Differenvial Equations Note Notice that the fist term inthe second-order linear differential equation (1) is y", its Coefficient is 1. We call this the. Standard form. However, ifthe equation ‘begins with, say, /(x)y"," ‘then we absume tbat f(s) is never zero for any x e 7 ‘Thus, we can divide by f(x) to get the Standard form (1) with y" as the first ton, 2 tap y- yao 4S non-linear because it cannot be ‘written in the form (). EXAMPLE 1 ‘Second-Order Linear ODEs @) The differential equation 3" Sy'+ 6) = cox ; iS 2 second-order linear ODE because the dependent variable(or the unknown function) y and its derivatives y" andy" appear linearly. Hete p(s) = -5, g(e) = 6, and r(x) = cos x are continuous functions on (1, co) (©) The differential equation. x4" —2xy! + 2y = 3x2 cos 2e : is also a second-order linear ODE because it can be written in the standard form (1) 2 yadys SY = 3cos2r where p(x) =—2/x, g(x) = Ux}, and r(x) = 30s 2x are Continuous on any interval that does not contain x = 0. For example, we could take /= (0, «). cond-Order Linear ODEs BEG) if Lee EXAMPLE 2 Show that the functions y homogeneous linear ODE ¥"~Sy'+6y=0 for all, SOLUTION Differentiating the function y= €2 twice, we obtsin yinder, yrange : Substituting y = €34, y'= 202, and y* = ge into the given differential equation, we obtain ¥"~Sy' + 6y=de™*— 102 + Get ag feisPows thal the fonction yea slain ofthe ge dite quia Sinday.caa be Sen thatthe funtion y= eis also a solu of the given difrenialequson, Thee tp ‘ratons A tbe ely oan to he fet quton lft ny fe filowng ue sso sluions ofthe pve diferent] equation yaaSe yates y #312 ya Sie yrSe¥—6e¥ — ys— 120-18 4a fac, any liner combination ofthese solutions, such as y =3el +26! 2 isalso a solution. Indeed, differentiation and substi ution gives” Y°~SY' + 6y = Get4 29" - Se + De +6 420) = (I2e¥* + 186) ~ 5(6c2*+ 603) + 6c +262) and y =e ‘ae solutions of the second-order |a Differential Equations Homogeneous Linear ODEs : Superposition Principle Consider the homogeneous second-order linear differential equation in standard form yt pay’ +aG)y=0 a) where the coefficients p and g are continuous on the open interval J Aparieslaly useful propery ofthis homogeneots lnst equation the fat tht he sum of ay two solutions of equation (1) is again a solution, as is any constant multiple ofa solution. This is ‘often called the superposition principle or linearity principle _—————— Proof Since y, and y, are solutions of equation (1), we have | Yt Pey} + 9@yy =% ¥3+ PHI +42 =O yy, +e) its derivatives int (1) and using the basic ules of differentiation, I By substituting wwe get > yr play’ + aby = (ern + ayy" + PONE it an) + 9 FY) m evi eP@yi + PEs +29 +90) pOdy +9 )y,) + 43+ PE) + a9) meal =0 This shows that y = ¢,y, + ¢,)% is solution of equation (1). We may state Theorem 2.1 ina very simple form by means ofthe concept of linear combination defined as follows : s ‘Allinear combination of two functions y,(1) and y,(x) is # function ofthe form y@) = ¢7:@)* aG) where c, and c, are arbitrary constants. In terms of this concept, Theorem 2.1 may be stated as:foJow: “Asan immediate consequence of Theorem 2.1 (or Theorem 2.2), onceming solutions of the omogeneous linear ODE (1). a oe 2s sotutions of Second-Order Linear ODEs EXAMPLES {tanbe reuily verified that the fonctions 7 the second-order homogeneous linear ODE yty=0 By the superposition principe, any lin equation for any constants ¢, and ¢y solution, 1s only for homogeneous cosx and y= sin aiso a solution of the sinx is a cost esinz 8 sa ‘2oosx + 35 year combination ¢ finear eornbination in particolar, the I don principle bo Remark Its important to emphasize that the superposition principl Jinear ODES; it does not hold for nonhorso onlineat) ODEs, 3s the following examples. 7 EXAMPLE 4 Consider the norhosogencous linear ODF BP a pi a ~ oo geneous (inear OF js illustrated in ytyn? : - = ‘both It Gah be eafily verified by substitution thatthe functions y veo ree solutions of equation (1), but their sum is not 2 $0 or 2(2 + sinz) a solution of (1)- = 2+ cots and, fotion, Neither isthe function 3 EXAMPIES Consider tbe nonlinear differential equation ; yy —3y'=0 A) ttean be easily verified thatthe functions y ==? and ota solution. Neither isthe function ~2°. y= are solutions of equation (1), but their sums General Solution, Basis and Particular Solution “The fundameatal question about solution ofa secood order linear differential equation ieeoncemed with ts general oluiontat is, a solution that contains all posible solutions. Note gy that the function 4 y@) =4n@+ GO) 1) & ‘general solution of equation are arbitrary constants bas the form of yrtpe@y'tae@y=0 -@ where ¢, and ey So the question is: If and yore solutions of 2) the expression (1) te general solution of @)? Thats, can every Ton of equation (2) be writen a a linear combination of and yy? i that) may ormaysotbe te general soution it depends onthe relation between the Ieturms out “The golutions must be linearly independent. solutions y, and 73°dependent GBTit hey pol Inearlyind Wiest onan HS i Toprove the above recut let us assume that func ¢xist constants c, and ¢, not both O, such that tions y, andy, are linearly dependent. Then there 4,18) + e.y962)=0 for all xin 7 (ly fe, #0, then equation (1) implies y, €,7 Thatis,y, sa constant multiple of, Similarly, ifc, # 0, then equation (1) implies y= Beat ‘That i, y is a constani mitiple of: yy Conversely, supose that y,= ay» on J for some constant, Tho, 1y,+Ca)y, 20 on, ‘Thus, by definition, the functions y, andy, are linearly dependent, We can reformulate our definition of linearly dependent by using the concep of proportions ‘Two functions y, andy, are called proportional on Jif fr all x on , © =k, or () y, sly here A and /are numbers, zero or not, Thus, two fun JY, (0ry/y;)is a constant and hence the ove result ctions are proportional if their quotient can be reformulated a follows : For example, the functions y\(x) = e and Jala) =e because their quotient y,/y, = eis nota constan, Aependent because their quotieaty,/y, are linearly independent on any interval whereas y\(x) = x? and y,(r) = Sx? are =Sisa constant ‘Wenow introduce the concepts of general solution of homogeneous linear ODE of second order, ee fa ‘Second-Order Linear ODEs Initial Value Problem ‘The reader may recall that an initial value ‘ogeter wit an inal condition y(,)=y, arbitrary constant cin the general so Problem for a first-order ODE consists of an ODE The initial condition s used to determinea value ofthe luton ofthe ODE. This results in unique solution and hence 4 particular solution ofthe ODE. We ‘ow extend these concepts to second-order ODES as follows: ‘An inital value problem fora second-order homogeneous lincat DDE. ‘consists of an ODE Y"*P@)y'+ae)y=0 Aogether with two initial conditions WO)= hy and Ye) =& $ Ths intl condtons are used to detemine the tw aia contac, and cin the ges solution y = ¢,y, + ey ofthe ODE. This resus ina unique souon, and hee pata ‘olution. Geometizaly, th ntl conditions mean thatthe solution ure pases thought pint rah) inthe xy-plane with slope k at that point, ~ EXAMPLE 6 Verify by aubstinution thatthe functions y= cosz andy, = sinx are soluionsof he ODE y"+y= 0; Then solve the initial value problem Lyt+y=0, yO=2, yO=-a5, * SOLUTION Weh ‘yresing, —yfz-cosr Replacing y by y, = coss.and y" by y= ~coss inthe given ODE, we obtain % ‘ Wot y=~cosx +cose=9 is i imal, it tan be seen that y= This shows that y, = cosris solution ofthe given ODE. Similar, it tan Ur isa solution of the given ODE. We note that y, and y, are linearly independent oo aay interval | because ther quotient yy, = cots i nota constant. Hence y, and frm abasis of soliton or | the given ODE, and the general solution is yr ejcosr+e, sins, wwe need the derivative y' = ne sinx+ 6,008i 28 Differontial Equotions t From this and the initial conditions y(0) = 2, y'(0) =~0.5, we have yO)=c=2 and: y"(0)=c,=-05 fon of the intial value problem is y= 2oosx-0.Ssiax. EXAMPLE Show that e and re form & basis of the diferetial equation y*—6y' + 9y=0. Fiod also the solution tht satisfies the conditions y(0) = -1.4, y"(0)= 4.6. [Delhi Univ, GE-3, 2016 SOLUTION The given ODE is y"= by! +9y=0 (1), ‘We fst show by substitution that y, = e and y, = xe are solutions of ODE (1), Differentiating the function y, =e twice, we obtain yates, Replacing y by e," by 3e™ and y" by 9e2* in (1), we get y"—by'+9y=9e't— 1Bedz+9e¥* = 0 This shows