NAYPYITAW STATE POLYTECHNIC UNIVERSITY(NSPU)

Department of Computational Mathematics

Academic Year 2024-25

NSPU
Differential Equations I and Complex Analysis II
(EM-31005)

Daw Chan Mya Mya Aye

Associate Professor
Email:[email protected]
Contents;

➢Homogeneous Linear ODEs

(Higher Order)

Assessment plan:
Assignment
NSPU
Tutorial Test
Project

Differential Equations I and Complex Analysis II (EM-31005) 2

 Homogeneous Linear ODEs
𝑑𝑛 𝑦
ODE is of nth order if the nth derivative =𝑦 (𝑛) of the unknown function y(x) is the
𝑑𝑥 𝑛
highest occurring derivative. Thus the ODE is of the form
𝐹(𝑥, 𝑦, 𝑦 ’ , . . . , 𝑦 (𝑛) ) = 0
𝑦 (𝑛) + 𝑝𝑛−1 (𝑥)𝑦 (𝑛−1) +. . . +𝑝1 (𝑥)𝑦 ’ + 𝑝0 (𝑥)𝑦 = 𝑟(𝑥)..... (1)
is an ODE is called linear.

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An nth order ODE that cannot be written in the form (1) is called non-linear.

If 𝑟(𝑥) = 0 , (1) becomes

𝑦 (𝑛) + 𝑝𝑛−1 (𝑥)𝑦 (𝑛−1) +. . . +𝑝1 (𝑥)𝑦 ’ + 𝑝0 (𝑥)𝑦 = 0 ...............(2)

and is called homogeneous.

If 𝑟(𝑥) ≠ 0 ,and then ODE is called nonhomogeneous.

Differential Equations I and Complex Analysis II (EM-31005) 3
Theorem 1 Fundamental Theorem for the Homogeneous Linear ODEs (2)
For the homogeneous linear ODEs (2), sums and constant multiples of solutions on some
open interval I are again solutions on I.(Thus does not hold for nonhomogeneous or
nonlinear ODE!)
Definition : General Solution, Basis, Particular Solution

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A general solution of (2) on an open interval I is a solution of (2) on I of the form

𝑦(𝑥) = 𝑐1 𝑦1 (𝑥)+. . . +𝑐𝑛 𝑦𝑛 (𝑥)(𝑐1 , . . . , 𝑐𝑛 𝑎𝑟𝑒 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦 )........(3)

where 𝑦1 , . . . . . , 𝑦𝑛 is a basis (or fundamental system) of solutions of (2) on I; that is, these
solutions are linearly independent on I , as defined below.

A particular solution of (2) on I is obtained if we assign specific values to the n constants

𝑐1, . . . . , 𝑐𝑛 in (3)
Differential Equations I and Complex Analysis II (EM-31005) 4
Definition : Linear Independence and Dependence

Consider n functions 𝑦1 (𝑥), . . . , 𝑦𝑛 (𝑥) defined on some interval I.

These functions are called linearly independent on I if the equation

𝑘1 𝑦1 (𝑥)+. . . +𝑘𝑛 𝑦𝑛 (𝑥) = 0 on I ..............(4)

implies that all 𝑘1 , . . . . . , 𝑘𝑛 are zero.NSPU

These functions are called linearly dependent on I if this equation also holds on I for some
𝑘1 , . . . . . , 𝑘𝑛 are not all zero.

