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Part II:

Linear Second (Higher) Order


65
Linear Second (Higher) Order
Equations with Constant Coefficients
Linear 2-nd order homogenous equations
(basic case)
Methods We Need to Learn:
2
1 2
2
d y dy
a a y 0
dx
dx
+ + =
66
Linear 2-nd order non-homogenous equations:
Variation of parameters
Undetermined coefficients (special cases)
D-operator method
2
1 2
2
d y dy
a a y F(x)
dx
dx
+ + =
F(x) 0 : Non-homogeneous
F(x) = 0 : Homogeneous
The ODE is 'linear' even if a
1
, a
2
, ..., a
n
are functions of x.
This is because :
Linear 2
nd
-order Homogeneous Eqns with Constant Coefficients :
67
This is because :
degree of
2
2
d y
1
dx
=
dy
1
dx
= degree of
degree of y = 1
and a
1
, a
2
, ..., a
n
are at most functions of x only.
Linear Differential Operator (D-Operator)
D f(x) : means
d
f(x)
dx
D : Operation of differentiation w.r.t. x
= =
2
2
2
d f(x)
D f(x) D (Df(x))
dx
3
3
3
dx
) x ( f d
) x ( f D =
68
) x ( f 2
dx
) x ( df
dx
) x ( f d
) x ( f ) 2 D D (
2
2
2
+ = +
2
dx
3
dx
) x ( f D =
Linear D operator satisfies basic algebraic laws.
(2) (D
2
+ bD + c) f = (D r
1
)(D r
2
) f
(1) (D
2
+ D 2) f = (D + 2)(D 1) f
Examples :
69
(2) (D + bD + c) f = (D r
1
)(D r
2
) f
2
c 4 b b
r ,
2
c 4 b b
r
2
2
2
1

=
+
=
Linear 2nd-order Homogeneous Equation:
(D
2
+ 2aD + b) y = 0
(1)
Characteristic Equation : r
2
+ 2ar + b = 0
(D
2
+ 2aD + b) = (D r
1
) (D r
2
)
(D r ) (D r ) y = 0
70
1
du
r u 0
dx
=
(D r
1
) u = 0
(D r
1
) (D r
2
) y = 0
Let (D r
2
) y = u
du
r dx
1
u
=
=
1
x
1 2
r
D c ( e r )y

1
r x
1 2
dy
r i.e., = c
d
e y
x
= =
1 1
1
r x r x c
u e e c e
1
ln(u) r x c = +
71
1 2
dx
Recall Equation (9):
1
y Qdx

=

2
r x
e

= Integrating factor:

=
=
=

2 2 1
2 1 2
r x -r x r x
1
r x (r r )x
1
y ( e e c e dx
e
1
Qd
c e
x )

dx

Case 1 :
r
1
r
2
2 1 2
r x (r r )x
1
2
c
y e e c

| |
= +
|
72
2 1 2
r x (r r )x
1
2
1 2
c
y e e c
r r

| |
= +
|

\
1 2
r x r x
1
2
1 2
c
e c e
r r
= +

1 2
r x r x
3 2
c e c e = +
1 2
(r r )x
e 1

=
Case 2 :
r
1
= r
2
2 1 2
r x (r r )x
1
y e c e dx

=

73
2
r x
1 2
e (c x c ) = +
= +
2
r x
1 2
(c x c ) e
2
r x
1
e c dx =

(1) Find the general solution of
0 y 6
dx
dy
5
dx
y d
2
2
= + +
Example:
74
+ + = =
2
(r 5r 6) 0 r 2 , 3
2x 3x
1 2
y c e c e

= +
4x x
1 2
y
c e c e

= +
given that y(0) = 2 and y'(0) = 3.
0 y 4
dx
dy
3
dx
y d
2
2
=
(2) Find the solution of
1 2
( 4, 1 )
r r
= =
75
3 = y'(0) = 4 c
1
e
40
c
2
e
-0
1 2
y
c e c e
= +
2 = y(0) = c
1
+ c
2
3 = 4 c
1
c
2
2 = c
1
+ c
2
; 3 = 4 c
1
c
2

