Differential Equations II

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Differential Equations II Cheat Sheet (A Level Only) AQA A Level Further Maths: Core

Solving Homogenous 2nd Order Differential Equations with Constant Coefficients Repeated Roots
Using the Auxiliary Equation In an equation with repeated roots 𝜆, the general solution takes the form 𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝜆𝑥 , where A and B are arbitrary constants.
nd
A homogeneous 2 order differential equation with constant coefficients is a differential equation of the form: This is because in the case of a repeated root, the other solution can be obtained by multiplying through by 𝑥 as justified below.

𝑑2 𝑦 𝑑𝑦 𝑑2 𝑦 𝑑𝑦
+𝑎 + 𝑏𝑦 = 0 Proof 1: For the differential equation − 2𝑎 + 𝑎2 𝑦 = 0, where 𝜆 = 𝑎 is a repeated root of the auxiliary equation for a constant 𝑎,
𝑑𝑥 2 𝑑𝑥
𝑑𝑥 2 𝑑𝑥 𝑦 = 𝑥𝑒 𝜆𝑥
is a solution.
𝑑2 𝑦
Where a and b are constants. Notice a co-efficient of can be handled by dividing the whole equation by it.
𝑑𝑥 2
First notice that the auxiliary equation of all
These equations can be solved by first guessing a solution of the form 𝑦 = 𝑒 𝜆𝑥 , where 𝜆 is a constant to be determined. Then find the first homogeneous 2nd order differential
Auxiliary equation: 0 = 𝜆2 − 2𝑎𝜆 + 𝑎2 = (𝜆 − 𝑎)2
and second derivatives and substitute into the differential equation: equations with repeated roots 𝜆 = 𝑎
can be written in the same form.
𝑑𝑦 𝑑2 𝑦
= 𝜆𝑒 𝜆𝑥 , = 𝜆2 𝑒 𝜆𝑥 ⇒ 𝜆2 𝑒 𝜆𝑥 + 𝑎𝜆𝑒 𝜆𝑥 + 𝑏𝑒 𝜆𝑥 = 0
𝑑𝑥 𝑑𝑥 2 𝑑𝑦 𝑑2 𝑦
Find 1st and 2nd derivatives of 𝑦 = 𝑥𝑒 λ𝑥 . = 𝑒 𝜆𝑥 + 𝜆𝑥𝑒 𝜆𝑥 = 𝑒 𝜆𝑥 (1 + 𝜆𝑥), = 𝜆𝑒 𝜆𝑥 (1 + 𝜆𝑥) + 𝜆𝑒 𝜆𝑥 = 𝜆𝑒 𝜆𝑥 (2 + 𝜆𝑥)
Then divide both sides by 𝑒 𝜆𝑥 to obtain the auxiliary equation shown below. This can always be done as 𝑒 𝜆𝑥 ≠ 0 for all 𝜆, 𝑥 ∈ ℂ. 𝑑𝑥 𝑑𝑥 2

𝜆2 + 𝑎𝜆 + 𝑏 = 0
Verify by substituting into the original
As with any quadratic, there are three cases for the types of roots which can be classified using the discriminant: differential equation. Recall 𝜆 = 𝑎 and 𝜆𝑒 𝜆𝑥 (2 + 𝜆𝑥) − 2𝑎 (𝑒 𝜆𝑥 (1 + 𝜆𝑥)) + 𝑎2 (𝑥𝑒 𝜆𝑥 ) = 𝑒 𝜆𝑥 (2(𝜆 − 𝑎) + 𝑥(𝜆 − 𝑎)2 ) ≡ 0
(𝜆 − 𝑎)2 = 0.

a) Δ = 𝑎2 − 4𝑏 > 0 Complex Roots


Distinct real roots: 𝜆1 , 𝜆2
Notice that the complex roots are a conjugate pair as they are the solutions of a quadratic with real coefficients. For an equation with
complex roots 𝜆1 = 𝛼 + 𝛽𝑖, 𝜆2 = 𝛼 − 𝛽𝑖, although the form of the general solution for distinct real roots is valid, Euler’s formula can be used
to rewrite the general solution as 𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵sin 𝛽𝑥).
b) Δ = 𝑎2 − 4𝑏 = 0 Repeated roots: 𝜆
Proof 2: Given that 𝑦 = 𝐶𝑒 𝜆1𝑥 + 𝐷𝑒 𝜆2 𝑥 and 𝜆1 = 𝛼 + 𝛽𝑖, 𝜆2 = 𝛼 − 𝛽𝑖, then 𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵sin 𝛽𝑥) where 𝐴, 𝐵, 𝐶 and 𝐷 are
constants.

