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Math 213 Module 4 Midterm

This document is a learning module from the Philippine State College of Aeronautics focused on Higher Order Derivatives in Differential Equations. It includes detailed topics such as second order differential equations, linear equations, homogeneous equations, and various solution methods, along with a structured time allotment for each section. The module also outlines course and topic learning outcomes, emphasizing the importance of academic honesty.

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Ivy Espeña
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0% found this document useful (0 votes)
10 views19 pages

Math 213 Module 4 Midterm

This document is a learning module from the Philippine State College of Aeronautics focused on Higher Order Derivatives in Differential Equations. It includes detailed topics such as second order differential equations, linear equations, homogeneous equations, and various solution methods, along with a structured time allotment for each section. The module also outlines course and topic learning outcomes, emphasizing the importance of academic honesty.

Uploaded by

Ivy Espeña
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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PHILIPPINE STATE COLLEGE OF AERONAUTICS

INSTITUTE OF ENGINEERING AND TECHNOLOGY


AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives

MIDTERM
LEARNING
MODULE 02:
Higher order
derivatives

MATH 213 – DIFERENTIAL


EQUATIONS

Prepared by:
AERO FACULTY

1|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives

TABLE OF CONTENTS
Time
Title Page
Allotment
The basics of second order differential equations 9 mins 5
Linear equations 15 mins 5
Homogeneous equations 8 mns 5
Second Order Linear Homogeneous Equations with
8 mns 6
Constant Coefficients
Elementary solutions 30 mins 6
Checking Out Characteristic Equations 20 mins 7
Real and distinct roots 45 mins 7
Complex roots 45 mins 9
Identical real roots 45 mins 13
Theorem of superposition 45 mins 16
Problem set 60 mins 18
Modular Learning report 150 mins 19
.TOTAL 8 hrs

2|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives

TABLE OF REFERENCES
References No.
Trench, William. (2013). Elementary Differential Equations. 1
1001 Engineering Math Problems, 8th Edition 2
Mathalino – Elementary Differential Equations 3
Bronson, Richard,(2006). Schaum`s Outline of Differential Equations 4
Paul Dawkins (2003-2020). Paul’s Online Notes 5
Pierce, Rod. (21 Jul 2020). "Math is Fun". Math Is Fun. Retrieved 24 Aug 2020 6

3|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
LEARNING OUTCOMES

Course Learning Outcomes [CLO]


CLO 2 Classify Differential Equation Module Learning Outcomes [MLO]
Solutions using formulas and theorems.
CLO 3 Construct solutions of differential Topic Learning Outcomes [TLO]
equation such as general and particular MLO 01: Learning and Applying Linear
solutions using the constant of Differential equation of order “n”
integration and the initial/ boundary TLO 03: Classify the differential
value problems. equation using its higher order form.
CLO 4 Distinguish the differences MLO 02: Recognize the different forms
of Linear differential equation of order TLO 04: Demonstrate the principle of
between the different formulae to superposition in the form of higher
accurately apply to different situations “n”
order differential equation
of finding differential equations.
TLO 05: Solve Differential equation
CLO 5 Elaborate basic Principles of using the principle of superposition
differential calculus on finding the
solutions of differential equations.
CLO 7 Generate solutions of higher
order differential equations by means of
formulas, principles, and theorems.
CLO 8 Interpret the solutions of
Differential equations by analyzing data
of first order ODE, Higher order ODE,
and Laplace transforms.
CLO 9 Analyze and Solve Differential
Equation Problems under a specified
amount of time limit yet produces
accurate solution

HONESTY CLAUSE
All students are expected to be honest in their academic endeavors. All academic
work should be performed in a manner that will provide an honest reflection of the
knowledge and abilities of each student

4|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
THE BASICS OF SECOND ORDER DIFFERENTIAL EQUATIONS
To better understand second order differential equations, first take a look at the
following equation:
𝑑2 𝑦
= 𝑓(𝑥. 𝑦)
𝑑𝑥 2
As you can see, this equation has a second derivative, which makes it a second
order differential equation. But you know what? That’s not quite good enough. The
𝑓(𝑥, 𝑦) is okay for first order differential equations, but it isn’t good enough for second
order ones because the function f may also depend on 𝑑𝑦/𝑑𝑥. So the following is the
general form of a second order differential equation:
𝑑2𝑦 𝑑𝑦
2
= 𝑓 (𝑥. 𝑦, )
𝑑𝑥 𝑑𝑥
Linear equations
The general form of line is:
𝑦 ′′ + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 𝑔(𝑥)
Where:
𝑑2 𝑦
′′
𝑦 = 2
𝑑𝑥
And:
𝑑𝑦
𝑦′ =
𝑑𝑥
However, a typical second order linear equation is sometimes written as the
following:
𝑃(𝑥)𝑦 ′′ + 𝑄(𝑥)𝑦′ + 𝑅(𝑥)𝑦 = 𝐺(𝑥)
But let’s stick with 𝑦 ′′ + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 𝑔(𝑥)

