EQUATIONS
Homogeneous equations
If F(x) = 0,
y + P(x) y + Q(x)y= 0 is called 2nd order
homogeneous equation
if F(x)0
y + P(x) y + Q(x)y= F(x) is called 2nd order nonhomogeneous differential equation.
Homogeneous
The homogeneous equation with constant
coefficients is
y+ a y+ by = 0 -------(1)
Where a and b are constants
The solution is
Case Roots
Set of terms of
solution
General Solution
em1x , em2x
y=c1
Distinct
roots
+ c2
m1, m2
2
y=(c1 + c2 x) emx
Real double
root
m=m1= m2
Complex
Conjugate
epx cos q x,
y= epx (c1cos qx
epx sin q x
m1=p+iq
m2=p-iq
m2-m-30=0
(m+5) (m-6) = 0
Therefore, the roots are 5 and 6
Hence General solution is y= c1e-5x+c2e6x
Ie., y=C1em1+c2em2, m1 and m2 are roots
Example 2
Find the solution of
y-4y+3y=0 : y(0) = 1 and y(0) = 0
Solution
Auxiliary equation:
m2-4m+3=0
(m-1) (m-3)=0
Therefore the roots are m = 1,3 real distinct roots
General solution is
y= c1ex+c2e3x ----------(1)
Particular solution is
Substituting x=0 y=1
1 = C1+C2 -----------(2)
4.) Solve
y-2y-y=0 : y(0) = 0 and y(0) = 1
Auxiliary equation:
m2-2m-1=0
m=(2(4+4))/2 = 12
m1=1+2
m2=1-2
(1+2 )x
+c2 e
(1-2 )x
----------(1)
Particular solution
Solve the above equation for C1and C2 with y(0) =
0 and y(0) = 1
0 = C1 + C2 -------(2)
y(x)= c1(1+2 )e
(1+2 )x
+c2(1-2 ) e
(1-2 )x
-----------(3)
C2 =1/(2-2)
(1+2 )x
+1/(2-2)
Solve y + a y +by= 0
m2+am+b=0
m1 and m2 are roots
(1-2 )x
Solve:
The auxiliary equation is
m2+4m+4=0
Therefore (m+2)2=0
Therefore m=-2 (Double roots)
The solution is y=( C1 + C2 x) emx
ie., y=( C1 + C2 x) e-2x
Solve
y-8y+16=0
y(0) = 1 and y(0) = 3
Solution:
Auxiliary equation
m2-8m+16=0
1= C1
Substituting y(0)=3 in equation (2)
3 = 4 + C2
Therefore C2 = -1
Therefore the particular solution is
Y= (1-x) e4x
roots m1=p+iq
m2=p-iq
Example: solve
y+ 2 y+2y = 0
Solution:
Auxiliary equation m2+2m+2=0
There m = (-2(4-8))/2 = -1-1
m1=-1+i m2=-1-i
Therefore the general solution is y= e-x(c1cosx+C2
sinx)
Example: Solve
y-2y+10y=0
Solution:
Auxiliary equation
m2-2m+10=0
m2=1-3i
Differentiating w.r.t x
Y= C1 (excos3x-3sin3x ex) + C2 (ex sin3x+3cos3x ex)
----------(2)
Example: Solve
y-4y+5y = 0; y(0) = 2 and y(0) = 3
Solution
Auxiliary equation
m2-4m+5=0
m2=2-i
Differentiating w.r.t x
Y= C1 (2cosx e2x - sinx e
e2x) ----------(2)
2x
) + C2 (e
2x
2 sinx+cosx
Therefore C2 = -1
Therefore the particular solution is
y= e
2x
(2cosx-sinx)
Examples
Solution:
Auxiliary equation
m2+1=0
Therefore m= i
m1=i
m2=-i
Therefore C1 =1 in Eq (1)
When x = 0 y = 4 in Eq (2)
C2=4
Therefore the particular solution is
Y= cosx + 4 sinx
Example
Find the solution of
y+4y=0
y(0) = 2 and y(0) = 3
Solution:
Auxiliary equation
m2+4=0
Therefore m= 2i
m1=2i
m2=-2i
Differentiation
Y= -2C1 sin2x + 2C2 cos2x ----------(2)
When x =0 y = 2, substituting in equation (1)
Therefore C1 =2
In Eq (1)
When x = 0 y = 3 substituting in equation (2)
C2=3/2
Therefore the particular solution is
Y= 2cos2x + 3/2 sin2x
Example
y-2y-3y=0
Solution:
Auxiliary equation
m2-2m-3=0
m2=1-2i
y-2y+4y=0
Ans: y=c1e4x+c2ex
2.
y-5y+6y=0
Ans: y=c1e2x+c2e
3.
