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Solution of second order linear Differential Equation (DE) with constant coefficient Exercise 4:

d2y dy Solve the DE +3 4y = 0 2 dx dx


Solution:

Auxiliary equation: u 2 + 3u 4 = 0 Its roots are = 4, = 1

Therefore, the general solution is y = Ae 4 x + Be x


Exercise 5:

Solve the DE
Solution:

d2y dy + 6 + 9y = 0 2 dx dx

Auxiliary equation: u 2 + 6u + 9 = 0 Its roots are = = 3 Therefore, its solution is y = e 3 x ( A + Bx )


Exercise 6:

Solve the DE
Solution:

d2y dy + 2 + 2y = 0 2 dx dx

Auxiliary equation: u 2 + 2u + 2 = 0
2 4 8 = 1 i 2 Therefore, its solution is y = Ae x (cos x + )

Its roots are

Exercise 7:

Solve the DE
Solution:

d2y + k2y = 0 2 dx

This equation doesnt have dy/dx . Therefore, roots are purely imaginary u2 + k 2 = 0 u = ki Therefore, its solution is y = A cos(kx + ) This is a equation in mechanical represents equation of simple harmonic motion. (i.e.)

Home Work : Solve the following Differential equations d2y dy d2y dy 1) 2 3 + 2 y = 0 2) 3 2 7 + 4 y = 0 dx dx dx dx

d2y dy 2 + y =0 2 dx dx 2 d y dy 5) 2 5 + 4 y = 0 dx dx 2 d y 7) 2 + 4 y = 0 dx 3) 9) d2y dy 2 =0 2 dx dx

d 2 y dy + +y=0 dx 2 dx d2y 6) 2 4 y = 0 dx d 2 y dy 8)2 2 + + 2 y = 0 dx dx 4) 10)9 d2y dy 6 + y = 0 2 dx dx

The particular integral (PI)


We turn our attention to DE whose RHS is not zero but is a function of x. d2y dy + b + cy = f ( x) 2 dx dx Solution of LHS complimentary function CF & the trial solution of RHS is PI. The total solution is y=CF+PI i.e. a The CF is calculated as usual.
Three types of equations: Type 1: d2y dy 5 + 6 y = ex 2 dx dx =3, =2 and ex, , Then the trial solution of RHS, y = ex
dy = e x dx

(1)

. (2) .... (3) (4)

d2y = ex 2 dx Substitute equations (2), (3) & (4) in equation (1) e x 5 e x + 6 e x = e x 2 = 1 = 12 PI, y = 1 e x 2 2x CF = Ae + Be3 x 1 Total solution is y = Ae 2 x + Be3 x + e x 2

Type 2: As not in previous case, if or = in ex. Then the previous type will not work.

d2y dy For example 5 + 4 y = ex 2 dx dx = 1, = 4 ==1 y = Ae x + Be x

(ex)

Therefore, different trial solution is needed.

Therefore, when the RHS is ex (where is a root of the auxiliary equation) we use a trial function y = xe x d2y dy 5 + 4 y = ex In the equation 2 dx dx x y = xe
dy = ( xe x + e x ) dx

(1) (2) (3) (4)

d2y = ( xe x + 2e x ) 2 dx Substitute equations (2), (3) & (4) in equation (1)

( xe x + 2e x ) 5 ( xe x + e x ) + 4 xe x = e x
3 e x = e x = 13 PI = 1 xe x 3 Therefore, the total solution is y = Ae 4 x + Be x 1 xe x 3
Type 3: If the RHS of a similar equation of the form ke( p+ qi ) x , then the suitable trial solution is y = ( + i)e( p+ qi ) x Example:

d2y dy + 2 3 y = 8e(3+ 2i ) x 2 dx dx PI y = ( + i )e(3+ 2i ) x


dy = (3 + 2i )( + i )e (3+ 2i ) x dx

.. (1) ... (2) .. (3)

d2y = (3 + 2i )2 ( + i )e(3+ 2i ) x . (4) dx 2 Substitute equations (2), (3) & (4) in equation (1) (3 + 2i )2 ( + i)e(3+ 2i ) x + 2(3 + 2i)( + i)e(3+ 2i ) x 3( + i )e(3+ 2i ) x = 8e(3+ 2i ) x Simplify the above equation and we get ( 2 ) + (2 + )i = 1 Comparing real and imaginary part

