G8

APPENDIX G

Additional Topics in Differential Equations

APPENDIX

G.2

Second-Order Homogeneous Linear Equations

Second-Order Linear Differential Equations Higher-Order Linear Differential Equations Application

Second-Order Linear Differential Equations

In this section and the following section, you will learn methods for solving higherorder linear differential equations.

Definition of Linear Differential Equation of Order n Let g1, g2, . . . , gn and f be functions of x with a common (interval) domain. An equation of the form yn g xyn 1 g xyn 2 . . . g xy g xy f x
1 2 n1 n

is called a linear differential equation of order n. If f x 0, the equation is homogeneous; otherwise, it is nonhomogeneous.

Homogeneous equations are discussed in this section, and the nonhomogeneous case is discussed in the next section. The functions y1, y2, . . . , yn are linearly independent if the only solution of the equation C1 y1 C2 y2 . . . Cn yn 0 is the trivial one, C1 C2 . . . Cn 0. Otherwise, this set of functions is linearly dependent. EXAMPLE 1 Linearly Independent and Dependent Functions

a. The functions y1x sin x and y2 x

are linearly independent because the only values of C1 and C2 for which C1 sin x C2x 0 for all x are C1 0 and C2 0. b. It can be shown that two functions form a linearly dependent set if and only if one is a constant multiple of the other. For example, y1x x and y2x 3x

are linearly dependent because C1x C23x 0 has the nonzero solutions C1 3 and C2 1.

APPENDIX G.2

Second-Order Homogeneous Linear Equations

G9

The following theorem points out the importance of linear independence in constructing the general solution of a second-order linear homogeneous differential equation with constant coefficients. THEOREM G.3 Linear Combinations of Solutions

If y1 and y2 are linearly independent solutions of the differential equation y ay by 0, then the general solution is y C1 y1 C2 y2 where C1 and C2 are constants.
Proof

This theorem is proved in only one direction. If y1 and y2 are solutions, you obtain the following system of equations. y1 x ay1 x by1x 0 y2 x ay2 x by2x 0 Multiplying the first equation by C1, multiplying the second by C2, and adding the resulting equations together produces

C1 y1 x C2 y2 x aC1 y1x C2 y2x bC1 y1x C2 y2x 0

which means that y C1 y1 C2 y2 is a solution, as desired. The proof that all solutions are of this form is best left to a full course on differential equations.

Theorem G.3 states that if you can find two linearly independent solutions, you can obtain the general solution by forming a linear combination of the two solutions. To find two linearly independent solutions, note that the nature of the equation y ay by 0 suggests that it may have solutions of the form y emx. If so, then y memx and y m2emx. So, by substitution, y emx is a solution if and only if m2emx y ay by 0 amemx bemx 0 emxm2 am b 0.

Because emx is never 0, y emx is a solution if and only if m2 am b 0.

Characteristic equation

This is the characteristic equation of the differential equation y ay by 0. Note that the characteristic equation can be determined from its differential equation simply by replacing y with m2, y with m, and y with 1.

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APPENDIX G

Additional Topics in Differential Equations

EXAMPLE 2

Characteristic Equation with Distinct Real Zeros

Solve the differential equation y 4y 0.

Solution
2

In this case, the characteristic equation is

Characteristic equation

m 40

so, m 2. Therefore, y1 em1x e2 x and y2 em 2x e2x are particular solutions of the given differential equation. Furthermore, because these two solutions are linearly independent, you can apply Theorem G.3 to conclude that the general solution is y C1e2x C2e2x.
General solution

The characteristic equation in Example 2 has two distinct real zeros. From algebra, you know that this is only one of three possibilities for quadratic equations. In general, the quadratic equation m2 am b 0 has zeros m1 a a2 4b 2 and m2 a a2 4b 2

which fall into one of three cases. 1. Two distinct real zeros, m1 m2 2. Two equal real zeros, m1 m2 3. Two complex conjugate zeros, m1 i and m2 i In terms of the differential equation y ay by 0, these three cases correspond to three different types of general solutions. THEOREM G.4 The solutions of y ay by 0 fall into one of the following three cases, depending on the solutions of the characteristic equation, m2 am b 0. 1. Distinct Real Zeros If m1 m2 are distinct real zeros of the characteristic equation, then the general solution is y C1em1x C2em2x. 2. Equal Real Zeros If m1 m2 are equal real zeros of the characteristic equation, then the general solution is y C1em1x C2xem1x C1 C2xem1x. 3. Complex Zeros If m1 i and m2 i are complex zeros of the characteristic equation, then the general solution is y C1eax cos x C2eax sin x. Solutions of y ay by 0

APPENDIX G.2

Second-Order Homogeneous Linear Equations

G11

EXAMPLE 3

Characteristic Equation with Complex Zeros

Find the general solution of the differential equation y 6y 12y 0.

Solution

The characteristic equation 6m 12 0

m2

has two complex zeros, as follows. m 6 36 48 2 6 12 2 6 2 3 2 3 3 3 3i

So, 3 and 3, and the general solution is y C1e3x cos3x C2e3x sin3x.
NOTE In Example 3, note that although the characteristic equation has two complex zeros, the solution of the differential equation is real.