Homogeneous equations
A differential equation is a homogeneous equation if and only if the equation is
following the form:
𝑦 ′′ + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 0
If second order linear differential equations can’t be put into either of these forms, the
equation is said to be nonhomogeneous.

5|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
Second Order Linear Homogeneous Equations with Constant Coefficients
You may think that second order linear homogeneous differential equations are
intimidating. But they really aren’t, if you know some fundamentals.
The best place to start solving second order differential equations is with equations
where P(x), Q(x), and R(x) are constants, a, b, and c. So, for example, you get this
equation when you include the constants:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
Okay, so you’ve narrowed things down. Now you’re talking about second order linear
homogeneous differential equations with constant coefficients. Despite the hairy
name, these equations are pretty easy to solve. In fact, you can always solve an
equation of this type using some elementary solutions and initial conditions.

Elementary solutions
To get you up to speed, I begin with this typical equation:
𝑦 ′′ − 𝑦 = 0
Yes, this qualifies as a second order linear homogeneous differential equation. Why?
Just figure that a = 1, 𝑏 = 0, and 𝑐 = – 1. There you have it.
To solve this differential equation, you need a solution 𝑦 = 𝑓(𝑥) whose second
derivative is the same as 𝑓(𝑥) itself, because subtracting the 𝑓(𝑥) from 𝑓"(𝑥) gives
you 0.
You can probably think of one such solution: 𝑦 = 𝑒 𝑥 . Substituting 𝑦 = 𝑒 𝑥 into the
equation gives you this:
𝑒𝑥 − 𝑒𝑥 = 0
As you can see, 𝑦 = 𝑒 𝑥 is indeed a solution.
In fact, 𝑦 = 𝑐1 𝑒 𝑥 (where 𝑐1 is a constant) is also a solution, because 𝑦" still equals
𝑐1 𝑒 𝑥 , which means that substituting 𝑦 = 𝑐1 𝑒 𝑥 into the original equation gives you:
𝑐1 𝑒 𝑥 − 𝑐1 𝑒 𝑥 = 0
So 𝑦 = 𝑐1 𝑒 𝑥 is also a solution. In fact, that solution is more general than just 𝑦 = 𝑒 𝑥 ,
because 𝑦 = 𝑐1 𝑒 𝑥 represents an infinite number of solutions, depending on the value
of 𝑐1.
You can go further still by noting that 𝑦 = 𝑒 −𝑥 is also a solution, because:
𝑦 ′′ − 𝑦 = 𝑒 𝑥 − 𝑒 𝑥 = 0
Again, note that if 𝑦 = 𝑒 −𝑥 is a solution, then 𝑦 = 𝑐2 𝑒 −𝑥 (where c2 is a constant) is
also a solution because:
𝑦 ′′ − 𝑦 = 𝑐2 𝑒 𝑥 − 𝑐2 𝑒 𝑥 = 0

6|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
And here’s the fun part: If 𝑦 = 𝑐1 𝑒 𝑥 and 𝑦 = 𝑐2 𝑒 −𝑥 are both solutions, then the sum
of these two must also be a solution:
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
In other words, if 𝑦 = 𝑓1 (𝑥)and 𝑦 = 𝑓2 (𝑥)are solutions to a second order linear
homogeneous differential equation, then:
𝑦 = 𝑓1 (𝑥) + 𝑓2 (𝑥)
is also a solution.

