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Differential Equations (Higher-Order)

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18 views38 pages

Differential Equations (Higher-Order)

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mdmbappe1
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© © All Rights Reserved
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EEE-2107

High-Order DE
Higher-Order Linear Differential Equations
 An nth-order linear differential equation in the dependent variable y and independent
variable x is an equation that can be expressed in the form
dny d n1 y dy
a0 ( x) n  a1 ( x) n1  ........  an1 ( x)  an ( x) y  F ( x) ..................(i )
dx dx dx
where, a0, a1,….., an and F are continuous real functions on a real interval a  x  b. a0  0.
The right-hand member F(x) is called the non-homogeneous term. If F(x) is identically zero,
equ. (i) reduces to
dny d n 1 y dy
a0 ( x ) n  a1 ( x ) n 1  ........  an 1 ( x )  an ( x ) y  0 ..........(ii )
dx dx dx
which is then called homogeneous linear differential equation.
For n = 2, equation (i) reduces to second-order non-homogeneous linear differential equation.
d2y dy
a0 ( x ) 2  a1 ( x )  a2 ( x ) y  F ( x ) ..................(iii )
dx dx
Equation (iii) reduces to the corresponding second-order homogeneous equation as
d2y dy
a0 ( x ) 2  a1 ( x )  a2 ( x ) y  0 ..................(iv )
dx dx
d3y d 2 y dy
Example: 2 2   2y  0
dx 3 dx dx
Higher-order Linear Homogeneous DE
 If f1, f2, f3,……., fn are n linearly independent solutions of the nth-order linear
homogeneous differential equation
dny d n1 y dy
a0 ( x) n  a1 ( x) n1  ........  an1 ( x)  an ( x) y  0 .........(ii )
dx dx dx
then the set f1, f2, f3, ………, fn is called a fundamental set solutions of equ (ii) and the general
solution may be expressed as the linear combination of the nth solutions as

f ( x)  C1 f1 ( x)  C2 f 2 ( x)  C3 f 3 ( x)  ......  Cn f n ( x)

where, C1, C2, C3, ………, Cn are arbitrary constants.

Example:
 sinx and cosx are solutions of the
d2y
2
 y  0 for all values of x    x  .
dx
If these two solutions are linearly independent, then its general solution may be
expressed as
f ( x)  C1 sin x  C2 cos x
Wronskian
 Let f1, f2, f3,…., fn be n real functions each of which has an (n-1)st derivatives
on a real interval a  x  b. The determinant

f1 f2 f3 ........ f n
f 1 f 2 f 3 ......... f n
[The prime denotes the
W ( f 1 , f 2 ,..., f n )  f 1 f 2 f 3 ........ f n derivatives]

. . .
f 1( n 1) f 2( n 1) f 3( n 1) ........ f n( n 1)

This determinant is called the Wronskian of these n functions.


Wronskian gives a simple criterion for determining whether or not n
solutions of nth-order DE are linearly independent.
We observed that the Wronskian W(f1, f2,----, fn) is itself a real
function defined on a  x  b.
Theorem
 The n solutions f1, f2, f3…….fn of the nth-order homogeneous linear
differential equation are linearly independent on a  x  b if and only if the
Wronskian of f1, f2, f3,…., fn is different from zero for some x on the
interval a  x  b.
If f1 and f2 of the solutions of the second-order homogeneous linear equation
d2y dy
a0 ( x ) 2  a1 ( x )  a2 ( x ) y  0
dx dx
The Wronskian of two solutions f1 and f2 is the second-order determinant as
f1 f2
W ( f1 , f 2 )   f 1 f 2  f 1f 2  0
f 1 f 2
The Wronskian W(f1, f2)  0 on a  x b, thus solutions f1 and f2
are the linearly independent solutions on a  x b.
The general solution can be written as the linear combination of
the two solutions as

y  c1 f 1 ( x )  c2 f 2 ( x ) where c1 and c2 are arbitrary constants.


