3-2nd Order Differential Equations PDF

MATH F211
Mathematics III
Dr. Anil Kumar
Second Order Linear Differential

Equations
 A second order ordinary differential equation has the

general form
y   f ( x , y , y )
where f is the given function.
 The equation is said to be linear if f is linear in y and y  . That is
if it can be written in the form
y   P ( x ) y   Q ( x ) y  R ( x )
where P(x), Q(x) and R(x) are the functions of x alone or constant.
 If R(x) = 0, then the equation is known as homogeneous,
otherwise it is known as nonhomogeneous equation.
2 Dr. Anil Kumar, Dept. of Mathematics
Dr. Anil Kumar 1

Existence and Uniqueness
Theorem: Let P(x), Q(x) and R(x) be continuous functions

on some interval (a, b) and x0 be any point in (a, b) and if
y0 and y 0 are any two numbers whatever, then the
differential equation
y  P( x) y  Q ( x) y  R( x) (1)
has one and only one solution on the entire interval (a, b)
y( x0 )  y0 and y( x0 )  y0 .
Theorem …..
The theorem states that (1) has a unique solution (curve)

on (a, b) that passes through a specified point ( x0 , y 0 ) with
a specified slope y 0 .
In other words, it states that the solution of (1) can

be uniquely determined if we know the value of y and its
derivative y  at a single point x0 in (a, b).
• Throughout this chapter, we shall assume that the

hypothesis of the above theorem are satisfied.
Dr. Anil Kumar 2

Theorem
If yg is the general solution of the reduced equation
y  P( x) y  Q ( x) y  0
and yp is any particular solution of the complete equation,
y  P( x) y  Q ( x) y  R( x)
then yg+ yp is the general solution of nonhomogenous
differential equation.
Remark
 If yg is known, then a formal procedure is available for
finding yp.
 Therefore, now the problem is to find the solution of
the homogeneous equation.
 y(x) = 0 for all x is always a solution for homogeneous
equation which is of no interest.
This solution (zero solution) is called trivial solution.

 Lemma: If y(x) be a solution of y  P( x) y  Q ( x) y  0

satisfying y(x0) = 0 and y’(x0) = 0 for some x0 in (a, b),
then y(x) is identically zero on (a, b).
Dr. Anil Kumar 3

Superposition Principle
Theorem: If y1(x) and y2(x) are any two solutions of the

homogeneous differential equation
y  P( x) y  Q ( x) y  0 (1)
then
c1 y1 ( x)  c2 y2 ( x) (2)
is also a solution for any constants c1 and c2.
Remark
 (2) is called linear combinations of the solutions y1 and

y2.
 Therefore, previous theorem can be stated as follows:
 Any linear combination of two solutions of
homogeneous equation (1) is also a solution of (1).
 For such equations sums and constant multiple of
solutions are again solutions of homogeneous equation.
 The result may not be true for nonhomogeneous and
nonlinear differential equations.
Dr. Anil Kumar 4

Fundamental Theorem
Theorem : Let y1(x) and y2(x) be linearly independent
solutions of the homogeneous differential equation
y  P( x) y  Q ( x) y  0 ()
on the interval [a, b]. Then
c1 y1 ( x )  c 2 y 2 ( x )
is the general solution of (*) on [a, b].
Proof
The proof of the theorem will be given in stages, by means
of several lemmas and auxiliary ideas.
Let y(x) be any solution of (*) on [a, b]. We must show

that constants C1 and C2 can be found so that
y( x)  C1 y1 ( x)  C2 y2 ( x)  x[a, b]
Recall: A solution of (*) over all of [a, b] is completely

determined by its value and value of its derivative at a
single point.
Dr. Anil Kumar 5

Since C1 y1 ( x )  C 2 y2 ( x ) and y(x) are both solutions of (*)
on [a, b], it suffices to show that for some point x 0 in [a, b]
we can find C1 and C2 so that
C1 y1 ( x0 )  C2 y2 ( x0 )  y ( x0 )
and C1 y1 ( x0 )  C 2 y2 ( x0 )  y ( x0 ).
For this system to be solvable for C1 and C2 , the
determinant of the coefficient matrix
y1 (x0 ) y2 ( x0 )
 y1 ( x0 ) y2 ( x0 )  y2 ( x0 ) y1(x0 )
y1(x0 ) y2 ( x0 )
should have a value different from zero.
Let us consider the function
W ( y1, y2 )  y1 y2  y2 y1
known as Wronskian of y1 and y2.
 Now to investigate this function W at the point x0 .
Dr. Anil Kumar 6