that, = eis 2 solution of (1) We next dferentatey, = x6 twice to obtia yyeGxtNe% y= Ox+ He) Replacing y by xe*, y' by Gx-+ 1)e™, and y" by (Ox + 6)e% in (1), we get "by" #9y = Ox + H)e* = 63x + Ie + 9Re™) - % . = (9x+6-18r-6+9:)e# =0 yinge ‘Thus, y, = xe is also a solution of 1) z Hence y= e andy, = te are both solutions of (1). They ar inert independent sine thei quotient yy, = xe%1e = x # constant. So, ze form a basis of solution of (I) andthe corresponding gener! solution is ya cjet + ere = (c, + eH)e* sa(2) 1 conditions y(0) =~ 1.4, y'(0) = 4.6. We We now find a particular solution that satisfies the in need the derivative es Y=3e tener + ge From this and the inital conditions, we have {3 y(0)=¢,=-14 ¢ £ y'O)=3¢, +746 ui Solving these equations for c, and cy we dain ey" 14 and.e,= 64. Substituting these values obtain the particular solution of the given initial value problem fe, and c in equation (2), we icond-Order Linear ODEs AAGIMELES. Show tat? and x? form bass Find also the solution that sais the conditions y SOLUTION The given ODE is shyt ey Aye 1 are solutions of ODE (1)- Differentiating the function Hat i : l Replacing y by x*, y’ by 2x and 7” by 2 in (1), we ert “ ~ oo ~ bn > 6 We first show that y, =x? andy, y, 222 twice, we obtain yrds a(g3)- 228 +222 427 = 0 sty" txy'-4y- 7) 470) ~ 2 pwice to obtain =? jn a solution of (1). We next differentiate ¥, == ee ee gl Replacing y by 27% y' by 259, andy" by 6xSOR WERE apt tay hye BG) xT) MEI OF 4 “This shows yy = x7? is also a solution of (1)- Hence y, =? and y, ==“? are both solations of (1) Since theis quotient 7/72 constant, they are linearly independent ‘and hence form a basis of solutions of (1). The solution is This shows that y, it =O ieee general on(2) yrqrttex, s where ¢, and ¢, are arbitrary constants ‘We now find the solution tat satisfies the inital conditions 1) = 1, 9"(1) = derivative 6. We need the yi e2ex-2ex> From this and the initial conditions, we have y()=qtq=U yi) =2e,-24,=-6 Solving these eqiations for and cy, we obtain c, = 4, ¢, 7. Subsiutng he values of ¢, and cy in @), we obiin the soltion of (I) satisfying the iil conditions as 24x24 72 : y@) =a +7, : value problem yity=0, 7()=6, y')=-2 cow that cos % and sinx form a basis of solutions of the ODE y" + y = 0. Then'solve the210 - Show that e* and e Differential Equations “> form a basis of solutions of the ODE y" +)" initial value problem ~2y=0. Theo solve the YT Hy" =2y=0, yO)=4, yO) that e% and e~* form a basis of solutions of the ODE y* — 16; initiel value problem 1y = 0. Then solve the ~ y=, yO) =3, y=. S. Show that x° and x5 form a basis of solutions of the ODE xy" —7xy’ + 15y=0, Then _ Solve the initial value problem x2y"— Ixy" + 15y=0, y(1)=04, yl) =1. 6. Show that cos Sx and sin $x form a basis of solutions of the ODE y" +25 y=0, Then solve ‘the initial value problem y" +25y=0, y(0) = 08, y'(0)= 7. Show thet e~°5+ and xe~°5* form a basis of solutions of the ODE iy" +y"+0.25y=0. Then solve the initial value problem y ty" FO2Sy=O, yO)=3, yO) =-35. : 8. Show that e~*cosx and e~*sinx form a basis of solutions of the ODE y"+2y'+2y=0. ‘Then solve the initial value problem yrt2y'+2y=0, y(O)=1, y"O)=-1 9. Sbow that e~* and xe~* form a basis of solutions of the ODE y" + 2y’ + y= 0. Then solve the intial value problem yr +2y' ty=0, y(O)=4, y= Ley =2et+4e* . y= Beanz = 0.Ssinx By sett3e-™ 4. y= 2504 +0.5e" . 5. y =05x9-O.1x5 6. y = 0.8cos5x—- 1.3sinSx (3 -2x)e~95* =(4-2x)e* 8. y =e cosx 2.2 HOMOGENEOUS LINEAR ODEs WITH CONSTANT COEFFICIENTS In this section we learn how to solve second-order homogenous linear ODEs with constant _ coefficients, that is, equations of the form . y" tay! + by =0 el) where a.and b are constants. i Second-Order Linear ODEs ‘ To find the general sol first loc oe Solution, we first look for a single solution. asst amir ‘olin ofthe form y=. ubsiingy =e mate enero ey si yomde and yr = ede “ into the differential equation (1), we obtain ; ed + aQ.e') + b(ey = 0 . 02 +02. +b)=0 Because eis never zero, we see that, of the equation ie, .y = will bea solution of Eq(1) precisely whet isa root i +ah+b =0 \ . Q) ‘Equation (2) is called the: acteristic equat 8 of the differential Eq.(1). Our problem, then, i reduced to ie wlan of it Gusta Sinton SIE EAGT i ren en Eq(#) by merely replacing y” by 22, y’ by 2, y by 1. Eq.) bas two roots, given by the quaératie formula: at {or 4b dy = ‘These roots may be real and distinc, real and repeated, or complex conjugate according as.the discriminant a? — 4b is positive; zero, or negative, respectively. Case 1.. Distinct Real Roots Tf the discriminant a? — 4b > 0, then the characteristic Eq.(2) has 2 distinct real roots i, and hy ‘Moreover, our derivation shows thatthe functions e x ye ad ye are solutions of ssuatin (J). These solutions are defined for all x and th yan ee solutions of (1) on any Oi ¥)™ « constant (since X, #%;) Hence e", €™* form’albais of * neral solution is where ¢, and 6, art EXAMPLE Finda general solution of the differential equation y” + 2y'- 8y= 0. SOLUTION The characteristic equation is WEM-B=0 or AT4A-2=0 ie thas two distinct real roots A= 4,2 = 2. Thus, ‘the general solution of the given y Feet + ge, aco EXAMPLE 10. Finda geserl solution ofthe ODE 10y">7y'+127 SOLUTION Dividingby 10 the given ODE an be pu i standard form = O7y' +0.12y=0212 Differentiat Equations The characteristic equation is B-O74012 = 0 o¢ Q-0.4)0-03)=9 Bhs tvo distinct roots 2, = 0.4, = 0.3, Thus, he enema sclution of the given ODE ie Y meyer etds Gese2. Real Double (or Repeated) Root Whe discriminant a2 40 ig zero, then the c)eosax+t i(¢,—c)sinoz] < =e [Acctar + Bsinoz] . 6) ae two new arbitrary constants. Thus, the general solution jects = rie YG) =" teosex + Bsinor) EXAMPLE 13 Find the genera solution ofthe difeeatal equation y* SOLUTION The characteristic equation is R-9413=0 or G-224+9-0 = R-2=a37 ‘Thus the characte equation has the complex conjugate roots? #31 seneral solution is S \ eae ‘ are y= ’ ’ ¥ = e™[Acos 3x + Bsin 3x} ‘ where A and B ate arbitrary constants, e ‘ ‘ODE y"—y'+2.5y=0, 1 SOLUTION The characteristic equation ig- BAA425"0 of Q-0524225"0 = AOS "215i or K=05415) ‘Thus the characteritic equation has the complex Conjugate roots 0.5 + 1.5i, Hence the comesponding general solution i EXAMPLE 14” Find the general solution ofthe ¥ e4006 15x + Bsn 1sx, Where d and B are arbitrary constants, oe| | { . EXAMPLE 18 Solve the initial value problem Different Equations ~ EXAMPLE 15 Finda genera solution ofthe ditfeentil equation y"+ 24y'44,0) = 0, SOLUTION The characteristic equation is M42404450 or A+12)7425600 = 2412 Thus, the characteristic equation has the com ‘corresponding general solution is A161 or k= 124161 plex conjugate roots ~1,2 1.6/, Hence the ¥ =e !2[Ae0s 1.6x + Bsin 1.6.x), “where A and B are arbitrary constants, EXAMPLE 16 Find the general solution of the differential equation y" + w2y = 0, SOLUTION The characteristic equation is 4? Hence the corresponding general solution is Y= Acos ox + Bsin wx where A and B are arbitrary constants. *° | +7 =0. Ithas the complex conjugare roots +a Initial Value Problem : Some Illustrations EXAMPLE17 Solve the iitial value problem yty'-2y=0, yO)=4, y= “SOLUTION. Step 1 General Solution The characteristic equation is B+2-2=0 ie, W+20-1-2=0 of, (-1)A+2)=0 I, has two distinst real roots 2, = 1 and A, = ~2. Thussthe general solution is.» y= cet+ cet ol) Step 2 Particular Solution ‘We now use initial conditions to find constants ¢, and c,. We need the derivative ' =c,e*-2ee-* ; From this and the inital conditions, we obtain (0) =c,+0,=4 ‘ (2) YO =¢,~2¢ 3) * Solving Eqs.