Example 4.14
2
d y
 Show that the solutions sinx and cosx of the DE
2
 y  0 are linearly
independent. Find the general solution. dx

 The Wronskian of the solutions sinx and cosx is given by

sin x cos x
W (sin x, cos x )    sin 2 x  cos 2 x  1  0
cos x  sin x

The Wronskian W(sinx, cosx)  0 for all real x. Thus, we


conclude that sinx and cosx are the linearly independent solutions of the
given differential equation on every real interval.

The general solution can be written as the linear combination of the two
solutions as

y  c1 sin x  c2 cos x where c1 and c2 are arbitrary constants.


Example 4.15
d3y d 2 y dy
 Show that the solutions ex,
and e-x
of DE e2x 3
2 2   2 y  0 are
dx dx dx
linearly independent. Find the general solution.

 The Wronskian of the solutions ex, e-x and e2x is given by


ex e x e2 x 1 1 1
W (e x , e  x , e 2 x )  e x  ex 2 e2 x  e x ex e2 x 1 1 2  6e 2 x  0
ex ex 4e 2 x 1 1 4

The Wronskian W(ex, e-x, e2x)  0 for all real x. Thus, we conclude
that ex, e-x and e2x are the linearly independent solutions of the given
differential equation on every real interval.

The general solution can be written as the linear combination of the two
solutions as

y  c1e x  c2 e  x  c3 e 2 x where c1 , c2 and c3 are arbitrary constants.


Exercise - 4.1
d2y dy
7. Consider the Differential Equation 2
 5  6 y  0.
dx dx
a. Show that e2x and e3x are linearly independent solutions of this equation
on the interval - < x <.
b. Write the general solution of the given equation.
c. Find the solution that satisfies the conditions y(0) = 2, y(0) = 3.
d2y dy
8. Consider the Differential Equation 2
 2  y  0.
dx dx
a. Show that ex and xex are linearly independent solutions of this equation
on the interval - < x <.
b. Write the general solution of the given equation.
c. Find the solution that satisfies the conditions y(0) = 1, y(0) = 4.
2
2 d y dy
10. Consider the Differential Equation x 2
 x  4 y  0.
dx dx
a. Show that x2 and 1/x2 are linearly independent solutions of this
equation on the interval 0 < x <.
b. Write the general solution of the given equation.
c. Find the solution that satisfies the conditions y(2) = 3, y(2) = -1.
d3y 2
2 d y dy
13. Given that x, x2 and x4 are all solutions of x 3
 4 x  8 x  8 y  0,
dx 3 dx 2 dx
show that they are linearly independent on the interval 0 < x < and write
the general solution.
Exercise 7
 Consider the DE .
d2y dy
 5  6y  0
dx 2 dx
(a) The Wronskian of the solutions e2x and e3x is given by

e2 x e3x
W (e 2 x , e 3 x )   3e 5 x  2e 5 x  e 5 x  0
2e 2 x 3e3x

The Wronskian W(e2x e3x)  0 for all real x. Thus, we conclude that e2x
and e3x are linearly independent solutions of the given differential equation on
every real interval.

(b) The general solution can be written as the linear combination of the two
solutions as

y  c1e 2 x  c2 e 3 x where c1 , c2 and c3 are arbitrary constants.


(c) To satisfy the condition y(0) =2, i.e., y = 2 when x= 0, we have from the
general solution of (b),

c1  c2  2 ...................( a )
Now, differentiating the general solution, we obtain

y   2c1e 2 x  3c2 e 3 x
To satisfy the condition y(0) =2, i.e., y = 3 when x= 0, we have

2c1  3c2  3 .............(b)


From equ. (a) and (b), we have

c1  3 and c2  1
Substituting these values of c1 and c2 into the general solution , we have

y  3e 2 x  e 3 x
Methods of Solving Higher-Order Linear
Differential Equations
There are several methods of solving Higher-order DEs:

 Reduction of Order
 Homogeneous Linear equations with Constant Coefficients
 Method of Undetermined Coefficients
 Variation of Parameters
 The Cauchy-Euler Equation
Homogeneous Linear Equations with
Constant Coefficients
 Consider nth-order homogeneous linear differential equation in which all of the
coefficients are real constants:
dny d n 1 y dy
a0 n  a1 n 1  ........  an 1  an y  0 ..........(i )
dx dx dx
where, a0, a1, ………, an are real constants.

