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Differential Equations
19.3
Introduction
In this Section we start to learn how to solve second order dierential equations of a particular type:
those that are linear and have constant coecients. Such equations are used widely in the modelling
of physical phenomena, for example, in the analysis of vibrating systems and the analysis of electrical
circuits.
The solution of these equations is achieved in stages. The rst stage is to nd what is called a complementary function. The second stage is to nd a particular integral. Finally, the complementary
function and the particular integral are combined to form the general solution.
Prerequisites
Before starting this Section you should . . .
'
30
10)
Learning Outcomes
&
$
(3)
dy
d2 y
+ b + cy = 0
(4)
2
dx
dx
To nd the general solution of (3), it is rst necessary to solve (4). The general solution of (4) is
called the complementary function and will always contain two arbitrary constants. We will denote
this solution by ycf .
a
The technique for nding the complementary function is described in this Section.
Task
d2 y
dy
+ 4 + 3y = e2x
2
dx
dx
2
dx
dx
+ 3 + 7x = 0
2
dt
dt
d2 y
+ 2y = 0
dx2
dy
d2 y
+ 4 + 4y = 0
2
dx
dx
(b) x
(d)
Your solution
(a)
(b)
(c)
(d)
Answer
(a) is constant coecient and is not homogeneous.
d2 y
is x, a variable.
dx2
(c) is constant coecient and homogeneous. In this example the dependent variable is x.
(b) is homogeneous but not constant coecient as the coecient of
HELM (2005):
Section 19.3: Second Order Dierential Equations
31
Example 5
Verify that y1 = e4x and y2 = e2x both satisfy the constant coecient linear
homogeneous equation:
d2 y
dy
+ 8y = 0
6
dx2
dx
Write down the general solution of this equation.
Solution
When y1 = e4x , dierentiation yields:
d2 y1
dy1
and
= 16e4x
= 4e4x
dx
dx2
Substitution into the left-hand side of the ODE gives 16e4x 6(4e4x ) + 8e4x , which equals 0, so
that y1 = e4x is indeed a solution.
Similarly if y2 = e2x , then
d2 y2
dy2
and
= 4e2x .
= 2e2x
dx
dx2
Substitution into the left-hand side of the ODE gives 4e2x 6(2e2x ) + 8e2x , which equals 0, so that
y2 = e2x is also a solution of equation the ODE. Now e2x and e4x are linearly independent functions,
so, from the property stated above we have:
ycf (x) = Ae4x + Be2x
32
HELM (2005):
Workbook 19: Dierential Equations
Example 6
Find values of k so that y = ekx is a solution of:
dy
d2 y
6y = 0
2
dx
dx
Hence state the general solution.
Solution
As suggested we try a solution of the form y = ekx . Dierentiating we nd
d2 y
dy
and
= k 2 ekx .
= kekx
dx
dx2
Substitution into the given equation yields:
k 2 ekx kekx 6ekx = 0
that is
(k 2 k 6)ekx = 0
The only way this equation can be satised for all values of x is if
k2 k 6 = 0
that is, (k 3)(k + 2) = 0 so that k = 3 or k = 2. That is to say, if y = ekx is to be a solution
of the dierential equation, k must be either 3 or 2. We therefore have found two solutions:
y1 (x) = e3x
and
y2 (x) = e2x
Task
Answer
k 2 3k + 2 = 0
HELM (2005):
Section 19.3: Second Order Dierential Equations
33
Now solve the auxiliary equation and write down the general solution:
Your solution
Answer
The auxiliary equation can be factorised as (k 1)(k 2) = 0 and so the required values of k are
1 and 2. The two solutions are y = ex and y = e2x . The general solution is
ycf (x) = Aex + Be2x
Example 7
Find the auxiliary equation of the dierential equation:
a
dy
d2 y
+ b + cy = 0
2
dx
dx
Solution
We try a solution of the form y = ekx so that
d2 y
dy
and
= k 2 ekx .
