ElementaryDifferential Elementary Differential

Equations and Boundary q y

Value Problems
Boyce. & DiPrima, 9
th
Edition
Chapter 3:
SecondOrder Differential Equations Second Order Differential Equations
1006003 3 1/2555
.. ..
1
Topics
H E ti C t t C ffi i t Homogeneous Equations-Constant Coefficients
Fundamental Solutions of Linear
HomogeneousEquations Homogeneous Equations
Complex Roots of Characteristic Equation
RepeatedRoots; Reductionof Order Repeated Roots; Reduction of Order
NonhomogeneousEquations; Method of
UndeterminedCoefficients Undetermined Coefficients
Variation of Parameters
2
3.1: 2
nd
Order Linear Homogeneous Equations-
Constant Coefficients Constant Coefficients
Elementary Differential Equations and Boundary Value Problems, 9
th
edition, by William E. Boyce and Richard C. DiPrima, 2009 by J ohn Wiley & Sons, Inc.
A second order ordinary differential equation hasthe A second order ordinary differential equation has the
general form
) , , ( y y t f y
'
=
' '
where f is some given function.
This equation is said to be linear if f is linear in y and y':
Otherwise the equation is said to be nonlinear.
A d d li i f
y t q y t p t g y ) ( ) ( ) (
'
=
' '
A second order linear equation often appears as
If G(t) =0for all t thentheequationiscalledhomogeneous
) ( ) ( ) ( ) ( t G y t R y t Q y t P = +
'
+
' '
If G(t) = 0 for all t, then the equation is called homogeneous.
Otherwise the equation is nonhomogeneous.
3
Homogeneous Equations, Initial Values
InSections35and36 wewill seethat onceasolutiontoa In Sections 3.5 and 3.6, we will see that once a solution to a
homogeneous equation is found, then it is possible to solve
the corresponding nonhomogeneous equation, or at least
th l ti i t f i t l express the solution in terms of an integral.
The focus of this chapter is thus on homogeneous equations;
andinparticular, thosewithconstant coefficients: and in particular, those with constant coefficients:
We will examine the variable coefficient case in Chapter 5.
0 = +
'
+
' '
cy y b y a
Initial conditions typically take the form
( ) ( )
0 0 0 0
, y t y y t y ' = ' =
Thus solution passes through (t
0
, y
0
), and slopeof solution at
(t
0
, y
0
) is equal to y
0
'.
4
Example 1: Infinitely Many Solutions (1 of 3)
Consider thesecondorder linear differential equation Consider the second order linear differential equation
Two solutions of this equation are
0 =
' '
y y
(1)
q
Other solutions include
t t
e t y e t y

= = ) ( , ) (
2 1
(2)
Based on these observations, we see that there are infinitely
manysolutionsof theform
t t t t
e e t y e t y e t y

+ = = = 5 3 ) ( , 5 ) ( , 3 ) (
5 4 3
(3)
many solutions of the form
It will beshowninSection3.2that all solutionsof the
t t
e c e c t y

+ =
2 1
) (
(4)
It will be shown in Section 3.2 that all solutions of the
differential equation above can be expressed in this form.
5
Example 1: Initial Conditions (2 of 3)
Nowconsider thefollowinginitial valueproblemfor our Now consider the following initial value problem for our
equation:
W h f d l l ti f th f
1 ) 0 ( , 2 ) 0 ( , 0 =
'
= =
' '
y y y y
(1)
We have found a general solution of the form
Usingtheinitial equations
t t
e c e c t y

+ =
2 1
) (
(2)
Using the initial equations,
2 / 3 , 2 / 1
1 ) 0 (
2 ) 0 (
2 1
2 1
2 1
= =
)
`

= =
'
= + =
c c
c c y
c c y
(3)
Thus
1 ) 0 (
2 1 )
c c y
t t
e e t y

+ = 2 / 3 2 / 1 ) (
(4)
6
Example 1: Solution Graphs (3 of 3)
Our initial valueproblemandsolutionare Our initial value problem and solution are
Graphs of both y(t) and y(t) are given below. Observe that
t t
e e t y y y y y

+ = =
'
= =
' '
2 / 3 2 / 1 ) ( 1 ) 0 ( , 2 ) 0 ( , 0
p y( ) y( ) g
both initial conditions are satisfied.
y t
y' t
t t
e e t y

