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if r(x) = 0 homogeneous
r(x) 0 nonhomogeneous
p(x), q(x) are constants constant coefficients
nd
2 -Order ODE - 1
[Example]
homogeneous
2x 6
y'' – y' + y = 0 variable coefficients
1 x2 1 x2 linear
nonhomogeneous
(ii) y'' + 4 y' + 3 y = ex constant coefficients
linear
nd
2 -Order ODE - 2
1.2 SecondOrder Differential Equations Reducible to the First Order
z' = z tanh x
dz sinh x
z = tanh x dx = cosh x dx
z = c1 cosh x
or y' = c1 cosh x
dy = c1 cosh x dx
y = c1 sinh x + c2 #
nd
2 -Order ODE - 3
Case II: F(y, y', y'') = 0 x does not appear explicitly
dz dz dy dz dz
thus, y'' = dx = dy dx = dy y' = dy z
dz 3
dy z + z cos y = 0
dz 1
= cos y dy or z = sin y + c1
z2
1
or z = y' = dy/dx = sin y + c1
nd
2 -Order ODE - 4
[Exercise] Solve y'' + ey(y')3 = 0
nd
2 -Order ODE - 5
2 General Solutions
[Example] Show that (1) y = e–5x, (2) y = e2x and (3) y = c1 e–5x +
c2 e2x are all solutions to the 2nd-order linear equation
y'' + 3 y' 10 y = 0
nd
2 -Order ODE - 6
[Theorem]
y 3 = c1 y 1 + c 2 y 2
is also a solution of the differential equation, where c1 and c2 are arbitrary constants.
[Proof]
=0
Remarks: The above theorem applies only to the homogeneous linear differential
equations
nd
2 -Order ODE - 7
2.2 Linear Independence
c2 c2
y1(x) + c y2(x) = 0 or y1(x) = – c y2(x) = C y2(x)
1 1
Therefore:
nd
2 -Order ODE - 8
2.3 General Solution
Consider the secondorder homogeneous linear differential equa-
tion:
where c1 and c2 are arbitrary constants, and y1(x) and y2(x) are two
linearly independent solutions. (In other words, y1 and y2 form a
basis of the solution on the interval I )
(4) A particular solution of the differential equation on I is obtained if
we assign specific values to c1 and c2 in the general solution.
nd
2 -Order ODE - 9
[Example] Verify that y1 = e–5x, and y2 = e2x are linearly
independent solutions to the equation
y'' + 3 y' 10 y = 0
[Solution]
It has already been shown that y = e–5x and y = e2x
are solutions to the differential equation. In addition
y1 = e–5x = e–7x e2x = e–7x y2
and e–7x is not a constant, we see that e–5x and e2x are
linearly independent and form the basis of the general
solution. The general solution is then
y = c1 e–5x + c2 e2x
nd
2 -Order ODE - 10
2.4 Initial Value Problems and Boundary Value Problems
nd
2 -Order ODE - 11
2.5 Using One Solution to Find Another (Reduction of Order)
y2
y1 = u(x) ≠ constant
Put the above equations into the differential equation and collect terms, we have
y1'
u'' y1 + u' (2y1' + p y1) = 0 or u'' + u' 2 y + p = 0
1
Note that the above equation is of the form F(u'', u', x) = 0 which can be solved by
y1'
setting U = u' ∴ U' + 2 y + p U = 0
1
nd
2 -Order ODE - 12
which can be solved by separation of variables:
c
p(x) dx
U = 2 e
y1
1
p(x) dx
du/dx = U = 2 e
y1
e p(x) dx
y2 = u y1 = y (x)
dx
1
y (x)1
2
p(x) dx
Note that e is never zero, i.e., u is non-constant. Thus, y1 and y2 form a
basis.
nd
2 -Order ODE - 13
[Example] y1 = x is a solution to
Let y2 = u y1 = u x
or x u'' + u' = 0
1 dU dx
Set U = u', then U' = – x U
U x
–
1/x dx ln x 1
∴ U = e = e = x
Since U = u', ∴ u =
U dx =
1/x dx = ln x
nd
2 -Order ODE - 14
Method II: Use formula.
