Linear Differenti al Equations with

Cons tan t Coefficien ts

The general linear sec ond  order equation :

y  P( x) y  Q( x) y  R( x) .........................(1)
y  P( x) y  Q( x) y  0 ...........................2
P( x), Q( x) and Q( x) are known functions .
nd
Eq. (1) is linear , 2 order and Non hom og.
nd
Eq. (2) is linear , 2 order and Homog.
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Theorem1 :
If y1 and y2 are any solutions of the
hom ogeneous equation :
y  P( x) y  Q( x) y  0 ,
then y3  c1 y1  c2 y2 , where c1 and c2 are
arbitrary cons tan ts , is also solution .

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Department Eng.Anal.&Num. Meth. Third
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Theorem 2 :
If y1 and y2 are two solutions of the hom ogeneous
equation : y  P( x) y  Q( x) y  0 , for which
y1 y2
W ( y1 , y2 )   y1 y2  y2 y1  0 and if
y1 y2

 P( x)dx exists , then there exist cons tan ts c 1 & c2

such that any solution y3 of the hom ogeneous
equation can be exp ressed in the form
y3  c1 y1  c2 y2
Tikrit University-Civil Engineering
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Pr oof :
To prove this theorem , first show that any
pair of solution of : y  P( x) y  Q( x) y  0 ,
say yi and y j satisfies the relation :

 
W ( yi , y j )  yi y j  y j yi  kij e   P ( x ) dx

where kij is a suitable cons tan t.

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yi  P( x) yi  Q( x) yi  0 ..................(1)
yj  P( x) yj  Q( x) y j  0 .................(2)
[ Eq. (2)  yi ]  [ Eq. (1)  yi ] get ;
[ yi yj  y j yi]  P( x)[ yi yj  yi yj ]  0 ..(3)

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Now :
d W ( yi , y j ) d ( yi yj  y j yi )

dx dx
 ( yi y j  y j yi )  ( y j yi  yi y j )
 ( yi y j  y j yi)

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Department Eng.Anal.&Num. Meth. Third
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Hence, Eq. (3) can be written ;
d W ( yi , y j )
 P ( x ) W ( yi , y j )  0
dx
ln W ( yi , y j )    P( x)dx  c

W ( yi , y j )  kij e   P ( x ) dx

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Now, for two pairs of solutions
( y3 , y1 ) and ( y3 , y 2 )

y3 y1  y1 y3  k31 e   P ( x ) dx

 
y3 y 2  y 2 y3  k32 e   P ( x ) dx

Solve, these two above equations ,

getting ;
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 y1k32 e   P ( x ) dx
 y 2 k31 e   P ( x ) dx

y3 
y1 y 2  y 2 y1

y1k32 e   y 2 k31 e 
 P ( x ) dx  P ( x ) dx

y3 
  P ( x ) dx
k12 e
k32 k31
 y3  y1  y2
k12 k12
y3  c1 y1  c2 y 2
k32 k31
where c1  and c2  
k12
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Let us sup pose that y1 ( x)  0 is a solution of ,

y  P( x) y  Q( x) y  0 , and let us attempt to

find a function  ( x) with the property that

 ( x) y1 ( x) is also a solution of above equation .

Now, substitute y   ( x) y1 ( x) int o above equation :

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 ( y1  2 y1  y1)  P( x)( y1  y1)  Q( x)( y1)
 ( y1  P( x) y1  Q( x) y1 )  (2 y1  P( x) y1 )  y1  0
y1  (2 y1  P( x) y1 )  0
d 2 y1
[  P( x)]dx  0
 y1
ln()  2 ln( y1 )   P( x)dx  ln(c)
 y12
ln    P( x)dx
c

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   y12
ln    P( x)dx
c
  P ( x ) dx
ce
  2
y1

e 
 P ( x ) dx

  c 2
dx  k
y1

For all values of c & k , the solution ;

e 
 P ( x ) dx

 ( x) y1 ( x)  c y1 ( x)  2
dx  k y1 ( x)
y
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 e  P ( x ) dx

