ODEs
ODEs
Example
For the differential equation ẍ+2ẋ+x = 0, both of x(t) = e−t and x(t) = te−t are solutions
of the ODE. Thus by the superposition principle, x(t) = c1 e−t + c2 te−t = (c1 + c2 t)e−t is
also a solution.
a dy
dt
+ by = 0
ln(y) = − ab t + A
b b
y = e− a t+A = c1 e− a t
d2 y dy
a1 2
+ a2 + a3 y = 0
dt dt
dy d2 y
Therefore = memt and 2 = m2 emt and substitution into the ODE yields
dt dt
a1 m2 emt + a2 memt + a + 3emt = 0 ⇒ emt (a1 m2 + a2 m + a3 ) = 0
⇒ a1 m2 + a2 m + a3 = 0
.
This equation is called the Auxiliary (or Characteristic) Equation. The roots of the
auxiliary equation m = m1 and m = m2 yields two (not necessarily distinct) solutions of
the ODE i.e y1 = em1 t and y2 = em2 t . This suggests the following method for solving the
ODE.
3. Form the General Solution of the homogeneous ODE using the roots of the Auxiliary
Equation and the Superposition Principle as follows:
y = c1 y1 + c2 y2 = c1 em1 t + c2 em2 t
y = A1 e(α+jβ)t + A2 e(α−jβ)t
2m2 + 6m + 4 = 0 ⇒ (m + 2)(m + 1) = 0 ⇒ m = −2 or m = −1
Roots real and unequal. Therefore, the general solution is;
y = c1 e−t + c2 e−2t .
b) 4ẍ + 12ẋ + 9x = 0
p √ √
−3 ± 32 − 4(2)(2) 3 −7 3 7
2m2 + 3m + 2 = 0 ⇒ m = =− ± =− ±j
2(2) 4 4 4 4
3
√ √
Therefore y = e− 4 t (c1 cos 4
7
t + c2 sin 4
7
t)
2. Find the general solution of the ODE which has a characteristic equation of the
form
(m − 5)(m2 + 2m + 2)(2m + 3)3 (m − 4)(m + 6) = 0
m − 5 = 0 or m2 + 2m + 1 = 0 or (2m + 3)3 = 0 or m − 4 = 0 or m + 6 = 0
√
−2± −4
m = 5 or m = 4
= − 12 ± j 12 or m = − 23 (repeated (3)) or m = 4 or m = −6
Therefore
1 3
y = c1 e5t + e− 2 t [c2 cos( 12 t) + c3 sin( 12 t)] + (c4 + c5 t + c6 t2 )e− 2 t + c7 e−4t + c8 e−6t
1. y ′′ − 6y ′ + 13y = 0
2. y ′′′ + 2y ′′ − 15y ′ = 0
3. y ′′′ + 4y ′′ + y ′ − 6y = 0
5. y iv + y ′′′ = 0
4. Apply Initial Conditions if they are given to get the specific solution
2. Compare the assumed yP I with yCF . If any terms in yCF have the same general
form as any terms in the assumed function yP I = f (t), then multiply the assumed
function f (t), repeatedly by t until no more duplications exist. This then becomes
the new assumed yP I
3. Substitute the assumed yP I into the ODE and solve for the undetermined coefficients
5. Substitute any given initial conditions to find the specific solution of the ODE
Examples
Assume yP I = Ax2 + Bx + C
Comparing the general forms of terms between yCF and yP I , we notice that the terms
in yCF are exponential forms while the terms in yP I are powers. Therefore there are no
duplication of forms and so the assumed yP I is adequate.
d3 z d2 z
3. Solve + 2 = 3 + 2e2t
dt3 dt
m3 + m2 = 0 ⇒ m2 (m + 1) = 0 =⇒ m = 0 (multiplicity 2) or m = −1
∴ zCF = (c1 + c2 t)e0t + c3 e−t = c1 + c2 t + c3 e−t
The RHS is a combination of two functions, 3, (a constant function) with general
form A and an exponential function 2e2t a function with general form Be2t .
Thus, the assumed Particular Integral is a combination of the two general forms
Therefore, assume zP I = A + Be2t
Comparing zP I with zCF , note that the general form A, in zP I has the same
form as c1 in zCF (both are constants). So in zP I , the duplication occurs only in
the one general form (the constant function), and not the exponential function,
hence only the general constant function (A) is multiplied by t to eliminate the
duplication with c1 .
Thus, let zP I = At + Be2t
However, now At in zP I duplicates with c2 t in zCF , hence the term At must be
multiplied again by t to eliminate the duplication with c2 t.