Lemma
If y1 and y2 are any two solutions of (*) on [a, b], then their
Wronskian W = W(y1, y2) is either identically zero or never
zero on [a, b].
Proof: We begin by observing that
W   y1 y2  y2 y1
Since y1 and y2 are both solutions of (*), we have

y1  Py1  Q y1  0
and y 2  Py 2  Q y 2  0.
On multiplying the first equation by y2 and the second by

y1 and subtracting the first from the second, we obtain
This image cannot currently be display ed.
Dr. Anil Kumar 7

dW
  PW  0
dx
The general solution of this equation is
W  Ce 
 Pdx
Since the exponential function is never zero, we see that W

is identically zero if C = 0 or never zero if C  0. Hence,
the proof is complete.
Next to show that the Wronskian of two linearly

independent solution of (*) is not identically zero. This will
prove the theorem.
Lemma: If y1 and y2 are any two solutions of (*) on [a, b],

then they are linearly dependent (LD) on this interval if
and only if their Wronskian
W ( y1, y2 )  y1 y2  y2 y1
is identically zero.
Dr. Anil Kumar 8

 Proof: Let us assume that y1 and y2 are LD, and we
will show that W  0 on [a, b].
 If either y1 or y2 is identically zero then

W ( y1 , y2 )  y1 y2  y2 y1  0
this proves the part.

 Let us assume that neither is identically zero, since
they are LD.
These equations enable us to write

 y2  Cy1 for some constant C and hence
y2  Cy1
which proves this half of the lemma, i.e.
W ( y1 , y 2 )  y1 y 2  y 2 y1  y1 ( Cy1 )  (Cy1 ) y1  0
Conversely, let the Wronskian is identically zero on [a, b]
to show that y1 and y2 are LD.
Dr. Anil Kumar 9

• If y1 is identically zero on [a, b], then the functions are
LD. This proves the part.
• Therefore
Let us assume that y1 is not identically zero on [a, b] this
implies by the continuity that y1 does not vanish at all
on some subinterval [c, d ] of [a, b].
• Since the Wronskian is identically zero on [a, b], we

divide it by y 1 2 to get
y1 y2  y2 y1
 0 on [c, d].
y12
 y2 
    0  y2  k y1
 y1 
for some constant k and all x in [c, d].
• Since y2 and ky1 have equal value in [c, d], they have
equal derivatives there as well hence by the theorem
y2  k y1
for all x in [a, b], which concludes the argument.
This complete the proof.
Dr. Anil Kumar 10

Example
1. Consider the differential equation
y '' y ' 12 y  0
and two solutions y1 ( x )  e3 x , y2 ( x)  e 4 x .
y(x) = c1 y1(x)+c2 y2(x) is general solution?
2. Show that y(x) =c1 sin x + c2 cos x is the general

solution of y '' y  0 on any interval and then find the
particular solution for which y(0)=2 and y’(0)=3.
Example: Consider the two functions

f ( x)  x3 ,
g ( x)  x 2 x
On the interval [-1, 1].
a) Show that their Wronskian vanishes identically.

b) Show that f, g are not linearly dependent
c) Do (a) and (b) contradict Lemma 2: If not, why not?
Dr. Anil Kumar 11

In general we have the following results:
Given two functions f(x) and g(x) that are differentiable on

some interval I.
a) If for some x0 in I, W(f, g)(x0)  0 then f(x) and g(x) are

linearly independent on the interval I.
b) If f (x) and g(x) are linearly dependent on I then
W(f, g)(x) = 0 for all x in the interval I.
• It DOES NOT say that if W(f, g)(x) = 0 then f(x) and

g(x) are linearly dependent. In fact it is possible for
two linearly independent functions to have a zero
Wronskian.
The Use of a Known solution
• We know that the general solution of the homogeneous

equation
y '' P  x  y ' Q  x  y  0
can be written if we know two LI solutions of the above

equation.
• Unfortunately there is no general method for doing this.
• However, if we know one solution of the equation, then
the second LI solution can be determined and hence
general solution can be obtained.
Dr. Anil Kumar 12

Use of a Known solution
 Let y1(x) is a nontrivial solution of
y '' P  x  y ' Q  x  y  0
 Take y2(x) = v(x) y1(x).