 ( x) y1 ( x)  c y1 ( x)  2
dx  k y1 ( x)
y 1

The  ( x) y1 ( x) is also a complete solution ,

sin ce 2 cons tan ts provided
W ( y1 , y1 )  0

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Example :
Find a complete solution of equation ;
x 2 y   xy   4 y  0, given that y  x 2 is one solution
Solution :
Substitute y  x 2  int o the given D. E.
x 2 ( x 2 )  x( x 2 )  4( x 2  )  0
x 2 (2  2 x  2 x   x 2  )  x(2 x  x 2  )  4( x 2 )  0
2 x 2   4 x 3   x 4   2 x 2   x 3   4 x 2   0
x 3 ( x  5)  0
x  5  0
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 d 
x  5   0
dx
d  dx
5 0
 x
ln    5 ln x  ln c
c
  5
x
c
 4
k
4x
The complete solution is :
c
yx 2
 kx 2
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4x
Department Eng.Anal.&Num. Meth. Third
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Theorem 3 :
If Y is any solutions of the non hom ogeneous
equation :
y  P( x) y  Q( x) y  R( x) ,
and if c1 y1  c2 y2 is a complete solution
of the hom ogeneous equation obtained
from this by deleting the term R( x), then
y  c1 y1  y2 c2  Y is a complete solution of the
non hom ogeneous equation .
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
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Pr oof :
Let yi be any solution of non hom ogeneous
equation :
yi  P( x) yi  Q( x) yi  R( x) ................(1)
and similarly , sin ce Y is a solution of
non hom ogeneous equation :
Y   P( x)Y   Q( x)Y  R( x) ...................(2)
Eq. (1)  Eq. (2);
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( yi  Y )  P( x)( yi  Y )  Q( x)( yi  Y )  0
OR;
( yi  Y )  P( x)( yi  Y )  Q( x)( yi  Y )  0
Thus the quantity ( yi  Y ) satisfies the hom ogeneous
equation and , hence , by theorem (2), must be exp ressible
in the form;
yi  Y  c1 y1  c2 y2
Since yi was any solution of the non hom ogeneous
equation . Theorem (3) is thus establishe d .

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 The hom ogeneous linear equation with cons tan t
coefficien ts :
dy d2y d3y
 Dy , 2
 D ( Dy )  D 2
y, 3
 D 3
y
dx dx dx

(aD 2  bD  c)  ( x) means aD 2 ( x)  bD ( x)  c ( x)

(3D 2  10 D  8) x 2  3(2)  10(2 x)  8 x 2  6  20 x  8 x 2
(3D  2)( D  4) x 2  (3D  2)(2 x  4 x 2 )  (6  24 x)  (4 x  8 x 2 )
 6  20 x  8 x 2
( D  4)(3D  2) x 2  ( D  4)(6 x  2 x 2 )  (6  4 x)  (24 x  8 x 2 )
 6  20 x  8 x 2
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 ay  by  cy  0 can be written (aD 2  bD  c) y  0

It natural to try: ye mx

as a solution because all derivatives are alike

except for coefficient. Then;

e (am  bm  c)  0
mx 2

But e 0
mx
So;
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 (am  bm  c)  0
2

And is called the characteristics or auxiliary

equation of Homog. Or Nonhomog. Eq.
It is obtained as:

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 am  bm  c  0
2
or aD  bD  c  0
2

The two roots:

 b  b  4ac 2
m
2a
The solutions:

y1  e m1 x
and y2  e m2 x

Then:

y  c1 y1  c2 y2  c1e m1 x
 c2 e m2 x

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Department Eng.Anal.&Num. Meth. Third
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By Theorem 2, this is a complete solution of Homog. equation, if

W ( y1 , y2 )  0

W ( y1 , y 2 )  y1 y 2  y 2 y1
e m1 x
( m2 e m2 x
)e m2 x
(m1e m1 x
)
( m1  m2 ) x
 (m2  m1 ) e 0

Unless m1 = m2
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Example 1 :
y   7 y   12 y  0
Solution :
( D  7 D  12) y  0
2

m  7 m  12  0
2

(m  4)(m  3)  0
m1  4 and m2  3
4 x 3 x
 y  c1e  c2 e
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Example 2 :
y   2 y   5 y  0
Solution :
( D  2 D  5) y  0
2

m  2m  5  0
2

m  2m  1   5  1
2

(m  1)   4 2

m  1  2  1  2i
m1  1  2i and m2  1  2i
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m1  1  2i and m2  1  2i
y  c1e ( 1 2i ) x  c2 e ( 1 2i ) x
y  c1e  x e 2ix  c2 e  x e  2ix
x  2 ix
y  e (c1e 2 ix
 c2 e )
x
 e [c1 (cos 2 x  i sin 2 x)  c2 (cos 2 x  i sin 2 x)]
 e  x [(c1  c2 ) cos 2 x  i (c1  c2 ) sin 2 x]
y  e  x [ A cos 2 x  B sin 2 x]

