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    Intro To Higher Order ODEs

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    Tayyaba Abbas
    introduction

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    Intro To Higher Order ODEs

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    Tayyaba Abbas
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    introduction

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    Intro to Higher Order ODEs

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    introduction

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    5 views4 pages

    Intro To Higher Order ODEs

    Uploaded by

    Tayyaba Abbas
    introduction

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 4

    Chap.

    4 HIGHER-ORDER DIFFERENTIAL EQUATIONS

    In Chapter 2 we saw that we could solve a few first-order differential equations


    by recognizing them as separable, linear, exact equations. We turn now to the solution of
    ordinary differential equations of order two or higher.

    INITIAL-VALUE PROBLEM
    For a linear differential equation an nth-order initial-value problem is
    𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
    𝑎𝑛 (𝑥) 𝑛 + 𝑎𝑛−1 (𝑥) 𝑛−1 + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (1)
    𝑑𝑥 𝑑𝑥 𝑑𝑥

    Subject to: 𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , … , 𝑦 (𝑛−1) (𝑥0 ) = 𝑦𝑛−1 .

    Recall that for a problem such as this one we seek a function defined on some interval
    I, containing x0, that satisfies the differential equation and the n initial conditions
    specified at x0: y(x0) = y0, 𝑦 ′ (x0) = y1, . . . , y(n-1)(x0) = yn-1.
    HOMOGENEOUS EQUATIONS

    A linear nth-order differential equation of the form


    𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
    𝑎𝑛 (𝑥) 𝑛 + 𝑎𝑛−1 (𝑥) 𝑛−1 + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 0 (6)
    𝑑𝑥 𝑑𝑥 𝑑𝑥

    is said to be homogeneous, whereas an equation


    𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
    𝑎𝑛 (𝑥) 𝑛 + 𝑎𝑛−1 (𝑥) 𝑛−1 + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥), (7)
    𝑑𝑥 𝑑𝑥 𝑑𝑥
    with g(x) not identically zero, is said to be nonhomogeneous. For example,
    2𝑦 ′′ − 3𝑦 ′ − 5𝑦 = 0 is a homogeneous linear second-order differential equation,
    whereas 𝑥 3 𝑦 ′′′ + 6𝑦 ′ + 10𝑦 = 𝑒 𝑥 is a nonhomogeneous linear third-order differential
    equation. The word homogeneous in this context does not refer to coefficients
    that are homogeneous functions.
    We shall see that to solve a nonhomogeneous linear equation (7), we must first
    be able to solve the associated homogeneous equation (6).
    Superposition Principle—Homogeneous Equations
    Let y1, y2, . . . , yk be solutions of the homogeneous nth-order differential equation (6) on
    an interval I. Then the linear combination
    𝑦 = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) + ⋯ + 𝑐𝑘 𝑦𝑘 (𝑥),
    where the 𝑐𝑖 , 𝑖 = 1, 2, … , 𝑘 are arbitrary constants, is also a solution on the interval.
    EXAMPLE 4 The functions 𝑦1 = 𝑥 2 and 𝑦2 = 𝑥 2 ln 𝑥 are both solutions of the
    homogeneous linear 𝑥 3 𝑦 ′′′ − 2𝑥𝑦 ′ + 4𝑦 = 0 on the interval (0, ∞). By the superposition
    principle the linear combination
    𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 2 ln 𝑥,
    is also a solution of the equation on the interval.
    The function 𝑦 = 𝑒 7𝑥 is a solution of 𝑦 ′′ − 9𝑦 ′ + 14𝑦 = 0. Because the differential
    equation is linear and homogeneous, the constant multiple 𝑦 = 𝑐𝑒 7𝑥 is also a solution.
    Linear Dependence/Independence
    A set of functions 𝑓1 (𝑥), 𝑓2 (𝑥), . . . , 𝑓𝑛 (𝑥) is said to be linearly dependent on an
    interval I if there exist constants 𝑐1 , 𝑐2 , . . . , 𝑐𝑛 , not all zero, such that
    𝑐1 𝑓1 (𝑥) + 𝑐2 𝑓2 (𝑥)+ . . . + 𝑐𝑛 𝑓𝑛 (𝑥) = 0
    for every x in the interval. If the set of functions is not linearly dependent on the interval,
    it is said to be linearly independent.
    Exercise 4.1
    In Problems 1–4 the given family of functions is the general solution of the
    differential equation on the indicated interval. Find a member of the family that is a
    solution of the initial-value problem.
    In Problems 23–30 verify that the given functions form a fundamental set of solutions
    of the differential equation on the indicated interval. Form the general solution.

    In Problems 31–34 verify that the given two-parameter family of functions is the
    general solution of the nonhomogeneous differential equation on the indicated
    interval.

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