QF202 DIFFERENTIAL EQUATIONS

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Lecture 3: Linear Differential Equations of Higher-Order

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Learning Objectives

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After this lecture, the students will be able to o differentiate between boundary-value problems initial-value problems and

o state and apply the theorem for existence of a unique solution o solve linear second-order differential equations by reducing the order using the auxiliary equation for homogeneous linear equations with constant coefficients the method of undetermined coefficients the method of variation of parameters

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Preliminary Theory
A linear nth-order differential equation:

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dy dny d n 1 y an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx
Initial-value problem For a linear nth-order differential equation, the problem Solve:

dny d n 1 y dy an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx

( n 1) ( ( x0 ) = y0n 1) Subject to: y ( x0 ) = y0 , y ' ( x0 ) = y '0 , K , y

where y0, y0, , y0(n-1) are arbitrary constants, is called an initial-value problem. The specified values are called initial conditions. We seek a solution on some interval I containing x0.

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In the case of a linear second-order equation, the IVP

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a solution of

d2y dy a2 ( x) 2 + a1 ( x) + a0 ( x) y = g ( x) dx dx y ( x0 ) = y0 , y ' ( x0 ) = y '0

is a function satisfying the differential equation on I whose graph passes through (x0, y0) such that the slope of the curve at the point is the number y0.

THEOREM 3.1 THEOREM 3.1

Existence of a unique solution

Let an(x), an-1(x), , a1(x), a0(x) and g(x) be continuous on an interval I and let an(x)0 for every x in this interval. If x=x0 is any point in this interval, then a solution y(x) of the initial-value problem exists on the interval and is unique.

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Example 3.1: Solution of an IVP

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[Textbook, pg. 112, EXAMPLE 1]

The IVP:

y ' '4 y = 12 x, y (0) = 4, y ' (0) = 1

A solution:

y = 3e 2 x + e 2 x 3 x

y = 3e 2 x + e 2 x 3 x y ' = 6e 2 x 2e 2 x 3 y ' ' = 12e 2 x + 4e 2 x

y (0) = 4 y ' ( 0) = 1

y ' '4 y = (12e 2 x + 4e 2 x ) 4(3e 2 x + e 2 x 3 x) = 12 x

Q: Is this the unique solution?

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Example 3.1: Verified by Maxima

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Example 3.2: Solution of an IVP
The IVP: The trivial solution:

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[Textbook, pg. 113, EXAMPLE 2]

3 y ' ' '+5 y ' ' y '+7 y = 0, y (1) = 0, y ' (1) = 0, y ' ' (1) = 0 y=0
is the only solution on any interval

Theorem 3.1 containing x=1.

y=0

Example 3.3: Solution of an IVP The IVP: A solution: Theorem 3.1 unique.

[Textbook, pg. 113, EXAMPLE 3]

y ' '+16 y = 0, y (0) = 0, y ' (0) = 1 y = 1 sin 4 x 4

On any interval containing x=0, the solution is

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Example 3.4: Solution of an IVP

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[Textbook, pg. 113, EXAMPLE 4]

The IVP:

x 2 y ' '2 xy '+2 y = 6, y (0) = 3, y ' (0) = 1 y = cx 2 + x + 3

The solution:

y ' = 2cx + 1, y ' ' = 2c y (0) = 3, y ' (0) = 1

x 2 y ' '2 xy '+2 y = x 2 2c 2 x(2cx + 1) + 2(cx 2 + x + 3) =6

a 2 ( x ) = x 2 a 2 ( 0) = 0

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Example 3.4 Verified by Maxima

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Boundary-value problem

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Another type of problem consists of solving a differential equation of order two or greater in which the dependent variable y or its derivatives are specified at different points. A problem such as
dy d2y a2 ( x) 2 + a1 ( x) + a0 ( x) y = g ( x) dx dx y (a ) = y0 , y (b) = y1 is called a two-point boundary-value problem or simply a boundary value problem (BVP). The specified values are called boundary conditions. A solution of the foregoing problem is a function satisfying the differential equation on some interval I, containing a and b, whose graph passes through the two points (a, y0) and (b, y1).
For a second-order differential equation, general boundary conditions are: Theorem 3.1 is not applicable here for BVPs. Even when the conditions of Theorem 3.1 are fulfilled, a BVP may have several solutions a unique solution, or no solution at all.