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Euler ' s formula

i
e  cos   i sin 
 i
e  cos   i sin 

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Example 3 :
y   6 y   9 y  0
Solution :
( D  6 D  9) y  0
2

m  6m  9  0
2

(m  3)  0 2

m1  m2  3
3 x 3 x
 y  c1e  c2 x e
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Example 4 :
y   4 y   4 y  0
y  3, x  0 and y   4, x  0
Solution :
( D  4 D  4) y  0
2

m  4m  4  0
2

(m  2)  0 2

m1  m2  2
 y  c1e  c2 x e
2x 2x
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y  c1e  c2 x e
2x 2x

When y  3, x  0
3  c1  0  c1  3
When y  4, x  0

y  2c1e  c2 (2 xe  e )
2x 2x 2x

4  2(3)e  c2 (0  e )
0 0

c 2  2
 y  3e  2 xe 2x 2x
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Example 5 :
4 y   16 y   17 y  0
y  1, t  0 and y  0, x  
Solution :
( 4 D 2  16 D  17) y  0
4m 2  16m  17  0
17
m 2  4m  
4
17
m 2  4m  4   4
4
1
( m  2) 2  
4
1
m2   i
2
1 Tikrit University-Civil Engineering 1
m1  2  i and m
Department Eng.Anal.&Num. Meth. Third
2  2  i
2 Stage Dr.Adnan Jayed Zedan 2
 1 1
m1  2  i and m2  2  i
2 2
1 1
( 2  i ) t ( 2  i ) t
y  c1e 2
 c2 e 2

1 1
it  it
 2t  2t
y  c1e e 2
 c2 e e 2

 2t 1 1
y  e ( A cos t  B sin t )
2 2
y  1, t  0  A  1
y  0, t    B  0
 2t 1
 y  e cos t
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2
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 The complete process for solving the
homogeneous equation in all possible cases as
following:


 
D.E. ay  by  cy  0 or (aD  bD  c) y  0
2

Characteristic equation:

am  bm  c  0
2
or aD  bD  c  0
2

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Nature of the roots Condition on the Complete solution
of characteristic coefficients of the of the differential
equation characteristic equation
equation
Real and unequal
b 2  4ac  0 y  c1e m1 x  c2 e m2 x
m1  m2

Real and equal

b  4ac  0
2 y  c1e m1 x  c2 xe m2 x
m1  m2

Conjugate complex

m1  p  iq b 2  4ac  0 y  e px ( A cos qc  B sin qx)

m2  p  iq
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The non hom ogeneous equations
ay   by   cy  f ( x)
y  complement ary function  particular int egral
Theorem 4 :
If Y1 is a solutions of [ay   by   cy  R1 ( x)]
and Y2 is a solutions of [ay   by   cy  R2 ( x)]
Then Y  Y1  Y2 is a solution of
[ay   by   cy  R1 ( x)  R2 ( x)]

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Method of un det er min ed coefficien ts :
 
Example : y  4 y  3 y  5e 2x

Solution : Particular Integral

Y  Ae 2x

(4 Ae )  4(2 Ae )  3( Ae )  5e
2x 2x 2x 2x

1
15 A  5  A 
3
1 2x
 Particular Integral  Y  e
3
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Example : y   4 y   3 y  5 sin 2 x
Solution : Particular Integral
Y  A sin 2 x  B cos 2 x
(4 A sin 2 x  4 B cos 2 x) 
4(2 A cos 2 x  2 B sin 2 x)
 3( A sin 2 x  B cos 2 x)  5 sin 2 x

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( A  8 B) sin 2 x  (8 A  B) cos 2 x  5 sin 2 x
 A  8B  5
8A  B  0
Solve the above 2 Eqs. getting ;
1 8
A and B  
13 13
1 8
Y   sin 2 x  cos 2 x
13 13

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Example : y   3 y   2 y  10e  4 x 3x 2