(2) and (3) fore, and c, we obtain c, = 1 and ¢, = 3. Thus, he given inital value problem has the solution prereset, yr 3y'-2y=0, y)=32, y'@)=-iis Second: Order Lincar ODEs Z 21s SOLUTION Step 1 General Solution The characterise eee 2-2-0 & Ms+ia-neo has two distinct real roots 2 = -1/2 and 1, = 2. Thos, the general solution is ¥ mee *? + eet al) Siep 2 Partcilor Solution ‘Wenow use intial conditions to find constants c, and c- We need the derivative J an yin see P+ Dee From this and the initial conditions, we obtain ss 0) =6,+6,=32 ~@) } 1 YO 9 736424° > 8) 3 From Eq(Q),c, = 56, Substituting this value of in (3), we obtain - 1 3 1 etG-a)-4 Cet ahs co reed o adolf see ae ape Gamene 3 Thus the given inital value problem has the solution : | Span, Lae yo gems tes EXAMPLE 19 Solve the intial value problem ep yety'+025y = 0; y(0)= SOLUTION Step 1 General Solution ‘The characteristic equation is f M+A+025=0 © ArOsP=0 Sew thas the real double root 4 =-0.5, Hence the general solution is y= tepete ‘Step 2 Particular Solution ‘We now ws initial conditions to find constants c, and c, eel edeDifferential Equations itil conditions, we yO) = ¥'@) =-05¢, +6, @) + wich imply ta = and ¢ =—2, Ths, the particular solution ofthe given inl value poblem i y= G-2)e* (2) EXAMPLE20 Solve the initial value problem YY +y=0, y)=5, y'0) SOLUTION Step 1 General Solutidn The characteristic equation is M+R+1-0 = A+iimo Whas the real double root h=— Hence the general solution is y= texe (0) ‘Step 2 Particular Solution ‘We now us initial conditions to find constants c, and c, We need the derivative y' =ce*~(, tex From this and the inital conditions, we dbtain ¥(0) #85 (2) , YQ) =e, +e, 2-3 @) ‘which imply tht , = 5 and cy =2, Thus, the particular solution ofthe given initial value problem is y AG 422)e%, EXAMPLE 2{ Solve the initial value problem Y'+04y'+9.0y=0, y(0)=0, y'Q)=3. [Dell Unix. G33, 2018} SOLUTION Step 1 General Solution 2 The characteristic equation is 22 +042.49.06=0 of (+0.2)?4+9=0 > 2402-437 of A=-02431 ‘Thus, the characteristic equation has conjugate complex roots -0.2 + 3/. Hence, the general solutionis y = 2-514 cose + Bsin3z), where A and Bare arbitrary constants. Step 2 Particular Solution i ‘We now use inital conditions to find constants A and B. The fist (0) =A=0 i ‘Thus, we are left with the expression y =Be™Fsin3x To apply the second inital condition, we need the derivative: B(-0.2¢-*4sin3x + 3e-*e0s3x) { \ 21 Second-Order Lineor ODEs ‘The second initial condition gives oa HO) =38=3 => Bat i Hence the particular solution ofthe given initial value problem is y =e-*sinds. . EXAMPLE 22. Solve the inital value problem y"~ 6 +25y =0, y(0)=-3, SOLUTION Siep 1 General Solation ss ‘The characteristic equation is ae H-64425=0 or Q-3P+16=0 > A-3nA4i or % seni ‘Thus, the characteristic equation has conjugate complex roots 3 # 4i. Hence, the general soluti ¥O=-1. where A and B are arbitrary constants, Step 2. Particular Solution “ ‘We now use nial conditions to find constants 4 and B. The frst inital condition gives. yO) =A=-3 id intel condition, we ned the divative y! = OM(Adsindx + 4Bc0s43) + 3e™(Acos4x + Bsindx) = ed + 4B)c0s4x + GB- 44)sin4s} ‘The second initial condition gives > y@ =3444 Substituting A =—3 in the last equation, we find B = 2. Substituting the values of A and B into Eq (1), we obtain the particular solution ofthe given intial value problem : y =e(-3eos4x+2singy). Recovering a Differential Equation from Solutions ‘We can also work backwards using the results above, That is, we can derive a Second-order homogeneous linear ODE with constant coeficints tat basa given bass of solutions. Let us consider some examples. EXAMPLE 23 Finda second-order homogeneous near ODE with constant coefficients tht has the-basis ¢™, e- of solutions. SOLUTION To the given basis e, e-* of solutions, equation there corresponds the characteristic Q=2A+3)=22421-6=0 Henee, the coresponding ODE is yi ty! 6y=0, y = @"[Acos4x + Bsin4z}, a) i; pairs. Therefore, 1 ~ al Equa PLE 24 Finda secondo geneous lineat ODE with constant coc Miciens that ka SOLUTION To the g haracteristic equation basis 1, 2 (Le .¢™) of solutions, there corresponds the AQH2)= RE AHO ‘Hence, the corresponding ODE is yi tay" EXAMPLE 25 Find second-order homogeneous linear ODE with constat¢ soefficients that has the basis exe of solutions. SOLUTION To the given basis e°*, xe of go} equation 5 there corresponds the characersti¢ O-8) = 2-25243 =0 Hence, the corresponding ODE is yt~ Wiy' +3y=0, EXAMPLE26 Finda second-order bomoge neous linear ODE with constant coefficients that hag the basis ef !*22, e~(1*20 of solutions, SOLUTION To the given basis e(-! # 20s, ¢-(1 +292 Of solutions, there corresponds the characteristic equation (41-290.41421)=0417-@Nt=2 424520 Hence, the comesponding ODE is y"t2y! + Sy EXAMPLE 27 Find. second-order homogeneous linear ODE with constant coefficients that hs) the function y(x) = e¥ cos 2c as solution, SOLUTION Since e*cos xis. solution, 1 +2/ must bea rooto fhe characteristic equation, We! ‘now from algebra that roots of «polynomial equation with real coefficients occur in conjugate ‘must be the other complex root ofthe charseerstc equation. These roots ‘correspond to the characteristic equation (A 1-210, ~142i)=(.-1P-@Nt=2-245"0 Hence, the corresponding ODE is yt dy! + 5y=0. ODEs : \ aie 2.3 DIFFERENTIAL OPERATORS ‘ Tnclels, we oe we he capi fete D ode ittreninon at itDye Bayt Symbol Dis called the ferential operator becuse masts given eet) into into its derivative, For example, Dsinx = (sin, x) = cosx, Dx? + 524 Ne Gr+se4y *6r+ 5. Higher-order derivatives ca also be expested interns of D inanatualway; 9 a 4 + Dy = BLay, psy fh ty a 1 ge Ys Diy = ES my, ad in ened ayaa Polynomial expressions involv 1is the identity operator def expression gD such as D-21,D?+30+2) D+ 42+ 51 ct, wher ined by Jy = y, are also differential perators. In particular, the" L=PD)=D'+aD+61 | 's called the second-order diferential operator with const coeicients, _« ‘An important property of second-order difleceat itis near inthe sense hati Ly and Lw exist, then for any constants a and bywe-bave Lay + bw)= aly +biw_) sng the second-order tee oper a tcod-odrhomogsaes fear ODE wit ‘constant coefficients Y"toy' +by =0 j can be expressed as e : Ly= P(D)y= (D*+ D+ by=0 cr For example, the second-otder homogeneous linear ODE tee y"-2y'+5y=0 an be expresed in terms of differential operator D as Be | @*-20+sny=0. Peseta: Note Noice tat P(D) ein be ete jus ike an algebraic us In prt, P(D) canbe factored in the same way as the characteristic polynomial P(A) = A? + ah + b, Finda genera solution of ach ofthe following ODES. Ly" +5y"=Gy=0 Lyrttyte yao 3.y"=2y"-S25y=0 4 ytay'tsy=0 Sy" + 4ny' +4nty=0 Ty" + 26y" 1.68 9. y" +y'=0.96y=0 1 (DP+2D+4Ny=0Differential Equations yray'~ 6729 p10) cay =o 16, y"=9y"0, yO) ==2, y'O)==12 0, yQ)=1, y'a=1 16, y"HAy'+5y=0, yO)=2, pO) =-5 1. 10)" Sy" +0.625y=0, y(O)=2, y'@)=-45 18, (D?~2D- 24N)y =0, yO) =O, y'@)=20 19. (1OD?+ 18D +5461)y=0, y(0)=4, y'(O)=-38 20.9" + 2hy' + (2+ why =0, y(O=1, yO) =-k Find an ODE y* + ay'+ by = O for he given basis. Bese ans 322, ff ett 2 obltD, ete 26. e881, else 2 y= (ey eget 4. y= e[Acos2x+ Bsin2x) chan en tee ir, gob 2.1, Lyneert tee? Beyseeditt cent Sy=(tqnem Tys(jtqne 87 = 96, Dymcedtrs gents ML y= e*[Acos 3x + Bein 5x) pir, 4 gar = Set, 50 By 3 10. y=cyel teens * 12, y= er [Ac0s2s + Bsin2s] 14 yretengen| ie 1S. y=(1-2ee 16. y= e-%(Qeosz— sins) Mh y= ayers 19, BerMF4 2. 2¢°14s, 20. yee oosox 2. y*-2) 2. y"~6y'-1y=0 23. y" +2.6y'+ 1.65) =0 25, y* + Sy' =o 24, y"+2y"+2y=0 26. y" = 2y"-—5.35y=0 2.4 EULER-CAUCHY EQUATIONS ‘The Euler-Cauchy equation is en-ordinay differential equation of the form Si EEO ) where the obeffcints a anid are consans. The coefficient of the ist tem x2)" is 1. We cal this the standard form. (Ifyou have kx?y*, divide by Fto get the andar fomm)-———— . Second. Onler Linear ODEs ee - ‘The trick for solving this equation isto try 2 solution of the : es, eneous linear ODEs wil here m is o.be Sorin tea is similar to that for home “conan coefiets, Differentiating this function, we oi | d fp amse', y=m(n-3)x"- : Fe oe 2 into Eq(1), € & ‘Substituting y =" and its derivatives y’ = mz®~" and y” = m(m —1)# in(m=1)2" + ama” + bx" =0 or, (n(n 1) + 0m +6)" =0 oe cane TThus,y=2" isa sotion ofthe differential equation (1) if and only ifm sa root of the equation, m(m-1)+am+b=0 which simplifies to re zo 2 m+ (a-l)m+b=0) 2) : i i ts of this quadratic ‘There are tree different cases to be considered, depending on whether the root e equation are real and distinct, real and equal, or complex. In the last case the roots occur as conjugate pat Case 1, Distinct Real Roots It tber6as mand i of the ausliary equation (2) are real and distinct, then the solutions Pare md ye 3 ‘re linearly independent because Wtet Gastant Hence x"', x”? form a basis of solutions of (1) for all x for which they are real. The corresponding general solution is eens, y = ce $x? i where ¢, and c, are arbitrary constants. EXAMPLE28_Solve the Euler-Cauchy equation 22y" -2xy'—4y=9, SOLUTION Comparing the given equation withthe standard Euler-C: “auchy equation - xy" +axy'tby=0, wefade~-2,b=-4, Hence te piven Eule-Cauety equation baste auslary equation i m—3m—4=(m+ Im —4) = 0 Uisroots ate m, =—1 and my = 4, : ‘ \ yrorttaxt eo 5 EXAMPLES Fila paca shon oft ternal eqtion (224 a ce ae222 Differential Equations SOLUTION ‘The given ODE is an BulanCauchy equation say" 4 xy" = y= 0, + with a= i, b=—4. The auxiliary equation is m?