MA 108 - Ordinary Differential Equations

Suresh Kumar

Department of Mathematics,
Indian Institute of Technology Bombay,
Powai, Mumbai 76
suresh@math.iitb.ac.in

April 1, 2024

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Outline of the lecture 8

Method of undetermined coefficients (2nd Order)

nth order

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Some Annihilators

For a complex number z0 ,

(D − z0 )(x k e z0 x ) = kx k−1 e z0 x

For any polynomial P(x),

(D − z0 )(P(x)e z0 x ) = P 0 (x)e z0 x

(D − z1 )(P(x)e z0 x ) = P 0 (x)e z0 x + (z0 − z1 )P(x)e z0 x .

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Example 4
Find a particular solution of

y 00 + y = x cos x + sin x

Form of yp is

yp = x(Ax + B) cos x + x(Cx + D) sin x

but we use a simpler method

Note
1
x cos x + sin x = h(x) + h(x), h(x) = (xe ix − ie ix ),
2
z̄ denote the complex conjuagte of z. So enough to solve

y 00 + y = h(x), (1) y 00 + y = h(x) (2)

and add them.

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Example 4

Let Y be a solution of y 00 + y = h(x). Note (D − i)2 (e ix ) = 0.

(D − i)2 (D 2 + 1)Y = 0

Hence Y is of the form

Y (x) = Axe ix + Bx 2 e ix (3)

Substitute (3) into (1), we get

1
A(D + i)(D − i)(xe ix ) + B(D + i)(D − i)(x 2 e ix ) = (xe ix − ie ix )
2

1
⇒ A(D + i)(e ix ) + 2B(D + i)(xe ix ) = (xe ix − ie ix )
2

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Example 4

1
⇒ A(D −i)(e ix )+2Aie ix +2B(D −i)(xe ix )+4Bixe ix = (xe ix −ie ix )
2

1
⇒ 2Aie ix + 2Be ix + 4Bixe ix = (xe ix − ie ix )
2
1 i
This implies A = − , B = − . Therefore
8 8
1
Y (x) = − (xe ix + ix 2 e ix ).
8
Thus the particular solution

x x2
yp (x) = Y (x) + Y (x) = 2Re (Y (x)) = − cos x + sin x
4 4

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Example 5
Find a particular solution of
y 00 − 3y 0 − 4y = 4t 2 − 1.

Characteristic equation has roots m = −1, 4. Also note that a = 0

is not a root of the characteristic equation. So,
yp = At 2 + Bt + C .
Substituting, we get:
−4At 2 + (−6A − 4B)t + (2A − 3B − 4C ) = 4t 2 − 1.
Thus,
−4A = 4, − 6A − 4B = 0, 2A − 3B − 4C = −1.
Solving we get,
3 11
A = −1, B = , C = − .
2 8
3 11
Thus, a particular solution is yp = −t 2 + t − .
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Example 6
Find a particular solution of
Ly = y 00 − 3y 0 − 4y = −8e t cos 2t.
Roots of the characteristic equation are −1, 4. So the form of yp
is yp = Ae t cos 2t + Be t sin 2t. Too many constants. We will use
complex functions.
Let h(t) = −4e (1+i2)t . Then −8e t cos 2t = h(t) + h(t).
D − (1 + i2) annihilates h(t). The basis for Ly = 0 is {e −t , e 4t }
and the basis for (D − (1 + i2))Ly = 0 is {e −t , e 4t , e (1+2i)t }.
Hence the form of the particular solution to Ly = h is
Y (t) = Ae (1+2i)t .
Y 00 − 3Y 0 − 4Y = (−3 + 4i)Y − 3(1 + 2i)Y − 4Y
5 1
⇒ −2A(5 + i)e (1+2i)t = −4e (1+2i)t ⇒ A = −i .
13 13
Our particular solution is yp = 2Re(Y ). Hence
10 2
yp (t) = e t cos 2t + e t sin 2t.
13 13
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Example 7
Find a particular solution of

y 00 + 4y = 3 cos 2t.

Since r (t) = 3 cos 2t, and roots of the characteristic equation are
±2ı, look for solutions of the form

yp = At cos 2t + Bt sin 2t.

Then,
yp0 (t) = (B − 2At) sin 2t + (A + 2Bt) cos 2t,
yp00 (t) = −4At cos 2t − 4Bt sin 2t − 4A sin 2t + 4B cos 2t.
Substituting, we get:

−4A sin 2t + 4B cos 2t = 3 cos 2t.

3 3
Thus, A = 0, B = , and a particular solution is yp (t) = t sin 2t.
4 4
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Example 8
Find a particular solution of

y 00 − 3y 0 − 4y = 3e 2t + 2 sin t + 4t 2 − 1 − 8e t cos 2t.