+ = 2 / 3 2 / 1 ) (
t t
e e t y

= 2 / 3 2 / 1 ) ( '
2
3
2
3
y ) (
1
2
0.5 1.0 1.5 2.0
t
1
0.5 1.0 1.5 2.0
t
1
7
Characteristic Equation
Tosolvethe2
nd
order equationwithconstant coefficients To solve the 2
nd
order equation with constant coefficients,
we begin by assuming a solution of the form y = e
rt
.
0 = +
'
+
' '
cy y b y a
(1)
Substituting this into the differential equation, we obtain
Si lif i
0
2
= + +
rt rt rt
ce bre e ar
(2)
Simplifying,
and hence
0 ) (
2
= + + c br ar e
rt
(3)
This last equation is called the characteristic equation of
thedifferential equation
0
2
= + + c br ar
(4)
the differential equation.
We then solve for r by factoring or using quadratic formula.
8
General Solution
Usingthequadraticformulaonthecharacteristicequation Using the quadratic formula on the characteristic equation
we obtain two solutions, r
1
and r
2
.
, 0
2
= + + c br ar (1)
There are three possible results:
The roots r
1
, r
2
are real and r
1
= r
2
.
The roots r
1
, r
2
are real and r
1
=r
2
.
a
ac b b
r
2
4
2

=
1 2 1 2
The roots r
1
, r
2
are complex.
In this section, we will assume r
1
, r
2
are real and r
1
= r
2
.
Inthiscase thegeneral solutionhastheform
a 2
In this case, the general solution has the form
t r t r
e c e c t y
2 1
2 1
) ( + = (2)
9
Initial Conditions, r
1
, r
2
are real, r
1
= r
2
For theinitial valueproblem For the initial value problem
weusethegeneral solution
, ) ( , ) ( , 0
0 0 0 0
y t y y t y cy y b y a
'
=
'
= = +
'
+
' '
(1)
we use the general solution
together with the initial conditions to find c
1
and c
2
. That is,
t r t r
e c e c t y
2 1
2 1
) ( + =
(2)
1 2
0 2 0 1
0 2 0 1
0 2 0 1
2 1
0 1 0
2
2 1
2 0 0
1
0 2 2 1 1
0 2 1
,
t r t r
t r t r
t r t r
e
r r
y r y
c e
r r
r y y
c
y e r c e r c
y e c e c

'

'
=

'
= +
= +
(3)
Since we are assuming r
1
= r
2
, it follows that a solution of the
form y = e
rt
to the above initial value problem will always
i t f t f i iti l diti
(3)
exist, for any set of initial conditions.
10
Example 2 (General Solution)
id h li diff i l i Consider the linear differential equation
Assuminganexponential solutionleadstothecharacteristic
0 6 5 = +
'
+
' '
y y y
(1)
Assuming an exponential solution leads to the characteristic
equation:
( )( ) 0 3 2 0 6 5 ) (
2
= + + = + + = r r r r e t y
rt
(2)
Factoring the characteristic equation yields two solutions:
r
1
= -2 and r
2
= -3
Th f h l l i hi diff i l i
( )( )
(2)
Therefore, the general solution to this differential equation
has the form
t t
e c e c t y
3
2
2
1
) (

+ =
(3)
y
2 1
) (
11
(3)
Example 3 (Particular Solution)
Consider theinitial valueproblem Consider the initial value problem
From the preceding example, we know the general solution
( ) ( ) 3 0 , 2 0 , 0 6 5 =
'
= = +
'
+
' '
y y y y y
(1)
p g p , g
has the form:
With derivative:
t t
e c e c t y
3
2
2
1
) (

+ =
t t
e c e c t y
3
2
2
1
3 2 ) ( '

=
(2)
(3)
Using the initial conditions:
7 9
1
2 1
= =
`

= +
c c
c c
20
2.5
y t
t t
e e t y
3 2
7 9 ) (

=
(3)
Thus
7 , 9
3 3 2
2 1
2 1
= =
)
`
=
c c
c c
t t
e e t y
3 2
7 9 ) (

=
05
1.0
1.5
2.0
(4)
Thus e e t y 7 9 ) ( =
0.0 0.5 1.0 1.5 2.0 2.5
t
0.5
12
(5)
Example 4: Initial Value Problem
Consider theinitial valueproblem Consider the initial value problem
Then
( ) ( ) 2 / 1 0 , 2 0 , 0 3 8 4 =
'
= = +
'

