Differential Equation Module 2
Differential Equation Module 2
ber~ .
the genasal soln y= Grave
Be yay ak’y'+ k4y =o
“he choractesiztic eqn» A*+4ak>A+ kt=0
a= —ak*t [aka—4k4AM 42 4%
Slee
“he. general Saln 1b y= G+ Om) e k
6 yM40.54y' + 0189+ Ty ~0
The chasacteriatic eqn tb. AX~10-54A 40-0189 Hp
ce
a
"ross air
ee
~ 10644 abr i
@ —
| = -0-O5 JT!
| —o-2te
2The genwal soln Ps y= e Gg, cos Ire +
Co Sin rx)>
@ Fiod an ODE
Qo:
y!+ay!+by =0 for the. gee basi:
6% -4: ‘
16) e® ne ABH
Arve
€ oh
gotn: guvere the bosid ot - : Se
2m
on Deae
es Ap = ~4'8
A= 26 and dA, = -43 cna the veal and datme
anos of the choractesudhe »
~The chasactoustie eqn 1S. :
(A-A)) (Anda) <0
od (-a-4) (A+43=0
=> ATA H1118 =0
>. The ope vd gh tt yl y=oWt ~fa% o
ie we EX.
J
San -ax
The bass ane € and «e
7 tA= “IB, Se are. the veal equal wok
2 The. chozackouBhe eqn 1 -
(A+iz)> Ay eA+2=0
~The ope 1 y'+ aBy!+2y =o
8) @satx , sm 20%
cos 2X =» Ape en cos (91r%) .
sin atx => @% Co
> Aq oar are the comple WS.
NaI
= A=)
“The general solustion 5 Y= ee 8
Oven yld) = oF .
= o4Q=22 The solution & Ye ee™
26. "
gL ky =o ,ylo=t , 4'O=1
The. charackeridt c eqn 1% AX~k*20
— A% ee
= dA=+k
aa ke
The general soutien. 13 Y-46 toe
Given, ylo)=1
= 4+tc2=| —Oyl= Kee koe
yo) = |
wey KG —-ke2 =\
koe
Oxk:
ke tka =k
ko -Kc2=l
akc = I+k
qe tk
ak.
It+k Vos
Ake
Cae l— Itk
2k:
= Qk~I-k:
ak
= kel
Qk,Tueler— Cauchy Equations »
Euclese Cauchy equations are Opes Of the,
berm 7y "4 any! + by =o with Uonstan +s
a and b
het ya xm be a& soluhen.
y= oma?
g" = om (m-) oe
Subshtubng ino
(mr) a?) 4ax ( ma) + boM=o
oe” ( m(m-1)-+am +b) =0
m*am +am-tb =o
mt Ca-on +b =6
Thi ® the auralll avy equation -
m= —(a-l) + J can ab.
2Cosel. When the wots axe veal and distnd
then the setuttere \6 Yu cy 20 oy ne
case aL When the wots ave veal ancl equal Say
am Then the ggraral solution 1S
ye Gi +e dnx) ao”
cose 3: Whenthe rok one. imagines Sau
m= A+ 1B :
“then Fhe gensrcal solution 15 4%
Y= eX ( cy cos (pin) + co Sin (pin) })
ami Seve xy 2y =0
Sin. Ths to a Euler Cauchy equation
oy any'-+by =o.
of the. fom :
we he a=o , b=-2
The aud any equation 16 -
m+ (a-)m +b =0 -
mom-2 =0°-}- , veal al clistinct aot
BRE BY SE Sy
‘The gerexal solution is y= Ci**S% *
ie Ye Cet ey. 96!
Gm? Solve 7y"4 1-5 vy! O-5y =O
This ts of the lpm oP yl amy'+loy =0 5
Euler Cauchy equation 7
A=1-5
b=-0-5
> The. aundill aay equation Be.
em? + (1-5 + -0-5=0
a
% +0-5M—-0°5 =oaw = O54 logs te
7 sas
Q
> ~0-64 (a-as_
2
= “O54 1-5
= |
2
=1,-1 F weal and dAstnct
2
; % a
The general solution.ud Y= C)% + ee.
am3 solve xg" Bay! +44 ac.
