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Notes HigherOrderLinEq PDF
Notes HigherOrderLinEq PDF
y = C1 y1 + C2 y2 + + C n1 yn1 + Cn yn
where y1, y2, , yn1, yn are any n linearly independent solutions of the
equation. (Thus, they form a set of fundamental solutions of the differential
equation.) The linear independence of those solutions can be determined by
their Wronskian, i.e., W(y1, y2, , yn1, yn)(t) 0.
Note 1: In order to determine the n unknown coefficients Ci, each n-th order
equation requires a set of n initial conditions in an initial value problem:
y(t0) = y0, y(t0) = y0, y(t0) = y0, and y(n1)(t0) = y(n1)0.
y1 y2 .. .. yn
y' y'2 .. .. y ' n
1
y"1 y"2 .. .. y"n
.
: : :
y1( n 1) y 2( n 1) .. .. y n( n 1)
an r n + an1 r n1 + + a2 r 2 + a1 r + a0 = 0.
rt
(i). If r is a distinct real root, then y = e is a solution.
rt rt
(iii). If r is a real root appearing k times, then y = e , y = te ,
y = t2e r t, , and y = t k1 e r t are all solutions.
y = C1 e t + C2 e t + C3 cos t + C4 sin t.
y = C 1e 0 t + C 2 t e 0 t + C 3 e t + C 4 t e t + C 5 t 2 e t
= C1 + C2 t + C3 e t + C4 t e t + C5 t 2 e t.
The solution implies that r = 1, 2, 3, and 4 are the four roots of the
characteristic equation. Therefore, r 1, r 2, r 3, and r 4 are its
factors. Consequently, the characteristic equation is
Hence, an equation is
y(4) 10 y(3) + 35 y 50 y + 24 y = 0.
Note: The above answer is not unique. Every nonzero constant multiple of
the above equation also has the same general solution. However, the
indicated equation is the only equation in the standard form that has the
given general solution.
2. y(3) + 27y = 0
3. y(4) 18 y + 81y = 0
4. y(4) 3 y 4 y = 0
5. y(4) + 32 y + 256 y = 0
8. y(6) y = 0
15. Find a 3rd order homogeneous linear equation which has a particular
solution y = e t 2e 2t + 5t e 2t.
16. Find a 5th order homogeneous linear equation whose general solution is
y = C1 e t + C2 t e t + C3 t2 e t + C4 cos t + C5 sin t.
[Hint: the polynomial, with leading coefficient 1, that has complex conjugate
roots i has the form r 2 2r + (2 + 2).]
18. Find a 6th order homogeneous linear equation whose general solution is
y = C1 cos 2t + C2 sin 2t + C3 t cos 2t + C4 t sin 2t + C5 t2 cos 2t + C6 t2 sin 2t.
1. y = C1 + C2 cos 5t + C3 sin 5t
3 3
3t
t 3 3 t 3 3
2. y = C1e + C 2 e cos
2
t + C 3 e 2 sin t
2 2
3. y = C1 e 3t + C2 e 3t + C3 t e 3t + C4 t e 3t
4. y = C1 e 2t + C2 e 2t + C3 cos t + C4 sin t
5. y = C1 cos 4t + C2 sin 4t + C3 t cos 4t + C4 t sin 4t
6. y = C1 e t + C2 t e t + C3 t 2 e t + C4 t 3 e t + C5 t 4 e t
7. y = C1 + C2 t + C3 t2 + C4 e t cos 2t + C5 e t sin 2t.
1 1 1 1
t 3 tt 3 t 3 t 3
8. y = C1e + C 2 e + C 3 e cos t + C 4 e 2 sin t + C5 e 2 cos
t 2
+ C 6 e 2 sin t
2 2 2 2
9. y = 5 2e t + e 5t
10. y = 7e t + 2t2 e t
11. y = 4e t e t + 2e 3t
12. y = cos 2t 3sin 2t cos 3t + sin 3t
13. y = 7e t + 6561 + 2(t 6561)2 e t + 6561
14. y = cos 2(t 247) 3sin 2(t 247) cos 3(t 247) + sin 3(t 247)
15. y(3) + 3y 4y = 0
16. y(5) + 3y(4) + 4y(3) + 4y + 3y + y = 0
17. y(6) + 8y(5) + 26y(4) + 40y(3) + 25y = 0
18. y(6) + 12y(4) + 48y + 64y = 0
EI u(4) = w.
2 2 4
*
The equation is originally d ( EI d u ) = W ( x) . When EI is constant, it simplifies to EI d u = W ( x) .
dx2 dx 2 dx 4
w
u ( x) = C1 + C 2 x + C 3 x 2 + C 4 x 3 + x4 .
24 E I
The graph of the deflection function is called the deflection curve or elastic
curve of the beam.
Another interesting aspect of this problem is that this equation does not
come with initial conditions. Instead, it comes paired with four boundary
conditions describing the physical conditions at the two ends, at x = 0 and
x = L, of the beam. For example, if the beam is securely embedded into
walls on both ends, the deflection function above must satisfy the boundary
conditions:
In this case the four conditions tell us that the displacement, u(x), is zero at
both ends, and that the slope of the beam, u(x), is also zero at the two ends
hence the beam is securely fixed at both ends (by embedding into the walls).
Notice that there are four conditions, which are necessary to solve the four
unknown coefficients present in the general solution of this fourth order
equation.
1. (i) u ( x) =
w
24 E I
(
L2 x 2 2 Lx 3 + x 4 )
(ii) u ( x) =
w
24 E I
(
L3 x 2 Lx 3 + x 4)
(iii) u ( x) =
w
24 E I
(
6 L2 x 2 4 Lx 3 + x 4 )
w
2. (i) u ( x) = C1 + C2 x + C3 x + C4 x +
2 3
x5
120 EI
(ii) u ( x) =
w
120 E I
(
2 L3 x 2 3L2 x 3 + x 5 )
(iii) u ( x) =
w
360 E I
(
7 L4 x 10 L2 x 3 + 3x 5 )
(iv) u ( x) =
w
120 E I
(
20 L3 x 2 10 L2 x 3 + x 5 )
3. The general solution is
wL 4 w
u ( x) = C1 + C2 x + C3 x 2 + C4 x 3 + x x5 .
24 E I 120 EI
The cantilever beams deflection curve is
u ( x) =
w
120 E I
(
10 L3 x 2 10 L2 x 3 + 5Lx 4 x 5 . )