Differential Equations II
Differential Equations II
Differential Equations II
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.
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
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