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c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1.
2.
3.
4.
5.
6.
Theory
Exercises
Answers
Standard derivatives
Finding yCF
Tips on using solutions
Full worked solutions
Section 1: Theory
Theory
This Tutorial deals with the solution of second order linear o.d.e.s
with constant coefficients (a, b and c), i.e. of the form:
a
d2 y
dy
+b
+ cy = f (x)
dx2
dx
()
The first step is to find the general solution of the homogeneous equation [i.e. as (), except that f (x) = 0]. This gives us the complementary function yCF .
The second step is to find a particular solution yP S of the full equation (). Assume that yP S is a more general form of f (x), having
undetermined coefficients, as shown in the following table:
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Section 1: Theory
f (x)
k (a constant)
linear in x
quadratic in x
k sin px or k cos px
kepx
sum of the above
product of the above
Form of yP S
C
Cx + D
Cx2 + Dx + E
C cos px + D sin px
Cepx
sum of the above
product of the above
(where p is a constant)
Note:
Substitution of yP S into () yields values for the undetermined coefficients (C, D, etc). Then,
General solution of () = yCF + yP S
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Section 2: Exercises
Exercises
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Section 2: Exercises
Exercise 5. y 00 y = ex
Exercise 6. y 00 + y 0 2y = e2x
Exercise 7. y 00 2y 0 + y = ex
Exercise 8. y 00 + 8y 0 + 17y = 2e3x ;
Exercise 9. y 00 + y 0 12y = 4e2x ;
y(0) = 2 and y
2
=0
d2 x
dx
+4 +3x = e3 ;
d 2
d
Exercise 13.
d2 y
dy
+4
+ 5y = 6 sin
2
d
d
1
dx
and
= 2 at = 0
2
d
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Section 3: Answers
Answers
1. y = Aex + Be3x 2 ,
2. y = Ae2x + Be3x +
x
3
5
18
(a)
yP S = 91 x2
(b)
13
yP S = 269
cos 2x +
(c)
yP S =
(d)
yP S =
1 4x
27 e
1 2x
15
e
4. y = Ae+x + Bex
sin 2x
4+2
10
81 x
68
729
10
269 sin 2x
+ 19 x
13
81
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Section 3: Answers
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Standard derivatives
f (x)
f 0 (x)
f (x)
f 0 (x)
xn
n xn1
[g(x)]n
n[g(x)]n1 g 0 (x)
ln x
1
x
ln g(x)
1
0
g(x) g (x)
ex
ex
ax
ax ln a
sin x
cos x
sinh x
cosh x
cos x
sin x
cosh x
sinh x
tan x
sec2 x
tanh x
sech2 x
cosec x
cosec x cot x
cosech x
cosech x coth x
sec x
sec x tan x
sech x
sech x tanh x
coth x
cosech2 x
cot x
(x > 0)
cosec x
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(g(x) > 0)
(a > 0)
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10
f (x)
f 0 (x)
f (x)
f 0 (x)
tan1 x
1
1+x2
tanh1 x
1
1x2
cos1 x
1
1x
(1 < x < 1)
2
cosh1 x
1
x2 1
sin1 x
1
1x2
sinh1 x
1
x2 +1
where
(1 < x < 1)
cosec x = 1/ sin x ,
sec x = 1/ cos x ,
cosech x = 1/ sinh x , sech x = 1/ cosh x ,
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(1 < x < 1)
(x > 1)
cot x = 1/ tan x
coth x = 1/ tanh x
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11
Finding yCF
or
ii)
or
iii)
complex roots,
p iq yCF = y1 + y2 epx (A cos qx + B sin qx)
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12
When looking at the THEORY, ANSWERS, DERIVATIVES, FINDING yCF or TIPS pages, use the Back button (at the bottom of the
page) to return to the exercises
Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct
Try to make less use of the full solutions as you work your way
through the Tutorial
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Solutions to exercises
13
m2 2m 3 = 0
i.e.
(m 3)(m + 1) = 0
i.e.
m1 = 3, m2 = 1.
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Solutions to exercises
14
f (x) = 6
yP S = C
(C = undetermined constant)
yP00 S
yP0 S
substitute
=0
when yP S = constant
yP S = C : 0 + 0 3C = 6
i.e. C = 2.
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Solutions to exercises
15
Exercise 2. y 00 + 5y 0 + 6y = 2x
A.E. is
i.e.
m2 + 5m + 6 = 0
i.e.
(m + 2)(m + 3) = 0
yCF = Ae2x + Be3x .
m1 = 2, m2 = 3,
5C + 6D = 0
6C = 2
i.e.
and
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5
18
C=
D = 5C
6 =
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Solutions to exercises
General solution,
i.e.
16
y = yCF + yP S
y = Ae2x + Be3x + 13 x
5
18
Return to Exercise 2
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Solutions to exercises
17
i.e. m = 52 12 61
Real different roots:
where
(a)
m1 = 52 + 12 61
m2 = 25 12 61 .
y 00 + 5y 0 9y = x2
Try yP S = Cx2 + Dx + E,
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dyP S
dx
II
= 2Cx + D ,
d2 yP S
dx2
= 2C
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Solutions to exercises
Substitution:
i.e.