Checking Out Characteristic Equations


Here’s the general second order linear homogeneous equation, where a, b, and c
are constants:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
The solution of this equation is of the form 𝑦 = 𝑒 𝑟𝑥 , where r isn’t yet determined.
Plugging 𝑦 = 𝑒 𝑟𝑥 into the equation gives you:
𝑎𝑟 2 𝑒 𝑟𝑥 + 𝑏𝑟𝑒 𝑟𝑥 + 𝑐𝑒 𝑟𝑥 = 0
Dividing by 𝑒 𝑟𝑥 (which is always nonzero) gives you:
𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0
This equation is called the characteristic equation for 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0, and it’s a
quadratic equation. If the roots of the characteristic equation are 𝑟1 and 𝑟2 , the
general solution of 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 is:
𝑦 = 𝑐1 𝑒 𝑟1𝑥 + 𝑐2 𝑒 𝑟2𝑥
Earlier in this module, I treat this equation as one solution of 𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0. But
the truth is that it’s the unique solution, as is indicated by a theorem later in this
module. Because 𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0 is a quadratic equation, the following are three
possibilities for 𝑟1 and 𝑟2 :
𝑟1 and 𝑟2 are real and distinct
𝑟1 and 𝑟2 are complex numbers (complex conjugates of each other)
𝑟1 = 𝑟2 where 𝑟1 and 𝑟2 are real

Real and distinct roots


When it comes to characteristic equations, one possibility is that 𝑟1 and 𝑟2 are real,
and not equal to each other. I explain the basics of understanding this concept and
provide a clarifying example in the following sections.

7|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
When solving a general problem, where:
𝑦(𝑥𝑜 ) = 𝑦𝑜
and:
𝑦′(𝑥𝑜 ) = 𝑦′𝑜
you get the following:
𝑦𝑜 = 𝑐1 𝑒 𝑟1𝑥𝑜 + 𝑐2 𝑒 𝑟2𝑥𝑜
and
𝑦𝑜 = 𝑐1 𝑟1 𝑒 𝑟1𝑥𝑜 + 𝑐2 𝑟1 𝑒 𝑟2𝑥𝑜
Then you can solve for 𝑐1 and 𝑐2 in these equations, which gives you:
𝑦′𝑜 − 𝑦𝑜 𝑟2 −𝑟 𝑥
𝑐1 = 𝑒 1 𝑜
𝑟1 − 𝑟2
and
𝑦𝑜 𝑟1 − 𝑦′ −𝑟 𝑥
𝑐1 = 𝑒 2 𝑜
𝑟1 − 𝑟2

EXAMPLE
How about an example to bring the concept of real and distinct roots into focus? Try
this second order linear homogeneous differential equation:
𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0
with the initial condition that:
𝑦(0) = 16
and:

𝑦 ′(0) = −38
To solve, make the assumption that the solution is of the form 𝑦 = 𝑐𝑒 𝑟𝑥 .
Substituting that equation into 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0 gives you:
𝑐𝑟 2 𝑒 𝑟𝑥 + 5𝑐𝑟𝑒 𝑟𝑥 + 6𝑐𝑒 𝑟𝑥 = 0
Next you divide by 𝑐𝑒 𝑟𝑥 to get:
𝑟 2 + 5𝑟 + 6 = 0
which is the characteristic equation for 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0. You can also write this
equation as:
(𝑟 + 2)(𝑟 + 3) = 0

8|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
So the roots of the characteristic equation are:
𝑟1 = −2
And
𝑟2 = −3
which means that the solution to 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0 is:
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥
where 𝑐1 and 𝑐2 are determined by the initial conditions:
𝑦(0) = 16
and:
𝑦′(0) = – 38
Substituting the initial conditions into your solution gives you these equations:
𝑦(0) = 𝑐1 + 𝑐2 = 16
and:

𝑦 ′(0) = −2𝑐1 − 3𝑐2 = −38


From the first equation, you can see that 𝑐2 = 16 – 𝑐1 , and substituting that into the
second equation gives you:
−2𝑐1 − 3𝑐2 = −2𝑐1 − 48 + 3𝑐1 = 𝑐1 − 48 = −38
or:
𝑐1 − 10
Substituting this value of 𝑐1 into 𝑦(0) = 𝑐1 + 𝑐2 = 16 gives you:
𝑐1 + 𝑐2 = 10 + 𝑐2 = 16
So that means:
𝑐2 = 6
Now you’ve found 𝑐1and 𝑐2 , which means that the general solution to 𝑦 ′′ + 5𝑦 ′ +
6𝑦 = 0 is:
𝑦 = 10𝑒 −2𝑥 + 6𝑒 −3𝑥

Complex roots
Besides real and distinct roots (see the previous section), another possibility, when it
comes to characteristic equations, is having a complex root. In this case, the
quadratic formula yields two complex numbers.