Differential Equations I and Complex Analysis II (EM-31005) 5

Example (1)Linear Dependence
Show that the functions 𝑦1 = 𝑥 2 , 𝑦2 = 5𝑥, 𝑦3 = 2𝑥 are linearly dependence on any interval.
Solution:
𝑦1 = 𝑥 2 , 𝑦2 = 5𝑥, 𝑦3 = 2𝑥
𝑘1 𝑦1 + 𝑘2 𝑦2 + 𝑘3 𝑦3 = 0
1
𝑦2 = − 𝑘 (𝑘1 𝑦1 + 𝑘3 𝑦3 )
2

5𝑥 = 2 5
0(𝑥 ) + (2𝑥)
2
𝑘

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𝑘
𝑦2 = 𝑘𝑦1 + 𝑘 ’ 𝑦3 ∵ − 𝑘1 = 𝑘, − 𝑘3 = 𝑘 ’ … … … … (1)
2 2

5𝑥 = 0(𝑥 2 ) + 2.5(2𝑥)
𝑦2 = 0𝑦1 + 2.5𝑦3 …………… 2
Compare with 1 and 2 ; 𝐤 = 𝟎 , 𝐤 ′ = 𝟐. 𝟓
∴ 𝑦1 , 𝑦2 𝑎𝑛𝑑 𝑦3 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑜𝑛 𝑎𝑛𝑦 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙.

Differential Equations I and Complex Analysis II (EM-31005) 6

Example (2) Linear Independence
Show that 𝑦1 = 𝑥, 𝑦2 = 𝑥 2 , 𝑦3 = 𝑥 3 are linearly independence on any interval on
− 1 ≤ 𝑥 ≤ 2.
Solution:
𝑦1 = 𝑥, 𝑦2 = 𝑥 2 , 𝑦3 = 𝑥 3 , −1 ≤ 𝑥 ≤ 2
𝑘1 𝑦1 + 𝑘2 𝑦2 + 𝑘3 𝑦3 = 0
𝑘1 𝑥 + 𝑘2 𝑥 2 + 𝑘3 𝑥 3 = 0
𝑖𝑓 𝑥 = −1, −𝑘1 + 𝑘2 − 𝑘3 = 0
𝑖𝑓 𝑥 = 1, 𝑘1 + 𝑘2 + 𝑘3 = 0
NSPU ------------(1)
------------(2)
𝑖𝑓 𝑥 = 2, 2𝑘1 + 4𝑘2 + 8𝑘3 = 0 ------------(3)
Solving equation (1),(2) and (3).
𝒌𝟏 = 𝟎 , 𝒌𝟐 = 𝟎 , 𝒌𝟑 = 𝟎
∴ 𝑦1 , 𝑦2 𝑎𝑛𝑑 𝑦3 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛t.
Differential Equations I and Complex Analysis II (EM-31005) 7
Example (3): General Solution. Basis
𝑖𝑣 ’’ 𝑖𝑣 𝑑4 𝑦
Solve the fourth-order ODE 𝑦 − 5𝑦 + 4𝑦 = 0 (𝑤ℎ𝑒𝑟𝑒 𝑦 = 𝑑𝑥 4 )

Solution:
𝑦 𝑖𝑣 − 5𝑦 ’’ + 4𝑦 = 0

The characteristic equation is 𝝀𝟒 − 𝟓𝝀𝟐 + 𝟒 = 𝟎

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(𝜆2 − 1)(𝜆2 − 4) = 0
𝜆2 = 1 𝑜𝑟 𝜆2 = 4
𝜆 = ±1 , 𝜆 = ±2

The general solution is y = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 𝑥 + 𝑐3 𝑒 −2𝑥 + 𝑐4 𝑒 2𝑥 .

Differential Equations I and Complex Analysis II (EM-31005) 8

Initial Value Problem. Existence and Uniqueness
An initial value problem for the ODE (2) consists of (2) and n initial conditions
𝑦 𝑥0 = 𝐾0 , 𝑦 ’ 𝑥0 = 𝐾1 , . . ., 𝑦 𝑛−1
𝑥0 = 𝐾𝑛−1 … … … … . (5)
with given 𝒙𝟎 in the open interval I considered, and given 𝑲𝟎 , . . . , 𝑲𝒏−𝟏.

Theorem 2 Existence and Uniqueness Theorem for Initial Value Problems

If the coefficients 𝒑𝟎 (𝒙), . . . , 𝒑𝒏−𝟏 (𝒙) of (2) are continuous on some interval I

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and 𝒙𝟎 is in I, then the initial value problem (2),(5) has a unique solution 𝒚(𝒙) on I.