To use the formula, we need to write the differential equation
in the following standard form:
1 1
y'' x y' + 2 y = 0
x
p(x) dx
e
y2 = y1(x) dx
y12(x)
1
x dx
e
x 2
dx
x
x
= x dx = x ln x
x2
nd
2 -Order ODE - 15
[Exercise 1] Given that y1 = x, find the second linearly inde-
pendent solution to
( 1 x2 ) y'' 2 x y' + 2 y = 0
dx 1 1+x
Hint:
= 2 ln ( 1 - x )
1 - x2
y'' cos2x = 2y
and obtain the general solution to the above differential
equation.
nd
2 -Order ODE - 16
3 Homogeneous Equations with Constant Coefficients
y'' + a y' + b y = 0
(2 + a + b) ex = 0
2 + a + b = 0 characteristic equation
a+ a2 4b
1 = 2
a a2 4b
2 = 2
nd
2 -Order ODE - 17
Thus, there are three possible situations for the roots of 1 and 2
of the characteristic equation:
nd
2 -Order ODE - 18
Case I Two Distinct Real Roots, 1 and 2
Since y1 = e1x and y2 = e2x are linearly independent, we have the general
solution y = c1 e1x + c2 e2x
2 + 3 10 = ( 2) ( + 5) = 0
1 = 2 ; 2 = –5
y(0) = c1 + c2 = 1
y'(0) = 2 c1 5 c2 = 3
c1 = 8/7 , c2 = – 1/7
1
y(x) = 7 (8 e2x e–5x) –– particular solution
nd
2 -Order ODE - 19
Case II Real Double Roots (a2 4b = 0)
a
Since 1 = 2 = – 2 , y1(x) = e–ax/2 should be the first
solution of the differential equation.
nd
2 -Order ODE - 20
[Derivation]
Let y2 = u y1 = u e–ax/2
a
then y2' = u' e–ax/2 – 2 u e–ax/2 and
–ax/2 –ax/2 a2
y2'' = u'' e – a u' e + 4 u e–ax/2
a2 a
y'' + a y' + b y = (u'' a u' + 4 u ) e–ax/2 + a (u' 2 u) e–ax/2 + b u e–ax/2 = 0
a2
or u'' + b 4 u = 0
But since a2 = 4 b, we have u'' = 0. Thus, u' is a constant which can be chosen
to be 1.∴ u = x.
Hence y2 = x e–ax/2
nd
2 -Order ODE - 21
[Example] Solve y'' 6 y' + 9 y = 0
[Solution]
The characteristic equation is
2 6 + 9 = 0 or ( 3)2 = 0
and
1 = 2 = 3
Thus, the general solution is
y = (c1 + c2 x) e3x
nd
2 -Order ODE - 22
Case III Complex Conjugate Roots 1 and (a2 4b 0)
1
1 = – 2 a+i
1
2 = – 2 a i
a2
where = b 4 and i = 1
y C1Y1 C2Y2
nd
2 -Order ODE - 23
Note that we have proven that any linear combination of solutions is also a solution.
This is also valid if the constants are complex numbers. Thus, we consider the solu-
tions (which are real functions as shown later):
1 1
y1 = 2 (Y1 + Y2) and y2 = 2 i (Y1 Y2)
or y1 = e–ax/2 cos x
y2 = e–ax/2 sin x
1 1
Therefore, y Ay1 By2 , where C1 A iB and C2 A iB
2 2
nd
2 -Order ODE - 24
Since y1/y2 = cot x, 0, is not constant, y1 and y2
are linearly independent. We therefore have the
following general solution:
y = e–ax/2 (A cos x + B sin x)
where A and B are arbitrary constants.