This 18 of the form 974 "+ anuy'+ By =0
The. ounillaxy eqn i.
oy (-5-em +bWl=o
m-6m+4= 0°.
cm= 6+ [ge-a6 .= +2
— =
2
= 3,3- creat equal4:
- -s
“ aeneral solution 1d y= © +¢2 dn) x? -
sowe, x7 y"4 o-6x Y!+ 16-044 20 5
This i ofthe orm @ x74" any!+by =
Q=0-6
b= 1604. ;
The aud llasuy eqn ®.
na Co-6-1) om + 16-04 =O
a o
mM 0°4MN +16-04 =0 . 16¢04,
5
‘ e41é
M= O42 ] .16- 64-16
x
© 04 + [a6
a,
o4t eT
or
= 0-8t4t eomplene vos.
2 The. general solithiow yoy eeoetinOo-z
y= % (4 cos ( 422) + ca. sin (4 tn)
5. Solve xy" 4xy'+6y <0, yl) =0-4, y'(i) =o
This B of the jowm x7y"4 ancy! +by =o
a=-4.
b=6.
The aurdllasy eqn is.
m4 (-4-1)m + 6 =0
m*-5m +6 =0
a.
~ 5a)
23
=3,2 gual and dehnct .
“8. 2.
2 The gensral soln & yee st 2%
yli)=o-4 Y= axe, + 2%
= O4HGtO. yi) =o
0 =3¢ 4202.Bc, +2 =0
eC tom KB.
BC] +o =O
=
(2 te
3c, + 3c, = &-
= Cy = O12
Co = @|l2
C+ 0112 =0-4
0-4 — Ode [oD
Cy
= -0-8
She patrulan, soln ®-
Y= -08 204.247pajjerential Operators -
An operator 16a trrana|psematon shat ‘rranslowms
o |ynckion. into another tbuncion. Hence,
diferential caludus involves an operator, the
Aijperontial operectoy BD wlich “hranslowms a
hunction. Ando is clesctvative -
We denote de d
le. deno Sy Ps Gh by dy =y!
and Ay by .
ax*
Fox. a chamogenous Unease ODE ge ayy by =0
usith constant coehhictercts we can. intarduce
sorond onder ctilperentiat opecator at
L= p(D) = D+an+br whee T ig an
identity operator
Lty)=(D%ao+bhy) y
= Dy tady + bly
= y"4+ ayl+ byyo
Oe |
Existence and Unigueneis Theorem. For
Thittal value problerns -
Consider the homogenous Unease od€ wrth,
intial conditions y+ eae + gla)y =o,
Y(%)= ko 7 y'(%e) = ky *
HY pled) and 9%) an continuous Lun chbns
on some open interval ZL and 6 18 Pn
Then the above ital value problem. hos a
unigue solution On the intewat >
Limgase dependence and tndependence of
Soluce.
het the Ope yl POOy'+ glny =o
have continuous coofficents plx)and gd
em an open Intewal then two solctions
uN and Yo of the above obE on I rw,
dimearly dadependent ev. ify their
witendkian , vo Cy, 42) = Wyo — Yo)" =
at seme % im I-Fuovthermore If w= 0 atan %=%o INT,
qhen W=o on > Hene uf chaz Ban
at which ‘wis not zoo, then Y
Bo linearly umclependent- on I-
unm +
and Yo.
an. pind WCyr¥o) uh y= Coser and Ya=Sinwx
gon: y, = cosw%-
y = —Wsinwn.
Yo = SiNwwe
Yat = Ww Coswox-
wl Cyir4a) = yrdem od!