= kekx
2
dx
dx
Substitution into the given dierential equation yields:
ak 2 ekx + bkekx + cekx = 0
that is
(ak 2 + bk + c)ekx = 0
Key Point 5
The auxiliary equation of
34
d2 y
dy
+ b + cy = 0
2
dx
dx
is
ak 2 + bk + c = 0 where y = ekx
HELM (2005):
Workbook 19: Dierential Equations
Task
Write down, but do not solve, the auxiliary equations of the following:
d2 y dy
+ y = 0,
+
dx2 dx
d2 y
(c) 4 2 + 7y = 0,
dx
(a)
d2 y
dy
+ 7 3y = 0
2
dx
dx
2
d y dy
+
=0
dx2 dx
(b) 2
(d)
Your solution
(a)
(b)
(c)
(d)
Answer
(a) k 2 + k + 1 = 0
(b) 2k 2 + 7k 3 = 0
(c) 4k 2 + 7 = 0
(d) k 2 + k = 0
Solving the auxiliary equation gives the values of k which we need to nd the complementary function.
Clearly the nature of the roots will depend upon the values of a, b and c.
Case 1 If b2 > 4ac the roots will be real and distinct. The two values of k thus obtained, k1 and
k2 , will allow us to write down two independent solutions: y1 (x) = ek1 x and y2 (x) = ek2 x , and so
the general solution of the dierential equation will be:
y(x) = Aek1 x + Bek2 x
Key Point 6
If the auxiliary equation has real, distinct roots k1 and k2 , the complementary function will be:
ycf (x) = Aek1 x + Bek2 x
Case 2 On the other hand, if b2 = 4ac the two roots of the auxiliary equation will be equal and this
method will therefore only yield one independent solution. In this case, special treatment is required.
Case 3 If b2 < 4ac the two roots of the auxiliary equation will be complex, that is, k1 and k2
will be complex numbers. The procedure for dealing with such cases will become apparent in the
following examples.
HELM (2005):
Section 19.3: Second Order Dierential Equations
35
Example 8
d2 y
dy
+ 3 10y = 0
2
dx
dx
Solution
dy
d2 y
kx
and
= k 2 ekx
= ke
By letting y = e , so that
2
dx
dx
2
the auxiliary equation is found to be: k + 3k 10 = 0
and so
kx
Example 9
y1 = e2x
(k 2)(k + 5) = 0
and
y2 = e5x .
y = Ae2x + Be5x
d2 y
+ 4y = 0
dx2
Solution
dy
d2 y
and
= k 2 ekx .
= kekx
dx
dx2
The auxiliary equation is easily found to be: k 2 + 4 = 0 that is, k 2 = 4 so that k = 2i, that is,
we have complex roots. The two independent solutions of the equation are thus
As before, let y = ekx so that
y1 (x) = e2ix
y2 (x) = e2ix
However, in cases such as this, it is usual to rewrite the solution in the following way.
Recall that Eulers relations give:
and
36
HELM (2005):
Workbook 19: Dierential Equations
Example 10
Solution
Substitution of y = ekx into the dierential equation yields (ak 2 +bk +c)ekx = 0 and so the auxiliary
equation is:
ak 2 + bk + c = 0
If k1 = + i, k2 = i then the general solution is
y = Ce(+i)x + De(i)x
where C and D are arbitrary constants.
Using the laws of indices this is rewritten as:
y = Cex eix + Dex eix = ex (Ceix + Deix )
Then, using Eulers relations, we obtain:
y = ex (C cos x + Ci sin x + D cos x Di sin x)
= ex {(C + D) cos x + (Ci Di) sin x}
Writing A = C + D and B = Ci Di, we nd the required solution:
y = ex (A cos x + B sin x)
Key Point 7
If the auxiliary equation has complex roots, + i and i, then the complementary function
is:
ycf = ex (A cos x + B sin x)
HELM (2005):
Section 19.3: Second Order Dierential Equations
37
Task
Answer
k 2 + 2k + 4 = 0
Find the complex roots of the auxiliary equation:
Your solution
Answer
k = 1 3i
Using Key Point 7 with = 1 and =
Your solution
Answer
y = ex (A cos
3x + B sin
3x)
Key Point 8
If the auxiliary equation has two equal roots, k, the complementary function is:
ycf = (A + Bx)ekx
38
HELM (2005):
Workbook 19: Dierential Equations
Example 11
Solution
We have:
y = xek1 x
y = ek1 x (1 + k1 x)
b b2 4ac
k1 =
2a
but since the roots are equal, then b2 4ac = 0 hence k1 = b/2a. So 2ak1 + b = 0. Hence
ek1 x {(ak12 + bk1 + c)x + 2ak1 + b} = ek1 x {(0)x + 0} = 0. We conclude that y = xek1 x is a solution
of ay + by + cy = 0 when the roots of the auxiliary equation are equal. This illustrates Key Point
8.