9|Page
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
Check out the following quadratic equation:

−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑟=
2𝑎
The discriminant, 𝑏 2 − 4𝑎𝑐, is negative, which means that you’re taking the square
root of a negative number, so you get complex numbers. In particular, the imaginary
part of the two roots varies by their sign (+ or –), as shown by the example equation.

In other words, the roots are of the following forms:


𝑟1 = 𝜆 + 𝑖𝜇
And
𝑟1 = 𝜆 − 𝑖𝜇
where λ and μ are both real numbers, and i is the square root of –1.
As you can see, the characteristic equation has complex roots. What does that mean
for the solution to the differential equation? As you find out earlier in this module, the
solutions to the differential equation are:
𝑦1 = 𝑒 𝑟1𝑥
And
𝑦2 = 𝑒 𝑟2𝑥
So:

𝑦1 = 𝑒 (𝜆+𝑖𝜇)𝑥
And:

𝑦2 = 𝑒 (𝜆−𝑖𝜇)𝑥
Now you have to deal with complex numbers as exponents of e. You may be familiar
with the following handy equations:
𝑒 𝑖𝑎𝑥 = cos 𝑎𝑥 + 𝑖 sin 𝑎𝑥
And:
𝑒 −𝑖𝑎𝑥 = cos 𝑎𝑥 − 𝑖 sin 𝑎𝑥
You’re making progress! You have now removed 𝑖 from the exponent. Putting these
two equations to work gives you these forms for the solutions, 𝑦1 and 𝑦2 :

𝑦1 = 𝑒 (𝜆+𝑖𝜇)𝑥 = 𝑒 𝜆𝑥 (cos 𝜇𝑥 + 𝑖 sin 𝜇𝑥)


And:
𝑦2 = 𝑒 (𝜆−𝑖𝜇)𝑥 = 𝑒 𝜆𝑥 (cos 𝜇𝑥 − 𝑖 sin 𝜇𝑥)

10 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
However, you still have that pesky factor of i; and you want to get rid of it. Why? The
general differential equation that 𝑦1 and 𝑦2 are solutions of only has real coefficients:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
Here’s the key: You could get rid of those factors of 𝑖 if you could just divide them
out. After all, 𝑖 is just a constant. For instance, if you had the solution in a form like
this:
𝑦𝑛 = 𝑖𝑒 𝜆𝑥 cos 𝜇𝑥
you could replace i with an arbitrary constant of integration, c, which would look like
this:
𝑦𝑛 = 𝑐𝑒 𝜆𝑥 cos 𝜇𝑥
Now try adding and subtracting 𝑦1 and 𝑦2 . As you recall from the earlier section
“Elementary solutions,” if two functions are a solution to a linear differential equation,
the sum and difference of those functions are also solutions. So you can introduce
the new solutions m(x) and n(x), the sum and difference of 𝑦1 and 𝑦2 :
𝑚(𝑥) = 𝑦1 (𝑥) + 𝑦2 (𝑥)
And:
𝑛(𝑥) = 𝑦1 (𝑥) − 𝑦2 (𝑥)
First, calculating m(x) gives you the following equation:
𝑚(𝑥) = 𝑦1 (𝑥) + 𝑦2 (𝑥) = 𝑒 𝜆𝑥 (cos 𝜇𝑥 + 𝑖 sin 𝜇𝑥)
which you can convert to:
𝑚(𝑥) = 𝑦1 (𝑥) + 𝑦2 (𝑥) = 2𝑒 𝜆𝑥 cos 𝜇𝑥
Your solution now looks fine — there’s no pesky i lurking around. Now how about
calculating n(x)? Here’s what that looks like:
𝑛(𝑥) = 𝑦1 (𝑥) − 𝑦2 (𝑥) = 𝑒 𝜆𝑥 (cos 𝜇𝑥 + 𝑖 sin 𝜇𝑥) − 𝑒 𝜆𝑥 (cos 𝜇𝑥 − 𝑖 sin 𝜇𝑥)
which works out to:
𝑛(𝑥) = 𝑦1 (𝑥) − 𝑦2 (𝑥) = 2𝑖𝑒 𝜆𝑥 sin 𝜇𝑥

Your solution is looking even better, because now m(x) and n(x) have the following
forms:
𝑚(𝑥) = 𝑐1 𝑒 𝜆𝑥 cos 𝜇𝑥
and:
𝑛(𝑥) = 𝑐2 𝑒 𝜆𝑥 sin 𝜇𝑥

11 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
Yes, it’s true that n(x) as written is multiplied by i: 2𝑖𝑒 𝜆𝑥 sin 𝜇𝑥. But that’s the beauty
of the whole thing: 2𝑖 is just a constant, so it can be replaced by 𝑐2 . And that
substitution gets rid of the pesky i.