1 y (a) + 1 y ' (a ) = 1 2 y (b) + 2 y ' (b) = 2

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x 2 y ' '2 xy '+2 y = 6 y (1) = 0, y (2) = 3
x>0

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Example 3.5: A BVP with a unique solution [Textbook, pg. 114, EXAMPLE 5]

y = 3x 2 6 x + 3

Example 3.6: A BVP with a family of solutions

y ' '+16 y = 0 y (0) = 0, y ( ) = 0 2

y = c1 sin 4 x

[Textbook, pg. 114, EXAMPLE 6]

Example 3.7: A BVP with no solution

[Textbook, pg. 115, EXAMPLE 7]

y ' '+16 y = 0 y (0) = 0, y ( ) = 1 2

no solution

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Example 3.5: Using Maxima

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Example 3.6: Using Maxima

Example 3.7: Using Maxima

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Linear Dependence

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A set of functions f1(x), f2(x), , fn(x) is said to be linearly dependent on an interval I if there exist constants c1, c2, , cn, not all zero, such that

c1 f1 ( x) + c2 f 2 ( x) + L + cn f n ( x) = 0

for every x in the interval.

NOT linearly dependent Some examples: linearly independent

f1 ( x) = sin 2 x and f 2 ( x) = sin x cos x, x (, ) f1 ( x) = x and f 2 ( x) =| x |, x (, ) f1 ( x) = x and f 2 ( x) =| x |, x (0, )

f1(x) = cos 2 x, f 2(x) = sin 2 x, f 3 (x) = sec 2 x and f 4 ( x) = tan 2 x, x ( , ) 2 2

f1(x) = x + 5, f 2(x) = x + 5 x, f 3 (x) = x 1 and f 4 ( x) = x 2 , x (0, )

dependent

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THEOREM 3.2 THEOREM 3.2
Criterion for linearly independent functions

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Suppose f1(x), f2(x), , fn(x) possess at least n-1 derivatives. If the determinant

f1 ( x) f1 ' ( x) M f1( n 1) ( x)

f 2 ( x) f 2 ' ( x)

f n ( x) f n ' ( x) M f 2( n 1) ( x) K f n( n 1) ( x) K K

The Wronskian of the functions:

W ( f1 ( x), f 2 ( x),K , f n ( x))

is not zero for at least one point in the interval I, the set of functions f1(x), f2(x), , fn(x) is linearly independent on the interval.

COROLLARY COROLLARY

( A B !B !A)

If f1(x), f2(x), , fn(x) possess at least n-1 derivatives and are linearly dependent on I, then

W ( f1 ( x), f 2 ( x),K , f n ( x)) = 0

for every x in the interval.

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Example 3.8: Zero Wronskian

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[Textbook, pg. 118, EXAMPLE 12]

f1 ( x) = sin 2 x and f 2 ( x) = 1 cos 2 x, x (, )

sin 2 x 1 cos 2 x W ( f1 ( x), f 2 ( x)) = 2 sin x cos x 2 sin 2 x = 2 sin 2 x sin 2 x 2 sin x cos x(1 cos 2 x) =L= 0
Using Maxima

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Example 3.9: Nonzero Wronskian

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[Textbook, pg. 119, EXAMPLE 13]

f1 ( x) = e m1x and f 2 ( x) = e m2 x , m1 m2
Maxima solution

e m1 x W ( f1 ( x), f 2 ( x)) = m1e m1 x

e m2 x m2 e m2 x

= (m2 m1 )e ( m1 + m2 ) x 0

Example 3.10: Nonzero Wronskian

[Textbook, pg. 119, EXAMPLE 14]

f1 ( x) = ex cos x and f 2 ( x) = e x sin x

Maxima solution

W ( f1 ( x), f 2 ( x)) = ... = e 2x 0

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Example 3.11: Nonzero Wronskian

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[Textbook, pg. 119, EXAMPLE 15]

f1 ( x) = e x , f 2(x) = xe x and f 3 ( x) = x 2 e x

W ( f1 ( x), f 2 ( x), f 3 ( x)) ex = ex ex = 2e 3 x xe x xe x + e x xe x + 2e x x 2e x x 2 e x + 2 xe x x 2 e x + 4 xe x + 2e x

Maxima solution

Example 3.12: Wronskian cannot be used

[Textbook, pg. 119, EXAMPLE 16]

f1 ( x) = x and f 2 ( x) =| x |, on (, )
f2(x) is not differentiable at x=0 Q: If f1(x) and f2(x) are linearly independent, will it lead to that the Wronskian is nonzero for at least one point in the interval?

