Linear Algebra and Differential Equations

Sartaj Ul Hasan

Department of Mathematics
Indian Institute of Technology Jammu
Jammu, India - 181221

Email: sartaj.hasan@iitjammu.ac.in

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 Lecture 29
(June 02, 2021)

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 Differential Equations
(Second part of the course)

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Outline of the lecture

Cauchy-Euler equations
Non-homogeneous equations
Method of Variation of Parameters

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Abel’s formula - Warm up!

Problem : Show that the Wronskian of any two solutions y1 (x), y2 (x) of

y 00 + p(x)y 0 + q(x)y = 0

satisfies the DE W 0 (x) = −p(x)W (x) and is given by

Rx
− p(t)dt
W (y1 , y2 )(x) = W (y1 , y2 )(x0 )e x0
,

for any x0 ∈ I .
Solution : Set W (y1 , y2 )(x) = W (x). Then,

W (x) = (y1 y20 − y10 y2 )(x)

W 0 (x) = (y1 y200 − y100 y2 )(x).

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Example- Contd..
Now,

y100 = −p(x)y10 − q(x)y1

y200 = −p(x)y20 − q(x)y2 .

Thus,

W 0 (x) = −y1 py20 − y1 qy2 + y2 py10 + y2 qy1

= −p(y1 y20 − y10 y2 )
= −pW (x).

Hence, Rx
− p(t)dt
W (x) = ce x0
,
for a constant c.
For x = x0 , we get W (x0 ) = c. Hence,
Rx
− p(t)dt
W (y1 , y2 )(x) = W (y1 , y2 )(x0 )e x0
.
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Cauchy-Euler Equations
The equation

x 2 y 00 + axy 0 + by = 0

where a, b ∈ R is called a Cauchy-Euler equation . Assume x > 0. Suppose

y = x m is a solution to this DE. Then,

x 2 m(m − 1)x m−2 + axmx m−1 + bx m = 0.

We get:

m(m − 1) + am + b = 0.

that is,
m2 + (a − 1)m + b = 0.
This is called the auxiliary equation of the given Cauchy-Euler equation. The
roots are p
(1 − a) ± (a − 1)2 − 4b
m1 , m2 = .
2
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Cauchy-Euler Equations

Case I: Distinct real roots.

Are x m1 and x m2 linearly independent? Yes. Hence the general solution is
given by
y = c1 x m1 + c2 x m2 ,
for c1 , c2 ∈ R.

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Cauchy-Euler Equations
Case II: Equal real roots.
that is,
1−a
m1 = m2 = .
2
Hence
1−a
y = f (x) = x 2

is a solution. To get a solution g (x) linearly independent from f (x) (using

method of reduction of order), set
g (x) = v (x)f (x).
Now,
g 0 = v 0 f + vf 0 ,
and
g 00 = v 00 + 2v 0 f 0 + f 00 v .
Thus,
x 2 (v 00 + 2v 0 f 0 + f 00 v ) + ax(v 0 f + vf 0 ) + bvf = 0;
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Cauchy-Euler Equations
that is,

v (x 2 f 00 + axf 0 + bf ) + x 2 (v 00 f + 2v 0 f 0 ) + axv 0 f = 0.

Thus,
x 2 v 00 f + v 0 x(2f 0 x + af ) = 0.
1−a
Now, for f (x) = x 2 , we have:
1 − a − 1 (a+1) 1−a
2f 0 x + af = 2x · x 2 + ax 2
2
1−a 1−a 1−a
= (1 − a)x 2 + ax 2 =x 2 = f (x).
Hence, we get:
x 2 v 00 f + v 0 xf = 0.
i.e.,
v 00 1
0
=− .
v x
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Cauchy-Euler Equations
Hence,  
0 1
ln |v | = − ln x = ln .
x
Take,
1
v0 = .
x
Set
v (x) = ln x.
Hence,
1−a
g (x) = (ln x)x 2 .
Thus the general solution is given by
1−a 1−a
y = c1 x 2 + c2 x 2 ln x,

c1 , c2 ∈ R.

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Cauchy-Euler Equations

Case III : Complex roots

Roots are m1 = µ + ıν, m2 = µ − ıν.

x m1 = x µ e ıν ln x = x µ (cos(ν ln x) + ı sin(ν ln x)),

x m2 = x µ e −ıν ln x = x µ (cos(ν ln x) − ı sin(ν ln x)),

General solution is given by

y = x µ (c1 cos(ν ln x) + c2 sin(ν ln x)),

c1 , c2 ∈ R.

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Examples

Solve:
1 2x 2 y 00 + 3xy 0 − y = 0, x > 0.
2 x 2 y 00 + 5xy 0 + 4y = 0, x > 0.
3 x 2 y 00 + xy 0 + y = 0, x > 0.
Solutions :
√
1 y = c1 x + c2 /x
2 y = x −2 (c1 + c2 ln x).
3 y = c1 cos(ln x) + c2 sin(ln x).

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Non-homogeneous Second Order Linear ODE’s

Consider the non-homogeneous DE

y 00 + p(x)y 0 + q(x)y = r (x)

where p(x), q(x), r (x) are continuous functions on an interval I .

The associated homogeneous DE is

y 00 + p(x)y 0 + q(x)y = 0.

Can we relate the solutions of the above two DE’s?