c) Δ = 𝑎2 − 4𝑏 < 0 Complex roots: 𝜆1 = 𝛼 + 𝛽𝑖, 𝜆2 = 𝛼 − 𝛽𝑖

Substitute 𝜆1 and 𝜆2 into 𝑦 = 𝐶𝑒 𝜆1 𝑥 +


𝑦 = 𝐶𝑒 (𝛼+𝛽𝑖)𝑥 + 𝐷𝑒 (𝛼−𝛽𝑖)𝑥 = 𝑒 𝛼𝑥 (𝐶𝑒 𝛽𝑖𝑥 + 𝐷𝑒 −𝛽𝑖𝑥 )
𝐷𝑒 𝜆2 𝑥 and factorise out eα𝑥 .
Distinct Real Roots
In an equation with distinct real roots 𝜆1 , 𝜆2 the general solution takes the form 𝑦 = 𝐴𝑒 𝜆1𝑥 + 𝐵𝑒 𝜆2 𝑥 where 𝐴 and 𝐵 are arbitrary constants. Use Euler’s formula to rewrite 𝑒 𝛽𝑖𝑥 and 𝑒 −𝛽𝑖𝑥 .
𝑦 = 𝑒 𝛼𝑥 (𝐶(cos 𝛽𝑥 + 𝑖 sin 𝛽𝑥) + 𝐷(cos 𝛽𝑥 − 𝑖 sin 𝛽𝑥))
Recall sin −𝛽𝑥 = − sin 𝛽𝑥.
𝑑2 𝑦 𝑑𝑦
Example 1: Consider the differential equation 3 +6 − 24𝑦 = 0
𝑑𝑥 2 𝑑𝑥

a) Find the auxiliary equation. Collect terms and rename co-efficients.


𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥)
𝐴 = 𝐶 + 𝐷 and 𝐵 = (𝐶 − 𝐷)𝑖.
b) Hence state and verify the general solution.

𝑑2 𝑦 𝑑𝑦
Example 2: Solve the differential equation 2 + 2 + 𝜇𝑦 = 0 when
𝑑𝑥 𝑑𝑥
a) Write differential equation into correct
𝑑2 𝑦 𝑑𝑦 a) 𝜇 = 1
form by dividing through by 3. +2 − 8𝑦 = 0 b) 𝜇 = 5
𝑑𝑥 2 𝑑𝑥
c) 𝜇 = 0
Write auxiliary equation using the method a) Write auxiliary equation.
demonstrated above. Notice the co-efficient 0 = 𝜆2 + 2𝜆 + 1 = (𝜆 + 1)2 ⇒ 𝜆 = −1
𝜆2 + 2𝜆 − 8 = 0
of 𝑛th order derivative is the same as the 𝑛th
power of λ. Substitute into the general solution for
𝑦 = (𝐴 + 𝐵𝑥)𝑒 −𝑥
repeated roots.
b) Factorise the auxiliary equation to find the
(𝜆 − 2)(𝜆 + 4) = 0 ⇒ 𝜆1 = 2, 𝜆2 = −4
roots. b) Write auxiliary equation. 0 = 𝜆2 + 2𝜆 + 5 = (𝜆 − (−1 + 2𝑖))(𝜆 − (−1 − 2𝑖)) ⇒ 𝜆 = −1 ± 2𝑖

Substitute into the general solution for


Write general solution. 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −4𝑥 𝑦 = 𝑒 −𝑥 (𝐴 cos 2𝑥 + 𝐵 sin 2𝑥)
complex roots.

𝑑𝑦 𝑑2 𝑦 c) Write auxiliary equation. 0 = 𝜆2 + 2𝜆 = 𝜆(𝜆 + 2) ⇒ 𝜆1 = 0, 𝜆1 = −2


= 2𝐴𝑒 2𝑥 − 4𝐵𝑒 −4𝑥 , = 4𝐴𝑒 2𝑥 + 16𝐵𝑒 −4𝑥
Verify by finding 1st and 2nd derivatives and 𝑑𝑥 𝑑𝑥 2
substituting into the original differential Substitute into the general solution for
3(4𝐴𝑒 2𝑥 + 16𝐵𝑒 −4𝑥 ) + 6(2𝐴𝑒 2𝑥 − 4𝐵𝑒 −4𝑥 ) − 24(𝐴𝑒 2𝑥 + 𝐵𝑒 −4𝑥 ) ≡ 0 𝑦 = 𝐴 + 𝐵𝑒 −2𝑥
equation. distinct real roots.

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