Chapter 4 ODE01

Chapter 4
(Follows from [1], Zill)
4.1 Higher Order Differential Equations

4.1.1 Initial Value and Boundary Value Problems
Initial Value Problem

Solve
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛
+ 𝑎 𝑛−1 (𝑥) 𝑛−1
+ ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (1)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Subject to
𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , 𝑦 ′′ (𝑥0 ) = 𝑦2 , ⋯ , 𝑦 (𝑛−1) = 𝑦𝑛−1
Existence and Uniqueness

The theorem that follows gives sufficient conditions for the existence of a unique solution of
the problem in (1).
Theorem 4.1.1 (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 (1) exists on the interval and is unique.
Example 1 (Unique solution of an IVP)
Example 2 (Unique solution of an IVP)
Boundary Value Problem
Another type of problem consists of solving a linear 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
Solve:
𝑑2𝑦 𝑑𝑦
𝑎2 (𝑥) 2 + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥
Subject to:
𝑦(𝑎) = 𝑦𝑎 , 𝑦(𝑏) = 𝑦𝑏
is called a boundary-value problem (BVP). The prescribed values 𝑦(𝑎) = 𝑦𝑎 and 𝑦(𝑏) = 𝑦𝑏
are called boundary conditions.
Example 3 (A BVP can have many, one or no solution)
4.1.2 Homogenous Differential equation

The linear nth order differential equation
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) + 𝑎 𝑛−1 (𝑥) + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 0 (2)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
is said to be homogenous whereas the equation
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
Where g(x) is not identically zero, is said to be non-homogenous.
Differential Operator
𝑑
𝐷≔
𝑑𝑥
Superposition Principle
Theorem 4.1.2 (Superposition Principle – Homogenous Equation)
Example 4 (Superposition Principle – Homogenous Equation)
Linear Dependence and Linear Independence
Definition 4.1.1 (Linearly Dependence and Independence)

Example 5 (Linearly Dependent Set of Functions)
Example 6 (Linearly Dependent Set of Functions)
Definition 4.1.2 (Wronskian)
Theorem 4.1.3 (Criterion for Linearly Independent Solution)
Definition 4.1.2 (Fundamental set of solution)

Theorem 4.1.4 (Existence of a Fundamental set)
Theorem 4.1.5 (General solution, Homogeneous equations)
Example 7 (General solution of a homogenous DE)

4.3 Non-Homogenous Differential equation
Theorem 4.1.6 (General solution of Linear Non-homogenous DE)
Complementary Function, Particular Integral
Example 10 (General solution of Linear Non-homogenous DE)
Exercise 4.1: 1 – 3, 23 – 27, 31
4.2 Reduction of Order

Example 1, Example 2
4.3 Homogenous Linear Equations with Constant
Coefficient
𝑑2𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0 (1)
𝑑𝑥 𝑑𝑥
Auxiliary equation
Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of (1).
Then 𝑦 ′ = 𝑚𝑒 𝑚𝑥 , 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 and (1) reads as
[𝑎𝑚2 + 𝑏𝑚 + 𝑐 ]𝑒 𝑚𝑥 = 0
=> 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 (2)
(2) is called the auxiliary equation of (1).
Distinct real root 𝑚1 ≠ 𝑚2

=> 𝑦1 = 𝑒 𝑚1𝑥 , 𝑦2 = 𝑒 𝑚2𝑥 are two linearly independent
solutions of (1). Therefore, the general solution of (1) is
given by,
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
=> 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 (𝟑)
Repeated real root 𝑚1 = 𝑚2
=> 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏 𝒙 (𝟒)
Conjugate Complex root 𝑚1,2 = 𝛼 ± 𝑖𝛽

=> 𝒚 = 𝒆𝜶𝒙 [𝒄𝟏 𝒄𝒐𝒔 𝜷𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝜷𝒙] (𝟓)
Examples 1 – 4.
Exercises 4.3 1 – 18, 29 – 34, 37 – 40.
4.4 Method of undetermined coefficient for solving Non-
homogenous Linear Equations with Constant Coefficient
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑔(𝑥) (1)
𝑑𝑥 𝑑𝑥
It is discussed in Section 4.1, the general solution of (1) is
𝑦 = 𝑦𝑐 + 𝑦𝑝 . The complementary function 𝑦𝑐 is the
general solution of the associated homogeneous DE of
(1), that is,
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0.
𝑑𝑥 𝑑𝑥
From Section 4.3, we know how to find 𝑦𝑐 and this
section is to learn the method of undetermined
coefficient to find 𝑦𝑝 .
Some examples of 𝑔(𝑥) for the method of undetermined

