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Patilano, E Jr. - Differential Equations
Patilano, E Jr. - Differential Equations
Examples:
2
d y dy
1. −7 +12 y=0 → is a Homogeneous Higher Order Differential Equation
dx 2
dx
2. y ' ' +5 y ' −9 y =x2 → is a Nonhomogeneous Higher Order Differential Equation
Characteristic Polynomial
'' '
a y + b y + cy=0
d
2
a D y+ bDy+cy =0 where D=
dx
2
d y dy '' '
a +b + cy=0 ¿ a y + b y + cy=0
dx dx
Characteristic Equation
To obtain Auxiliary Equation the denoted D above will be change into r to find its roots.
( a D2 +bD+ c ) y =0 → 2
a r +br + c=0 → Auxiliary Equation
There will be two roots of the Auxiliary Equation which will be denoted as r 1∧r 2. Let us now
differentiate all the Auxiliary Equations which later will be form on the final answer as
General Solution.
r2x
Y 2=e
Example:
2
2 D y +3 Dy−2 y=0
After we obtained the equation above, we must factor out y to obtain the Quadratic Equation.
( 2 D2 +3 D−2 ) y=0
2
2 r +3 r−2=0
Time to get the roots of the Auxiliary Equation, in this case the roots cannot be the same
since it is Real and Distinct.
1
r 1= ∧r 2=−2
2
Last thing to do is to write its General Solution and to check if it can still be simplified.
1
x
y=c1 e 2 + c 2 e−2 x
B. The Auxiliary Equation: Repeated Roots
b 2−4 ac=0
r 1=r 2=r
r1x r2 x
y=C 1 e + C2 x e → General Solution
Example:
2
D y−2 Dy+ y=0
After we obtained the equation above, we must factor out y to obtain the Quadratic Equation.
r 2−2r +1=0
Time to get the roots of the Auxiliary Equation, in this case the roots are equal since it is
Repeated Roots.
r 1=r 2=1
Last thing to do is to write its General Solution and to check if it can still be simplified.
y=C 1 e x +C 2 x e x
C. The Auxiliary Equation: Conjugate Complex Roots or Imaginary Roots
b 2−4 ac< 0
r =a ± jb
Equation has conjugate complex number where a∧b are real numbers.
ax ax
y=C 1 e cos bx +C2 e sin bx
ax
y=e ( C1 cos bx +C 2 sin bx ) → General Solution
Example:
2
36 D y−36 Dy+13 y=0
After we obtained the equation above, we must factor out y to obtain the Quadratic Equation.
( 36 D2−36 D+13 ) y =0
36 r 2−36 r+ 13=0
Time to get the roots of the Auxiliary Equation, in this case the roots contains an Imaginary i .
1 1
r= ± i
2 3
Last thing to do is to write its General Solution and to check if it can still be simplified.
Example:
2
D y+ 6 Dy+13 y=0
After we obtained the equation above, we must factor out y to obtain the Quadratic Equation.
( D2 +6 D+13 ) y=0
2
r +6 r +13=0
Time to get the roots of the Auxiliary Equation, in this case the roots contains an Imaginary i .
r =−3 ±2 i
Write its General Solution and derive it once to satisfy the given initial conditions.
We should consider that we have two terms on the general solution the e−3 x and
( C 1 cos 2 x +C2 sin 2 x ), therefore we have to execute product rule. And in this term
( C 1 cos 2 x +C2 sin 2 x ) we must do chain rule.
Product Rule: udv +vdu and Chain Rule: f ' ( g(x )) g ' (x)
y ' =(e¿ ¿−3 x ) (−2C 1 sin 2 x+ 2C 2 cos 2 x ) + ( C 1 cos 2 x +C2 sin 2 x ) (−3 e−3 x ) ¿
Simplify, we have
y ' =(e¿ ¿−3 x ) (−2C 1 sin 2 x+ 2C 2 cos 2 x ) + ( C 1 cos 2 x +C2 sin 2 x ) (−3 e−3 x ) ¿
Using the initial conditions given in the problem y ( 0 )=0∧ y ' ( 0 )=2
@ y =0 , x=0
−3 x
y=e ( C 1 cos 2 x +C 2 sin 2 x )
−3 ( 0 )
0=e ( C 1 cos 2(0)+ C2 sin 2(0))
0=( 1 ) ¿ → C 1=0
'
@ y =2, x=0
[
2=[(e ¿ ¿−3(0)) ( −2C 1 sin2( 0)+2 C 2 cos 2( 0) ) ]+ ( C 1 cos 2 ( 0 )+ C2 sin 2 ( 0 )) ( −3 e−3( 0) ) ¿ ]
2=¿ → C 2=2.5
y=2.5sin 2 x
2. Solve y ' ' +6 y ' +13 y=0 ; y ( 0 ) =2∧ y ' ( 0 )=1
2
D y+ 6 Dy+13 y=0
After we obtained the equation above, we must factor out y to obtain the Quadratic Equation.
