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Linear Differential Equations of Higher Order

Dr Mansoor Alshehri

King Saud University

MATH204-Differential Equations Center of Excellence in Learning and Teaching 1 / 102


Linear Differential Equations of Higher Order
General Solution of homogeneous linear differential equations
Initial-Value Problem (IVP)
Boundary-Value Problem (BVP)
Existence and Uniqueness of the Solution to an IVP
Linear Dependence and Independence of Functions
Criterion of Linearly Independent Solutions
Fundamental Set of Solutions
Reduction of order Method (when one solution is given)
Homogeneous Linear Differential Equations with Constant
Coefficients
Cauchy-Euler Differential Equation
General Solutions of Nonhomogeneous Linear Differential Equations
Undetermined coefficients
Variation of Parameters

MATH204-Differential Equations Center of Excellence in Learning and Teaching 2 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

General Solution of Homogeneous Linear


Differential Equations

Definition
The general linear differential equations of order n is an equation that can
be written
dn y dn−1 y dy
an (x) n
+ an−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g(x), (1)
dx dx dx
where an (x), an−1 (x), a1 (x) and a0 (x) are functions of x ∈ I = (a, b),
and they are called coefficients.
Equation (1) is called homogeneous linear differential equation if the
function g(x) is zero for all x ∈ (a, b).
If g(x) is not equal to zero on I, the equation (1) is called
non-homogeneous linear differential equation.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 3 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Initial-Value Problem (IVP)

An n-th order initial-value problem associate with (1) takes the form:
Solve:
dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g(x),
dx dx dx
subject to:

y(x0 ) = y0 , y 0 (x0 ) = y1 , y 00 (x0 ) = y2 , . . . , y n−1 (x0 ) = yn−1 . (2)

Here (2) is a set of initial conditions.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 4 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Boundary-Value Problem (BVP)

Remark (Initial vs. Boundary Conditions)


Initial Conditions: all conditions are at the same x = x0 .
Boundary Conditions: conditions can be at different x.

Remark (Number of Initial/Boundary Conditions)


Usually a n-th order ODE requires n initial/boundary conditions to specify
an unique solution.

Remark (Order of the derivatives in the conditions)


Initial/boundary conditions can be the value or the function of 0-th to
(n − 1)-th order derivatives, where n is the order of the ODE.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 5 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (Second-Order ODE)


Consider the following second-order ODE
0
d2 y dy
a2 (x) + a1 (x) 0 + a0 (x)y = g(x), (3)
dx2 dx

0
IVP: Solve (3) s.t. y(x0 ) = y0 ; y (x0 ) = y1 .
BVP: Solve (3) s.t. y(a) = y0 ; y(b) = y1 .
BVP: Solve (3) s.t. y(b) = y0 ; y(a) = y1 .

MATH204-Differential Equations Center of Excellence in Learning and Teaching 6 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Existence and Uniqueness of the Solution to an IVP

Theorem
For the given linear differential equations of order n

dn y dn−1 y dy
an (x) n
+ an−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g(x), (4)
dx dx dx
which is normal on an interval I. Subject to

y(x0 ) = y0 , y 0 (x0 ) = y1 , y 00 (x0 ) = y2 , . . . , y n−1 (x0 ) = yn−1 . (5)

If an (x), an−1 (x), . . . , a0 (x) and R(x) are all continuous on an interval I,
an (x) is not a zero function on I, and the initial point x0 ∈ I, then the
above IVP has a unique solution in I.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 7 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (1)
Discuss the Existence of unique solution of IV P

(x + 1)y 00 + x2 y 0 + 5y = cos(x)
 2

y(3) = 2 , y 0 (3) = 1.

Solution The functions

a2 (x) = x2 + 1, a1 (x) = x2 , a0 (x) = 5.

and
R(x) = cos(x).
are continuous on I = R = (−∞, ∞) and a2 (x) 6= 0 for all x ∈ R, the
point x0 = 3 ∈ I . Then the previous Theorem assures that the IV P has
a unique solution on R.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 8 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (2)
Find an interval I for which the initial values problem (IV P )
(
x2 y 00 + √2−x
x
y 0 + √2x y = 0
.
y(1) = 0 , y 0 (1) = 1.

has a unique solution around x0 = 1.

Solution The function


a2 (x) = x2 ,
is continuous on R and a2 (x) 6= 0 if x > 0 or x < 0 . But x0 = 1 ∈
I1 = (0, ∞). The function
x
a1 (x) = √ ,
2−x
is continuous on I2 = (−∞ , 2) and the function
2
a0 (x) = √ ,
x
MATH204-Differential Equations Center of Excellence in Learning and Teaching 9 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

is continuous on I1 = (0, ∞).

Then the (IV P )has a unique solution on I1 ∩ I2 = (0, 2) = I . We can


take any interval I3 ⊂ (0, 2) such that x0 = 1 ∈ I3 . So I is that the
largest interval for which the (IV P ) has a unique solution.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 10 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (3)
Find an interval I for which the IV P
(x − 1)(x − 3)y 00 + xy 0 + y = x2

.
y(2) = 1 , y 0 (2) = 0

has a unique solution about x0 = 2.

Solution The functions

a2 (x) = (x − 1)(x − 3) , a1 (x) = x , a0 (x) = 1 , R(x) = x2 ,

are continuous on R. But a2 (x) 6= 0 if x ∈ (−∞, 1) or x ∈ (1, 3) or


x ∈ (3, ∞). As x0 = 2 so we take I = (1, 3). Then the IV P has a
unique solution on I = (1, 3)

MATH204-Differential Equations Center of Excellence in Learning and Teaching 11 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Exercises
1 Discuss the Existence of unique solution of IV P

(|x| + 3)y 00 + x3 y 0 + 5y = sin(x)




y(2) = 1 , y 0 (2) = 0.

2 Find an interval I for which the IV P


(x − 2)y 00 + 3y = x

.
y(0) = 0 , y 0 (0) = 1

has a unique solution about x0 = 0.