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Non-homogeneous Second Order Linear ODE’s
Theorem
Let yp (x) be any solution of

y 00 + p(x)y 0 + q(x)y = r (x)

and y1 (x), y2 (x) be a basis of the solution space of the corresponding

homogeneous DE.
Then the set of solutions of the non-homogeneous DE is

{c1 y1 (x) + c2 y2 (x) + yp (x) | c1 , c2 ∈ R}.

Proof: Let φ(x) be any solution of

L(y ) = y 00 + p(x)y 0 + q(x)y = r (x).

Then,

L(φ(x) − yp (x)) = L(φ(x)) − L(yp (x)) = r (x) − r (x) = 0.

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Non-homogeneous Second Order Linear ODE’s

Hence, φ(x) − yp (x) is a solution of the homogeneous DE. Thus,

φ(x) − yp (x) = c1 y1 (x) + c2 y2 (x),

for c1 , c2 ∈ R. Hence,

φ(x) = c1 y1 (x) + c2 y2 (x) + yp (x).

Summary: In order to find the general solution of a non-homogeneous DE,

we need to
get one particular solution of the non-homogeneous DE
get the general solution of the corresponding homogeneous DE.

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Method of Variation of Parameters - a method to obtain
yp (x)
A method to find a particular solution of a non-homogeneous ODE is the
method of variation of parameters.
Here, we vary the constants c1 , c2 in the general solution

y (x) = c1 y1 (x) + c2 y2 (x)

of the associated homogeneous equation

Ly ≡ y 00 + p(x)y 0 + q(x)y = 0.

That is, we replace the constants c1 , c2 by functions v1 (x), v2 (x), so that

yp (x) = v1 (x)y1 (x) + v2 (x)y2 (x)

is a solution of
Ly ≡ y 00 + p(x)y 0 + q(x)y = r (x).

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Method of Variation of Parameters

Now,
yp0 = v1 y10 + v2 y20 + v10 y1 + v20 y2 .
Let’s also demand
v10 y1 + v20 y2 = 0.
Thus,
yp00 = v1 y100 + v10 y10 + v2 y200 + v20 y20 .
Substituting yp , yp0 , yp00 in the given non-homogeneous ODE and
rearranging the terms, we get

v1 (y100 + py10 + qy1 ) + v2 (y200 + py20 + qy2 ) + v10 y10 + v20 y20 = r (x).

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Method of Variation of Parameters

Thus,
v10 y10 + v20 y20 = r (x).
Recall that we also have
v10 y1 + v20 y2 = 0.
Thus, we have:
v10
    
y1 y2 0
= .
y10 y20 v20 r (x)

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Method of Variation of Parameters

Therefore,    
 0 y2   y1 0 
 r (x) y 0   y 0 r (x) 
 
2 1
v10 = , v20 = .
W (y1 , y2 ) W (y1 , y2 )
Thus, Z Z
y2 r (x) y1 r (x)
v1 = − dx, v2 = dx.
W (y1 , y2 ) W (y1 , y2 )
Hence,
R y1 r (x) R y2 r (x)
yp = v1 y1 + v2 y2 = y2 W (y1 ,y2 ) dx − y1 W (y1 ,y2 ) dx.
Hence, the general solution of the non-homogeneous equation is
y = c1 y1 + c2 y2 + yp

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Example 1
Find a particular solution of

y 00 + y = csc x.

Step I : Find a basis of solutions for the associated homogeneous

equation
y 00 + y = 0.
The general solution of this is

y (x) = c1 sin x + c2 cos x.

Step II : Calculate the Wronskian W (y1 , y2 ):

 
 sin x cos x 
W (y1 , y2 ) =  = −1.
cos x − sin x 

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Now,
Z Z
y2 r (x) cos x csc x
v1 = − dx = − dx = ln | sin x|,
W (y1 , y2 ) −1

and Z Z
y1 r (x) sin x csc x
v2 = dx = dx = −x.
W (y1 , y2 ) −1
Hence, a particular solution is given by

yp (x) = sin x ln | sin x| − x cos x.

What about the general solution ?

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Example 2
Find the general solution of

y 00 − y 0 − 2y = e −x .

A basis of solutions of the corresponding homogeneous equation is

y1 = e 2x , y2 = e −x .

Now,
e −x 
 2x 
 e
W (y1 , y2 ) =  2x = −3e x .
−e −x 

2e
Z Z −x −x
y2 r (x) e e 1
v1 = − dx = − x
dx = − e −3x ,
W (y1 , y2 ) −3e 9
and
e 2x e −x
Z Z
y1 r (x) 1
v2 = dx = x
dx = − x.
W (y1 , y2 ) −3e 3

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Hence,
1 1 1 1
yp = − e −3x e 2x + − xe −x = − e −x − xe −x .
9 3 9 3
The general solution is
1 1 1
y = C1 e 2x + C2 e −x + − e −x − xe −x = C1 e 2x + C2 e −x − xe −x .
9 3 3

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Example 3
Find a particular solution of

y 00 + 4y = 3 cos 2t.

A basis of solutions of the corresponding homogeneous equation is

y1 = cos 2t, y2 = sin 2t,

and
sin 2t · 3 cos 2t
Z
3
v1 = − dt = cos 4t,
2 16
cos 2t · 3 cos 2t
Z
3 3
v2 = dt = sin 4t + t.
2 16 4
Thus, a particular solution is

yp = v1 y1 + v2 y2 Complete!

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