Example(4) Initial Value Problem for a Third-Order Euler-Cauchy Equation

Solve the following initial value problem on any open interval I on the positive 𝑥 𝑎𝑥𝑖𝑠
containing 𝑥 = 1.

𝑥 3 𝑦 ′′′ − 3𝑥 2 𝑦 ′′ + 6𝑥𝑦 ′ − 6𝑦 = 0, 𝑦(1) = 2, 𝑦 ′ (1) = 1, 𝑦 ′′ (1) = −4.

Differential Equations I and Complex Analysis II (EM-31005) 9
Solution:
𝑥 3 𝑦 ′′′ − 3𝑥 2 𝑦 ′′ + 6𝑥𝑦 ′ − 6𝑦 = 0
𝑙𝑒𝑡 𝑦 = 𝑥 𝑚
𝑦 ′ = 𝑚𝑥 𝑚−1
𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2
𝑦 ′′′ = 𝑚(𝑚 − 1)(𝑚 − 2)𝑥 𝑚−3
𝑥 3 𝑦 ′′′ − 3𝑥 2 𝑦 ′′ + 6𝑥𝑦 ′ − 6𝑦 = 0 NSPU
𝑥 3 𝑚(𝑚 − 1)(𝑚 − 2)𝑥 𝑚−3 −3𝑥 2 𝑚(𝑚 − 1)𝑥 𝑚−2 + 6𝑥𝑚𝑥 𝑚−1 − 6𝑥 𝑚 = 0
𝑚(𝑚 − 1)(𝑚 − 2)𝑥 𝑚 −3𝑚(𝑚 − 1)𝑥 𝑚 + 6𝑚𝑥 𝑚 − 6𝑥 𝑚 = 0
𝑚(𝑚 − 1)(𝑚 − 2) − 3𝑚(𝑚 − 1) + 6(𝑚 − 1) = 0
(𝑚 − 1)(𝑚2 −2𝑚 − 3𝑚 + 6) = 0

Differential Equations I and Complex Analysis II (EM-31005) 10

(𝑚 − 1)(𝑚2 −5𝑚 + 6) = 0
𝑚−1 𝑚−2 𝑚−3 =0
∴ 𝑚 = 1, 2, 3

The general solution is 𝑦 = 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3

𝑦 ′ = 𝑐1 + 2𝑐2 𝑥 + 3𝑐3 𝑥 2

𝑦 ′′ = 2𝑐2 + 6𝑐3 𝑥 NSPU By equation(1),(2) and (3), we get

𝑦 1 =2 → 𝑐1 + 𝑐2 + 𝑐3 = 2 … … . . (1) 𝑐1 = 2, 𝑐2 = 1, 𝑐3 = −1
𝑦′ 1 = 1 → 𝑐1 + 2𝑐2 + 3𝑐3 = 1 … … (2) The particular solution is
𝑦 ′′ 1 = −4 → 2𝑐2 + 6𝑐3 = −4 … … … (3) 𝑦 = 2𝑥 + 𝑥 2 − 𝑥 3 .

Differential Equations I and Complex Analysis II (EM-31005) 11

Linear Independence of Solutions. Wronskian
The Wronskian 𝑾 of 𝑛 solutions 𝑦1 , … , 𝑦𝑛 defined as the 𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 determinant

𝑦1 𝑦2 . . . 𝑦𝑛
𝑦1 ’ 𝑦2 ’ . . . 𝑦𝑛 ’
𝑊(𝑦1 , … , 𝑦𝑛 ) =
. . ... .
𝑦1 (𝑛−1) 𝑦2 (𝑛−1) . . . 𝑦𝑛 (𝑛−1)