3 Find an interval I for which the IV P
y 00 + (tan x)y = ex

.
y(0) = 1 , y 0 (0) = 0

has a unique solution about x0 = 0.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 12 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Linear Dependence and Independence of Functions

Definition
A set of functions {f1 (x), f2 (x). . . . , fn (x)} are linearly dependent on an
interval I if ∃ c1 , c2 , . . . , cn not all zero i.e. (c1 , c2 , . . . , cn ) 6= (0, 0, . . . , 0)
such that

c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) = 0, ∀ x ∈ I

that is, the linear combination is a zero function.

If the set of functions is not linearly dependent, it is linearly independent,


i.e. when c1 , c2 , . . . , cn all zero i.e. (c1 , c2 , . . . , cn ) = (0, 0, . . . , 0).

MATH204-Differential Equations Center of Excellence in Learning and Teaching 13 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (1)
Show that f1 (x) = cos(2x) , f2 (x) = 1, f3 (x) = cos2 (x) are linearly
dependent on R.

Solution We know that


1 + cos(2x) 1 1
f3 (x) = cos2 (x) = = f2 (x) + f1 (x)
2 2 2
1
for all x ∈ R. Then there exist c1 = c2 = 2 and c3 = −1 such that

c1 f1 (x) + c2 f2 (x) + c3 f3 (x) = 0 for all x ∈ R.

So f1 , f2 and f3 are linearly dependent on R.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 14 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (2)
Show that

f1 (x) = 1, f2 (x) = sec2 (x) and f3 (x) = tan2 (x)

are linearly dependent on 0, π2 .




Solution We know that

f2 (x) = sec2 (x) = 1 + tan2 (x) = f1 (x) + f3 (x)

hence  π
f1 (x) − f2 (x) + f3 (x) = 0 for all x ∈ 0, .
2
So there exist c1 = c3 = 1 and c2 = −1 such that
 π
c1 f1 (x) + c2 f2 (x) + c3 f3 (x) = 0 for all x ∈ 0, .
2
So f1 , f2 and f3 are linearly dependent on 0, π2 .


MATH204-Differential Equations Center of Excellence in Learning and Teaching 15 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (3)
Show that f1 (x) = x and f2 (x) = x2 are linearly independent on
I = [−1, 1].

Solution Let c1 , c2 ∈ R such that

c1 f1 (x) + c2 f2 (x) = 0, for all x ∈ I .

We have to prove that c1 = c2 = 0. As

c1 x + c2 x2 = 0 for all − 1 ≤ x ≤ 1,

then for x = 1 and x = − 21 we have

c1 + c2 = 0,

and
1 1
− c1 + c2 = 0,
2 4
MATH204-Differential Equations Center of Excellence in Learning and Teaching 16 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

which implies that c1 = c2 = 0. Then f1 and f2 are linearly independent


on I.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 17 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (4)
Show that
f1 (x) = sin(x) , f2 (x) = sin(2x).
are linearly independent on I = [0, π) .

Solution Let c1 , c2 ∈ I such that

c1 f1 (x) + c2 f2 (x) = 0 for allx ∈ I.


π π
We have to show that c1 = c2 = 0. In fact for x = 4 and x = 3 we have

c1 sin π4 + c2 sin π2 = 0


  

c1 sin π3 + c2 sin 2 π3 = 0
hence √ √
1 3 3
√ c1 + c2 = 0 , c1 + c2 = 0,
2 2 2

MATH204-Differential Equations Center of Excellence in Learning and Teaching 18 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

which implies that c1 = c2 = 0. Then f1 and f2 are linearly independent


on I.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 19 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (5)
Show that
f1 (x) = x2 and f2 (x) = x |x|
(i) linearly dependent on [0, 1]
(ii) linearly independent on [−1, 1]

Solution
(i) on [0, 1] we have
f1 (x) = f2 (x) = x2 ,
hence
f1 (x) − f2 (x) = 0 for all 0 ≤ x ≤ 1.
So there exist c1 = 1 , c2 = −1 such that

c1 f1 (x) + c2 f2 (x) = 0 for all 0 ≤ x ≤ 1.

Then f1 and f2 are linearly dependent on [0, 1].


MATH204-Differential Equations Center of Excellence in Learning and Teaching 20 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

(ii) Let c1 , c2 ∈ R such that

c1 f1 (x) + c2 f2 (x) = 0 for all − 1 ≤ x ≤ 1,

hence
c1 x2 + c2 x |x| = 0 for all − 1 ≤ x ≤ 1.
Now for x = 1 and x = −1 we have c1 + c2 = 0 and c1 − c2 = 0 which
implies that c1 = c2 = 0. Then f1 and f2 are linearly independent on
[−1, 1].

MATH204-Differential Equations Center of Excellence in Learning and Teaching 21 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Exercises
1 Determine whether the functions

f1 (x) = x , f2 (x) = x2 , f3 (x) = 4x − x2 .

are linearly dependent or independent on (−∞, ∞) .


2 Determine whether the functions

f1 (x) = ex , f2 (x) = e−x , f3 (x) = cosh x.

are linearly dependent or independent on (−∞, ∞) .


3 Determine whether the functions

f1 (x) = x , f2 (x) = x2 − 1, f3 (x) = x2 + 2x + 1.

are linearly dependent or independent on [0, 1] .

MATH204-Differential Equations Center of Excellence in Learning and Teaching 22 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Criterion of Linearly Independent Solutions

Consider the homogeneous linear n-th order DE

dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = 0,
dx dx dx
Given n solutions {f1 (x), f2 (x), . . . , fn (x)}, we would like to test if they
are independent or not.

Note: In Linear Algebra, to test if n vectors {v1 , v2 , . . . , vn } are linearly


independent, we can compute the determinant of the matrix.

V := [v1 v2 . . . vn ].