1 2
1 11
c c
5 5
= =
4x x
1 11
y e e
5 5

= +
76
(3) Find the solution of
+ =
2
3
3 2
y d y dy
6 11 6y 0
dx
dx dx
d
3 2
(r 6 r 11 r 6) 0 + =
3 2
(r 6 r 11 r 6) 0 + =
As (r-3) is a factor of
2
(r 3)(r 3r 2) 0 + =
we have,
(r 3)(r 2)(r 1) 0 =
or
77
The soln is therefore given by :
= + +
x 2x 3 x
1 2 3
y c e c e c e
(4) Find the solution of
+ =
2
3
3 2
y d y dy
6 12 8y 0
dx
dx dx
d
+ =
3 2
(r 6 r 12 r 8) 0
78
2
(r 2)(r 4r 4) 0 + =
=
3
(r 2) 0
The soln is therefore given by :
= + +
2 2 x
1 2 3
y (c c x c x ) e
Case 3: For Imaginary Roots
( i )x ( i )x
1 2
y
c e c e
+
= +
i x i
2
1
x
)
x
e c ( c
e
e

= +

1 2
i i
r r
= + =
79
2
1
( c
e
x
1 2
( ( ) cos x + i sin x cos x - i sin x ( ) )
e c c

= +
x
1 2 1 2
( ( + ) cos x + i ( ) sin x) )
e c c c c

=
x
3 4
( cos x + sin x )
e c c

=
ix ix
1 2
y c e c e

= +
2
2
d y
y 0
dx
+ =
1 2
r i ; r - i = + =
r i ( =0, =1) =
2
1 0
r
+ =
(5) Find the solution of:
80
ix ix
1 2
y c e c e

= +
1 2
c (cos x i sin x ) c (cos x i sin x ) = + +
( )
x
3 4
e c cos x c sin x

= +
3 4
c cos x c sin x = +

1 x 0
1 x 0 x
y 2
dx
dy
3
dx
y d
2
2

>

= +
1
y(0) 2, y'(0)
2
= =
(6) Solve the following initial value problem:
81
(a) Find y(x) in the interval 0 x 1.
dy
dx
(b) Find y(x) for x > 1 such that y(x) and
are continuous at x = 1.
2
Solution:
(a)
1 x 0
1 x 0 x
y 2 ' y 3 " y

>

= +
and
2
1
) 0 ( ' y , 2 ) 0 ( y = =
2
1 2
r 3 r 2 0; r 1, r 2 + = = =
82
2
1 2
r 3 r 2 0; r 1, r 2 + = = =
x 2x
h 1 2
y c e c e = +
' "
p p p
Assume : y Ax B; y A; y 0 = + = =
Find particular solution
p
y :
x ) B Ax ( 2 A 3 0 = + +
4
3
B ,
2
1
A = =
2x
2
x
1 p h
e c e c
4
3
x
2
1
y y y + + + = + =
Two arbitrary constants : &
c
2
c
83
x 2x
1 2
1
y ' c e 2c e
2
= + +
Two arbitrary constants : &
1
c
2
c
2 1
c c
4
3
) 0 (
2
1
2 ) 0 ( y + + + = =
= = + +
1 2
1 1
y'(0) c 2c
2 2
= =
1 2
7 9
c , c
2 4
Complete solution in the interval 0 x 1:
84
Complete solution in the interval 0 x 1:
= + +
x 2x
1 7 9 3
y(x) x e e
2 2 4 4
x 2x
h 1 2
y(x) y c e c e = = +
(b) For x > 1, the given D.E. is homogeneous
i.e. y" 3y' + 2y = 0
and the complete solution is given by
It is required that y(x) and y'(x) are continuous at x = 1.
85
2
1 2
y(1) c e c e for x 1

= + >
It is required that y(x) and y'(x) are continuous at x = 1.
2

for 0 x 1
1 7 9 3
y(1) (1) e e
2 2 4 4

= + +
Continuity of y(x) at 1 gives:
) 1 ( e
4
9
e
2
7
4
5
e c e c
2 2
2 1
+ = +
2
1 2
y '(1) c e 2c e for x 1 = + >
x 2x
h 1 2
y(x) y c e c e for x 1 = = + >
86
1 2


