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Lecture 21-23
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35 Secoud order non homogmtoun linear differtutial equations {Insoteun : Consider te 2™4-order wow. hows geneous linear deff. eqn. de + poo IF eqony = ge go + poo SF + gery 3%) a the qemeral solution of He above equatou is Yoo = Ga + YQ where 4%) 26 4 #04 00) (2) a is Hee qmeral salu tron of Hu corresponding howogeneo wo ea. dy cy de tqK)y = ae dx ogre and Y¢x) is amy partiakar solution of the how howmogmsoun eq. (1. Moreover, Yo) cay be com puted atwrdaing to the formula, Verde - yee { Herat) dx + Yeo (Xe de). Wty.) WO%.%) Rework > iw formula (3) He fumetions y aud ¥ are etactly He par of Viutonby ‘ude pemdynt fumctions iu term of why cl we coustract thy qimeral solution (2) of He amociatecl lhowmogensows 4. ()Exauple : Find Hr qmeral solution of dy edt tye x dxt dx Sol.: the anowated howogentouo eq. is de edt, 4e0 (x) dxt dx the characteristic polynounial is z Me rdetco > G-i)s0 > dedel Aunrding to the Heory developed iu Section 33 He Loruatly, indep. solutions of (%) are wads en 4) = xe" Hema, ia He wotatron of the previous thearan the qomeral Solution of te homo gomsaws eq. (#) amowated to (8) is x Bods eke xe A partiadar solution of (®) cau be found by euploy tug formula (3). fo Hus purpow, we observe that ie He preseut an 4K) sx ond WW, %)= W(e%, xe%) = ed, (xe*)- xe%g, e* dx JX : e* (eft xe’) xe, nae bi beAply ing (3) we find Yours e% (xe%x dx e xe (ely dx er om =-e fre" dx + xe! [x 6% de fee*de Be (Paget dx. (*e"- fx e* dx) x ake a2 [x e* dx eH 2[x(Y 8") de =-K "2 (xe ferax) 2 Xe 2x o* +2 [E%dx 2X Ke 26% [xed =-xe*~ 6 Years - 0% xt e* 108-26") ex et x8" €*) «fw fox = XtL By substituting Yuri: xtv back iwho (8) we cam couvine ourselves thok Yori is tudud a partialar solution of (W). Accorduing to Hot Hato rosa at bg! Hae gpmeresl soluttow of (wm) ts 4uK) © ¢, ev + ex en + X42 ‘Gb (@)Exauple : Solve tee twiial value problom @) die ray easin@e ytors2 ycoye-I oe thy Hs, y Soli He anowated homagineour eq. is be ey ° det 4° te characteristic polynomial is AV4s0 8 Ae tac Frou tee two cour pix solutions Ye Ce) = e = W3{ré) +U Sin (2¢) Ue te) = 6 5 cos (at) ist (2b) we wu counteuct two reak Uineorly iwolponleut functions (see Hetoryy ke, 9.3) a follows ‘cel = 4 [6 +4 (ere cos (ey 4 (t) = 4, [te- 4 (tN] = Sin (2) Hera, Hhe general solution of He howe qimeouo equation is GME) = C ws (2b) + G sin (2t) Tn vrew of the application of formuba (3) bor He denivatiom of @ pattiakar solution for (X) we observe Heat g(t) = 3sin (26) ond W (4, '#,) = Wi (cosc2e), sin (2e))< 125 (26) dy sina sian coset) = 2 w5'(2t) +2 sin%(2e) = 2 [er%ee) tsin wus 2Hence | Yb) = - wstae singe 3sin(o dt +s afc dt r 2 2 -¥ eae) [siut(ae) dé t B st (2) in a8) cos(0t) dt 2 ht abs | teow dt = oy ond. [sitive dt = f [six dx af Ie coS(ex) dx 2 a[ fe = [eases de] 4 (x - ysin (en) = i 2 " ” a fat - ysin (4t)] = t - 1 Sin (4t) [yom ] ie 4 {sin (een cos zt) dt = f [ siex WSK dx = x {sm (2x) dx a ws (2x) =~ a wos (4t) a There fore, t)=-3 cos (24) [4 in el] +3,sin (2t) + [- ) cos (4t) Yee s-% aed 3 8 =~ Bt wS(2t) +3 Cos (2) sin (yt) = 3 sin (2t) cos (4) 4 6 6 = -2E cos(2t) +3 [2 sin (2) cost (et) ~ si (2€) cos°(2e) esin(ot)] 4q 16 == BE eos (Qt) + 3 (sin (2k) cos"(et) + sin?