If the determinant of V = 0, they are linearly dependent; if the


determinant of V 6= 0, they are linearly independent.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 23 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Definition
For n functions W (f1 , f2 , . . . , fn ) which are n − 1 times differentiable on
an interval I, the Wronskian W (x, f1 , f2 , . . . , fn ) as a function on I is
defined by

f1 f2 ... fn
f10 f20 ... fn0
W (x, f1 , f2 , ..., fn ) = f100 f200 ... fn00
... ... ... ...
f1n−1 f2n−1 n−1
.... fn

MATH204-Differential Equations Center of Excellence in Learning and Teaching 24 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

To test the linear independence of n solutions {f1 (x), f2 (x), . . . , fn (x)} to

dn y dn−1 y dy
an (x)
n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = 0, (6)
dx dx dx
we can use the following theorem.
Theorem
Let {f1 (x), f2 (x), . . . , fn (x)} be n solutions to the homogeneous linear
DE (6) on an interval I. They are linearly independent on I

f1 f2 ... fn
f10 f20 ... fn0
⇐⇒ W (x, f1 , f2 , ..., fn ) := f100 f200 ... fn00 6= 0.
... ... ... ...
f1n−1 f2n−1 .... fnn−1

MATH204-Differential Equations Center of Excellence in Learning and Teaching 25 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (1)
Prove that f1 (x) = x2 , f2 (x) = x2 ln(x) are linearly independent on
(0, ∞).

Solution We have that


x2 x2 ln(x)
W (f1 , f2 ) =
2x 2x ln(x) + x
= 2x3 ln(x) + x3 − 2x3 ln(x) = x3 6= 0
for all x ∈ (0, ∞) ,

then f1 and f2 are linearly independent on (0, ∞).

MATH204-Differential Equations Center of Excellence in Learning and Teaching 26 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (2)
It is easy to see that the functions

y1 = x , y2 = x2 ,

and
y3 = x3 .
are solutions of the differential equation

x3 y 000 − 3x2 y 00 + 6xy 0 − 6y = 0.


Show that y1 , y2 and y3 are linearly independent on (0, ∞).

Solution Here we have a3 (x) = x3 6= 0 for all x > 0 or x < 0. By


using the Wronskian we have
x x 2 x3
W (y1 , y2 , y3 ) = 1 2x 3x2 = 2x3 6= 0.
0 2 6x
MATH204-Differential Equations Center of Excellence in Learning and Teaching 27 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

for all x ∈ (0, ∞) or for all x ∈ (−∞, 0) . So y1 , y2 and y3 are linearly


independent on (0, ∞).

MATH204-Differential Equations Center of Excellence in Learning and Teaching 28 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example

Show that the functions: f1 (x) = x, f2 (x) = x − 1 and f3 (x) = x + 3 are


linearly dependent or linearly independent on R.

x x−1 x+3
W (f1 , f2 , f3 ) = 1 1 1 = 0, for allx ∈ R.
0 0 0
so these functions might be linearly dependent or linearly independent on
R.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 29 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Now we need to do the following steps to determine if they are linearly


dependent or linearly independent on R.
Let c1 , c2 andc3 ∈ R thus c1 x + c2 (x + 1) + c3 (x + 3) = 0 for allx ∈ R.
For x = 0, x = 1 andx = −1 we have
−c2 + 3c3 = 0
c1 + 4c3 = 0
−c1 − 2c2 + 2c3 = 0

0 −1 3
1 0 4 = +1(2 + 4) + 3(−2) = 6 − 6 = 0
−1 −2 2
so these equations have infinity solutions.
c1 = 1, c2 = −3/4 andc3 = −1/4, thus we have
(1)x − 3/4(x − 1) − 1/4(x + 3) = 0 for allx ∈ R So, f1 , f2 , f3 are
linearly dependent on R.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 30 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Exercises
1 Show by computing the Wronskian that the functions

f1 (x) = x , f2 (x) = xex , f3 (x) = x2 ex .

are linearly dependent or independent on (0, ∞) .


2 Show that the functions

y1 = cosh(2x)

and
y2 = sinh(2x)
are solutions of the differential equation

y 00 − 4y 0 = 0.
Show that y1 and y2 are linearly independent on (−∞, ∞).

MATH204-Differential Equations Center of Excellence in Learning and Teaching 31 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Fundamental Set of Solutions


Definition
dn y dn−1 y dy
an (x)
n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = 0, (7)
dx dx dx
Any set {f1 (x), f2 (x), . . . , fn (x)} of n linearly independent solutions to
the homogeneous linear n-th order DE (7) on an interval I is called a
fundamental set of solutions.

Theorem
Let {f1 (x), f2 (x), . . . , fn (x)} be a fundamental set of solutions to the
homogeneous linear n-th order DE (7) on an interval I. Then the general
solution to (7) is

y(x) = c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x),

where {ci | (i = 1, 2, . . . , n)} are arbitrary constants.


MATH204-Differential Equations Center of Excellence in Learning and Teaching 32 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (1)
Verify that y1 = e2x and y2 = e−3x form a fundamental set of solutions of
the differential equation

y 00 + y 0 − 6y = 0.

and find the general solution.

Solution Substituting

y1 = e2x , y10 = 2e2x , y100 = 4e2x ,

in the differential equation we have

4e2x + 2e2x − 6e2x = 0.

Hence y1 = e2x is a solution of the differential equation. By the same


method we can prove that y2 = e−3x is also a solution of the differential
equation.
MATH204-Differential Equations Center of Excellence in Learning and Teaching 33 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Now we have

e2x e−3x
W (e2x , e−3x ) = = −5e−x 6= 0 for all x ∈ R.
2e2x −3e−3x
Then y1 and y2 are linearly independent on R. From the previous Theorem
we deduce the general solution of the differential equation given by

y(x) = c1 y1 (x) + c2 y2 (x).

where c1 ,c2 ∈ R.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 34 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (2)
It is easy to see that the functions

y1 = ex , y2 = e2x , and y3 = e3x

are solutions of the differential equation

y 000 − 6y 00 + 11y 0 − 6y = 0.

Find the general solution of the differential equation.

Solution Since
ex e2x e3x
W (ex , e2x , e3x ) = ex 2e2x 3e3x = 2e6x 6= 0.
ex 4e2x 9e3x

for all x ∈ R.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 35 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

We deduce that
y(x) = c1 ex + c2 e2x + c3 e3x .
is the general solution of the differential equation.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 36 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Example (3)
Prove that
y1 = x3 ex , and y2 = ex .
are solutions of the differential equation

xy 00 − 2(x + 1)y 0 + (x + 2)y = 0

where x > 0. Find also the general solution of the differential equation.

