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Recall, Chapter 1, a linear differential equation of 1st-order can be written in the form:
a1 ( x) y a0 ( x) y f ( x)
For instance, the 2nd order differntial equation above is homogeneous, but the 1st- and 4th-
orders above are both nonhomogeneous.
1
Contents of Chapter 2:
Section 2.1: Homogeneous Linear DE of 2nd-order
Section 2.3: The Complex Case for the Second-Order Homogeneous Differential
Equations With Real Constant Coefficients
2
Section 2.1: Homogeneous Linear DE of 2nd-order
The standard form for homogeneous linear DE of 2nd-order is
y p( x) y q( x) y 0 (1)
Note also that 2e x , 4e x & 2e x 4e x are all homogeneous solutions to the DE in (2).
Actually, for any arbitrary constants c1 & c2 , the linear combination c1e x c2 e x of e x
and e x is a homogeneous soluion to the DE in (2).
This is not true for non linear or non homogeneous as in the following examples.
3
Example 2: Both y1 1 cos x and y2 1 sin x are solutions to the linear nonhomogeneous
DE: y y 1 . But, 2 y1 and y1 y 2 are not solutions.
Basis Solution:
Definition Two functions f & g are said to be linearly independent on a set S if
c1 f ( x) c2 g ( x) 0 is satisfied (for all x in S) only if c1 c2 0 . Otherwise, f & g are
linearly dependent.
For example, if f ( x) 0 then f & g are linearly dependent for any function g and all x in
domain g since choosing c1 0 & c2 0 , we obtain c1. f ( x) 0.g ( x) c1 (0) 0 0 .
4
On the other hand, f ( x) cos x and g ( x) sin x are linearly independent on any set since if
c2
c1 0 then c1. cos x c2 . sin x 0 implies that cos x . sin x , i.e., cos x is a constant
c1
multiple of sin x , which is not true.
So, two functions f & g are linearly dependent on a set S if one of them is a constant
multiple of the other one.
Example 5: The set {e x , e x }is a basis solution to the DE y y 0 since each of e x & e x is
ex
a solution and e x & e x are linearly independet ( x
e 2 x c for any constant c).
e
Example 6: Since cos x & sin x are linearly independet and since each of them is a
solution to the DE y y 0 , then {cos x, sin x} is a basis solution to the given DE.
Remark: A basis solution of a homogeneous differential eqn is not unique. For if the set
{y1 , y2} of solutions of the DE y p( x) y q( x) y 0 is a basis of the DE then {k1 y1 , k 2 y2}
is also a basis solution to the DE for any nonzero constants k1 & k 2 .
5
v
( p( x) 2 y1 / y1 )
v
Integrating both sides with respect ot x, we obtain:
ln v p( x)dx 2 ln y1
1
u v 2
e p ( x ) dx
y1
1 1
Hence u 2
e p ( x ) dx dx and y 2 uy1 y1 2
e p ( x ) dx dx .
y1 y1
y2 1
Since 2 e p ( x ) dx dx constant. , then {y1 , y 2} is a basis solution and so the general
y1 y1
solution is then y g c1 y1 c2 y2 .
Problems:
(6) Solve xy 2 y xy 0 , y1 sin x / x
Answer: y2 uy1 cos x / x yh (c1 sin x c2 cos x) / x
(4) Solve 2 xy 3 y
Hint: Substiute z y , then z y and the eqution then becomes: 2 xz 3 z
Answer: y c1 x 5 / 2 c2
(5) Solve yy 2( y ) 2
dy dy dz
Hint: Substiute z y , then y z and the eqution then becomes:
dy dx dy
dz
yz 2z 2
dy
1
Answer: y
c1 x c2
6
Section 2.2: Second-Order Homogeneous Differential Equations With Real
Constant Coefficients
Idea of Solution:
Recall a first-order linear homogeneous DE
y ky 0
kx
has the exponential solution y e , where k is constant.
So, to find the solution of (1), let’s try y e rx , where r is constant to be determined.
Substituting y e rx into (1), we get the auxiliary (or characteristic) quadratic equation
ar 2 br c 0 (2)
The roots of this quadratic equation are:
1 2 1 2
r1 b b 4ac & r2 b b 4ac
2a 2a
And we have two solutions
y1 e r1x and y 2 e r2 x (3)
From these two solutions, we obtain a basis solution and hence the general solution y g .
