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BACHELOR OF SCIENCE IN CIVIL ENGINEERING

BACHELOR OF SCIENCE IN CIVIL ENGINEERING Which means simply that 𝑦 = 𝑒 𝑚𝑥 is a solution of the equation. The equation
MATH 104 – DIFFERENTIAL EQUATIONS
1st Semester, S.Y 2023 – 2024 𝑓 (𝑚 ) = 0

CHAPTER 6 Is called the auxillary equation.


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HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH Four Cases in the solution of f(D)y=0
CONSTANT COEFFICIENTS
• CASE 1 : Real roots, distinct
6.1 GENERAL SOLUTION OF A HOMOGENEOUS EQUATION • CASE 2 : Real roots, repeated
• CASE 3 : Imaginary roots, distinct
Let {𝑦1 , 𝑦2 , … , 𝑦𝑛 } be a linearly independent set of solutions of the homogeneous linear
• CASE 4 : Imaginary roots, repeated
equation,
D-Operator. To facilitate writing equation
𝒃𝒐 (𝒙)𝒚(𝒏) + 𝒃𝟏 (𝒙)𝒚(𝒏−𝟏) + ⋯ + 𝒃𝒏−𝟏 (𝒙)𝒚′ + 𝒃𝒏 (𝒙)𝒚 = 𝟎 → (𝟏)
Let:
for x on the interval a<x<b. Suppose further that 𝑏𝑜 (𝑥), … , 𝑏𝑛 (𝑥 ) are continuous 𝑑 𝑑2 𝑑𝑘
functions and that 𝑏𝑜 (𝑥 ) ≠ 0 and a<x<b. 𝐷 = 𝑑𝑥 ; 𝐷2 = 𝑑𝑥 2 ; 𝐷𝑘 = 𝑑𝑥 𝑘

Then the general solution of equation (1) is CASE 1: AUXILLARY EQUATION HAS REAL ROOTS, DISTINCT

𝒚 = 𝑪𝟏 𝒚𝟏 + 𝑪𝟐 𝒚𝟐 + ⋯ + 𝑪𝒏 𝒚𝒏 General Solution:

where 𝐶1 , 𝐶2 , … , 𝐶𝑛 , are arbitrary constants. 𝒚 = 𝑪𝟏 𝒆𝒎𝟏 𝒙 + 𝑪𝟐 𝒆𝒎𝟐 𝒙 + ⋯ + 𝑪𝒏−𝟏 𝒆𝒎(𝒏−𝟏) 𝒙

6.2 THE AUXILLARY EQUATIONS Example Problem:

Any linear homogeneous differential equation with constant coefficients, 1. (𝐷 2 − 𝐷 − 2 )𝑦 = 0


2. (𝐷3 + 2𝐷2 − 15𝐷)𝑦 = 0
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚 (𝐷4 − 2𝐷3 − 13𝐷2 + 38𝐷 − 24)𝑦 = 0
𝒂𝒐 + 𝒂𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 3.
𝒅𝒙 𝒏 𝒅𝒙 𝒏−𝟏 𝒅𝒙 4. (𝐷2 − 2𝐷 − 3)𝑦 = 0; when x=0, y=0 and y’=-4
May be written in the form, 5. (𝐷3 − 2𝐷2 − 5𝐷 + 6)𝑦 = 0; when x=0, y=1, y’=-7, y’’=-1.
𝑓 (𝐷 )𝑦 = 0 Find for x=1 the value for the particular solution required

Where f(D) is a linear differential operator. CASE 2: AUXILLARY EQUATION HAS REAL ROOTS, REPEATED
If m is any root of the algebraic equation f(m)=0, then
General Solution:
𝑓(𝐷)𝑒 𝑚𝑥 = 0
𝒚 = (𝑪𝟏 + 𝑪𝟐 𝒙 + 𝑪𝟑 𝒙𝟐 + ⋯ + 𝑪𝒏−𝟐 𝒙𝒏−𝟏 + 𝑪𝒏−𝟏 𝒙𝒏 )𝒆𝒎𝒙

ENGR. MELANIE ROSE P. PASCUA


BACHELOR OF SCIENCE IN CIVIL ENGINEERING
Example Problem: 1 2𝑥
cosℎ2 𝑥 = (𝑒 + 2 + 𝑒 −2𝑥 )
4
1.(4𝐷2 − 4𝐷 + 1)𝑦 = 0 𝑑 𝑑𝑢
sinh 𝑢 = cosh 𝑢
2. (𝐷3 − 4𝐷2 + 4𝐷)𝑦 = 0 𝑑𝑥 𝑑𝑥
3.(2𝐷4 − 3𝐷3 − 2𝐷2 )𝑦 = 0 𝑑 𝑑𝑢
cosh 𝑢 = sinh 𝑢 Page | 2
4. (𝐷5 − 𝐷3 )𝑦 = 0 𝑑𝑥 𝑑𝑥
5. (𝐷3 + 5𝐷2 + 3𝐷 − 9)𝑦 = 0; when x=0, y=-1; when x=1, y=0; and also as x→ ∞, y→ 0
Find for x=2 the value for the particular solution required Since,