 Find the unknown function v(x).
 v(x) is given by
1   Pdx
v( x)   e dx
y12
Examples
Find the general solution of the following differential

equation when one of the solution is known
1. y  y  0, y1  sin x
2. (1  x2 ) y  2xy  2 y  0, y1  x
1 sin x
3. x2 y  xy  ( x2  ) y  0, y1 
4 x
Dr. Anil Kumar 13

Homogeneous Equation with Constant
Coefficients
We are now in a position to give a complete discussion of
the homogeneous equation
y '' P  x  y ' Q  x  y  0
in which P(x) and Q(x) are constants p and q.
Let us consider the equation
y '' py ' qy  0 where p, q   (*)

Coefficients
 Recall 1st order ODE y ' ay  0.

 It has a solution e-ax where constant –a in the solution, is the
solution of the equation m + a = 0.
 Since exponential function emx where m is a constant, has the
property that its derivatives are all constant multiples of the
function itself.
 It is reasonable to expect that for some appropriate constant
m, emx will be the solution of (*) as we can see that this work
for 1st order ODE.
Dr. Anil Kumar 14

Coefficients…
 This leads us to consider
y ( x)  e mx
as a possible solution of
y '' py ' qy  0
 (m 2  pm  q )e mx  0
 We have the auxiliary equation

m2 + pm + q = 0
 It is a quadratic equation in m, which has two roots
say, m1 and m2 given by  p  p 2  4q
2
 Hence we have the following three possibilities.

1. m1 and m2 are real and distinct.
2. m1 and m2 are real and equal.
3. m1 and m2 are complex conjugates.
Dr. Anil Kumar 15

Distinct Real Roots
Let the auxiliary equation

m 2  pm  q  0
have distinct real roots, m1 and m2 , that is, p  4q  0.
2
In this case we have the following two LI solutions

y1  em1x and y2  em2 x .
Hence the general solution is
y g  c1e m1 x  c 2 e m2 x .
Example
 Solve the following differential equations:
1. y '' y ' 12 y  0
2. y '' y ' 6 y  0, Case1. y (0)  1, y '(0)  0
Case 2. y (0)  0, y '(0)  1.
3. y '' 2 y '  0
Dr. Anil Kumar 16

Equal Roots
Let the auxiliary equation

m 2  pm  q  0
have equal roots, m1 and m2 , that is, p  4 q  0.
2
In this case we have only one solutions

y1  e m1 x
Hence the general solution can not be obtained directly???
• To find the second LI solution we use the method

discussed in the previous section
Use of a known solution
• We get y2 = x y1 as 2nd LI solution.

• Hence the general solution in this case is given by
y g  (c1  c2 x)e mx
Dr. Anil Kumar 17

Example
 Solve the following differential equations:
1. y '' 2 y ' y  0, y (0)  0, y '(0)  1
Despite an initial increase the function

decays to zero as t →∞
2. y '' 4 y ' 4 y  0, y(0)  0, y '(0)  3.

3. 4 y  20 y  25 y  0
Complex Roots
Let the roots of the auxiliary equation
m 2  pm  q  0
m1 and m2 , are complex conjugate, that is p 2  4q  0.
Let m1  a  ib and m2  a  ib
Hence the general solution in this case can be written as
yg  eax (c1 cos bx  c2 sin bx) Why?
Dr. Anil Kumar 18

Examples
Find the general solution of the following differential

equations
1. y   y  0
2. y '' 2 y ' 3 y  0
3. y   4 y   5 y  0, y (0)  1, y '(0)  0
4. x 2 y   3 xy   10 y  0 x 2 y  pxy  qy  0, p, q are
constants called as Euler's
equidimensional equations.
5.( x  2) 2 y  ( x  2) y  y  0
Nonhomogeneous equation
The Method of Undetermined Coefficients
• Next to find the solution of nonhomogeneous differen-

tial equation
y  P( x) y  Q ( x) y  R( x) (*)
• General solution of this equation is given by
y( x)  yg ( x)  y p ( x).
where yg(x) be the general solution of the associated
homogeneous equation and yp(x) be the particular
solution of nonhomogeneous equation.
Dr. Anil Kumar 19