= suo & wlesox — .sinwx x-Wsi |
|
|
= wlos*wx + w sin?wx |
= WwW >
= |
x © |
sc ehase ta inaace independence of ened Xe
using vossenskian -% Y2= xe %
%
y= e% yo = nem yeX®
Wy, ¥ 2) =Y y,! - Yo 4
= e*Cmetpe%)— xe%xe®
_ 2% ~
= 1E7% 92% yor
=e
sina W442) #O, ethos, axe. Limeasdly
GuBtence of @ gerenad, solution -
Ty pod and.gix) axe. ceritinuous on L , ther
yl POdg+ qody =0 hasa gerasal
Zolction ev -Singulase sotutien -
pen! Solutions that axe not obtainable.
from & genmzral solction-
Theoxem +
pL the ODE y! Moy POO y' | gadywe has
tonbirunus coehidients.. plod and. 9Ox) en
e open inteaval I, then even
gotustion of jhe above ope % OF the [pom
that i it cloesnok have w
gee yi +6292,
sige singular soluction -
Nen— ae Opes.
tonaidere the“ men - hemo genous ODE
gly Plady "eg ng = bx) , whee “y+ 0
‘ 1 L+O :
and the consuapanaing homogenous ob
gle pla) yl +gloy = 0 — 7 @
e ts
A solution of the. nen-hemegenour
ODE en an open interval IT uw @ solutren|
ofthe lorm glx) = yf + Uf) — ©
cy + 62 Yo 75 ov Sébeek genera)
vohexe. Y th
h
us ODE (Dmr
Solute ofthe homogeno
and Yp ts any goluction of, G) ton kainta
a0 oabitasy constants -
A pasctiudas, solution of. ( on. = ts &
Sotutien. obtained foom (3) by aust gning
speciftc values +p the anbitbany ek
qandc in Sp
Method of undetermined coebltatents «
Teams um (00) choice for Yp
keke coke
' : oO n-!
ko? (meo,112,° «*) kn Ok key 20 = ap kya
kK sw. 7 C7 bg. :
Kees w+ Msi
k sin w% f ' neexe
Ke cos WX am
]@ ic K cos v0 % + M sino)
Kerr Sly w%
is method of.
one method to yn gp
undetermoned cochyictemts -
“the cmethod of undeermined coehyrctents 4
ws suitable bor linea obe’s loth constent
a yruomds a and b
ie yleay'+by = v(x) —(l)
dor method oh undetermined ©
Choice rules
coeh recent ,
- Bostic MWe
ata) un C1) Od oH one of the juochona
uinthe boot column in thes above table
choose. Yp ww the, Same Une and determine
\ts undetermined coop yrerents by substituting
Yp and vs” aete dest actives ito: (1)>
& Moclitication aule
Th we cto in youre cholie. for Yp happen
to be, Qu solution of, the. homogenous
ODE corerosponding To G) , malttiply Hs
“eam. by 9% [ ox by x? i the soluchion,
Corstesponds to ‘double oot of. the.
Charactouidti, equatbn of -the homogenous
ove
3- Sera Sum aule.
TH 70x) 16 a Sum othe junctions in the 1st
column of the ebove. table , choose. for Yp
the sum of, the junctions in the worrrespondin
v
Lines of the 2° column.
QN1. Solve yh yt= 0.001%" ylo)=0 , yl(o) = 1r5
Stepl+ Gentnal solution, ofthe Wom genous
equatio -
44 =o=
the chascactenistic eqn ie.
A= =0
Atel — ANAT =
2 The general solute io yeeren ege™
OR (cjneX%rGsin x)
stepa. Solution Yp of the men —homogn our OOF
We choose Yp ky 74 key Het ky
Yp = akyx thy
ype ake
substitute mM O°
=
Oka + RX ak xtky = 0-:001%7
Equaking cnet revert —o Siler 0? Like toms -
*k, = 0-00]
ky oO
Qkat ko =O
kp =O- 0-002an Yp = 0.00 x 0.002 :
°. The; general soutien {6
= Yy+Yp
= Cyoos% + Co SIW% + 0-001K 70.99,
Sep 3. Pationlan solubion
Given y(0)= 0
=F O=q ws0 +C2SiN0 —0-002
Cy — 0:0 22=0
Cy = 0-002
y'= ~C1Sine “1a COS + QHNO-001% ©
Yyido)=1-5.