EXAMPLE 4

Characteristic Equation with Repeated Zeros

Solve the differential equation y 4y 4y 0 subject to the initial conditions y0 2 and y0 1.

Solution

The characteristic equation

m2 4m 4 m 22 0 has two equal zeros given by m 2. So, the general solution is y C1e2x C2xe2x. 2 C11 C201 C1. Furthermore, because y 1 when x 0, you have y 2C1e2x C2 2xe2x e2x 1 221 C2 201 1 5 C2. Therefore, the solution is y 2e2x 5xe2x.
Particular solution General solution

Now, because y 2 when x 0, you have

Try checking this solution in the original differential equation.

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APPENDIX G

Additional Topics in Differential Equations

Higher-Order Linear Differential Equations

For higher-order homogeneous linear differential equations, you can find the general solution in much the same way as you do for second-order equations. That is, you begin by determining the n zeros of the characteristic equation. Then, based on these n zeros, you form a linearly independent collection of n solutions. The major difference is that with equations of third or higher order, zeros of the characteristic equation may occur more than twice. When this happens, the linearly independent solutions are formed by multiplying by increasing powers of x, as demonstrated in Examples 6 and 7. EXAMPLE 5 Solving a Third-Order Equation

Find the general solution of y y 0.

Solution

The characteristic equation is

m3 m 0 mm 1m 1 0 m 0, 1, 1. Because the characteristic equation has three distinct zeros, the general solution is y C1 C2ex C3e x. EXAMPLE 6 Solving a Third-Order Equation
General solution

Find the general solution of y 3y 3y y 0.

Solution

The characteristic equation is 3m2 3m 1 0 m 13 0 m 1.

m3

Because the zero m 1 occurs three times, the general solution is y C1ex C2 xex C3x2ex. EXAMPLE 7 Solving a Fourth-Order Equation
General solution

Find the general solution of y4 2y y 0.

Solution

The characteristic equation is as follows. 2m2 1 0 m2 12 0 m i

m4

Because each of the zeros m1 i 0 i and m2 i 0 i occurs twice, the general solution is y C1 cos x C2 sin x C3x cos x C4x sin x.
General solution

APPENDIX G.2

Second-Order Homogeneous Linear Equations

G13

Application
One of the many applications of linear differential equations is describing the motion of an oscillating spring. According to Hookes Law, a spring that is stretched (or compressed) y units from its natural length l tends to restore itself to its natural length by a force F that is proportional to y. That is, F y ky, where k is the spring constant and indicates the stiffness of the given spring. Suppose a rigid object of mass m is attached to the end of a spring and causes a displacement, as shown in Figure G.4. Assume that the mass of the spring is negligible compared with m. If the object is pulled downward and released, the resulting oscillations are a product of two opposing forcesthe spring force Fy ky and the weight mg of the object. Under such conditions, you can use a differential equation to find the position y of the object as a function of time t. According to Newtons Second Law of Motion, the force acting on the weight is F ma, where a d 2 ydt2 is the acceleration. Assuming that the motion is undampedthat is, there are no other external forces acting on the objectit follows that md 2 ydt2 ky, and you have d2y k y 0. dt2 m EXAMPLE 8

l = natural length

y = displacement m

A rigid object of mass m attached to the end of the spring causes a displacement of y. Figure G.4

Undamped motion of a spring

Undamped Motion of a Spring

A four-pound weight stretches a spring 8 inches from its natural length. The weight is pulled downward an additional 6 inches and released with an initial upward velocity of 8 feet per second. Find a formula for the position of the weight as a function of time t.
2 By Hookes Law, 4 k3 , so k 6. Moreover, because the weight w is 4 1 given by mg, it follows that m wg 32 8. So, the resulting differential equation for this undamped motion is

Solution

d2y 48y 0. dt2 Because the characteristic equation m2 48 0 has complex zeros m 0 43i, the general solution is y C1e0 cos 43 t C2e0 sin 43 t C1 cos 43 t C2 sin 43 t. Using the initial conditions, you have 1 1 C11 C20 C1 2 2 yt 4 3 C1 sin 4 3 t 4 3 C2 cos 43 t 1 23 8 43 0 43 C21 C2 . 2 3
y 0 1 2

y0 8

Consequently, the position at time t is given by y 1 23 cos 43 t sin 43 t. 2 3

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APPENDIX G

Additional Topics in Differential Equations

Suppose the object in Figure G.5 undergoes an additional damping or frictional force that is proportional to its velocity. A case in point would be the damping force resulting from friction and movement through a fluid. Considering this damping force, pdydt, the differential equation for the oscillation is m d2y dy ky p dt2 dt

or, in standard linear form, d2y p dy k y 0. dt2 m dt m

A damped vibration could be caused by friction and movement through a liquid. Figure G.5

