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4) First&Second-Order ODES

The document discusses first and second order ordinary differential equations (ODEs). It covers topics such as linear and non-linear first order ODEs, reduction of order method, constant coefficient second order ODEs, and their solutions. Initial value problems for second order ODEs are also discussed. The key methods covered include finding integrating factors, reduction of order, and solving the characteristic equation.

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19 views11 pages

4) First&Second-Order ODES

The document discusses first and second order ordinary differential equations (ODEs). It covers topics such as linear and non-linear first order ODEs, reduction of order method, constant coefficient second order ODEs, and their solutions. Initial value problems for second order ODEs are also discussed. The key methods covered include finding integrating factors, reduction of order, and solving the characteristic equation.

Uploaded by

Sümeyya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ENGINEERING MATHEMATICS

KMM 511E

FIRST AND SECOND ORDER ORDINARY


DIFFERENTIAL EQUATIONS
First Order ODEs
Linear ODEs

ODEs are linear if they can be written as


y’ + p(x)y = r(x)

y’ and y terms should be linear

If r(x) = 0 then we have a homogeneous equation

y’ = -p(x)y
dy/y = -p(x)dx
lny = -p(x)dx + c*
y = c exp(-p(x)dx)
First Order ODEs
Non-homogeneous linear equations

(py – r)dx + dy = 0

Pdx + Qdy = 0
P=py-r Q=1
If we search for an integrating factor dependent on x

(1/F)dF/dx = p(x)
F(x) = exp(pdx)

If we multiply y’ + p(x)y = r(x) by the integrating factor


exp(pdx)(y’+p(y)) = (exp(pdx)y)’ = exp(pdx)r

exp(pdx)y = exp(pdx)rdx + c
Dividing by exp(pdx) and pdx = h

y = e-h (eh rdx + c)


First Order ODEs
Ex: y’ – y = e2x
dy – (y – e2x)dx = 0
p = -1 r = e2x
h = pdx = -x

General solution: y = ex ( e-x e2x dx + c) = ex (ex + c) = e2x + ex c

Reduction into linear form: Bernoulli equation


y’ + p(x)y = g(x)ya
If u(x) = y(x)1-a
u’ = (1-a)y-a y’ = (1-a) y-a (gya – py)
u’ = (1-a)(g – py1-a)
u’ = (1-a) (g-pu)  u’ + (1-a)pu = (1-a)g

Ex.: Verhulst eq. (special Bernoulli eq.)


y’ – Ay = -By2 a=2 u = y-1 u’ = -y-2 y’ = -y-2 (Ay – By2) = -A/y + B
u’ = -Au + B u’ + Au = B p=A h = Ax r = B
u = e-Ax(BeAx dx + c) = e-Ax(B/A eAx+ + c) = B/A + Ce-Ax
y = 1/u = 1/(B/A + Ce-Ax)
Second Order ODEs
Second order homogeneous and linear ODEs

y’’ + p(x)y’ + q(x)y = r(x) general form of 2nd order ODE

(1-x)y’’ – 2xy’ + 6y = 0 homogeneous


y’’ + 4y = e-x sinx non-homogeneous
x(y’’y + y’2) + 2y’y = 0 non-linear

One solution of a second-order ODE in the range a<x<b is the function h(x) for which
derivatives y’=h’(x) and y’’=h’’(x) exist and may satisfy the differential equation for all x’s
in this range.

Second-order ODEs have many applications and their solutions are sometimes easy and
sometimes complex.

y’’ – y = 0 has solutions of ex and e-x


ex – ex = 0 and e-x – e-x = 0
Second Order ODEs
We can multiply the solutions by scalars and add them for obtaining the general solution of
homogeneous linear equations (superposition rule)

General solution y = c1y1 + c2y2


Special solution y = -3ex + 2/5e-x

This rule does not apply for non-homogeneous and non-linear ODEs

For y’’ + y = 1 1+cosx and 1+sinx are solutions but 2(1+cosx) and (1+cosx + 1+sinx) are not solutions
For y’’y – xy’ = 0 x2 and 1 are solutions but –x2 and x2 + 1 are not solutions