2

1 7

9
y'(1) e e fo r 0 x 1
2 2 2
= +
x 2x
1 7 9
y'(x) e e for 0 x 1
2 2 2
= +
Continuity of y'(x) at 1 gives:
) 2 ( e
2
9
e
2
7
2
1
e c 2 e c
2 2
2 1
+ = +
Solving equations (1) and (2), we get :
2
3 e 9
c ;
4 e 7
c
+
=
+
=
87
2
2 1
e 4
3 e 9
c ;
e 2
4 e 7
c
+
=
+
=
For x > 1
x 2
2
2
e
e 4
3 e 9
e
e 2
4 e 7
) x ( y
x
|
|

\
|
+

\
|
+
=
Summary
2
2
2
d y dy
b c 0 r br c 0
dx
d
y
x
+ + = + + =
=
1 2
(r r )(r r ) 0

1 2
(i) r r =
1 2
(ii) r r
88

= +
1 2
1 2
r x r x
1 2
(i) r r
y c e c e
=
= +
1
1 2
r x
1 2
(ii) r r
y (c x c )e

= + =
= +
1 2
x
1 2
(iii) r i ; r i
y e (c cos x c sin )
Linear 2-nd order homogenous equations
(basic case)
Linear 2-nd order non-homogenous equations:
( )
+ + =
2
1 2
2
d y dy
a a y F x 0
dx
dx
89
Variation of parameters
Undetermined coefficients (special cases)
D-operator method
dx
= +
= +
1 2
r x r x
1 2
1 1 2 2
(i) y c e c e
c u (x) c u (x)
Since
1 2
u (x) and u (x)
are linearly independent of
another, we have
90
+ + = + + =
+ + = + + =
2
" '
1 1
1 1 1 1
2
2
" '
2 2
2 2 2 2
2
d u du
b cu 0 u bu cu 0
dx
dx
d u du
b cu 0 u bu cu 0
dx
dx
= +
= =
1 1
1 1
r x r x
1 2
r x r x
1 2
(ii) y c xe c e
u xe ; u e
+ + = + + =
" ' " '
1 1 1 2 2 2
u bu cu 0 ; u bu cu 0
91
x
1 2
x x
1 2
(iii) y e (c cos x c sin x)
u e cos x ; u e sin x


= +
= =
" ' " '
1 1 1 2 2 2
u bu cu 0 ; u bu cu 0 + + = + + =
Linear 2nd Order Non-homogeneous
Equations with Constant Coefficients :
) x ( F by
dx
dy
a 2
dx
y d
2
2
= + +
(2)
The general (complete) solution of (2) is of the form:
y = y (x) + y (x) (3)
92
0 by
dx
dy
a 2
dx
y d
2
2
= + +
y = y
h
(x) + y
p
(x) (3)
where y
h
(x) is the general solution of
y
p
(x) is a particular solution of (2).
y
h
(x) = c
1
u
1
(x) + c
2
u
2
(x)
(4)
where c
1,
c
2
are constants, and u
1
(x), u
2
(x) are
functions such as:
e
rx
, xe
rx
, e
x
cosx , e
x
sinx
93
(2) Undetermined Coefficient
(Inspired Guessing )
Y
p
(x) can be found by
(1) Variation of Parameters
+ + =
2
2
d y dy
2a by F( x) (5)
dx
dx
Variation of Parameters Method :
Let be the solution of the
homogeneous differential eqn :
= +
h 1 1 2 2
y c u (x) c u (x)
94
0 by
dx
dy
a 2
dx
y d
2
2
= + +
is a particular solution of the equation (5).
Assume : = +
p 1 1 2 2
y v (x) u (x) v (x) u (x) (6)
Also assume:
+ =
1 1 2 2
v '(x) u (x) v '(x) u (x) 0 (6.1)
= +
p 1 1 2 2
y v u v u (6)
95
= + + +

p 1 1 2 2 1 1 2 2
0
(v ' y ' v u ' v u ' u v ' u )
= +
1 1 2 2
v u ' v u ' (7)
= + + +
p 1 1 2 2 1 1 2 2
y " v u " v u " v ' u ' v ' u ' (8)
Substituting (6), (7), (8) into (5):
0
1 1 1 1
v u " 2au ' bu
(
(
+ + +
(
(