Assuming that y  e m x is a solution for certain m, we have


dy d2y dny
 me m x ,  m 2 mx
e , .......... ......,  m n e mx

dx dx 2 dx n
Substituting these into equ. (i), we have

a0 m n e mx  a1m n 1e mx  ........  an 1me mx  an e mx  0


or , e mx (a0 m n  a1m n 1  ........  an 1m  an )  0
Since emx  0, we obtain the polynomial equation as

a0 m n  a1m n 1  ........  an 1m  an  0 ..........(ii )


This equation is called auxiliary equation or the characteristic equation of the given DE (i).
If y  e is a solution of equ. (i), then we see that the constant m must satisfy
mx

equ. (ii). Hence, to solve equ. (i), we write the auxiliary equation and solve it for m.

Three cases arise as the roots are -


 Real and distinct

 Real and repeated


 Complex conjugate.

Case 1:Distinct Real Roots


Suppose the roots of the auxiliary equation are the n distinct real numbers, then e m1 x
e m2 x,…., e mn x are n distinct solutions of equ. (i).
If the auxiliary equation (ii) has the n distinct real roots m1, m2, ….. mn, then the
general solution of (i) is given by

y c1 e m1x  c2 e m2 x  ..............  cn e mn x


where, c1, c2, ……. cn are arbitrary constants.
d2y dy
Example 4.20: Consider the differential equation 2  3  2 y  0 .........(i )
dx dx
Solution: Taking y  e m x is a solution of the equation.
dy d2y
  me mx
and 2
 m 2 e mx
dx dx
Substituting these into equ. (i), we have
m 2 e mx  3me mx  2e mx  0 or , e mx (m 2  3m  2)  0
Since emx  0, then the auxiliary equation is given by
m 2  3m  2  0 ...............(ii )
Hence, m 2  2m  m  2  0 or , (m  2)(m  1)  0
 m1  1, m2  2
The roots are real and distinct. Thus ex and e2x are solutions of the equ. (i). The general
solution can be written as
y  c1e x  c2 e 2 x
We verify that ex and e2x are indeed linearly independent. Their Wronskian is
ex e2 x
W (e , e ) 
x 2x
 2e 3 x  e 3 x  e 3 x  0
ex 2e 2 x
The solutions ex and e2x are linearly independent.
Example 4.21: Consider the differential equation
d3y d 2 y dy
3
 4 2   6 y  0 .........(i )
dx dx dx
Solution: Taking y  e m x is a solution of the equation.
dy d2y d3y
  me ,
mx
2
 m 2 mx
e , and 3
 m 3 mx
e
dx dx dx
Substituting these into equ. (i), we have
me3 mx
 4m e
2 mx
 me mx
 6e mx
0 or , (m 3  4m 2  m  6 ) e mx  0

Since emx  0, then the auxiliary equation is given by


m 3  4m 2  m  6  0 ...............(ii )
Hence,
(m  1) (m 2  5m  6)  0 or , (m  1) (m  2)(m  3)  0
 m1  1, m2  2, m3  3
The roots are real and distinct. Thus, the linear combination of e-x, e2x and e3x is the general
solution of the given differential equation.
Hence, The general solution can be written as

y  c1e  x  c2 e 2 x  c3e 3 x
Case 2: Real and Repeated Roots
d2y dy
Example 4.22: Consider the differential equation 2  6  9 y  0 .........(i )
dx dx
Solution: Taking y  e m x is a solution of the equation.
dy d2y
  me mx
and 2
 m 2 e mx
dx dx
Substituting these into equ. (i), we have
m 2 e mx  6me mx  9e mx  0 or , e mx (m 2  6m  9)  0
Since emx  0, then the auxiliary equation is given by
m 2  6m  9  0 ...............(ii )
Hence, m  3m  3m  9  0
2 or , (m  3)(m  3)  0
 m1  3, m2  3
The roots are real and repeated. Hence, e3x and e3x are not the linearly independent
solutions. The one solution is y1 = c1e3x.
We verify that e3x and e3x are linearly independent or not. Their Wronskian is

