National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Basic Sciences

Differential Equations
MATH-108

Lecture # 15(ODE)

Course Instructor: Dr Saira Zainab

Ph. # 03325193283
Email: [email protected]
Office # 207, IAEC
1
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]
Non Homogeneous Linear Equations with Variable Coefficients
Cauchy
Cauchy- Euler
Euler Equation
Equation:
Any linear differential equation of the form
n 1
n dny n 1 d y d y
an x n
 a n  1 x n 1
   a1 x  a0 y  g ( x)
dx dx dx
where a n , a n  1 , , a 0 are constants, is said to be a Cauchy-Euler equation or equi-
dimensional equation. The degree of each monomial coefficient matches the order of
differentiation i.e x n is the coefficient of nth derivative of y, x n  1 of (n-1)th derivative of
y, etc.

We find the general solution on the interval (0, ) and the solution on (0, ) can be
obtained by substituting t  x in the differential equation.
Homogeneous Linear Equations with Variable Coefficients
Cauchy Euler Equation
Method of Solution:
We try a solution of the form y  x m , where m is to be determined. The first and second
derivatives are, respectively,
dy d2y
mx m 1
and m(m  1) x m  2
dx dx 2
Consequently the differential equation becomes
2
2 d y dy 2 m 2 m 1 m
ax  bx  cy  ax m ( m  1) x  bx mx  cx
dx 2 dx
am(m  1) x m  bmx m  cx m
 x m (am(m  1)  bm  c )
Thus y  x m is a solution of the differential equation whenever m is a solution of the
auxiliary equation
(am(m  1)  bm  c) 0 or am 2  (b  a )m  c 0
The solution of the differential equation depends on the roots of the AE.
Homogeneous Linear Equations with Variable Coefficients
Case-I: Distinct Real Roots
Let m1 and m2 denote the real roots of the auxiliary equation such that m1  m2 . Then
y  x m1 and y  x m2 form a fundamental set of solutions.
Hence the general solution is
Example 1 y c1 x m1  c 2 x m2 .
2 d2y dy
Solve x  2x  4 y 0
dx 2 dx
Solution
Suppose that y  x m , then
dy d2y
mx m 1
, m(m  1) x m  2
dx dx 2
Now substituting in the differential equation, we get:
2
2 d y dy
x 2
 2 x  4 y  x 2 m(m  1) x m  2  2 x mx m  1  4 x m
dx dx
 x m (m(m  1)  2m  4)
x m (m2  3m  4) 0 if m 2  3m  4 0
This implies m1  1, m2 4 ; roots are real and distinct.
So the solution is y c1 x  1  c 2 x 4 .
Homogeneous Linear Equations with Variable Coefficients
Case II: Repeated Real Roots
If the roots of the auxiliary equation are repeated, that is, then we obtain only one
solution y  x m1 .
To construct a second solution y 2 , we first write the Cauchy-Euler equation in the form
d 2 y b dy c
  y 0
dx 2 ax dx ax 2
Comparing with
d2y dy
2
 P ( x )  Q( x) y 0
dx dx
b
We make the identification P ( x)  . Thus
ax
b
ax dx
e
y 2  x m1  m1 2 dx
(x )
b
 ( ) ln x
e a
 x m1  dx
x 2 m1
b
 x m1 x a .x  2 m1 dx

Homogeneous Linear Equations with Variable Coefficients
Since roots of the AE am 2  (b  a )m  c 0 are equal, therefore discriminant is zero
(b  a )  0 b
i.e m1  or  2m1   1
2a a
 b b a
y2  x m1 x a .x a dx

dx
y 2  x m1 x x
m1
ln x.
The general solution is then
y c1 x m1  c 2 x m1 ln x
Homogeneous Linear Equations with Variable Coefficients
Example 2
d2y 2 dy
Solve 4x  8 x  y 0.
dx 2 dx
Solution
Suppose that y  x m , then
dy d2y
mx m 1
, 2
m(m  1) x m  2 .
dx dx
Substituting in the differential equation, we get:
2
2 d y dy
4x 2
 8 x  y  x m (4m(m  1)  8m  1)  x m (4m 2  4m  1) 0
dx dx
if 4m 2  4m  1 0 or (2m  1) 2 0 .
1
Since m1  , the general solution is
2
1 1
 