CASE 3: AUXILLARY EQUATION HAS IMAGINARY ROOTS, DISTINCT 𝐷2 cosh 𝑎𝑥 = 𝑎2 cosh 𝑎𝑥 and
𝐷2 sinh 𝑎𝑥 = 𝑎2 sinh 𝑎𝑥
General Solution:
It follows that both cosh ax and sinh ax are solutions of
𝒎𝒙
𝒚=𝒆 (𝑪𝟏 𝒄𝒐𝒔𝒃𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝒃𝒙)
(𝐷2 − 𝑎2 )𝑦 = 0, 𝑎≠0
−𝑏±√𝑏2 −4𝑎𝑐
𝑥= ; 𝑏2 < 4𝑎𝑐; 𝑚 = 𝑎 ± 𝑏𝑖 Then the general solution may be written as
2𝑎

Example Problem: 𝒚 = 𝑪𝟏 𝒄𝒐𝒔𝒉𝒂𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝒉𝒂𝒙

1.(𝐷2 − 2𝐷 + 5)𝑦 = 0 Instead of using the form


2. (𝐷3 + 2𝐷2 + 𝐷 + 2)𝑦 = 0
3.(𝐷2 − 1)𝑦 = 0 ; when x=0, y=𝑦𝑜 , y’=0 𝑦 = 𝐶3 𝑒 𝑎𝑥 + 𝐶4 𝑒 −𝑎𝑥
4. (𝐷2 + 1)𝑦 = 0; when x=0, y=𝑦𝑜 , y’=0
Example Problem:
CASE 4: AUXILLARY EQUATION HAS IMAGINARY ROOTS, REPEATED
1.(𝐷4 + 2𝐷3 + 10𝐷2 )𝑦 = 0
General Solution: 2. (𝐷5 + 𝐷4 − 7𝐷3 − 11𝐷2 − 8𝐷 − 12)𝑦 = 0
3.(𝐷3 + 7𝐷2 + 19𝐷 + 13)𝑦 = 0 when x=0, y=0, y’=2, y’’=-12
𝒚 = 𝒆𝒂𝒙 [(𝑪𝟏 + 𝑪𝟐 𝒙 + ⋯ + 𝑪𝒏−𝟏 𝒙𝒏 )𝒄𝒐𝒔𝒃𝒙 + (𝑪𝟑 + 𝑪𝟒 𝒙 + ⋯ + 𝑪𝒏−𝟏 𝒙𝒏 )𝒔𝒊𝒏𝒃𝒙] 4. (𝐷3 + 𝐷2 + 4𝐷 + 4)𝑦 = 0 when x=0, y=0, y’=-1, y’’=5
𝑚 = 𝑎 ± 𝑏𝑖
A NOTE ON HYPERBOLIC FUNCTIONS:
References
𝑒 𝑥 − 𝑒 −𝑥
sinh 𝑥 =
2 1. Holzner, Steven (2008). Differential Equations for Dummies, Indianapolis,
𝑒 𝑥 − 𝑒 −𝑥 Indiana: Wiley Publishing, Inc.
cosh 𝑥 =
2 2. O’Neil, Peter V. (2012). Advanced Engineering Mathematics, 7th Edition.
1 2𝑥 Philippines: Cengage Learning Asia Pte Ltd.
sinℎ 𝑥 = (𝑒 − 2 + 𝑒 −2𝑥 )
2
4 3. Rainville, Earl D. & Bedient, Phillip E. (2002). Elementary Differential
Equations, 8th Edition. Singapore: Pearson Education Asia Pte Ltd.

ENGR. MELANIE ROSE P. PASCUA


BACHELOR OF SCIENCE IN CIVIL ENGINEERING
4. Rainville, Earl D. & Bedient, Phillip E. (1981). Elementary Differential
Equations, 6th Edition. United States of America: Macmillan Publishing Co.,
Inc.
5. Gillesania, DIT (2014). Engineering Mathematics Volume 2, 3rd Edition.
Philippines: Diego Inocencio Tapang Gillesania
6. Problems and Solutions in Elementary Differential Equations by Mark Page | 3
Jefferson B. Castro, MSCE and Rodel P. Hacla, MME

ENGR. MELANIE ROSE P. PASCUA

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