Example 12
Obtain the general solution of the equation:
d2 y
dy
+ 8 + 16y = 0.
2
dx
dx
Solution
As before, a trial solution of the form y = ekx yields an auxiliary equation k 2 + 8k + 16 = 0. This
equation factorizes so that (k + 4)(k + 4) = 0 and we obtain equal roots, that is, k = 4 (twice).
If we proceed as before, writing y1 (x) = e4x y2 (x) = e4x , it is clear that the two solutions are not
independent. We need to nd a second independent solution. Using the result summarised in Key
Point 8, we conclude that the second independent solution is y2 = xe4x . The general solution is
then:
y(x) = (A + Bx)e4x
HELM (2005):
Section 19.3: Second Order Dierential Equations
39
Exercises
1. Obtain the general solutions, that is, the complementary functions, of the following equations:
dy
d2 y
3 + 2y = 0
2
dx
dx
2
dy
dy
(d) 2 + 2 + y = 0
dt
dt
2
dy
dy
(g) 2 2 + y = 0
dx
dx
2
dy
(j) 2 + 9y = 0
dx
(a)
dy
d2 y
+ 7 + 6y = 0
2
dx
dx
2
dy
dy
(e) 2 4 + 4y = 0
dx
dx
2
d y dy
(h) 2 +
+ 5y = 0
dt
dt
d2 y
dy
(k) 2 2
=0
dx
dx
(b)
dx
d2 x
+ 5 + 6x = 0
2
dt
dt
2
d y dy
(f) 2 +
+ 8y = 0
dt
dt
d2 y dy
(i) 2 +
2y = 0
dx
dx
d2 x
(l) 2 16x = 0
dt
di
d2 i
1
L 2 +R + i=0
dt
dt C
(c)
d2 y dy
+
+y =0
dx2 dx
Answers
1. (a) y = Aex + Be2x
(b) y = Aex + Be6x
(c) x = Ae2t + Be3t
(d) y = Aet + Btet
(e) y = Ae2x + Bxe2x
(f) y = e0.5t (A cos 2.78t + B sin 2.78t)
(g) y = Aex + Bxex
(h) x = e0.5t (A cos 2.18t + B sin 2.18t)
(i) y = Ae2x + Bex
(j) y = A cos 3x + B sin 3x
(k) y = A + Be2x
(l) x = Ae4t + Be4t
1
2. Lk 2 + Rk + = 0
i(t) = Aek1 t + Bek2 t
C
3
3
x/2
A cos 2 x + B sin 2 x
3. e
40
R2 C 4L
1
k1 , k2 =
R
2L
C
HELM (2005):
Workbook 19: Dierential Equations
Task
Show that
y = 14 e2x
is a particular integral of
dy
d2 y
6y = e2x
2
dx
dx
Starting with y = 14 e2x , nd
(1)
dy
d2 y
and 2 :
dx
dx
Your solution
Answer
dy
= 12 e2x ,
dx
d2 y
= e2x
2
dx
Now substitute these into the ODE and simplify to check it satises the equation:
Your solution
Answer
Substitution yields e2x 12 e2x 6 14 e2x which simplies to e2x , the same as the right-hand
side.
Therefore y = 14 e2x is a particular integral and we write (attaching a subscript p):
yp (x) = 14 e2x
HELM (2005):
Section 19.3: Second Order Dierential Equations
41
Task
Your solution
Answer
A particular integral is any solution of a dierential equation.