' '
y y y y y
Factoring yields two solutions, r
1
= 3/2 and r
2
= 1/2
( )( ) 0 1 2 3 2 0 3 8 4 ) (
2
= = + = r r r r e t y
rt
The general solution has the form
U i i i i l di i
2 /
2
2 / 3
1
) (
t t
e c e c t y + =
3
y t
2 / 2 / 3
2 / 5 2 / 1 ) (
t t
e e t y + =
Using initial conditions:
2 / 5 , 2 / 1
2 / 1 2 / 1 2 / 3
2
2 1
2 1
2 1
= =
)
`

= +
= +
c c
c c
c c
t
1
2
2 / 5 2 / 1 ) ( e e t y +
Thus
2 / 1 2 / 1 2 / 3
2 1 )
+ c c
2 / 2 / 3
2 / 5 2 / 1 ) (
t t
e e t y + =
0.5 1.0 1.5 2.0 2.5
t
1
13
Example 5: Find Maximum Value
F h i i i l l bl i E l 3 For the initial value problem in Example 3,
to find the maximum value attained by the
l i ( ) 0 d l f solution, we set y (t) = 0 and solve for t:
7 9 ) (
3 2
=

e e t y
set
t t
25
y t
(1)
/
7 6
0 21 18 ) (
3 2
3 2
=
= + =
'


e e
e e t y
t
t t
t t
1.5
2.0
2.5
t t
e e t y
3 2
7 9 ) (

=
(2)
1542 0
) 6 / 7 ln(
6 / 7
~
=
=
t
t
e
t
0.5
1.0
(3)
204 . 2
1542 . 0
~
~
y
t
0.0 0.5 1.0 1.5 2.0 2.5
t
14
(3)
(4)
3.2: Fundamental Solutions of Linear
Homogeneous Equations Homogeneous Equations
Elementary Differential Equations and Boundary Value Problems, 9
th
edition, by William E. Boyce and Richard C. DiPrima, 2009 by J ohn Wiley & Sons, Inc.
Let p q becontinuousfunctionsonaninterval I =(o |) Let p, q be continuous functions on an interval I (o, |),
which could be infinite. For any function y that is twice
differentiable on I, define the differential operator L by
Note that L[y] is a function on I, with output value
| | y q y p y y L +
'
+
' '
=
For example
| | ) ( ) ( ) ( ) ( ) ( ) ( t y t q t y t p t y t y L +
'
+
' '
=
For example,
( )
| | ) sin( 2 ) cos( ) sin( ) (
2 , 0 ), sin( ) ( , ) ( , ) (
2 2
2 2
t e t t t t y L
I t t y e t q t t p
t
t
+ + =
= = = = t
| | ) sin( 2 ) cos( ) sin( ) ( t e t t t t y L + + =
15
Differential Operator Notation
Inthissectionwewill discussthesecondorder linear In this section we will discuss the second order linear
homogeneousequation L[y](t) = 0, along with initial
conditions as indicated below:
| | | |
-(2) - - - ) ( , ) (
(1) - - - 0 ) ( ) (
1 0 0 0
y t y y t y
y t q y t p y y L
=
'
=
= +
'
+
' '
=
We would like to know if there are solutions to this initial
value problem, and if so, are they unique.
Al ldlik k h b id b h f Also, we would like to know what can be said about the form
and structure of solutionsthat might be helpful in finding
solutions to particular problems. p p
These questions are addressed in the theoremsof this section.
16
Theorem 3.2.1 (Existence and Uniqueness)
Consider theinitial valueproblem Consider the initial value problem
) ( ) (
) ( ) ( ) (
y t y y t y
t g y t q y t p y
'
=
'
=
= +
'
+
' '
(1)
where p, q, and g are continuous on an open interval I that
containst
0
. Thenthereexistsauniquesolutiony =|(t) onI.
0 0 0 0
) ( , ) ( y t y y t y = =
(2)
contains t
0
. Then there exists a unique solution y |(t) on I.
17
) ( ) ( ) ( t g y t q y t p y = +
'
+
' '
Example 1
Consider thesecondorder linear initial valueproblem
1 0 0 0
) ( , ) ( y t y y t y =
'
=
Consider the second order linear initial value problem
Wrtingthedifferential equationintheform:
( ) ( ) 1 1 , 2 1
, 0 ) 3 ( ' ) 3 (
2
=
'
=
= + +
' '

