Prog 25 Second-Order Differential Equations

Worked examples and exercises are in the text
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PROGRAMME 25
SECOND-ORDER
DIFFERENTIAL
EQUATIONS

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Programme 25: Second-order differential equations
Introduction
Homogeneous equations
The auxiliary equation
Summary
Inhomogeneous equations

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Introduction
Summary

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Introduction
For any three numbers a, b and c, the two numbers:
are solutions to the quadratic equation:
with the properties:
2 2
1 2
4 4
and
2 2
b b ac b b ac
m m
a a
+

2
0 am bm c + +
1 2 1 2
and
b c
m m mm
a a
+

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Introduction
The differential equation:
can be re-written to read:
that is:
2
2
0
d y dy
a b cy
dx dx
+ +
2
2
0 provided 0
d y b dy c
y a
dx a dx a
+ +
2
2
0
d y b dy c
a y
dx a dx a
1
+ +
1
]

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Introduction
The differential equation can again be re-written as:
where:
( )
2 2
1 2 1 2
2 2
1 2 1
2
0
d y b dy c d y dy
y m m m m y
dx a dx a dx dx
d dy dy
m y m m y
dx dx dx
dz
m z
dx
+ + + +
_ _

, ,

2 2
1 2 1
4 4
, and
2 2
b b ac b b ac dy
m m z m y
a a dx
+

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Introduction
has solution:
This means that:
That is:
2
0
dz
m z
dx

2
1
m x
dy
z m y
dx
Ce

2
: being the integration constant
m x
z Ce C
2
1
m x
dy
m y Ce
dx

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Introduction
has solution:
where:
and are constants A B
1 2
1
1 2
1 2
: if
( ) : if
m x m x
m x
y Ae Be m m
A Bx e m m
+
+
2
1
m x
dy
m y Ce
dx

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Introduction
Summary

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Is a second-order, constant coefficient, linear, homogeneous differential
equation. Its solution is found from the solutions to the auxiliary equation:
These are:
2
2
0
d y dy
a b cy
dx dx
+ +
2
0 am bm c + +
2 2
1 2
4 4
and
2 2
b b ac b b ac
m m
a a
+

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Introduction
Summary

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Real and different roots
Real and equal roots
Complex roots

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Real and different roots
If the auxiliary equation:
with solution:
where:
then the solution to:
2
0 am bm c + +
2 2
1 2
4 4
and
2 2
b b ac b b ac
m m
a a
+

1 2 1 2
and are real and m m m m
1 2
2
2
0 is
m x m x
d y dy
a b cy y Ae Be
dx dx
+ + +

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Real and equal roots
with solution:
where:
then the solution to:
2
0 am bm c + +
2 2
1 2
4 4
and
2 2
b b ac b b ac
m m
a a
+

1 2 1 2
and are real and m m m m
1
2
2
0 is ( )
m x
d y dy
a b cy y A Bx e
dx dx
+ + +

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Complex roots
with solution:
where:
Then the solutions to the auxiliary equation are complex conjugates. That is:
2
0 am bm c + +
2 2
1 2
4 4
and
2 2
b b ac b b ac
m m
a a
+

1 2
and are m m complex
1 2
and m j m j +

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Complex roots
Complex roots to the auxiliary equation:
means that the solution of the differential equation:
is of the form:
2
0 am bm c + +
2
2
0
d y dy
a b cy
dx dx
+ +
( )
( ) ( ) j x j x
x j x j x
y Ae Be
e Ae Be

+
+
+

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Complex roots
Since:
then:
The solution to the differential equation whose auxiliary equation has complex
roots can be written as::
cos sin and cos sin
j x j x
e x j x e x j x

+
( )
cos sin
x
y e C x D x
+
( ) cos ( )sin
cos sin
j x j x
Ae Be A B x j A B x
C x D x

+ + +
+

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Introduction
Summary

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Summary
Differential equations of the form:
Auxiliary equation:
Roots real and different: Solution
Roots real and the same: Solution
Roots complex ( t j): Solution
2
2
0 where , and are contants
d y dy
a b cy a b c
dx dx
+ +
2
1 2
0 with roots and am bm c m m + +
1 2
m x m x
y Ae Be +
1
( )
m x
y A Bx e +
( )
cos sin
x
y e C x D x
+

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Introduction
Summary

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The second-order, constant coefficient, linear, inhomogeneous differential
equation is an equation of the type:
The solution is in two parts y
1
+ y
2
:
(a) part 1, y
1
is the solution to the homogeneous equation and is called the
complementary function which is the solution to the homogeneous equation
(b) part 2, y
2
is called the particular integral.
2
2
( )
d y dy
a b cy f x
dx dx
+ +

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Complementary function
Example, to solve:
(a) Complementary function
Auxiliary equation: m
2
5m + 6 = 0 solution m = 2, 3
Complementary function y
1
= Ae
2x
+ Be
3x
where:
2
2
2
5 6
d y dy
y x
dx dx
+
2
1 1
1
2
5 6 0
d y dy
y
dx dx
+

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Particular integral
(b) Particular integral
Assume a form for y
2
as y
2
= Cx
2
+ Dx + E then substitution in:
gives:
yielding:
so that:
2
2
2 2
2
2
5 6
d y dy
y x
dx dx
+
2 2
6 (6 10 ) (2 5 6 ) 0 0 Cx D C x C D E x x + + + + +
1/ 6 : 5/18 : 19/108 C D E
2
2
5 19
6 18 108
x x
y + +

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Complete solution
(c) The complete solution to:
consists of:
complementary function + particular integral
That is:
2
2 3
1 2
5 19
6 18 108
x x
x x
y y y Ae Be + + + + +
2
2
2
5 6
d y dy
y x
dx dx
+

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Particular integrals
The general form assumed for the particular integral depends upon the form of
the right-hand side of the inhomogeneous equation. The following table can be
used as a guide:
2 2
( ) Assume
sin or cos sin cos
sinh or cosh sinh cosh
kx kx
f x y
k C
kx Cx D
kx Cx Dx E
k x k x C x D x
k x k x C x D x
e Ce
+
+ +
+
+
K
K
K
K

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Learning outcomes
Use the auxiliary equation to solve certain second-order homogeneous equations
Use the complementary function and the particular integral to solve certain second-
order inhomogeneous equations

Prog 25 Second-Order Differential Equations

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Verfügbare Formate

Prog 25 Second-Order Differential Equations

Hochgeladen von

Copyright:

Verfügbare Formate

Worked examples and exercises are in the text

Use the auxiliary equation to solve certain second-order homogeneous equations

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