( D2 +6 D+13 ) y=0
2
r +6 r +13=0
Time to get the roots of the Auxiliary Equation, in this case the roots contains an Imaginary i .
r =−3 ±2 i
Write its General Solution and derive it once to satisfy the given initial conditions.
−3 x
y=e ( C 1 cos 2 x +C 2 sin 2 x )
We have the same problem as number 1 but now we consider a different initial condition and
still we should consider that we have two terms on the general solution the e−3 x and
( C 1 cos 2 x +C2 sin 2 x ), therefore we have to execute product rule. And in this term
( C 1 cos 2 x +C2 sin 2 x ) we must do chain rule.
u=e
−3 x
v=( C 1 cos 2 x+ C2 sin 2 x )
Product Rule: udv +vdu and Chain Rule: f ' ( g(x )) g ' (x)
Simplify, we have
y ' =(e¿ ¿−3 x ) (−2C 1 sin 2 x+ 2C 2 cos 2 x ) + ( C 1 cos 2 x +C2 sin 2 x ) (−3 e−3 x ) ¿
Using the initial conditions given in the problem y ( 0 )=2∧ y ' ( 0 )=1
@ y =2 , x=0
−3( 0)
2=e ( C1 cos 2(0)+C 2 sin 2(0))
2= (1 ) ¿ → C 1=2
'
@ y =1 , x=0
[
1=[(e ¿ ¿−3(0)) ( −2C 1 sin 2( 0)+2 C 2 cos 2( 0) ) ]+ ( C 1 cos 2 ( 0 )+C 2 sin2 ( 0 ) ) (−3 e−3 ( 0) ) ¿ ]
1=¿ → C 2=3.5
d2 y dy
a +b + cy=f ( x)
dx 2
dx
Here are few steps to be used in obtaining the Nonhomogeneous Higher Order Differential
Equation.
1. Find the general solution of the homogeneous equation
2
d y dy
a 2
+b + cy=0
dx dx
2. Find a particular solution of the full equation
f (x) Form of Y p
k ( a constant ) C
linear ∈ x Cx+ D
quadratic ∈ x 2
C x + Dx+ E
k sin px C cos px
k cos px D sin px
k e px C e px
∑ of the above=¿
product of theabove=¿
Example:
1. Solve y ' '' +3 y ' ' +3 y ' + y=e x −x−1
As we see on the problem it is now on the 3 rd order and we can set the equation
2 3 2
a D y+ bDy+cy =0 to a D y +b D y + cDy+dy =0. So, we have to use that equation on the
problem.
D 3 y+ 3 D 2 y +3 Dy+ y =0
After that we have to factor out y term, we obtain:
( D 3 +3 D2 +3 D+1 ) y=0
The next step is to change D into r to obtain the Auxiliary Equation
3 2
r +3 r +3 r +1=0
Time to get the roots of the Auxiliary Equation, in this case the roots are equal, and it is under
Repeated Roots.
r 1=r 2=r 3=−1
have Y p=Y p +Y p 1 2
For the Y p : 1
Let us take a look on the list of the form of Y p table above to obtain for the equivalent form
of e x .
x
We have to derive Y p =C e thrice since the problem is on third order equation.
1
Y p =C e x
1
Y ' ' p =C e x
1
Y ' p =C e x
1
Y ' '' p =C e x
1
x
After we derived Y p =C e we have to substitute the obtained value to the equation and
1
simplify if needed.
' '' '' ' x
y +3 y +3 y + y=e
x x x x x
C e +3 C e +3 C e +C e =e
x x
e ( C+3 C+ 3C +C )=e
x x
8 C e =e
We can now get the value of C which is equal to
8 C=1
1
C=
8
Y p =C e x1
1 x
Yp= e
8 1
Now, we will move to the 2nd term −x−1 and find its Y p . 2
For the Y p : 2
We have to derive Y p =Cx + D thrice since the problem is on third order equation.