e3x e3x
W (e , e ) 
3x 3x
 3e 6 x  3e 6 x  0
3e 3 x 3e 3 x

Hence, the solutions e3x and e3x are not linearly independent.
Now, we let y  e 3x
v , where v is to be determined.
dy 3 x dv
 e  3e 3 x v
dx dx
d 2 y 3x d 2 v 3 x dv 3 x dv
2
 e 2
 3 e  3e  9e 3 x v
dx dx dx dx
2
3x d v 3 x dv
e 2
 6 e  9e 3 x v
dx dx
Substituting these into equation (i), we have
d 2v 3 x dv 3 x dv
e 3x
2
 6 e  9 e 3x
v  6 e  18e 3 x v  9e 3 x v  0
dx dx dx
2
3x d v
 e 0
dx 2
dv
Letting w  , we have first-order equation
dx
e3x
dw
0 or ,
dw
0 or , w  c
dx dx

Choosing c = 1, w 1
dv
Recalling  w , we find v  x  c0
dx
where c0 is the arbitrary constant. Choosing c0=0, we obtain the solution
y 2  c2 xe 3 x
The general solution of the given equation is given by Test : The Wronskian is
y  y1  y 2 W (e , xe ) 
3x 3x
e3x xe 3 x
3e 3 x ( 3xe 3 x  e 3 x )
 y  (c1  c2 x ) e 3 x  3xe 6 x  e 6 x  3xe 6 x  e 6 x  0
3x
Thus, e and xe 3 x are linearly
independent solutions.
Theorem:
If the auxiliary equation has the real root m occurring k times, then the general
solution of the DE corresponding to k-fold repeated root is given by
 y  (c1  c2 x  c3 x 2  .......  ck x k 1 ) e mx
d4y d3y d2y dy
Example 4.24: Find the general solution of 4
 5 3
 6 2
 4  8y  0
dx dx dx dx
The auxiliary equation is m 4  5m 3  6m 2  4m  8  0
The four roots are 2, 2, 2, -1
The solution corresponding to the three-fold root 2 is y1  (c1  c2 x  c3 x ) e
2 2x

x
The solution corresponding to the simple root -1 is y 2  c4 e
The general solution of the given equation is given by

y  y1  y 2  (c1  c2 x  c3 x 2 ) e 2 x  c4 e  x
Case 3: Complex Conjugate Roots
d2y
Example 4.25: Find the general solution of 2
 y  0 .........(i )
dx
Solution: Taking y  e m x is a solution of the equation.
dy d2y
  me mx
and 2
 m 2 mx
e
dx dx
Substituting these into equ. (i), we have
me2 mx
e mx
0 or , e mx (m 2  1)  0
Since emx  0, then the auxiliary equation is given by
m 2  1  0 ...............(ii )
Solving it, we find
m    1   i2  i
The roots are complex conjugate complex numbers +i and -i.
Hence, the general solution is given by
y  Ae i x  B e i x
 i
Using Euler’s formula e  cos  i sin  , we have
y  A cos x  Ai sin x  B cos x  iB sin x or , y  ( A  B ) cos x  i ( A  B ) sin x

 y  c1 sin x  c2 cos x where, c1 = i(A-B) and c2 = A+B


Case 3: Complex Conjugate Roots
Example 4.28: Find the general solution of the initial-value problem
d2y dy
2
 6  25 y  0 .........(i ) ; y (0)  3, y (0)  1
dx dx
Solution: Taking y  e m x is a solution of the equation.
dy d2y
  me mx
and 2
 m 2 e mx
dx dx
Substituting these into equ. (i), we have

m 2 e mx  6me mx  25e mx  0 or , e mx (m 2  6m  25)  0


Since emx  0, then the auxiliary equation is given by
m 2  6m  25  0 ...............(ii )
Solving it by using the quadratic formula, we find
6  36  100 6  8i
m   3  4i
2 2
The roots are complex conjugate complex numbers 3+ 4i and 3-4i.
Hence, the general solution is given by