Types of Solutions:
There are three types of solutions depending on status of the the roots r1 & r2 . We have
three cases of the roots:
(i) Case 1: r1 & r2 are real and distinct
(ii) Case 2: r1 r2 and real
(iii) Case 3: r1 & r2 are complex and distinct
So, in this case, the basis is {e r1 x , e r2 x } and the general soultion is y g c1e r1x c2 e r2 x .
7
Example 1: Solve the IVP: y 4 y 3 y 0, y(0) 1, y(0) 1 .
Solution: Let y e rx . Then we hav r 2 4r 3 0
The roots are r1 3 1 r2 which are real, hence y g c1e 3 x c2 e x
Substituting y(0) 1, y(0) 1 , we obtain 1 c1 c2 & 1 3c1 c2
And the values of c1 & c2 are c1 0 & c2 1 , so the solution is y e x
8
Section 2.3: The Complex Case for the Second-Order Homogeneous Differential
Equations With Real Constant Coefficients
the basis is {e x cos x, e x sin x} and the general soultion is
yg e
x (c cos x c sin x)
1 2
Example 3: Solve the IVP: y 2 y 5 y 0, y(0) 1, y(0) 1 .
Solution: Let y e rx . Then we hav r 2 2r 5 0
The roots are r1 1 2i & r2 1 2i . So, 1 and 2 , then
y e x (c cos 2 x c sin 2 x)
g 1 2
Substituting y(0) 1, y (0) 1 , we obtain 1 c1 & 1 c1 2c2 . Hence, c1 1 c2 , so the
solution is y e x (cos 2 x sin 2 x) .
9
Section 2.7 Existence and Uniqueness Theorem, Wronskain
In this section, we give a general theory for the homogeneous linear 2nd-order differential
equation of the form
y a1 ( x) y a0 ( x) y 0 (1)
where a0 ( x) & a1 ( x) are continuous functions on a given open interval I.
Consider solving the initial-value prorblem:
y a1 ( x) y a0 ( x) y 0, y(0) y0 & y (0) y1 (2)
11
Theorem 3: (Existence of a General Solution)
If a0 ( x) & a1 ( x) are continuous functions on some open interval I, then the differential
equation y a1 ( x) y a0 ( x) y 0 has a general solution on I.
11
Section 2.13 Higher-Order Linear Differential Equations
In this section, the concepts and definitions introduced to the linear differential equations of
order 2 in Sections (2.1 & 2.7) are generalized to the Linear Differential Equations of
higher-orders (n > 2):
y ( n) an1 ( x) y ( n1) ... a1 ( x) y a0 ( x) y f ( x) (1)
If f ( x) 0 , we obtain the homogeneous differential equation in (2). Otherwise, it is
nonhomogeneous.
y ( n) an1 ( x) y ( n1) ... a1 ( x) y a0 ( x) y 0 (2)
A homogeneous solution y h of (2) on an interval a x b , is a function y h(x) , defined
and continuous on the interval I (a, b) , that satisfies eqn (2) above for all x I .
12
Example 2: The functions y1 ( x) x, y2 ( x) 2 x & y3 ( x) x 2 are linearly dependent since
1
y1 ( x) y2 ( x) 0. y3 ( x)
2
A general solution of (2), denoted y g , on an open interval I is any solution of the form
y g c1 y1 c2 y 2 ... cn yn (4)
where { y1 , y2 , ..., yn } is a basis (fundamental system) of solutions of (2) and c1 , c2 ,..., cn1 & cn
are any arbitrary constants. This y g is also called homogeneous solution y h .
If c1 , c2 ,..., cn1 & cn in (4) are specified values, the solution is then called a particular
solution y p .
Example 4: The functions x, x 2 & x 3 in Example 3 above are linearly independent solutions
to the 3rd-order linear and homogeneous differential equation x3 y 3x 2 y 6 xy 6 y 0 on
any interval does not contain 0.
So, a general solution to the above equation is y g c1 x c2 x 2 c3 x3 and (for example)
y p 3x 2 x 2 5 x 3 is a particular solution to the DE in Example 4 above.
13
Theorem 2: (Existence and Uniqueness Theorem)
If a0 ( x) , ..., an1 ( x) are continuous functions on some open interval I and if x0 I , then the
initial-value problem (5) has a unique solution y(x) on the interval I.