Thus, let zP I = At2 + Be2t (Now, no duplications exist)
dz 2t d2 z d3 z
= 2At + 2Be , 2
= 2A + 4Be and 3 = 8e2t
2t
dt dt dt
Substituting in the original ODE gives;
d3 z d2 z
+ 2 = 3 + 2e2t ⇒ (8e2t ) + (2A + 4Be2t ) = 3 + 2e2t
dt3 dt
⇒ 2A + 12Be2t = 3 + 2e2t . Comparing coefficients gives:
4. Solve y ′′ − 2y ′ + 3y = 2 sin 3x
√
2 2±
−8 √
m − 2m + 3 = 0 ⇒ m = ⇒ m=1±j 2
√ 2
√
x
yCF = e (c1 cos( 2 x) + c2 sin( 2 x) )
Another example;
d2 y dy
2 2
+ 3 − 2y = 2D2 y + 3Dy − 2y = (2D2 + 3D − 2)y = (2D − 1)(D + 2)y
dt dt
(a) Returning to step 2 above to solve for the remaining unknown function, or
(b) Substituting the function solved for in step 3 above, into one of ODE’s in the
system
5. Substitute the two general solutions for x and y into one of the original differential
equations to find the relationship between the arbitrary constants in the two general
solutions. Then state the general solutions in terms of two arbitrary constants only.
6. Apply any given initial conditions to find the specific solutions for x and y.
Example
Solve
ẋ + ẏ + x + 3y = e−t
ẋ + 2x + 5y = 3e−2t
given x(0) = 0, y(0) = 1
5e−t − (D + 3){3e−2t }
=
5(D + 1) − (D + 2)(D + 3)
−5e−t − 3e−2t
=
D2 + 1
d2 x
2 −t −2t −t −2t
∴ (D + 1)x = −5e − 3e or, 2 + x = −5e − 3e
dt
m2 + 1 = 0 ⇒ m = ±j
⇒ 2A = −5 ⇒ A = − 25 , and 5B = −3 ⇒ B = − 35
D+1 e−t
D+2 3e−2t
y=
D+1 D+3
D+2 5
(D + 1){3e−2t } − (D + 2){e−t }
=
5(D + 1) − (D + 2)(D + 3)
e−t + 3e−2t
=
D2 + 1
d2 x
2 −t −2t −t −2t
∴ (D + 1)x = e + 3e or, 2 + x = e + 3e
dt
m2 + 1 = 0 ⇒ m = ±j
⇒ 2A = 1 ⇒ A = 21 , and 5B = 3 ⇒ B= 3
5
Step 5: Substitute the two general solutions for x and y into one of the original
differential equations to find the relationship between the arbitrary constants
in the two general solutions. Then state the general solutions in terms of
two arbitrary constants only.
⇒ −c1 sin t + c2 cos t + 52 e−t + 65 e−2t + 2(c1 cos t + c2 sin t − 25 e−t − 35 e−2t )
+ 5(c3 cos t + c4 sin t + 12 e−t + 53 e−2t ) = 3e−2t
Step 6: Apply any given initial conditions to find the specific solutions for
x and y.
⇒ − 15 (2c1 + c2 ) = − 10
1
⇒ c2 = 67
10
∴ substituting these values in the general solution gives the specific solution;
x = − 31
10
cos t + 67
10
sin t − 52 e−t − 53 e−2t and
1
y = − 10 cos t − 33
10
sin t + 12 e−t + 53 e−2t
Note:
Steps 4 and 5 can be achieved much more economically if one or both of the original
differential equations can be manipulated so that one of x or y can be expressed in terms
of the other function and other functions of t only.
For example, the second differential equation ẋ + ẏ + x + 3y = e−t can be re-written as
y = − 51 ẋ − 25 x + 35 e−2t .
This suggests that if x is solved for first, then y can be attained simply by substituting
the general solution for x into this differential equation as follows.
y = − 15 ẋ − 25 x + 35 e−2t
= − 51 (−c1 sin t + c2 cos t + 52 e−t + 65 e−2t ) − 25 (c1 cos t + c2 sin t − 25 e−t − 53 e−2t ) + 35 e−2t
This method saves a lot of time and effort if it can be implemented. Before attempting
to solve the system, the differential equations should be studied to see if it possible to
express one function solely in terms of the other function. If so, the other function should
be solved for first.
Exercise
Solve the system
d2 x dy
+ + x − 3y = e3t
dt2 dt
dx
+ 2y = 2e2t
dt
Answer:
x = c1 e−2t + c2 e−t + 16 e2t + 1 3t
10
e and y = c1 e−2t + 21 c2 e−t + 65 e2t − 3 3t
20
e