So, finally, you can write the solution as:


𝑦(𝑥) = 𝑚(𝑥) + 𝑛(𝑥)
or:
𝑦(𝑥) = 𝑐1 𝑒 𝜆𝑥 cos 𝜇𝑥 + 𝑐2 𝑒 𝜆𝑥 sin 𝜇𝑥
where you get λ and μ from the roots of the differential equation’s characteristic
equation:
𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0
where the roots are:
𝑟1 = 𝜆 + 𝑖𝜇
and
𝑟2 = 𝜆 − 𝑖𝜇
Example
2𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0
You probably already have a good idea what to do here. You simply need to find the
characteristic equation and then the roots of that equation. Here’s the characteristic
equation:
2𝑟 2 + 2𝑟 + 1 = 0

You can find the roots of this characteristic equation by using the quadratic equation
from the previous section. Your work should give you these roots:

−2 ± √4 − 8
4
This equation works out to be:
1 1
𝑟=− ± 𝑖
2 2
So the two roots are:
1 1
𝑟1 = − + 𝑖
2 2

12 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
and:
1 1
𝑟2 = − − 𝑖
2 2
Because the two roots are of the form:
𝑟1 = 𝜆 + 𝑖𝜇
and
𝑟2 = 𝜆 − 𝑖𝜇
then
1
𝜆=−
2
and
1
𝜇=
2
So the solution is:
−𝑥⁄ 𝑥 −𝑥⁄ 𝑥
𝑦(𝑥) = 𝑐1 𝑒 2 cos + 𝑐2 𝑒 2 sin
2 2
IDENTICAL REAL ROOTS (REPEATING)
In the previous sections, I cover the cases where the characteristic equation has real
and distinct roots as well as complex roots. All that’s left is the case where the
characteristic equation has two real roots that are identical to each other. You get the
fundamentals and an example in the following sections.
The basics
When the roots of a characteristic equation are identical, the discriminant of the
quadratic equation, 𝑏 2 – 4𝑎𝑐, equals zero, which means that:
−𝑏
𝑟1 =
2𝑎
and:
−𝑏
𝑟2 =
2𝑎
However, now you have a problem. Why? Because second order differential
equations are supposed to have two expressions in their solution. Because 𝑟1 = 𝑟2,
you get this:
𝑏𝑥
𝑦1 = 𝑐1 𝑒 −2𝑎
𝑏𝑥
𝑦2 = 𝑐2 𝑒 −2𝑎

13 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
These solutions differ only by a constant, so they aren’t really different at all; you
could write either 𝑦1 + 𝑦2 or 𝑦1 − 𝑦2 as:
𝑏𝑥
𝑦 = 𝑐𝑒 −2𝑎
So, as you can see, you really only have one solution in this case. How can you find
another? Here’s the traditional way of solving this issue: So far, you’ve been finding
solutions to second order linear differential equations by assuming the solution is of
the following form:
𝑦(𝑥) = 𝑐𝑒 𝑟𝑥
However, consider this: What if you replaced the constant with a function of x, m(x),
instead? Doing so would let you handle more general second order linear differential
equations. By doing this, you get:
𝑦(𝑥) = 𝑚(𝑥)𝑒 𝑟𝑥
In this case, 𝑟 = – 𝑏/2𝑎, so you get this form of the solution:
𝑏𝑥
𝑦(𝑥) = 𝑚(𝑥)𝑒 −2𝑎
Differentiating the equation gives you:
𝑏𝑥 𝑏 𝑏𝑥
𝑦′(𝑥) = 𝑚′(𝑥)𝑒 −2𝑎 − 𝑚(𝑥)𝑒 −2𝑎
2𝑎
You also need y"(x) to substitute into the differential equation. Doing so gives you:
𝑏𝑥 𝑏 ′ 𝑏𝑥 𝑏2 𝑏𝑥
𝑦 ′′(𝑥) = 𝑚′′ (𝑥)𝑒 −2𝑎 − 𝑚 (𝑥)𝑒 −2𝑎 + 2 𝑚(𝑥)𝑒 −2𝑎
2𝑎 2𝑎
Substituting y(x), y'(x), and y"(x) into the following differential equation:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
gives you (after rearranging the terms):

