Second: Linear Differential Equations of and Higher Order

Engineering Mathematics 工程數學
Chapter 2
Linear Differential Equations of

Second and Higher order
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• Linear Differential Equations of Second and

Higher order

y (1)
 y  dy
dx - - - - - - - (1)

d2y
y ( 2)
 y   dx 2 - - - - - -(2)

dny
y (n)
 dx n - - - - - - - - - -(3)

§2.1
Homogeneous Linear Equations of
Second Order
• Linear, 2nd-order ODE
 1  y   p ( x) y   q ( x ) y  r ( x)
r ( x)  0, hom ogenous
r ( x)  0, non hom ogenous
• Nonlinear,2nd-order ODE
F ( y , y , y , x )  0
Homogeneous, linear,
2nd-order ODE
y   py   qy  0
y1  py1  qy1  0
y 2  py 2  qy 2  0
linear
y1 , y 2 independent
y  c1 y1  c2 y 2 general solution

y   py   qy
 
  c1 y1  c2 y 2   p c1 y1  c2 y 2   q c1 y1  c2 y 2 
 c1  0  c2  0
0
k1 y1 ( x )  k 2 y 2 ( x )  0
all x   a, b 
If k1  0
y1
 constant
y2

Non- homogeneous,
2nd-order, linear ODE
y   p( x ) y   q( x ) y  r ( x )
y  yh  y p  c1 y1  c2 y2  y p
(1) yh  pyh  qyh  0
( 2) y p  py p  qy p  0

Example:
y   y  0
y1  e x
y 2  uy1

u    y2 e
1
  pdx 
dx   ( e x ) 2 e
1
  0 dx
dx   e dx 
2 x 1
e 2 x
 1 

2
1  2 x x
y 2  uy1  ( 2 e )e  ( 2 )e
x 1
y  c1 y1  c 2 y 2  c1e x  c 2 ( 21 )e  x  c1e x  c 2 e  x

§2.2
Second-order Homogeneous
Equations with Constant
Coefficients
y   ay   by  0
a, b  constants
x
try solution y  e

y   ay  by


x x
 x
 (e )  a (e )  b(e )
 (  2  a   b ) e x
0
Characteri stic equation
 2  a  b  0
 a  a  4b
2
 a  a  4b
2
1  2 
2 2

( a  4ab)  0
2
Case 1:
two real roots
1 x 2 x
y  c1e  c2 e
Case 2: ( a  4ab)  0
2
a real double root

y  c1 y1  c 2 y 2  ( c1  c 2 u ) y1
 ( c1  c2 x ) y1  ( c1  c 2 x )e x
Case 3:
(a  4ab)  0
2
complex conjugate roots
a a 2  4b
1       i
2 2
a a 2  4b
2       i
2 2
y  c1 y1  c2 y 2  ex [( c1  c2 ) cos x  i ( c1  c2 ) sin x ]

 ex ( A cos x  B sin x )

§2.3
Case of Complex Roots
y   ay   by  0
 2  a  b  0
1  1
2 a 1
2 a  4b ,
2
2  1
2 a  12 a 2  4b

Complex Exponential Function

(a ) : e ix  cos x  i sin x
• Euler formula:
(b) : e ix  cos x  i sin x
 cos x  12 (e ix  e ix )
 sin x  1
2i
(e ix  e ix )
• Complex exponential function
e z  e s  it  e s e it  e s (cos t  i sin t )

Complex Roots
 ax
ye 2
( A cos x  B sin x )
Boundary condition
y ( P1 )  k1 , y ( P2 )  k 2

Example:
Boundary value problem
y   y  0, y (0)  3, y ( )  3
basis : y1  cos x, y2  sin x
 y ( x )  c1 cos x  c2 sin x
y (0)  c1  3, y ( )  c1 cos   c2  0  3
 y  3 cos x  c2 sin x

§2.4 Differential Operators


y  dy
dx
 Dy

d2y
y   dx 2
 D2 y

dny
y (n)
 dx n
 Dn y
D( x 2 )  2 x
D (cos x)   sin x

2nd-order differential operator
(1) L  P( D)  D  aD  b
2
(2) L[ y ]  ( D  aD  b) y  y   ay   by
2