Here,
r (t) = r1 (t) + r2 (t) + r3 (t) + r4 (t).
We solve
y 00 − 3y 0 − 4y = ri (t),
get a particular solution yi (t), and then

y (t) = y1 (t) + y2 (t) + y3 (t) + y4 (t)

is a particular solution of the given problem. Thus, a particular

solution is
1 5 3 3 11 10 2
y (t) = − e 2t − sin t+ cos t−t 2 + t− + e t cos 2t+ e t sin 2t.
2 17 17 2 8 13 13
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nth ORDER Linear ODE

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nth order Linear ODE

Consider an n-th order linear ODE :

a0 (x)y (n) + a1 (x)y (n−1) + . . . + an (x)y = g (x).

Assume that the functions a0 (x), a1 (x), . . . , an (x), g (x) are continuous on
an open interval I . Also assume that a0 (x) 6= 0 for every x ∈ I .

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = r (x).

is called a n-th order linear ODE in normal form / standard form.
If r (x) ≡ 0 that is,

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0

then the ODE is said to be homogeneous. Otherwise it is called

non-homogeneous.

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Initial Value Problem- Existence/Uniqueness

We consider IVP for nth order of the form

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0,

y (x0 ) = k0 , y (1) (x0 ) = k1 , . . . , y (n−1) (x0 ) = kn−1

with x0 ∈ I .
Existence - Uniqueness theorem : If pi (x) are continuous in an
open interval I containing x0 , then the IVP has a unique solution on
I.
Note that both existence and uniqueness are guaranteed on the same
I where continuity of the coefficients is given.

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Wronskian

The Wronskian of n differentiable functions y1 (x), y2 (x), · · · , yn (x)

is defined by

y1 (x) y2 (x) ··· yn (x)

y10 (x) y20 (x) ··· yn0 (x)
W (y1 , · · · , yn )(x) := .. .. .. .. .
. . . .
(n−1) (n−1) (n−1)
y1 (x) y2 (x) · · · yn (x)

Result 1: Suppose that

Ly := y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0
has continuous coefficients on an open interval I and y1 , y2 , · · · , yn
be solutions of Ly = 0 on I . Then y1 , y2 , · · · , yn are linearly depen-
dent on I iff their Wronskian is 0 at some x0 ∈ I .

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 th
Proof for n order - =⇒
Let y1 , · · · , yn , be linearly dependent in I . That is, ∃ k1 , · · · , kn
with ki 6= 0 for some i such that for all x ∈ I

k1 y1 (x) + · · · + kn yn (x) = 0
k1 y10 (x) + · · · + kn yn0 (x) = 0
..
.
(n−1) (n−1)
k1 y1 (x) + · · · + kn yn (x) = 0

For x0 ∈ I , in particular,

···
    
y1 (x0 ) y2 (x0 ) yn (x0 ) k1 0
 y10 (x0 ) y 0
(x
2 0 ) · · · yn0 (x0 )  k2   0 
.. .. .. .. =
    
  .. .. 
 . . . .  .   . 
(n−1) (n−1) (n−1)
y1 (x0 ) y2 (x0 ) · · · yn (x0 ) kn 0

has a non-trivial solution =⇒ W (y1 , · · · , yn )(x0 ) = 0.

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⇐=

Conversely, let W (y1 , · · · , yn )(x0 ) = 0 for some x0 ∈ I .

Consider the linear system of equations :

k1 y1 (x0 ) + · · · + kn yn (x0 ) = 0
k1 y10 (x0 ) + · · · + kn yn0 (x0 ) = 0
..
.
(n−1)
k1 y1 (x0 ) + · · · + kn yn(n−1) (x0 ) = 0.

W (y1 , · · · , yn )(x0 ) = 0 =⇒ ∃ non-trivial (k1 , · · · , kn ) solving the above

linear system.

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Let
y (x) = k1 y1 (x) + k2 y2 (x) + · · · + kn yn (x).
We have, y (x0 ) = y 0 (x0 ) = · · · = y (n−1) (x0 ) = 0.
By existence-uniqueness theorem, y (x) ≡ 0 is the unique solution
of the IVP

Ly = 0, y (x0 ) = · · · = y n−1 (x0 ) = 0

=⇒ k1 y1 (x) + k2 y2 (x) + · · · + kn yn (x) = 0

with k1 , k2 , · · · , kn not all identically zero.
Hence, y1 , y2 , · · · , yn are l.d.