y y
y t ty y t t
(1)
Wrting the differential equation in the form :
) ( ) ( ' ) ( ' ' t g y t q y t p y = + +
0 ) ( and )) 3 ( /( ) 3 ( ) ( ) 3 /( 1 ) ( = + = = t g t t t t q t t p
(2)
The only points of discontinuityfor these coefficients are
t = 0 and t = 3. So the longest open interval containing the
0 ) ( and )) 3 ( /( ) 3 ( ) ( ), 3 /( 1 ) ( + t g t t t t q t t p
(3)
initial point t =1 in which all the coefficients are continuous
is 0 < t < 3
Therefore thelongest interval inwhichTheorem321 Therefore, the longest interval in which Theorem 3.2.1
guarantees the existence of the solution is 0 < t < 3
18
Theorem 3.2.2 (Principle of Superposition)
If y
1
andy
2
aresolutionstotheequation If y
1
and y
2
are solutions to the equation
thenthelinear combinationc
1
y
1
+y
2
c
2
isalsoasolution for
0 ) ( ) ( ] [ = +
'
+
' '
= y t q y t p y y L
then the linear combination c
1
y
1
+ y
2
c
2
is also a solution, for
all constants c
1
and c
2
.
To prove this theorem, substitute c
1
y
1
+ y
2
c
2
in for y in the
equation above, and use the fact that y
1
and y
2
are solutions.
Thusfor anytwosolutionsy andy wecanconstruct an Thus for any two solutions y
1
and y
2
, we can construct an
infinite family of solutions, each of the form y = c
1
y
1
+ c
2
y
2
.
Can all solutions can be written this way, or do some y
solutions have a different form altogether? To answer this
question, we use the Wronskiandeterminant.
19
The Wronskian Determinant (1 of 3)
Supposey
1
andy
2
aresolutionstotheequation Suppose y
1
and y
2
are solutions to the equation
FromTheorem322 ekno that + isa
0 ) ( ) ( ] [ = +
'
+
' '
= y t q y t p y y L
------- (1)
From Theorem 3.2.2, we know that y = c
1
y
1
+ c
2
y
2
is a
solutionto this equation.
Next, find coefficients such that y = c
1
y
1
+ c
2
y
2
satisfies the , y
1
y
1 2
y
2
initial conditions
0 0 0 0
) ( , ) ( y t y y t y
'
=
'
=
------- (2)
To do so, we need to solve the following equations:
0 0 2 2 0 1 1
) ( ) ( y t y c t y c
' ' '
= +
------- (3)
0 0 2 2 0 1 1
) ( ) ( y t y c t y c
'
=
'
+
'
20
------- (4)
0 0 2 2 0 1 1
0 0 2 2 0 1 1
) ( ) (
) ( ) (
y t y c t y c
y t y c t y c
'
=
'
+
'
= +
The Wronskian Determinant (2 of 3)
Solvingtheequations weobtain Solving the equations, we obtain
) ( ) ( ) ( ) (
) ( ) (
0 2 0 1 0 2 0 1
0 2 0 0 2 0
1
t y t y t y t y
t y y t y y
c
'

'
'

'
=
(1)
) ( ) ( ) ( ) (
) ( ) (
) ( ) ( ) ( ) (
0 2 0 1 0 2 0 1
0 1 0 0 1 0
2
0 2 0 1 0 2 0 1
t y t y t y t y
t y y t y y
c
y y y y
'

'
'
+
'

=
(2)
In terms of determinants:
) ( ) (
0 0 1 0 2 0
y t y t y y
) ( ) (
) (
) (
,
) ( ) (
) (
) (
0 2 0 1
0 0 1
0 0 1
2
0 2 0 1
0 2 0
0 2 0
1
t y t y
y t y
y y
c
t y t y
t y y
y y
c
' '
=
' '
=
(3)
) ( ) ( ) ( ) (
0 2 0 1 0 2 0 1
t y t y t y t y
' ' ' '
21
The Wronskian Determinant (3 of 3)
Inorder for theseformulastobevalid thedeterminant Win In order for these formulas to be valid, the determinant Win
the denominator cannot be zero:
y t y t y y
0 0 1 0 2 0
) ( ) (
(1)
W
y t y
c
W
t y y
c
0 0 1
2
0 2 0
1
) (
,
) (
' '
=
' '
=
(1)
) ( ) ( ) ( ) (
) ( ) (
) ( ) (
0 2 0 1 0 2 0 1
0 2 0 1
0 2 0 1
t y t y t y t y
t y t y
t y t y
W
'