y c1 x  c 2 x ln x .
2 2

For higher order equations, if m1 is a root of multiplicity k, then it can be shown that:
x m1 , x m1 ln x, x m1 (ln x)2 ,, x m1 (ln x) k  1 are k linearly independent solutions.
Homogeneous Linear Equations with Variable Coefficients
Case III: Conjugate Complex Roots
If the roots of the auxiliary equation are the conjugate pair
m1   i , m2   i
where  and  >0 are real, then the solution is
y c1x i   c2 x  i  .
But, as in the case of equations with constant coefficients, when the roots of the auxiliary
equation are complex, we wish to write the solution in terms of real functions only. We
note the identity
xi  (eln x )i  ei  ln x ,
which, by Euler’s formula, is the same as
xi  cos(  ln x)  i sin(  ln x)
Similarly we have
x  i  cos(  ln x)  i sin(  ln x)
Adding and subtracting last two results yields, respectively,
xi   x  i  2cos(  ln x)
and xi   x  i  2i sin(  ln x)
Homogeneous Linear Equations with Variable Coefficients
From the fact that y c1x i   c2 x  i  is the solution of ax 2 y  bxy  cy 0 ,
for any values of constants c1 and c 2 , we see that
y1 x ( xi   x  i  ), (c1 c2 1)
y2 x ( xi   x  i  ), (c1 1, c2  1)
or y1 2 x (cos(  ln x))
y2 2 x (sin(  ln x)) are also solutions.
Since W ( x  cos(  ln x), x  sin(  ln x))  x 2  1 0;   0 , on the interval (0, ), we
conclude that
y1  x  cos(  ln x) and y 2  x  sin(  ln x)
constitute a fundamental set of real solutions of the differential equation.
Hence the general solution is
y1  x  [c1 cos(  ln x)  c 2 sin(  ln x)]
Homogeneous Linear Equations with Variable Coefficients
Example 3
Solve the initial value problem
2
2 d y dy
x  3 x  3 y 0, y (1) 1, y (1)  5
dx 2 dx
Solution
m dy m 1 d2y m 2
Let us suppose that: y  x , then mx and  m ( m  1) x .
dx dx 2
2
2 d y dy
x 2
 3 x  3 y  x m (m(m  1)  3m  3)  x m (m 2  2m  3) 0
dx dx
2
if m  2m  3 0 .
From the quadratic formula we find that m1  1  2i and m1  1  2i . If we make
the identifications   1 and   2 , so the general solution of the differential
equation is
y1  x  1 [c1 cos( 2 ln x)  c 2 sin( 2 ln x)] .
By applying the conditions y (1) 1, y (1)  5 , we find that
c1 1 and c 2  2 2 .
Thus the solution to the initial value problem is
y1  x  1 [cos( 2 ln x)  2 2 sin( 2 ln x)]
Homogeneous Linear Equations with Variable Coefficients
Summary of Method
(Homogeneous Linear Higher Order with Variable Coefficients)
Roots’
S.No. Roots of AE yc
Type
Real and yc c1 x m1  c2 x m2  c3 x m3  ...  ck x mk
1 Distinct m1 , m2 , m3 ,..., mk k
 ci x
mi
Roots
i 1

yc c1 x m1  c2 x m2 ln x  c3 x m3 ln x   ...