coefficient:
𝑔(𝑥 ) = 5, 𝑔(𝑥 ) = 2𝑥 − 3, 𝑔(𝑥 ) = 2𝑥 2 + 3𝑥 + 5, …

𝑔(𝑥 ) = 5𝑒 2𝑥 , 𝑔(𝑥 ) = 5 sin 2𝑥 + 4cos 3𝑥 , ….
The method of undetermined coefficients is not

applicable to equations of form (1) when
1
𝑔(𝑥 ) = , ln 𝑥 , tan 𝑥 , sec 𝑥 , sin−1 𝑥 , and so on.
𝑥
Table 4.4.1 Trial Particular Solutions
𝑔(𝑥) 𝑦𝑝
1. 1 (any constant) 𝐴
2. 3𝑥 + 5 𝐴𝑥 + 𝐵
3. 2𝑥 2 − 5 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
4. sin 5𝑥 𝐴 cos 5𝑥 + 𝐵 sin 5𝑥
5. cos 5𝑥 𝐴 cos 5𝑥 + 𝐵 sin 5𝑥
6. 𝑒 4𝑥 𝐴𝑒 5𝑥
Examples 1, 2, 4, 7.
Example 1
Solve y ′′ + 4𝑦 ′ − 2𝑦 = 2𝑥 2 − 3𝑥 + 6 (2)
Solution
Step 1. We find 𝑦𝑐 : yc′′ + 4𝑦𝑐′ − 2𝑦𝑐 = 0.
A. E. 𝑚2 + 4𝑚 − 2 = 0 => 𝑚1,2 = −2 ± √6
Hence the complementary function is
𝑦𝑐 = 𝑐1 𝑒 −(2+√6)𝑥 + 𝑐2 𝑒 (−2+√6)𝑥 .
Step 2. 𝑦𝑝 ≡ 𝐴𝑥 2 + 𝐵𝑥 + 𝑐 => 𝑦𝑝′ = 2𝐴𝑥 + 𝐵, 𝑦𝑝′′ = 2𝐴
Substituting 𝑦𝑝 , 𝑦𝑝′ , 𝑦𝑝′′ = 2𝐴,
𝑦𝑝′′ + 4𝑦𝑝′ − 2𝑦𝑝
= −2𝐴𝑥 2 + (8𝐴 − 2𝐵)𝑥 + (2𝐴 + 4𝐵 − 2𝐶)
= 2𝑥 2 − 3𝑥 + 6
=> −2𝐴 = 2, 8𝐴 − 2𝐵 = −3, 2𝐴 + 4𝐵 − 2𝐶 = 6
5 2
5
𝐴 = −1, 𝐵 = − , 𝐶 = −9 => 𝑦𝑝 = −𝑥 − 𝑥 − 9
2 2
Therefore, the general solution is,
𝑦 = 𝑦𝑐 + 𝑦𝑝 =>
5
𝑦 = 𝑐1 𝑒 −(2+√6)𝑥 + 𝑐2 𝑒 (−2+√6)𝑥 2
+ −𝑥 − 𝑥 − 9 
2
Example 2 Find a particular solution of