y  Ae ( 34i ) x  B e ( 34i ) x
or , y  Ae 3 x .e 4ix  Be 3 x .e 4ix or , y  ( A e 4ix  B e 4ix ) e 3 x
1
Using Euler’s formula e  cos  i sin  , we have
y  [ A(cos 4 x  i sin 4 x )  B(cos 4 x  i sin 4 x ) ] e 3 x
 [( A  B ) cos 4 x  i ( A  B ) sin 4 x ] e 3 x
 (c1 sin 4 x  c2 cos 4 x ) e 3 x .........(ii ) where, c1 = i(A-B) and c2 = A+B
From this, we have
dy
 (4c1 cos 4 x  3c1 sin 4 x )e 3 x  ( 4c2 sin 4 x  3 cos 4 x ) e 3 x
dx
 [(3c1  4c2 ) sin 4 x  (4c1  3c2 ) cos 4 x ].............(iii )

Applying initial condition y(0) = -3 to equ. (ii), we have


 3  (c1 sin 0  c2 cos 0) e 0  c2   3
Applying initial condition y(0) = -1 to equ. (iii), we have
 1  [(3c1  4c2 ) sin 0  (4c1  3c2 ) cos 0] e 0
 1  3c2 1 9
or , 4c1  3c2  1  c1   2
4 4
Therefore, the general solution of the initial-value problem is

y  (2 sin 4 x  3 cos 4 x ) e 3x
Exercises- 4.2
## Find the general solution of each of the differential equations:
d2y dy d 2
y dy
1.  5  6 y  0 4 . 3  14  5y  0
dx 2 dx dx 2
dx
d2y dy d2y dy
7. 2  8  16 y  0 9. 2
 4  13 y  0
dx dx dx dx
d3y d2y dy
14. 4 3  4 2  7  2 y  0 d3y d2y dy
dx dx dx 16. 3  4 2  5  6 y  0
dx dx dx
d 3 y d 2 y dy
17. 3  2   y  0
dx dx dx
## Solve the initial-value problems of the followings:
d 2 y dy d2y dy
25. 2
  12 y  0 , y ( 0 )  3, y ( 0 )  5 . 29 . 2
 6  9 y  0, y (0)  2, y (0)  3.
dx dx dx dx
2 2
d y dy d y dy
33. 2
 4  29 y  0 , y ( 0 )  0 , y ( 0 )  5 . 37 . 9 2
 6  5 y  0, y (0)  6, y (0)  0.
dx dx dx dx
3 2
d y d y dy
39. 3
 6 2
 11  6 y  0, y (0)  0, y (0)  0, y (0)  2.
dx dx dx
d3y d2y dy
42.  5  9  5 y  0, y (0)  0, y (0)  1, y (0)  6.
dx 3 dx 2 dx
Exercises- 4.2 Answer sheet
1. y  c1e 2 x  c1e 3 x
4. y  c1e 5 x  c1e  x / 3
7. y  (c1  c1 x )e 34
9. y  e 2 x (c1 sin 3x  c2 cos 3x )
14. y  c1e 2 x  c1e x / 2  c3 xe x / 2
7 7
16. y  c1e 3 x  e x / 2 [ c2 sin( ) x  c3 cos( ) x ]
2 2
17. y  c1e x  c2 sin x  c3 cos x
25. y  2e 4 x  e 3 x
29. y  (3x  2)e 3 x
33. y  e 2 x sin 5 x
x
 2 2
37. y  3 e [sin x  2 cos x ]
3
3 3
39. y  e x  2e 2 x  e 3 x

42. y  e x  e 2 x [ 2 sin x  cos x ]


The Methods of Undetermined Coefficients
 We consider the nonhomogeneous linear differential equation:

dny d n 1 y dy
a0 n  a1 n 1  ........  an 1  an y  F ( x ) ..........(i )
dx dx dx
where, the coefficients a0, a1, ………, an are real constants but the nonhomogeneous
term F(x) is a nonconstant function of x.