1-6 = —C)S5M0 +Guws0 +0:
Cah
‘The Solution. & y= 6,002 Gas 41-5 SINK +
6-001 x* 9.002
a2. yl sy! + 6y = ae” _o-
aiep1 General soln ol, homogenous ae
oy sy!r6y -0
The. chara ckenistic eqn is
A?+ BA+6 =0°
aA
= 5x!
a
= 3 2
3%
The genxal soln is Yy= ce Soe
shepa! chose YP ‘Ab: ce*
: =
yp= -ce
Y"p = Coe
substitute In O-
Ht —o ua
cote 5ce 4 6Ce S Qe
-x-
ace = Re
QC=2 —> c=!)dps &
The genaral soln ot ®O %
g= Jn+¥p
3 2. —xH.
= —3% -
en" 4+ Geo 4 e
SSSaQaaQSm, «ComBo Sela Yay! EOEEY = QeasT TOE Slax .
On OFay . Aden ylo) Z2eQ ate, ylte) ae
XN
Ls@M
aap:
BO eeenexal, solutions of the. homage neces equation,
m,
:
“he curattanyy equaton 8 Ava po-48
-0-5% = [soe
“The. general. solectiove ye e + Ee
cheese. Yp = dp.t dp,
cohere py =A cosx+ Bsine.
Spe = Co tGn%Yer = —Asina + Bws
Up = —Asosn — BSiM™ -
ea
1
Nes ae
cubpstitubke O°
-ASDL A BOE
—- Awsx — Bsn — QASING +QBwS% +
O-1SA OSX +O BBS = 2 tos % — o- QBsime
+0-09%-
vox (-A+aB + 0-454) + sine (-B-aA +0-458)
= QUSe — 0 ASSING +O-07 x.
yy?
> ;
wf 0-25A4+QB= Q2.—O
ob B es — eet
0-a5B+ QA
I
o:as . — 8-0-95A +9B=2 —O
0-aSB 4anr = 00-95 —®@
: Oa,
. . =
Ove2.— and @x0-45 . O sy
9-063,
— OB A+--4 Baad |
Wy
= 4 OSA+O49
O@xe-
-9A+ 16B =16
16.00
ee QA +0-A5B = 0-95 -
1626 16-958 = [6-25
B= 60S
16-25
B=}
OQSKI + BA =OOS:
GA = 09S -0-8T
A=0Up = Sin%
cubstitute Yp! and Up im oO
“04 QC, OAS +O-F5X4 = QCsx - 0-QSSiNw
$0-09%-
=> Qa 0045 B= 0-67
Cpe 0107 = 4-=.8
1 = 0:0 4+. O.
=O012.
50.107
O-4S
2G +0-F5lp =O
QX3 +0-ISQ= 0°
5
0+485Co = ~-F
0 ae
Co = 60/32
f
, IB, = @ -0°3R+4 90-12%.
Up = sinx 0 BAF O-1R%
~15
sthe genaal solution B Y= Yy+Yp = ger ae a
SIN X+0-12% —0°32
ailGiven y (0) = 9-48°
7 ty ~0:39 5-248
Cl +p = O46 40°38,
C/4G = 3-1 — @
I -O-5% ~)- Be
= -05G
ie ieee Oca et Cos, 0
y'lo)= —0.43.
=P 015 ~1-5 Gy +1 40-18 = -0-43.
0-56 1-56, t+hlQ =-0-43
0-56, +1-5G ~]-12 = 0-43.
O-5e 41. 5G= 155 — @-
@xo-5
~0°6G —0°5G = “155 :
°0:5G + [5G = 1°65
G <0G=3-l
= The. paxtioutac soluhon B are"
ge 7OB% Cp
Yo 212 gina +O1ax -0°38 .