𝑦 ′′ − 𝑦 ′ + 𝑦 = 2 sin 3𝑥 (1)
Substituting 𝑦𝑝 = 𝐴 cos 3𝑥 + 𝐵 sin 3𝑥 , 𝑦𝑝′ , 𝑦𝑝′′ into (1),
𝑦𝑝′′ − 𝑦𝑝′ + 𝑦𝑝
= (−8𝐴 − 3𝐵) cos 3𝑥 + (3𝐴 − 8𝐵) sin 3𝑥 = 2 sin 3𝑥
−8𝐴 − 3𝐵 = 0, 3𝐴 − 8𝐵 = 2
6 16
=> 𝐴 = , 𝐵=− .
73 73
6 16
Therefore, 𝑦𝑝 = cos 3𝑥 − sin 3𝑥
73 73
Example 4 A Glitch in the Method
Find a particular solution of 𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 8𝑒 𝑥
Solution 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 4𝑥 , 𝑦𝑝 = 𝐴𝑥𝑒 𝑥
=> 𝑦𝑝′ = 𝐴𝑒 𝑥 + 𝐴𝑥𝑒 𝑥 , 𝑦𝑝′′ = 2𝐴𝑒 𝑥 + 𝐴𝑥𝑒 𝑥
𝑦𝑝′′ − 5𝑦𝑝′ + 4𝑦𝑝 = −3𝐴𝑒 𝑥 = 8𝑒 𝑥
8 8
=> 𝐴 = − => 𝑦𝑝 = − 𝑥𝑒 𝑥 
3 3
Example 7
Find a particular solution of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑒 𝑥 .
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 , 𝑦𝑝 = 𝐴𝑥 2 𝑒 𝑥
𝑦𝑝′′ − 2𝑦𝑝′ + 𝑦𝑝 = 2𝐴𝑒 𝑥 = 𝑒 𝑥
1 1 2 𝑥
=> 𝐴 = , 𝑦𝑝 = 𝑥 𝑒 
2 2
Exercise: 1 – 5, 8 – 13
Assignment # 1: 5, 10, 13
4.6 Variation of Parameters
𝑎2 (𝑥 )𝑦 ′′ + 𝑎1 (𝑥 )𝑦 ′ + 𝑎0 (𝑥 )𝑦 = 𝑔(𝑥 ) (5)
𝑦 ′′ + 𝑃(𝑥 )𝑦 ′ + 𝑄(𝑥 )𝑦 = 𝑓(𝑥 ) (6)
Consider trail particular integral by replacing the constant
parameters of the complementary function
𝑦𝑐 = 𝑐1 𝑦1 (𝑥 ) + 𝑐2 𝑦2 (𝑥) by variable parameters, i.e. in (6)
we substitute
𝑦𝑝 = 𝑢1 (𝑥 )𝑦1 (𝑥 ) + 𝑢2 (𝑥 )𝑦2 (𝑥 ) (7)
and the derivatives
We obtain,
𝑦1 𝑢1′ + 𝑦2 𝑢2′ = 0
=> { ′ ′
𝑦1 𝑢1 + 𝑦2′ 𝑢2′ = 𝑓(𝑥)
The solution of the system can be obtained by Cramer’s
Rule as follows.
𝑊1 𝑊2
𝑢1′ = and 𝑢2′ = (9)
𝑊 𝑊
where,
𝑦1 𝑦2 0 𝑦2 𝑦1 0
𝑊 = |𝑦 ′ 𝑦2′ |, 𝑊1 = |𝑓(𝑥) 𝑦2′ |, 𝑊2 = |𝑦1′ |
1 𝑓(𝑥)
Then 𝑢1 (𝑥 ) and 𝑢2 (𝑥 ) are obtained by integrating (9) 
Example 1
Solve 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = (𝑥 + 1)𝑒 2𝑥
Solution
A. E. 𝑚2 − 4𝑚 + 4 = 0 => 𝑦𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥
and
Example 2.
4.6 Exercise
Assignment # 1: 9
4.7 Cauchy – Euler Equation
2
2
𝑑 𝑦 𝑑𝑦
𝑎𝑥 + 𝑏𝑥 + 𝑐𝑦 = 0 (1)
𝑑𝑥 2 𝑑𝑥
Auxiliary equation
Let 𝑦 = 𝑥 𝑚 be the trial solution of (1).
Then 𝑦 ′ = 𝑚𝑥 𝑚−1 , 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2 and (1) reads
as
[𝑎𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐 ]𝑥 𝑚 = 0
=> 𝑎𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐 = 0 (2)
(2) is called the auxiliary equation of (1).
Distinct real root 𝑚1 ≠ 𝑚2