Solution :
Y1  A e 3x

Y2  Bx  Cx  D
2

(9 A e )  3(3 Ae )  2( Ae )  10e
3x 3x 3x 3x

20 A e 10 e
3x 3x

1
A
2
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2 B  3(2 Bx  C )  2( Bx  Cx  D)  4 x 2 2

2 B  6 Bx  3C  2 Bx  2Cx  2 D  4 x
2 2

2 Bx 2  (6 B  2C ) x  (2 B  3C  2 D)  4 x 2
2B  4  B  2
6 B  2C  0  C  6
2 B  3C  2 D  0  D  7

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Y  Y1  Y2
3x
e
Y  2x  6x  7
2

 complete solution
2 x x
y  c1e  c2 e Y
3x
2 x x e
 y  c1e  c2 e   2x  6x  7
2

2
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   2 x
Example : y  5 y  6 y  3e  e 3x

Solution :
m  5m  6  0
2

(m  2)(m  3)  0
m1  2 and m2  3
2 x 3 x
y  c1e  c2 e Y
Y  Y1  Y2
2 x
Y1  Axe
Y2  Be 3x Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Y  Axe 2 x  Be 3 x
[4 Axe  2 x  2 Ae  2 x  2 Ae  2 x ] 
5[2 Axe  2 x  Ae  2 x ]  6[ Axe  2 x ]  3e  2 x
4 Axe  2 x  4 Ae  2 x  10 Axe  2 x  5 Ae  2 x  6 Axe  2 x  3e  2 x
Ae  2 x  3e  2 x
A3

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
[9 Be ]  5[3Be ]  6[ Be ]  e
3x 3x 3x 3x

30 Be  e
3x 3x

1
B
30
2 x 1 3x
Y  3 xe  e
30
2 x 3 x 2 x 1 3x
 y  c1e  c2 e  3xe  e
30
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
  
Example : y  2 y  y  xe  e
x x

Solution : Homog.
m  2m  1  0
2

(m  1)  0 2

m1  m2  1
y  c1e x  c2 x e x  Y
Y  Y1  Y2
Y  A0 x e  A1 x e
3 x 2 x

Y  ( A0 x  A1 x )e
3 2 x
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
[ A0 x 3  6( A0  A1 ) x 2  (6 A0  4 A1 ) x  2 A1 ]e x
 2[ A0 x 3  (3 A0  A1 ) x 2  2 A1 x]e x
 [ A0 x 3  A1 x 2 ]e x  xe x  e x
6 A0 xe x  2 A1e x  xe x  e x
1
6 A0  1  A0 
6
1
2 A1  1  A1  
2
1 3 1 2 x
Y  ( x  x )e
6 2
1 2 x 1 3 x
 y  c1e  c2Tikrit
x x
 xEngineering
xeUniversity-Civil e  xe
2 Meth. Third6
Department Eng.Anal.&Num.
Stage Dr.Adnan Jayed Zedan
 Particular integrals by the method of variation of parametric:

ay  by  cy  f ( x) (1)

NonHomo. y  P( x) y  Q( x) y  R( x) (2)
Homo. Eq. y  P( x) y  Q( x) y  0 (3)

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
As we do in construction the
complementary function, we attempt to
find two functions of x, say u1 and u2 such
that;

Y  u1 y1  u2 y2
Will be a solution of nonhomogeneous equation (2)

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Having two unknown functions, we required
two equations for their determination:

Eq. (1) by substitution Y into given D.E. (2)

Eq. (2) remains at our disposal.

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 From
Y  u1 y1  u2 y2
By differentiation ; we have:
Y   (u1 y1  y1u1 )  (u2 y2  y2u2 )
Put;
u1 y1  u2 y2  0 (4)
Now,
Y   u1 y1  u2 y2
And; Y   (u1 y1  y1u1 )  (u2 y2  y2 u2 )
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Now, Substituti on Y , Y  and Y  int o Eq. (2)
We obtain ;
(u1 y1  y1u1  u 2 y2  y2 u 2 )  P( x)(u1 y1  u 2 y2 )
 Q( x)(u1 y1  u 2 y2 )  R( x)
Or;
u1 ( y1  P( x) y1  Q( x) y1 )  u 2 ( y2  P( x) y2  Q( x) y2 )
 (u1 y1  u 2 y2 )  R( x)