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Solutions of Linear Equations
Homogeneous Equations A linear nth-order differential equation of the form

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dy dny d n 1 y an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = 0 dx dx dx
is said to be homogeneous, whereas

()

dny d n 1 y dy an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx
g(x) not identically zero, is said to be nonhomogeneous.

()

ai ( x), i = 0, 1, ..., n are continuous; g(x) is continuous; and an(x) 0 for every x in the interval.

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THEOREM 3.3 THEOREM 3.3

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Superposition principle homogeneous equations

Let y1, y2, , yk be solutions of the homogeneous linear nthorder differential equation () on an interval I. Then the linear combination

y = c1 y1 ( x) + c2 y2 ( x) + L + ck yk ( x),
where the ci, i=1, 2, , k are arbitrary constants, is also a solution on the interval.

d n (c1 y1 + c2 y2 ) d n y1 d n y2 = c1 + c2 n n dx dx dx n
COROLLARIES COROLLARIES
A constant multiple y=c1y1(x) of a solution y1(x) of a homogeneous linear differential equation is also a solution. A homogeneous linear differential possesses the trivial solution y=0. equation always

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Example 3.13: Superposition Homogeneous DE

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[Textbook, pg. 121, EXAMPLE 18] The DE:

x 3 y ' ' '2 xy '+4 y = 0 y1 ( x) = x 2 and y2 ( x) = x 2 ln x c1 y1 ( x) + c2 y2 ( x)

The solutions:

Solutions verified by Maxima

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Linearly independent solutions THEOREM 3.4 THEOREM 3.4
Criterion for linearly independent solutions

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Let y1, y2, , yn be n solutions of the homogeneous linear nth-order differential equation () on an interval I. Then the set of solutions is linearly independent on I if and only if

W ( y1 , y2 , K , yn ) 0

for every x in the interval.

Fundamental set of solutions: Any linearly independent set y1, y2, , yn of n solutions of the homogeneous linear nth-order differential equation () on an interval I is said to be a fundamental set of solutions on the interval.

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THEOREM 3.5 THEOREM 3.5

Existence of constants

Let y1, y2, , yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation on an interval I. Then for any solution Y(x) of the () on I, constants C1, C2, , Cn can be found so that

Y ( x) = C1 y1 ( x) + C2 y2 ( x) + L + Cn yn ( x)

THEOREM 3.6 THEOREM 3.6

Existence of a fundamental set

There exists a fundamental set of solutions for the homogeneous linear nth-order differential equation () on an interval I.

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General solution (homogeneous equations)

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Let y1, y2, , yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation () on an interval I. The general solution of the equation on the interval is defined to be

y = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x)
where ci, i=1, 2, , n are arbitrary constants.
Example 3.14: General solution Homogeneous DE
[Textbook, pg. 124, EXAMPLE 21] The DE:

y ' '9 y = 0

The solutions:

y1 ( x ) = e 3 x and y2 ( x) = e 3 x
e 3 x 3e
3 x

W ( y1 , y2 ) =

e3 x 3e
3x

= 6 0

general solution : y = c1 y1 ( x) + c2 y2 ( x)

x (, )

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Nonhomogeneous equations:

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dy dny d n 1 y an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx
A particular solution: yp (free of arbitrary parameters)

()

Example 3.15: General solution Homogeneous DE

[Textbook, pg. 125, EXAMPLE 24] DE: A particular solution:

y ' '+9 y = 27

yp = 3
3

x y ' '+2 xy '8 y = 4 x + 6 x

2

y p = x3 x
Verified by Maxima

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General solution (nonhomogeneous equations)

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Let yp be a given solution of the nonhomogeneous linear nthorder differential equation () on an interval I, and let

yc = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x)