nd
2 -Order ODE - 25
[Example] Solve y'' + y' + y = 0 ; y(0) = 1, y'(0) = 3
[Solution]
1 + i 3 1 i 3
1 = 2 2 = 2
3 3
Thus, the general solution is y(x) = e–x/2 A cos 2 x + B sin 2 x
y(0) = 1 A = 1
3 1
y'(0) = 3 2 B 2 A = 3
7
A = 1 ; B =
3
Thus
3 7 3
y(x) = e–x/2 cos 2 x + sin 2 x
3
nd
2 -Order ODE - 26
Complex Exponential Function
Let z s it e z1 z2 e z1 e z2
e z e s it e s eit
e 1 it
it
2! 3! 4!
t2 t4 t3 t5
1 it
2! 4! 3! 5!
cos t i sin t
e z e s cos t i sin t
nd
2 -Order ODE - 27
Summary
nd
2 -Order ODE - 28
Riccati Equation (Nonlinear 1st-order ODE)
Linear 2ndorder ODEs may also be used in finding the solution to a special form of Riccati
Equation:
Original: y g x y h x y 2 k x
2
z' z'' z'
Let y = z then y' = z – z
2 2
z'' z' z' z'
z – + + p(x) z + q(x) = 0
z z
z'
y = z
nd
2 -Order ODE - 29
Differential Operators
The symbol of differentiation d/dx can be replaced by D, i.e.,
dy
Dy = dx = y'
where D is called the differential operator which transforms y into its derivative y'.
For example:
D(x2 ) = 2x
D(sin x) = cos x
D3y = y'''
nd
2 -Order ODE - 30
[Example]
nd
2 -Order ODE - 31
The above example seems to imply that the operator D can be handled as
though it were a simple algebraic quantity.
But...
Thus, (D + 1) (D + x) ex (D + x) (D + 1) ex
nd
2 -Order ODE - 32
This example illustrates that interchange of the order of factors containing variable co-
efficients are not allowed. e.g., xDy Dxy, or in general, P1(D) P2(D) P2(D) P1(D)
[Question] Is ( x2 D ) ( x D ) y = ( x D ) ( x2 D ) y ?
[Solution]
L(D) = D2 + D 6 = (D + 3) (D 2)
L(D)y = y'' + y' 6 y = 0
Note that
(D + 3) (D 2) y = 0
can be factored as
(D + 3) y = 0 y = e–3x
(D 2) y = 0 y = e2x
nd
2 -Order ODE - 33
4 Euler Equations (Linear 2nd-order ODE with variable coefficients)
We now guess that the form of the solutions of the above equation be
y = xm
m (m 1) + a m + b = 0 or
m2 + (a 1) m + b = 0 (Characteristic Equation)
nd
2 -Order ODE - 34
Case I Two Distinct Real Roots m1 and m2
In this case, xm1 and xm2 constitute a basis of the Euler equation.
Thus, the general solution is
y = c1 xm1 + c2 xm2
y2 = xm ln |x|
y = xm (c1 + c2 ln |x| )
nd
2 -Order ODE - 35
Case III The Roots are Complex Conjugates i
This case is of no great practical importance. The two
linearly independent solutions of the Euler equation
are
i
i
x e ln x
ei ln x cos ln x i sin ln x
x m1 x i x cos ln x i sin ln x
x m2 x i x cos ln x i sin ln x
nd
2 -Order ODE - 36
[Example] x2 y'' + 2 x y' 12 y = 0
m ( m 1 ) + 2 m 12 = 0
y = c1 x-4 + c2 x3
m (m 1) 3 m + 4 = 0
m = 2, 2 (double roots)
y = x2 ( c1 + c2 ln |x|)
nd
2 -Order ODE - 37
[Example] x2 y'' + 5 x y' + 13 y = 0
m ( m 1 ) + 5 m + 13 = 0
m3 + ( a 3 ) m2 + ( b a + 2 ) m + c = 0
What is the characteristic equation for the nth order Euler equation?