18
2C + 5(2Cx + D) 9(Cx2 + Dx + E) = x2
2C + 5D 9E = 0 (constant term)
10Cx 9Dx = 0 (terms in x)
9Cx2 = x2 (terms in x2 )
i.e.
C = 19
10C 9D = 0
gives
D=
2C + 5D 9E = 0
gives
E = 19 (2C + 5D)
= 19 29 50
81 =
9C = 1
10C
9
= 10
81
1
9
68
81
68
= 729
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10
81 x
68
729
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Solutions to exercises
(b)
19
y 00 + 5y 0 9y = cos 2x
Try
yP S = C cos 2x + D sin 2x
yP0 S = 2C sin 2x + 2D cos 2x
yP00 S = 4C cos 2x 4D sin 2x
Substitute:
i.e.
i.e.
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13C + 10D = 1
13D + 10C = 0
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(i)
(ii)
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Solutions to exercises
20
100C
13 = 1
1313100
= C1
13
13
269
=C
13C
i.e.
i.e.
13
10
then D = 10
13 269 = + 269
13
i.e. yP S = 269
cos 2x +
10
269
sin 2x
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1
(10 sin 2x 13 cos 2x) .
269
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Solutions to exercises
(c)
21
y 00 + 5y 0 9y = e4x
Try
i.e.
yP S = Ce4x
yP0 S = 4Ce4x
yP00 S = 16Ce4x
Substitute:
i.e.
i.e.
i.e.
yP S =
1 4x
27 e
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1 4x
e .
27
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Solutions to exercises
(d)
Try
i.e.
22
y 00 + 5y 0 9y = e2x + 2 x
yP S = Ce2x +Dx+E (i.e. sum of the forms kepx and
linear in x )
0
2x
yP S = 2Ce
+D
yP00 S = +4Ce2x
4C 10C 9C = 1
1
C = 15
9D = 1
5D 9E = 2
D = 19
5 91 9E = 2
Coeff. x :
Coeff. x0 :
i.e. E = 13
81
1 2x
i.e. yP S = 15
e
+ 19 x
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81
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Solutions to exercises
23
13
1 2x 1
e
+ x
.
15
9
81
Return to Exercise 3
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Solutions to exercises
24
Exercise 4. y 00 2 y = sin 2x
A.E. is
m2 2 = 0 i.e. m =
yCF = Aex + Bex
yP S = A sin 2x + B cos 2x
yP0 S = 2A cos 2x 2B sin 2x
yP00 S = 4A sin 2x 4B cos 2x
Substitute:
4A sin 2x 4B cos 2x 2 A sin 2x 2 B cos 2x = sin 2x
i.e. (4A 2 A) sin 2x + (4B 2 B) cos 2x = sin 2x
Coeff. cos 2x : 4B 2 B = 0 i.e. B = 0
1
Coeff. sin 2x : 4A 2 A = 1 i.e. A = 4+
2
2x
yP S = sin
4+2 ;
i.e.
sin 2x
4+2
Return to Exercise 4
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Solutions to exercises
25
Exercise 5. y 00 y = ex
A.E. is
m2 1 = 0
i.e.
m = 1,
f (x) = ex suggests trying yP S = Cex BUT THIS ALREADY APPEARS IN yCF , therefore multiply this trial form by x.
yP S = Cxex , yP0 S = Cxex + Cex = C(1 + x)ex
Try
Coeff. ex :
C(2 + x) Cx = 1
i.e.
2C = 1
i.e.
C=
1
2
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Solutions to exercises
26
Exercise 6. y 00 + y 0 2y = e2x
A.E. is
i.e.
m2 + m 2 = 0
i.e.
(m + 2)(m 1) = 0
m = 1 or m = 2
i.e.
Try
yP S = Ce2x ?
Try
yP S = Cxe2x
i.e.
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Solutions to exercises
Substitute:
27
i.e.
yP S = 13 xe2x
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Solutions to exercises
28
Exercise 7. y 00 2y 0 + y = ex
A.E. is
i.e.
m2 2m + 1 = 0
i.e.
(m 1)2 = 0
m = 1 (twice)
i.e.
yCF = (A + Bx)ex
Try yP S = Cex ?
Try yP S = Cxex ?
Try yP S = Cx2 ex .
yP0 S
i.e. yP0 S
=
=
Substitute:
Coeff. ex :
(2 + 4x + x2 4x 2x2 + x2 )C = 1
i.e. C =
1
2
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Solutions to exercises
29
m2 + 8m + 17 = 0
y(0) = 2
i.e. m =
1
2
and y
=0
64 68 = 4 i
yP00 S = 9Ce3x
Substitute:
Coeff. e3x :
9C 24C + 17C = 2
yP S = e3x ,
general solution
i.e. C = 1
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Solutions to exercises
30
y( 2 )
= 0 means y = 0 when x =
3
2
cos 2 = 0
sin 2 = 1
i.e. 0 = e2 (0 + B) + e
i.e. 0 = e2 B + e
3
2
3
2
3
2
i.e. 0 = B + e
i.e. 0 = B + e 2 i.e. B = e 2
e2
Return to Exercise 8
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Solutions to exercises
31
y(0) = 7
and y 0 (0) = 0
A.E. is
m2 + m 12 = 0
i.e.