L: linear operator
L[y  w]  L[ y ]  L[ w]
y   ay   by  0
 L[ y ]  P ( D )[ y ]  0
Example :
L[ y ]  ( D 2  D  6) y  y   y   6 y  0
P( D)[e x ]  ( 2  a  b)e x  P ( )e x  0
 P ( D)[e x ]  P( )e x

Example:
Factorization, solution of a differential
equation
P( D)  D 2  D  6 P ( D )[ y ]  0
D 2  D  6  ( D  3)( D  2)
( D  2) y  y   2 y
( D  3)( D  2) y
 ( D  3)[ y   2 y ]
 D ( y   2 y )  3( y   2 y )
 y   2 y   3 y '6 y
 y   y   6 y
§ 2.5
Modeling: Free Oscillating
F  Ky
Mg  KS 0
L  0  (  S 0 )  S 0
ma  mg  K ( y  S 0 )
L  y  (  S 0 )
my   mf  K ( y  S 0 )   Ky

k
my  Ky  0  y   ( ) y  0
m
2
K
(D 
2
)y  0
m
2
K K K
 
2
 0  1  i  2  i
m m m
K K
y  c1 cos t  c2 sin t
m m
y  c1 cos  0 t  c2 sin  0 t

§2.6 Euler-Cauchy Equation

• Euler-Cauchy equation:
x y   axy   by  0
2
• Trial solution: yx m
 x 2 m(m  1) x m  2  axmxm 1  bx m  0
 m 2  (a  1) m  b  0
 ( a 1)  ( a 1) 2  4 b  ( a 1)  ( a 1) 2  4 b
 m1  2
, m2  2

Case1: Distinct real roots
(a  1)  4b  0
2
Basis : y1  x , y 2  x
m1 m2
General solution : y  c1 x  c2 x m1 m2

Case2: Double root ( a  1) 2  4b  0

 ( a 1)
 m1  m 2  m  2
 ( a 1 ) 2
 y1  x m1
x
y 2  uy1
y   py   qy  0
 1
x 2a
u   y12 e  dx  
p 2a
ln x ( 2a  1  1, a  0)
1
 21a x 2 a  x  2 , ( a  0)
( a 1 )
y 2  uy1    ( a 1 ) 2
 (ln x ) x , ( a  0)
y  c1 y1  c2 y 2

Case3: Complex conjugate roots

(a  1) 2  4b  0
 m1    iv , m 2    iv
x iv  (e ln x ) iv  e iv ln x
x m1  x  x iv  x  e iv ln x  x  [cos(v ln x)  i sin( v ln x)]
x m2  x  x iv  x  e iv ln x  x  [cos(v ln x)  i sin( v ln x)]
 y  x  [ A cos(v ln x)  B sin( v ln x)]

§2.7
Existence and Uniqueness
Theory. Wronskian
y   p( x ) y   q( x ) y  0
a xb
p, q continuous on I(a, b)
y( x0 )  K 0
initial value problem
y ( x 0 )  K 1
Theorem 1:
Existence and Uniqueness for Initial
Value Problem
y 1 , y 2 linearly independen t y1 , y 2 linearly dependent
 k 1 y1 ( x )  k 2 y 2 ( x )  0 ( a ) y1  ky2
implies k1  0, k 2  0 (b) y 2  ly1
Wronskian, of two solutions
y1 y2
W ( y1 , y 2 )   y1 y 2  y 2 y1
y1 y 2

Theorem2: Linear dependence and

independence of solutions
y1 y2
W ( y1 , y 2 )  0
y1 y 2
linearly dependent
W 0 linearly independent

Theorem3: Existence of a general

solution
y   py   qy  0
 has a general solution
y  c1 y1  c 2 y 2

Theorem4: General solution
y  c1 y1 ( x)  c 2 y 2 ( x)
y ( x 0 )  k1  K 0
y ( x 0 )  k 2  K 1
y  K 0 y1  K 1 y 2

§ 2.8 Nonhomogeneous Equations
y   p ( x ) y   q ( x ) y  r ( x )
y h  homogeneou s solution  c1 y1 ( x )  c2 y 2 ( x )
y p  particular solution

y h  p ( x ) y h  q( x ) y h  0
y p  p( x ) y p  q( x ) y p  r ( x )
y  yh  y p

§ 2.9 Solution by Undetermined

Coefficients
y   ay   by  r (x )
x
yh  e
1x 2x
1   2  y h  c1e  c 2e
x
1   2  y h  (c1  c 2 x )e

