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SOLVING CONSTANTS
SUPPLEMENTARY NOTES ON USING CRAMERS RULE
TO SOLVE FOR CONSTANTS
Generally in solving ODE, we are required to solve for the values of constants based on the initial
conditions given.
Now consider
2
2
+ q t + =0
Where the initial conditions are y(to)=yo, y(to)=yo
Assume that y1 and y2 are the solution, hence
= 1 1 + 2 2
differentiate
= 1 1 + 2 2
Plug in the initial conditions given, hence
= ( ) = 1 1 + 2 2
= ( ) = 1 1 + 2 2
SUPPLEMENTARY NOTES ON USING CRAMERS RULE
TO SOLVE FOR CONSTANT
We can use cramers rule to determine the constant c1 and c2
2 () 1 () 0
2 () 1 () 0
1 = 1 () 2 () and 2 = 1 () 2 () -------- A
1 () 2 () 1 () 2 ()
Where =ad-bc
Why use cramers rule?
We can solve the constant by algebra method i.e. 2 unknowns need two boundary conditions
and solve 2 simultaneous equation.
But if use cramers rule, we can use equation A to develop conditions that will allow us to
determine when we can solve for the constant because when the qty in denominator 0, then
there are two linearly independent solution
The denominator qty is known as wronskian
PART 2 HIGHER ODE
Linear non-homogeneous constant coefficient differential equations
LINEAR NON-HOMOGENEOUS CONSTANT
COEFFICIENT DIFFERENTIAL EQUATIONS
Non-homogeneous Equation looks like below
1 2
+ 1 1 + + 2 2 + 1 + = 1
2. How to find X*? Particular integral / particular solution is found by using 2 methods
Undetermined coefficient methods/
variation of parameter/Wronskian methods/cramers
METHOD 1 : UNDETERMINED
COEFFICIENT
Methods to find particular integral
METHOD 1 : UNDETERMINED COEFFICIENT
Examples in PJ
METHOD 2 : USING VARIATION OF PARAMETER
METHOD TO FIND PARTICULAR INTEGRAL, X*
Using undetermined coefficient method will reduce things down to algebra
problems
Can be quite messy
The undetermined coeff method will only work for a fairly small class of functions
Variation of parameter is a much more general method that can be used for many
cases
METHOD 2 : USING VARIATION OF PARAMETER
(SECOND ORDER)
For a second ODE
2
2 +q t + = 2
For linear non homogeneous constant linear ODE, the complementary solution will be when
RHS of equation 2 equal to zero as below
2
+q t + = 0 3
2
So assume that y1 (t) and y2 (t) are fundamental sets of solution (linearly independent) i.e.
complementary solution for homogeneous part
The particular solution to the non-homogeneous DE (Equation 2) is given by
2 () 1 ()
= 1 + 2 4
(1 () 2 ()) (1 ()2 ())
W = wronskian
METHOD 2 : USING VARIATION OF PARAMETER
(SECOND ORDER)
When wronskian0, then the two solutions form a general solution for equation 2 as they satisfy the initial
conditions
The two solution are known as fundamental sets of solution or linearly independent
Note
No need to worry which one of the two complementary solution is the y1 (t) and which one is y2 (t)
The coefficient of the highest order has to be one if not, divide it out.
Examples
METHOD 2 : USING VARIATION OF PARAMETER FOR
FINDING PARTICULAR INTEGRAL OF HIGHER ORDER
For higher order, the general solution for ODE is
= 1 1 + 2 2 + 3 3 + . . + -----------6
The solution of v1, v2.vn is
()
= 7
[1 , 2 , , ]()
1 () 2 ()
1 () 2 ()
1 , 2 , , =
11 () 21 1 ()
Where n= number of fundamental solutions you have and k=1,2,3.n
METHOD 2 : USING VARIATION OF PARAMETER FOR
FINDING PARTICULAR INTEGRAL OF HIGHER ORDER
How to find Wn (t)?
Wn(t) (i.e W1, W2.Wn) is the determinant of the matrix of coefficients with the nth column replaced with
the column (0,0,0, 0, g(t)). For example first one,
0 2 ()
0 2 ()
() 21 1 ()
Factorizing g(t) out of the matrix, we got
0 2 () 0 2 ()
0 2 () 0 2 ()
=
() 21 1 () 1 21 1 ()
So, () represents th determinant we get by replacing the nth column of the wronskian with the column
(0,0, 0,0,1).
Then find v1, v2.vn by integrating Equation 7 and insert in equation 6 and get the final particular integral
solution.
METHOD 2 : USING VARIATION OF PARAMETER FOR
FINDING PARTICULAR INTEGRAL OF HIGHER ORDER
Example PJ
Second order
Third order
EULER CAUCHY EQUATION (ECE)
Case 1: real different root, m1 and m2 give two real solution. Hence solution are
1 = 1 and 2 = 2
General solution is y = 1 1 + 2 2
Case 2: real double repeated root, m1 and m2 give same solution. Hence solution is
y = (1 + 2 )
Case 3: complex conjugate root not considered here
Examples
SUMMARY