Solution Substituting
y1 = x3 ex , y10 = 3x2 ex + x3 ex , y100 = 6xex + 6x2 ex + x3 ex ,
in the differential equation we have
x
6x2 ex +6x3 ex +x4 ex −6x3 ex −2x4 exe −6x2 ex +−2x3 ex +x4 ex +2x3 ex = 0.
Substituting
y2 = y20 = y200 = ex ,
MATH204-Differential Equations Center of Excellence in Learning and Teaching 37 / 102
Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

in the differential equation

xex − 2xex − 2ex + xex + 2ex = 0.

Now we have to show that


y1 = x3 ex ,
and
y2 = ex .
are linearly independent on (0 , ∞).

In fact
x3 ex ex
W (x3 ex , ex ) = = −3x2 ex 6= 0 for all x > 0.
3x2 ex + x e ex
3 x

Then
y1 = x3 ex ,

MATH204-Differential Equations Center of Excellence in Learning and Teaching 38 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

and
y2 = ex .
are linearly independent on (0 , ∞) and we conclude that

yc = c1 x3 ex + c2 ex .

is the general solution of the differential equation.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 39 / 102


Linear Differential Equations of Higher Order General Solution of homogeneous linear differential equations

Exercises
Verify that the given functions form a fundamental set of solutions of the
differential equation on the indicated interval, then find the general
solution of the differential equation.
y 00 − y 0 − 12y = 0; e−3x , e4x on (−∞, ∞)
x3 y 000 + 6x2 y 00 + 4xy 0 − 4y = 0; x, x−2 , x−2 ln x on (0, ∞)
y (4) + y 00 = 0; 1, x, sin x, cos x on (0, ∞)

MATH204-Differential Equations Center of Excellence in Learning and Teaching 40 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

Reduction of order Method (when one solution is


given)

It is employed when one solution y1 (x) is known and a second linearly


independent solution y2 (x) is desired. The method also applies to n-th
order equations.

Suppose that y1 (x) is a non-zero solution of the equation

a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = 0, (8)

where a0 (x), a1 (x) and a2 (x) are continuous functions defined on interval
I sauch that a2 (x) 6= 0 for all x ∈ I.

The method of reduction of order is used to obtain a second linearly


independent y2 (x) solution to this differential equation (8) using our one
known solution.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 41 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

We suppose that the solution of (8) is in the form

y = u(x)y1 ,

where u is a fountain of x and which will be determined and satisfies a


linear second-order differential equation (8) by using the following method

y = u(x)y1 ⇒ y 0 = u0 y1 + y10 u ⇒ y 00 = u00 y1 + 2u0 y10 + y100 u.

It is best to describe the procedure with a concrete example.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 42 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

Example (1)
If
sin x
y1 = √ .
x
is a solution of the differential equation

4x2 y 00 + 4xy 0 + (4x2 − 1)y = 0 on 0 < x < π.

then find the general solution of the differential equation..

Solution The solution of the differential equation is of the form


y = u(x)y1 or
sin x −1
y = √ u = (sin x) (x) 2 u,
x
hence
−1 1 −3 −1
y 0 = (cos x)(x) 2 u− sin x(x) 2 u + sin x(x) 2 u0 ,
2

MATH204-Differential Equations Center of Excellence in Learning and Teaching 43 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

−1 −3 −1
y 00 = − sin x(x) 2 u − cos x(x) 2 u + 2 cos x(x) 2 u0
3 −5 −3 −1
+ sin x(x) 2 u − sin x(x) 2 u0 + sin x(x) 2 u00
4
we substitute y , y 0 , and y 00 in the arbitrary constant we obtain
3
 3 
4x 2 sin xu00 + 8x 2 cos x u0 = 0,

hence
sin xu00 + 2 cos xu0 = 0.
To solve this differential equation we put w = u0 , then we have w0 = u00 .

Then Z Z
dw 2 cos x
dx + dx = 0,
w sin x

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Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

hence
c1
, u0 = w =
sin2 x
6 0 is an arbitrary constant. So we have u = −c1 cot x + c2 ,
where c1 =
hence
sin x
y = y1 u = √ (−c1 cot x + c2 ),
x
or
cos x sin x
y = c3 √ + c2 √ ,
x x
finally we have
y = c2 y1 + c3 y2 ,
where c3 = −c1 and c2 are arbitrary constants, is the general solution of
the differential equation and we can prove that
sin x cos x
y1 = √ and y2 = √
x x

are linearly independent on solutions (0, π).


MATH204-Differential Equations Center of Excellence in Learning and Teaching 45 / 102
Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

General case of Equation (8)

Equation
a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = 0,
can be written as the form

y 00 + p(x)y 0 + q(x)y = 0, (9)

where
a1 (x)
p(x) = ,
a2 (x)
and
a0 (x)
q(x) = .
a2 (x)
Also, let us suppose that y1 is a known solution of (9) on I and y1 (x) 6= 0
for all x ∈ I.

MATH204-Differential Equations Center of Excellence in Learning and Teaching 46 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

Thus the second solution of (9) y2 can be given from


R
e− p(x)dx
Z
y2 = y1 dx. (10)
y12

MATH204-Differential Equations Center of Excellence in Learning and Teaching 47 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

Example (1)
If
sin x
y1 = √
x
is a solution of the differential equation

4x2 y 00 + 4xy 0 + (4x2 − 1)y = 0 on (0, π),


then find the second solution .
Solution As
1 0 4x2 − 1
y 00 + y + y = 0.
x 4x2
then
1
p(x) = ,
x
and R R
− x1 dx 1
e− p(x)dx
=e = e− ln x = .
x
MATH204-Differential Equations Center of Excellence in Learning and Teaching 48 / 102
Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

We have
R
1
e− p(x)dx
Z Z
sin x x
y2 = y1 dx = √ dx,
y12 x sin2 (x)
x
− cos x
Z
sin x dx
= √ 2 = √ .
x sin (x) x

Hence
− cos x cos x
y2 = √ or y2 = √
x x
is the second solution of the differential equation on (0, π).

MATH204-Differential Equations Center of Excellence in Learning and Teaching 49 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

Example (2)
If y1 = e3x is a solution of the differential equation

xy 00 + (x − 1)y 0 + (3 − 12x)y = 0 ; x > 0.