'
=
' '
=
(2)
Wis called the Wronskian determinant, or more
simply, the Wronskian of the solutions y
1
and y
2
. We will
sometimesusethenotation
( )( ) t W
(3) sometimes use the notation
( )( )
0 2 1
, t y y W
22
(3)
Theorem 3.2.3
Supposey
1
andy
2
aresolutionstotheequation Suppose y
1
and y
2
are solutions to the equation
iththeinitial conditions
0 ) ( ) ( ] [ = +
'
+
' '
= y t q y t p y y L
(1)
with the initial conditions
Thenit isalwayspossibletochooseconstantsc
1
c
2
sothat
0 0 0 0
) ( , ) ( y t y y t y
'
=
'
=
(2)
Then it is always possible to choose constants c
1
, c
2
so that
satisfies the differential equation and initial conditions if and
) ( ) (
2
2
1
1
t y c t y c y + =
(3)
q
ony if the Wronskian
i h i
2 1 2 1
y y y y W
'

'
=
(4)
is not zero at the point t
0
23
Example 3
I E l 2 f S ti 31 f dth t In Example 2 of Section 3.1, we found that
weresolutionstothedifferential equation
t t
e t y e t y
3
2
2
1
) ( and ) (

= =
(1)
were solutions to the differential equation
The Wronskian of these two functions is
0 6 5 = +
'
+
' '
y y y
(2)
t
t t
t t
e
e e
e e
W
5
3 2
3 2
3 2



=

=
(3)
Since Wis nonzero for all values of t, the functions
can be used to construct solutions of the differential
i i hi i i l di i l f
2
1
andy y
equation with initial conditions at any value of t
24
Theorem 3.2.4 (Fundamental Solutions)
Supposey
1
andy
2
aresolutionstotheequation Suppose y
1
and y
2
are solutions to the equation
Then the family of solutions
. 0 ) ( ) ( ] [ = +
'
+
' '
= y t q y t p y y L
y
y = c
1
y
1
+ c
2
y
2
with arbitrary coefficients c
1
, c
2
includes every solution to
the differential equation if an only if there is a point t
0
such
that W(y
1
,y
2
)(t
0
) = 0, .
Th i i ll d h l l i The expression y = c
1
y
1
+ c
2
y
2
is called the general solution
of the differential equation above, and in this case y
1
and y
2
are said to form a fundamental set of solutions to the
differential equation.
25
Example 4: fundamental set of solutions?
Consider thegeneral secondorder linear equationbelow Consider the general second order linear equation below,
with the two solutions indicated:
0 ) ( ) ( = +
'
+
' '
y t q y t p y
Suppose the functions below are solutions to this equation:
2 1 2 1
, ,
2 1
r r e y e y
t r t r
= = =
The Wronskian of y
1
and y
2
is
( )
( )
. all for 0
2 1
2 1
2 1
1 2
2 1
t e r r
e e
y y
W
t r r
t r t r
t r t r
= = =
' '
=
+
Thus y
1
and y
2
form a fundamental set of solutions to the
equation, and can be used to construct all of its solutions.
2 1
2 1
2 1
e r e r
y y
t r t r
q
The general solution is
t r t r
e c e c y
2 1
2 1
+ =
26
Example 5: Solutions (1 of 2)
Consider thefollowingdifferential equation: Consider the following differential equation:
Show that the functions below are fundamental solutions:
0 , 0 3 2
2
> =
'
+
' '
t y y t y t
(1)
To show this, first substitute y
1
into the equation:
1
2
2 / 1
1
,

= = t y t y
(2)
0 1
2
3
2
1
2
3
4
2
2 / 1 2 / 1
2 / 1 2 / 3
2
=
|
.
|

\
|
+ =
|
|
.
|

\
|
+
|
|
.
|

\
|


t t
t
t
t
t
(3)
Thus y
1
is a indeed a solution of the differential equation.
Similarly, y
2
is also a solution:
( ) ( ) ( ) ( ) ( ) 0 1 3 4 3 2 2
1 1 2 3 2
= = +

t t t t t t
27
(4)
Example 5: Fundamental Solutions (2 of 2)
Recall that Recall that
To show that y
1
and y
2
form a fundamental set of solutions,
1
2
2 / 1
1
,