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Abel’s formula

Theorem
Let p1 , p2 , . . . , pn are continuous on I and x0 ∈ I . If y1 , y2 , . . . , yn
are solutions of

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0,

then,
Rx
− p1 (t)dt
W (y1 , . . . , yn )(x) = W (y1 , . . . , yn )(x0 )e x0
,x ∈ I.

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Proof

Proceeding as in the proof for second order case, we need to show

W 0 = −p1 (x)W .

Notice that the derivative of

y1 y2 y3
y10 y20 y30
y100 y200 y300

is
y1 y2 y3
y10 y20 y30
y1000 y2000 y3000

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Proof

In this, substituting yi000 = −p1 (x)yi00 − p2 (x)yi0 − p3 (x)yi , we get

y1 y2 y3 y1 y2 y3 y1 y2 y3
−p1 (x) y10 y20 y30 −p2 (x) y10 y20 y30 −p3 (x) y10 y20 y30 .
y100 y200 y300 y10 y20 y30 y1 y2 y3

= −p1 (x)W (x).

Thus the claim is thus proved for n = 3. The proof for any n ≥ 4
is similar.

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Basis of solutions & General solution (nth order)

Result 2: If p1 (x), . . . , pn (x) are continuous on an open interval I ,

then
y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0
has n linearly independent solutions y1 , . . . , yn on I (basis of solu-
tions).
y (x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x)
is the general solution of the DE.
Every solution y = Y (x) of the DE has the form

Y (x) = C1 y1 (x) + · · · + Cn yn (x),

for some real constants C1 , · · · , Cn . (Prove this ! )

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Non-homogeneous nth order Linear ODE’s
Consider the non-homogeneous DE

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = r (x)

where p1 (x), · · · , pn (x), r (x) are continuous functions on an interval I .

Let yp (x) be any solution of

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = r (x)

and y1 (x), · · · , yn (x) be a basis of the solution space of the

corresponding homogeneous DE.
Then the set of solutions of the non-homogeneous DE is

{c1 y1 (x) + · · · + cn yn (x) + yp (x) | c1 , · · · , cn ∈ R}.

Summary:
In order to find the general solution of a non-homogeneous DE, we need to
get the general solution of the corresponding homogeneous DE.
get one particular solution of the non-homogeneous DE

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General Solution of Homogeneous Equations with
Constant Coefficients

Consider
Ly := y (n) + p1 y (n−1) + . . . + pn y = 0
where p1 , · · · , pn are in R; that is, an nth order homogeneous linear
ODE with constant coefficients.
Recall that characteristic equation or auxiliary equation of the
linear homogeneous ODE with constant coefficients is

P(r ) := r n + p1 r n−1 + · · · + pn = 0.
Depending on the the nature of these zeros (real & unequal, real &
equal, complex ), we write down the basis and general solution of
the homogeneous DE.

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Example 1
Find a basis of solutions and general solution of the DE:

y 000 − 7y 0 + 6y = 0.

1 The characteristic equation is

m3 − 7m + 6 = 0.

2 The roots are 1, 2, −3.

3 Hence a basis for solutions is {e x , e 2x , e −3x } Why?
W (0) = 2 6= 0.
4 Thus, the general solution (also called complementary
function) is of the form

c1 e x + c2 e 2x + c3 e −3x ,

where c1 , c2 , c3 ∈ R.
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Example 2

Find the general solution of the DE:

Ly = (D 3 − D 2 − 8D + 12)(y ) = 0.

1 The characteristic equation is

m3 − m2 − 8m + 12 = (m − 2)2 (m + 3) = 0.

2 The roots are 2, 2, −3.

3 Hence a basis for solutions is {e 2x , xe 2x , e −3x }. Why?
repeated root m = 2 gives solutions e 2x , xe 2x and W (0) 6= 0.
4 Thus, the general solution is of the form

c1 e 2x + c2 xe 2x + c3 e −3x , c1 , c2 , c3 ∈ R.

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Examples 3 & 4
Find the general solution of the DE:
Ly = (D 6 + 2D 5 − 2D 3 − D 2 )(y ) = 0.
The characteristic equation is m2 (m − 1)(m + 1)3 = 0. The general
solution is (justify)
c1 + c2 x + c3 e x + c4 e −x + c5 xe −x + c6 x 2 e −x , ci ∈ R.

Find the general solution of

y (5) − 9y (4) + 34y (3) − 66y (2) + 65y 0 − 25y = 0.
The characteristic polynomial is
(m − 1)(m2 − 4m + 5)2 .
The zeros are
1, 2 ± ı, 2 ± ı.
The general solution is (justify)
y = c1 e x + c2 e 2x cos x + c3 xe 2x cos x + c4 e 2x sin x + c5 xe 2x sin x, ci ∈ R.

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