=> 𝑦1 = 𝑥 𝑚1 , 𝑦2 = 𝑥 𝑚2 are two linearly independent
solutions of (1). Therefore, the general solution of (1) is
given by,
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
=> 𝒚 = 𝒄𝟏 𝑥 𝑚1 + 𝒄𝟐 𝑥 𝑚2 (𝟑)
Example 1
Solve 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ − 4𝑦 = 0
Solution A.E. 𝑚2 + (−2 − 1)𝑚 − 4 = 0
=> 𝑚2 − 3𝑚 − 4 = 0 => 𝑚1 = −1, 𝑚2 = 4
𝑦 = 𝑐1 𝑥 −1 + 𝑐2 𝑥 4 
Repeated real root 𝑚1 = 𝑚2
=> 𝒚 = 𝒄𝟏 𝒙𝒎𝟏 + 𝒄𝟐 𝒙𝒎𝟏 ln 𝑥 (4)
Example 2
Solve 4𝑥 2 𝑦 ′′ + 8𝑥𝑦 ′ + 𝑦 = 0
Solution A.E. 4𝑚2 + (8 − 4)𝑚 + 1 = 0
2
1 1
=> 4𝑚 + 4𝑚 + 4 = 0 => 𝑚1 = − , 𝑚2 = −
2 2
𝑦 = 𝑐1 𝑥 −1/2 + 𝑐2 𝑥 −1/2 ln 𝑥 
Conjugate Complex root 𝑚1,2 = 𝛼 ± 𝑖𝛽

=> 𝒚 = 𝒙𝜶 [𝒄𝟏 𝒄𝒐𝒔 𝜷(𝒍𝒏 𝒙) + 𝒄𝟐 𝒔𝒊𝒏 𝜷(𝒍𝒏𝒙)] (𝟓)
Example 3
1
Solve 4𝑥 2 𝑦 ′′ + 17𝑦 = 0, 𝑦(1) = −1, 𝑦 ′ (1) = −
2
Solution A.E. 4𝑚2 + (0 − 4)𝑚 + 17 = 0
1 1
=> 4𝑚2 − 4𝑚 + 17 = 0 => 𝑚1 = + 2𝑖, 𝑚2 = − 2𝑖
2 2
1
𝑦= 𝑥 2 [𝑐1 cos(2 ln 𝑥) + 𝑐2 sin(2 ln 𝑥)]
Using initial condition, one can find 𝑐1 = −1, 𝑐2 = 0.
1
Therefore, the solution of the IVP is 𝑦 = −𝑥 cos 2𝑥 
2
Examples 1 - 3, 5, 6.
Exercise 1 – 14, 19 – 23, 31-35.
Assignment # 1: 22, 35
[1] A First Course in Differential Equations with
Modeling and Applications, (10th Edition), Author-
Dennis G. Zill.

Chapter 4 ODE01

Uploaded by

Copyright:

Available Formats

Chapter 4 ODE01

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Chapter 4 ODE01

Uploaded by

Copyright:

Available Formats

Chapter 4

(Follows from [1], Zill)

4.1 Higher Order Differential Equations

Initial Value Problem

𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , 𝑦 ′′ (𝑥0 ) = 𝑦2 , ⋯ , 𝑦 (𝑛−1) = 𝑦𝑛−1

Existence and Uniqueness

Theorem 4.1.1 (Existence of a unique solution)

Example 1 (Unique solution of an IVP)

Example 2 (Unique solution of an IVP)

Boundary Value Problem

Example 3 (A BVP can have many, one or no solution)

4.1.2 Homogenous Differential equation

Theorem 4.1.2 (Superposition Principle – Homogenous Equation)

Example 4 (Superposition Principle – Homogenous Equation)

Linear Dependence and Linear Independence

Definition 4.1.1 (Linearly Dependence and Independence)

Definition 4.1.2 (Wronskian)

Theorem 4.1.3 (Criterion for Linearly Independent Solution)

Definition 4.1.2 (Fundamental set of solution)

Theorem 4.1.5 (General solution, Homogeneous equations)

Example 7 (General solution of a homogenous DE)

Theorem 4.1.6 (General solution of Linear Non-homogenous DE)

Complementary Function, Particular Integral

Example 10 (General solution of Linear Non-homogenous DE)

Exercise 4.1: 1 – 3, 23 – 27, 31

4.2 Reduction of Order

Distinct real root 𝑚1 ≠ 𝑚2

Conjugate Complex root 𝑚1,2 = 𝛼 ± 𝑖𝛽

Some examples of 𝑔(𝑥) for the method of undetermined

𝑔(𝑥 ) = 5, 𝑔(𝑥 ) = 2𝑥 − 3, 𝑔(𝑥 ) = 2𝑥 2 + 3𝑥 + 5, …

The method of undetermined coefficients is not

Example 2 Find a particular solution of

Then 𝑢1 (𝑥 ) and 𝑢2 (𝑥 ) are obtained by integrating (9) 

Distinct real root 𝑚1 ≠ 𝑚2

Conjugate Complex root 𝑚1,2 = 𝛼 ± 𝑖𝛽

You might also like