ODE Topic 8 Notes
ODE Topic 8 Notes
d2 y dy
ax2 + bx + cy = 0 (1)
dx2 dx
Method 1:
Assume a solution of the form
y = Axm ̸= 0 (2)
On substitution we obtain
[am(m − 1) + bm + c] Axm = 0
y = C1 xm1 + C2 em2
1
Example
Solve x2 y ′′ − 2xy ′ − 4y = 0
i.e.
m2 − 3m − 4 = 0
⇒ m1 = −1, m2 = 4
∴ y = C1 x−1 + C2 x4
Case 2:
If m1 = m2 then we obtain only one solution i.e. y = xm1
−(b−a)
i.e. m1 = 2a
. We construct the second solution y2 by first writing the
Cauchy-Euler equation
d2 y b dy c
2
+ + 2y = 0
dx ax dx ax
b
We put p(x) = ax
∫ ∫ ∫ ∫
e− p(x)dx e− ax dx
b
∴ y2 = x m1
dx = xm1
(xm1 )2 em1 x
∫ −b ln x
m1 ea
=x dx
x2m1
∫
−b
=x m1
x a x−2m1 dx
∫
−b b−a
m1
=x x a x a dx
∫
m1 dx
=x
x
= xm1 ln x
y = C1 xm1 + C2 xm1 ln x
2
= (C1 + C2 ln x)xm1
Example
Solve 4x2 y ′′ + 8xy ′ + y = 0
auxiliary : 4m2 + 4m + 1 = 0
(2m + 1)2 = 0
−1 −1
m= ,
2 2
−1
∴ y = (C1 + C2 ln x)x 2
Case 3:
If m1 and m2 are complex conjugate say m1 = α + iβ and m2 = α − iβ where
α and β are real, the formal solution is
y = C1 xα+iβ + C2 xα−iβ
[ ]
= xα C1 xiβ + C2 x−iβ
iβ
But xiβ = eln x = eiβ ln x
= cos(β ln x) + i sin(β ln x)
Example
Solve x2 y ′′ + 3xy ′ + 3y = 0
auxiliary : m2 + 2m + 3 = 0
√
m1 = −1 + i 2
√
m2 = −1 − i 2
3
[ √ √ ]
∴ y = x−1 A cos( 2 ln x) + B sin( 2 ln x)
Method 2:
Cauchy-Euler differential equation have the form:
x2 y ′′ + Axy ′ + By = 0
dy dy dt 1 dy
= =
dx dt dx x dt
2
[ ] 2
( )2
dy d dy dt d y dt dy d2 t
= = +
dx2 dx dt dx dt2 dx dt dx2
1 d2 y dy −1
= + ( 2)
x2 dt2 dt x
[ 2 ]
1 d y dy
= 2 −
x dt2 dt
i.e.
d2 y d2 y dy
x2 = −
dx2 dt2 dt
On substitution we get
d2 y dy
2
+ (A − 1) + By = 0
dt dt
Example
Find the general solution for
x2 y ′′ + 2xy ′ − 6y = 0, f or x > 0
4
Let x = et i.e.
d2 y dy
2
+ (2 − 1) − 6y = 0
dt dt
y ′′ + y ′ − 6y = 0
auxiliary : m2 + m − 6 = 0 ⇒ m = −3, 2
= c1 x2 + c2 x−3 x>0
Example
Solve x2 y ′′ − xy ′ + 10y = 0
Let x = et to get
y ′′ − 2y ′ + 10y = 0
Assignment 8
2
2 − 5x dx + 8y = 0
d y dy
(i) Find the general solution of x2 dx
d y2 dy
(ii) Solve x2 dx 2 + 3x dx + 3y = 0
d3 y 2
2d y dy
x3 3
+ 5x 2
+ 7x + 8y = 0
dx dx dx