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 y1u1  y2 u 2  R( x) (5)
By solving Eqs. (4) and (5)
for u1 and u 2 , we obtain ;
y2 
u1   R( x)
y1 y 2  y2 y1 
 (6)
y1
u 2  R( x) 
y1 y 2  y2 y1 
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Example : y   4 y  3x
Solution : Homog. m  4  0 2

m  2
y h  c1e 2 x  c 2 e  2 x
2 x
y  u1 ( x)e 2x
 u 2 ( x )e u  f ( x)
  2 x

y  2u1 ( x)e  u1 ( x)e  2u 2 ( x)e  u 2 ( x)e
2x 2x 2 x

 2 x
 
y  2u1 ( x)e  2u 2 ( x)e  u1 ( x)e  u 2 ( x)e
2x 2x 2 x

u1 ( x)e 2 x  u 2 ( x)e 2 x  0 (1)

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 y   2u1e 2 x  2u 2 e 2 x
y   4u1e 2 x  4u 2 e  2 x  2u1e 2 x  2u 2 e  2 x
Subst. y and y  int o D.E.
4u1e 2 x  4u 2 e  2 x  2u1e 2 x  2u 2 e  2 x  4(u1e 2 x  u 2 e  2 x )  3x
2u1e 2 x  2u 2 e 2 x  3x (2)

By Solving Eqs. (1) and (2) getting:

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 3 2 x 3 2x
u1  xe and u 2   xe
4 4
3  2 x 3 ex
u1   xe  e  c1 and
8 16
3 2 x 3 ex
u 2   xe  e  c 2
8 16
Subst. u1 and u 2 , get ;
3 2 x
y   x  c1e  c 2 e
2x

4
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Other method :
By formula
y1  e 2 x and y2  e  2 x

y2
u1   R ( x)
y1 y2  y2 y1
y1
u 2  R ( x)
y1 y2  y2 y1

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 2 x
e
u1   2 x 2 x 2 x
* 3x
e (2e )  (e (2e ))
2x

2 x
3xe
u1  
4
3 2 x
 xe
4
3 2 x 3 2 x
 u1   xe  e
4 16
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 2x
e
u 2  2 x 2 x 2 x
* 3x
e (2e )  (e (2e ))
2x

2x
3 xe
u 2 
4
3 2x
  xe
4
3 2x 3 2x
 u 2   xe  e
8 16
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Y  u1 y1  u 2 y 2
3 2 x 3 2 x 2 x
 ( xe  e )e
8 16
3 2 x 3 2 x 2 x
 ( xe  e )e
8 16
3
Y   x
4
y  y homo  Y
2 x 3
 y  c1e  c2 e
2x
 x
4
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Equations of higher order :

Example : y   3 y   3 y   y  0
Solution :
m  3m  3m  1  0
3 3

(m  1)  0 3

m1  m2  m3  1
x x 2 x
y  c1e  c2 xe  c3 x e
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Example : ( D  8D  16) y  0
4 2

Solution :
m 4  8m 2  16  0
(m  4)  0
2 2

m  4
2

m  2i,  2i
y  c1 cos 2 x  c2 sin 2 x  c3 x cos 2 x  c4 x sin 2 x

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Example : y   y  0
iv 4

Solution :
m  0
4 4

m  4 4

m  
2 2

m    ,  i
y  c1e x  c2 e x  c3 cos x  c4 sin x

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Example : y   5 y   9 y   5 y  3e 2x

Solution : Homog.
m  5m  9m  5  0
3 2

(m  1)(m  4m  5)  0 2

m  4m  5  0
2

(m  2)  1
2

m  2  i  m  2  i
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
m1  1, m2  2  i and m3  2  i
yhomo  c1e  x  e  2 x ( A cos x  B sin x)
y  c1e  x  e  2 x ( A cos x  B sin x)  Y
Y  Ae 2 x
8 Ae 2 x  5(4 Ae 2 x )  9(2 Ae 2 x )  5( Ae 2 x )  3e 2 x
1 1 2x
51Ae  3e
2x 2x
 A  Y  e
17 17
2x
x 2 x e
y  c1e  e ( A cos x  B sin x) 
17
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Synthetic division ??????
Example 6 y iv  7 y   13 y   4 y   4 y  0