0
2 2 2 2
v u " 2au ' bu +
(
(
+ +
(
(

v1' u1' + v2' u2' = F(x)


96
v1' u1' + v2' u2' = F(x)
(6.1)
(9) v1' u1' + v2' u2' = F(x)
v1' u1 + v2' u2 = 0
1
2
1 2 1 2
u F(x)
v '
u u ' u ' u
=

2
1
1 2 1 2
u F(x)
v '
u u ' u ' u

Solve eqns
(6.1)&(9) to obtain:
97
Since u
1
, u
2
and F(x) are known, v
1
and v
2
can be
obtained.
y
p
= v
1
u
1
+ v
2
u
2
The particular solution of (5) is then given by :
Example:
2
2
d y dy
2 3y 6
dx
+ =
= (c
1
+ v
1
)u
1
+ (c
2
+ v
2
)u
2
y = c
1
u
1
+ c
2
u
2
+ v
1
u
1
+ v
2
u
2
The general solution of (5) is then given by :
98
Example:
3
1
x x
2
u e u , e

= =
2
2 3y 6
dx
dx
+ =
2
1 1
1
2
d u du
2 3u 0
dx
dx
+ =
2
2 2
2
2
d u du
2 3u 0
dx
dx
+ =
x
1
1 2 1 2
6e
v '
(u u ') (u ' u )


) e e 3 ( ) e e (
e 6
x x 3 x x 3
x

=
3x
e
2
3
=
Integrate and w.r.t. X gives : v ' v '

=
x
2
3
v ' e
2
99
x
2 2
3
v e a
2

= +
3x
1 1
1
v e a
2
= +
Integrate and w.r.t. X gives :
1
v '
2
v '
a
1
, a
2
may be assigned any particular values
but they are generally set to zero.
p 1 1 2 2
y v u v u = +
3x 3x x x
1 3
e e e e
2 2

| | | |
= +
| |
\ \
+
|

\
|
= + =
x 3 x 3
h p
e e
2
1
y y y
100
+
|

\
= + =
h p
e e
2
y y y
x
2
3x
1
x x
e c e c e e
2
3
+ +
|

\
|


3x x
1 2
1 3
c e c e
2 2

= + +
Undetermined coefficients (3 special F(x) functions):
rx
F(x) e : =
F(x) sinkx, coskx : =
Three different cases, depending on whether r is a
root of the characteristic equation.
101
Three different cases, depending on whether 0 is
a root of the characteristic equation.
2
F(x) ax bx c : = + +
F(x) sinkx, coskx : =
Two different cases, depending on whether ki is a
root of the characteristic equation.
Undetermined Coefficient Method:
Find a particular solution of
x
2
2
e y 3
dx
y d
= +
Guess y
p
= A e
x
102
x
p
e
4
1
y =
x
p
x
2
p
2
e 3A = 3y , e A
dx
y d
=
4
1
= A
Assume: y
p
= A sin x
y
p
" = A sin x y
p
' = A cos x
Example : Find a solution of
y" 3y' 4y = 2 sin x
by the undetermined coefficient method.
103
y
p
" = A sin x B cos x
y
p
" = A sin x y
p
' = A cos x
A sin x 3 A cos x 4 A sin x = 2 sin x
No solution. Wrong Guess!!
Try: y
p
= A sin x + B cos x y
p
' = A cos x B sin x
17
5
A =
17
3
B =
(A + 3B 4A) sin x + (B 3A 4B) cos x = 2 sin x
-5A + 3B = 2 ; -3A 5B = 0
104
2
2
d y
9y 9x cos x
dx
+ =
using the undetermined coefficient method.
Example : Find a particular solution of
then y
p
' = A C sin x + D cos x
y
p
" = C cos x D sin x
C cos x D sin x + 9Ax + 9B +
Soln: Let y
p
= Ax + B + C cos x + D sin x
105
C cos x D sin x + 9Ax + 9B +
9C cos x + 9D sin x = 9x cos x
B = 0, A = 1, 8D = 0 or D = 0
8
1
C =
8C = 1 or
x cos
8
1
x y
p
=

