National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Basic Sciences

Differential Equations
MATH-108

Lecture # 14(ODE)

Course Instructor: Dr Saira Zainab

Ph. # 03325193283
Email: [email protected]
Office # 207, IAEC
1
Wronskian
Fundamental Set of Solutions
A set
 y1 , y 2 , , y n 
of n linearly independent solutions, on interval I , of the homogeneous linear nth-order
differential equation
dny d n 1 y dy
a n x  n  a n  1 x  n  1    a1 x   a 0 x y 0
dx dx dx
is said to be a fundamental set of solutions on the interval I .
Existence of a Fundamental Set
There always exists a fundamental set of solutions for a linear nth-order homogeneous
differential equation
dny d n 1 y dy
a n x  n  a n  1 x  n  1    a1 x   a 0 x y 0
dx dx dx
on an interval I.
Wronskian
General Solution of Homogeneous Equations
Suppose that
 y1 , y 2 , , y n 
is a fundamental set of solutions, on an interval I, of the homogeneous linear nth-order
differential equation
dny d n 1 y dy
a n x  n  a n 1 x  n  1    a1 x   a0 x y 0
dx dx dx
Then the general solution of the equation on the interval I is defined to be
y c1 y1 x   c 2 y 2 x     c n y n x 
Here c1 , c 2 , , c n are arbitrary constants.
 Practice Exercises
1.Given that
y c1e x  c 2 e  x
is a two-parameter family of solutions of the differential equation
y   y 0
on  , , find a member of the family satisfying the boundary conditions
y 0  0, y 1 1 .
2.Given that
y c1  c 2 cos x  c3 sin x
is a three-parameter family of solutions of the differential equation
y   y  0
on the interval  , , find a member of the family satisfying the initial conditions
y   0, y   2, y    1 .
3.Given that
y c1 x  c 2 x ln x
is a two-parameter family of solutions of the differential equation x 2 y   xy   y 0 on
 , . Find a member of the family satisfying the initial conditions
y 1 3, y 1  1.
Homogeneous Linear Equations with Constant Coefficients
We know that the linear first order differential equation
dy
 my 0 ,
dx
m being a constant, has the exponential solution on
y c1e  mx
The question?
 The question is whether or not the exponential solutions of the higher-order
differential equations
a n y ( n)  a n  1 y ( n  1)    a 2 y //  a1 y /  a0 y 0,
exist on  , .
 In fact all the solutions of this equation are exponential functions or constructed
out of exponential functions.
Recall
That the linear differential of order n is an equation of the form
dny d n 1y dy
a n ( x)  a n  1 ( x)    a1 ( x)  a0 ( x) y  g ( x)
dx n dx n  1 dx
  The question is whether or not the exponential solutions of the higher-order
differential equations
a n y ( n)  a n  1 y ( n  1)    a 2 y //  a1 y /  a0 y 0,
Homogeneous
exist on  , Linear
. Equations with Constant Coefficients
 In fact all the solutions of this equation are exponential functions or constructed
out of exponential functions.
Recall
That the linear differential of order n is an equation of the form
dny d n 1y dy
a n ( x)  a n  1 ( x)    a1 ( x)  a0 ( x) y  g ( x)
dx n dx n  1 dx
Homogeneous Linear Equations with Constant Coefficients
Method of Solution
Taking n 2 , the nth-order homogeneous differential equation becomes
d2y dy
a2  a1  a 0 y 0
dx 2 dx
This equation can be written as
d2y dy
a 2 b  cy 0
dx dx
We assume a solution of the exponential form
y e mx
Then
y  me mx and y  m 2 e mx
Substituting in the differential equation, we have
e mx (am 2  bm  c) 0
Since e mx 0, x   , 
Therefore am 2  bm  c 0
 dx dx
We assume a solution of the exponential form

y e mx with Constant Coefficients

Homogeneous Linear Equations
Then
y  me mx and y  m 2 e mx
Substituting in the differential equation, we have
e mx (am 2  bm  c) 0
Since e mx 0, x   , 
Therefore am 2  bm  c 0
This algebraic equation is known as the Auxiliary equation (AE).The solution of the
auxiliary equation determines the solutions of the differential equation.
 Homogeneous Linear Equations with Constant Coefficients
Case 1: Distinct Real Roots
If the auxiliary equation has distinct real roots m1 and m2 then we have the following two
solutions of the differential equation.
m x m x
y1 e 1 and y 2 e 2
These solutions are linearly independent because
y y2
W ( y1 , y 2 )  1/ / m2  m1 e
( m1  m 2 ) x
y1 y2