+(@-1)m+d=0 m—4=0 => m=2,-2 Thus, the auxiliary equation has two distinct real roo iver ODE is 's 2and—2, Hence the general sdlution of the Deqrttor?, EXAMPLE 30 Finda general solution of the diferenil equation (2D? + 6xD +61)y=0, where a D=~. = (Delhi Univ. GE-3, 2017) SOLUTION The given ODE is an Eular-Cauchy equation ” ‘ xy" + 6xy' + 6y=0, with o= 6, b= 6, The auxiliary equation is m+ (a—1)m+b=0 : m+Sm+6=0 or (m+2)(m+3)=0 = m=-2,-3 ~ Thus, the auxiliary equation has two distinct real roots — 2 and —3. Hence the general solution of ~the given ODE is y pane xP tex EXAMPLE31 Solve the following differential equation (xD? + 4D)y=0. Also find the solution satisfying y(1) = 12, y'(1) = -6. (Delhi Univ. GE-3, 2018} SOLUTION The given ODE can be written as . xy"#4x'=0 € xty"+4xy'=0. (provided x ¥ 0) ‘This is an Eular-Cauchy equation with a= 4 and b= 0. The auxiliary equation is m?+(a-1)m+b=0 Bee, m+3m=0 => m=0,-3 ‘Thus, the auxiliary equation has two distinct real roots 0 and ~3. Hence the general solution of the given ODE is yao, tex? ‘We now find the particular solution sats fying the conditions y(1) = 12, y'(1) = ~6, We need the derivative y=-3ex-4 From this and the initial conditions, we have . y(l)= 6, +e, = 12 yQ)= -3¢,=: \ id-Order Linear ODEs th 223 ese equations for c, and ¢»,we obtain c, = 10 and i i 2 194 cy 1= Wand c,=2. Substituting thee val ‘olution, we get the panicslr soli ofthe given nial val psblen, oe Y= N04 24-3, ‘adel Case 2. Real Dowblé (or Repeated) Root Ifthe auxiliary equation (2) has a real double root m(that is, m=; then the i ) m= m= m,), 1¢ two Correspondi linearly independent solutions are y, =x and iy nee oeann gencral nies s Yee" + ex ing, Ve oe EXAMPLE 32 "Sole the real egpion ZG" bay +y x0, SOLUTION The given differential equation can be writen in standard form of the Euler-Cauchy equation 1 : Py tty + ty a0 Here a=2, b= 1/4, Its auxiliary equation is m+ (a-1)m+5=0 at +(2-1)m + =O or 4nt+4me1=0 of Qm+lPao ‘Thus, it has the real double root m =—1/2. Hence the general solution for all positive xs ¥ yrex tering EXAMPLE33 Solve the initial value problem: xy" + day ty=0, yO) =4, y') SOLUTION Step 1 General Soliition (Dethi Univ GE-3,2016) The given ODE is an Euler-Cauchy equation with a= 3, b= 1. The auxiliary equation m2 +(a-I)m+b=0 i. m2 +2m+1=0 or,- (m+1)=0 h {thas the real double root m = ~1. Hence the general solution for all positive xis woe e ye +elax)et 5 Step 2 Particular Solution * ‘We now use initial conditions to find constants ¢, and c,. We need the derivative y'S-@+qintter? From this and the inital conditions, ye obtain, yQ)= "4 yW=-e44224 Solving these equations, we find ¢, = 4, ¢ sohtion Differential Equations = 2, Thus, the given initial value problem has the yn (Qe 2ina)e case. Conjug Complex Roots “We know that ihe complex rots ofa polynomial equation with real coefficients occu in conjugate als. Thus, if ~ 0 + ffs asimple root of the uxiliary equation (2), so is the conjugate J =c.- io, nd WE Wo conesponding Iinearly independent SoTutions ate cos(wlns) andy, =2*sin(wolnx) sok ‘The carespondng gene! { y =x*{Acos(w tna) + Bsin(oin)). EXAMPLE M Solve the Buler-Cauchy equation x°y"FU.6xy'+ 16,04) = 0. SOLUTION The auxiliary equation ofthe given ODE is amt + (0.6 —1)m + 16.06 = nr 0.4m + 16,04 = 0 | ‘Using the quadratic formula, the roos ofthe auxiliary equation are : 042 (I-A 0428 yy ' 2 2 Thus, the general solution of the ODE is. - y =29[Acos(4Inx) + Bsin(41n3)). EXAMPLES Solvetheinal valve problem: drty'txy'-y=0, y(t) SOLUTION Step 1 General Solution 1 yQ)=2. Dividing by 2, the given ODE can be written in standard form of the Euler-Caueby equation FeAl Py sty ~ 5720 Here @=1/2,b==1/2. Its suiliary equation is mi? +(a-l)m+b=0 2 1 1 a ie, ms {2-i\m-2=0 or 2m?- Pte : Q or Qm+IXm-1) thas two distinct real roots m, * 1/2, m, = 1. Thus, the general solution of the ODE is: ynqx it tax =a te + cx ri tarmae where c, and cae arbitrary constans. Second-Order Linear ODEs Sip 2. Particular Solution the derivative ‘We now use iia conditions ta find constants c, and c,- We need 1 an ate 4 4 he y From this and the intial condition, we obtain yi) =,4q21 4 MQ) =-ke + =2 VY 7a Solving these equations, we find ¢ 2/3 20d ¢,= 513. “Thas, the particular solution of the in EGE Find a general solution of each ofthe following ODEs. 1, xy" t2ay'-6y=0 3. ty" + OSzy! +00625y =0 5, 4x2y" + 4ry'-y=0 1. sy" ~2ay' +225y-0 9, Sy" + 3xy' F2y=0 2. sty" — Tay’ + \6y=0 4. By" txy' +4y=0 6. sty" +3xy'+y=0 8. sty" + Tey’ +9y=0 10, x*y"—0.75y=0 Solve each of the following initial value problems. M.y"-6y=0, y(I)=1, y'W=0 12, xy" —Aay! + 6y=0, (1) =1, y')=0 13, y)=4, y'Q)=-2 , (1) =4, yl) =-2 : 1S. 2D? -2xD +2.25Ny=0, y(t) =22, y'Q)=25 16. (2D? + 1.5xD -05Ny=0, y(1)=2, y(@=-n. Ay" + 3ry! ty = 14, xy" — Ixy! + 16y platens 2 y=(@+eIn2) Ay" deosQins) + BsinGZina) « 6 y= tetnxxt : 8 y=(+e,nayr? 1. yeerls cues 3. y= (+ e,Inx)x025 S.ysqvtteivee Tey (c+ eqInx)xts 9. y=x~"[Acos(inx) + Bsin(ta2)) 225Differential Equations 1 3x7 2s 1 y= (4=18Inajx4 . 1 = O8inxpx'3 16 ys OVE 4 87! 2.5 EXISTENCE AND UNIQUENESS OF SOLUTIONS, WRONSKIAN 4a this section we shall establish the general theory of second-order homogencous linear ODEs +P@y' + 4G)y = 0 (\) Shere p(x) and q(2) are continuous on some open interval /. Our main concem will be the conan ag form ot general solution of (1) as well asthe uniqueness ofthe inl alee problem ‘consisting of such an ODE with two initial conditions WE) = Ky YR) EK, - With given values x9, k and &,. ~ The following Theorem (proof omitted) states that such an solution that is unique, Linear Dependence and Independence of Solutions. Wronskian ‘Recall from Section2.1 that two func! tions y, and y, defined on an interval Jare Lincarly independent ifthe equation 41210) +e7,0)=000F = ,=0, =0 ‘The functions y,, yp are linearly dependent on If then exist constants ¢, and c, not both zero, such that 116) + ¢y,@) #0 on J * Hwas also observed in Section 2.1 that two functions y, and y, are lineatly dependent on Jif and only if they are proportional on J, that is, cher y,=ky, or y,=/y, forall xe/, where k and / are numbers, zero or not. In contrast, in the case of linear independence these - functions are not proportional,’ Linear independence of solutions is crucial for obtaining general solutions, Thus, it would be good tohave a criterion for it. For this we introduce the following definition that is relevent for stating 3 “the criterion, Second-Order Linear ODE AEA Solutions y,, y, of ODE (1). For thi F ines use the notation Wy, ys) to oe emphasize that Wronskian isa function of x. When then aaa Oy) the notation to W(x), #6 30 denger of confusion, we'll shorten “ ‘The Wronskian can be used to determine whether or not two Solutions of (1) are independent as is SS Ses mi iz Proof (2). = (6) We assume that y, and y, are lineary dependent on J: Then they eat proportional, that i, citer @) y=ky, or (6) y,=Ly, forall! for some constants k and /, Ify, = ky, thea : MOvd) = 1¥2—yv} = yy} ypky}= 0.007 : Similarly, if yp =), then MO) = NY- HV} ALY} — yy} = O.0nL sant ‘Thus, in either case, Wroaskian is ‘identically zero on J. £ ©) = © Obvious. : (6) => (@) We assume that 7(),, »5) = 0 for some xy in J. We must show that y, and yp ate! linearly dependent on J. We consider the homogeneous linear system of equation in the i 10 (80) + & 22640) = 1, (80) + 62930) =229 ey 228 f Differential Equations tasad Oni es ODE: 1 + ‘This system in matrix form is ‘ * «, which is never 22r0 . wo.09-{ »\. ef xe sles eer nich is never | ‘NG 920d] [er -(] WO "VWA AN ee erie Fra) ya0o)J Ler] Le. 0) From Corollary 24, these solutions are lineatly independent. a Pains EXAMPLE 38 Fada homageneons incr ODE of second-order for which ie fonctions : From linea algebra the system (2) (or system (3)) has @ nontrivial solution if and only ifthe are solutions, Also show linear independence by considering their Wror ie eterminant of the coefficient matrix Y is zero, But this determinant is simply the Wronskian evaluated a x = xy and, by essumption, IY = 0. Hence the system (2) (or system (3)) has @ raracteristic equation SOLUTION To the gives pate? of solutions, there corresponds the charact nontrivial