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Graham S McDonald
● Table of contents
● Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1. Theory
2. Exercises
3. Answers
4. Standard derivatives
5. Finding yCF
6. Tips on using solutions
Full worked solutions
Section 1: Theory 3
1 Theory
This Tutorial deals with the solution of second order linear o.d.e.’s
with constant coefficients (a, b and c), i.e. of the form:
d2 y dy
a +b + cy = f (x) (∗)
dx2 dx
The first step is to find the general solution of the homogeneous equa-
tion [i.e. as (∗), except that f (x) = 0]. This gives us the “comple-
mentary function” yCF .
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Section 1: Theory 4
f (x) Form of yP S
k (a constant) C
linear in x Cx + D
quadratic in x Cx2 + Dx + E
k sin px or k cos px C cos px + D sin px
kepx Cepx
sum of the above sum of the above
product of the above product of the above
(where p is a constant)
Note: If the suggested form of yP S already appears in the
complementary function then multiply this
suggested form by x.
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Section 2: Exercises 5
2 Exercises
Find the general solution of the following equations. Where boundary
conditions are also given, derive the appropriate particular solution.
Click on Exercise links for full worked solutions (there are 13 exer-
cises in total)
d2 y
dy
Notation: y 00 = 2 , y 0 =
dx dx
Exercise 1. y 00 − 2y 0 − 3y = 6
Exercise 2. y 00 + 5y 0 + 6y = 2x
Exercise 3. (a) y 00 + 5y 0 − 9y = x2
(b) y 00 + 5y 0 − 9y = cos 2x
(c) y 00 + 5y 0 − 9y = e4x
(d) y 00 + 5y 0 − 9y = e−2x + 2 − x
Exercise 4. y 00 − λ2 y = sin 2x
● Theory ● Answers ● Derivatives ● Finding yCF ● Tips
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Section 2: Exercises 6
Exercise 5. y 00 − y = ex
Exercise 6. y 00 + y 0 − 2y = e−2x
Exercise 7. y 00 − 2y 0 + y = ex
π
Exercise 8. y 00 + 8y 0 + 17y = 2e−3x ; y(0) = 2 and y =0
2
Exercise 9. y 00 + y 0 − 12y = 4e2x ; y(0) = 7 and y 0 (0) = 0
Exercise 10. y 00 + 3y 0 + 2y = 10 cos 2x ; y(0) = 1 and y 0 (0) = 0
Exercise 11. y 00 + 4y 0 + 5y = 2e−2x ; y(0) = 1 and y 0 (0) = −2
d2 x dx 1 dx
Exercise 12. +4 +3x = e−3τ ; x= and = −2 at τ = 0
dτ 2 dτ 2 dτ
d2 y dy
Exercise 13. 2
+4 + 5y = 6 sin τ
dτ dτ
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Section 3: Answers 7
3 Answers
1. y = Ae−x + Be3x − 2 ,
2. y = Ae−2x + Be−3x + x
3 − 5
18 ,
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Section 3: Answers 8
7. y = (A + Bx)ex + 12 x2 ex ,
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Section 4: Standard derivatives 9
4 Standard derivatives
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Section 4: Standard derivatives 10
tan−1 x 1
1+x2 tanh−1 x 1
1−x2 (−1 < x < 1)
cos−1 x 1
− √1−x2
(−1 < x < 1) cosh−1 x √ 1
x2 −1
(x > 1)
sin−1 x √ 1
1−x2
(−1 < x < 1) sinh−1 x √ 1
x2 +1
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Section 5: Finding yCF 11
5 Finding yCF
One considers the differential equation with RHS = 0. Substituting a
trial solution of the form y = Aemx yields an “auxiliary equation”:
am2 + bm + c = 0.
This will have two roots (m1 and m2 ).
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Section 6: Tips on using solutions 12
● Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct
● Try to make less use of the full solutions as you work your way
through the Tutorial
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Solutions to exercises 13
y 00 − 2y 0 − 3y = 0 ,
is m2 − 2m − 3 = 0
i.e. (m − 3)(m + 1) = 0 i.e. m1 = 3, m2 = −1.
y = Aem1 x + Bem2 x
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Solutions to exercises 14
f (x) = 6 suggests form of particular solution
yP S = C (C = undetermined constant)
yP00 S = yP0 S =0 when yP S = constant
substitute yP S = C : 0 + 0 − 3C = 6 i.e. C = −2.
Return to Exercise 1
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Solutions to exercises 15
Exercise 2. y 00 + 5y 0 + 6y = 2x
Constant term : 5C + 6D = 0
Coefficient of x: 6C = 2
1
i.e. C= 3
and D = − 5C
6 =
5
− 18
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Solutions to exercises 16
Return to Exercise 2
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Solutions to exercises 17
(a) y 00 + 5y 0 − 9y = x2
dyP S d2 yP S
Try yP S = Cx2 + Dx + E, dx = 2Cx + D , dx2 = 2C
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Solutions to exercises 18
68
= − 729
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Solutions to exercises 19
(b) y 00 + 5y 0 − 9y = cos 2x
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Solutions to exercises 20
(ii) gives D = − 10C
13 then (i) gives −13C − 100C
13 = 1
13·13−100
i.e. − 13 = C1
13
i.e. − 269 =C
then D = − 10 13 10
13 · − 269 = + 269
13 10
i.e. yP S = − 269 cos 2x + 269 sin 2x
1
y = yCF + yP S = Aem1 x + Bem2 x + (10 sin 2x − 13 cos 2x) .