(26)) 4q 16! ~~ =~ 3 tco5 (2t) +3 sin (2) [ostat) + sinteet)] 4 6 : => 3b ost) +3 sin (rt) 4 16 Ft cau be Canily checked Heat Yes = 3 cose) 4 3 sin (2k) q 6 is@ particular solution of He howlomogenrouo duff. ean, Heue, He gtnetal solution és lt) = G ws (at) +G sin (at) - 2 t 05 (at) + 3 sin (2t) 4 16 Taw ing, into account that 4) = +26, sin @t) #2 G cos (2) = 3 wos(et) + 34 sin (et) +3 core) 4 2 g Th we iurpore the initial coudk tions Yo)=2 D> G =2 BO=-1 > 26-343 1 & 26-3219 2628 -1e- 5 wae > 1% 2 F P >c:-5 > z 16 Fiually, the solution of te IVP is le) = 2 eos (2) “3 Sin (2) - 3 t cos(2t) +3 sin (et) q 6 = (- 2+) cos (zt) - 1 sin (2t) 4 g (6)Rewark : formula (3) cau be derived by te method of variation of paraweters . Once we have a fundaurtol set of solutions Ye, amd 4, of the amow ated homogentouo tq. its qunerah solution is BOO = C800 + G4 (8) fhe wetod of variation of parameters qomeratio a particular solution Vex) of (r) oe, bo) dee qee y= gk) by, replacing Har coustamts 6,6, fe (f) by two Unknown fumetions bb), Poy , that ts Teds be) % 6) + You 460) Notice that te unknown fumctiouo $ aud Y camat be Uma quale, fixed by volel requaccing, that Y satisfies (t), sina we'woubd get ov equation for tuo ununowus | Tas moons that we are free to eb-up a further qq. for ¢ aud Y. Tes is done by means of a verg educated gut, that we are pei to discover now ! ‘let uo compute the °F awd 24 denvatives of Y: dX. db dt dt d% be de OSE eg ae + db d% +o dh tdtdte yd x dx dx* dxdx = dxt Substi tating thaws tuto (E) we find (la)(ss, + a) decd bale edt at ey at ‘ \ dx dx Se dx dx dxe nae +b (Sous ea)s dp de ttpdh +444 +944 = gu) ce dx dx ! z NEF Ah NL RS > d (doy. dt do dt 4d¥ dt, > (Ser dn) +P ( Ma rgty) 9 de rar an Bxt +0 (SH hd tay.) + ode pat 44) = go i 0 5 2 Since 4 and 9, are solutions of the howogentows egn, Vena, we are left wit te equation Notre, that the above q- dota wot umaiquiley determin G aud +, Wena, we weed ou wore quation bor ¢ ond ye Tas adda tiourk eq. cau be durived by inspect ug. (1) amd iu particabar bg tale fyriage O Suatable couotion on p amd Y curb teat (ill) simp li'fito remareably . a Ths Wappewe whine ver (tv) 1 dd ity = rane ye 4,50 amd (111) reduces to bb dt edt dt - qn) (v) 4x dx dx dx (2a)Notice that (iv) aud (v) reprewat a systu of two hinar aiff. eans, N for two umunown fumetions , From (Wv) we get bys. % de bx G, dx which substituted iwho (Vv) gives dd db ~ He de 2 ge) dx dx 4% dx dx Multiplying by y, we Find db y dh db i dh - qpl de da dy a BAY) 38 (4, dts dt 5 &) >- dd W(t 4 )= 40) 9 tx ate «4, dhs) = Gia ged >= 98 Wee yoy ge) Siua %, and th ore livsarly fadeprudent, Wit, 4,)40 aud we cam deiviole te above equation by the Wrouskian to cbtasin dO LEGO) 3x Wl4.,%) flas isa MT order linear separa le differentia equation whore toluhou is bes - [ogee dy ay WU4,, 4) Analo gouoleg we find Yo) « fees dx Wi, 2) (3a)3.6 Method of reduction of order Suppose we have He following, 24 oroler limat hawmogensous duff. * dy dy ( $4 4 pwr de equyy =o 1) dxt Be bx tad oud Hat we know one partiadar solution 409 of 1), The metwod of reduction of order permmts to obtorw a secoud solution Ee) of C1) by waamo of He quem 4,0) = S00 4 (a) a where ox) is an unknown function to be determined ao follows. Courpute He first amd scowl derivative of a: dh 2 dS yr 5 dh (2) dx dx | dx de 1S y 195 dt, 15% (3) dxt dxt | “dx dx dxt Clearly 4, will be asolution of (1) Ff and ouly rf ty x) db £ gic) y = ae ia qe) oO. Twa substituting (t) amd (3) futo (1) we fiad 2, 2 dS y 4205 dthesdt a pas sd s be Oo dx dxt rae ox. "44,50 aan Nee ON Se ? 