solution. Thus, there exist c, and c,, not both zero, satisfying linear equations in syste) om ~ om Sm = oe 1-20. - 1) =92-+2=0 (2). Wih these numbers ey, cy, we introduce the furction Hees, the corresponding ODE is : YE) = en) + 420) : paliys aya By the superposition principle this function is a solution of (1) on J. From (2), we see that it Meare naa & ‘satisfies the initial conditions Z yoq)= 0, ¥'KQ)= 0, PE ebhe oer 2st nea) Wovwly x 2 Cet x However, the trivial solution y* m0 of (1) also satisfies the same initial conditions, Since thd wID= | | |e’ Be solution of initial value mes sas Dee Hs om i i en toe cee oe = be i ae Jer ‘ ‘Now since c, and c, are not both zero, the solutions y, and y, are linearly. dependent on 1, Thid EXAMPLE 39 Find homogeneous linear ODE of éecond-order for which the functions e! and. en ‘completes the proof. xe! are solutions. Also show liear independence by considering their Wronskian. Tre following crslary gives a useful characterization of linear independence using the concept of SOLUTION ‘oihe given pir e4,xe¥ of olutions, there coresponds thecbaracterstic equation gy : Wronskian. Q-H2=22-2+2=0 Hence, the ‘corresponding ODE is i 6 | yo dky'+By=0 : ps : |The Wronan i : ae Consider the ODE | eee les ce ‘ : ne yale ole 2s _ peetts - Soe ‘ ve ee ee al | HO ya) lee (kx + 1)e"** — kxe’ ie a it can be shown that y, = cosox and y, = singox are solutions of (1). Theie : TH he pes eaitines oe hac " ‘ E In aa aus { EXAMPLE 40 Find a homogeneous linear ODE of second-order for which the functions cos nx HOI yo] = |-wsinax acosox| " 008ex + asintor= 0 so sss Al Ince meme ee Oe occ 3 o the given pair coszx, sinrex of solutions, there correspon ; ‘Thus, it follows from Corollary 2.6, that y, and y, are linearly independent if and only iC #0, For equation, rE ui tie ata eis . (© =0, we have the trivial solution y, =0, which lence because a pri of neatly Q-xNQ+n)= aR? s - MEO, whic ea ‘ - <0 : Cpeeredacedaiie TEETER Hence, th conespondingODE is EXAMPLE37 Consider the ODE : yrtrya0 * a= Dist yea) oof) ‘The Wronskian is __ By substitution, it can be shown that y, = e* and y, = xe* are solutions of (1) on the interval J2|_| cosnx sing Me (2%). By inspection the solutions are iearly Independent. This fact cn also be seen Ja |e Woyay= | ols aia ireeaeee aie calziaet their Wronskian * M dal [onsinnx xeosnx mx tnsintnx= ne 0 ‘ i : Thus, the given solutions are linearly ae230 rental Equations EXAMPLE 41 Find a homogeneous linear ODE of second order f EXAM? which the functions x3 and x are solutions. Also show linear independence by considering th Wrooskiaa [Delhi Univ. GE-3, 2016] SOLUTION To the given pairs3,x-? of solutions, there coresponds thé auxiliary equation (m—3)(m +2) =m? —m~ 6 = m(m= 1) -6 = 0 Hence, the ODE (an Eular-Cauchy equation) is #y"—6y=0 + The Wronskian is Mya || ae? WOny. -[ a =-2-3=-5 eT AL [se oe “ Thus, the given solutions are linearly independent EXAMPLE 42 Find a homogencous linear ODE of second order for which the functions x 7*Inx(x> 0) are solutions. Also'show linear independence by considering their Wronskign. [Delhi Unix. GE-3, 2017 2018) SOLUTION To the given pairx-?, x-?Inx of solutions, here corresponds the auxiliarly equation (m+ 3)? =m? +6m +9 = m?— gt Im+9 = mlm-i)s Wit =O Hence, the ODE (an Eular-Cauchy equation) is xy"+ Ixy + 9y=0 and ‘The Wronskian is Pins <3x7Ting +27 + 3x77 Inx =x 20 3xfinzex Thus, the given solutions are linearly independent. EXAMPLE 43 Find a homogeneous linear ODE of second order for which the functions e"**costox and e~** sinwx are solutions. Also show linear independence by considering their - Wronskian, SOLUTION To the given p: characteristic equation e#cos wx, e* sinwx of solutions, there corresponds the @42-0)A+2+ 01) =A +2? + ot=22 +4444 a7 =0 Hence, the ODE is yi tay +(6+0%y=0 The Wronskian is S12 e cos@x e*sinox WOvId= ly, a)” |e (-2eo80 - esiaws) &*(2sinax + weoses)| = we 20 (assuming w # 0) « Thus, the given solutions are linearly independent, Second-Order Linear or 231 eral Solution of (1) includes All Solutions Recall from Section 2.1, that a general solution of the ODE Y'+ Pay’ + gy =0 al) ‘on an open interval is a solution of the form yma toy, where ys ¥2 form a bass of solutions ofthe ODE (I), and e, j _ Thenext theorem shows tata general solution to the ODE (I | f and cy are arbitrary constants, « ) always exists, ESE eee Proof Let xp be any arbitrary but fixed point in J. By Theorem 2.4, the ODE (I) has solution ‘¥4(2) 00 I satisfying the initial conditions PEI“! y')=0 and a solution y,(x) on J satisfying the initial conditions Y= 0, y'G)=1 ‘Their Wronskian at x =x is 6 “Wop ed= (40) calc ‘| Os . 20) vaGeo)| Jo 1] 71 * Hence, by Corollary 2.6, these solutions are linearly independent on J. Consequently they form a basis of solutions of (1) on J, and y= c,y, +¢,y, is general solution of (1) on J. This proves the existence of a genéral solution, ‘We conclude this section by showing that from a general solution of (1) every solution of (1) can be obtained by choosing suitable values ofthe arbitrary constants. Hence ODE (1) has no singular solutions, that is, solutions that cannot be obtained from a general solution,233 232 Differential Equations Second-Order Linear ODEs We have to find suitable values of ¢,, ¢ such that y(x) = ¥(x) om J. We choose any fixed xy in and, eae jaice 6, xtyt-0.75y20, Wea? show that ave can find constants c, cy such that y and its derivative y" agree with ¥and is fst SUM Saas apa teg W=08e% derivative Y" at xy That is, y(%) = YG) and yy) = ¥ (xy). Expressed in terms of (1), we have Teal" + xy y= 0, Wax? aga . O.y"=2y'+y=0, Wael, 40. x2y" + 0.5xy! + 0.06257 = 9 © N+ C2Y2(%0) = aM 19, (9) + 6292640) = 1"Co)| 2) \2.6 NONHOMOGENEOUS ODEs figear system of 2 equations in two unknowns ¢;, ¢). This can be expressed in matrix In his section we cbnsider the general second-order nonhomogeneous linear ODEs a yn + play + aby =r) - nila) v200)][er] _ [t0) where ple), a). and r(z) are continuous on an open interval and (2) #9 0m Ee el oa C0) yalzo)| er] LEG). that there is a close connection between solutions of (1) and sotutions of the corresponding homogeneous ODE @" yt + play’ + ata)y =0 2 ‘We begin by introducing the concepts of “general soltion of (0 which are defined as follows ‘The determinant of the coetficient matrix is nil) yal%o) 1" and “particular sotation of (1)" ¥,(29) 93(z0)| ~ Oreo | Since y,, yy form a basis, they are linearly independent and hence their Wronskian is not zero by Corollary 2.6. Thus, te system (2) has a unigue solution c, = C,, c, = C,, Substituting these values in (1), we obtain the particular solution L 1) =Cy,0) ¥C,720) ‘Now since C,, C; is a solution of (2), we have _ IG) Me. "= YG) ‘This means that y* and Y satisfy the same initial conditions at xp. ‘The uniqueness theo (Theorem 2.4) now implies that y* mY on J, that is, y* and Y are equal everywhere on J. This completes the proof. Find a second-order homogeneous linear ODE; show linear independence by considering their Wronskian, es pees \ Piper: e Agee |: Bie (ee ae tpn ' Lp] =y" +b)" a0y 7. x7'cos(Inx), x~!sin(Inx) 8. Fane e“Fsin0.8x, i ‘Then for any solutions » of (I) and F of @) on J, we have i 9. €%, xe? 10, 20%, 298 nx Lp} =r) and L5]=0 A) * fe Consider ge i “ANSWERS id q5y=0, W=-se™% 2. -y"-0.25y=0, W=—1 4, y"=0.97'~85y=0, Wa 5.90094 Lp + 51 20+ 5)" + PMO* IY +a@MO+H) =O" + 3) +eWO"+ FD + a@O+ I) 1.9" 4 3y'- 3, xly" + Day’ 6770, Wa Se?”We shall see comesponding 2)" ation of (1)" 234 Differential Equations = 07 + POY’ + a@)y) + 5" + peas" + 96) 9) Lp]+415) =rG)+0 g (4) This proves that y + 7 isa solution of (1) on (®)_Lety and y* be any two solutions of (1) on J. Then 2D) =r) ad £0") = 160) “s) Consider ‘ 10-91 = 0-3*)" + PLY 7+ aU») =O" -¥*) + PAO" -y") +409-9) =O" + DEY + gle)y)— + plely* + ginly*) =Lb)- Ly") =r@)-rG)=0 (using (5)) -¥* isa solution of (2) on J ‘We saw in Section 25 that a general solution of homogeneous ODE (2) includes all solutigns. The folowing theorem (proof ome) sates that the same iste or coahomagencous ODEs (1). ee Sola Tuneon (3) in (1) fe conibuous on some’ ing tlle valdes ibe ‘Second: Order Linear ODEs 235 are two methods for fading a particular solution, Method of undelermined coefficients (6) Method of varietion of parameters. y" Bay’ + by =r) ‘where the coefficients @ and b ae constants and the forcing function rx) belongs to a rexbited class of functions. Toe method of variation of parameter ls more geezral and wos fer tee function r). 