h p 1 2
1
y y y c cos3x c sin3x x cos x
8
= + = + +
106
Table 15.1
The method of undetermined coefficients for selected equations
of the form :
2
2
d y dy
a by
dx
d
x
x
F( ) + + =
If F(x) has
a term that
is a
constant
multiple of
And if
y
p
107
multiple of
e
rx
r not a root of the characteristic eqn
r a single root of the characteristic
eqn
r a double root of the characteristic
eqn
A e
rx
A x e
rx
A x
2
e
rx
sin kx,
cos kx
ki not a root of the characteristic
eqn
ki a root of the characteristic eqn
B cos kx + C sin kx
B x cos kx +
C x sin kx
Table 15.1
The method of undetermined coefficients for selected equations of
the form :
2
2
d y dy
a by
dx
d
x
x
F( ) + + =
If F(x) has
a term that
is a
constant
multiple of
And if
y
p
ax
2
+ bx
0 not a root of the characteristic eqn Dx
2
+ Ex + F
108
ax
2
+ bx
+ c
0 not a root of the characteristic eqn
0 a single root of the characteristic
eqn
0 a double root of the characteristic
eqn
Dx
2
+ Ex + F
(chosen to match
the degree of ax
2
+
bx + c)
Dx
3
+ Ex
2
+ Fx
(degree 1 higher
than the degree of
ax
2
+ bx + c)
Dx
4
+ Ex
3
+ Fx
2
(degree 2 higher
than the degree of
ax
2
+ bx + c)
2
x
2
3
d y dy
2y e
dx
dx
+ = (1) (r
2
+ r 2) = 0
r
1
= 2 , r
2
= 1
2x x
h 1 2
; y c e c e

= +
x
p
3
y Ae =
109
2
x
2
2
d y dy
2y e
dx
dx

+ =
(2)
r
1
= 2 , r
2
= 1
2x
p
y A e x

=
2x x
h 1 2
; y c e c e

= +
Trial function : y
p
= A x
2
e
x
2
2
x
d y dy
2 y e
dx
dx

+ + =
(3) (r
2
+ 2r +1) = 0
r
1
= 1 , r
2
= 1 ; y
h
= ( c
1
+ c
2
x) e
x
110
2
2
d y
y sin(x)
dx
+ =
(4)
(r
2
+ 1) = 0
r = i , = 1
y
h
= c
1
sin(x) + c
2
cos(x) (1)
From Table 15.1, the trial function should be :
y
p
= A x sin(x) + B x cos(x) (2)
y'
p
= A (x cos(x) + sin(x)) + B (x sin(x) + cos(x))
= A x cos(x) B x sin(x) (3)
111
= A x cos(x) B x sin(x) (3)
+ A sin(x) + B cos(x)
y
p
" = 2A cos (x) - 2B sin(x) - A x sin(x) - B xcos(x)
) x 3 sin( y
dx
y d
2
2
= +
(5)
(r
2
+ 1) = 0 r = i
y
h
= a
1
sin(x) + a
2
cos(x) (1)
From Table 15.1, trial function should be:
112
From Table 15.1, trial function should be:
y
p
= C
1
sin(3x) + C
2
cos(3x) (2)
y'
p
= 3C
1
cos(3x) 3C
2
sin(3x)
y"
p
= 9C
1
sin(3x) 9C
2
cos(3x) (3)
) x 3 sin(
8
1
y
p
=
(2) + (3) = 8C
1
sin(3x) 8C
2
cos(3x) = sin(3x)
8
1
C , 0 C
1 2
= =