4.
2y-3y+y=0
Ans: y=c1ex+c2e
3x
x/2
5.
y+y-2y=0
Ans: y=c1e-2x+c2e
6.
7.
y+y-2y=0
8.
4y-2(b+a)y+aby=0
Ans: y=c1ex+c2e-2x
Ans: y=c1e
ax/2
Ans: y=c1e
2ax
+c2e-
bx/2
9.
y-(b+2a)y+2aby=0
bx
+c2e-
10.
11.
2y-y-y=0
12.
y+y-6y=0
13.
y-2sin y- y=0
14.
y+4y-12=0
Ans: y=5/4e2x-1/4e-6x
15.
y+y-2y=0
Ans: y=1/3ex+5/3e-2x
16.
y-7y+12=0
Ans: y=-5e4x+6e3x
17.
y-6y-16y=0
Ans: y=1/2e2x+1/2e-8x
18.
y+4y-5y=0
19.
2y-5y+2y=0
20.
6y+y-2y=0
Ans: y=1/2ex+1/2e-5x
Ans: y=3/5e2x+2/5e-x/2
Ans: y=20/7e-x/2-6/7e2x/3
Example:
Y =0
The roots are m2 =0 , hence m=0, double roots.
The solution is y= (c1 + c2x) emX
y= (c1 + c2x) e0X
The required solution is y= (c1 + c2x)
1.Y -4y + 2y =0
2.Y -2y + y =0
3.Y -6y + 9 y =0
6.9Y + 12y + 4y =0
7. b2 Y + 2aby + a2 y =0
Ans: y=(c1 + c2x) e-aX/b
8.Y +2 y + 2y =0
b2 Y - 2aby + a2 y =0
Ans: y=(c1 + c2x) eaX/b
11.
Y +2ay + a2 y =0
Ans: y=(c1 + c2x)e-ax
12.
a2 Y -2ay + 1 =0
Ans: y=(c1 + c2x) eX/a
13.
4Y -12y + 9y =0
Ans: y=(c1 + c2x) e3X/2
14.
16Y -8y + y =0
Ans: y=(c1 + c2x) ex/4
15.
Y -2a2 y + a4 y=0
Ans: y=(c1 + c2x)
16.
17.
18.
19.
20.
y=e
pX
Example : Solve
Y +2a cos y + a2 y = 0
Solution:
The auxiliary equation : m2 + 2a cos
m + a2
=0
m = (-2a
)/2
=(-2a
)/2
=So, m1 =-a
, m2 =-
1.Y +2y + 2y = 0
Ans: y = e
-X
( c1 cos x + c2 sin x)
2.Y +3y + 5y = 0
Ans: y = e -1.5X (c1 cos 1.65 x + c2 sin
1.65x)
3.Y + 16y = 0
Ans: y = (c1 cos 4 x + c2 sin 4x)
-5X
-3X
y=0
Ans: y = e
-aX
8.Y +4y + 6y =0
-2X
Ans: y = e
(c1 cos
x + c2 sin
x)
10.
2X
4Y +8y + 7y =0
Ans: y=e
11.
(c1 cos
x + c2 sin x )
c1 cos x + c2 sin x)
Y -2 y + sin2 +1 =0
Ans: y=
13.
-X
Y -2 cos y + cos2 +1 =0
Ans: y=
12.
c1 cos (sin
x + c2 sin (sin
x]
Ans: y=e
14.
3X
( sin 5x)
16.
4X
( cos x + sin x)
17.
15.
-2X
18.
( cos x + sin x)
X/6
sin
x)
Ans: y=
20.
Y + sin
sin (sina)x
Ans: y=cos(sin a) x +
21.
22.
( cos
Y + 2 y =0; Y(0)=
Ans: y=
cos
x +
sin
x)
; Y(0) = 1
x +
sin
cos a x
x]
24.
where F(x)0
We need to find
1)
2)
F(x)
1.
2.
Constant
2x + 3
3.
2 x2 + 1
1), (Ex2)
4.
sin a x
(Ex 6)
yp
A
Ax + B
Ax2 + B x + C
(Ex
A cos ax + B sin ax
5.
cos ax
A cos ax + B sin ax
6.
e2x
3), (Ex4)
A e2x
7.
(2 x2 + 1)e2x
8.
x e2x
9.