= = t y t y
y
1
y
2
,
we evaluate the Wronskian of y
1
and y
2
:
2 / 3 2 / 3 2 / 3
1 2 / 1
2 1
3 3 1
1 t t t
t t
y y
W = = = = =

SinceW = 0for t >0 y y formafundamental set of

3
2 2 / 1
2 1 2
2 2
2
1
t
t t t
t t
y y
W = = =

=
' '
=

Since W = 0 for t > 0, y
1
, y
2
form a fundamental set of
solutions for the differential equation
0 , 0 3 2
2
> =
'
+
' '
t y y t y t
28
Theorem 3.2.5: Existence of Fundamental Set
of Solutions
Consider thedifferential equationbelow whosecoefficients Consider the differential equation below, whose coefficients
p and q are continuous on some open interval I:
0 ) ( ) ( ] [ = +
'
+
' '
= y t q y t p y y L
Let t
0
be a point in I, and y
1
and y
2
solutions of the equation
with y
1
satisfying initial conditions
) ( ) ( ] [ y q y p y y
and y
2
satisfying initial conditions
0 ) ( , 1 ) (
0 1 0 1
=
'
= t y t y
'
Then y
1
, y
2
form a fundamental set of solutions to the given
differential equation
1 ) ( , 0 ) (
0 2 0 2
=
'
= t y t y
differential equation.
29
Example 6: Apply Theorem 3.2.5 (1 of 3)
Findthefundamental set specifiedbyTheorem325for the Find the fundamental set specified by Theorem 3.2.5 for the
differential equation and initial point
I S ti 31 f dt l ti f thi ti
0 , 0
0
= =
' '
t y y
(1)
In Section 3.1, we found two solutions of this equation:
The Wronskian of these solutions is W(y
1
, y
2
)(t
0
) = -2 = 0 so
t t
e y e y

= =
2 1
, (2)
1 2 0
they form a fundamental set of solutions.
But these two solutions do not satisfy the initial conditions
statedinTheorem325 andthustheydonot formthe stated in Theorem 3.2.5, and thus they do not form the
fundamental set of solutions mentioned in that theorem.
L t d b th f d t l l ti f Th 325 Let y
3
and y
4
be the fundamental solutions of Thm 3.2.5.
1 ) 0 ( , 0 ) 0 ( ; 0 ) 0 ( , 1 ) 0 (
4 4 3 3
=
'
= =
'
= y y y y
30
(3)
Example 6: General Solution (2 of 3)
Sincey
1
andy
2
formafundamental set of solutions Since y
1
and y
2
form a fundamental set of solutions,
1 ) 0 ( , 0 ) 0 ( ,
0 ) 0 ( , 1 ) 0 ( ,
4 4 2 1 4
3 3 2 1 3
=
'
= + =
=
'
= + =

y y e d e d y
y y e c e c y
t t
t t
(1)
(2)
Solving each equation, we obtain
4 4 2 1 4
) sinh(
2
1
2
1
) ( ), cosh(
2
1
2
1
) (
4 3
t e e t y t e e t y
t t t t
= = = + =

( )
(3)
(4)
The Wronskian of y
3
and y
4
is
2 2 2 2
0 1 sinh cosh
sinh cosh
2 2 2 1
= = = = = t t
t t y y
W
Thus y
3
, y
4
form the fundamental set of solutions indicated in
Theorem325 withgeneral solutioninthiscase
0 1 sinh cosh
cosh sinh
2 1
=
' '
t t
t t y y
W
Theorem 3.2.5, with general solution in this case
) sinh( ) cosh( ) (
2 1
t k t k t y + =
31
(5)
Example 6: p
Many Fundamental Solution Sets (3 of 3)
Thus Thus
both form fundamental solution sets to the differential
{ } { } t t S e e S
t t
sinh , cosh , ,
2 1
= =