Example 13
Find a particular integral of the equation
dy
d2 y
6y = e2x
2
dx
dx
Solution
We shall attempt to nd a solution of the inhomogeneous problem by trying a function of the same
form as that on the right-hand side of the ODE. In particular, let us try y(x) = Ae2x , where A is a
constant that we shall now determine. If y(x) = Ae2x then
d2 y
dy
and
= 4Ae2x .
= 2Ae2x
dx
dx2
Substitution in the ODE gives:
4Ae2x 2Ae2x 6Ae2x = e2x
that is,
4Ae2x = e2x
To ensure that y is a solution, we require 4A = 1, that is, A = 14 .
Therefore the particular integral is yp (x) = 14 e2x .
In Example 13 we chose a trial solution Ae2x of the same form as the ODEs right-hand side. Table
2 provides a summary of the trial solutions which should be tried for various forms of the right-hand
side.
42
HELM (2005):
Workbook 19: Dierential Equations
Trial solution
(1)
constant term c
constant term k
(2)
linear, ax + b
Ax + B
(3)
polynomial in x
of degree r:
axr + + bx + c
polynomial in x
of degree r:
Axr + + Bx + k
(4) a cos kx
A cos kx + B sin kx
(5)
a sin kx
A cos kx + B sin kx
(6)
aekx
Aekx
(7)
aekx
Aekx
Task
Answer
= 32 ;
yp (x) = 32 ex
HELM (2005):
Section 19.3: Second Order Dierential Equations
43
Example 14
Obtain a particular integral of the equation:
d2 y
dy
6 + 8y = x.
2
dx
dx
Solution
In Example 13 and the last Task, we found that a fruitful approach for a rst order ODE was
to assume a solution in the same form as that on the right-hand side. Suppose we assume a
solution y(x) = x and proceed to determine . This approach will actually fail, but let us see
dy
d2 y
why. If y(x) = x then
= 0. Substitution into the dierential equation yields
= and
dx
dx2
0 6 + 8x = x and .
Comparing coecients of x:
8x = x
1
8
6 = 0
so =
Comparing constants:
so = 0
We have a contradiction! Clearly a particular integral of the form x is not possible. The problem
arises because dierentiation of the term x produces constant terms which are unbalanced on the
right-hand side. So, we try a solution of the form y(x) = x + with , constants. This is
dy
d2 y
consistent with the recommendation in Table 2 on page 43. Proceeding as before
= 0.
= ,
dx
dx2
Substitution in the dierential equation now gives:
0 6 + 8(x + ) = x
Equating coecients of x and then equating constant terms we nd:
8 = 1
(1)
6 + 8 = 0
(2)
From (1), =
1
8
3
.
32
44
3
.
32
HELM (2005):
Workbook 19: Dierential Equations
Task
Answer
From Table 2, y = A cos x + B sin x, A and B constants.
Now nd
dy
d2 y
and 2 and substitute into the dierential equation:
dx
dx
Your solution
Answer
Dierentiating, we nd:
d2 y
dy
= A cos x B sin x
= A sin x + B cos x
dx
dx2
Substitution into the dierential equation gives:
(A cos x B sin x) 6(A sin x + B cos x) + 8(A cos x + B sin x) = 3 cos x
HELM (2005):
Section 19.3: Second Order Dierential Equations
45
Answer
7A 6B = 3
Also, equate coecients of sin x:
Your solution
Answer
7B + 6A = 0
Solve these two equations in A and B simultaneously to nd values for A and B, and hence obtain
the particular integral:
Your solution
Answer
A = 21
, B = 18
, yp (x) =
85
85
46
21
85
cos x
18
85
sin x
HELM (2005):
Workbook 19: Dierential Equations
Example 15
Find the general solution of
d2 y
dy
+ 3 10y = 3x2
2
dx
dx
Solution
The complementary function was found in Example 8 to be ycf = Ae2x + Be5x .