6 x 4  7 x 3  13 x 2  4 x  4  0
a :  1,  2,  4
b:  1,  2,  3, 6
a 1 1 1 2 4
  1,  2,  4,  ,  ,  ,  , 
b 2 3 6 3 3
1 2
 1,  2,  , 
2 3
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
1 6 +7 -13 -4 +4
+6 +13 0 -4

-2 6 13 0 -4 0

-12 -2 +4

1/2 6 +1 -2 0
+3 +2

-2/3 6 +4 0
6 -4

6 0

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
6 x  7 x  13x  4 x  4  0
4 3 2

1 2
6( x  1)( x  2)( x  )( x  )  0
2 3

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Example : ( D 4  8 D 2  16) y   sin x
Solution :
m 4  8m 2  16  0
(m 2  4) 2  0
m  4
2

m  2i,  2i
y  c1 cos 2 x  c2 sin 2 x  c3 x cos 2 x  c4 x sin 2 x  Y

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Y  A cos x  B sin x
( A cos x  B sin x)  8( A cos x  B sin x) 
16( A cos x  B sin x)   sin x
9 A cos x  9 B sin x   sin x
1
A0 and B
9
1
y  c1 cos 2 x  c2 sin 2 x  c3 x cos 2 x  c4 x sin 2 x  sin x
9

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Operator Method :
2 n
dy d y d y
 Dy , 2
 D y,
2
n
D y
n

dx dx dx
Ex : find ( D  2 D  1) y
2
If yx x
2

D y  2 Dy  y  2  2(2 x  1)  x  x
2 2

 4  5x  x 2

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 1
Define D
1
Let D f ( x)  u
1
DD f ( x)  Du
 Du  f ( x)
du
 f ( x)
dx
u   f ( x)dx
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Theorem f ( D)  aD  bD  c 2

f ( D )e mx
 am e  bme  ce
2 mx mx mx

f ( D )e mx
 e (am  bm  c)  e f (m)
mx 2 mx

(aD  bD  c) y  e
2 mx

mx
e
y  Dm
aD  bD  c
2

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Ex : Solve;
2
d y
2
 y  4e 2x

dx
Solution : ( D  1) y  4e
2 2x

Homo. D  1  0  D  i
2

yhomo  c1 cos x  c2 sin x

2x
4e 4 2x
yp   e
( 2)  1 5
2

4 2x
 y  c1 cos x  c2 sin x  e
5
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
For ;
f ( x)  sin Bx or f ( x)  cos Bx

(aD  bD  c) y  f ( x)
2

 cos Bx
f ( x) 
yp  sin Bx
aD  bD  c
2

Put : D2  B2 Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Ex : Solve;
( D  1) y  sin 2 x
2

Solution :
Homo. D 2  1  0  D  1
yhomo  c1e x  c2e  x
sin 2 x sin 2 x 1
yp  2    sin 2 x
D 1  2 1 2
5
2 x 1
 y  c1e  c2e  sin 2 x
x

5
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Euler  Equation :
Try general form;
2
d y dy
ax2
2
 bx  cy  f ( x) ........(1) 2 order
nd

dx dx
Solution :
Let t  ln x
dy dy dt
 
dx dt dx
dy 1 dy dy dy
   x
dx x dt dt dx
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
d 2 y 1 d 2 y 1 dy 1
2
 2
 ( 2 )
dx x dt x dt x
d2y 1 d 2 y dy
2
 2 ( 2  )
dx x dt dt
2 2
d y d y dy
x 2
2
 2 
dx dt dt
Subst. int o Eq. (1)
d 2 y dy dy
a( 2  )b  cy  g (t )
dt dt dt
2
d y dy
a 2  ( b  a)  cy  g (t )
dt dt
nd Tikrit University-Civil Engineering
2 order with Stage coefficien
Department Eng.Anal.&Num. Meth.
Dr.Adnan Jayed Zedan
tsThird
Example : Solve
2
d y dy
2
x 2
 3x yx
dx dx
Solution :
dy dy dt 1 dy
  
dx dt dx x dt
dy dy
x
dt dx
2 2
2 d y d y dy
x 2
 2 
dx dt dt
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 d 2 y dy dy
( 2  )3  y  et
dt dt dt
d2y dy
 2  y  e t

dt 2 dt
Homog. m 2  2m  1  0
y h  c1e t  c2 te t
et 1 t
yp   e
(1)  2(1)  1 4
2

t
t t e
y  c1e  c2 te 
4
c1 ln x x
y  c2 
x x 4
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
Applicatio ns :
Buckling of columns;
A slender column fails under compressive
force when reach a certain value this is called
"buckling load "
From strength of materials
2
d y M
2