269
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Solutions to exercises 21
(c) y 00 + 5y 0 − 9y = e4x
Try yP S = Ce4x
i.e. yP0 S = 4Ce4x
yP00 S = 16Ce4x
(d) y 00 + 5y 0 − 9y = e−2x + 2 − x
1 −2x
i.e. yP S = − 15 e + 19 x − 13
81
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Solutions to exercises 23
Return to Exercise 3
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Solutions to exercises 24
Exercise 4. y 00 − λ2 y = sin 2x
i.e. yP S = − sin 2x
4+λ2 ;
general solution y = yCF + yP S = Aeλx + Be−λx − sin 2x
4+λ2 .
Return to Exercise 4
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Solutions to exercises 25
Exercise 5. y 00 − y = ex
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Solutions to exercises 26
Exercise 6. y 00 + y 0 − 2y = e−2x
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Solutions to exercises 27
Substitute: (−4 + 4x)Ce−2x + (1 − 2x)Ce−2x − 2Cxe−2x = e−2x
Return to Exercise 6
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Solutions to exercises 28
Exercise 7. y 00 − 2y 0 + y = ex
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Solutions to exercises 29
1
√
A.E. is m2 + 8m + 17 = 0 i.e. m = 2 −8 ± 64 − 68 = −4 ± i
i.e. yCF = e−4x (A cos x + B sin x).
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Solutions to exercises 30
cos π2 = 0
sin π2 = 1
3π
i.e. 0 = e−2π (0 + B) + e− 2
3π
i.e. 0 = e−2π B + e− 2
3π
(multiply both sides by e2π ) i.e. 0 = B + e− 2 · e2π
π π
i.e. 0 = B + e 2 i.e. B = −e 2
π
y = e−4x cos x − e 2 sin x + e−3x .
Required particular solution is
Return to Exercise 8
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Solutions to exercises 31
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Solutions to exercises 32
i.e. 21 = 3A + 3B − 2 (i)
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Solutions to exercises 33
4 4 1
(i)-(ii) gives 21 − 3 = 7B − 2 i.e. 23 − 3 · 7 =B
65 1 65
i.e. 3 · 7 =B i.e. B = 21 ,
4 4 260 288
then (ii) gives 3A = 3 + 4B i.e. 3 + 21 = 21 = 3A
96 32
i.e. A = 21 = 7 .
Particular solution is
32 3x 65 −4x 2 2x
y= e + e − e .
7 21 3
Return to Exercise 9
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Solutions to exercises 34
Substitute:
−4C cos 2x − 4D sin 2x + 3(−2C sin 2x + 2D cos 2x)
+ 2(C cos 2x + D sin 2x) = 10 cos 2x
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Solutions to exercises 35
3
(ii) then gives −2 2 − 6C = 0 i.e. −3 − 6C = 0
i.e. C = − 12 .
∴ yP S = − 12 cos 2x + 3
2 sin 2x ;
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Solutions to exercises 36
3 3
Solve (iii) and (iv) to find A and B (iv)-(iii) gives A = 3 − 2 = 2 .
Return to Exercise 10
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Solutions to exercises 37
1
√
A.E. is m2 + 4m + 5 = 0 i.e. m = 2 −4 ± 16 − 20 = −2 ± i
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Solutions to exercises 38
Boundary condition y(0) = 1: 1 = A cos 0 + B sin 0 + 2
i.e. 1=A+2 i.e. A = −1
y 0 (0) = −2 gives
−2 = −2 · (−1 + 0) + (0 + B) − 4
i.e. −2 = 2 + B − 4 i.e. B = 0 .
Particular solution is
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Solutions to exercises 39
d2 x −3τ
Exercise 12. dτ 2 + 4 dx
dτ + 3x = e ; x= 1
2 and dx
dτ = −2 at τ = 0
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Solutions to exercises 40
xP S = − 21 τ e−3τ , general solution is
x = xCF + xP S = Ae−3τ + Be−τ − 12 τ e−3τ
1 1
Boundary conditions x = 2 when τ = 0 : 2 =A+B (i)
dx
dτ = −3Ae−3τ − Be−τ + 32 τ e−3τ − 12 e−3τ
dx 1
dτ = −2 when τ = 0 : −2 = −3A − B − 2
Solve (i) and (ii) for A and B: (i)+(ii) gives 12 − 32 = A−3A i.e. A = 1
2
Particular solution is
1 1 1
x = e−3τ − τ e−3τ = (1 − τ )e−3τ .
2 2 2
Return to Exercise 12
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Solutions to exercises 41
d2 y dy
Exercise 13. dτ 2 + 4 dτ + 5y = 6 sin τ
1
√
A.E. is m2 + 4m + 5 = 0 i.e. m = 2 −4 ± 16 − 20 = −2 ± i
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Solutions to exercises 42
Coeff. cos τ : −C + 4D + 5C = 0 i.e. C +D =0 (i)
Coeff. sin τ : −D − 4C + 5D = 6 i.e. −C + D = 32 (ii)
3
ADD 2D = 2
3
i.e. D= 4 and
C = − 34
Return to Exercise 13
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