2 = 1 2(2 ) = 1 + 4 = 1 = 15

2 + = 0 = 2 = 25

1 2 Therefore, PI = ( i).e(3+ 2i ) x 5 5 1 PI = (1 2i ).e(3+ 2i ) x 5 CF of equation (1) is CF = Ae x + Be3 x 1 Therefore, the solution is y = Ae x + Be 3 x + (1 2i).e(3+ 2i ) x 5

Further trial solutions: f(x) p (a constant) px+q 2 px +qx+R p (sinx) or p (cosx) or p sinx + p cosx ex Trial solution y= y=x+ y = x2 + x + y = sinx + cosx ex if is a root, then xex, or x2ex

Calculation of arbitrary constants: Solution of DE contains two arbitrary constants. Therefore, their evaluation requires two extra factor initial conditions. Exercise 1: If y ,, 3 y , + 2 y = 0 and when x = 0, y = 3 and y = 5 Solution:

u 2 3u + 2 = 0 We have the roots, u = 1, 2 y = Ae x + Be 2 x


dy = Ae x + 2 Be 2 x dx When x = 0, y = 3 (i.e.) 3 = A+B ------ (1) dy/dx = 5

(i.e.) 5 = A+2B ------ (1) Therefore (by solving the equations 1 and 2), we get, B = 2 and A = 1 Then the solution is y = e x + 2e 2 x
Exercise 2:

Solve the equation

d2y dy + 3 + 2 y = 10 cos x 2 dx dx

.. (1)

Given that y = 1 and dy/dx=0 when x = 0


Solution: CF: Auxiliary equation is u 2 + 3u + 2 = 0 u = 1, 2
y = Ae x + Be2 x

PI: The trial solution we use is y = cos x + sin x dy = sin x + cos x dx d2y = cos x sin x dx 2 Then the equation (1) becomes cos x sin x 3 sin x + 3 cos x + 2 cos x + 2 sin x = 10cos x ( + 3 ) cos x (3 ) sin x = 10cos x

Compare cos x and sin x term on both sides: + 3 = 10 3 = 0 =1 =3 Therefore the general solution is y = Ae x + Be 2 x + cos x + 3sin x But, y = 1 and dy/dx=0 when x = 0 dy = Ae x 2 Be 2 x sin x + 3cos x dx Apply the condition in both (2) & (3) equations When x = 0, y = 1 (i.e.) 1 = A + B + 1

(2)

(3)

dy/dx = 0 (i.e.) 0 = -A - 2B + 3 (i.e.) A + B = 0 A + 2B = 3 B=3 A = -3 y = 3e x + 3e 2 x + cos x + 3sin x


Exercise 3: d 2s If 2 + s = t , s = 0 when t = 0 & t = /2, find s when t = /4 dt Solution:

d 2s + s = t . (1) dt 2 CF: u2 + 1 = 0 u = i s = A cos(t + ) PI: For t, we use the trial solution t (i.e.) PI s = t ds d 2s = ; 2 = 0 dt dt Therefore equation (1) become
0 + t = t

=1

Total solution is s = A cos(t + ) + t s = A cos(t + ) + t But s = 0 when t = 0 (i.e.) 0 = A cos And s = 0 when t = /2 (i.e.)

0 = A cos( + ) + 2 2 0 = A sin +

(5)

= /2

A sin

=0

(6)

A = A=

2
s=

Therefore, (4)

cos(t + ) + t 2 2

When t = /2

s=

cos( + ) + 2 4 2 4

s=

( sin ) + 2 4 4 2 s = ( )+ 2 2 4
s=

(1 2)

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