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Order Higher Order Diff Equations
Order Higher Order Diff Equations
Graham S McDonald
● Table of contents
● Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1. Theory
2. Exercises
3. Answers
4. Solving quadratics
5. Tips on using solutions
Full worked solutions
Section 1: Theory 3
1. Theory
In this Tutorial, we will practise solving equations of the form:
d2 y dy
a +b + cy = 0.
dx2 dx
i.e. second order (the highest derivative is of second order),
linear (y and/or its derivatives are to degree one) with
constant coefficients (a, b and c are constants that may be zero).
There are no terms that are constants and no terms that are only
a function of x. If such terms were present, it would be conven-
tional to collect them together on the right-hand-side of the equa-
tion. Here, we simply have a zero on the right-hand-side of the equals
sign and this type of ordinary differential equation (o.d.e.) is called
“homogeneous”.
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Section 1: Theory 4
The general solution y of the o.d.e. is then constructed from the pos-
sible forms (y1 and y2 ) of the trial solution. The auxiliary equation
may have:
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Section 2: Exercises 5
2. Exercises
Find the general solution of the following equations. Where boundary
conditions are also given, derive the appropriate particular solution
too.
Click on Exercise links for full worked solutions (there are 16 exer-
cises in total).
h i
d2 y dy
Notation: y 00 = dx 2, y 0 = dx
Exercise 1. 2y 00 + 3y 0 − 2y = 0
Exercise 2. y 00 − 2y 0 + 2y = 0
Exercise 3. y 00 − 2y 0 + y = 0
Exercise 4. y 00 = −4y
Exercise 5. y 00 = 4y
Exercise 7. 3y 00 + 2y 0 = 0
Exercise 8. 16y 00 − 8y 0 + y = 0
d2 y dy
Exercise 13. 2
−6 + 9y = 0
dτ dτ
d2 y dy
Exercise 14. 2
+7 + 12y = 0
dτ dτ
d2 x dx
Exercise 15. 2
+5 + 6x = 0
dτ dτ
d2 x dx
Exercise 16. 4 2
+8 + 3x = 0
dτ dτ
3. Answers
1
1. y = Ae 2 x + Be−2x ,
2. y = ex (A cos x + B sin x) ,
3. y = (A + Bx)ex ,
4. y = A cos 2x + B sin 2x ,
5. y = Ae2x + Be−2x ,
1
6. y = e 2 x (A cos x3 + B sin x2 ) ,
2
7. y = A + Be− 3 x ,
1
8. y = (A + Bx)e 4 x ,
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Section 3: Answers 9
1
√ √
12. y = e− 2 x (A cos 3x
2 + B sin 3
2 x) ,
13. y = (A + Bτ )e3τ ,
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Section 4: Solving quadratics 10
4. Solving quadratics
To solve the quadratic equation:
one can sometimes identify simple linear factors that multiply together
to give the left-hand-side of the equation.
√
−b ± b2 − 4ac
m1,2 = ,
2a
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Section 5: Tips on using solutions 11
● 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 12
dy
Set y = Aemx → = mAemx = my
dx
d2 y
= m2 Aemx = m2 y
dx2
i.e. 2m2 y + 3my − 2y = 0
i.e. 2m2 + 3m − 2 = 0 : Auxiliary Equation (A.E.)
i.e. (2m − 1)(m + 2) = 0
1
i.e. m1 = 2 and m2 = −2 : Two Different Real Roots
1
2x −2x
i.e. y1 = Ae and y2 = Be : Two Independent Solutions
1
General solution is y = y1 + y2 = Ae 2 x + Be−2x , (A, B are arbitrary
constants).
Return to Exercise 1
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Solutions to exercises 13
Exercise 2. y 00 − 2y 0 + 2y = 0
dy d2 y
Set y = Aemx , = my, = m2 y
dx dx2
1
√
i.e. am2 + bm + c = 0 with solutions m = 2a −b ± b2 − 4ac .
Exercise 3. y 00 − 2y 0 + y = 0
m2 − 2m + 1 = 0 (A.E.)
Return to Exercise 3
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Solutions to exercises 15
Exercise 4. y 00 = −4y
√ √
m2 = −4 i.e. m= −1 · 4 = i · (±2) = ±2i
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Solutions to exercises 16
Exercise 5. y 00 = 4y
A.E. is m2 = 4
i.e. m = ±2
i.e. real different roots
∴ y = y1 + y2 = Ae2x + Be−2x .