2.7.1, Method of Undetermined Coefficients In this seetion we shall discuss the Ti cients that is used to find & particular solution y, of nonhomogencous linear ODEs ofthe form, yt ay’ + by =r(0) ofl) her the coefficedts @ and b are constants aod the forcing function r() is an exponential function, a polynomial ssine or cosine, o¢ sums or products of such functions. Note’ hese fineat ve eater usar 7G) Task eam eee 4, silat to rG), but wit unknown eoeficients to be Yelrmined by substiing thay, and is 21-2437 ‘Thus, he characteristic equation has complex conjugate roots 2+ 3i, so the general solution of the homogeneous ODE is. ‘y= e? [e\c0s3x + c,sin3x] Because r(x) = ¢?¥ cos 3x, ¢ normal choice for y, would be e™{c,cos3x + ¢,sin 3x}. But this choice won't work because itis already a solution of the homogeneous ODE. Thus, we'should rmuliply our choice function by x. Thus, instead, we should choose : ' yp 22? [e\eos3x + e,sin3a). () The characteristic equation ofthe homogeneous ODE y"-4y" + 4y=0is B-4.+4=Q-2%=0 Thus, the characteristic equation has the real double root 2, so the general solution of the homogeneous ODE is yan le, tere Beeause r(x) = e, the normal choice for y, should be ypde ‘But this choice won't work because itis already a solution of the ‘homogen shoud ipl ur hoes fonction by. Tati, we should choose y, = Axe, But tis sort work either, y,™. iso‘ solution of the corresponding homogene 2 rmliply our Ghoie function by 2, Thatis,we choaee ne BeNCOUS ODE. So, we have to ay oe , ; i ous ODE. Thus, wetS 238 ial Equations EXAMPLE 4s sahution ¢ SOLUTION ‘The first step is to + Genera solution ofthe homogeneous diferente eguation find the genera Solution ‘y,” Y-¥'=37=0 ‘The characteristic ‘equation of the homogeneous ODE is | BA-3=0 or A+ 1)A-3)40 | ‘Thus, the characteristic equation bas two distinc real rots MymnLand 1, =3. Hence the general, | * solton of he coresponding homogeneous ODE i Yr ee* tee, of the corresponding homogeneous ODE ‘Step 2. Particular solution of the nonkomogeneo Particular solution of the us equation. The second step is to find the nonhomogeneous ODE: -2y'-3y = sin Because rx) = 2snx, we choose a tial solution ofthe type Yp~ Acosx + Bsinx (A,B are undete > ¥, *~Asinx + Boosx ¥, =~Acos: ~ Bsinx Substitution into the origina differential equation yields CAeosx - Bsns) - 2-Asing + Beosx) — 3(Acoux + Bsinz) (4d ~ 2Bycoss + (24 — 4B)sinx = Equtingcoeficints of like tems, we obtain TM-25=0 Yy = 2de +B and yA Sutution nto the origin! diferent equation yields 24+ (As? + Br +0) =o99,3 42 +Be+04+0) = 0.0012 Equating the coefiiciens of 32, x and the constant term on or both sides, we bave 470001, B=" sag U+C=0 > C 5-24 =-0.002 ‘Thus the particular solution of the given ‘nonhomogeneous ODE is Yp = 0.0013? = 8.002 = 0.002 ¥ = 0.002cosx + «Sing + 0.0013 — q002 = m ’ The second initial condition yields * yO =q=15 Thus, the panieutar solution ofthe inital Value problem is ¥ = 0.002sinx + I Scosx + 0.00122 — 0.002. EXAMPLE47 Solve the inital Value ‘Problem. YH3y'+2.25y'= 109rtss, W)=1, yO=0. , : Welt Oni 63,2017 SOLUTION Step 1. Generatstuion ofthe homogeneous differential equation. i ‘The first step is to find the Beneral solution ‘y,” of the. ‘corresponding homogeneous ODE: y+" + 22520 is " ‘Thb characteristic equation, of this homogeneous ODE is +34225 00 op Q+15%=0* Setting x= 0 and using the second initial condition give: Be iferea! quote eer rcx sane x 11a te torrtpeming horogetev ODE La Uh pra | saton e+ de Sup 2. Partzsiar solution of the nonhomogeneous equation, The second step isto find a particular solution of the nonhomogeneous ODE: yt + 3p" +225y= 100-4 Because rx) = -1Ore-", the normal choice for y, would be Ae“!S%, But this won't work ‘because Ae!" ea solution ofthe comesponding homogeneous ODE. Thus, we should multiply curchoice function by x Tats, we should chose , = Axe", Bu this won't work cher, = Axe“! jg also a solution ofthe corresponding homogeneous ODE. So, we have to multiply ouf choice fontion by 2, That, we choose yp nates CCaleuatng the derivatives of y,, we have > By TALL Ste 1554 Deel] = Ae — LSet and YG MALCL.S(e— 1 Scents $ (2 32)e-15H] = AQ 6x4 2.282 0°14# Substituting these expressions into the given differential equation yields AQ— 6x + 225r3)eV5" + 34Qx— 1 Sx) e1 + 2.25AreoSE = 10H ‘Cancelling the factor e-™5*, we get © AQ~ 6x +2.25r7) + 34Qx— 1.5) + 2.25437 Comparing the constants term, we obtain Wn-10 0 > | ABS “Thus, a particular solution ofthe given nonhomogencous ODE is, y, nase Step 3 General solution of the nonhomogeneous eqiration. The general solution of the given nonhomogeseous ODE is i YA IytYy = (et eptde ME = Sxte1s | 10 (l) ‘Step 4 Solution of the initial value problem. We now use the inital conditions to determine constants ¢, 204 ¢,. The firs initial condition yields 0) 691 i Differentiation of yields i 1! = (ey ~ LSe, ~ I Seqx)el.- 10xer$914- 7.532015" yO =q-15j=0 > GA 1Se=15 Substitding the values ofc, and cin (1), the particule; solution ofthe initial value problem is. y SL + 1 Sra Srte t= (14 1.5 — Sete, er. S ade - Second-Order Linear ODEs 5 28 EXAMPLE 48 Solve te differential equation : y” — Sy'+ 6y=4e™- a SOLUTION Step 1. General solution of the homogeneous differential equation. i ‘The first step is to find the general solution ‘y,’ ofthe corresponding homogeneous ODE : hired poh The characteristic equation is 2-5.46=0 of (-20-3)-0 = a2 or = 3 and 2, = 3. Hence the ‘Thus, the characteristic equation has two distinct real roots 2 homogeneous ODE has the general solution ~—= =4Axe™ + dde™ 3 Substituting these expressions into the given ODE yields i (GAze® + hdc?) — SQAze™ + de?) + 6(Axe2*) = 4e™ bs = At het AwHh ‘Thus, y,=~4xe is a particular solution of the given nonhomogeneous ODE. » ‘Step 3 General solution of the nonhomogeneous equation. Thé general solution of the given nonhomogeneous differential ODE is 2 : s y =yty sce ee Are, EXAMPLE 49 Solve the initial value problem yetyfa Taya de®, y(0)=7,° y'@)=0. SOLUTION Step 1. General solution ofthe homogeneous differential equation ‘The first step is to find the general solution ‘y,* of the corresponding homogeneous ODE: pity 1y=0 cs The characteristic equation ise: : MARA 12 0508 (9+ 4)=05 hear eg Thus, the characteristic equation has no i homogeneous ODE has the Sa anes Teal roots 2, = 3 and A, = 4, Hence the yy tee teen 4 “Secs fer Lin Perticular s let solution of the sous equation. The second step is 243 The eb eristic equatio: ; yt B-342=0.-1R-=2=0 Because r(x) = 4e*, we choose a trial soluti eee has wo distinct eal rot 2.= | and 2. 2, she gener solution of he homogeneous ODE is Jp = Ae (Ais an undetermind coefficient) iia = yy =2Ae%, yon ade® Step 2. Pe i sp 2. Particular solution of the nonhomogencaus equatton. The second step ‘Substituting these expressions into the given ODE, we obtain Particular solution of the nonhomogeneous QDE : opal 4de™ + 2Ae™— 1240? = 40? Y= ¥y' +2y=3e"*— 10co83e : > 44+ 24— (Cancelling e”) Because r(x) = 3e~* - 10ca53x is a sum of two functions in the first column of Table 2.1, we choose for y, the sum of the functions in the corresponding lines of the sechnd column. That is, > A=-28 ‘Thus, the particular solution of the given nonhomogeneous ODE is {We choose 2x Jp = Ae* + Boose + Csin3s = =~Ae"* — 3Bsin3s + 3Ceos3x le~* — 9Bcos3x - 9Csin3x into the given differential equation, we obtain (Ae ~ 9B cos3x~9Csin3x) ~ 3(-Ae~* — 3Bsin3x + 3Ceos32) + 2(de~ + Beas3x + Csin3x)=3e- 10c0s3x Regrouping the terms yields i 4 bde~* + (TB 710)cos3x + (9B ~ 10)sin3x=3e"* ~ 10¢0s3x | :: Equating the coefficients of e-, cos3x and sin3x, we obtain % Step 3 General solution of the nonhomogeneous equation. The general solution of the given nonhomogeneous ODE is was Aes YAAtW= AE ge Fe eee (1) ‘Step 4 Solution of the initial value problem. We now use the initial conditions to determine constants ¢, and ¢,. Setting x= and using the first initial condition gives, YO) =¢,+¢,-23=7 (i) Differentiation of y yields 64-3 : yf = 340 — dene fe ~1B-9C =-10 5 From this and the second initial condition, we have 9B-7C=0 av s : i 4 : Solving these equations, we get 4 = 1/2, B= 7/13 and C= 9/13. This gives the panicula solution AS ieee 2) Lets Toots + Sinks i PO Sea 3 i Solving Eq.()) and (if) simultaneously, we find that c, = 32/7 and ¢, = 65/21. Substituting these nes Ea 3 values of ¢, and c, in (1), the particular solution of the initial value problems of the nonhomogeneous equation. The general solution of the piven 32 65 ax yates Se EXAMPLES0 Solve the intial yalue problem * : . yy" —3y' + 2y = 3e*~10cos3x, Y= 1, y"(0) =. 