Se
am: solve. (o% 16)y = qe 306%
goln- oS
Diy —16-ty = 96e'% aoe: 4.
" 4y d*
yr—l6y = 96S + noe% :—O “aye
The homogeno equation A ql—16y 2p.
The aundillany equation A%I6 =0
Ar
Az44.
4x -
‘ The. general soln 13 Y= €,e Ge
cheese Yp = Yp + Yp
dp, = Ay” Annet”
ae
iN
Bae
pouf = A Co e*)
= w4ane*™ Ae%*
Up = 4a(mxae™% et) + 4ne™
=1Awe**4 g4e7%
Cubstitite in O
Ax x
eae ete ane
Ax
Axe, @Aet® poanee 966 *% soot
=> 8A=09-6
A= 46 jo
ee
%p,= Be™
’ a
= Be
Mt
i oe.
Ip,—_—
gubstitute, in O°
pe%\6 Be%= Vee B08
~15Be*= 30e*
GB = 30
As
B=-2
UP, cs pexet™
|
Spy = TRE
a
Yp= pacer” ge
2. The. gersnal south
1-Q% eae as
4x
on B Y= 42 Fe
wn
-4%
=) (s0%+a7z)y a 3005 + COS BX
Sol
° B04 +QATy = 3uwsx+ CS 3%
By" 4 Py = Bes % + 5 BX-
=)
yt = Ls 3x. —O
Jory = case +S a
The hemogenovs equation i qver by yl +9y =0
The auindillag equation 13. given by
A+ 9 =0
Avs =4
Aa
A=43i
>The general solution Ib yy = C) WS3BX 4G Sind
we choae Yp = Yh + Up,
Ip = Acosme + Boinx
t
SR (kos8%+ Msin3x) Ww
iT
koe 653% + Mac sin 3%up = -Asinew + Bas.
YP, = -Aws% —Banx
LO
substitute in O
ws%e% +9 BSiING = losxt
1 ws 3%-
3
HAus% — BSINN +A
wax (~ A +44) +sln (- 898) = cosne +1 ios 3%
3
=> BA=\ = -Bt7B=0
A= Ve B=0
dp = ote
Yp._= koe ws 3% + Moesin 32.
} [nx-a.ainax sense] +™ x BOSE HF
=k
e, sin 3x]
= —3k «Sin BX + kos 3% +3M oe Us 39
+ Msin 3%
= gin3x [-akx-+m]+ Cos 3x [k+3Mx]
i]
up = [sing x -3k + €3ke+™) @3xcossx} +
[osx x aM 4 (k+3Mx) x-ssin gx | »ON
= -3k M32 ~ Fk WS 3% +3M UO Bre +
BMas3% —3ksin 3% ~ 4M 2 Stn»
= gin3 [-ak-3k -1m] +
C05 Be [-akx +3M 43M]
= atn 3x (-6k -amMx + Cos 3x (- tk su)
Substtute in ©:
sin3x (~6k AM x) + 005 8% (—alken-+6M) +
Ako CoS 3% 4AM x sin dre
ws 9 “EE tos 36
Sin 3% (—6k) +S ax (6) = tos % +L tos aor
“7 6M => -6k=0
Met a
1¢ ~tl
“p= dp Sp
ot siN3%-
4
~licosm +
s \Z
2 The generat solubion 3,
Ue 4, au. dp
a CoS 8X + ne sin 3%.
sin% +L ws% + 1
3 kes
) toy! 50y'+ 54.64 = WSK.