The general solution of equ. (i) may be written as

y  yc  y p
where,
yc is the complementary function, that is, the general solution of the corresponding
homogeneous equation.
yp is the particular integral, that is, any solution of nonhomogeneous function.

yp is determined by the method of Undetermined Coefficients (UC)


UC Function
 We shall call a function a UC function if it is either
(1) a function defined by one of the following:

(i ) x n , where n is a positive integer or zero,


(ii) e ax , where a is a constant  0
(iii) sin(bx  c), where b and c are constants, b  0,
(iv ) cos(bx  c), where b and c are constants, b  0,

or (2) a function defined as a finite product of two or more functions of


these four types.

Examples: UC functions of the four basic types are defined respectively by

x3 , e 3 x , sin(3x / 2), cos(2 x   / 2)

UC functions defined as finite products of two or more of these four basics are denied
respectively by

x 3e3 x , x cos 3x, e 3 x sin 3x, sin 3x cos 2 x, x 3 e 4 x sin 5 x.


What is a UC set?
Consider a UC function f. The set of functions consisting of f itself and all linearly
independent UC functions of which the successive derivatives of f are either constant
multiples or linear combinations will be called the UC set of f .
Example 1: The function f defined for all real x by f ( x )  x is a UC function.
3

Computing derivatives of f(x), we find


f ( x )  3x 2 , f ( x )  6 x, f ( x )  6.1, f n ( x )  0 for n  3.

Thus, the UC set of x is given by S  {x 3 , x 2 , x, 1}.

Example 2: The function f defined for all real x by f ( x )  x sin x is a UC function.


2

Computing derivatives of f(x), we find

f ( x )  2 x sin x  x 2 cos x,
f ( x )  2 sin x  4 x cos x  x 2 sin x,
f ( x )  6 cos x  6 x sin x  x 2 cos x , ...........

Thus, the UC set of x2sinx is given by

S  {x 2 sin 2 x, x 2 cos 2 x, x sin x, x cos x, sin x, cos x}.


Table: List of UC set of different UC functions
Example 4.36/4.39: Find the general solution of the differential equation
d2y dy
2
 2  3 y  2e x  10 sin x ..........(i ), y(0)  2, y (0)  4
dx dx
Solution: The corresponding homogeneous equation is
d2y dy
2
 2  3y  0
dx dx
The auxiliary equation of the homogeneous equation is
m 2  2m  3  0
or , (m  3)(m  1)  0  m  3,  1
Thus the complementary function is
y c  c1e 3 x  c2 e  x
The nonhomogeneous term is the linear combination e x  10 sin x of the two UC function ex
and sinx.
(i) Form the UC set of each of these two UC functions. We find
S1  {e x }, S 2  {sin x, cos x}

Thus, the particular integral is given by

y p  A e x  B sin x  C cos x
Then
y p  A e x  B cos x  C sin x

y p  A e x  B sin x  C cos x

Substituting y p , y p and y p into equ. (i) for y, dy/dx and d2y/dx2, we have
( A e x  B sin x  C cos x )  2( A e x  B cos x  C sin x )  3( Ae x  B sin x  C cos x )  2e x  10 sin x

or ,  4 A e x  ( 4 B  2C ) sin x  ( 4C  2 B ) cos x  2e x  10 sin x


Equating the variables, we have
 4 A  2,  4 B  2C  10,  4C  2 B  0
From these equations, we have
1
A , B  2, C  1
2
Hence. We obtain the particular integral
1
y p   e x  2 sin x  C cos x
2
Therefore, the general solution is given by

1 x x
y  y c  y p  c1e  c2 e  e  2 sin x  cos x ........... (ii )
3x

2
Then we have dy 1 x
y  x
 3c1e  c2 e  e  2 cos x  sin x .............(iii )
3x

dx 2
Applying the initial conditions y(0) = 2 and y(0) = 4 to equs. (ii) and (iii), we have