Term in r ( x ) Choice for y p

r (x)
rx
ke Ce rx
kx n (n  0,1,.....) K n x n  K n 1 x n 1  ......  K 1 x  K 0
k cos x K cos x  M sin x
k sin x K cos x  M sin x

x
ke cos x e x ( K cos x  M sin x)
x
ke sin x e x ( K cos x  M sin x)

§2.10: Solution by Variation of

Parameters
y   ay   by  r (x )
(1) homogeneous solution y h  py h  qy h  0
y h  c1 y1 ( x )  c2 y 2 ( x )
y1 ( x ), y 2  uy1 ( x ), u   1  pdx
e dx
y12

(2) paticular solution


y p  u1 ( x ) y1  u2 ( x ) y 2
r ( x )  y p  py p  qy p
y1 y2
u1    y2 r
dx, u2   y1r
dx, W   Wronskian
W W
y1 y 2

y p  py p  qy p  r
y p  u1 y1  u1 y1  u 2 y 2  u2 y 2
 u1 y1  u2 y 2  0
let 
 y p  u1 y1  u2 y 2
y p  u1 y1  u1 y1  u 2 y 2  u2 y 2  r
 u1 y1  u2 y 2  r
 u1    ry2
W dx
 u2  
ry1
W dx

§2.11:
Modeling: Forced Oscillations.
Resonance
my   cy   ky  r (t )
r (t )  input, driving force
r (t )  F0 cos t
m.c.k .F0 . constant
y  yh  y p
homogeneous solution
m2  c   k  0
1   c  c 2  4 mk
2m
2   c  c 2  4 mk
2m

particular solution
r (t )  F0 cos t
 y p  a cos t  b sin t

 y p   (  a sin t  b cos t )
 y    2 (  a cos t  b sin t )
 p
aF k  m 2
0 ( k  m 2 ) 2  2 c 2
b  F0 c
( k  m 2 ) 2  2 c 2
y  yh  y p
§ 2.12 Modeling of Eliectric

Circuits
dI
EL  L
dt
E R  RI
1 Q
C
EC  I (t )dt 
C
dI 1
L  RI   Idt  E (t )
dt C
1
LI   RI   I  E   E 0 cos t
C
§ 2.13 Higher Order Linear

Differential Equation
• n-order Linear ODE:
y (n)
 p ( x) y ( n 1)
 ....  p 2 ( x) y   p1 ( x ) y   p 0 ( x) y  r ( x )
r ( x )  0 homogeneou s ODE
r ( x )  0 non - homogeneou s ODE

Theorem 1:
Superposition Principle
(Linearity principle)
(linear, homogeneous, ODE)
y1 , y 2 , y 3 .... y h solution of y ( n )  pn 1 y n 1  ....  p0 y  0
Linear combinatio n y  c1 y1  c2 y 2  .....  cn y n
( c1 , c2 ,..........cn ) are constants

Second: Linear Differential Equations of and Higher Order

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Engineering Mathematics 工程數學

Linear Differential Equations of

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• Linear Differential Equations of Second and

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y  c1 y1  c 2 y 2  c1e x  c 2 ( 21 )e  x  c1e x  c 2 e  x

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a real double root

y  c1 y1  c2 y 2  ex [( c1  c2 ) cos x  i ( c1  c2 ) sin x ]

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Complex Exponential Function

• Complex exponential function

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§2.4 Differential Operators

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2nd-order differential operator

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§2.6 Euler-Cauchy Equation

• Trial solution: yx m

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Case1: Distinct real roots

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Case2: Double root ( a  1) 2  4b  0

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Case3: Complex conjugate roots

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Wronskian, of two solutions

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Theorem2: Linear dependence and

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Theorem3: Existence of a general

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Theorem4: General solution

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§ 2.8 Nonhomogeneous Equations

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§ 2.9 Solution by Undetermined

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Term in r ( x ) Choice for y p

k cos x K cos x  M sin x

k sin x K cos x  M sin x

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§2.10: Solution by Variation of

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(2) paticular solution