Soln
ZR yNag sy! + Sy = ws %-
J 15
“he, homogenous equasior. iB yl sy! + 5-A6y=0
The aunillany equatien we AM S5A45-46 =0
=o Jos — Q3-04
2
“sala
2
i
-SH V4
m
AS ) 362ne i A
~1- Be <2
2 The gener ctl solution B Yy= Ge +Oe oe
Choose, Jp= kK tosat Msin oe
ue = —ksin% + Meosoe
Gp! = -k ow % -—Msinx «
Substthute in ©
~kcosy —Msiny #—5k sine + SM los +
B46 kus x + B46 M si = 1 C08 2C
lo
t 4
| cos (-k+5 t+ 5-46) + sive (—m 8k +5 46H)
?
=W3%X .
cos (4.46 k +5M) + sinx (4-36M=5k)
= WS -
= 4A6K+5M=0-1 => 4.46M-B5keO
Ly@ GD
x See
Q3.¢ as RROS
446
ON eat 4 ARESTEMS O-a Ox aygord @X 5.
3-R8M +QQ 6516 =OAAE
am QaBM —ask =O
: 44-65546k =O AAG
MISA :
TBAT ANMA\—O: k =0-00998 »
@xso-
« 446 x0-00998 +5M =0+)
azeWrasoMe5 + @-
SM = 0-0524952
M =0-O104. .
——
———
J) Yp= 9-048 C09 + 0:0104 SIN
Se Yn t4p
ASL ; —Bidnt ‘ r
= oe + Ge = OnDOAV COVH + 0-0l04Sc.al 4
Solution. by Yeoutahon of, ponameters
consider the non hemegenous ove yy
= ln).
Then the Lagrange,'® method br binding
ib y= -y, (92%
Up! given by Yplm 4 [ham tde (ae
whee Yy Yo om ao banid of, solictiony
of, the. corotesponding chomogenw ODE
and W ethe weonskian of Yr and Yo,
crus amothod 1 known ae method of
Voounctien of paaarackeres :
yl Plor)y! +. (a) 4
an: Solve yey =socu:
| aan Hernogenous equation [3 yl4y-0
The aunillaxy equation i A= 10
2,
=!
Az xi
Tha general soubor. TS, Yy= Cy Cx +c, Sine
choose Gy = COX — Ya sine.
yf = —sine y= |= com +sin te
=
Up = Hf Ya? dx + 42 (9% de
w Ww
= osx P Sinee-sece dx + sina forsx-secmd™
wl
~ews [and asinx fide
= COs & Un|secx|
pe REINA X 9
— sx un|secx| +x sin:
. solution ib Y= YntYp
= cease + GSnxe —cosx An |seor|
+7¢snn0.
= (osx (¢, —In|secrl) +sinx ( G+»)u ‘ ei 2% nsec %
a yn 4y + 5y re ‘ . =
sol! The hemogenous equation rR yy) +54 <5
The aucillaxy equation > A» 4A+526
de4st 16~20
a
At 48.0f
oe
= Qt!
QM
2 Tha gensxal soluhion 1 Yn= © (cy c08 4
C2 9M)
2x
Yr . cos
Yo = E27 sx
5
y= e*% sine + cosxxaxe 2*
2
7 mt :
= ~e™ sing +.2¢ * osx.
= pat
_€ (~sinx +20).an '
y= eo x ese + sinnxaxe?™
= 62% (vosx +asine) .
= 1
wle YrYa! YY
wn
eS e?™ ws {-e" Coosx+ asinx) ="
erXsinr -€2% (= sine +c)
= Oth oping + ae pit ae
Si ~t € Sin
— 267 eos wt
_ pAb
= OT cps 404™ sinrx
mw
aoe
=
yar an (BE docs yo | Le dre
W wW
a Ya :
e2ainx. 27 wsec% dr
ot
=e aa
e4%
Kor
+e - aoe oF cose x eX axsec® el x
Se
ean
ea
=-e: cose fidx + er cinoe [BadeJn lesingy
ee Ln %)
EX cose. 0 $ Or SINK * |
— 2H ‘
= 2 (- ruse + SIN x folsiox|)
* "The genval solution &- -
a 08 (C1 COS % tp @83.S10%) +
e 24 (_ ge eosa-+sinexn | sina)