14
x x 2 x3
Example 6: W ( x, x 2 , x 3 ) det 1 2 x 3x 2 2 x 3
0 2 6 x
By Example 5, the functions x, x 2 & x 3 are solutions to the 3rd-order linear and homogeneous
differential equation x3 y 3x 2 y 6 xy 6 y 0 on any interval not containing 0.
Since, W 2 x3 0 for any x 0, then the solution set {x, x 2 , x 3} is liearly independent on
I (0, ) and hence a basis of solutions of the equation above.
e x e x xe x
Example 7: Since W (e x , e x , xe x ) det e x e x ( x 1)e x 4e x 0
x x x
e e ( x 2)e
And since e x , e x & xe x are solutions to y y y y 0 for all x, then by Theorem above,
{e x , e x , xe x } is a basis of solutions to the equation.
15
Section 2.14: Higehr-Order Linear Homogeneous Differential Equations
With Constant Coefficients
In this section, we discuss the solution to the Higehr-Order Homogeneous Differential
Equations with real constant coefficients y (n) an1 y (n1) ... a1 y a0 y 0 (1)
Since the coeffecients of (1) are all consatnts, and hence contintuous on R, then,
by Theorem 4 of Section 2.13, a general solution always exists on all of R.
To find the solution of (1), we imitate the method of in Sections 2.2 (the 2nd-order
homogeneous equation with constant coefficients). So, we assume an exponential
solution y e rx , and we substitue it in eq. (1) we obtain the auxiliary equation:
rn an1r n1 ... a1r a0 0 (2)
Let r1 , ..., rn be the n roots of (2). Then we obtain the solutions y1 e , ..., yn e r1x rn x
To find a basis of solutions, we look for n linearly independent solutions of the form y e rx
Remark:
Before discussing the cases of the roots, we need the following Vandermond Determinant
of order n
1 1 ....... 1
r1 r2 rn
V det . (1) n ( n 1) / 2
(ri r j )
1i j n
.
n 1
r1 r2 n 1 rn n 1
:
0, if ri r j , for some i j
nonzero, if all ri are distinct
16
Case 1: Distinct Real Roots ri r j R, i j
In this case, the n solutions are y1 e r1x , ..., yn e rn x . Using Vandermond determinnat, the
Wronskian of these solutions is nonzero:
e r1 x e r2 x ....... e rn x
rx
r1e 1 r2 e r2 x rn e rn x
W (e r1 x ,..., e rn x ) det .
.
n 1 r x n 1 r x n 1 r x
r1 e 1 r2 e 2 rn e n
1 1 ....... 1
r1 r2 rn
e( r1 r2 ... rn ) x det .
.
n 1 n 1 n 1
r1 r2 rn
e( r1 r2 ... rn ) x (1) n ( n 1) / 2 (ri rj )
1 i j n
0
So the solutions above form a basis and a general solution in this case is y g c1e r1x ... cn e rn x
for all real x.
Theorem 1: (Basis)
n solutions y1 e r1x , ..., yn e rn x of (1) form a basis of solutions of (1) iff all the n roots
r1 , ..., rn of (2) are distinct.
17
Remark To look for the roots, we use the following helpful steps:
1, 2
- By rational zero test, the rational zeros are obtained from the set { } where 1 &
1
2 are the divisors of 2 (the constatnt term) and 1 is the divisor of 1 (the leading
coefficient)
- By Descarte’s rule of sign, there are 2 or no positive real roots and exactly one
negative root.
- Use synthetic division by the possible rational zeros to obtain the roots.
Example 2: Solve the IVP: y y 100 y 100 y 0, y(0) 4, y(0) 11 & y(0) 299
Solution: y e rx The auxiliary equation is r 3 r 2 100r 100 0
-The rational zeros are divisors of 100.