1
2  c1e 0  c2 e 0  e 0  2 sin 0  cos 0
2
1
4  3c1e 0  c2 e 0  e 0  2 cos 0  sin 0
2
Simplifying, we have
7 5
c1  c2  , 3c1  c2 
2 2
7 5 3
or , 4 c1    6  c1 
2 2 2
7 3
 c2    2
2 2
Hence, the general solution of the initial-value problem is

3 3x x 1 x
y  e  2 e  e  2 sin x  cos x
2 2
Example 4.37: Find the general solution of the differential equation
d2y dy
2
 3  2 y  2 x 2  e x  2 xe x  4e 3 x ......................(i )
dx dx
Solution: The corresponding homogeneous equation is
d2y dy
2
 3  2y  0
dx dx
The auxiliary equation of the homogeneous equation is
m 2  3m  2  0
or , (m  1)(m  2)  0  m  1, 2
Thus the complementary function is
y c  c1e x  c2 e 2 x
The nonhomogeneous term is the linear combination 2 x 2  e x  2 xe x  4e 3 x of the four UC
function x 2 , e x , xe x and e 3 x . .
(i) Form the UC set of each of these four UC functions. We find
S1  {x 2 , x, 1},
S 2  {e x }
S 3  {xe x , e x }
S 4  {e 3 x}
2) We note that S2 is completely included in S3, so S2 is omitted from further consideration,
we have
S1  {x 2 , x, 1}, S 3  {xe x , e x }, S 4  {e 3 x}

3) We now observe that S 3  {xe x , e x } includes ex, which is included in the complementary
function. Thus, we multiply each member of S3 by x to obtain the revised set as
S 3  {x 2 e x , xe x }
4) Thus the UC sets are
S1  {x 2 , x, 1}
S 4  {e 3 x }
S 3  {x 2 e x , xe x },

Thus, the particular integral is given by

y p  Ax 2  B x  C  De 3 x  E x 2 e x  F xe x

From this, we obtain

y p  2 Ax  B  3De 3 x  E x 2 e x  2 E x e x  Fxe x  F e x

y p  2 A  9 De 3 x  E x 2 e x  2 Exe x  2 E x e x  2 Ee x  Fxe x  Fe x  F e x


 2 A  9 De 3 x  Ex 2 e x  4 Exe x  2 Ee x  Fxe x  2 Fe x
Substituting y p , y p and y p into equ. (i) for y , dy dx and d y dx , we have
2 2

(2 A  9 De 3 x  Ex 2 e x  4 Exe x  2 Ee x  Fxe x  2 Fe x )  3 (2 Ax  B  3De 3 x  Ex 2 e x  2 Exe x  Fxe x  2 Fe x )


 2 ( Ax 2  Bx  C  De 3 x  Ex 2 e x  Fxe x )  2 x 2  e x  2 xe x  4e 3 x
or , (2 A  3B  2C )  (2 B  6 A) x  2 Ax 2  2 De 3 x  ( 2 E ) xe x  (2 E  F )e x
 2 x 2  e x  2 xe x  4e 3 x
Equating coefficients of like terms, we have
2 A  3B  2C  0,
2 B  6 A  0,
2A  2,
2 D  4,  2 E  2,
2 E  F  1.
From these equations, we have
A  1, B  3, C  7 2 , D  2, E  1, F  3
Hence, we obtain the particular integral

y p  x 2  3x  7 2  2e 3 x  x 2 e x  3xe x
Therefore, the general solution is given by
y  yc  y p
 y  c1e x  c2 e 2 x  x 2  3x  7 2  2e 3 x  x 2 e x  3xe x
Example 4.38: Find the general solution of the differential equation
d4y d2y
4
 2
 3 x 2
 4 sin x  2 cos x ......................(i )
dx dx
Solution: The corresponding homogeneous equation is
d4y d2y
 0
dx 4 dx 2
The auxiliary equation of the homogeneous equation is
m4  m2  0
or , m 2 (m 2  1)  0  m  0, 0, i ,  i
Two roots are repeated and other two roots are complex conjugate.
Thus, the complementary function is
y c  c1e 0  c2 xe 0  c3 sin x  c4 cos x
 c1  c2 x  c3 sin x  c4 cos x
The nonhomogeneous term is the linear combination 3x 2  4 sin x  2 cos x of the four UC
function x 2 , sin x and cos x.
(i) Form the UC set of each of these four UC functions. We find
S1  {x 2 , x, 1},
S 2  {sin x, cos x}
S 3  {cos x, sin x}
2) We observe that S2 and S3 are identical and so we retain only one of them, we have
S1  {x 2 , x, 1}, S 3  {sin x, cos x}

