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2-Chapter 03-Second Order ODE (Linear With Constant Coefficients)

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18 views27 pages

2-Chapter 03-Second Order ODE (Linear With Constant Coefficients)

Uploaded by

muhammadirfanfakhri
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 2 Overview

2.1. Basic Definitions and Theorems


2.2. Reduction of Order
2.3. Homogeneous Linear Equations with
Constant Coefficients

2.4. Undetermined Coefficients


2.5. Variation of Parameters
2.6. Cauchy-Euler Equations
Learning Outcome

At the end of this section, you should be able to:

Solve the homogeneous linear ODE with constant


coefficients using the auxiliary equation.
2.3 Homogeneous linear equations with
constant coefficients

Consider the second order DE

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0

where 𝑎, 𝑏 and 𝑐 are constants.


Method of Solution

Step 1: Let the solution of the DE be


𝑦 = 𝑒 𝑚𝑥

𝑦 ′ = 𝑚𝑒 𝑚𝑥
𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
Step 2: Substitute into DE

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 DE
𝑎𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0

𝑒 𝑚𝑥 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 AE
𝑒 𝑚𝑥 ≠ 0
Auxiliary Equation
Step 3: Solve the AE

Use the formula


−𝑏 ± 𝑏 2 − 4𝑎𝑐
𝑚=
2𝑎

𝑏 2 − 4𝑎𝑐will lead into three different cases


1) Case 1 : 𝑏 2 − 4𝑎𝑐 > 0
𝑚1 and𝑚2 distinct and real
⇒ 𝑚1 ≠ 𝑚2
2) Case 2 : 𝑏 2 − 4𝑎𝑐 = 0
𝑚1 and𝑚2 repeated and real
⇒ 𝑚1 = 𝑚2
3) Case 3 : 𝑏 2 − 4𝑎𝑐 < 0
𝑚1 and𝑚2 conjugate complex
⇒ 𝑚1 = 𝛼 + 𝑖𝛽 , 𝑚2 = 𝛼 − 𝑖𝛽
Step 4: Find the general solution

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐

It has been assumed that the solution is 𝑦 = 𝑒 𝑚𝑥


Case 1: Distinct and Real Roots

𝒎𝟏 ≠ 𝒎𝟐

The general solution is

𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙
Case 2: Repeated Real Roots

𝒎𝟏 = 𝒎𝟐

The general solution is

𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏 𝒙
Case 3: Conjugate Complex Roots

𝒎𝟏 = 𝜶 + 𝒊𝜷,𝒎𝟐 = 𝜶 − 𝒊𝜷

The general solution is

𝒚 = 𝒆𝜶𝒙 𝒄𝟏 𝐜𝐨𝐬 𝜷𝒙 + 𝒄𝟐 𝐬𝐢𝐧 𝜷𝒙


Example 1

Solve𝑦 ′′ − 36𝑦 = 0
Solution
Step 1: Let the solution of the DE be
𝑦 = 𝑒 𝑚𝑥
𝑦 ′ = 𝑚𝑒 𝑚𝑥

𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
Step 2: Substitute into DE
𝑦 ′′ − 36𝑦 = 0
𝑚2 𝑒 𝑚𝑥 − 36𝑒 𝑚𝑥 = 0
𝑒 𝑚𝑥 𝑚2 − 36 = 0
𝑚2 − 36 = 0
Step 3: Solve the AE
𝑚2 − 36 = 0
𝑚−6 𝑚+6 =0
𝑚1 = 6 , 𝑚2 = −6 Case 1
Step 4: Find the general solution

The general solution is

𝑦 = 𝑐1 𝑒 𝑚1𝑥 + 𝑐2 𝑒 𝑚2 𝑥

= 𝑐1 𝑒 6𝑥 + 𝑐2 𝑒 −6𝑥
Example 2

Solve𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0

Solution
Step 1: Let the solution of the DE be
𝑦 = 𝑒 𝑚𝑥
𝑦 ′ = 𝑚𝑒 𝑚𝑥
𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
Step 2: Substitute into DE
𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0
𝑚2 𝑒 𝑚𝑥 + 6𝑚𝑒 𝑚𝑥 + 9𝑒 𝑚𝑥 = 0
𝑒 𝑚𝑥 𝑚2 + 6𝑚 + 9 = 0
𝑚2 + 6𝑚 + 9 = 0
Step 3: Solve the AE
𝑚2 + 6𝑚 + 9 = 0
𝑚+3 𝑚+3 =0

𝑚1 = 𝑚2 = −3 Case 2
Step 4: Find the general solution

The general solution is

𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑥𝑒 𝑚1 𝑥
= 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑥𝑒 −3𝑥
Example 3
Solve2𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0
Solution
Step 1: Let the solution of the DE be
𝑦 = 𝑒 𝑚𝑥
𝑦 ′ = 𝑚𝑒 𝑚𝑥
𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
Step 2: Substitute into DE
2𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0
2𝑚2 𝑒 𝑚𝑥 + 2𝑚𝑒 𝑚𝑥 + 𝑒 𝑚𝑥 = 0
𝑒 𝑚𝑥 2𝑚2 + 2𝑚 + 1 = 0
2𝑚2 + 2𝑚 + 1 = 0
Step 3: Solve the AE

2𝑚2 + 2𝑚 + 1 = 0

−𝑏 ± 𝑏 2 − 4𝑎𝑐
𝑚=
2𝑎
−2 ± 4 − 4(2)(1)
𝑚=
2(2)
−2 ± −4
=
4
−2 ± 2𝑖
=
4
−1 ± 𝑖
=
2
−1 + 𝑖 −1 − 𝑖
𝑚1 = 𝑚2 =
2 2
Case 3
−1 𝑖 −1 𝑖
𝑚1 = + 𝑚2 = −
2 2 2 2
−1 1 −1 1
𝑚1 = +𝑖 𝑚2 = −𝑖
2 2 2 2
Compare with 𝑚1 = 𝛼 + 𝑖𝛽𝑚2 = 𝛼 − 𝑖𝛽

1
𝛼=− ,
2
Step 4: Find the general solution 1
β=
2
The general solution is
𝑦 = 𝑒 𝛼𝑥 𝑐1 cos 𝛽𝑥 + 𝑐2 sin 𝛽𝑥
1
−2𝑥 1 1
=𝑒 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥
2 2
Higher-Order Equations

We can extend the three cases in the 2nd order to


higher order.

Only, need to know how to factorize the obtained


auxiliary equation.
Example

Solve y ''' + 3 y ' ' − 4 y = 0


Solution
Step 1:

y + 3y − 4 y = 0
''' ''

m + 3m − 4 = 0
3 2
Step 2:

m + 3m − 4 = 0
3 2

(m − 1)( m 2 + 4m + 4) = 0

(m − 1)( m + 2) = 0
2

Case 1 Case 2

𝑚1 = 1 𝑚2 = 𝑚3 = −2
Step 3:

The general solution is

𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2𝑥 + 𝑐3 𝑥𝑒 𝑚2𝑥

= 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥 + 𝑐3 𝑥𝑒 −2𝑥
Example
Solve

y + 3 y + y = 0.
The auxiliary equation:

m + 3m + 1 = 0
2

−3+ 5 −3− 5
m1 = , m2 =
2 2
−3+ 5 −3− 5
m1 = , m2 =
2 2
The general solution:

−3+ 5 −3− 5
x x
y = c1e 2
+ c2 e 2

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