2
''
Y p =Cx + D
2
Y p2 =0
Y ' p =C
2
Y ' '' p =0 2
After we derived Y p =Cx + D we have to substitute the obtained value to the equation and
2
simplify if needed.
Y p =Cx + D
2
Y p = (−1 ) x +2
2
Y p =−x+2
2
Y p=Y p +Y p 1 2
1 x
Y p= e −x +2
8
For the Nonhomogeneous Equation Y =Y c +Y p , we have:
−x −x 2 −x 1 x
Y =C 1 e +C2 x e + C3 x e + e −x+ 2
8
As we see on the problem it is now on the 3 rd order and we can set the equation
a D 2 y+ bDy+cy =0 to a D 3 y +b D2 y + cDy+dy =0. So, we have to use that equation on the
problem.
D 3 y+ 2 D 2 y−Dy−2 y=0
After that we have to factor out y term, we obtain:
( D 3 +2 D2−D−2 ) y =0
The next step is to change D into r to obtain the Auxiliary Equation
r 3 +2 r 2−r −2=0
Time to get the roots of the Auxiliary Equation, in this case the roots are different and
considered Real and Distinct.
r 1=1 , r 2=−1, r 3 =−2
We have to derive Y p=C x3 + D x 2+ Ex+ F thrice since the problem is on third order equation.
3 2
Y p=C x + D x + Ex+ F Y ' ' p =6 Cx+2 D
2
Y ' p =3C x +2 Dx+ E Y ' ' ' p =6 C
3 2
After we derived Y p=C x + D x + Ex+ F we have to substitute the obtained value to the
equation and simplify if needed.
' '' '' ' 3
y +2 y − y −2 y=1−4 x
After substituting the derived values, we can now distribute the constant values.
2 3 2 3
6 C+ 12Cx+ 4 D−3 C x −2 Dx−E−2C x −2 D x −2 Ex−2 F=1−4 x
3 2 2 3
−2 C x −3 C x −2 D x +12Cx−2 Dx−2 Ex+ 6 C+ 4 D−E−2 F=1−4 x
In x 3 terms:
3 3
−2 C x =1−4 x
−2 C=−4
C=2
In x 2 terms:
−3 C−2 D=0
−3 (−2 )−2 D=0
D=−3
In x terms:
12 C−2 D−2 E=0
12 ( 2 )−2 (−3 )−2 E=0
E=15
Without x terms:
6 C+ 4 D−E−2 F=1
6 ( 2 ) +4 (−3 )−15−2 F=1
F=−8
Combining the values obtained to have Y p:
Y p=C x3 + D x 2+ Ex+ F
3 2
Y p=2 x −3 x + 15 x−8
'' ' −3 x
3. Solve y + 8 y +17 y=2 e ; y ( 0 )=2∧ y ( π2 )=0
First thing to do is we have to obtain this equation a D 2 y+ bDy+cy =0.
2
D y+ 8 Dy +17 y=0
After we obtained the equation above, we must factor out y to obtain the Quadratic Equation.
( D2 +8 D+17 ) y =0
The next step is to change D into r to obtain the Auxiliary Equation
r 2 +8 r +17=0
Time to get the roots of the Auxiliary Equation, in this case the roots contains an Imaginary i .
r =−4 ±i
We have to derive Y p=C e−3 x twice since the problem is on second order equation.
−3 x −3 x
Y p=C e Y ' ' p =9 C e
−3 x
Y ' p =−3 C e
After we derived Y p=C e−3 x we have to substitute the obtained value to the equation and
simplify if needed.
'' ' −3 x
y + 8 y +17 y=2 e
After substituting the derived values, we can now distribute the constant values.
Y p=e−3 x
Y =e−4 x ¿
Since this is an initial value problem, we will now be going to use the given initial conditions
in the problem.
@ y ( 0 ) =2
−4 (0 )
2=e ¿
2= (1 ) ( C 1 ( 1 ) +C 2 ( 0 )) + 1
2=C 1 +1
C 1=1
@y ( π2 )=0
−4 ( π2 )
0=e ¿
−3 π
−2 π
0=e ( 2 ( 0 )+C 2 ( 1 ) ) + e 2
−π
2
C 2=−e
After we have done getting the values for C 1 and C 2 using the initial conditions, we can now
obtain for our final answer.