(complementary function)

denote the general solution of the associated homogeneous equation () on the interval. The general solution of the nonhomogeneous equation on the interval is defined to be

y = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x) + y p ( x) = yc ( x) + y p ( x)
Example 3.16: General solution Nonhomogeneous DE

y ' '9 y = 27 y ' '9 y = 0

y p = 3 yc = c1e 3 x + c2 e 3 x

Maxima solution

y = yc + y p = c1e 3 x + c2 e 3 x 3

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THEOREM 3.7 THEOREM 3.7

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Superposition principle nonhomogeneous equation

d n 1 y dy dny an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = g i ( x) dx dx dx d n 1 y dy dny an ( x) n + an 1 ( x) n 1 + L + a1 ( x) + a0 ( x) y = g ( x) dx dx dx
where g ( x) =

y pi yp

g ( x),
i i

y p = y pi
i

Example 3.17: Superposition Nonhomogeneous DE

[Textbook, pg. 128, EXAMPLE 26]

y ' '3 y '+4 y = g1 ( x) = 16 x 2 + 24 x 8

y p1 = 4 x 2 y p2 = e 2 x y p3 = xe x y p = y p1 + y p2 + y p3

y ' '3 y '+4 y = g 2 ( x) = 2e 2 x

y ' '3 y '+4 y = g 3 ( x) = 2 xe x e x y ' '3 y '+4 y = g1 ( x) + g 2 ( x) + g 3 ( x)

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Reduction of order

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Constructing a second solution from a known solution

Suppose y1(x) is a nonzero solution to the equation a2 ( x), a1 ( x) and a0 ( x) C(I)

a 2( x) 0, x I How to reduce it to a first-order differential equation?

Solution method:
Standard form: Let

a2 ( x) y ' '+ a1 ( x) y '+ a0 ( x) y = 0

y ' '+ P ( x) y '+Q( x) y = 0

y = u ( x) y1 ( x) y ' = uy1 '+ y1u ' , y ' ' = uy1 ' '+2 y1 ' u '+ y1u ' '

y ' '+ P ( x) y '+Q( x) y = u[ y1 ' '+ Py1 '+Qy1 ] + y1u ' '+ (2 y1 '+ Py1 )u ' = 0
zero
=u y1u ' '+ (2 y1 '+ Py1 )u ' = 0 w y1w'+ (2 y1 '+ Py1 ) w = 0 '

linear, separable

dw y1 ' + 2 dx + Pdx = 0 ln | w | +2 ln | y1 | + Pdx = c w y1 c1e Pdx ln | wy12 |= Pdx + c wy12 = c1e Pdx w = y12

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(continued)

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w = u' =

c1 e y12

Pdx

u = c1
Pdx

c1 e dx + c2 2 y1 ( x)

Pdx

Pdx e 1= c2 =0 1 y2 = y1 ( x) 2 ,c dx y1 ( x)

W ( y1 ( x), y2 ( x)) = L = e

0 general solution : y = c1 y1 ( x) + c2 y2 ( x)

Example 3.18: A second solution by reduction of order

x y ' '6 y = 0, y1 = x
2

[Textbook, pg. 134, EXAMPLE 1]

Solution:

6 y ' ' 2 y = 0 x

(standard form)

define y = u ( x) x 3

y ' = 3 x 2u + x 3u ' , y ' ' = x 3u ' '+6 x 2u '+6 xu 6 x 2 y ' '6 y = x 2 ( x 3u ' '+6 x 2u '+6 xu ) 6ux 3 = x 5u ' '+6 x 4u ' = 0 u ' '+ u ' = 0 x 6 w'+ w = 0 ... w = c1 x 6 x
w=u '

c1 5 u ' = c1 x u = x + c2 5
6

c2 =0 y2 = 1 / x 2 ,c1 = 5

y = c1 y1 ( x) + c2 y2 ( x) or y = c1 x 3 + c2 x 2

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y '+ ay = 0 y = c1e ax
(where a is a constant)

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Homogeneous Linear Equations with Constant Coefficients

an y ( n ) + an 1 y ( n 1) + L + a2 y ' '+ a1 y '+ a0 y = 0 solution??
We begin by considering the second-order equation:

(where ai are all constants)

ay ' '+by '+ cy = 0

If we try a solution of the form y=emx, then y=memx, and y=m2emx, so

ay ' '+by '+ cy = 0 am 2 e mx + bme mx + ce mx = 0 or e mx (am 2 + bm + c) = 0

Auxiliary equation:

am 2 + bm + c = 0 y = c1e m1 x + c2 e m2 x y = c1e m1x + c2 xe m1x

How is this obtained?