• Method of undetermined coefficients is a procedure of
finding yp(x) when the above is of the form
y  P( x) y  Q ( x) y  R( x)
where p, q are constants and R(x) is an Exponential, a
Sine or Cosine, a Polynomial, or some combination of
such functions.
• Let us consider different cases and the suitable choice
of yp(x) in these cases.
• Case 1: When the equation is of the form
y  p y  q y  eax ,
The choice of yp(x) is given in the following table :
y p ( x)  Aeax ,
R( x)  eax
provided ‘a’ is not a root of the auxiliary
equation
y p ( x)  Axeax ,
R( x)  eax
provided ‘a’ is a simple root of the

auxiliary equation
R( x)  eax y p ( x)  Ax2 eax ,

provided ‘a’ is a double root of the
auxiliary equation
Dr. Anil Kumar 20

Example
 Solve the following non homogeneous solution
1. y '' 3 y ' 4 y  3e 2 x .
2. y '' y ' 6 y  20e 2 x .
Case 2: When the equation is of the form

y   p y   qy  sin bx
Then yp(x) is given in the following table
y p ( x)  A sin bx  B cos bx
R ( x)  sin b x or cos b x
provided ‘sin bx , cos bx’ are not
the part of yg
y p ( x)  x( A sin bx  B cos bx)

R( x)  sin bx or cos bx
provided ‘sin bx , cos bx’ are part
of yg
where A, B are the undetermined coefficients.

Dr. Anil Kumar 21

Example
 Solve the following non homogeneous solution
1. y '' 4 y  3sin x.
2. y '' y  2sin x.
Case 3: If the equation is of the form

y   p y   qy  a 0  a1 x    a n x n
Then yp(x) is given in the following table
yp  A0  A1 x  An x n
R( x)  a0  a1x   an x n
provided q  0.
yp  x (A0 A1 x  An x n )
R( x)  a0  a1x   an x n
If q=0, p0.
where A0 , A1 , …, An are the undetermined coefficients.
Dr. Anil Kumar 22

Example
 Find the general solutions of the following equations
1. y '' 2 y ' 2 y  x 2 .
2. y ''' y ''  4 x 2 .
The choice of yp(x) is given in the following table :
RHS Choice of yp(x)
R( x)  xeax y p ( x)  ( A x  B)eax
R( x)  eax sin bx y p ( x)  eax ( A sin bx  B cos bx)
R( x)  x sin bx yp (x)  (Ax  B) sin bx(Cx  D) cos bx
R( x)  xeax sin bx yp (x)  ( Ax  B ) e

ax
sin b x  (C x  D) ea x cos b x
Dr. Anil Kumar 23

Example
 Find the general solutions of the following equations
3. y  4 y  12 y  xe4 x .
4. y  2 y ' 2 y  e x sin x.
Principle of Superposition
If y1(x) and y2(x) are solutions of

y   P ( x ) y   Q ( x) y  R1 ( x )
and
y   P ( x ) y   Q ( x) y  R2 ( x )
Then y(x) = y1(x)+ y2(x) is a solution of
y  P ( x) y  Q( x) y  R1 ( x)  R2 ( x ).
Dr. Anil Kumar 24

Example:
x x
(i ) 4 y   16 y   17 y  e 2 x sin    6 x cos   .
2 2
x x
(ii ) 4 y   y  e 2 x sin    6 x cos   .
2 2
(i ) y  xe
p
2 x
    
A sin
2
x
 B cos
2
x
  Cx  D  cos 
x
2
 ( Ex  F ) sin 
x
2
.
(ii ) y  e
p
2 x
    
A sin
x
2
 B cos
x
2
 x  Cx  D cos 
x
2
 x( Ex  F ) sin  x
The Method of Variation of Parameters

 Recall the nonhomogeneous equation
y  P ( x ) y   Q ( x ) y  R ( x ) (1)
 The Method of undetermined coefficient can not be
applied here to find the particular solution unless P(x)
and Q(x) are constants.
 The Method of Variation of Parameters is a more general

method of finding the particular solution of the above
equation.
Dr. Anil Kumar 25

Let
yg ( x)  C1 y1  C2 y2 (2)
be the general solution of the associated homogeneous
equation:
y  P ( x) y   Q ( x ) y  0 (3)
To find the general solution of (1), we need to find a

particular solution yp (x) of (1), from the observation we
will take yp to be a solution which is not a part of (2), so we
take
y p ( x)  v1 ( x) y1  v2 ( x) y2 (Why?)

To find v1 and v2, we need to equations such that
1. yp (x) is a solution of (1).