Initial value problems

Special solution is determined


y’’ – y = 0 y(0) = 4 and y’(0) = -2
y = c1ex + c2e-x y’ = c1ex - c2e-x
-2 = c1 – c2 4 = c1 + c2
c1 = 1 and c2 = 3
y= ex + 3e-x
Second Order ODEs
Reduction of Order Method

When one solution y1 is known, y2 may be found


y2 = uy1
y2’ = u’y1 + uy1’
y2’’ = u’’y1 + 2u’y1’ + uy1’’
Let’s place these into y’’ + p(x)y’ + q(x)y = 0

u’’y1 + 2u’y1‘+ uy1’’ + p(u’y1 +uy1’) + quy1 = 0


u’’y1 + u’(2y1‘+ py1) + u(y1‘’ + py1’ + qy1) = 0
From the general equation, y’’ + py’ + qy = 0
u’’ + u’(2y1’ + py1)/y1 = 0
u’ = U u’’ = U’
U’ + (p + 2y1’/y1)U = 0 1st order ODE
dU/U = -(p + 2y1’/y1)dx
lnU = -2lny1 - pdx
U = (1/y12)exp(-pdx)
U = u’ u = Udx
y2 = uy1 y2 = y1 Udx
Second Order ODEs
Ex.: x2y’’ – xy’ + y = 0

y1 = x y2 = ?
y’ = 1 y’’ = 0
We should find p in the general form
Dividing by x2
y’’ – y’/x + y/x2 = 0
p = -1/x -pdx = lnx y1 = x
U = (1/x2)exp(lnx) = 1/x
y2 = y1 Udx
y2 = x dx/x = xlnx

y = c1x + c2xlnx
Second Order ODEs
Second-order ODEs with constant coefficients

y’’ + ay’ + by = 0 (1)

A first-order ODE equation of similar type


y’ + ky = 0
has a solution of y = exp(x)
y’ = exp(x) y’’ = 2exp(x)
2exp(x) + aexp(x) + bexp(x) = (2+ a + b)exp(x) = 0
(2 + a + b) = 0 characteristic equation of (1)

1 = ½ (-a + (a2-4b)0.5) 2 = ½ (-a - (a2-4b)0.5)


y1 = exp(1x) y2 = exp(2x) solutions

Depending on the sign of a2-4b


1- 2 real roots if a2-4b>0
2- 2 repeated roots if a2-4b=0
3- complex conjugate roots if a2-4b<0
Second Order ODEs
1) y1 = exp(1x) y2 = exp(2x) provide the solutions
y = c1exp(1x) + c2exp(2x)

Ex.: y’’ – y = 0
2 – 1 = 0  = 1
y = c1exp(x) + c2exp(-x) general solution

2) y1 = exp(-ax/2) is obtained from y’’+ay’+by=0, one of the solutions being, =-a/2


The second solution is obtained by reduction of order technique: y2 = xexp(-ax/2)

y = (c1 + c2x)exp(-ax/2)

Ex.: y’’ – 4y’ + 4y = 0


2 - 4 + 4 = 0 1,2 = 2
y = (c1 + c2x)exp(2x)
Second Order ODEs
3) y’’ + y = 0  2 + 1 = 0  = (-1)0.5 = i
exp(ix) or exp(-ix) signifies the need of using Euler formulas

exp(ix) = cosx + isinx


exp(-ix) = cosx - isinx

If we add them
cosx = ½(exp(ix) + exp(-ix))
If we subtract them
sinx = (1/2i)(exp(ix) - exp(-ix))

So sinx and cosx are solutions


1 = -a/2 + ½(a2-4b)0.5 = -a/2 + i/2(4b-a2)0.5 = -a/2 + i(b-a2/4)
1 = -a/2 + iw 2 = -a/2 – iw (in a similar manner)
w = (b-a2/4)
exp(1x) = exp(-ax/2)(cos(wx) + isin(wx)) exp(2x) = exp(-ax/2)(cos(wx) - isin(wx))
If we add these and divide by 2: exp(-ax/2)cos(wx) = y1
If we subtract them and divide by -2i: exp(-ax/2)sin(wx) = y2
y = exp(-ax/2)(Acos(wx) + Bsin(wx))  general solution

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