2

Repeated
 ck x mk ln x 
k1
m1 , m1 ,..., m1
2 Real     
k  times
Roots k
 ci x ln x 
mi i 1

i 1

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

3 Conjugate        
Roots
k  values total  x 2 [c3 cos(  2 ln x)  c4 sin(  2 ln x)]  ...
Complex
 i  ,  i  , ...,  i  
yc e x[ c1  c2 ln x  c3 ln x   ...  ck ln x 
2 k 1
cos  ln x 
4 Repeated           
Roots k  times

 d1  d 2 ln x  d 3 ln x   ...  d k ln x 
2 k 1
sin  ln x ]
Homogeneous Linear Equations with Variable Coefficients
Example 4
Solve the third-order Cauchy-Euler differential equation
3 2
3 d y 2 d y dy
x  5 x  7 x  8 y 0.
dx3 dx 2 dx
Solution
The first three derivative of y  x m are
dy d2y d3y
mx , m 1
m(m  1) x , m 2
m(m  1)(m  2) x m  3 ,
dx3
2
dx dx
so the given differential equation becomes
3 2
3 d y 2 d y dy
x 3
 5 x 2
 7 x  8 y  x 3 m(m  1)( m  2) x m  3  5 x 2 m(m  1) x m  2  7 xmx m  1  8 x m ,
dx dx dx
 x m (m(m  1)( m  2)  5m(m  1)  7 m  8)
 x m (m 3  2m 2  4m  8)
Homogeneous Linear Equations with Variable Coefficients
In this case we see that y  x m is a solution of the differential equation, provided m is a
root of the cubic equation
m 3  2m 2  4m  8 0
or (m  2)( m 2  4) 0
The roots are: m1  2, m2 2i, m3  2i .
Hence the general solution is
y1 c1 x  2  c 2 cos( 2 ln x)  c3 sin( 2 ln x)
Non Homogeneous Linear Equations with Variable Coefficients
Example 5
Solve the non-homogeneous equation
x 2 y 3xy 3 y 2 x 4e x

Solution
Put y  x m
dy d2y
m 1
mx , 2
m(m  1) x m  2
dx dx
Therefore we get the auxiliary equation,
m(m  1)  3m  3 0 or (m  1)( m  3) 0 or m 1,3
Thus y c c1 x  c 2 x 3
Before using variation of parameters to find the particular solution y p u1 y1  u 2 y 2 ,
W1 W
recall that the formulas u1  and u 2  2 , where
W W
0 y2 y 0
W1  , W2  1 ,
f ( x) y 2 y1 f ( x)
Non Homogeneous Linear Equations with Variable Coefficients
and W is the Wronskian of y1 and y 2 , were derived under the assumption that the
differential equation has been put into special form .
y   P( x) y   Q( x) y  f ( x)
3 3
Therefore we divide the given equation by x 2 , and form y   y   2 y 2 x 2 e x
x x
we make the identification f ( x) 2 x 2 e x .
Now with y1  x , y 2  x 2 , and
x x3 3 0 x3 x x
W  2 x , W1    2 x 5 e x , W2  2 x
2 x 3 e x
1 3x 2 2x 2e x 3x 2 1 2x e
we find
2x 5e x 2 x 3e x
u 1    x 2 x
e and u 2   e x

2x3 2x3
u1  x 2 e x  2 xe x  2e x and u 2 e x .
Non Homogeneous Linear Equations with Variable Coefficients
Hence y p u1 y1  u 2 y 2
( x 2 e x  2 xe x  2e x ) x  e x x 3 2 x 2 e x  2 xe x

Finally we have y  y c  y p c1 x  c 2 x 3  2 x 2 e x  2 xe x

Non Homogeneous Linear Equations with Variable Coefficients
Practice Exercise
1. 4 x 2 y  y 0 . 2. xy y 0
3. x 2 y  5 xy  3 y 0 4. 4 x 2 y  4 xy  y 0

3 d3y 2 d2y dy
5. x 2 y  7 xy  41y 0 6. x  2 x  4 x  4 y 0
dx 3 dx 2 dx
4 d4y 3 d3y 2 d2y dy
7. x
4
 6 x 3
 9 x 2
 3 x  y 0
dx dx dx dx
8. x 2 y  5 xy  8 y 0; y (1) 0, y(1) 4
9. x 2 y  2 xy  2 y x3 ln x

3 d3y 2 d2y dy 3
10. x  3 x  6 x  6 y  3  ln x
dx3 dx 2 dx