2- Step 4 Solution of te initial value problem, We now wse the ini condos t SOLUTION Step 1. General solution of the homogencous differential equation. constants ¢, ad ¢,, We need to derivative ~The first step is to fjnd the general solution ‘y,’ of the corresponding homogeneous ODE : =3y'+2y=0244 Differentiol Equations is! conditions, we have fea yO =a tarsry 12 yO) = 4424 Solving these equations, we obtain c 6 + €,% j5¢ Substituting these values ofc, and ¢, into Eq,(), woobiain the particular solution ofthe given initial value problem 1 ere 7 yrange Gat pete Reonte + Ssinae EXAMPLESI_ Use the method of undetermined coefficients to find the particular soution ofthe ODE y"+4y"+5y= 25:7 + 13sin2x. Also find its general solution. [Delhi Unin GE-3, 2018] SOLUTION Step 1. General solution of the homogeneous differential equat ‘The first step i to find the general solution ‘y,’ of the corresponding homogeneous ODE : yi tay t5y=0 : : ‘The characteristic equation is $ W+h+5<0 “or M+2)?+1=0 > 2=-22) ‘Thus, the characteristic equation has complex conjugate roots ~2 + j. Hence the corresponding, ‘homogeneous ODE has the general solution *4[c,cosx + ¢,sinzx] Step 2. Particular solution of the nonhomogeneous equation. The second ste particular solution ofthe nonhomogeneous ODE : "+ Ay! + Sy = 2532 + 13sin2x Because the forcing function rx) = 25x? + 13sin2x p is to find a __ if 2 sum of two functions in the first column of Table 2.1, we choose for y, the sum of the | functions in the corresponding lines of the second column. That i, we choose dp TAP Bx C4 Deos2e + Esin2s 0) This implies 5 Jy =2Ax+B -DDsin2x + 2Ecos2x YE-=2A ~4Deos?x- 4Esin2x Substituting these expressions int the given differential equation, we obtain _ (2A ~ 4Dcos2x -4Esin2x) + 4GAx4' °Dsin2x + 2Ec0s2x) iB 4 S(As? + Bx+C+Deos2i —sin2x)= 25x? + 13sin2x Regrouping terms, we get 9 (QA + 4B + 50)+ (8A +58) + SAx?+ (BE + Djos2s + (E- BD)sin2x = 2519+ 13sin2x Second-Order Linear ODEs Eduating the o DU+4B+5C=0, BAtSB=0, 54=25, 8E+D=0, Solving these equations for these S unknowns, we obtain A=S, B=-8, Cn44, De=-16, E=02 i af like powers of x, ant the coefficients of cas 2 Substituting the values of theseamaknown in Eq, (I), we obtain a partieular solution of the given nonhomogeneous ODE. y, = 5x2 -8x4 44 ~ 16cos2s + O2sin2x Sep 3 General solution of the nonhomogeneous equation. The general solution of the given nonhomogeneous ODE is =) 1. apt ym eM leycoss + e,sins] +5x3— x4 44—1.6eos2x + 02sin2x =. y" + 2y! ¥ Sy = 95 + 40cos 10x - 190sin 10x, (0) = 0.16, y'(0) = 40.08. = SOLUTION Step 1. General solution of the homogencous differential equation. ~ The first step is to find the general solution *y,” of the corresponding homogeneous ODE : 4 yy" + 2y' + 5y=0 5 ‘The characteristic equation is . 4+M4+5=0 or Q+IPy+4=0 => A+l=22i of A=-142i ro eee repenae wee one re ee *{c,c0s2r + c,sin2x] Step 2 Particular solution of the nonhomogeneous equation. The second step is to find a particular solution ofthe noshiomogencous ODE : { | ! | i | 1 3" + 2y! + Sy= eS + 40cos 10x — 190sin 10 : 3 Because the forcing function : rQ) = e954 400s 10x — 190sin 10x is sum of two functions in the frst column of Table 2.1, we choose for y, the sum of the functions in the corresponding lines of the second cofuumn. That is, we choose’ Yp = Ae + Boos lOx + Cain Ie ) "Then ne : ¥, = 0.SAe™* — 10Bsin 10x + 10Ccos 10x > 3p = 0.254e*S* ~ 100B cos 10x — 100Cssin 10x ‘Substituting these expressions into the given diferential equation, we obtain (0.25de°* — 100B 0s 10x ~ 100Csin 10x) + 2(0.54e%5* — 1OBsin Lox + 10C, + S(de"S + Beos 105+ Csin 10x) = e5* + 40.605 10x = 19246 Regrouping terms, we get 625405" + (4 3B +20) cas 10x + (-208 — 95) sin 10x + Equating the coefficients of e°, cos 1x and sin 10x, we obtain 6.254 =1 (0) -95B +200 = 40 Oy -20B-95C =-190 sii) Equation () gives A = 1/6.25 = 0.16. Solving Eqs) and (ti) si obtain 8 = 0 and C= 2. Substituting the values of =e + 40c05 10x ~ 190sin 10x Differential Equations simultaneously for B and C, we fd, B and Cin Eq(1), we obtain a particular solution ofthe given nonhomogeneous ODE. Bp = 0166S + 2sin 10x Step 3 General solution of the nonhomoge ‘nonhomogeneous ODE is Y= tY_= ec, cos2x + ¢,sin2x) + 0.16095" + Isin 10x Step 4 Solution of the intial value problent. We now use the Constants ¢, and ¢,. We need the derivative Using the initial conditions, we have o ¥(0) =c, +0.16 = 0.16 ¥'0) =-c, + 2c, + 0.08 + 20 = 40.08 Solving these equations, we obtain ¢, = 0, c, Eq.(2), we obtain the particular sol 10. Substituting these values of e, n of the given inital value problem = 10e-*sin2x + 0.16e%5" + 2sin 10x, EXAMPLE $3. Solve the intial value proble Vt +2y=2, s ‘The characteristic equation of the corresponding homogeneous di 2243242 =0 erential equation is i Q+)A+27=0 3 Aq , =2' Distinct real roots Thus, the characteristic equation has two distinct real roots ODE has the general solution . Y= Cet H ee ‘Step2. A particular solution of the nonhomogeneous differential equation. ‘We now obtain a particular solution, y,, ofthe nonhomogeneous ODE y'+3y' + 2y=x2 2-2) ¢ initial conditions to determine =-1,-2 on(l)* jencous equation. The general solution of the given Re sin2x + 2¢,c0s2x — c,cos2x— c,sin2x) + 0.08¢°5 + 20cosl0e and ¢, into SOLUTION Step 1. General solwion of the corresponding homogeneous differential equation, ~I and ~2, Hence the homogeneous Second-Order Linear ODEs Since r(x) = x2, a polynomial of degree 2, we choose Yp A+ B46 yn VUdx+B and Substituting these expressions into Eq(1) yields 2A + 3QAx + B)+2(Ax? + By + 0) = or, 2As? + (64+ 28) +04 +38 420) = Equating the coefficients of x2, x,-and the constant 2A=1 64428 =0 24+3B+26 =0 Eq4(0 yields A = 1/2. Substinutng this value in (i, 328 =0 =>. B= Substituting the values of A and B in (if), we get Step 3 General solution of the nonho ‘nonhomogeneous differential equation is : git y=yty= GE Qe ‘Use the method of undetermined coefficients to find a particular solution of each of the for y,. tial solution of the form: yy724 ga fe ‘erm on both sides, we have i) reine a) (iti) l we get an differential equations. Also give a general solution. 1. y"-y'—6y =e By" +dy= eX S.y"+y=sinx 7. y" + 3y! - ly = 3x2 9. y" + Ay! + 3.15y = 109 cos 5x UL, y" + Ay" + 4y =e sin2x 13. y" + 144y = 24¢081.2x 15, y"~Sy' + 6y= 46! 2, y= Ay! + 3y= 3x28 4. y" ty! 2y= sing, 6. yay! +3y ae 8. y"Fyirdyere 10, y"~16y = 19.24 + 600 12, y" ¥6y! + 73y'= 80e? cos248 Differential Equations ‘Use the method of undetermined coefficients to find the solution of each ofthe following initial ' value problems. 17. y"=4y! + 3y= Se", y(0)=4, y'@, oy : 18. y"+ 4y = 16cos2x, (0) =0, y'(0)=0 | 19. y"~3y'+2.25y=27(x2-x), y(0)=20, y'(0) =30 4 Y 20. y" + 12y' +0.26y = 1.22e°5*, y(0)=3.5, »'(0) = 0.35 1 2 y"=2y'= 12e3*— Be", y(0) =-2, y'(0)= 12. g ANSWE ipa 2. y= qettqe™ 4x24 Sy al eel Be y= ¢,c082x + cysinde+ nae 4, y= qe! + ee (c08x+3sin) 1 Yr ener + epsinx ~xeosx 6. ya gett oes tect Bop seed a8 57. 1 Wipeget ce ot rt ge cet ype lanl. 3 4 Jeon teen Fm Braet tg Bt ted 9. y= cje"'5* + e258 2TeosSx +2.56sin5x 1-y= e+ ce! —24xet— det Myo tq teme™- Le sna Thy= olen st (eates Sans) 13. y= ¢,c081.2x+ c,sin}.2x + 10xsin1 2x 14. y= Acos3x + Bsin3x + 2x—6xcos3x) 15. y'= cje* + cye™— dee F Sarai Rela lbet > et 18. y= 4xsin2x 19. y = 4f(1 + a)e!5 +352 + 544-4) 21. y = 20-34 6xe™- e-%, 20. y= e-"4(1.5.c0s 0.5x~ sin0.5x) + 2605" : 2.7,2 (Method of. Paramete In this section we shall discuss yet another method for ining a panicular solation ofthe - second-order nonhomogencous linear ODE that is given in the standard form. : a" t ply’ + gedy = rx) bea 0) i 249 Second-Order Linear ODEs ere i ve seen that there is @ whe plo) end) ae Conte's oe infeed. We VES EE ‘lose connection between solutions of ODE (1) and solutions of he cor ODE 0) y+ play + aay =0 In fac, a general solution of (1) sof the form eee y_is any particular + whee ya general soaton of he eresponding omegeneaus ODE (2) an nS solton of (1). I the forcing fneionr() conse of sums ot products Of 5 6 SO finBx, wean nda parcalar solution, bythe method of undetermined coetTiciens 966 A io cc for reid tof rene 2) Gesable to have a meted that applies o more genera differential equations (1) which 2 3 now develo. I is elled the method of variation of