2. Find 2nd condition s.t. it does not violate first one.
In order to do that we find

yp  v1 y1  v2 y2  v1y1  v2 y2
• Another differentiation will introduce 2nd derivative of the
unknowns v1 and v2.
• To avoid this complication, choose v1 and v2 such that
v1y1  v2 y2  0 (*)
Dr. Anil Kumar 26

 yp  v1 y1  v2 y2

We will find
yp  v1 y1  v2 y2  v1 y1  v2 y2
substituting theses in the governing equation (1) we get
one more condition involving v1 and v2
v1 y1  v2 y2  R( x) (**)

Now we have the following linear system in v1 and v2
v1 y1  v2 y2  0
v1 y1  v 2 y 2  R ( x )
This system has a unique solution (why?) given by
- y2 R ( x) - y2 R ( x)
v1  
y1 y 2 - y 2 y1 W ( y1 , y 2 )
y1 R ( x ) y1 R ( x )
v 2  
y1 y 2  y 2 y1 W ( y1 , y 2 )
Here W ( y1 , y2 )  0 (why?)
Dr. Anil Kumar 27

To find v1 and v2 we integrate these two formulas to get
 y2 R ( x ) y1 R ( x )
v1   W ( y1 , y 2 ) dx v2   W ( y1 , y 2 ) dx
Hence
y p  v1 y1  v 2 y 2
where v1 and v2 are given by the above formulas.

Examples: The Method of Variation of

Parameters
Find a particular solution of the following equations
(1) y   y  csc x ,
(2) x 2 y   2 xy   2 y  xe  x .
Dr. Anil Kumar 28

Higher Order Linear Equations
 Most of the ideas and methods described in the previous
sections are easily extended to the nth order linear equations
with constant coefficients.
 Consider the nth order homogeneous linear DE with
constant coefficient
y n  a1 y n1  an1 y  an y  f ( x) (1)

 The general solution of this equation will be given by
y( x)  yg ( x)  y p ( x).

where yg is the general solution of the associated
homogeneous equation
y n  a1 y n1    an1 y  an y  0 (2)
and yp is a particular solution of the original equation.
• Here, we will extends the ideas of previous section to
find general solution of (2).
• The auxiliary equation for (2) will be of the form
m n  a1m n 1    an 1m  an  0 (3)
which is polynomial of degree n.
Dr. Anil Kumar 29

Let m1 , m2 ,..., mn be the roots of auxiliary equation (3).
Case 1. If m1 , m 2 , ..., m n are real and distinct, then n

solutions of (2) are y1  e , y2  e ,..., yn  e
mx m x m x
1
L.I.
2 n
and corresponding general solution of (2) is

y g  C1e m1 x  C 2 e m2 x    C n e mn x
Example:
1. y ''' 2 y '' y ' 2 y  0, 2. y ''' 3 y '' 10 y '  0.

Case 2. Say m1  m2  ...  mr  m (repeated root)
and mr 1 , mr  2 , ..., mn is real and distinct.
 Then the general solution of (2) is given by

y g ( x )  (c1  c2 x  ...  cr x r 1 )e mx
 cr 1e mr 1 x  cr  2 e mr 2 x  ...  cn e mn x
 Example:
1. y (4)  3 y (3)  3 y (2)  y '  0,
2. y (5)  3 y (4)  3 y (3)  y (2)  0, 3. y (4)  8 y (2)  16 y  0.
Dr. Anil Kumar 30

Case 3. Simple complex root.

Let m1 = a+ib and m2 = a-ib (with b ≠ 0), and
m3 , m4 ,..., mn be real and distinct roots of (3).
Then general solution of the differential equation is
y g ( x)  eax (c1 cos bx  c2 sin bx)  c3e m3 x  ...  cn e mn x .
Let m1 = a+ib and m2 = a-ib (with b ≠ 0) be complex roots
of (3), which is repeated k times, then is a part of the
general solution.
( A1  A2 x    Ak xk 1 ) cos bx  ( B1  B2 x    Bk x k 1 )sin bx  eax

Examples: Find the general solution of the following
equations
1. y ''' y ' 10 y  0
2. y ( 4 )  4 y  0
3. y (3 )  27 y  0
4. y ( 4 )  2 y (3)  3 y   2 y ' y  0
5. y ( 4 )  2 y (3 )  2 y   2 y ' y  0
Dr. Anil Kumar 31