dx EI

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
1  Buckling of columns hinged at both ends;
d2y M
2

dx EI
At dis tan ce x, M  Py
d2y Py
2

dx EI
2
d y P
2
 y0
dx EI
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 P

x
y
L

P
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 P
k 2

EI
2
d y
2
k y0
2

dx
m  k  0  m   ki
2 2

y  c1 cos kx  c2 sin kx
B. Cs.
y  0 for x  0 and x  L
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
y  0 for x  0
0  c1 cos 0  0  c1  0
y  c2 sin kx
y  0 for x  L
0  c2 sin kL  0  c2  0
sin kL  0  kL  0,  , 2 , ...
 2
kL    k L    k  2 2 2 2
2
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
L
  2
kL    k L    k 
2 2 2 2
2
L
P  2
 2
EI L
 EI
2
Pcr  2
L
Pcr : buckling load
L :length of column
E : mod ulus of elasticity
I : moment of inertia
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
2  Buckling of columns fixed at both ends;
Vo  0
M  Py  M o
2
d y M
2

dx EI
2
d y ( Py  M o )
2

dx EI
d2y P Mo
2
 y
dx EI EI

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 P
Mo
Vo

x
y
L

Mu
P
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 P
k 2

EI
2
d y Mo
2
k y
2

dx EI
m  k  0  m   ki
2 2

y h  c1 cos kx  c2 sin kx
2
d y Mo
2
k y
2

dx EI
Mo
(D  k ) y 
2 2
Tikrit University-Civil Engineering

EI
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 Mo
(D  k ) y 
2 2

EI
M oe0
yp 
EI ( D 2  k 2 )
Mo Mo Mo
yp   
EI (0  k )
2
EIk 2
EI (
P
)
EI
Mo
 yp 
P
Mo
y  c1 cos kx  c2 sin kx 
P
B. Cs.
y  0 for x  0 and x  L
dy
 0 forDepartment
 Eng.Anal.&Num.
0 andMeth.xThird L
Tikrit University-Civil Engineering
x
dx Stage Dr.Adnan Jayed Zedan
dy
 c1k sin kx  c2 k cos kx
dx
dy
 0 for x  0
dx
0  0  c2 k cos kx  c2  0
Mo
y  c1 cos kx 
P
y  0 for x  0
Mo Mo
0  c1 (1)   c1  
P P
Mo Mo
y cos kx 
P P
Mo
y  (1  cos kx)
Tikrit University-Civil Engineering
PDepartment Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
y  0 for x  L
Mo
0 (1  cos kL)
P
Mo
either  0 or 1  cos kL  0
P
 cos kL  1  kL  0, 2 , 4 ,.....
kL  2
P 2
k L  4 
2 2 2
L  4 2

EI
4  2 EI  2 EI
Pcr  2

L 1 2
( L)
Tikrit University-Civil Engineering
2
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
3  Buckling of columns fixed at the bottom ,
free at the top;
M   P (e  y )
2
d y M
2

dx EI
d y P (e  y )
2

2

dx EI
d2y P Pe
2
 y
dx EI EI
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 P P

x
y
L

Tikrit University-Civil Engineering

Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
 P
Let k 2

EI
2
d y
2
 k 2
y  k 2
e
dx
m  k  0  m   ki
2 2

y h  c1 cos kx  c2 sin kx
y p  A , y p  0
0k Ak e  Ae
2 2

 yp  e
y  c1 cos kx  c2 sin kx  e
Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
B. Cs.
y  0 for x  L
y  e for x  0
dy
 0 for x  L
dx
y  c1 cos kx  c2 sin kx  e
y  e for x  0
e  c1 (1)  0  e  c1  0
y  c2 sin kx  e
dy
 c2 k cos kx
dx Tikrit University-Civil Engineering
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan
dy
 0 for x  L
dx
0  c2 k cos kL
c2 k  0

 cos kL  0  kL 
2
1 2
k L  
2 2

4
P 2 1 2
L  
EI 4
EI 2
Pcr  Tikrit University-Civil Engineering
(2 L) 2
Department Eng.Anal.&Num. Meth. Third
Stage Dr.Adnan Jayed Zedan