113
1 2
1
y sin(x) cos(x) sin(3x)
8
a a
= +
0
dx
y d
2
2
=
2
2
2
3
d y
x
d
x
x
4 5 + + =
F(x)
(6)
r
2
= 0 r
1
= 0, r
2
= 0
y = ( c + c x ) e
0x
= c + c x
114
Trial function:
y
p
= Ax
4
+ Bx
3
+ Cx
2
y
h
= ( c
1
+ c
2
x ) e
0x
= c
1
+ c
2
x
6 x 5 x 4
dx
dy
4
dx
y d
2
2
2
+ + = +
(7)
r
1
= 0, r
2
= 4 , r
2
+ 4r = 0
Trial function:
y
p
= Ax
3
+ Bx
2
+ Cx
115
(8) Find the solution of
0 y 16
dx
dy
8
dx
y d
2
2
= + +
for which y(2) = 3e
8
and y'(2) = 10e
8
The general solution (i.e. homogeneous) is
r
2
+ 8r + 16 = 0
r = 4, 4
4x 4x
x
1 2
y c e c e

= +

= = +
8 8 8
e e
1 2
y(2) 3e c c
= + 3 c 2c
116

= = +
8 8 8 8
1 2 2
y'(2) 10e 4c e 4c 2e c e
= +
1 2
3 c 2c
= +
1 2
10 4c 7c
1 2
c 1, c 2 = =
4x 4x
y e 2xe

= +
, ) x ( t y ) x ( r
dx
dy
) x ( r
dx
y d
1 2 1
2
2
= + +
+ + =
2
1 2 2
d y dy
r ( x) r ( x)y t ( x) ,
and y
2
(x) is a solution of
(9) If y
1
(x) is a solution of
117
+ + =
1 2 2
2
r ( x) r ( x)y t ( x) ,
dx
dx
+ + =
2
1 2 1 2
2
d y dy
r (x) r (x)y t (x) +t (x) .
dx
dx
prove that y
3
(x) = y
1
(x) + y
2
(x) is a solution of
) x ( t y ) x ( r
dx
dy
) x ( r
dx
y d
1 1 2
1
1
2
1
2
= + +
) x ( t y ) x ( r
dy
) x ( r
y d
2 2
2
= + +
y
2
(x) is a solution
Solution : y
1
(x) is a solution
118
) x ( t y ) x ( r
dx
dy
) x ( r
dx
y d
2 2 2
2
1
2
2
= + +
If y
3
(x) = y
2
(x) + y
1
(x)
dx
dy
dx
dy
dx
dy
2 1 3
+ =
then:
2
2
2
2
1
2
2
3
2
dx
y d
dx
y d
dx
y d
+ =
and
3 2
3
1
2
3
2
y ) x ( r
dx
dy
) x ( r
dx
y d
+ +
| |
| |
= + + + + |
|
|
\
\
2
1 1
1 2 1
2
2 2
2 2
2
d y d d y dy

y
r (x) r (x) + (y
dx dx
dx x
y
d
)
= +
1 2
t t (x) (x)
Superposition Principle
119
= +
1 2
t t (x) (x)
y
3
= y
1
+ y
2
is a solution of
) x ( t ) x ( t y ) x ( r
dx
dy
) x ( r
dx
y d
2 1 2 1
2
2
+ = + + (proved).
Superposition Principle
2
2
d y dy
2 3y 6 7sinx
dx
dx
+ = + (i)
2
d y dy
2 3y 6 + =
is given by the solution of
(ii)
(10) The solution of:
120
2
d y dy
2 3y 6
dx
dx
+ = (ii)
2
2
d y dy
2 3y 7sinx
dx
dx
+ =
plus the solution of
(iii)
3x x
3 4
7 7
y c e c e sin x cos x
5 10

= +
The solution of (iii) is
The solution of (ii) is
3x x
1 2
y c e c e 2

= +
121
3x x
5 6
7 7
y c e c e sin x cos x
5 10
2

= +
5 10
The solution of (i) is therefore
Linear 2-nd order homogenous equations
(basic problem: three different cases in
characteristic eqns. )
Linear 2-nd order non-homogenous equations
(general solution for the corresponding homogenous
equation plus particular solution):
Summary of Part II:
122
equation plus particular solution):
Method for calculating particular solution:
Variation of parameters
Undetermined coefficients (special cases)
D-operator method (special cases, to be
discussed later)

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