nd
2 -Order ODE - 38
[Exercise 2] An alternative method to solve the Euler equation is by
making the substitution
x = ez or z = ln x
x2 y'' + a x y' + b y = 0, x 0
d2y dy
2
a 1 by 0
dz dz
nd
2 -Order ODE - 39
5 Existence and Uniqueness of Solutions
nd
2 -Order ODE - 40
WronskianDefinition
The Wronskian of two solutions y1 and y2 of (1a) is defined as
y1 y2
W(y1, y2) = = y1y2' y2y1'
y1' y2'
nd
2 -Order ODE - 41
[Proof]:
cy2 y2
W(y1, y2) = W(cy2, y2) = =0
cy2' y2'
Similarly, when y2 = k y1, W(y1, y2) = 0.
nd
2 -Order ODE - 42
(2) W y1 , y2 0 at x x0 y1 , y2 linearly dependent
c1 y1 ( x0 ) c2 y2 ( x0 ) 0
c1 y1 ( x0 ) c2 y2 ( x0 ) 0
where c1 and c2 are constants to be determined. Since the de-
terminant of the above set of equations is
we have a nontrivial solution for c1 and c2; that is, c1 and c2 are
not both zero.
nd
2 -Order ODE - 43
Show that y c1 y1 c2 y2 0 on I
nd
2 -Order ODE - 44
Establish linear dependence between y1 and y2
Now since c1 and c2 are not both zero, this proves that y1 and
y2 are linearly dependent.
Implication:
If W y1 , y2 0 at x x1 in I , then
y1 x and y2 x are linearly independent!
nd
2 -Order ODE - 45
Alternative Proof by Abel's Formula
W = y1 y2' y2 y1'
W' = (y1 y2' y2 y1')' = y1'y2' + y1'y2'' y2'y1' y2y1''
= y1 y2'' y2 y1''
Multiplying the first of these equations by y2 and the second by y1 and sub-
tracting, we obtain
or W' + p(x) W = 0
Thus,
p(x) dx
W(y1, y2) = C e Abel's Formula
Since an exponential is never zero, we see that W(y1, y2) is either always zero
(when C = 0) or never zero (when C 0).
nd
2 -Order ODE - 46
Thus, if W = 0 for some x = x0 in I, then W = 0 on the entire I.
In addition, if there is an x1 on I at which W 0, then y1 and
y2 are linearly independent on I.
cos x sin x
W(y1, y2) = = 0
sin x cos x
thus, y1 and y2 are linearly independent.
nd
2 -Order ODE - 47
TheoremExistence of a General Solution
TheoremGeneral Solution
Suppose that y p x y q x y 0 has continuous coefficients p x and q x
on an open interval I . Then every solution Y x of this equation on I is of the form
Y x C1 y1 x C2 y2 x
where y1 , y2 form a basis of solution on I and C1 , C2 are suitable constants. Hence, the
above equation does not have singular solution.
nd
2 -Order ODE - 48
6 Nonhomogeneous Linear Differential equations
nd
2 -Order ODE - 49
y p( x) y q( x) y r ( x) ----------------(1)
y p( x) y q( x) y 0 --------------------(2)
nd
2 -Order ODE - 50
[Example]
2
y(x) = c1 ex + c2 e3x + 3 e–2x
is the solution of
y'' 4 y' + 3 y = 0
2 –2x
and yp(x) = 3 e satisfies the nonhomogeneous equation, i.e.,
yp(x) is a particular solution of the nonhomogeneous equation.
There are two methods to obtain the particular solution yp(x): (1) Method of
Undetermined Coefficients and (2) Method of Variation of Parameters. Our main
task in the following is to discuss these two methods for finding yp(x).
nd
2 -Order ODE - 51
6.2 Method of Undetermined Coefficients
[Example 1] y'' + 4 y = 12
The general solution of y'' + 4 y = 0 is
yh(x) = c1 cos 2x + c2 sin 2x
If we assume the particular solution
yp(x) = k
then we have yp'' = 0, and
4 k = 12 or k = 3 ok!