Damped motion of a spring

EXERCISES FOR APPENDIX G.2

In Exercises 14, verify the solution of the differential equation. Solution 1. y C1 C2xe3x 2. y C1e2x C2e2x 3. y C1 cos 2x C2 sin 2x 4. y ex sin 3x Differential Equation y 6y 9y 0 y 4y 0 y 4y 0 y 2y 10y 0 31. Consider the differential equation y 100y 0 and the solution y C1 cos 10x C2 sin 10x. Find the particular solution satisfying each of the following initial conditions. (a) y0 2, y0 0 (b) y0 0, (c) y0 1, y0 2 y0 3

In Exercises 530, find the general solution of the linear differential equation. 5. y y 0 7. y y 6y 0 9. 2y 3y 2y 0 11. y 6y 9y 0 13. 16y 8y y 0 15. y y 0 17. y 9y 0 19. y 2y 4y 0 21. y 3y y 0 22. 3y 4y y 0 23. 9y 12y 11y 0 24. 2y 6y 7y 0 25. y4 y0 6. y 2y 0 8. y 6y 5y 0 10. 16y 16y 3y 0 12. y 10y 25y 0 14. 9y 12y 4y 0 16. y 4y 0 18. y 2y 0 20. y 4y 21y 0

32. Determine C and such that y C sin3 t is a particular solution of the differential equation y y 0, where y0 5. In Exercises 3336, find the particular solution of the linear differential equation. 33. y y 30y 0 y0 1, y0 0, y0 4 y0 2 35. y 16y 0 34. y 2y 3y 0 y0 2, y0 1 36. y 2y 3y 0 y0 2, y0 1

Think About It In Exercises 37 and 38, give a geometric argument to explain why the graph cannot be a solution of the differential equation. It is not necessary to solve the differential equation.
37. y y
y 5 4 3 2 1 x 3 2 1 1 2 3 3 3 2 1 2 3 3 2 1 x

38. y 1 2 y
y

26. y4 y 0 27. y 6y 11y 6y 0 28. y y y y 0 29. y 3y 7y 5y 0 30. y 3y 3y y 0

APPENDIX G.2

Second-Order Homogeneous Linear Equations

G15

Vibrating Spring In Exercises 3944, describe the motion of

a 32-pound weight suspended on a spring. Assume that the weight stretches the spring 2 3 foot from its natural position.
1 39. The weight is pulled 2 foot below the equilibrium position and released.

50. If the characteristic equation of the differential equation y ay by 0 has complex zeros given by m1 i and m2 i, show that y C1e x cos x C2ex sin x is a solution.

40. The weight is raised 2 3 foot above the equilibrium position and released. 41. The weight is raised 2 3 foot above the equilibrium position and started off with a downward velocity of 1 2 foot per second. 42. The weight is pulled 2 foot below the equilibrium position and started off with an upward velocity of 1 2 foot per second. 43. The weight is pulled 1 2 foot below the equilibrium position and released. The motion takes place in a medium that furnishes a damping force of magnitude 1 8 speed at all times. 44. The weight is pulled 1 2 foot below the equilibrium position and released. The motion takes place in a medium that furnishes a damping force of magnitude 1 4 v at all times.
1

True or False? In Exercises 5154, determine whether the

statement is true or false. If it is false, explain why or give an example that shows it is false. 51. y C1e3x C2e3x is the general solution of y 6y 9 0. 52. y C1 C2 xsin x C3 C4xcos x is the general solution of y4 2y y 0. 53. y x is a solution of an y n an 1y n 1 . . . a1 y a0 y 0 if and only if a1 a0 0. 54. It is possible to choose a and b such that y x 2e x is a solution of y ay by 0. The Wronskian of two differentiable functions f and g, denoted by W( f, g), is defined as the function given by the determinant W f, g

Vibrating Spring In Exercises 4548, match the differential

equation with the graph of a particular solution. [The graphs are labeled (a), (b), (c), and (d).] The correct match can be made by comparing the frequency of the oscillations or the rate at which the oscillations are being damped with the appropriate coefficient in the differential equation. (a)
3

(b)
3

f f

g . g

x
1 2 4 5 6 1 2 3 4 6

The functions f and g are linearly independent if there exists at least one value of x for which W f, g 0. In Exercises 5558, use the Wronskian to verify the linear independence of the two functions. 55. y1 eax 56. y1 eax b 0 y2 xeax 58. y1 x y2 x2 sin bx cos bx, b y2 ebx, a 57. y1 y2 eax eax

(c)
3

(d)
3

x
2 3 4 5 6 1 6

59. Eulers differential equation is of the form x 2 y axy by 0, x > 0

where a and b are constants. 45. y 9y 0 47. y 2y 10y 0 46. y 25y 0 48. y y 37 4 y 0 (a) Show that this equation can be transformed into a secondorder linear equation with constant coefficients by using the substitution x et. (b) Solve x 2 y 6xy 6y 0. 60. Solve y Ay 0 where A is constant, subject to the conditions y0 0 and y 0.

49. If the characteristic equation of the differential equation y ay by 0 has two equal real zeros given by m r, show that y C1erx C2 xerx is a solution.