1: distinct real roots m1, m2. 2: repeated real roots m1=m2.

3: conjugate complex roots m1=a+ib, m2=a-ib.

y = C1e m1x + C2 e m2 x or y = e ax (c1 cos bx + c2 sin bx)

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Example 3.19: Second-order DEs

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[Textbook, pg. 140, EXAMPLE 1]

(a) 2 y ' '5 y '3 y = 0 (b) y ' '10 y '+25 y = 0 (c) y ' '+ y '+ y = 0
Solution:

(a) 2 y ' '5 y '3 y = 0 2m 2 5m 3 = 0 m1 = 1 , m2 = 3 2 y = c1e x / 2 + c2 e3 x

(b) y ' '10 y '+25 y = 0 m 2 10m + 25 = 0 m1 = m2 = 5 y = c1e5 x + c2 xe5 x

(c) y ' '+ y '+ y = 0 1 m + m + 1 = 0 m1 = + 2 3 x/ 2 c1 cos y=e x + c2 sin 2
2

3 1 3 i, m2 = i 2 2 2 3 x 2

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Example 3.20: An initial-value problem

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[Textbook, pg. 140, EXAMPLE 2]

y ' '4 y '+13 y = 0 y (0) = 1, y ' (0) = 2

Solution:

y ' '4 y '+13 y = 0 m 2 4m + 13 = 0 m1 = 2 + 3i, m2 = 2 3i y = e 2 x (c1 cos 3x + c2 sin 3 x) y ' = e 2 x [c1 (2 cos 3 x 3 sin 3x) + c2 (2 sin 3x + 3 cos 3 x)]
c1 = 1 c1 = 1 y (0) = 1, y ' (0) = 2 2c1 + 3c2 = 2 c2 = 4 / 3 4 y = e 2 x ( cos 3 x + sin 3 x) 3

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Example 3.21: Two second-order DEs worth knowing

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[Textbook, pg. 141, EXAMPLE 3]

(a) y ' '+ k 2 y = 0

Solution:

m 2 + k 2 = 0 m1, 2 = ki y = c1 cos kx + c2 sin kx

(b) y ' 'k 2 y = 0
Solution:

m 2 k 2 = 0 m1, 2 = k y = c1e kx + c2 e kx
Hyperbolic functions: sinh, cosh

e kx e kx e kx + e kx sinh kx = , cosh kx = 2 2
y = c1e kx + c2 e kx = C1 cosh kx + C2 sinh kx

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an y ( n ) + an 1 y ( n 1) + L + a2 y ' '+ a1 y '+ a0 y = 0
Solution:
(where ai are all constants)

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an m n + an 1m n 1 + L + a2 m 2 + a1m + a0 = 0
The fundamental set of solutions include 1: for a distinct real root, say m

e mx
2: for a repeated real root, say m, of multiplicity k

e mx , xe mx ,..., x k 1e mx
3: for distinct conjugate complex roots m1=a+ib, m2=a-ib.

e ax cos bx, e ax sin bx

4: for repeated conjugate complex roots m1=a+ib and m2=a-ib of multiplicity k

e ax cos bx, xe ax cos bx, ..., x k 1e ax cos bx

e ax sin bx, xe ax sin bx, ..., x k 1e ax sin bx

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Example 3.22: High-order equations

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an y ( n ) + an 1 y ( n 1) + L + a2 y ' '+ a1 y '+ a0 y = 0

(where ai are all constants)

an m n + an 1m n 1 + L + a2 m 2 + a1m + a0 = 0
Suppose the above equation can be factorized as the following (i.e. assume n=12)

(m 1)(m 2)(m 3) 2 (m 2 + 1) 3 (m 2 2m + 2) = 0
Solution:

m = 1, m = 2 distinct real roots y1 = e x , y2 = e 2 x

m = 3, repeated real roots y3 = e 3 x , y4 = xe3 x m = 1 + i, m = 1 i, conjugate complex roots y5 = e x cos x, y6 = e x sin x m = i, m = i, repeated conjugate complex roots y7 = cos x, y8 = sin x, y9 = x cos x, y10 = x sin x, y11 = x 2 cos x, y12 = x 2 sin x y = ci yi ( x)
i =1
12