Thus the general solution of the nonhomogeneous
equation is
y(x) = c1 cos 2x + c2 sin 2x + 3
nd
2 -Order ODE - 52
[Example 2] y'' + 4 y = 8 x2
nd
2 -Order ODE - 53
If we now assume the particular solution is of the
form
yp(x) = m x2 + n x + q
then y p' = 2 m x + n
yp'' = 2 m
thus 2 m + 4 (m x2 + n x + q) = 8 x2
or 4 m x2 + 4 n x + (2 m + 4 q) = 8 x2
4m=8
or 4n=0
2m+4q=0
or m = 2 n = 0 q = –1
yp(x) = 2 x2 1
and y(x) = c1 cos 2x + c2 sin 2x + 2 x2 1
nd
2 -Order ODE - 54
[Example 3] y'' 4 y' + 3 y = 10 e–2x
The general solution of the homogeneous equation
y'' 4 y' + 3 y = 0
is yh(x) = c1 ex + c2 e3x
If we assume a particular solution of the nonhomogeneous
equation is of the form
yp(x) = k e–2x
or 15 k e–2x = 10 e–2x
or k = 2/3
2
Thus y(x) = c1 ex + c2 e3x + 3 e–2x
nd
2 -Order ODE - 55
[Example 4] y'' + y = x e2x
The general solution to the homogeneous equation is
yh = c1 sin x + c2 cos x
x e2x
If we assume the particular solution be
yp = k x e2x
we will have
nd
2 -Order ODE - 56
So we try a solution of the form
yp = e2x (m + n x)
we will have
e2x
yp = 25 ( 5 x 4 )
Therefore, the general solution of this example is
e2x
y(x) = c1 sin x + c2 cos x + 25 ( 5 x 4 )
nd
2 -Order ODE - 57
[Example 5] y'' + 4 y' + 3 y = 5 sin 2x
The general solution of the homogeneous equation is
yh = c1 e–x + c2 e–3x
If we assume the particular solution be of the form
yp = k sin 2x
then yp' = 2 k cos 2x yp'' = – 4 k sin 2x
4 k sin 2x + 4 (2 k cos 2x) + 3 k sin 2x = 5 sin 2x
or k sin 2x + 8 k cos 2x = 5 sin 2x
since the above equation is valid for any values of x,
we need
k = 5 and 8k = 0
which is not possible.
nd
2 -Order ODE - 58
We now assume
yp = m sin 2x + n cos 2x
and substitute yp, yp' and yp'' into the nonhomogene-
ous equation, we have
1 8
m = – 13 and n = – 13
1
Thus –x
y = c1 e + c2 e –3x
13 ( sin 2x + 8 cos 2x )
nd
2 -Order ODE - 59
[Example 6] y'' 3 y' + 2 y = ex sin x
The general solution to the homogeneous equation is
yh = c1 ex + c2 e2x
Since the r(x) = ex sin x, we assume the particular
solution of the form
yp = m ex sin x + n ex cos x
Substituting the above equation into the differential
equation and equating the coefficients of ex sin x and
ex cos x, we have
ex
yp = 2 (cos x sin x)
x
e
and y(x) = c1 ex + c2 e2x + 2 (cos x sin x)
nd
2 -Order ODE - 60
[Example 7] y'' + 2 y' + 5 y = 16 ex + sin 2x
The general solution of the homogeneous equation is
yp = c ex + m sin 2x + n cos 2x
After substitution the above yp into the nonhomogeneous
equation, we arrive
x
4 1
yp = 2 e 17 cos 2x + 17 sin 2x
Thus
–x
4 x
1
y(x) = e (c1 sin 2x + c2 cos 2x) + 2 e 17 cos 2x + 17 sin 2x
nd
2 -Order ODE - 61
[Example 8] y'' 3 y' + 2 y = ex
The general solution of the homogeneous equation is
yh(x) = c1 ex + c2 e2x
yp = k ex
we would have
k 3 k + 2k = 1
or 0 = 1
nd
2 -Order ODE - 62
Assume
yp = k x ex
Thus, y = c1 ex + c2 e2x x ex
nd
2 -Order ODE - 63
[Example 9] y '' 2 y' + y = ex
The general solution of the homogeneous equation is
yh = (c1 + c2 x) ex = c1 ex + c2 x ex
yp = k ex or yp = k x ex
we would arrive some conflict equations for k.