Find the general solution.

Solution We have
1 0 3
y 00 + (1 − )y + ( − 12)y = 0.
x x
From the formula (10) we can find directly y2 , where
Z Z
1
−p(x)dx = (−1 + )dx = −x + ln x,
x

MATH204-Differential Equations Center of Excellence in Learning and Teaching 50 / 102


Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

hence
R
e− p(x)dx e−x+ln x
Z Z Z
y2 = y1 dx = e3x dx = e3x xe−7x dx
y12 e6x
 
1 −7x
3x 1 −7x
= e − xe − e
7 49
−x 1 1 1
= e−4x ( − ) = − e−4x (x + ).
7 49 7 7
Then the general solution is
1
y = c1 y1 + c2 y2 = c1 e3x + c2 e−4x (x + )
7
on the interval (0, ∞).

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Linear Differential Equations of Higher Order Reduction of order Method (when one solution is given)

Exercises
Apply the reduction of order method to obtain another linearly
independent solution for the following differential equations
y 00 − 4y 0 + 4y = 0; y1 = e2x .
x2 y 00 + x2 y 0 − (x + 2)y = 0; y1 = x−1 e−x , x > 0.
x2 (1 − ln x)y 00 + xy 0 − y = 0; y1 = x, x > e.

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Homogeneous Linear Differential Equations with


Constant Coefficients
The linear differential equations with Constant Coefficients has the general
form
dn y dn−1 y dy
an n + an−1 n−1 + · · · + a1 + a0 y = 0, (11)
dx dx dx
which is a homogeneous linear DE with constant real coefficients, where
each coefficient ai , 1 ≤ i ≤ n is real constant and an 6= 0.
Definition
The polynomial

f (m) = an mn + an−1 mn−1 + · · · + a1 m + a0 , (12)

is called the characteristic polynomial for equation (11), and f (m) = 0 is


called the characteristic equation of the linear differential equations with
constant coefficients (11).
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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

We conclude that if m is a root of equation (54), then

y = emx

is a solution of the differential equation (11). Also, Equation (54) has n


roots.
Let us summarize the method to solve the differential equation (11)
(1) If all the roots of the characteristic equation are real roots then:
(i) If the roots are distinct (i.e. m1 6= m2 6= m3 6= · · · =
6 mn ), then the
solution of the differential equation (11) is given by

y = c1 em1 x + c2 em2 x + · · · + cn emn x

(ii) If the roots are equal (i.e. m1 = m2 = m3 = · · · = mn ) (i.e. m = mi


is a root of multiplicity n), then the solution of the differential equation
(11) is given by
y = c1 emx + c2 xemx + c3 x2 emx + · · · + cn xn−1 emx
y = (c1 + c2 x + c3 x2 + · · · + cn xn−1 )emx
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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (1)
Solve the differential equation

y 00 − y = 0.

Solution For this, the characteristic equation is m2 − 1 = 0 hence


m = ∓1.Then y1 = ex and y2 = e−x form the fundamental set of
solutions, hence the general solution is

y = c1 ex + c2 e−x .

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (2)
Find the general solution of the differential equation

y 000 − 6y 00 + 11y 0 − 6y = 0 .

Solution For this differential equation the characteristic equation is

m3 − 6m2 + 11m − 6 = (m − 1)(m − 2)(m − 3) = 0.

Then m = 1, 2, 3 and y1 = ex , y2 = e2x and y3 = e3x form the


fundamental set of solutions, hence the general solution is

y = c1 ex + c2 e2x + c3 e3x .

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (3)
Solve the differential equation

y 00 − 2y 0 + y = 0.

Solution The characteristic equation for the differential equation is

m2 − 2m + 1 = 0 ,

so m = 1 is a root of multiplicity 2, hence the general solution is

y = c1 ex + c2 xex .

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (4)
Solve the differential equation

y 000 − 3y 00 + 3y 0 − y = 0

Solution The characteristic equation for the differential equation is


m3 − 3m2 + 3m − 1 = (m − 1)3 = 0, so m = 1 is a root of multiplicity 3
then the general solution is

y = c1 ex + c2 xex + c3 x2 ex .

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Now we see the second case


(2) If the characteristic equation has complex conjugate roots such as

m = α ∓ iβ

then he solution of the differential equation of second order is given by

y = c1 eαx cos(βx) + c2 eαx sin(βx)


Remember:

1) −1 = i

−b ∓ b2 − 4ac
2) x =
2a
to find the roots of Quadratic equation

ax2 + bx + c = 0

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (5)
Solve the differential equation

y 00 + 4y 0 + 5y = 0.

Solution The characteristic (auxiliary) equation for the differential


equation is m2 + 4m + 5 = 0, now we need to find the roots of this
characteristic equation

−4 ∓ 16 − 20
m=
2
then m = −2 ∓ i hence the general solution is

y(x) = c1 e−2x cos(x) + c2 e−2x sin(x).

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (6)
Solve the differential equation

y (5) − 3y (4) + 4y 000 − 4y 00 + 3y 0 − y = 0.

Solution The characteristic for the differential equation is

m5 − 3m4 + 4m3 − 4m2 + 3m − 1 = 0,

then

m5 − 3m4 + 4m3 − 4m2 + 3m − 1 = (m − 1)3 (m2 + 1) = 0.



Thus m = 1 , 1 ,1 , ∓i where −1 = i and the general solution of the
equation has the form

y = c1 ex + c2 xex + c3 x2 ex + c4 cos x + c5 sin x.

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Example (7)
Solve the initial value problem (IV P )

y 00 + y 0 + y = 0 √


y(0) = 1 , y 0 (0) = 3.

Solution The characteristic equation for the differential equation is

m2 + m + 1 = 0.

