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3-System of ODEs

The document discusses the conversion of ordinary differential equations (ODEs) into systems of first-order ODEs and provides methods for solving both homogeneous and non-homogeneous ODEs. It outlines the characteristic equation for homogeneous linear ODEs with constant coefficients and introduces methods such as undetermined coefficients and variation of parameters for solving non-homogeneous ODEs. Additionally, it covers Euler-Cauchy equations and presents various cases based on the nature of the roots of the characteristic equation.

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7 views15 pages

3-System of ODEs

The document discusses the conversion of ordinary differential equations (ODEs) into systems of first-order ODEs and provides methods for solving both homogeneous and non-homogeneous ODEs. It outlines the characteristic equation for homogeneous linear ODEs with constant coefficients and introduces methods such as undetermined coefficients and variation of parameters for solving non-homogeneous ODEs. Additionally, it covers Euler-Cauchy equations and presents various cases based on the nature of the roots of the characteristic equation.

Uploaded by

docema9566
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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System of ODEs

System of ODEs-Conversion of ODE

An order ODE

can be converted to a system of first order ODEs by setting

This system is of the form


Convert the following ODEs to a system of linear ODEs
Solution of an ODE by converting it
to a system of linear ODEs

Solution
Let

2.
3.
Homogeneous linear ODEs with
constant coefficients
Consider are constants. (1)
Consider the first order ODE
Here
Let us try the same form for .

This gives (2).


(2) Is known as the characteristic equation of (1)
Solution of (1) based on the roots of
(2).
• If the roots are distinct and real say . Then the general solution will be
• If the roots are real and equal , then
• Roots are complex numbers , then
Write the general solution of the
following ODEs
Euler Cauchy Equations
Euler-Cauchy equations are ODEs of the form
(1)
are constants.
Let be a trail solution of (1). Then

(2)
Case i: Roots are real and distinct

Case ii: Repeated roots ,


Case iii: Complex roots
Problems
Non-Homogeneous ODEs
The second order non-homogeneous ODEs is of the form

Method of Undetermined coefficients


Here we consider the non-homogeneous ODEs with constant coefficients
(1)
Step 1: Solve the corresponding homogeneous part
.
Let the solution be .
Step 2: Choose a function based on the form of
Here are arbitrary fixed constants. are undetermined coefficients. We
will find the values of those undetermined coefficients.
The complete solution will be
Modification rule: If a term in our choice for happens to be a solution
of the homogeneous ODE, multiply this term by or , if this solution
corresponds to a single or double root of the characteristic equation of
the homogeneous ODE
Solve the following non-
homogeneous ODEs
Method of Variation of Parameters
Consider the ODE (1)
The complete solution of (1) is
Here
where form a basis of solutions of the corresponding homogeneous
ODE is the Wronskain of given by
Solve the following ODEs by the
method of variation of parameters

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