parameters. The method of vanaion of paramelers uses a pair of linerafly independent solutions of the corresponding homogenes ODE (2) to construct a particular Solution of ODE (1) Weshall develop ths method in connection with the general second-order linear ODE (1). Suppose vwe know tha , (x) andy, (x) are linearly independent solutions of the corresponding homogeneous ‘ODE (2). A general solution ofthe corresponding homogeneous equation is therefore given by M8) = 67) +4720) : The idea in the method of variation of parameters is to replace the arbitrary constants (“the parameters") c, and é, by fictions u(x) and v(x) so that the resulting function : 3,0) = 1@)y,@) + ¥E)7,@) 3) is s panticnlar solution of the nonhomogeneous ODE (1) (this suggests the name of the method, variation of parameters). The fnetions u(2) and v(z) will be governed by a system of two equations, one of which is Aerived by requiring that Eq. 1) is satisfied, and the other of which is chosen to simplify the resulting system. Differentiating (3), we obtain YG = ODIO + VEG) + EAE + VEY, 4) s ‘We simplify y4(x) by imposing the condition aly) + ¥eay,@) =0 3) ‘ With this condition imposed, Eq(4) reduces to * i YG) = uedy'Ge) + eoy3G) 6) “ Differentiating (6), we' obtain’ 3 370) = HOE) + OO) + VON) + VEO A) ‘Substituting 1, and its derivatives according to (3), (6), (7) into (1), we get (GDF) + VOONSO + HOE) + YENI] + PEDUEYIG) + YO)_ know that 250 Differential Equations | Regrouping the terms, we get HOODIE) + PEE) + of) GO] + vOOLDZ ) + PRG) + o(Oy,00) HOE) # VEG) =~) Since y, and y, are solutions of the first two brackets in (8) are identical YON + VA@y;G) =o) (8) mogeneous ODE (2), the expressions in the (8) thus reduces to +9) ‘The resulting system that governs u(3) and v() is therefore given by (© and (9): YON + VOR = 0 VEC + VOAE) = 16) elo Th a lnear sytem of two algebraic equations forthe unknown u' and v! The deterninant of coefficients of this system is VOny2 ee yalx) iG) 46) Since y, and y, are Tinearly independent s = WED) —Y46)y,0 Words 0 Hence the system (10) has a unique solution. Using Cramer's rule, we find that vg) = 2O) oq) = DH) r WO)" = WO.) Integrating, we get 7 ie) ug) = f2@) ¥@)= Woan® (ll) “Therefore, 4 particular solution j, of E(1) is given by Jp = #0), + VO) yA(%) where u(x) and ¥{2) are defined by (11). ‘We now outline the procedure for finding a particular solution of the nonhomogeneous ODE using tbe method of variation of parameters. Procedure for Finding a Particular Solution of the nonhomogeneous ODE 2" + PQ! + aledy =r) Find linearly independent solutions of the corresponding homogeneous ODE : {first step is to find a pair of linearly homogeneous ODE . y" + PQ@)y' +4@)y=0 Ste lutions of the corresponding homogeneous ODE, we | ly independent solutions {y,(x), y4(x)} of the corresponding, Secoud-Order Linear ODEs pi Sif 2 Find a general solution 251 of the corresponding homogeneous ODE 1 ‘The Beneral solution y, ofthe contesponding tomogenesus ODE ig given by Yh 2) + eye) wa) “#3 Find d particular solution ofthe nonhomogeneous ODE 1 ‘The particular solution y, of the nonomogenetus ODB is given by * Yp = WA) (2) +00) y0), : 3 where u(x) and v(x) ate given by ve) = FRO, ncaa cams 0 Sima EXAMPLE 54 Use the method of variation of parameters to solve the ‘nonhomogeneous ODE y" + By’ + Ly = We, (Delhi Univ, GE3, 2016) SOLUTION step1 Find linearly independent soldtions of the corresponding homogeneous ODE ‘The corresponding homogeneous ODE is y"t3y' +2y=0 ‘The characteristic equation is: 243242=0 . of GtNA+H=0 = dA=-1,-2 ‘Thus, the characteristic equation has two distinct real roots -1 and -2. Hence the functions iG) = e* and y,(2) = e-* are two solutions ofthe homogeneous ODE. (1). These, solutions are linearly independent because their Wronskian is (2) re ROre hele oC Pes Koo) Step 2. Find a genzral solution of the corresponding homogeneous ODE > ‘The general solution of the corresponding homogeneous ODE (I) is m= Gert eye Step3_ Find a particular solution of the nonhomogeneous ODE y ie By the method of variation of parameters, a particular solution of the given sonhomogeneous ODEs Jy = UGE + VEE Oe whiere u(x) and v(x) are given-by ()r() WO) 10 Be ag Hao koe tes G0) 4. < s0fet = = is en 276000") WO) -o252 Differential Equations Substituting the expressions for w(t) and v(t) back into equation (2), we get the particular solution ‘of the given noohomogenéous ODE Yp AuCaerF+ veer 10s € =75¢4ert 02 Set + Hence the general solution of the given nonhomogeneous ODE is yrntyns #4 e+ 25e2, EXAMPLE SS. Use the method of variation of parameters to solve the nonhomogeneous ODE yi ty=tanx, SOLUTION step1 Find finery independent solution ofthe corresponding homogencons ODE The corresponding homogeneous ODE is yrty=0 The characteristic equation is ae (), = i=3i Thus, the characteristic equation has two complex conjugate roots +i. Hence the functions 4¥,(@)= cos x and y,(4) = sin x are to solations of the homogeneous ODE (1), These solutions are linearly independent because their Wronskian is pe) 210) C2) 3502)! Step 2. Find a general solution of the correspondiiig homogeneous ODE ‘The general solution of the corresponding homogeneous ODE (1) is osx sinx| Wy ¥2) = te =| =costx+sin?x=1 #0 yy = ey00sr+ gsinz Step 3 Find a particular solution of the nonRomogeneous ODE s By the method of variation of parameters, a particular solution ofthe given nonhomogeneous ODE is Yy * u(x) cos + v3)sins, -.Q) where u(x) and v(x) are given by. 0) =f 2 2, WO %), = J(cosx—seox)de = sinx— lea: and 100) = Sap de = fenstn at 8 ec Substuting the expressions for u(s) and v(x) back ino equation (2), we of the given nonhomogeneous ODE ie cosxfsinx — Injsecx + tanx}} > sinx cos We grt the particular solution. Second-Order Linear ODEs : Hence the general solution ofthe given nonhormogencous ODE is, Y= yy, =c,c08x + ¢,sinx + cosx[sine — In|secx + tanzx[] - sinxcosx. EXAMPLE 56 _ Use the method of variation of parameters to find a general solution of the following nonhomogeneous ODE ¥=ly'tyn=6 [Dethi Univ. GE-3,2018] SOLUTION The general solution ofthe nonhomogeneous ODE ; : mtge ger o() yi -2y' ty=etsing is of the fon =x TAIgt ye z ‘where y, is the general solution of the corresponding homogeneous ODE on lip ieee 2) aid y, isa particular solution ofthe ODE (1). General solution of the homogeneous ODE (2) i The charasterstc equation ofthe homogeaeous ODE (2) is B-n+1=0 = G-1F=0 > A=11 “Tus, the characterise equation bas the real double root A= 1. Hence the functions (2) = ¢* and y_(x) = xe* are two solutions of the homogeneous ODE (1). These solutions are linearly independent because their Wronskian AG) »G) nN ke at Ce (ene ‘The genera soution of the homogeneous ODE Qs = (+ Ne ze me 20 : Yam eye? + eqxe? Particular solution of the nonhomogeneous ODE (2) By the method of variation of parameters, a paicular solution of the nonhomogeneous ODE (nis ‘ Yp = uGe* + vG)xet oe 2G) where u(t) and ve) are given by 2 ee : ee ‘ . eae n= ee ~[esinzae = [-seoss+ feotxe] = xcoee sins and’. v@)= “gS. Joinzde = ~cosx Substnting the expressions for) and back into equation of the nontomageneous ODE (1) Os Jy = Xe*COSE254 Differential Equations Hence the general solution of the nonhon Vis Use the method of variation of parameters to find a particular solution of each of the following differential equations. Also give a general solution, Ly yaet 2. y"+ystanx By" + 9y=3un3x 4, y"-2yl tye 7 sel 1 ayer 6 y"tyestex S.y"t3y'42y= Tey" + y= cosee x 8 yay + dy exter Qyitysetsinx 10, y" = 4y' + 4y = 12e%/xt W+ dy=x2+x%et 12, (D*-2D + hy =x “ANSWERS nets gee Leet 2 ~ ¢,c08x + ep sinx ~cosstn|seex + tans] 0832+ e,sinBx ~ Loos3n| see 3x + tn «keys ge + egaet Let inl 432) 4 ret tants ge + cp +e In(l + )) + [In + 8) < 03] a | A = Y= €,005x + cp sinx + cosxin|cosx| + xsinx we \ pace eran | 3.1. HOMOGENEOUS LINEAR ODEs OF nth ORDER é ee agian e: ( d ‘An ordinary differential equation is said to be of nth order if the nth derivative y 2 ofthe 10. y= (c, + cyx)e™ + 2x-Pe™® SER ANe i i known funcion (x) is the bighest derivative appearing in the equation, An nll-order ODE NM. y= tepxet +a¥4 42~6 — e¥(n|x|+) 2 Po tains yO while lower order derivatives and function y may or may not occur in he equation, = Agee K at \ ence the most general nth-order ODE is of the form AR y= (G+ epee 3 oe cal : ae coed : Senet sot Analogous to second-order linear differential equa . vided into wo classes, linear ODEs and n : ge e |