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Dr. Firas K. AL-Zuhairi: Ordinary Differential Equation

The document discusses methods for solving ordinary differential equations (ODEs), including: 1. The method of variation of parameters, which involves finding the general solution to the associated homogeneous equation, then using it to solve the inhomogeneous equation. 2. Undetermined coefficients, where an educated guess is made for the form of the particular solution based on the inhomogeneous term. 3. Both methods can be extended to higher order linear ODEs with constant coefficients. The document provides examples of applying these methods to solve specific ODEs.

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45 views24 pages

Dr. Firas K. AL-Zuhairi: Ordinary Differential Equation

The document discusses methods for solving ordinary differential equations (ODEs), including: 1. The method of variation of parameters, which involves finding the general solution to the associated homogeneous equation, then using it to solve the inhomogeneous equation. 2. Undetermined coefficients, where an educated guess is made for the form of the particular solution based on the inhomogeneous term. 3. Both methods can be extended to higher order linear ODEs with constant coefficients. The document provides examples of applying these methods to solve specific ODEs.

Uploaded by

hussein
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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University of Technology

Petroleum Technology Department

Ordinary Differential Equation


Second Year
Third Lecture

Dr. Firas K. AL-Zuhairi

1
 linear, second order, non homogeneous equations with constant coefficient

An equation of the form

Can be solved by first obtaining the general solution of the related homogenous
equation:

And denote this solution by

Where 𝑐1,and 𝑐2 are arbitrary constants and 𝑢1(𝑥), 𝑢2(𝑥) are functions of one or
more of the following forms

2
Now by inspection, we may be able to discover one particular function y= yp(x) that
satisfies equation (1). In this case we would be able to solve equation (1) completely as

Ex) Solve the equation

Solution:

The characteristic equation is

Now to find a particular solution of the original equation, observe that y = constant
would do

substituted in the original equation.

3
 Variation of parameters ( Stop)

o There is a general method for finding the solution of the non homogenous eq.(1).

o Once the general solution of the corresponding homogeneous equation is known.

o The method is known as the method of variation of parameters.

o It consists of replacing the constants c1 and c2 in eq.(3) by functions v1=v1(x) and

v2=v2(x) and requiring that the resulting expression satisfies eq.(1).

o There are two functions to be determined, and requiring that eq.(1) to be satisfied

is only one condition.

o As a second condition we also require that


4
If we substitute these expressions into the left hand side of eq.(1) we obtain

5
o The two bracketed terms are zero since 𝑢1 and 𝑢2 are solutions of the homogeneous
equation (2).

o Hence eq.(1) satisfies if

Equations (4) and (5) may be solved as a pair

The unknown functions 𝑣1′ and 𝑣2′ may be determined using Cramer's rule.

6
 Cramer's rule
A system of linear equations may be solved using Cramer's rule, for example the equations.

Can be solved when the determinant of the coefficient matrix

For equations (4) and (5) the solutions are

Then 𝑣1 and 𝑣2 can be found by integration.

7
Summary: In applying the method of variation of parameters to solve the equation

 We work directly with equations in (6). It is not necessary to derive them.


 The steps are

1. Solve the associated homogeneous equation to find the


functions 𝑢1 and 𝑢2.

calculate D, 𝑣1′,and 𝑣2′ from (6). Where .2

3. Integrate 𝑣1′,and 𝑣2′ to find 𝑣1 and 𝑣2

4. Write down the general solution of (1) as


8
Exs. Solve
1)

Solution:
First Solve the associated homogeneous equation

The characteristic equation is

9
2)

Solution:
The homogeneous equation

The characteristic equation is

(Integration by parts)

10
3)
Solution:
First Solve the associated homogeneous equation
The characteristic equation is

11
 Undetermined coefficients

o The method of variation of parameters is a completely general method for solving

non homogeneous equations.

o However, the calculations involved can be complicated, and in special cases there

may be easier methods to use.

o For example we might guess a particular solution for the equation.

12
Exs.
1)

13
2)

This equation has a particular solution of the form

we substitute this polynomial and its second derivative into the differential equation

14
3) solve the equation by the method of undetermined
coefficients.
Solution:

Now try a particular solution of the form

and A= 0

eq.(1)has no solution
Try a particular solution of the form
15
16
4) solve the equation by the method of undetermined
coefficients.
Solution:

17
In general the following table may be helpful to assume yp

18
Higher order linear equations with constant coefficients

 The method of solving homogeneous and non homogeneous second order linear
differential equations with constant coefficients can be extended to equations of
higher order.

 The characteristic algebraic equation associated with the differential equation

 If its roots r1,r2,………rn are all distinct, the solution of the homogeneous equation
related to eq.(1) is

 Pairs of complex conjugate roots can be grouped together, and the


corresponding part of 𝑦ℎ can be written in terms of the functions

19
 Variation of parameters
If the general solution of the homogeneous equation is

Then 𝑦=𝑣1 𝑢1+ 𝑣2 𝑢2……… 𝑣𝑛𝑢𝑛 will be a solution of the non homogeneous equation (1),
provided that

These equations may be solved for 𝑣1′, 𝑣2′,…….., 𝑣𝑛′ by Cramer's rule, and the results is
integrated to give v1,v2,………,and vn
20
Exs. Solve the following equations

1)

Solution:

21
2)

Solution:

Substitute into eq.(1)

22
substitute in (1)

23
3)

Solution:

24

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