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3-2nd Order Differential Equations PDF
3-2nd Order Differential Equations PDF
3-2nd Order Differential Equations PDF
Mathematics III
Dr. Anil Kumar
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
y P( x) y Q ( x) y R( x) (1)
has one and only one solution on the entire interval (a, b)
Theorem …..
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.
then
c1 y1 ( x) c2 y2 ( x) (2)
is also a solution for any constants c1 and c2.
Remark
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.
y( x) C1 y1 ( x) C2 y2 ( x) x[a, b]
y1 (x0 ) y2 ( x0 )
y1 ( x0 ) y2 ( x0 ) y2 ( x0 ) y1(x0 )
y1(x0 ) y2 ( x0 )
should have a value different from zero.
11 Dr. Anil Kumar, Dept. of Mathematics
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].
W y1 y2 y2 y1
W Ce
Pdx
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.
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?
y '' P x y ' Q x y 0
1 Pdx
v( x) e dx
y12
Examples
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
y '' P x y ' Q x y 0
y ( x) e mx
as a possible solution of
y '' py ' qy 0
(m 2 pm q )e mx 0
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
y g (c1 c2 x)e mx
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
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
37 Dr. Anil Kumar, Dept. of Mathematics
Nonhomogeneous equation
The Method of Undetermined Coefficients
y p ( x) Aeax ,
R( x) eax
provided ‘a’ is not a root of the auxiliary
equation
y p ( x) Axeax ,
R( x) eax
1. y '' 3 y ' 4 y 3e 2 x .
2. y '' y ' 6 y 20e 2 x .
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
1. y '' 4 y 3sin x.
2. y '' y 2sin x.
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, p0.
1. y '' 2 y ' 2 y x 2 .
2. y ''' y '' 4 x 2 .
R( x) xeax y p ( x) ( A x B)eax
3. y 4 y 12 y xe4 x .
4. y 2 y ' 2 y e x sin x.
Principle of Superposition
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
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.
- 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?)
54 Dr. Anil Kumar, Dept. of Mathematics
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
(1) y y csc x ,
(2) x 2 y 2 xy 2 y xe x .
dy 2 d2 y dn y
Dy , D y 2 ,........, D y n
n
dx dx dx
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)
Operator Method…
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.
Operator Method…
1
• Formally, we have y f ( x ).
Dr
dy
(*) is a first order linear equation ry f ( x ),
dx
whose solution is given by
y e rx e rx f ( x ) dx
69 Dr. Anil Kumar, Dept. of Mathematics
Operator Method…
It is therefore natural to make the definition
1
f ( x ) e rx e rx f ( x ) dx
Dr
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 )
1. 4 y '' y x 4
2. y y y x3 3 x 2 1
3. y ''' y '' 9 x 2 2 x 1