Operator Methods for finding particular
solutions
Let us consider the nth order differential equation
y n  a1 y n1  an1 y  an y  f ( x) (1)
Let us represent derivative by power of D, so that
dy 2 d2 y dn y
Dy  , D y  2 ,........, D y  n
n
dx dx dx
Then (1) can be written as

Operator Method…
D n
y  a1 D n 1 y    a n 1 Dy  a n y  f ( x ) 
D n
 a1 D n 1    an 1 D  an y  f ( x)
 P ( D ) y  f ( x)
where P(D) is simply the auxiliary polynomial p(m) with

m replaced by D.
Dr. Anil Kumar 32

Operator Method…
 The successive application of two or more such operators

can be made by first multiplying the operator together by
the usual rules of algebra and then applying the product
operators
P ( D )  ( D  r1 ) ( D  r2 )  ( D  rn )
where r1 , r 2  r n are roots of the auxiliary equations.
 These factors can then be applied successively in any
order to yield the same result as a single application of
P(D).
( D  r1 )( D  r2 ) y  ( D 2  (r1  r2 ) D  r1r2 ) y
Operator Method…
Our purpose now is to learn how to treat P(D) as a

separate entity, and in doing this to develop the method of
solving
P(D) y  f ( x)
Solve it for y 1
y f ( x)
P ( D)
where 1/P(D) represents an operation to be performed on
f(x) to yield y.
Dr. Anil Kumar 33

Operator Method…
Question: What is the nature of the operator 1/P(D)?
Let us start with simple equation

1
D y  f ( x)  y  f ( x)
D
but
dy
Dy  f ( x ) 
dx
 f ( x)  y 
 f ( x)dx
Operator Method…
 We make the following definitions

1
f ( x)   f ( x)dx
D
the operator 1/D applied to a function means integrate
the function.
1
 Similarly, f ( x) means integrate the function twice
D2
in succession and so on.
1 1
 , , ... known as the inverse operators.
D D2
Dr. Anil Kumar 34

Operator Method…
• Consider the differential equation
( D  r ) y  f ( x) (*)
where r is a constant.
1
• Formally, we have y  f ( x ).
Dr
dy
(*) is a first order linear equation  ry  f ( x ),
dx
whose solution is given by
y  e rx  e  rx f ( x ) dx
Operator Method…
It is therefore natural to make the definition
1
f ( x )  e rx  e  rx f ( x ) dx
Dr
In general
1 1
y f ( x)  f ( x)
P( D) ( D  r1 )( D  r2 )  ( D  rn )
1 1 1
  f ( x)
( D  r1 ) ( D  r2 ) ( D  rn )
applying the n inverse operators in succession, in any

convenient order.
Dr. Anil Kumar 35

Methods of Successive Integration
Method 1.
1 1
y f ( x)  f ( x)
P( D) ( D  r1 )( D  r2 )  ( D  rn )
1 1 1
  f ( x)
( D  r1 ) ( D  r2 ) ( D  rn )
applying the n inverse operators in succession, in any

convenient order.
Example: Find a particular solution of
(1) y  3 y   2 y  x e x , (2) y '' y  e  x .

Partial Fractions Decompositions

Method 2. The method of successive integrations is
complicated and time-consuming.
• If P(D) have distinct factors, we can write
1 1
y f ( x)  f ( x)
P(D) ( D  r1 )( D  r2 )  ( D  rn )
 A1 A2 An 
    f ( x)
 ( D  r1 ) ( D  r2 ) ( D  r )
n 
for suitable constants A1, A2,…, An.

Example:
(1) y  3 y   2 y  x e x , (2) y '' y  e  x .
Dr. Anil Kumar 36

Partial Fractions Decompositions
If some of the fractions of P(D) are repeated, then the

form of the partial fractions decomposition will be
different.
For example: if (D - r1) is a k - fold repeated factor, then
the decomposition will be
A1 A2 Ak
  ... 
( D  r1 ) ( D  r1 ) 2
( D  r1 ) k
Series Expansions of Operators
For problem in which f(x) is a polynomial, this method is

useful. We expand the inverse operator 1/P(D) in a power
series in D, so that
1
y f ( x )  (1  b1 D  b2 D 2  ...) f ( x)
P( D)
• Reason for this is that high derivatives of polynomials
disappear, because Dk xn = 0, k > n.
Dr. Anil Kumar 37