−4 x
Y =e ¿
Since I had already discussed about the Method of Undetermined Coefficients above, also
had its table of the form of Y p. Let us know about Variation of Parameters.
Variation of Parameters
Variation of Parameters is also another method on solving nonhomogeneous linear
differential equations, it can be second order a y ' ' + b y ' + cy=g, third order
a y ' ' ' +b y ' ' + c y ' +dy=g , or even higher order differential equations
N N−1
a o y + a1 y +·· ·+a n−1 y ' +a n y=g .
Particular Solution of the Nonhomogeneous Differential Equation is
y2 g ( x ) y1 g ( x )
y p ( x ) =− y 1∫ dx+ y 2∫ dx
W ( y1 , y2 ) W ( y1 , y2 )
Y c =C 1 e3 x +C 2 e5 x
3x
y 1=e
y 2=e5 x
Then we will be going to solve for the Wronskian W . After obtaining the value for W we will
then solve for u1andu2 using the equation.
y 2 g (x)
For u1: u1=−∫ dx
W ( y 1 , y 2)
y 1 g ( x)
For u2 : u2=∫ dx
W ( y1 , y 2)
25 C e 5 x −4 ( 5 C e 5 x ) −12 ( C e5 x )=3 e 5 x
Simplify,
5x 5x 5x 5x
25 C e −20 C e −12C e =3 e
5x 5x
−7 C e =3 e
−7 C=3
−3
C=
7
−3 5 x
Y p= e
7
6x −2 x 3 5x
Y =Y c +Y p =C1 e +C 2 e − e
7
Let
6x −2 x
y 1=e and y 2=e
[ ]
6x −2 x
W= e e
6x −2 x
6 e −2e
4x 4x 4x
¿−2 e −6 e =−8 e
e−2 x ( 3 e 5 x )
u1=−∫ dx
−8 e 4 x
3
u1 =
8
∫ e−x dx
−3 −x
u1 = e +C
8
y 1 g ( x)
u2=∫ dx
W ( y1 , y 2)
e6x (3 e5x )
u2=∫ dx
−8 e4 x
−3
8 ∫
7x
u2 = e dx
−3 7 x
u2 = e +C
56
Solve for Y p
Y p=u1 y 1 +u2 y 2
Y p=
[ −3 − x
8
e +C [ e ]+
6x
56] [
−3 7 x
e +C [ e ]
]
−2 x
−3 5 x 3
Y p= e + C e 6 x − e5 x +C e−2 x
8 56
We can take out C e 6 x and C e−2 x because they are part of homogeneous solution, we obtain,
−3 5 x 3 5 x
Y p= e − e
8 56
−3 5 x
Y p= e
7
6x −2 x 3 5x
Y =Y c +Y p =C1 e +C 2 e − e
7
As we can see we obtain the same nonhomogeneous differential equation in a different way
of solving by using the Method of Undetermined Coefficients and the Variation of
Parameters.
Method of Undetermined Coefficients Variation of Parameters
Advantage Advantage
According to the source I have The advantage of this method
tutorial.math.lamar.edu, that one of the Variation of Parameters is that it can be
main advantages of this method is that it used to solve for more functions compare
reduces the problem down to an algebra to the Method of Undetermined
problem. The algebra can get messy on Coefficients. And it is also more on
occasion, but for most of the problems it general, safe, and more advantage to use in
will not be terribly difficult. Another nice solving higher order differential equations.
thing about this method is that the
complementary solution will not be
explicitly required, although as we will see Disadvantage
knowledge of the complementary solution
will be needed in some cases and so we The method of Variation of
will generally find that as well. Parameters is a much more general method
that can be used in many more cases.
However, there are two disadvantages to
the method. First, the complementary
Disadvantage
solution is absolutely required to do the
There are two disadvantages to this problem. This is in contrast to the method
method. First, it will only work for a fairly of undetermined coefficients where it was
small class of g(t )’ s. The class of g(t )’ s advisable to have the complementary
for which the method works, does include solution on hand but was not required.
some of the more common functions, Second, as we will see, in order to
however, there are many functions out complete the method, we will be doing a
there for which undetermined coefficients couple of integrals and there is no
simply will not work. Second, it is guarantee that we will be able to do the
generally only useful for constant integrals. So, while it will always be
coefficient differential equations. possible to write down a formula to get the
particular solution, we may not be able to
actually find it if the integrals are too
difficult or if we are unable to find the
complementary solution.