The particular integral is found by trying a solution of the form y = ax2 + bx + c, so that
d2 y
dy
= 2a
= 2ax + b,
dx
dx2
Substituting into the dierential equation gives
2a + 3(2ax + b) 10(ax2 + bx + c) = 3x2
Comparing constants:
So
2a + 3b 10c = 0
Comparing x terms:
6a 10b = 0
Comparing x2 terms:
10a = 3
a=
3 2
9
57
x x
.
10
50
500
3
9
57
+ Ae2x + Be5x
y = yp (x) + ycf (x) = x2 x
10
50
500
9
57
3
,b= ,c=
,
10
50
500
yp (x) =
Key Point 9
The general solution of a second order constant coecient ordinary dierential equation
dy
d2 y
+ b + cy = f (x)
is
y = yp + ycf
2
dx
dx
being the sum of the particular integral and the complementary function.
a
HELM (2005):
Section 19.3: Second Order Dierential Equations
47
Engineering Example 2
An LC circuit with sinusoidal input
The dierential equation governing the ow of current in a series LC circuit when subject to an
d2 i
1
applied voltage v(t) = V0 sin t is L 2 + i = V0 cos t
dt
C
v
L
C
i
Figure 3
d2 icf icf
+
= 0.
dt2
C
CV0
cos t.
1 2 LC
Finally, the general solution is:
ip =
i = icf + ip = A cos
48
t
CV0
t
+ B sin
+
cos t
LC
LC 1 2 LC
HELM (2005):
Workbook 19: Dierential Equations
d2 y
dy
6y = e3x
dx2 dx
It is straightforward to check that the complementary function is ycf = Ae3x + Be2x . Note that the
rst of these terms has the same form as the inhomogeneous term, e3x , on the right-hand side of the
dierential equation.
You should verify for yourself that trying a particular integral of the form yp (x) = e3x will not work
in a case like this. Can you see why?
Instead, try a particular integral of the form yp (x) = xe3x . Verify that
dyp
= e3x (3x + 1)
dx
and
d2 yp
= e3x (9x + 6).
dx2
Key Point 10
When solving
d2 y
dy
+ b + cy = f (x)
2
dx
dx
if the inhomogeneous term f (x) appears in the complementary function use as a trial particular
integral x times what would otherwise be used.
a
HELM (2005):
Section 19.3: Second Order Dierential Equations
49
Exercises
1. Find the general solution of the following equations:
dx
d2 x
2 3x = 6
2
dt
dt
2
dx
dx
(d) 2 + 11 + 30x = 8t
dt
dt
2
dy
(g) 2 + 9y = 4e8x
dx
(a)
dy
d2 y
+ 5 + 4y = 8
2
dx
dx
2
dy
dy
(e) 2 + 2 + 3y = 2 sin 2x
dx
dx
2
dx
(h) 2 16x = 9e6t
dt
dy
d2 y
+ 5 + 6y = 2t
2
dt
dt
2
d y dy
(f) 2 +
+ y = 4 cos 3t
dt
dt
(b)
(c)
d2 x
dx
3 + 2x = 5e3t
2
dt
dt
d2 x
x = 4e2t
dt2
d2 y dy
+
+y =1+x
dx2 dx
dx
d2 x
6
+ 5x = 3
dt2
dt
(b)
dx
d2 x
2
+ x = et
dt2
dt
Answers
1. (a) x = Aet + Be3t 2
8
cos 2x
(e) y = ex [A sin 2x + B cos 2x] 17
2
17
5
(c) y = Ae2t + Be3t + 13 t 18
sin 2x
(f) y = e0.5t (A cos 0.866t + B sin 0.866t) 0.438 cos 3t + 0.164 sin 3t
(g) y = A cos 3x + B sin 3x + 0.0548e8x
9 6t
e
20
2. xp = 2.5e3t
3. xp = 43 e2t
4. y = Ae2x + Bex 3
5. y = Ae2x + Bex + 32 sin 2x 12 cos 2x;
6. yp = x
7. (a) x = Aet + Be5t +
50
3
5
HELM (2005):
Workbook 19: Dierential Equations