3) We now observe that S1  {x 2 , x, 1} includes x and 1 ,which is included in the


complementary function. Thus, we multiply each member of S1 by x2 to obtain the
revised set as
S1  {x 4 , x 3 , x 2 }
4) We also observe that S 2  {sin x, cos x} includes sinx and cosx, which are the solutions
in the complementary function. Thus, we multiply each member of S2 by x to obtain the
revised set as
S 2  {x sin x, x cos x}

4) Thus the UC sets are S1  {x 4 , x 3 , x 2 } and S2  {x sin x, x cos x}

Thus, the particular integral is given by


y p  Ax 4  B x 3  Cx 2  D x sin x  E x cos x
From this, we obtain
y p  4 Ax 3  3B x 2  2Cx  D x cos x  D sin x  E x sin x  E cos x
y p  12 Ax 2  6 B x  2C  D x sin x  2 D cos x  E x cos x  2 E sin x
y p 24 Ax  6 B  D x cos x  3D sin x  E x sin x  3E cos x
y ivp  24 A  D x sin x  4 D cos x  E x cos x  4 E sin x
Substituting y p and y p into equ. (i) for d 2 y dx 2 and d 4 y dx 4 , we have
( iv )

24 A  D x sin x  4 D cos x  E x cos x  4 E sin x  12 Ax 2  6 B x  2C  D x sin x


 2 D cos x  E x cos x  2 E sin x  3x 2  4 sin x  2 cos x
Equating coefficients of like terms, we have
24 A  2C  0,
6 B  0,
12 A  3 ,
 2 D  2,
2E  4
From these equations, we have
1
A , B  0, C  3, D  1, E 2
4
Hence, we obtain the particular integral
1
y p  x 4  3x 2  x sin x  2 x cos x
4
Therefore, the general solution is given by
y  yc  y p
1
y  c1  c2 x  c3 sin x  c4 cos x  x 4  3x 2  x sin x  2 x cos x
4
Exercises- 4.3
## Find the general solution of each of the differential equations:
d2y dy
3. 2
 2  5 y  6 sin 2 x  7 cos 2 x
dx dx
d2y dy
5. 2  2  4 y  cos 4 x
dx dx
d 3 y dy
17. 3   2 x 2  4 sin x
dx dx
d3y d2y dy
19. 3  6 2  11  6 y  xe x  4e 2 x  6e 4 x
dx dx dx
d2y
21. 2  y  x sin x
dx
## Solve the initial-value problems of the followings:
d2y dy
27. 2
 8  15 y  0, y (0)  5, y (0)  10.
dx dx
d2y dy
35. 2
 2  y  2 xe 2 x  6e 2 , y (0)  1, y (0)  0.
dx dx
d2y
37. 2
 y  3 x 2
 4 sin x, y (0)  0, y (0)  1.
dx
Exercises- 4.3 Answer sheet

3. y  e  x (c1 sin 2 x  c2 cos 2 x )  2 sin 2 x  cos 2 x

x sin 4 x 3 cos 4 x
5. y  e (c1 sin 3 x  c2 cos 3 x)  
26 52
2x3
17. y  c1  c2 sin x  c3 cos x   4 x  2 x sin x
3
2 x x
x e 3 xe
19. y  c1e x  c2 e 2 x  c3e 3 x    4 xe 2 x  e 4 x
4 4
1 2 1
21. y  c1 sin x  c2 cos x  x cos x  x sin x
4 4
27. y  3e 3 x  2e 5 x  3xe 2 x  4e 2 x

35. y  ( x  5)e x  3x 2 e x  2 xe 2 x  4e 2 x

37. y  6 cos x  sin x  3x 2  6  2 x cos x

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