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W7 Second Order Linear Differential Equation Part 1 - Module

1. The document discusses second order linear differential equations of the form a(d2y/dx2) + b(dy/dx) + cy = f(x). 2. It explains how to find the complementary function and particular integral to get the general solution as the sum of the complementary function and particular integral. 3. Examples are provided to demonstrate solving second order differential equations where f(x) is a constant or polynomial.

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Raison Mich
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
217 views

W7 Second Order Linear Differential Equation Part 1 - Module

1. The document discusses second order linear differential equations of the form a(d2y/dx2) + b(dy/dx) + cy = f(x). 2. It explains how to find the complementary function and particular integral to get the general solution as the sum of the complementary function and particular integral. 3. Examples are provided to demonstrate solving second order differential equations where f(x) is a constant or polynomial.

Uploaded by

Raison Mich
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Differential Equations

1
First Order Differential Equations

Module 7: Second Order Linear Differential


𝒅𝟐 𝒚 𝒅𝒚
Equation of the form 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 = 𝒇(𝒙).
(Part 1)

Course Learning Outcomes:


1. Define and identify linear second order differential equations.
2. Define and identify homogeneous and non-homogeneous second order
differential equations.
3. Able to solve the general solution and particular solution of a linear 2 nd
order differential equations.

Complementary function and particular integral

If in the differential equation

𝑑2 𝑦 𝑑𝑦
𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑦 = 𝑓(𝑥) eqn. (1)

the substitution y = u + v is made then:

𝑑2 (𝑢+𝑣) 𝑑(𝑢+𝑣)
𝑎 +𝑏 + 𝑐(𝑢 + 𝑣) = 𝑓(𝑥)
𝑑𝑥 2 𝑑𝑥

Rearranging gives:

𝑑2 𝑢 𝑑𝑢 𝑑2 𝑣 𝑑𝑣
(𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑢) + (𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑣) = 𝑓(𝑥)

If we let

𝑑2 𝑣 𝑑𝑣
𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑣 = 𝑓(𝑥) eqn. (2)

Then

𝑑2 𝑢 𝑑𝑢
𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑢 = 0 eqn. (3)

The general solution, u, of equation (3) will contain two unknown constants, as required for
the general solution of equation (1). The function u is called the complementary function
(C.F.).

Course Module
If the particular solution, v, of equation (2) can be determined without containing any
unknown constants then y =u +v will give the general solution of equation (1). The function
v is called the particular integral (P.I.). Hence the general solution of equation (1) is given by:

y = C.F.+ P.I.

𝒅𝟐 𝒚 𝒅𝒚
Procedures to solve differential equations of the form 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 = 𝒇(𝒙)

(i) Rewrite the given differential equation as (aD2 + bD + c)y = f (x)

(ii) Substitute m for D, and solve the auxiliary equation am2 +bm +c= 0 for m.

(iii) Obtain the complementary function, u, which is achieved using the same procedure as in
Module 6 (c), page 2.

(iv) To determine the particular integral, v, firstly assume a particular integral which is
suggested by f(x), but which contains undetermined coefficients. Table 7.1 gives some
suggested substitutions for different functions f (x).

Table 7.1: Form of particular integral for different functions

(v) Substitute the suggested P.I. into the differential equation (aD2 +bD+c)v= f (x) and equate
relevant coefficients to find the constants introduced.
Differential Equations
3
First Order Differential Equations

(vi) The general solution is given by y =C.F.+P.I., i.e. y =u +v.

(vii) Given boundary conditions, arbitrary constants in the C.F. may be determined and the
particular solution of the differential equation obtained.

𝒅𝟐 𝒚 𝒅𝒚
Worked problems on differential equations of the form 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 = 𝒇(𝒙)
where f(x) is a constant or polynomial.

Sample Problem 7.1.


𝑑2 𝑦 𝑑𝑦
Solve the differential equation 𝑑𝑥2 + 𝑑𝑥 − 2𝑦 = 4
Solution:

[See Table 7.1 (a)]

Course Module
Sample Problem 7.2.
𝑑2 𝑦 𝑑𝑦
Determine the particular solution of the equation 𝑑𝑥2 − 3 𝑑𝑥 = 9, given the boundary
𝑑𝑦
conditions that when 𝑥 = 0, 𝑦 = 0, 𝑑𝑥 = 0.
Solution:

[See Table 7.1 (a)]


Differential Equations
5
First Order Differential Equations

References and Supplementary Materials


Books and Journals
1. John Bird; 2017; Higher Engineering Mathematics; 2 Park Square, Milton Park,
Abingdon, Oxon OX14 4RN; Routledge

Online Supplementary Reading Materials


1. 2nd Order Ordinary Differential Equations; http://mathworld.wolfram.com/Second-
OrderOrdinaryDifferentialEquation.html; November 21, 2019

Online Instructional Videos


1. 2nd Order Linear Homogeneous Differential Equations 1 ;
https://www.khanacademy.org/math/differential-equations/second-order-
differential-equations/linear-homogeneous-2nd-order/v/2nd-order-linear-
homogeneous-differential-equations-1; November 21, 2019

Course Module

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