′′ (𝑥) ′(𝑥)
𝑏2 𝑏2
𝑎𝑚 + (𝑏 − 𝑏)𝑚 +( − + 𝑐) 𝑚(𝑥) = 0
4𝑎 2𝑎

So b – b = 0 in the second term, along with combining the fractions in the third term,
gives you:

′′ (𝑥)
𝑏2
𝑎𝑚 + (𝑐 − ) 𝑚(𝑥) = 0
4𝑎

Here’s the trick: Note that 𝑐 – 𝑏 2 /4𝑎 is the discriminant of the characteristic equation,
and in this case (the case of real identical roots), the discriminant equals zero. So
you have:
𝑎𝑚′′ (𝑥) = 0
or simply, dividing by a:
14 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
𝑚′′ (𝑥) = 0
Wow, that looks pretty easy after all. After integrating, you get this final form for m(x):
𝑚(𝑥) = 𝑑1 𝑥 + 𝑑2
where 𝑑1 and 𝑑2 are constants.

Because the second solution you’ve been looking for is 𝑦2 (𝑥) = 𝑚(𝑥)𝑒 𝑟𝑥 = 𝑑1 𝑥𝑒 𝑟𝑥 ,
here’s the general solution of the differential equation in the case where the
characteristic equation’s roots are real and identical:
𝑏𝑥⁄ 𝑏𝑥⁄
𝑦(𝑥) = 𝑐1 𝑥𝑒 − 2𝑎 + 𝑐2 𝑥𝑒 − 2𝑎

where 𝑐1 and 𝑐2 are constants.

This trick, it turns out, can often be used to find a second solution to a second order
linear homogeneous differential equation if you already know one solution. In fact,
trying a solution of the form y(x) = m(x)f(x) is so useful that it has been given a name:
the method of reduction of order. I discuss this method in more detail later in this
chapter.
Example
Want to see an example so that the identical real root concept can really take hold?
Take a look at this differential equation:
𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0

The characteristic equation is:


𝑟 2 + 2𝑟 + 1 = 0
You can factor this equation into:
(𝑟 + 1)(𝑟 + 1) = 0
So the roots of the characteristic equation are identical, –1 and –1.

Now the solution is of the following form:


−𝑏𝑥⁄ −𝑏𝑥⁄
𝑦(𝑥) = 𝑐1 𝑥𝑒 2𝑎 + 𝑐2 𝑒 2𝑎

So the final answer is


𝑦(𝑥) = 𝑐1 𝑥𝑒 −𝑥 + 𝑐2 𝑒 −𝑥

15 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
THEOREM OF SUPERPOSITION
If you have the second order linear homogeneous differential equation:
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥) = 0
and have two solutions, 𝑦1 (𝑥) and 𝑦2 (𝑥), then any linear combinations of these
solutions:
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
where 𝑐1 and 𝑐2 are constants, is also a solution of the differential equation.
In plain English, this theorem simply says that if you have two solutions to a second
order linear differential equation, a linear combination of those two solutions is also a
solution. You actually use this theorem throughout the first part of this chapter as you
solve second order linear homogeneous differential equations for two solutions, 𝑦1
and 𝑦2 , and give the general solution as a linear combination of the two.
Here’s another example; say that you have the following second order linear
differential equation:
𝑦 ′′ − 𝑦 ′ = 0
You can guess that the solution is of the form 𝑦 = 𝑒 𝑛𝑥 and that substituting it in
gives you:
𝑛2 𝑒 𝑛𝑥 − 𝑒 𝑛𝑥 = 0
or:
𝑛2 − 1 = 0
Therefore:
𝑛 = ±1
So the two solutions you’ve worked out are:
𝑦1 = 𝑐1 𝑒 𝑥
and
𝑦2 = 𝑐2 𝑒 −𝑥
According to this theorem, the following linear superposition of these solutions is also
a solution:
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
You can verify your solution by substituting it into the original equation:
𝑦 ′′ − 𝑦 ′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 − (𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 ) = 0

16 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
SOLVED PROBLEM
Solve the differential equations
1. 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0
𝑑2 𝑦 𝑑𝑦
2. 3 + 𝑑𝑥 − 𝑦 = 0
𝑑𝑥
3. 4𝑦 ′′ + 12𝑦 ′ + 9𝑦 = 0
4. 𝑦 ′′ − 6𝑦 ′ + 13𝑦 = 0