- There are 3 or 1 positive root
- There are no negative roots
11 1 100 100
- By synthetic division by 1, we obtain a quadratic quation: 1 0 100
1 0 100 0
So, r1 1 is a real root. The other two roots are the roots of the quadratic equation
r 2 100 0 which are the complex conjugate roots r2, 3 10i
So, the general solution is y g c1e x c2 cos10 x c3 sin10 x
We now substitute the initial values
y (0) 4 c1 c2
y(0) 11 c1 10c2
y(0) 299 c1 100c2
Solving for the constants c1 , c2 & c3 we obtain y g e 3 cos10 x sin10 x
x
18
Case 3 Some Repeated Real Roots r1 r2 .... rm
If a real root r1 is repeated m-times ( r1 is a root of multiplicity m), say r1 r2 .... rm ,
then (as a generalization of the 2nd-order in this case) we obtain m independent solutions
as follow: y1 e r1x , y2 xe r1x , ..., ym x m1e r1x
v iv
Example 3: Solve the DE: y 3 y 3 y y 0
Solution: The auxiliary equation is r 5 3r 4 3r 3 r 2 0
The roots are: 0, 0, 1,1 ,1 and the general solution is y (c0 c1x) (d0 d1x d 2 x 2 )e x
If a complex root, say r i and hence its conjugate r i are repeated, say
r1 r2 .... rm and r1 r2 .... rm then indepndent solutions are obtained by multiplying
the solutios ex cos x and ex sin x by x for each time the roots are repeated, so we
ex cos x, xe x cos x, ..., x m1ex cos x
obtain the solutions
ex sin x, xe x sin x, ..., x m1ex sin x,
19
Section 2.6: Cauchy-Euler Equations
Consider the 2nd – order Cauchy-Euler DE: ax 2 y bxy cy 0 (1)
where a , b and c are real constants. Writing this equation in standard form, we obtain
c
y b y 2 y 0
ax ax (2)
By Theorem 4 of Section 2.13, since the coeffecients of (2) are all contintuous on R /{0} ,
then a general solution always exists on any interval not containing 0.
So, a solution of (2)( hence of (1)), exists on (0, ) or ( ,0) .
Idea of Solution:
We look for a function f such that xf & x 2 f are both constant multiples of f. For
instance, f ( x) x r satifies xf rf & x 2 f r (r 1) f .
So we assume the solution of the form y x r where r is a constant to be determined.
Substituting y x r into (1), we get the characteristic (auxiliary) quadratic equation
ar (r 1) br c 0 (3)
Or ar (b a)r c 0
2
(4)
The roots r1 &r2 of this quadratic equation are:
r
1
1 2a
(b a) (b a) 2 4ac and r
1
2 2a
(b a) (b a) 2 4ac
And we have two solutions y1 x r1 and y2 x 2
r
(5)
From these two solutions, we obtain a basis solution and hence the general solution y g .
Types of Solutions:
There are three types of solutions depending on the the roots r1 & r2 . We have three cases
of the roots:
Case 1: r1 & r2 are distinct and real
Case 2: r1 r2 and real
Case 3: r1 & r2 are distinct but complex conjugates.
Note that if r1 & r2 are distinct, then the two solutions: y1 x r1 and y 2 x r2 are
y2
independent since x r2 r1 consatnt (
y1
x r1 x r2
(The Wronskian is W (r2 r1 ) x r1 r2 1 0 (all x 0 )).
r1 1 r2 1
r1 x r2 x
21
Case 1: Distinct Real Roots r1 r2 R
In this case, the two solutions y1 x r1 and y 2 x r2 are independent (by the Wronskian) and
hence the general solution is y g c1 x r1 c2 x r2
21
( xi x i ) cos( ln x) and ( x i x i ) sin( ln x)
1 1
Then: 2 2i
So, y1 x cos( ln x) and y2 x sin( ln x) are two real and linearly independent
solutions of (1) when the roots are complex conjugates ( y1 / y2 cot( ln x) cons tan t )
Hence, the general soultion is y g x (c1 cos( ln x) c2 sin( ln x))
Example 3: Solve x 2 y 7 xy 13 y 0
Solution: Let y x r . Then we hav r 2 6r 13 0
The roots are r1 3 2i & r2 3 2i , so, 3 and 2 and
y g x 3 (c1 cos(2 ln x) c2 sin(2 ln x))
22
Section 2.8 NonHomogeneous Equations
In this section, we give a general theory for the non homogeneous linear 2nd-order
differential equation of the form
y a1 ( x) y a0 ( x) y f ( x) (1)
where a0 ( x) & a1 ( x) are continuous functions on a given open interval I.
Consider also the homogeneous linear 2nd-order differential equation of the form:
y a1 ( x) y a0 ( x) y 0 (2)
Proof: Define L[ y] y a1 ( x) y a0 ( x) y .