Since m1  m2 and e m1 m2 x 0

Therefore W y1 , y 2  0 x   , 
Hence
 y1 and y 2 form a fundamental set of solutions of the differential equation.
 The general solution of the differential equation on  ,  is

y c1e m1 x  c 2 e m 2 x
Homogeneous Linear Equations with Constant Coefficients
Case 2. Repeated Roots
If the auxiliary equation has real and equal roots i.e
m m1 , m2 with m1 m2
Then we obtain only one exponential solution

y c1e mx
To construct a second solution we rewrite the equation in the form
b c
y   y   y 0
a a
Comparing with y   Py   Qy 0
We make the identification
b
P
a
Thus a second solution is given by
b
 x
 e  Pdx 
mx  e
a
y 2  y1  dx e dx
 2  e 2 mx
 y1 
 Homogeneous Linear Equations with Constant Coefficients
Since the auxiliary equation is a quadratic algebraic equation and has equal roots
Therefore, Disc. b 2  4ac 0
We know from the quadratic formula

 b  b 2  4ac
m
2a
b
we have 2m 
a
Therefore

mx e 2mx
y 2 e e 2mx dx  xe mx

Hence the general solution is

y c1e mx  c2 xe mx (c1  c 2 x)e mx

 Homogeneous Linear Equations with Constant Coefficients
Case 3: Complex Roots
If the auxiliary equation has complex roots  i then, with
m1   i and m2   i
Where  >0 and  >0 are real, the general solution of the differential equation is

y c1e (  i ) x  c 2 e (  i ) x
First we choose the following two pairs of values of c1 and c 2
c1 c 2 1
c1 1,c 2  1
Then we have
y1 e (  i ) x  e (  i ) x
y 2 e (  i ) x  e (  i ) x
 Homogeneous Linear Equations with Constant Coefficients
We know by the Euler’s Formula that

e i cos   i sin  ,  R
Using this formula, we can simplify the solutions y1 and y 2 as
y1 e x (ei x  e  i x ) 2e x cos  x
y2 e x (ei x  e  i x ) 2ie x sin  x
We can drop constant to write
x x
y1 e cos  x , y2 e sin  x
Homogeneous Linear Equations with Constant Coefficients

The Wronskian
W eα x cos βx , eα x sin βx   βe 2 α x 0  x

Therefore, e x cos(  x), e x sin(  x)

form a fundamental set of solutions of the differential equation on  , .
Hence general solution of the differential equation is
y c1e x cos  x  c2e x sin  x

or y e x (c1 cos  x  c2 sin  x)

Homogeneous Linear Equations with Constant Coefficients

Example 1:
Solve 2 y   5 y   3 y 0
Solution:
The given differential equation is
2 y   5 y   3 y 0

Put y e mx

Then y  me mx , y  m 2 e mx
Substituting in the give differential equation, we have

2m 2  5m  3e mx 0
Since e mx 0  x , the auxiliary equation is
2m 2  5m  3 0
as e mx 0
2m  1m  3 0  m  1 , 3
2
Therefore, the auxiliary equation has distinct real roots
1
Then y  me mx , y  m 2 e mx
Substituting in the give differential equation, we have
Homogeneous Linear Equations with Constant Coefficients

Since e mx 0  x , the auxiliary equation is

2m 2  5m  3 0 as e mx 0
2m  1m  3 0  m  1 , 3
2
Therefore, the auxiliary equation has distinct real roots
1
m1   and m 2  3
2
Hence the general solution of the differential equation is

y c1e (  1 / 2) x  c 2 e 3 x
 Homogeneous Linear Equations with Constant Coefficients
Example 2
Solve y   10 y   25 y 0
Solution:
We put y e mx

Then y  me mx , y  m 2 e mx
Substituting in the given differential equation, we have

(m 2  10m  25)e mx 0

Since e mx 0  x , the auxiliary equation is

m 2  10m  25 0

m  52 0  m 5, 5
Thus the auxiliary equation has repeated real roots i.e
m1 5 m2
Hence general solution of the differential equation is

y c1e 5 x  c 2 xe 5 x

or y (c1  c 2 x)e 5 x
Homogeneous Linear Equations with Constant Coefficients
Example 3
Solve the initial value problem
y   4 y   13 y 0
y 0  -1, y 0  2
Solution:
Given that the differential equation
y   4 y   13 y 0

Put y e mx

Then y  me mx , y  m 2 e mx
Substituting in the given differential equation, we have:

(m 2  4m  13)e mx 0

Since e mx 0x , the auxiliary equation is

m 2  4m  13 0
 Homogeneous Linear Equations with Constant Coefficients
By quadratic formula, the solution of the auxiliary equation is
4  16  52
m 2 3i
2
Thus the auxiliary equation has complex roots
m1 2  3i, m2 2  3i
Hence general solution of the differential equation is
y e 2 x c1 cos 3x  c 2 sin 3x 
 Homogeneous Linear Equations with Constant Coefficients
Example 4
Solve the differential equations