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Theorem(3) Linear Dependence and Independence of Solutions
Let the ODE(2) have continuous coefficients 𝑝0 (𝑥), . . . , 𝑝𝑛−1 (𝑥) on an open interval 𝐼. Then
𝑛 solutions 𝒚𝟏 , … , 𝒚𝒏 of (2) on 𝐼 are linearly dependent on 𝐼 if and only if their
𝐖𝐫𝐨𝐧𝐬𝐤𝐢𝐚𝐧 𝐢𝐬 𝐳𝐞𝐫𝐨 𝑓𝑜𝑟 𝑠𝑜𝑚𝑒 𝑥 = 𝑥0 𝑖𝑛 𝐼. Furthermore, if 𝑊 is zero for 𝑥 = 𝑥0 , then 𝑊
is identically zero on 𝐼.Hence if there is an 𝑥1 𝑖𝑛 𝐼 at which 𝑾 is not zero, then 𝒚𝟏 , … , 𝒚𝒏
are linearly independent on 𝐼, so that form a basis of solutions of (2) on 𝐼.
Differential Equations I and Complex Analysis II (EM-31005) 12
Example(5): Basis, Wronskian
Show the function 𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥 + 𝑐3 𝑒 𝑥 + 𝑐4 𝑒 2𝑥 form a basis by using
Wronskian.
𝑒 −2𝑥 𝑒 −𝑥 𝑒 𝑥 𝑒 2𝑥
Solution: −2𝑥
𝑊(𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 ) = −2𝑒 −𝑒 −𝑥 𝑒 𝑥 2𝑒 2𝑥
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥 + 𝑐3 𝑒 𝑥 + 𝑐4 𝑒 2𝑥 4𝑒 −2𝑥 𝑒 −𝑥 𝑒 𝑥 4𝑒 2𝑥
−8𝑒 −2𝑥 −𝑒 −𝑥 𝑒 𝑥 8𝑒 2𝑥
Compare with 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + 𝑐3 𝑦3 + 𝑐4 𝑦4
𝑦1 = 𝑒 −2𝑥 , 𝑦2 = 𝑒 −𝑥 ,
𝑦1
𝑦1’
𝑦3 =
𝑦2
𝑦2’
𝑒𝑥,
𝑦3 𝑦4
𝑦3’ 𝑦4’
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𝑦4 = 𝑒 2𝑥
𝑊 = 𝑒 −2𝑥 𝑒 −𝑥 𝑒 𝑥 𝑒 2𝑥
1
−2
4
−8
1
−1
1
−1
1
1
1
1
1
2
4
8
𝑊(𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 ) = ’’
𝑦1 𝑦2’’ 𝑦3’’ 𝑦4’’ Row operations: 2𝑅1 + 𝑅2 , −4𝑅1 + 𝑅3 , 𝑎𝑛𝑑 8𝑅1 + 𝑅4
𝑦1’’’ 𝑦2’’’ 𝑦3’’’ 𝑦4’’’ 1 1 1 1
𝑊= 0 1 3 4
0 −3 −3 0
0 7 9 16

Differential Equations I and Complex Analysis II (EM-31005) 13

𝑅𝑜𝑤 𝑜𝑝𝑒𝑟𝑎𝑡𝑖𝑜𝑛: 3𝑅2 + 𝑅3 𝑎𝑛𝑑 − 7𝑅2 + 𝑅4 ,

1 1 1 1
𝑊= 0 1 3 4
0 0 6 12
0 0 −12 −12

𝑅𝑜𝑤 𝑜𝑝𝑒𝑟𝑎𝑡𝑖𝑜𝑛: 2𝑅3 + 𝑅4

1
𝑊= 0
0
1
1
0
1
3
6
1
4
12
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0 0 0 12

𝑊 = 1 × 1 × 6 × 12 = 72 ≠ 0
∴ 𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 are linearly independent.∴ 𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 form a basis.
Differential Equations I and Complex Analysis II (EM-31005) 14
 Reference Books

➢ Advanced Engineering Mathematics, Erwin Kreyszig, 10𝑡ℎ Edition

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➢ Thomas Calculus Early Transcendentals Twelfth Edition.

Differential Equations I and Complex Analysis II (EM-31005) 15