Hence √
1 3
m=− ∓ i.
2 2
So the general solution of a differential equation is
√ ! √ !
−x 3 −x 3
y = c1 e 2 cos x + c2 e 2 sin x .
2 2

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients


from the conditions y(0) = 1 and y 0 (0) = 3 we have c1 = 1. and

−c1 3 √
+ c2 = 3
2 2
hence c1 = 1 and c2 = 2 + √1 . So the solution of the IV P is
3
√ ! √ !
−x 3 1 −x 3
y=e 2 cos x + (2 + √ )e 2 sin x .
2 3 2

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Linear Differential Equations of Higher Order Homogeneous Linear Differential Equations with Constant Coefficients

Exercises
Find the general solution of the following differential equations
2y 00 + 3y 0 + y = 0
y 00 − y 0 − 6y = 0
y 000 − 4y 00 − 5y 0 = 0
y (4) − 2y 00 + y = 0
2y (5) − 7y (4) + 12y 000 + 8y 00 = 0

Find the solution of the initial value problems


y 00 + y 0 + 2y = 0; y(0) = y 0 (0) = 0
y 000 + 12y 00 + 36y 0 = 0; y(0) = 0, y 0 (0) = 1, y 00 (0) = −7

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Cauchy-Euler Differential Equation

A Cauchy-Euler differential equation is in the form

dn y n−1 d
n−1 y dy
an xn n
+ a n−1 x n−1
+ · · · + a1 x + a0 y = 0, (13)
dx dx dx
where each coefficient ai , 1 ≤ i ≤ n are constants and an 6= 0 i.e. the
coefficient an xn should never be zero. Equation (13) is on the interval
either (0, ∞) or (−∞, 0).

Euler differential equation is probably the simplest type of linear


differential equation with variable coefficients.

The most common Cauchy-Euler equation is the second-order equation,


appearing in a number of physics and engineering applications, such as
when solving Laplace’s equation in polar coordinates.

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

It is given by the equation

d2 y dy
x2 2
+ ax + by = 0 (14)
dx dx
To solve the Cauchy-Euler differential equation, we assume that y = xm ,
where x > 0 and m is a root of a polynomial equation.

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Example (1)
Solve the Cauchy-Euler differential equation

d2 y dy
x2 + ax + by = 0.
dx2 dx
Solution We substitute

y = xm =⇒ y 0 = mxm−1 =⇒ y 00 = m(m − 1)xm−2

in the differential equation, we obtain

x2 [m(m − 1)xm−2 ] + ax[mxm−1 ] + bxm = 0


xm (m2 − m) + amxm + bxm = 0
xm [(m2 − m) + am + b] = 0
xm [m2 + (1 − a)m + b] = 0.

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Since xm 6= 0, then we have

m2 + (1 − a)m + b = 0

We then can solve for m. There are three particular cases of interest:

Case 1: Two distinct roots, m1 and m2 . Thus, the solution is given by

y = c1 xm1 + c2 xm2 .

Case 2: One real repeated root, m. Thus, the solution is given by

y = c1 xm ln(x) + c2 xm .

Case 3: Complex roots, α ± iβ. Thus, the solution is given by

y = c1 xα cos (β ln(x)) + c2 xα sin (β ln(x)) .

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Example (2)
Solve the Euler differential equation

2x2 y 00 − 3xy 0 − 3y = 0. (15)

For x > 0.
Solution We substitute

y = xm =⇒ y 0 = mxm−1 =⇒ y 00 = m(m − 1)xm−2

in the differential equation, we obtain

2x2 [m(m − 1)xm−2 ] − 3x[mxm−1 ] − xm = 0


xm (2m2 − 2m) − 3mxm − 3xm = 0
xm [2m2 − 2m − 3m − 3] = 0
xm [2m2 − 5m − 3] = 0.
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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Since xm 6= 0, then we have

2m2 − 5m − 3 = 0

So the roots of this equation are m1 = − 21 , m2 = 3 .Thus, from case 1


we have the solution is given by
1
y(x) = c1 x− 2 + c2 x3 .

which is the general solution.

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Example (3)
Find the general of the differential equation

x2 y 00 − 3xy 0 + 13y = 0 ; x > 0.

Solution Substituting y = xm in the equation, we obtain

m(m − 1) − 3m + 13 = m2 − 4m + 13 = 0.

Then we have two complex roots m = 3 ∓ 3i (case 3), hence the the
general of the differential equationis

y = c1 x3 cos(3 ln x) + c2 x3 sin(3 ln x) ; x > 0.

If we suppose x < 0, then the general of the differential equation is

y = c1 (−x)3 cos(3 ln(−x)) + c2 (−x)3 sin(3 ln(−x)) ; x < 0.

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Example (4)
Find the general solution of the differential equation

x4 y (4) − 5x3 y 000 + 3x2 y 00 − 6xy 0 + 6y = 0 ; x > 0.

Solution Substituting y = xm in the equation, we obtain

m(m − 1)(m − 2)(m − 3) − 5m(m − 1)(m − 2) + 3m(m − 1) − 6m + 6 = 0.

This implies that

(m − 1)(m − 2)(m2 − 8m + 3) = 0.

The roots of this equation are m = 1 , m = 2 , and m = 4 ∓ 13 , then
the general solution of the differential equation is
√ √
y = c1 x + c2 x2 + c3 x4+ 13
+ c4 x4− 13
; x > 0.

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Example (5)
Find the general solution of the differential equation

x5 y (5) − 2x3 y 000 + 4x2 y 00 = 0 ; x < 0.

Solution Substituting y = xm in the equation, we obtain

m(m − 1)(m − 2)(m − 3)(m − 4) − 2m(m − 1)(m − 2) + 4m(m − 1) = 0,

m(m − 1)(m3 − 9m2 + 24m − 20) = m(m − 1)(m − 2)2 (m − 5) = 0.

So the roots of this equation are m = 0 , m = 1 , m = 2 repeated two


times and m = 5 , then the general of the differential equation is

y = c1 + c2 (−x) + c3 (−x)2 + c4 (−x)2 ln(−x) + c5 (−x)5 .