Series Expansions of Operators
Example: Find a particular solution of the equation
1. 4 y '' y  x 4
2. y  y  y  x3  3 x 2  1
3. y ''' y ''  9 x 2  2 x  1
The Exponential Shift Rule

• Note that exponential function behave in a special way
under differentiation.
• This fact enables us to simplify our work whenever f(x)
contains a factor of the form ekx.
• If f(x) is of the form ekx g(x), then
( D  r ) f ( x)  ( D  r )e kx g ( x)
 e kx ( D  k  r ) g ( x)
• By applying this formula to the successive factors (D-r1),
(D-r2),…, (D-rn), we see that for operator P(D),
P( D)ekx g ( x)  ekx P( D  k ) g ( x) (1)
Dr. Anil Kumar 38

• This says that we can move the factor ekx to the left of
the operator P(D) if we replace D by D + k in the
operator.
• The same property is valid for the inverse operator
1/P(D), that is
1 1
e kx g ( x )  e kx g ( x) (2)
P( D) P(D  k )
• Properties (1) and (2) are called the exponential shift
rule.

 Example: Find a particular solution of the equation
1. y ''' 3 y ' 2 y  xe x
2. y '' y  x 2 e2 x
3. y '' 2 y ' 3 y  6e5 x
4e x
4. y '' 2 y ' y  2
x
5. y '' y ' 2 y  sinh x
6. y '' y ' y  e 2 x cos x
Dr. Anil Kumar 39

3-2nd Order Differential Equations PDF

Enviado por

Dados do documento

Título original

Direitos autorais

Formatos disponíveis

Compartilhar este documento

Compartilhar ou incorporar documento

Opções de compartilhamento

Você considera este documento útil?

Este conteúdo é inapropriado?

Direitos autorais:

Formatos disponíveis

3-2nd Order Differential Equations PDF

Enviado por

Direitos autorais:

Formatos disponíveis

MATH F211

Second Order Linear Differential

 A second order ordinary differential equation has the

Dr. Anil Kumar 1

Theorem: Let P(x), Q(x) and R(x) be continuous functions

y( x0 )  y0 and y( x0 )  y0 .

3 Dr. Anil Kumar, Dept. of Mathematics

The theorem states that (1) has a unique solution (curve)

In other words, it states that the solution of (1) can

• Throughout this chapter, we shall assume that the

Dr. Anil Kumar 2

If yg is the general solution of the reduced equation

5 Dr. Anil Kumar, Dept. of Mathematics

 Lemma: If y(x) be a solution of y  P( x) y  Q ( x) y  0

6 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 3

Theorem: If y1(x) and y2(x) are any two solutions of the

7 Dr. Anil Kumar, Dept. of Mathematics

 (2) is called linear combinations of the solutions y1 and

8 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 4

on the interval [a, b]. Then

9 Dr. Anil Kumar, Dept. of Mathematics

Let y(x) be any solution of (*) on [a, b]. We must show

Recall: A solution of (*) over all of [a, b] is completely

Dr. Anil Kumar 5

Let us consider the function

W ( y1, y2 )  y1 y2  y2 y1

known as Wronskian of y1 and y2.

 Now to investigate this function W at the point x0 .

12 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 6

13 Dr. Anil Kumar, Dept. of Mathematics

Proof: We begin by observing that

Since y1 and y2 are both solutions of (*), we have

On multiplying the first equation by y2 and the second by

14 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 7

Since the exponential function is never zero, we see that W

15 Dr. Anil Kumar, Dept. of Mathematics

Next to show that the Wronskian of two linearly

Lemma: If y1 and y2 are any two solutions of (*) on [a, b],

16 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 8

 If either y1 or y2 is identically zero then

this proves the part.

17 Dr. Anil Kumar, Dept. of Mathematics

These equations enable us to write

18 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 9

• Since the Wronskian is identically zero on [a, b], we

19 Dr. Anil Kumar, Dept. of Mathematics

This complete the proof.

20 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 10

2. Show that y(x) =c1 sin x + c2 cos x is the general

21 Dr. Anil Kumar, Dept. of Mathematics

Example: Consider the two functions

a) Show that their Wronskian vanishes identically.

22 Dr. Anil Kumar, Dept. of Mathematics

Dr. Anil Kumar 11

Given two functions f(x) and g(x) that are differentiable on

a) If for some x0 in I, W(f, g)(x0)  0 then f(x) and g(x) are