Note that L[ y] is a linear operator, i.e., L[c1 y1 c2 y2 ] c1L[ y1 ] c2 L[ y2 ]
a- If y1 & y2 are solutions of (1), then L[ y1 ] L[ y2 ] f ( x)
Hence, L[ y1 y2 ] L[ y1] L[ y2 ] f ( x) f ( x) 0 , so y1 y 2 is a solution of (2) on I also.
23
How to Solve (1) or IVP for (1)?
We find the homogeneous solution yh of equation (2) and find the particular solution y p
of (1).
Step 3: So, the general solution is then y g e 2 x (c1 cos x c2 sin x) (4 / 17)e 2 x .
24
Section 2.9 Undetermined Coefficients Solution Method
In this section, we solve the nonhomogeneous eqn
y a1 ( x) y a0 ( x) y f ( x) (1)
by the Undetermined Coefficients Solution Method. This method requires eqn (1) to have
two properties:
2- The function f (x) is a linear combination of x r , e ax , sin bx, cos bx, sinh bx and / or cosh bx .
Steps of Solution
Step 1: As in Sec 2.2 & 2.3 find the homogeneous solution yh c1 y1 ( x) c2 y2 ( x) of
a 2 y a1 y a0 y 0 (3)
Step 2: Find the particular solution y p of (2) according to the following rules:
f (x) Assumed y p *
kxn An x n An1 x n1 ... A0
kerx Ae rx
k cos bx or k sin bx A cos bx B sin bx
kerx x n ( An x n ... A0 )e rx
kerx cos bx or kerx sin bx ( A cos bx B sin bx)e rx
kxn cos bx or kxn sin bx ( An x n ... A0 ) cos bx ( Bn x n ... B0 ) sin bx
kxn e rx cos bx or kxn e rx sin bx e rx ( An x n ... A0 ) cos bx e rx ( Bn x n ... B0 ) sin bx
25
If the assumed y p * or any of its derivatives is already a homogeneous solution of (3) then
multiply y p * by x, x 2 , ..., x r where r is the least positive integer such that x r y p * is not a
homogeneous solution. The particular is then y p x r y p * .
(c) Sum Rule (Superposition)
If f ( x) f1 ( x) f 2 ( x) ... f m ( x) , then for each f k (x) , we assume a particular solution y pk
( modified if needed) and the particular solution will be the superposition y p y p1 ... y pm
26
Axe x is a homogeneous solution, so multiply by x again and this time
y p x 2 y p Ax 2e x is not a homogeneous solution.
To find A, substitute y p in the nonhomogeneous eqn we obtain
y p Ax 2 e x y p Ax 2 e x
y p A( x 2 2 x)e x 2 y p A(2 x 2 4 x)e x
y p A( x 2 4 x 2)e x y p A( x 2 4 x 2)e x
We add and obtain: 2 A 6 A 3 , so, y g (c1 c2 x 3x 2 )e x
27
Section 2.15 (a) Undetermined Coefficients Solution Method for Higher Order DEs
We now apply Undetermined Coefficients Solution Method to Higher Order
nonhomogeneous differential equations with the same properties on the coefficients and
f(x).
an y ( n) an1 y ( n1) ... a0 y f ( x) (4)
r ax
where f (x) is a linear combination of x , e , sin bx, cos bx, sinh bx and / or cosh bx
Example 1: Without evaluating the undetermined coefficients, write the general solution of:
y iv 4 y 5 y 8x 3 7e 2 x 2e 2 x sin x
Solution:
Step 1: Soving y iv 4 y 5 y 0 , we obtain yh (c0 c1 x) e 2 x (c2 cos x c3 sin x)
Step 2: To find the form of y p , we find the particular solution for each f k (x) .
