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Chapter 2 Saraswati
Chapter 2 Saraswati
Characteristic features:
p, q and r are functions of x alone or constants.
If r = 0,
y 00 + py 0 + qy = 0,
y 00 + p(x)y 0 + q(x)y = 0
y 00 + py 0 + qy = 0 (∗)
Remark
1.The theorem holds for homogeneous linear ODEs only not for
non-homogeneous linear or non-linear ODEs.
k1 y1 (x) + k2 y2 (x) = 0 ⇒ k1 = 0, k2 = 0.
Linearly dependent
Two functions y1 (x) and y2 (x) are linear dependent on an interval I where
they are defined if
k1 y1 (x) + k2 y2 (x) = 0
also holds for some constants k1 , k2 not both zero. Then, if k1 6= 0 or
k2 6= 0, we can divide and solve, obtaining
k2 k1
y1 = − y2 or y2 = − y1 .
k1 k2
Hence, then y1 and y2 are proportional, where as in the case of linearly
independence, they are not proportional.
A basis of solution of
y 00 + y = 0. (2)
Now cos x and sin x are not proportional, y1 /y2 = cot x 6= const. Hence
they form a basis of equation (2) for all x, and a general solution is
y = c1 cos x + c2 sin x.
2x 2
y 00 − 2
y0 + y =0
1−x 1 − x2
2x R
− pdx
R 2x
dx 2 1
Here, p = − , e = e 1−x 2 = e − ln |1−x | =
1 − x2 |1 − x 2 |
y1 = x
Z − R p(x)dx
e
Using y2 = y1 dx
y12
Z Z
1 1 1/2 1/2
=x dx = x + − dx
x 2 (1 − x 2 ) x2 x + 1 x − 1
1 1 1 1 x +1
= x − + ln |x + 1| − ln |x − 1| = −1 + ln .
x 2 2 2 x −1
If p(x) and q(x) are continuous function on some open interval I and x0 is
in I , then the initial value problem consisting of first and third has a
unique solution y (x) on the interval I .
Trial solution: y = e λx ,
y 0 = λe λx , y 00 = λ2 e λx
λ2 e λx + aλe λx + be λx = 0
e λx (λ2 + aλ + b) = 0
λ2 + aλ + b = 0, ∵ e λx 6= 0
√ √ √
−a ± a2 − 4b −a + a2 − 4b −a − a2 − 4b
λ= say, λ1 = , λ2 =
2 2 2
λ2 + aλ + b = 0 may have three kinds of roots, depending on the sign
of discriminant, a2 − 4b, namely
1 Two real roots if a2 − 4b > 0,
2 A real double root if a2 − 4b = 0,
3 Complex conjugate roots if a2 − 4b < 0.
Solution
Characteristic equation is
λ2 + 4λ + 4 = 0
(λ + 2)2 = 0
λ = −2, −2.
So, required solution is y = (c1 + c2 x)e −2x .
Using y (0) = 2, we get c1 = 2
Again, using y (1) = 0,
0 = (c1 + c2 )e −2
0 = 2e −2 + c2 e −2
∴c2 = −2.
Therefore required solution is y = 2e −2x (1 − x).
Saraswati Acharya (Department MATH207
of Mathematics[2mm]School of Science, Kathmandu University[2mm]
15 / 46 K
Solve y 00 + y 0 − 6y = 0, y (0) = 1, y 0 (0) = 0.
Characteristic equation is λ2 + λ − 6 = 0
∴λ = 2, −3.
y = c1 e 2x + c2 e −3x .
So, required solution is
Using y (0) = 1, we get 1 = c1 + c2
Again, using y 0 (0) = 0,
0 = 2c1 e 2x − 3c2 e −3x when x = 0
0 = 2c1 − 3c2
3c2 = 2c1
To find c1 and c2 , solving 1 = c1 + c2 and 3c2 = 2c1
3
3 = 3c1 + 2c1 =⇒ 5c1 = 3 =⇒ c1 =
5
3 2
again 1 = + c2 =⇒ c2 =
5 5
3 2
Therefore required solution is y = e 2x + e −3x .
5 5
Saraswati Acharya (Department MATH207
of Mathematics[2mm]School of Science, Kathmandu University[2mm]
16 / 46 K
Higher Order Linear ODEs
or, λ4 + 4λ2 − λ2 − 4 = 0
or, (λ2 + 4)(λ2 − 1) = 0
∴ λ = ±2i, 1, −1
General solution:
y = c1 e −2x + c2 e −x + c3 e x + c4 e 2x
Trial solution: y = x m ,
y 0 = mx m−1 , y 00 = m(m − 1)x m−2
Characteristic equation is
m2 − 0.4y + 16.04 = 0
p
0.4 ± (−0.4)2 − 4 × 16.04
m=
2
0.4 ± 8i
=
2
= 0.2 ± 4i (∴ α = 0.2, β = 4)
m2 + (2 − 1)m − 12 = 0
y (x) = c1 x 3 + c2 x −4
1 x 2 y 00 − 2y = 0
Ans: y (x) = c1 + c2 x 3
2 5x 2 y 00 + 23xy 0 + 16.2y = 0
Ans:
General solution: y (x) = c1 x 2 + c2 x 3
Particular solution: y (x) =????
Real Roots: ?