(a) y  k 2 y 0

(b) y  k 2 y 0
Solution
First consider the differential equation
y   k 2 y 0 ,
Put y e mx
Then y  me mx and y  m 2 e mx
Substituting in the given differential equation, we have:
m 2  k 2  e mx 0
Since e mx 0x , the auxiliary equation is
m 2  k 2 0
or m ki ,
Therefore, the auxiliary equation has complex roots
m1 0  ki, m2 0  ki
Hence general solution of the differential equation is
y c1 cos kx  c 2 sin kx
 Homogeneous Linear Equations with Constant Coefficients
Next consider the differential equation
d2y
2
 k 2 y 0
dx
Substituting values y and y , we have.
m 2

 k 2 e mx 0
Since e mx 0, the auxiliary equation is
m 2  k 2 0
 m k
Thus the auxiliary equation has distinct real roots
m1 k , m2  k
Hence the general solution is
y c1e kx c 2 e  kx .
Homogeneous Linear Equations with Constant Coefficients
Summary of Method
(Homogeneous Linear Higher Order with Constant Coefficients)
S.No Roots’
Roots of AE yc
. Type
Real and yc c1e m1x  c2 e m2 x  c3e m3 x  ...  ck e mk x
1 Distinct m1 , m2 , m3 ,..., mk k
 ci e
mi x
Roots
i 1

yc c1e m1x  c2 x e m1x  c3 x 2 e m1x    cn x n  1 em1x

Repeated
m1 , m1 ,..., m1 k
2 Real       ci xi  1 e
mi x
k  times
Roots i 1

Complex 1 i 1 ,  2 i  2 , ... yc  x1 [c1 cos( 1 x)  c2 sin( 1 x)]

3 Conjugat        
e Roots
k  values total  x 2 [c3 cos(  2 x)  c4 sin(  2 x)]  ...

Complex  i  ,  i  , ...,  i  yc e x[c1  c2 x  c3 x 2  ...  ck x k  1 cos  x

         
4 Repeated k  times
Roots  d1  d 2 x  d3 x 2  ...  d k x k  1 sin  x]
Homogeneous Linear Equations with Constant Coefficients
Example 1
Solve the differential equation y   3 y   4 y 0
Solution:
Given the differential equation
y   3 y   4 y 0

Put y e mx

Then y / me mx , y // m 2 e mx and y /// m 3e mx

Substituting this in the given differential equation, we have

(m 3  3m 2  4)e mx 0

Since e mx 0

Therefore m 3  3m 2  4 0
So that the auxiliary equation is

m 3  3m 2  4 0
 Homogeneous Linear Equations with Constant Coefficients
Solution of the AE
If we take m 1 then we see that
m 3  3m 2  4 1  3  4 0
Therefore m 1 satisfies the auxiliary equations so that m-1 is a factor of the polynomial
m 3  3m 2  4
By synthetic division, we can write

m 3  3m 2  4 m  1 m 2  4m  4 
or m 3  3m 2  4 (m  1)( m  2) 2

Therefore m3  3m 2  4 0
 (m  1)( m  2) 2 0
or m 1, 2, 2
Hence solution of the differential equation is
y c1e x  c 2 e  2 x  c3 xe  2 x
 Homogeneous Linear Equations with Constant Coefficients
Example 2
Solve
3 y ///  5 y //  10 y /  4 y  0
Solution:
Given the differential equation
3 y ///  5 y //  10 y /  4 y  0
Put y e mx
Then y / me mx , y // m 2 e mx and y /// m 3e mx
Therefore the auxiliary equation is
3m 3  5m 2  10m  4 0
Thus we can write the auxiliary equation as:

m  1 33m 2  6m  120
1
m 0 or 3m 2  6m  12 0
3
Therefore m 1 3 or m  1 i 3
Hence solution of the given differential equation is


y c1e (1 / 3) x  e  x c 2 cos 3 x  c3 sin 3 x 
 Homogeneous Linear Equations with Constant Coefficients
Practice Exercises
Find the general solution of the given differential equations.
1. y //  8 y 0
2. y //  3 y /  2 y 0
3. y //  4 y /  y 0
4. 2 y //  3 y /  4 y 0

5. 4 y ///  4 y //  y / 0

6. y ///  5 y // 0
7. y ///  3 y //  4 y /  12 y 0
Solve the given differential equations subject to the indicated initial conditions.
8. y ///  2 y //  5 y /  6 y 0, y (0)  y / (0) 0, y // (0) 1

d4y
9. 4
0 , y (0)  2, y / (0) 3, y // (0)  4, y /// (0) 5
dx

d4y
10.  y 0 , y (0)  y / (0)  y // (0) 0, y /// (0) 1
4
dx