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Lect 5 ch2

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Hashem Hamzeh Sawalmeh
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15 views19 pages

Lect 5 ch2

Uploaded by

Hashem Hamzeh Sawalmeh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 2

Second-Order Linear
ODEs
2.1. Homogeneous Linear ODEs of Second Order
Introduction
• Many important applications in mechanical and
electrical engineering, are modeled by linear ordinary
differential equations (linear ODEs) of the second order.
• Their theory is representative of all linear ODEs as is
seen when compared to linear ODEs of third and higher
order, respectively
• However, the solution formulas for second-order linear
ODEs are simpler than those of higher order, so it is a
natural progression to study ODEs of second order first
in this chapter and then of higher order in Chap. 3.
Homogeneous Linear ODEs of
Second Order
• A second-order ODE is called linear if it can be written form
below

• and nonlinear if it cannot be written in this form.


• The distinctive feature of this equation is that it is linear in y
and its derivatives, whereas the functions p, q, and r on the
right may be any given functions of x. If the equation begins
with, say, then divide by to have the standard form (1) with as
the first term.
• The definitions of homogeneous
Homogeneous Linear ODEs of
Second Order
Homogeneous Linear ODEs of
Second Order
• The functions p and q are called the coefficients of the ODEs.
Solutions are defined similarly as for first-order ODEs. A function

• is called a solution of a (linear or nonlinear) second-order ODE


on some open interval I if h is defined and twice differentiable
throughout that interval and is such that the ODE becomes an
identity if we replace the unknown y by h, the derivative by ,
and the second derivative by .
Superposition Principle
• Linear ODEs have a rich solution structure. For the homogeneous
equation the backbone of this structure is the superposition
principle or linearity principle, which says that we can obtain
further solutions from given ones by adding them or by
multiplying them with any constants. Off course, this is a great
advantage of homogeneous linear ODEs. (see theorem 1/page
48)
Example 1 Homogeneous Linear ODEs:
Superposition of Solutions
Example 2 A Nonhomogeneous Linear ODE
Example 3 A Nonlinear ODE
Initial Value Problem. Basis. General Solution

• For a second-order homogeneous linear ODE. an initial


value problem consists of two initial conditions

• The conditions are used to determine the two arbitrary


constants and in a general solution
Example 4 Initial Value Problem
• Solve the initial value problem
Example 5 Initial Value Problem
• Verify by substitution that the given functions form a basis. Solve the given initial
value problem.
Find a Basis if One Solution Is Known.
Reduction of Order

• It happens quite often that one solution can be found by inspection or


in some other way
• Reduction of order means converting the order of the ODE from the
second to the first. It is important because it gives a simpler ODE.
• Some second-order ODEs can be reduced to the first-order ODEs.
Example 6 Reduction of Order if a Solution Is Known.
Basis

• Find a basis of solutions of the ODE


Example 6
Example 6
Solution Example 4
Solution Example 5

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