If we assume yp = k x2 ex
1
then we have k = 2
x
1 2 x
thus y(x) = (c1 + c2 x) e + 2 x e
nd
2 -Order ODE - 64
In summary, for a constant coefficient nonhomogeneous linear differen-
tial equation of the form
1)
y(n) + a y(n + ... + f y' + g y = r(x)
we have the following rules for the method of undetermined coefficients:
(A) Basic Rule: If r(x) in the nonhomogeneous differential equation
is one of the functions in the first column in the following table,
choose the corresponding function yp in the second column and de-
termine its undetermined coefficients by substituting yp and its
derivatives into the nonhomogeneous equation.
(B) Modification Rule: If any term of the suggested solution yp(x)
is the solution of the corresponding homogeneous equation, multi-
ply yp by x repeatedly until no term of the product xkyp is a solu-
tion of the homogeneous equation. Then use the product xkyp to
solve the nonhomogeneous equation.
(C) Sum Rule: If r(x) is sum of functions listed in several lines of the
first column of the following table, then choose for yp the sum of
the functions in the corresponding lines of the second column.
nd
2 -Order ODE - 65
Table for Choosing the Particular Solution
r(x) yp(x)
Pn(x) a0 + a1 x + ... + an xn
nd
2 -Order ODE - 66
[Example 10] y'' - 4 y' + 4 y = 6 x e2x
[Solution] yh = ( c1 + c2 x ) ex
nd
2 -Order ODE - 67
[Example 12] x2 y'' - 5 x y' + 8 y = 2 lnx, x0
[Solution] Note that the above equation is not of constant coefficient
type!
2 d2y dy
x y'' + a x y' + b y = 0 + (a - 1) dz + by = 0
dz2
d2y dy d2y dy
2 + (a - 1) dz + by = 2z ∴ 2 -6 dz + 8y = 2z
dz dz
4z 2z 1 3
yh = c 1 e + c2 e and yp = c z + d = 4 z + 16
1 3
y(z) = c1 e4z + c2 e2z + 4 z + 16
1 3
y(x) = c1 x4 + c2 x2 + 4 ln x + 16
nd
2 -Order ODE - 68
[Exercise 1] (a) x2 y'' 4 x y' + 6 y = x2 x
x
[Answer] y = c1 x + c2 x 2 x2 ln x
2 3
nd
2 -Order ODE - 69
6.2 Method of Variation of Parameters
nd
2 -Order ODE - 70
Suppose that the particular solution of the nonhomogeneous
equation is of the form
yp = u(x) y1(x) + v(x) y2(x)
This replacement of constants or parameters by variables gives
the method name "Variation of Parameters".