(m 3)(m + 4) = 0
i.e.
m = 3 or m = 4
i.e.
Coeff. e2x :
4C + 2C 12C = 4
yP S = 23 e2x ,
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i.e. C = 23
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Solutions to exercises
32
means y = 7 when x = 0
2
3
i.e. 21 = 3A + 3B 2 (i)
y 0 (0) = 0
means y 0 = 0 when x = 0,
where
dy
y 0 dx
= 3Ae3x 4Be4x34 e2x
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4
3
= 3A 4B (ii)
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Solutions to exercises
33
21
4
3
3A =
= 7B 2
4
3
+ 4B
i.e. 23
i.e.
65
3
i.e.
4
3
1
7
4
3
1
7
=B
=B
i.e. B =
260
21
288
21
i.e. A =
96
21
32
7
65
21 ,
= 3A
Particular solution is
y=
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32 3x 65 4x 2 2x
e + e
e .
7
21
3
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Solutions to exercises
34
y(0) = 1
and y 0 (0) = 0
A.E. is
m2 + 3m + 2 = 0
i.e.
(m + 2)(m + 1) = 0
i.e.
m = 2 or m 1
i.e.
Try
yP S = C cos 2x + D sin 2x
i.e.
Substitute:
4C cos 2x 4D sin 2x + 3(2C sin 2x + 2D cos 2x)
+ 2(C cos 2x + D sin 2x) = 10 cos 2x
Coeff. cos 2x:
4C + 6D + 2C = 10
i.e. 2C + 6D = 10
(i)
4D 6C + 2D = 0
i.e. 2D 6C = 0
(ii)
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Solutions to exercises
35
3
2
yP S = 12 cos 2x +
3
2
6C = 0
(i)
(ii)
i.e. D =
3
2
i.e.
3 6C = 0
i.e.
C = 12 .
sin 2x ;
1
2
cos 2x +
1
2
3
2
sin 2x
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Solutions to exercises
36
1
2
cos 2x +
3
2
3
2
3
2
sin 2x .
Return to Exercise 10
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Solutions to exercises
37
A.E. is
and y 0 (0) = 2
y(0) = 1
i.e. m =
1
2
16 20 = 2 i
i.e.
Try
Substitute:
Coeff. e2x :
4C 8C + 5C = 2
2x
yP S = 2e
i.e.
C =2.
general solution is
y = e2x (A cos x + B sin x) + 2e2x
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Solutions to exercises
38
Boundary condition
y(0) = 1:
1 = A cos 0 + B sin 0 + 2
i.e.
1=A+2
i.e. A = 1
i.e.
2 = 2 (1 + 0) + (0 + B) 4
2 = 2 + B 4 i.e. B = 0 .
Particular solution is
i.e.
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Solutions to exercises
Exercise 12.
A.E. is
i.e.
d2 x
d 2
39
3
+ 4 dx
;
d + 3x = e
x=
1
2
and
dx
d
= 2 at = 0
m2 + 4m + 3 = 0
i.e.
(m + 3)(m + 1) = 0
m = 3 or m = 1
i.e.
xCF = Ae3 + Be
Try
xP S = Ce3 ?
Try
xP S = C e3 ,
dxP S
d
d2 xP S
d 2
= Ce3 3 Ce3
= (1 3 )Ce3 .
(9 6)Ce3
Substitute:
Coeff. e3 :
9 C 6C + 4C 12 C + 3C = 1
i.e. C = 21
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Solutions to exercises
40
xP S = 21 e3 ,
general solution is
x = xCF + xP S = Ae3 + Be 12 e3
Boundary conditions x =
dx
d
1
2
when = 0 :
1
2
=A+B
(i)
= 3Ae3 Be + 32 e3 12 e3
dx
d
= 2 when = 0 :
i.e.
2 = 3A B
1
2
32 = 3A B
Solve (i) and (ii) for A and B: (i)+(ii) gives 12 32 = A3A i.e. A =
(ii)
1
2
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Solutions to exercises
Exercise 13.
A.E. is
d2 y
d 2
41
dy
+ 4 d
+ 5y = 6 sin
m2 + 4m + 5 = 0
i.e. m =
1
2
16 20 = 2 i
yP S = C cos + D sin
yP0 S = C sin + D cos
yP00 S = C cos D sin
Substitute:
d
d ,
here)
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Solutions to exercises
Coeff. cos :
Coeff. sin :
42
C + 4D + 5C = 0
D 4C + 5D = 6
i.e.
i.e.
C +D =0
C + D = 32
2D =
ADD
i.e.
D=
3
4
(i)
(ii)
3
2
and
C = 34
General solution: y = e2 (A cos + B sin ) 43 (cos sin ) .
Return to Exercise 13
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