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Linear Differential Equations of Higher Order Cauchy-Euler Differential Equation

Exercises
Find the general solution of the following differential equations, where we
suppose that x > 0.
x2 y 00 − y = 0
x2 y 00 + 5xy 0 + 3y = 0
4x2 y 00 + 4xy 0 − y = 0
x3 y 000 + xy 0 − y = 0
x3 y 000 + 4x2 y 00 − 8xy 0 + 8y = 0
4
(3x + 4)2 y 00 + 10(3x + 4)y 0 + 9y = 0; x > −
3

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

General Solutions of Nonhomogeneous Linear


Differential Equations

Nonhomogeneous linear n-th order ODE takes the form

dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g(x), (16)
dx dx dx
where an (x), an−1 (x), a1 (x) and a0 (x) are functions of x ∈ I = (a, b),
such that an (x) 6= 0 for all x ∈ I, and g(x) 6= 0.
Idea
Find the general solution yc to the homogeneous equation

dn y dn−1 y dy
an (x) n
+ an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y = 0
dx dx dx

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Find a solution yp to the nonhomogeneous equation

dn y dn−1 y dy
an (x) + an−1 (x) + · · · + a1 (x) + a0 (x)y = g(x)
dxn dxn−1 dx
The general solution y = yc + yp .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Undetermined coefficients
Let us take an example

Example (1)
Find the general solution of the differential equation :

y 00 − y = −2x2 + 5 + 2ex . (*)

Solution
1) First we have to find the general solution of the differential equation :

y 00 − y = 0.

For , we have m2 − 1 = 0, hence m = ∓1 then

yc = c1 ex + c2 e−x .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

2) The form of the particular solution of


y 00 − y = −2x2 + 5,
is
y1,p = Ax2 + Bx + C,
and the form of the particular solution of
y 00 − y = 2ex ,
is
y2,p = Dxex ,
because r = 1 is a simple root of the characteristic equation. Thus the
particular solution of (*) is
yp = y1,p + y2,p = Ax2 + Bx + C + Dxex .
Now we have to find the constants A, B, C , and D by substituting yp
and yp00 in differential equation (*) and we find
yp00 − yp = −Ax2 − Bx + 2A − C + 2Dex = −2x2 + 5 + 2ex .
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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Equating coefficients of similar terms (because the functions x2 , 1 and


are ex linearly independent on R ), we obtain the following system of
equation A = 2, B = 0 , 2A − C = 5 , and 2D = 2. Thus we have A = 2,
B = 0, C = −1, and D = 1.Then the particular solution of (*) is

yp = 2x2 − 1 + xex ,

and the general solution of the differential equation of (*) is

y = yc + yp = c1 ex + c2 e−x + 2x2 − 1 + xex .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Some of the Typical forms of the particular integral

Function of x Form for yp


keax Ceax
n
kxn , n = 0, 1, 2, . . . Ci x i
P
i=1
k cos(ax) or k sin(ax) C1 cos(ax) + C2 sin(ax)
keax 
cos(bx) or keax sin(bx) eax (C1 cos(bx) + C2 sin(bx))
n

ki xi cos(ax)
P
i=1
or
n n n
    
ki xi sin(ax) xi xi
P P P
Ci cos(ax) + Ri sin(ax)
i=1 i=1 i=1

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Exercises
Find the general solution of the following differential equations.
x2 y 00 − y = 0
y 00 + 4y = sin(2x) + ex
y 00 − 5y 0 + 4y = e2x (cos x + sin x)
Find only the form of the particular solution of the given differential
equation by using the method of undetermined coefficients.
y 00 − y = ex + s sin x
y 00 − y = x2 ex
y (6) − 3y (3) = 3x + 1
y 000 − y 0 = x5 + cos x

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Variation of Parameters
This method is used to determine the particular solution yp of
nonhomogeneous differential equation
dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g(x), (17)
dx dx dx
If we have the nonhomogeneous differential equation

a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = g(x), (18)

which has the particular solution

yp = y1 u1 + y2 u2 ,

where y1 and y2 are the first and the second solution of the homogeneous
differential equation, respectively.

a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = 0 (19)

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Here we will explain the method to find u1 and u2 . So, if we have y1 & y2
, then we will determine as below

y1 y2
W (x, y1 , y2 ) = = y1 y20 − y2 y10 ,
y10 y20
0 y2
W1 = = −y2 g(x),
g(x) y20
y1 0
W2 = 0 = y1 g(x).
y1 g(x)
Thus,
W1
u01 =
W
and

W2
u02 = .
W

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Example (1)
Solve the differential equation

y 00 + y = csc x ; 0 < x < π.

Solution
1) The general solution of
y 00 + y = 0,
is
yc = c1 sin x + c2 cos x.
2) The particular solution of
y 00 + y = csc x,
is the form
yp = y1 u1 + y2 u2 ,
where
y1 = sin x and y2 = cos x.
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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

The functions u1 and u2 are determined from the system below

sin x cos x
W (x, y1 , y2 ) = = −1,
cos x − sin x

0 cos x
W1 = = − cot x,
csc x − sin x
sin x 0
W2 = = 1,
cos x csc x
Hence
W1
u01 = = cot x,
W
then
u1 = ln(sin x).
But
u02 = −1,

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

hence u2 = −x. Therefore we have

yp = y1 u1 + y2 u2 = sin x. ln(sin x) − x cos x,

and the general solution of the differential equation is

y = yc + yp = c1 sin x + c2 cos x + sin x. ln(sin x) − x cos x.

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Example (2)
Solve the differential equation

y 00 − 4y 0 + 4y = (x + 1)e2x .

Solution
1) The general solution of

y 00 − 4y 0 + 4y = 0,

is
yc = c1 e2x + c2 xe2x .
2) Let
y1 = e2x and y2 = xe2x .
So we have
e2x xe2x
W (x, y1 , y2 ) = 2x = e4x ,
2e e + 2xe2x
2x

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

0 xe2x
W1 (x, y1 , y2 ) = = −x(x + 1)e4x ,
(x + 1)e2x e2x + 2xe2x
and
e2x 0
W2 (x, y1 , y2 ) = = (x + 1)e4x ,
2e2x (x + 1)e2x
hence
W1
u01 = = −x(x + 1) = −x2 − x,
W
so
x3 x2
u1 = − −
3 2
But
W2
u02 = = x + 1,
W
then
x2
u2 = + x.
2
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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Therefore,

x3 x2 2x x2 x3 x2
yp = y1 u1 + y2 u2 = (− − )e + x( + x)e2x = ( + )e2x ,
3 2 2 6 2
and The general solution of the differential equation is

x3 x2 2x
y = yc + yp = c1 e2x + c2 xe2x + ( + )e .
6 2
In this example we can use the undetermined coefficients, where

yp = x2 (A + Bx)e2x .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Example (3)
Solve the Differential equation
1
y 00 − 3y 0 + 2y = .
1 + e−x
Solution
1) The general solution of

y 00 − 3y 0 + 2y = 0.