4, 38 (edi ha, as + 9(fb tpt eat) co dx dx x d xt u © Since yp Solution of C1) a)Thun, we are left wilh Hee following 04 order linear duff. og. for 5 dS + (28% + by, |ds 4d + (td + by, ‘nds <0 (4) {he above eq. cau be solved by wean of He substitution faye ds ax whach, turma (4) iuto a order liar oft tg. (Had it the. reaoom why He wa tod 13 ealleal methool of reduction ofocler), namely %, a yt (2gt tba) f o> a ‘(gdb sp)feo flus eq. is separabl amd we have df s-/ 2dt+p)d ft (46+ Pld Tategrating both srs =- 1 d4 - Im lf] = “fg gt dx Wee ee 2 f flint) dx ~ [oak 2-2 fat, [pdx = et’. [pdx wSptx = Sodx > Ifl= e@ - 2 ge For f>q we cau get rich of te absolute valet oud fried’ ~ Spdx oft fix) s Oo » Sears [fara < dx 4 “a aud (la) will give a xecoud solution %! @ @Exouple : Selve € td'y(utydbegs te too (~) de dt ' we will solve Hae amociated hpuogemeouo eqns. by tram of two du fforent tnethods Sol. T) Reduction. of order T) Wronskion + Abel's formula, 1) Acorer injection. of ta amos houogtnm og. CFE - Cred iyco suqgyas that oe is @ particular solution, Let (4) = Ste), (E) = (HE) OC) Than, de. 5(t) + (itt) ds de d an 2d5 + (ut) d's det dt dee Substituting the above derivatives jute Ha ass. ham, oq. me hase at ds + t (itt) & = (Wh5~ (HE dS + (ueH Sle) <0 dt dt 2 z tlitt) ds + (f -1- +24) do 20 ds + G61 1A) de > blue ds. (sede. a ( Bro (B) Let dS = b(t) dt ° flu (B) becomus a Morder linear eq for p , uauthy (ltt) dd _ (etd = dt (eye ° (3)whoe staudard form is db _ tt 6:0 dt (tre) Notia Haat we cau safely davide by 6 aud Itt Sue b>, The above eq. is parable es Jit" Tle ifegral caw be computed, by Ha, partial fraction expanoion metood, ee eet zt S aettiat enh | 2k £ (tt) ttt) & (+e) b(t) Alt+t) sttl 2 ttt. 2 t ite t itt Hews, We dt = {(ee-ae)dee bt dnt 2% (Itt) + C E(t) e 1Fe st+mt_ + (ise) Fiat, dn idl < ce {tt > Idol ar Sime we are haat te ome pathinbar solution we cou fake CeO aud choo to be du): be (rt Finally, Stt) cow be obtained by sufegrating $41: Ste) = [pleldt «8 softy) eonag Sa . (tn (4)= - tet r(s Bet dec. bet vet, Hoe ot \te we 1FE Tre FE Heus, Hee secona partionlar solution of He amowated homogenous eg. is t € Y% (b) = SCE) (te) = Se) (Ee) = @ (Efi) = @ | , \ oe CA y T) We want to solve the an. hom. eq. by applying Abel's formula aud the def. of Wronskian. To Hus purpox we brug He an how, eq. twto its stondard foru, dee Hee, ford fede pce) te 7 WU,%)= Ce = Ce =Ce 2 CE = Cte cto Ou He oer side Wid le 8, de - & dh dt dt oud sine vy (es IEE we fiud WOE) = (ite) dd - %, dt Tho, we muot Solve the following hiusar (order oq. for $: (rede of cteé 5 dh HL ctet ces ge gt et siete fhe iulegrating factor Is coveputed bo be - (dt ~ In (itt) +t 1 filed & mc) a Multiply ig (#) by fol we get J (H,)-cte® > b= ¢ [tet des Jt \V IEE (i#e)* ite (vey (6)The integral hao been computed fa 1) aud we lave te 2 ¢ ef +A lee lee > es ceét Att): Coty Ay. Heue He qtrcral solutron of Hie am. hou. equation is Bll A, tle) + Ay & tH) 2 Ay (ltt) + A,Cete AVA (HH) (At AA) (HE EAC ef let Ce APAA, Ge AC thun alee C (Itt) + ce Tu what follows let Stele HE, yee et aud leY wo furs Hus problem by cou puting & bart uber solution for the givin Wow home gentous equation Firat of afl, observe that W(ut, ef) = (rele ret. etstet et . te? Hera Y(t js - (6) sel) dt + 4) (4le) 8) dt Wh) Ws, 2) ~(nt) for Pe ye ee ff oeeat dé se KEyo z- (ety (re dt ref five) ef dt te = (ee) be 4 et fetar t etfe ef dt ae v fee’ de = bem ef Hew 0 wow + te tt uw Yee) s= (Ht) @ te +e(tel of]=- lee Fe elteie’ < Mc retin) ‘ v2 e ut = 4 (t=1)e oud te goreral solution of He tourhowog . heat aM oedev aff. equ. tf & a t glde G(r t ge = y(eaje” (7)
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