Introduction to Linear

Differential Equations
Linear differential equations play a crucial role in modeling various
physical phenomena. Understanding these equations is essential in
many fields, from electrical circuits to mechanical systems. This
presentation provides an overview of the key concepts, solution
methods, and applications of linear differential equations. We will define
what constitutes a linear differential equation and why they are so
important. Then, we'll dive into solution methods.

We will also explore how to approach different types of equations and

interpret the results in real-world contexts. By the end of this
presentation, you should have a solid understanding of linear
differential equations and their application in solving practical problems.

BB by Billu Badmosh
Definition and Form of Linear Differential
Equations
General Form Linearity Homogeneous vs. Non-
homogeneous
A linear differential equation can be The defining characteristic of a linear
expressed in the general form: differential equation is that it Linear differential equations are
a_n(x)y^(n) + a_(n-1)(x)y^(n-1) + ... + contains no products or nonlinear classified into homogeneous and
a_1(x)y' + a_0(x)y = f(x). Here, each functions of y or its derivatives. This non-homogeneous types. A
term involves the unknown function y means you won't see terms like y^2 homogeneous equation has f(x) = 0,
and its derivatives, combined linearly. or sin(y). while a non-homogeneous equation
has f(x) b 0. This distinction affects
the solution approach.

To illustrate, linear equations might look like y'' + 3y' + 2y = x, while nonlinear equations could be y'' + y'^2 = 0, demonstrating
the critical difference in structure.
Homogeneous Equations: Constant Coefficients
Characteristic Equation Roots of Characteristic General Solution
For homogeneous linear Equation The general solution is a linear
differential equations with The roots of the characteristic combination of exponential
constant coefficients, we can form equation determine the form of the functions determined by the roots.
a characteristic equation: a_n r^n + solutions to the differential For each distinct real root r, we
a_(n-1) r^(n-1) + ... + a_1 r + a_0 = 0. equation. Depending on the roots, have a solution of the form e^(rx).
This algebraic equation is derived different cases arise, such as real The specifics depend on the nature
from the coefficients of the distinct roots, repeated roots, and of the roots.
differential equation. complex conjugate roots.

For example, a root r gives rise to solutions like e^(rx). Understanding these components is vital for solving differential
equations efficiently.
Examples: Solving Homogeneous Equations
Example 1: Distinct Real Roots 1
Solve y'' - 3y' + 2y = 0. The characteristic equation is
r^2 - 3r + 2 = 0, with roots r = 1 and r = 2. The general
solution is y(x) = c_1 e^x + c_2 e^(2x). 2 Example 2: Repeated Real Roots
Solve y'' - 4y' + 4y = 0. The characteristic equation is
r^2 - 4r + 4 = 0, with a repeated root r = 2. The
Example 3: Complex Conjugate Roots 3 general solution is y(x) = c_1 e^(2x) + c_2 x e^(2x).
Solve y'' + 2y' + 5y = 0. The characteristic equation is
r^2 + 2r + 5 = 0, with complex roots r = -1 ± 2i. The
general solution is y(x) = e^(-x) (c_1 cos(2x) + c_2
sin(2x)).

These examples illustrate how to solve homogeneous equations based on the roots. Each case requires a different approach
to derive the general solution accurately.
Non-Homogeneous Equations: Method of
Undetermined Coefficients
Form of Particular Solution
For non-homogeneous equations, the method of undetermined coefficients involves guessing the form of the
1 particular solution based on the function f(x) on the right-hand side of the equation. For example, if f(x) is a
polynomial, we guess a polynomial of the same degree.

Polynomial, Exponential, Trigonometric

Common forms for f(x) include polynomials, exponential functions, and trigonometric functions. Each type
2 requires a different approach to determine the particular solution, such as assuming a particular form like
Ae^(bx) for exponential functions.

Modifications
3 If f(x) is a solution to the homogeneous equation, modifications are needed. This usually involves multiplying
the assumed particular solution by x or x^2 to ensure it is linearly independent.

Getting the correct form is crucial for successfully applying the method of undetermined coefficients. Otherwise, you might
end up with inconsistent or incorrect results.
Examples: Solving Non-Homogeneous Equations
Example 1: Exponential Function Example 2: Trigonometric Function
Solve y'' - 3y' + 2y = e^x. The homogeneous solution is Solve y'' + 4y = sin(2x). The homogeneous solution is y_h(x)
y_h(x) = c_1 e^x + c_2 e^(2x). The particular solution is = c_1 cos(2x) + c_2 sin(2x). The particular solution is y_p(x)
y_p(x) = -xe^x. The general solution is y(x) = c_1 e^x + c_2 = -(x/4)cos(2x). The general solution is y(x) = c_1 cos(2x) +
e^(2x) - xe^x. c_2 sin(2x) - (x/4)cos(2x).

For the initial conditions, use the given values to determine the constants c_1 and c_2, resulting in a specific solution to the
problem. The process involves combining both homogeneous and particular solutions.
Applications of Linear Differential Equations

Simple Harmonic Motion RLC Circuits Population Growth

Mass-spring systems are modeled by RLC circuits are described by Population growth models use
mx'' + bx' + kx = F(t), where m is mass, L(d^2q/dt^2) + R(dq/dt) + (1/C)q = differential equations to predict
b is damping, k is the spring constant, E(t), where L is inductance, R is changes in population size over time.
and F(t) is the external force. This resistance, C is capacitance, q is This helps manage resources and track
models how a spring moves and charge, and E(t) is the voltage source. changes in populations.
vibrates. This helps model how circuits work.

These applications show the wide-ranging impact of linear differential equations. They provide the tools to predict and
understand phenomena, making them indispensable in numerous fields.
Summary and Conclusion
Modeling Tools Key Concepts
Linear differential equations Important concepts include
are powerful tools for linearity, distinguishing
modeling physical between homogeneous and
phenomena in engineering, non-homogeneous
physics, and other fields. equations, and
They allow us to express understanding the
and analyze dynamic characteristic equation.
systems quantitatively.

Solution Methods
Key solution methods involve solving the characteristic equation
for homogeneous equations and using the method of
undetermined coefficients for non-homogeneous equations.

Linear differential equations have extensive applications in physics,

engineering, and other domains, offering versatile solutions for various
problems. The knowledge and skills acquired enable efficient problem-
solving and analytical capabilities.