Example 2: Suppose the homogeneous solution and f (x) of (2) are given, write the
general sloution in each of the following cases:
(i) yh (c1 c2 x) cos 2 x (c3 c4 x) sin 2 x c5e 2 x and f ( x) cos 2 x 10e 2 x sin 2 x e 2 x
Then: y p ( A cos 2 x B sin 2 x) e 2 x (C cos 2 x D sin 2 x) Ee 2 x
Modification is needed for the first and third terms of y p
The modified y p is then
y p x 2 ( A cos 2 x B sin 2 x) e 2 x (C cos 2 x D sin 2 x) Exe 2 x
28
(ii) yh ( Ax B) (C cos x D sin x) ( Ex 2 Fx G)e 2 x He x
and f ( x) cos x 2 x 3 x 2 e 2 x 5e x
Then: y p ( A cos x B sin x) (Cx 3 Dx 2 Ex F ) e 2 x (Gx 2 Hx I ) Je 2 x
Modification is needed for all the terms
The modified y p is then
y p x( A cos x B sin x) x 2 (Cx 3 Dx 2 Ex F ) x 3e 2 x (Gx 2 Hx I ) Jxe 2 x
29
Section 2.10 Solution by Variation of Parameters Methods
Remark(1): This way of finding y p resembles the method of finding a 2nd - order
linearly independent solution y2 uy1 from a given one y1 .
Computation of u1 & u 2 :
y p u1 y1 u2 y2 yp u1 y1 u2 y2 (u1 y1 u2 y2 )
In order not to obtain 2nd - order differential equation in the new variables u1 & u 2 , we
require u1 y1 u 2 y 2 0 (4)
Then yp u1 y1 u2 y2 u1 y1 u2 y2
Substituting y p , y p & y p in equation (1) as a particular solution and simplifying we obtain:
y p a1 ( x) y p a0 ( x) y p u1 ( y1 a1 ( x) y1 a0 ( x) y1 )
(5)
u 2 ( y 2 a1 ( x) y 2 a0 ( x) y 2 ) (u1 y1 u 2 y 2 ) f ( x)
Since y1 & y2 are homogeneous solution satisfying (2), then (5) simplifies to
31
u1 y1 u2 y2 f ( x) (6)
We now have two equations relating u1 & u 2 , namely (4) and (6):
u1 y1 u2 y2 0
u1 y1 u 2 y2 f ( x)
W1 W 0 y2 y 0
u1 & u 2 2 , where W1 f ( x) y 2 , W2 1 f ( x) y1
W W f ( x) y 2 y1 f ( x)
y1 y2
and W The wronkain of y1 & y 2 .
y1 y 2
Integrating both u1 & u 2 and substituting u1 & u2 in (3), we obtain y p y1 u1dx y2 u2dx
31
Section 2.15(b) Solution of Nonhomogeneous Higher Order Differential Equations
using Variation of Parameters Method
In this section, we generalize the Method Variation of Parameters to solve the higher
order nonhomogeneous eqn
y( n) an1( x) y( n1) ... a1( x) y a0 ( x) y f ( x) (1)
Computation of u1,..., un
Given y p u1 y1 ... u n yn y p u1 y1 ... un yn (u1 y1 ... u n yn )
In order not to obtain higher order differential equations in the new variables u1 , ..., u n ,
we require u1 y1 ... u n y n 0 (4)
( n 1)
We continue computing y p , ..., y p and in each step we set:
u1 y1( k 1) ... u n y n ( k 1) 0, k 1, ..., n 1 (5)
Then compute y p (n) and substitue each of y p , y p , y p , ..., y p ( n1) & y p ( n) in equation (1), we get
y ( n ) p ... a0 ( x) y p u1 ( y1 a n1 ( x) y1 ... a0 ( x) y1 )
u 2 ( y 2 a n1 ( x) y 2 ... a0 ( x) y 2 ) .......
(6)
u n ( y n a n1 ( x) y n ... a0 ( x) y n ) (u1 y1( n1) ... u n y n ( n1) )
f ( x)
Using the fact that each of y1, y2 ..., yn is a homogeneous solution satisfying equation (2),
we then obtain u1 y1( n1) u 2 y 2 ( n1) ... u n y n ( n1) f ( x) (7)
32
So, from equations (4), (5) and (7) we obtain the following sytem of linear equations in
u 1 , ..., u n :
u1 y1 u 2 y 2 ... u n y n 0
u1 y1 u2 y2 ... un yn 0
.
.
.
( n 1)
u1 y1( n1) u 2 y 2 ... u n y n ( n1) f ( x)
0
0
.
Where the column replaces the kth column of the matrix of the wronskian W.
.
.
f ( x )
Integrating each of u1 , ... & u n obtained from (8) and substituting u1,..., un in (3), we obtain
y p y1 u1dx ... yn u dx
n
33
Example (1) Solve x3 y 3x2 y 6 xy 6 y x4 ln x
Solution: This is a 3rd - order Cauchy-Euler differential equation as seen in Section 2.6.