nd
2 -Order ODE - 71
This reduces the expression for yp' to
yp' = u y1' + v y2'
Differentiating once again, we have
yp'' = u' y1' + u y1'' + v' y2' + v y2''
Putting yp'', yp' and yp into the nonhomogeneous equation
and collecting terms, we have
u (y1'' + p y1' + q y1) + v (y2'' + p y2' + q y2) + u' y1' + v' y2'
= r
Since y1 and y2 are the solutions of the homogeneous
equation, we have
u' y1' + v' y2' = r
(Condition 2)
nd
2 -Order ODE - 72
This gives a second equation relating u' and v', and we
have the simultaneous equations
y1 u' + y2 v' = 0
y1' u' + y2' v' = r
which has the solution
0 y2 y1 0
r y2
y2 r y
y1 r
u'
y1 y2
= – W v' 1
y1
r
y2
= W
y1 y2 y1 y2
nd
2 -Order ODE - 73
After integration, we have
y2 r y1 r
u = – W dx v = W dx
y2 r y1 r
yp(x) = – y1 W dx + y2 W dx
nd
2 -Order ODE - 74
[Example 1] y'' y = e2x
The general solution to the homogeneous equation is
yh = c1 e–x + c2 ex
i.e., y1 = e–x y2 = ex
The Wronskian of y1 and y2 is
e–x ex
W = =2
–x x
e e
y2 r ex e2x e3x
thus, u' = – W = 2 = 2
y1 r e–x e2x ex
v' = W = 2 = 2
nd
2 -Order ODE - 75
Integrating these functions, we obtain
e3x ex
u = – 6 v = 2
e3 x x e x x e2x
yp = u y1 + v y2 e e =
6 2 3
and the general solution is
e2x
y(x) yh y p = c1 e + c2 e + 3
–x x
nd
2 -Order ODE - 76
[Example 2] y'' + y = tan x
y2 r
so that u' = – W = sin x tan x
y1 r
v' = W = cos x tan x = sin x
nd
2 -Order ODE - 77
sin 2 x cos 2 x 1
Hence u dx dx cos xdx sec xdx
cos x cos x
Since by looking up table
1 1 sin x
sec dx ln sec x tan x ln
2 1 sin x
Thus,
u = sin x ln| sec x + tan x |
v = – cos x
Thus, the particular solution is
yp = u y1 + v y2 = – cos x ln| sec x + tan x |
and the general solution is
y(x) = c1 cos x + c2 sin x cos x ln| sec x + tan x
|
nd
2 -Order ODE - 78
[Example 3] x2 y'' + 2 x y' 12 y = x
yh = c1 x–4 + c2 x3
or y1 = x–4 y2 = x 3
x–4 x3
and W = = 7 x–2
4x–5 3x2
1 x2
or W = 7
2 12
y'' + x y' 2 y = x–3/2 or r(x) = x–3/2
x
nd
2 -Order ODE - 79
2
y2 r 3 –3/2 x x7/2
Thus, u' = – W = x x 7 = 7
2
y1 r –4 –3/2 x x–7/2
and v' = W = x x 7 = 7
1 2 1 2
Hence u = – 7 9 x9/2 v = – 7 5 x–5/2
so that yp = u y1 + v y2
2 9/ 2 4 2 5/ 2 3
x x x x
63 35
4
= – 45 x1/2
4
y(x) = c1 x–4 + c2 x3 45 x1/2
nd
2 -Order ODE - 80
[Example 4] (D2 + 2D + 1) y = e-x ln x
[Solution] y = yh + yp
e-x xe-x
-2x
W = = e
-e-x -xe-x+e-x
y2 r y1 r
yp(x) = – y1 W dx + y
2 dx
W
= - e-x (x e-x )(e-x ln x )(e2x )dx + x e-x (e-x )(e-x ln x) (e2x )dx
nd
2 -Order ODE - 81
From Table:
ln xdx x ln x x
x2 x2
x ln xdx 2 ln x 4
x2 x2
y p ( x) e ln x xe x x ln x x
x
2 4
x2 3
= e ( 2 ln x - 4 x2)
-x
2
x 3
y = c1 e-x + c2 x e-x + e-x ( 2 ln x - 4 x2)
nd
2 -Order ODE - 82
[Exercise 1]
nd
2 -Order ODE - 83
[Exercise 2]2 Consider the thirdorder equation
y''' + a(x) y'' + b(x) y' + c(x) y = f(x)(1)
Let y1(x), y2(x) and y3(x) be three linearly independent solu-
tions of the associated homogeneous equation. Assume that
there is a solution of equation (1) of the form
yp(x) = u(x) y1(x) + v(x) y2(x) + w(x) y3(x)
(a) Following the steps used in deriving the variation of
parameters procedure for secondorder equations, derive
a method for solving thirdorder equations.
y1u y2v y3 w 0
y1u y2 v y3 w 0
y1u y2v y3w f
nd
2 -Order ODE - 84
nd
2 -Order ODE - 85