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Undetermined coefficients Superposition approach
Solve ay+by+cy=g(x), where g(x) is o a constant o a polynomial function o an exponential function eax o sinbx, cosbx, or o finite sums or products of the above functions.
Examples:

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(1) y ' '+4 y '2 y = 2 x 2 3 x + 6

(2) y ' ' y '+ y = 2 sin 3x

(3) y ' '2 y '3 y = 4 x 5 + 6 xe 2 x (4) y ' '5 y '+4 y = 8e x

y = yc + y p

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Example 3.23: General solution

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[Textbook, pg. 147, EXAMPLE 1]

y ' '+4 y '2 y = 2 x 2 3 x + 6

Solution: Step 1: Step 2:

yc = c1e ( 2+

6)x

+ c2 e ( 2+

6)x

Assume y p = Ax 2 + Bx + C y p ' = 2 Ax + B, y p ' ' = 2 A

Substituting yp and its derivatives into the differential equation, we have

LHS

RHS

y ' '+4 y '2 y = (2 A) + 4(2 Ax + B ) 2( Ax 2 + Bx + C ) = (2 A) x + (8 A 2 B ) x + (2 A + 4 B 2C )

2

2 x 2 3x + 6

2 A = 2, 8 A 2 B = 3, 2 A + 4 B 2C = 6 A = 1, B = 5 , C = 9 2
5 yp = x x 9 2
2

y = yc + y p

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Example 3.24: Particular solution

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[Textbook, pg. 148, EXAMPLE 2]

y ' ' y '+ y = 2 sin 3 x

Solution:

Assume y p = A cos 3 x + B sin 3 x y p ' = 3 A sin 3 x + 3B cos 3 x, y p ' ' = 9 A cos 3 x 9 B sin 3 x
Substituting yp and its derivatives into the differential equation, we have

LHS

RHS

y ' ' y '+ y = (8 A 3B ) cos 3 x + (3 A 8 B) sin 3 x

0 cos 3 x + 2 sin 3 x

6 16 8 A 3B = 0, 3 A 8 B = 2 A = , B = 73 73
6 16 y p = cos 3 x sin 3 x 73 73

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y ' '2 y '3 y = 4 x 5 + 6 xe 2 x
Solution: Step 1: Step 2:

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Example 3.25: Forming yp by superposition [Textbook, pg. 149, EXAMPLE 3]

yc = c1e x + c2 e3 x
g ( x) = g1 ( x) + g 2 ( x) y p = y p1 + y p2

g1 ( x) = 4 x 5, g 2 ( x) = 6 xe 2 x

Assume y p1 = Ax + B, y p2 = Cxe 2 x + De 2 x

4 23 4 A = 4 , B = 23 , C = 2, D = 4 y p = x + 2 xe 2 x e 2 x 3 9 3 3 9 3
Step 3:

y = yc + y p

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Example 3.26: A glitch in the method

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[Textbook, pg. 150, EXAMPLE 4]

y ' '5 y '+4 y = 8e x

Solution:

Assume y p = Ae x
0 = 8e x

y p ' = Ae x , y p ' ' = Ae x

Substituting yp and its derivatives into the differential equation, we have

yc = c1e x + c2 e 4 x Assume y p = Axe x

c2 =0 y p = Ae x

Substituting yp and its derivatives into the differential equation, we have

8 8 3 Ae x = 8e x A = y p = xe x 3 3

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Case 1: No function in the assumed particular solution is a solution of the associated homogeneous differential equation.
Trial particular solutions

The method is not applicable for g ( x) = ln x, 1 / x, tan x, or sin 1 x

QF202 DIFFERENTIAL EQUATIONS

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Case 2: A function in the assumed particular solution is also a solution of the associated homogeneous differential equation.
General rule: If any yp contains terms that duplicate terms in yc, then that yp must be multiplied by xn, where n is the smallest positive integer that eliminates that duplication. Example 3.27: Fourth-order DE
[Textbook, pg. 155, EXAMPLE 11]

y ( 4) + y ' ' ' = 1 e x

Solution:

yc = c1 + c2 x + c3 x 2 + c4 e x y p = y p1 + y p2
y p1 = A
y p1 = Ax 3 y p2 = Be x y p2 = Bxe x