Step 1: Solve the homogeneous equation x3 y 3x2 y 6 xy 6 y 0
We substitut y xr and obtain the auxiliary equation r 3 6r 2 11r 6 0
Its roots are 1, 2 & 3 and the homogeneous solution is then yh c1x c2 x2 c3 x3
x x2 x3
Step 2: Compute: W 1 2 x 3x 2 2 x 3
0 2 6x
x x2 x3
W3 1 2 x 3x 2 x3 ln x
0 2 x ln x
W1 x 5 ln x x 2 ln x (3 ln x 1) 3
So, u1 u1 x
W 2x3 2 18
W2 x 4 ln x x ln x (2 ln x 1) 2
u 2 3
u2 x
W 2x 2 4
W 3
x ln x ln x (ln x 1)
And u3 3 u3 x
W 2x3 2 2
So the particular solution is then:
x 4 (3 ln x 1) x 4 (2 ln x 1) x 4 (ln x 1) x 4 (6 ln x 11)
y p u1 y1 u 2 y 2 u3 y3
18 4 2 36
x4
And the general solution is yg (c1x c2 x c3 x ) (6 ln x 11)
2 3
36
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11
Example (2) Solve 4 x 3 y 3xy 3 y 4 x 2
Solution: Again this is 3rd-order Cauchy-Euler differential equation
Step 1: Solve the homogeneous equation 4 x3 y 3xy 3 y 0
We substitut y xr and obtain the characterestic equation 4r 3 12r 2 11r 3 0
1 3
1 3
Its roots are 1, & and the homogeneous solution is then yh c1x c2 x 2 c3 x 2
2 2
1 3
x x2 x2
1 12 3 12 1
Step 2: Compute: W 1 x x
2 2 4
1 3 3 2 1
0 x 2 x
4 4
1 3
x 0 x2
3 12 1 W2 2 5
W2 1 0 x x4 u 2 2x 4 u2 x
2 2 W 5
1
5 3 2
0 x2 x
4
and
1
x x2 0
1
1 1 W3 1 4
W3 1 x 2
0 x3 u3 2x 3 u3 x
2 2 W 2
3 12 5
0 x x2
4
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9 1 3 11
8 2 1 1 2
So the particular solution is then: y p x 2 .x x5.x 2 x4 .x 2 x
9 5 2 90
1 3 11
1
And the general solution is yg c1x c2 x c3 x x 2
2 2
90
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Section 2.12 Modeling of Electric Ciruits
In this section we study an RLC – series circuit, where, as in Sectin 1.7, R represents
resistance, L represents inductance and C represents capacitance.
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2 1 1
, if 2 0
R LC LC
Define &
2L 1 2 , 1
if 2 0
LC LC
Remark If R 0, then 0 and lim e t 0 . Hence the homogeneous current tends to
t
zero and the steady state current tend to the particular current I p .
From this we have the two linear equations in the unknowns A and B:
1
( Lw2 ) A wR B E0 w
C
1
wR A ( Lw2 ) B 0
C
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wE 0 wR
1
0 Lw 2 w 2 E0 ( wL
1
) E0 ( wL 1 )
A
C
2 wC wC E 0 S
1 w (( wL 1 ) R )
2 2
( wL 1 ) R 2 S 2 R 2
2
Lw 2 wR wC wC
C
1
wR Lw 2
C
Where S wL 1
is called reactance. Similarly,
wC
1
Lw 2 wE 0
C
wR 0 E0 R
B
1 S R2
2
Lw 2 wR
C
1
wR Lw 2
C
E0 S R
With this we have: I p ( cos wt sin wt )
S 2 R2 S 2 R2 S 2 R2
S A E0
Note that and A2 B 2 .
R B S R
2 2
To write the solution in amplitude/phase form I p I0 sin(wt ) , note that the two terms
S
&
R
can be represented as the sine and cosine, respectively of an angle
S R
2 2
S R2
2
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Example
Find the current in an RLC- series circuit with R= 8 ohms, L=2 henrys, C =0.1 farad
and V 160 sin 5t .
R 1
Solution 2 & 2 1 0, Hence the roots are complex conjugate r1, 2 2 j
2L LC
and the homogeneous solution is then I h e2t (c1 cos t c2 sin t )
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