is
yc = c1 ex + c2 e2x .
2) Let
y1 = ex and y2 = e2x ,
then
ex e2x
W (x, y1 , y2 ) = = e3x ,
ex 2e2x
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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

0 e2x −e2x
W1 (x, y1 , y2 ) = 1 = ,
1+e−x
2e2x 1 + e−x
ex 0 ex
W2 (x, y1 , y2 ) = 1 = ,
ex 1+e−x 1 + e−x
hence
W1 e−x
u01 = =−
W 1 + e−x
and
e−x
Z
dx = ln 1 + e−x .

u1 (x) = − −x
1+e
But

W2 e−2x
u02 = = ,
W 1 + e−x
and
e−2x
Z
dx = −(1 + e−x ) + ln 1 + e−x ,

u2 = −x
1+e
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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

so we have

y = yc + yp = (c1 − 1)ex + (c2 − 1)e2x + (ex + e2x ) ln 1 + e−x ,




= c3 ex + c4 e2x + (ex + e2x ) ln 1 + e−x .




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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Example (4)
Find the general solution of the differential equation
π
y 000 + y 0 = tan x ; 0<x< .
2
Solution
1) The the general solution of

y 000 + y 0 = 0,

is
yc = c1 + c2 cos x + c3 sin x.
2) Let y1 = 1 , y2 = cos x and y3 = sin x . The particular solution of
the differential equation has the form

yp = u1 y1 + u2 y2 + u3 y3 .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

We have
1 cos x sin x
W (x, y1 , y2 , y3 ) = 0 − sin x cos x = 1,
0 − cos x − sin x

0 cos x sin x
W1 (x, y1 , y2 , y3 ) = 0 − sin x cos x = tan x ,
tan x − cos x − sin x

1 0 sin x
W2 (x, y1 , y2 , y3 ) = 0 0 cos x = − sin x ,
0 tan x − sin x
1 cos x 0
− sin2 (x)
W3 (x, y1 , y2 , y3 ) = 0 − sin x 0 = .
cos x
0 − cos x tan x

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Then we have,
W1
u01 = = tan x,
W
and Z
u1 = tan xdx = − ln(cos x) .

But

W2
u02 =
= − sin x ,
W
then Z
u2 = − sin xdx = cos x.

Also
W3 − sin2 (x)
u03 = = ,
W cos x

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

hence,

sin2 (x) 1 − cos2 (x)


Z Z
u3 = − dx = − dx = − ln(sec x + tan x) + sin x.
cos x cos x
Thus,

yp = u1 y1 + u2 y2 + u3 y3 ,
= − ln(cos x) + cos2 (x) − sin x ln(sec x + tan x) + sin2 (x),
= 1 − ln(cos x) − sin x ln(sec x + tan x).

So the general solution of the differential equation is

y = yc + yp = (c1 + 1) + c2 cos x + c3 sin x − ln(cos x)


− sin x ln(sec x + tan x)

y = c4 + c2 cos x + c3 sin x − ln(cos x) − sin x ln(sec x + tan x).

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Example (5)
Find the solution of the initial value problem (IV P )

2x2 y 00 + xy 0 − 3y = x−3

; x>0
y(1) = 1 , y 0 (1) = −1.

Solution
1) We have to find the general solution of

2x2 y 00 + xy 0 − 3y = 0.

By substituting y = xm , we have

m(m − 1) + m − 3 = (2m − 3)(m + 1) = 0,

hence the general solution of the homogeneous differential equation is


3
yc = c1 x−1 + c2 x 2 .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations
3
2) Let y1 = x−1 , y2 = x , then 2

yp = u1 y1 + u2 y2 .

We have
3
x−1 x2 5 1
W (x, y1 , y2 ) = 3 21
= x− 2 ,
−x−2 2x
2
3
0 x2 1 7
W1 (x, y1 , y2 ) = 1 −5 3 12
= − x− 2 ,
2x 2x
2

x−1 0 1
W2 (x, y1 , y2 ) = = x−6 .
−x−2 1 −5
2x 2
Then we have
W1 1
u01 = = − x−3 ,
W 5
and
1 −2
u1 = x .
10
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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Also we have

W2 1 11
u02 = = x− 2 ,
W 5
hence
2 −9
u2 = − x 2.
45
So
1 −3 2 1
x − x−3 = x−3 .
yp = u1 y1 + u2 y2 =
10 45 18
Then the general solution of the differential equation is
3 1 −3
y = yc + yp = c1 x−1 + c2 x 2 + x .
18
We can obtain yp by substituting yp = Ax−3 , which implies A = 1
18 .

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

3)
3 1 1
y 0 (x) = −c1 x−2 + c2 x 2 − x−4 .
2 6
0
From the conditions y(1) = 1 and y (1) = −1, we deduce
17
c1 + c2 = ,
18
and
3 5
−c1 + c2 = − ,
2 6
9 2
which implies c1 = 10 and c2 = 45 . Thus the solution of the IV P is

9 −1 2 3 1
y= x + x 2 + x−3 .
10 45 18

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

Exercises
Use the variation of parameters method to find the general solution or
initial value problems of the following differential equations.
π
y 00 + y = sec x; 0 < x <
2
00 0 ex
y − 2y + y = ; x > 0
x
00 0
y − 12y + 36y = e6x ln x; x > 0
ex
y 00 − 2y 0 + y = x
(e + 1)2
2
y 00 − y = √
1 − e−2x
π
y 000 + 4y 0 = sec 2x; 0 < x <
4
000 00 2
2y − 6y = x

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Linear Differential Equations of Higher Order General Solutions of Nonhomogeneous Linear Differential Equations

π  π 
y 00 + y = tan x; y = 1, y 0
=0
3 3
y 00 + y = sec3 (x); y(0) = 1, y 0 (0) = 1
ex
y 00 − 2y 0 + y = ; y(1) = e, y 0 (1) = 0
x

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