Return to Exercise 5
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Solutions to exercises 17
1
i.e. m= 2± 13 i
1 1
1
∴ y = e 2 x A cos 3x + B sin 3x .
Return to Exercise 6
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Solutions to exercises 18
Exercise 7. 3y 00 + 2y 0 = 0
i.e. m1 = 0 and m2 = − 23
2
Real different roots : y = Ae0·x + Be− 3 x
2
i.e. y = A + Be− 3 x .
Return to Exercise 7
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Solutions to exercises 19
Exercise 8. 16y 00 − 8y 0 + y = 0
1
Real equal roots: y = (A + Bx)e 4 x .
Return to Exercise 8
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Solutions to exercises 20
1
√
A.E. m2 + 4m + 5 = 0, m= 2 −4 ± 16 − 20
= −2 ± 22 i = −2 ± i
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Solutions to exercises 21
A = 0 gives y = e−2x B sin x
dy
dx = −2e−2x B sin x + e−2x B cos x
= Be−2x (cos x − 2 sin x)
i.e. 2 = B · e0 [cos(0) − 2 sin(0)]
= B · 1[1 − 0]
i.e. B =2.
Return to Exercise 9
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Solutions to exercises 22
1
√
A.E. m2 + 6m + 13 = 0 i.e. m= −6 ± 36 − 52
2
√
= −3 ± 12 −16
i.e. m = −3 ± 2i
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Solutions to exercises 23
dy
= −3e−3x (A cos 2x + B sin 2x) + e−3x (−2A sin 2x + 2B cos 2x)
dx
= e−3x [(2B − 3A) cos 2x − (3B + 2A) sin 2x]
1 = e0 [(2B − 3A) cos(0) − (3B + 2A) sin(0)]
dy
i.e. dx = 1 when x = 0
i.e. 1 = 2B − 3A
i.e. 1 = 2B − 6 (using A = 2)
7
i.e. 2 = B.
Return to Exercise 10
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Solutions to exercises 24
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Solutions to exercises 25
dy
= Be−3x + (A + Bx) · (−3)e−3x
dx
= e−3x [B − 3(A + Bx)]
dy
i.e. 2 = e0 [B − 3(A + 0)], since dx = 2 when x = 0
i.e. 2 = B − 3A
i.e. B=5 (using A = 1) .
Return to Exercise 11
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Solutions to exercises 26
d2 y dy
Exercise 12. dx2 + dx +y =0
dy d2 y
Set y = Aemx , = my , = m2 y
dx dx2
A.E. m2 + m + 1 = 0
√ √
3
i.e. m = 12 [−1 ± 1 − 4] = − 12 ± 2 i i.e. p ± iq with p = − 12
√
3
q= 2
px
General solution: y = e (A cos qx + B sin qx)
x
√ √
i.e. y = e− 2 A cos 23x + B sin 23x .
Return to Exercise 12
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Solutions to exercises 27
d2 y dy
Exercise 13. dτ 2 − 6 dτ + 9y = 0
A.E. m2 − 6m + 9 = 0
i.e. (m − 3)2 = 0
i.e. m=3 (twice)
and y = Ae3τ (twice)
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Solutions to exercises 28
d2 y dy
Exercise 14. dτ 2 + 7 dτ + 12y = 0
A.E. m2 + 7m + 12 = 0
i.e. (m + 4)(m + 3) = 0
i.e. m1 = −4 and m2 = −3
Return to Exercise 14
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Solutions to exercises 29
d2 x
Exercise 15. dτ 2 + 5 dx
dτ + 6x = 0
dx d2 x
Set x = Aemτ , i.e. = mx, and = m2 x
dτ dτ 2
A.E. m2 + 5m + 6 = 0
i.e. (m + 2)(m + 3) = 0
i.e. m1 = −2 and m2 = −3 (two different real roots)
Return to Exercise 15
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Solutions to exercises 30
2
Exercise 16. 4 ddτx2 + 8 dx
dτ + 3x = 0
A.E. 4m2 + 8m + 3 = 0
i.e. (2m + 3)(2m + 1) = 0
i.e. m1 = − 32 and m2 = − 12 (different real roots)
− 32 τ 1
i.e. x1 (τ ) = Ae and x2 (τ ) = Be− 2 τ (independent solutions)
3 1
∴ general solution is x(τ ) = Ae− 2 τ + Be− 2 τ .
Return to Exercise 16
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