(2x+1) e2x
10.
x2 e2x
(Ex
(Ax2 + B x + C) e2x
(Ax + B) e2x
(Ax + B) e2x
(Ax2 + B x + C) e2x
11.
e2x sin ax
(Ex5 step2)
12.
e2x cos ax
ax
13.
x cos ax
D) sin ax
14.
x2 cos ax
(Ax2 + B x +
C)cos ax+ (Dx2 + E x + F)
sin ax
15.
x ex cos ax
(Ax + B) ex
cos ax + (Cx + D) ex sin ax
Example1
Solve
y + y 2y = 2 x2 + 2x --------------(1)
Solution
Step 1: Solve the associated homogeneous
equation (LHS)
y + y 2y = 0
yc = C1 ex + C2 e
2x
Yp1 = Ax2 + B x + C
2A + 2A x + B 2A x2 2Bx 2 c = 2x2 + 2 x
Therefore A= -1
2A-2B = 2
B= -2
2A + B 2 C = 0
C= 2
Hence, yp1 = -x2 2x-2
y= C1 ex + C2 e-2x x2 2x - 2
y= C1ex 2C2e-2x 2x -2
y= C1ex + 4C2 e-2x 2
Example 2
y y = 2 t2, y (0) = 2 ; y (0) = 0
Therefore yc = c1 et + c2 e-t
(Table, #3)
yp = A t2 + B t + C
y = 2 At + B
y = 2A
Therefore y = yc + yp
y = c1 et + c2 e-t + t2
2 = C 1 + C2
y (0) = C1 et - C2 e-t + 2 t = 0
C 1 C2 = 0
Therefore C1 =C2
C1 = 1 and C2 = 1
y = e t + et + t 2
So yc = C1 ex + C 2 e
2x
Let yp = A x ex
yp = A (x e x + ex )
= A x ex + A ex
yp = A (x ex + ex) + A ex
= A xex + 2 A ex
Solving coefficients
ex :
Ax + 2A + Ax + A 2Ax = 2
Therefore
3A = 2 and A = 2/3
Therefore yp = 2/3 x ex
Step 3 : y = yc + yp
Y = C1 ex + C2 e
2x
+ (2/3) x ex
C1 + C
=1
-1 = -3 C2 + (2/3)
Therefore 1-(2/3) = -3 C2
Therefore 5/3 = -3C2
C2 = 5/9
C1 = 1-C2 = 1-(5/9) = (4/9)
Step 1
Let y 4 y + 4y = 0
{m1=m2=2}
yc = (C1 + C2 x )e2x
Step 2
4 e2x is of similar form with (Table) Ae2x, however,
since, e2x and xe2x are solution of homogenous
equation corresponds to a double root 2, we next
try x2.
Substituting in equation 1
Therefore A = 4/2 = 2
Yp = 2 x2 e2x
Therefore y= yc + yp
= (C1 + C2 x) e2x + 2 x2e2x
Therefore C2 = 1
Therefore y = (1+x) e2x + 2x2 e2x
Example 5
Solve
y + 5 y+ 6 = ex sin x
(1)
----------------------
Step 1
(m+2) (m+3) =0
yc = C1 e-2x + C2 e-3x
{Item 11 in
yp =A ex cos x + B ex sin x
yp = A (ex cos x ex sin x ) + B (ex sin x + ex cos
x)
(-2A-5A+5B+6B)=1
ex cos x:
(2B+ 5A+5B+6A) = 0
-7A + 11 B = 1
11A + 7 B = 0
-77A + 121 B = 11
77A + 49 B = 0
Therefore y= yp + yc
= C1 e-2x + C2 e-3x ex ((7/170) cos x (11/170) sin
x)
Example 6
y + y = 2x + 2 sinx ---------------------(1)
y(/2) = 0; y (/2) = 1
Solution
Step 1
Auxiliary equation
m2 + 1 = 0
Therefore m = i
yc = e0 (C1 cos x + C2 sin x )
yc = C1 cos x + C2 sin x
Step 2
yp1 and yp2
(2 terms in RHS)
(Table)
(#2)
(# 4)
Substitute in equation 1
Therefore yp = 2x x cos x
Therefore y = C1 cos x +C2 sin x + 2x x cos x
1 = -C1 + 0 + 2 + (/2)
Therefore C1 = 1 + /2 = (+2) /2
Example 7
Solve
Y+y = 4 x sin x
Solution (CHECK!):
Step 1
yc = c1 cos x + c2 sin x
Step 2 (Ex7)
(Table)
yp = (Ax + B) x C cos x + (Cx +D) x E sin x (??)
( note : here sin x is in the yc ,hence
multiplied by x)
yp = A (2 x cos x- x2 sin x) + B ( cos x- x sin x) +
C( x2 cos x+ 2x sin x) + E ( x cos x+ sin x)
A = -1
B=0
C=0
D=1
Therefore y = yc + yp
= C1 cosx +C2 sinx - x2 cos x + x
Sinx
2.y 5y+4y=8ex
yc= C1 ex + C2 e4x
yp= Axex