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ADDITIONAL NOTES ON

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

The equation 1 above is non-homogeneous. How to solve?


The general solution consists of two parts i.e. complementary solution, xc and particular solution, x*.

Xc = solution of the equivalent homogeneous equation (RHS=0)


X* = any solution of this equation when RHS=f(t)=particular integral
LINEAR NON-HOMOGENEOUS CONSTANT
COEFFICIENT DIFFERENTIAL EQUATIONS- XC
AND X*
In order to solve linear non-homogeneous constant coefficient DE, the steps are
1. Find the complementary function, Xc = Complementary function is found by solving
the Equation when RHS=0 (homogeneous equation)
Just like what we did before in solving linear, homogeneous constant coeff DE
Use characteristic equation

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

Use trial function as a basis to find particular integral


STEPS TO SOLVE PARTICULAR INTEGRAL, X*
USING UNDETERMINED COEFFICIENT METHOD
Table of trial functions
1. Choose the suitable trial solution
function to match the RHS function
i.e. function f(t) in equation 1 (see
table)
2. Then differentiate trial function to get
all the required differentiation to solve
the given problem of ODE
3. Substitute all the derivatives of trial
function into the original ODE problem
4. Equate the coefficient of LHS and RHS
5. Solve for the values unknown
coefficient in trial function
6. Solve ODE for the final solution.
METHOD 1: UNDETERMINED METHODS
FOR PARTICULAR INTEGRAL
Applicable for higher order
If RHS function is a linear sum of more than one of these functions, then the approximate
trial function is the sum of the trial function for the terms making up the RHS.
If the RHS corresponds to a function that is a repeated root of the characteristic equation
(of the complementary equation) then the trial function must be multiplied by tn where n
is the multiplicity of the root of the characteristic equation.
The number of boundary conditions needed to completely determine the solution is equal
to the order of the DE.

Examples 10.40, 10.41, 10.42, 10.43, 10.44, 10.45.


Example 2 p 41, example 3 p42, example 4 p 44, example 5 p45 supplementary notes
METHOD 1: UNDETERMINED COEFFICIENT -
COMPLEX FUNCTION ON RHS
When the rhs function is a product function, the it can approach in the following
way.
1. When the rhs function products involve exponential , ignore the exponential and
write down the guess for the remainder. Then tack the exponential back on without
any leading coefficient
2. For rhs function involve products of polynomial and trigo functions, you first write
down the guess for just the polynomial and multiply that by the appropriate cosine.
Then add on a new guess for the polynomial with different coefficients and multiply
that by the appropriate sine.

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)

How to solve equation 4????


Solve one by one. How to find W? Assuming y1 (t) and y2 (t) are fundamental sets of solution for
complementary function
1 () 2 ()
1 , 2 = = 1 2 2 1 = ----5
1 () 2 ()

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 , , ]()

Where [1 , 2 , , ]() is the wronskian for 1 , 2 (), , () and it is given by

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)

Euler Cauchy Equation are ODE of the form


2
2
2 + + = 0 7

With given constant a and b and unknown function of y(x)
2
Substitute y=xm , hence = 1 and = ( 1) 2
2

Hence into equation 7


2 1 2 + 1 + = 0
2 + + = 0
Drop xm , 2 + + = 0
2 + 1 + = 0 --------8
EULER CAUCHY EQUATION
Hence y=xm is a solution of equation 7 if and only if m is a root of equation 8. The root of equation 8 are
1 1 1 1
1 = 2 1 + 1 2 and 1 = 2 1 1 2
4 4

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

Solving second and higher order


Linear homogeneous constant coefficient ODE
Characteristic equation solve for roots
oReal distinct root
oComplex root
oRepeated root

Linear non-homogeneous constant coefficient ODE


Complementary solution by characteristic method solve for roots
Particular integral
oUndetermined coefficient method
oVariation of parameter method
THE END
Thank you

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