Complex Roots: ?
Multiple Roots: ?
Characteristic equation:
So, y = c1 x + c2 x 2 + c3 x 3
Particular Solution: Using initial equations y (1) = c1 + c2 + c3 = 2
y 0 (1) = c1 + 2c2 + 3c3 = 1, y 00 (1) = 2c2 + 6c3 , (c1 , c2 , c3 ) = (2, 1, −1)
Therefore,
y = 2x + x 2 − x 3
L(y ) = y 00 + a1 y 0 + a2 y = 0
y1 y2
W (y1 , y2 ) =
y10 y20
The Wronskian of y1 , y2 , · · · , yn is
y1 y2 ··· yn
y10 y20 ··· yn0
W (y1 , y2 , · · · , yn ) = y100 y200 ··· yn00
.. .. .. ..
. . . .
(n−1) (n−1) (n−1)
y1 y2 ··· yn
If W 6= 0, then Linearly Independent and If W = 0, then Linearly
dependent
Saraswati Acharya (Department MATH207
of Mathematics[2mm]School of Science, Kathmandu University[2mm]
30 / 46 K
Wronskian
There is a simple test which enables us to tell whether the solutions are
linearly dependent or not. It involves a determinant called Wronskian.
The Wronskian of y1 and y2 of the differential equation
y 00 + ay 0 + by = 0
y1 y2
W (y1 , y2 ) =
y10 y20
The Wronskian of y1 , y2 , · · · , yn is
y1 y2 ··· yn
y10 y20 ··· yn0
W (y1 , y2 , · · · , yn ) = y100 y200 ··· yn00
.. .. .. ..
. . . .
(n−1) (n−1) (n−1)
y1 y2 ··· yn
If W 6= 0, then Linearly Independent and If W = 0, then Linearly
dependent
Saraswati Acharya (Department MATH207
of Mathematics[2mm]School of Science, Kathmandu University[2mm]
31 / 46 K
Extra Problems
1 Show that the Wronskian of y1 and y2 of the differential equation
y 00 + ay 0 + by = 0
, W = 0 if y1 and y2 are linearly dependent and W 6= 0 if if y1 and y2
Linearly Independent.
00 0
2 Find the general solution of y + 0.2y + 4.01y = 0,
0
y (0) = 0, y (0) = 2.
0
3 Find the general solution (D 2 − D − 2)y = 0, where Dy = y
4 Find the Wronskian if y1 = cos(ωx) and y2 = sin(ωx) are the solution
00
of y + ω 2 y = 0
00 0
5 Find the solution of y − 2y + y = 0 and also show that solutions y1
and y2 linearly dependent.
6 y v − 3y iv + 3y 000 − y 00 = 0
7 y 000 + 9y 0 = 0
8 y iv + 16y 00 = 0
9 (D 4 + 10D 2 + 9)y = 0
10 x 3 y 000 − 6y = 0
Saraswati Acharya (Department MATH207
of Mathematics[2mm]School of Science, Kathmandu University[2mm]
32 / 46 K
Non-homogeneous Linear Equations with Constant
Coefficients: Higher Order but Degree One
Various Methods
y 00 + ay 0 + by = r (x)
yh = A cos x + B sin x
y1 y2 0
y10 y20 r
y1 y2
D= = W (y1 , y2 )(x)
y10 y20
0 y2 y 0
D1 = = −ry2 , D2 = 10 = ry1
r y20 y1 b
D1 −ry2 D2 ry1
u0 = = , v0 = =
D W (y1 , y2 )(x) D W (y1 , y2 )(x)
Saraswati Acharya (Department MATH207
of Mathematics[2mm]School of Science, Kathmandu University[2mm]
42 / 46 K
Method of Variation of Parameters (contd.)
Z Z
y2 (x)r (x) y1 (x)r (x)
u=− dx, v= dx
W (y1 , y2 )(x) W (y1 , y2 )(x)
y1 y2
Here, W (y1 , y2 )(x) = 6= 0 (Wronskian ??)
y10 y20
Hence, the particular solution;
Z Z
y2 (x)r (x) y1 (x)r (x)
yp = u1 y1 + u2 y2 = −y1 dx + y2 dx
W (y1 , y2 )(x) W (y1 , y2 )(x)
y2 r
+ y2 yW1 r dx, where
R
Finally, yp = −y1 W dx
y1 y2
W = = W (y1 , y2 )(x)
y10 y20
For yh :
Z
y2 (t)r (t)dt
Again, u1 = −
Homogeneous Equation: W (y1 , y2 )(t)
y 00 − 5y 0 + 4y = 0; Z
(e t )(4t)dt 1
Characteristic Equation: =− 5t
= − (4t + 1)e −4t
−3e 12
λ2 − 5λ + 4 = 0 So, λ = 4, 1 Z
y1 (t)r (t)dt
u2 =
and yh = c1 e 4t + c2 et W (y1 , y2 )(t)
(e 4t )(4t) 4
Z
For yp : = = (t + 1)e −t
−3e 5t 3
We have yp = u1 y1 + u2 y2
5
y y e 4t et So, yp = u1 y1 + u2 y2 = t + and
W = 10 20 = 4
y1 y2 4e 4t et
5
=−3e 5t 6= 0 y = yh + yp =c1 e 4t + c2 e t + t +
4