Solution for number 1


𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0
The auxiliary equation is
𝑟2 + 𝑟 − 6 = 0
The roots are
(𝑟 − 2)(𝑟 + 3) =
𝑟1 = 2 and 𝑟2 = −3
The roots are distinct and non-repeating. Therefore, by the general solution of the
given differential equation is
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −3𝑥
Solution for number 2
3𝑦′′ + 𝑦′ − 𝑦 = 0
The auxiliary equation is
3𝑟 2 + 𝑟 − 1 = 0
To solve the auxiliary equation we use the quadratic formula:

−1 ± √13
𝑟=
6
Since the roots are real and distinct, the general solution is
−1+√13 −1−√13
( )𝑥 ( )𝑥
6 6
𝑦 = 𝑐1 𝑒 + 𝑐2 𝑒
Solution for number 3
4𝑦 ′′ + 12𝑦 ′ + 9𝑦 = 0
The auxiliary equation is
4𝑟 2 + 12𝑟 + 9 = 0
We can factory the auxiliary equation.
(2𝑟 + 3)2 = 0
17 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
3
So the only root is 𝑟 = − 2, in which we have identical roots. The general solution is
−3𝑥 −3𝑥
𝑦 = 𝑐1 𝑒 2 + 𝑐2 𝑥𝑒 2

Solution for number 4


𝑦 ′′ − 6𝑦 ′ + 13𝑦 = 0
The auxiliary solution is
𝑟 2 − 6𝑟 + 13 = 0
By the quadratic formula, the roots are

6 ± √36 − 52
𝑟=
2
𝑟 = 3 ± 2𝑖
The general solution of the differential equation is
𝑦 = 𝑒 3𝑥 (𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥)

Problem set: Analyze and solve. Write FULL SOLUTION in A4 or short bond paper
or long bond paper or any white clean paper. Please write your name on the top left
corner and your course, year level, and the section below. Insert “Midterm
Assignment” at the top center of the paper. No erasures or alterations allowed. Box
all your final answers. Submit your scanned work to the provided link in the google
classroom. Indicate method/solution used.
A. Arrange the differential equation to its General form and classify if it is a 2 nd
order linear homogeneous equation
𝑑2 𝑦 𝑑𝑦
a. 3 𝑑𝑥 2 + 𝑑𝑥 − 𝑦 = 0
b. 4𝑦 ′′ + 3𝑦 = 0
c. 𝑦 ′ sin 𝑥 + 𝑦 cos 𝑥 𝑦 ′ = 5
d. 𝑦 ′′ = 1
B. If the equation on A is a 2nd order linear homogeneous equation, find the
general solution

18 | P a g e
PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives

Module Learning Report


Write it on a clean paper and answer the problems lengthwise.
Please write your name on the top left corner and your course, year level, and the section below. Insert “Midterm
Assignment” at the top centre of the paper.
Submit your scanned work to the provided link in the google classroom.

It should contain a report about the important parts/Key points of every topic in this module in the way you understand it.
Include some examples about every topic as much as possible.

PS. You don’t need to give examples that you haven’t learned yet or not included in the module.

Here is the Basis of your grades

Rubrics
Score CRITERIA
Knowledge Generate new ideas Completeness
5 The report shows full The report shows The report covers all
knowledge with a well best new ideas for the topics in the
concise explanations advancement of module
learning
4 The report shows numerous The report shows The report covers
knowledge with a well some new ideas for 80% of the topics in
concise explanations advancement of the module
learning
3 The report shows numerous The report shows a The report covers
knowledge with concise well generated new 60% of the topics in
explanations ideas the module
2 The report shows numerous The report shows The report covers
knowledge with some some new ideas 40% of the topics in
concise explanations the module
1 The report shows some The report doesn’t The report covers
knowledge with some show new ideas 20% of the topics in
concise explanations the module

ADDITIONAL VIDEOS FOR REFERENCES


Linear Differential Equations of Order n - https://youtu.be/_oNrKEW8oNM?t=78
an Introduction
Second Order Linear Differential https://youtu.be/uI2xt8nTOlQ
Equations
Homogeneous Second Order Linear https://youtu.be/soU-zRdpsoA
Differential Equations
The principle of superposition | Lecture https://youtu.be/fseEhS2WWyY?t=20
11 | Differential Equations for Engineers

19 | P a g e

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