advanced Engineering Mathematics, 7th Edition.
1 2𝑥 Philippines: Cengage Learning Asia Pte Ltd.
sinℎ 𝑥 = (𝑒 − 2 + 𝑒 −2𝑥 )
2
4 3. Rainville, Earl D. & Bedient, Phillip E. (2002). Elementary Differential
Equations, 8th Edition. Singapore: Pearson Education Asia Pte Ltd.

ENGR. MELANIE ROSE P. PASCUA


BACHELOR OF SCIENCE IN CIVIL ENGINEERING
4. Rainville, Earl D. & Bedient, Phillip E. (1981). Elementary Differential
Equations, 6th Edition. United States of America: Macmillan Publishing Co.,
Inc.
5. Gillesania, DIT (2014). Engineering Mathematics Volume 2, 3rd Edition.
Philippines: Diego Inocencio Tapang Gillesania
6. Problems and Solutions in Elementary Differential Equations by Mark Page | 3
Jefferson B. Castro, MSCE and Rodel P. Hacla, MME

ENGR. MELANIE ROSE P. PASCUA

You might also like