QF202 DIFFERENTIAL EQUATIONS

Variation of Parameters
Linear first-order equation revisited:

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P( x) and f ( x) are continuous on an interval I .

dy + P( x) y = f ( x) dx

y=e

e P ( x ) dx f ( x)dx + c P ( x ) dx P ( x ) dx e f ( x)dx c =0 y p = e
P ( x ) dx

dy + P( x) y = 0 dx

yc = ce

P ( x ) dx

= cy1 ( x)

method of variation of parameters

y p = u1 ( x) y1 ( x)
Substituting yp and its derivatives into the nonhomogeneous differential equation, we have

d dy1 du1 + P ( x) y p = f ( x) [u1 y1 ] + P ( x)u1 y1 = f ( x) u1 + y1 + P( x)u1 y1 = f ( x) dx dx dx dx du f ( x) f ( x) dy u1 1 + P ( x) y1 + y1 1 = f ( x) du1 = dx u1 = dx dx y1 ( x) y1 ( x) dx

dy p

QF202 DIFFERENTIAL EQUATIONS

Second-order equations:
(standard form)

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a2 ( x) y ' '+ a1 ( x) y '+ a0 ( x) y = g ( x)

y ' '+ P ( x) y '+Q ( x) y = f ( x)

Assume that y1 and y2 form a fundamental set of solution on I of the associated homogeneous differential equation, that is

y1 ' '+ P ( x) y1 '+Q ( x) y1 = 0, and y2 ' '+ P( x) y2 '+Q ( x) y2 = 0

yc = c1 y1( x) + c2 y2 ( x)
Q: Can two function u1 and u2 be found so that yp=u1(x)y1(x)+u2(x)y2(x) is a particular solution of the nonhomogeneous differential equation? A: Yes.

u1 ' =

W W1 and u2 ' = 2 W W y1 y1 ' y2 y2 ' , W1 = 0 f ( x) y2 y2 '

assumption : y1u1' + y2u2' = 0

and W2 = y1 y1 ' 0 f ( x)

where W =

QF202 DIFFERENTIAL EQUATIONS

Example 3.28: General solution

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[Textbook, pg. 171, EXAMPLE 1]

y ' '4 y '+4 y = ( x + 1)e 2 x

Solution:
yc = c1e 2 x + c2 xe 2 x y1 = e 2 x , y2 = xe 2 x

e2 x W ( y1 , y2 ) = 2 x 2e 0 W1 = ( x + 1)e 2 x

xe 2 x = e4 x 2x 2x 2 xe + e xe 2 x = ( x + 1) xe 4 x 2x 2x 2 xe + e

W2 =

e2 x 2e
2x

0 ( x + 1)e
2x

= ( x + 1)e 4 x

u1 ' =

W1 W = x 2 -x and u2 ' = 2 = x + 1 W W

x3 x x2 u1 ( x) = and u2 ( x) = +x 3 2 2
x3 x 2 2 x y p = u1 ( x) y1( x) + u2 ( x) y2 ( x) = + e 6 2

y = yc + y p

QF202 DIFFERENTIAL EQUATIONS

Higher-order equations:

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y ( n ) + Pn 1 ( x) y ( n 1) + L + P ( x) y '+ P0 ( x) y = f ( x) 1 yc = c1 y1 + c2 y2 + L + cn yn
y p = u1 ( x) y1 ( x) + u 2 ( x) y2 ( x) + L + u n ( x) yn ( x)

M
y
( n 1) 1 1

Assumption :
( n 1) n n

u '+ y

( n 1) 2 2

u '+ L + y

u ' = f ( x)

y1u1 '+ y2u 2 '+ L + ynun ' = 0 y1 ' u1 '+ y2 ' u 2 '+ L + yn ' un ' = 0
M M ( ( y1( n 2 )u1 '+ y2n 2 )u 2 '+ L + ynn 2 )u n ' = 0

uk ' =

Wk , k = 1,2, K , n W

where W is the Wronskian of y1, y2, , yn, and Wk is the determinant obtained by replacing the kth column of the Wronskian by the column whose entries are 0, 0, , 0, f(x).