(1)
equation and initial point
0 , 0
0
= =
' '
t y y
(2)
In general, a differential equation will have infinitely many
different fundamental solutionsets Typically wepickthe different fundamental solution sets. Typically, we pick the
one that is most convenient or useful.
32
Summary
Tofindageneral solutionof thedifferential equation To find a general solution of the differential equation
wefirst findtwosolutionsy
1
andy
2
| o < < = +
'
+
' '
t y t q y t p y , 0 ) ( ) (
we first find two solutions y
1
and y
2
.
Then make sure there is a point t
0
in the interval such that
W(y
1
, y
2
)(t
0
) = 0.
It follows that y
1
and y
2
form a fundamental set of solutions
to the equation, with general solution y = c
1
y
1
+ c
2
y
2
.
If initial conditionsareprescribedat apoint t intheinterval If initial conditions are prescribed at a point t
0
in the interval
where W = 0, then c
1
and c
2
can be chosen to satisfy those
conditions.
33
3.3: Complex Roots of Characteristic
Equation Equation
Elementary Differential Equations and Boundary Value Problems, 9
th
edition, by William E. Boyce and Richard C. DiPrima, 2009 by J ohn Wiley & Sons, Inc.
Recall our discussionof theequation Recall our discussion of the equation
where a, b and c are constants.
0 = +
'
+
' '
cy y b y a
(1)
,
Assuming an exponential soln leads to characteristic equation:
0 ) (
2
= + + = c br ar e t y
rt
(2)
Quadratic formula (or factoring) yields two solutions, r
1
& r
2
:
ac b b
r
4
2

=
(3)
If b
2
4ac < 0, then complex roots: r
1
= + i, r
2
= - i
Thus
a 2
( )
Thus
( ) ( )t i t i
e t y e t y
+
= = ) ( , ) (
2 1
34
(4)
Eulers Formula; Complex Valued Solutions
Substitutingit intoTaylor seriesfor e
t
weobtainEulers Substituting it into Taylor series for e , we obtain Euler s
formula:
( ) ( )
t i t
t
i
t it
e
n n n n n
it
sin cos
) 1 ( ) 1 ( ) (
1 2 1 2
+ =

= =




Generalizing Eulers formula, we obtain
( ) ( ) n n n
n n n
! 1 2 ! 2 !
1 0 0


= = =
(1)
(2)
Then
t i t e
t i

sin cos + =
( )
| |
t t t t i t t i
(2)
Therefore
( )
| | t ie t e t i t e e e e
t t t t i t t i


sin cos sin cos + = + = =
+
( )
t i t t
t t t i
i ) (
+
(3)
( )
( )
t ie t e e t y
t ie t e e t y
t t t i
t t t i




sin cos ) (
sin cos ) (
2
1
= =
+ = =

+
35
(4)
' ' '
Real Valued Solutions
Our twosolutionsthusfar arecomplex-valuedfunctions:
0 = +
'
+
' '
cy y b y a
Our two solutions thus far are complex-valued functions:
t ie t e t y
t ie t e t y
t t
t t




sin cos ) (
sin cos ) (
1
=
+ =
(5)
We would prefer to have real-valued solutions, since our
differential equationhasreal coefficients.
t ie t e t y sin cos ) (
2
=
differential equation has real coefficients.
To achieve this, recall that linear combinations of solutions
are themselves solutions:
t
I i t t bt i th t l ti
t ie t y t y
t e t y t y
t
t

sin 2 ) ( ) (
cos 2 ) ( ) (
2 1
2 1
=
= +
(6)
Ignoring constants, we obtain the two solutions
t e t y t e t y
t t


sin ) ( , cos ) (
4 3
= =
36
(7)
Real Valued Solutions: The Wronskian
Thuswehavethefollowingreal-valuedfunctions: Thus we have the following real-valued functions:
Ch ki th W ki bt i
t e t y t e t y
t t


sin ) ( , cos ) (
4 3
= =
(8)
Checking the Wronskian, we obtain
( ) ( ) cos sin sin cos
sin cos
+
=
t t
t t
t t e t t e
t e t e
W




Thus y
3
and y
4
form a fundamental solution set for our ODE,
( ) ( )
0
cos sin sin cos
2
= =
+
t
e
t t e t t e

(9)
y
3
y
4
,
and the general solution can be expressed as
0 = +
'
+
' '
cy y b y a
t e c t e c t y
t t


sin cos ) (
2 1
+ =
37
y y y
a
ac b b
r
2
4
2

=
i r =
2 , 1
,
(10)
t t
i ) (
Example 1 (1 of 2)
Consider thedifferential equation
t e c t e c t y
t t


sin cos ) (
2 1
+ =
Consider the differential equation
For an exponential solution, the characteristic equation is
0 25 . 9 = +
'
+
' '
y y y
(1)
p , q
i
i
r r r e t y
rt
2
3
2
1
2
3 1
2
4 1 1
0 1 ) (
2
=

=

= = + + =
(2)
Therefore, separating the real and imaginary components,
andthusthegeneral solutionis
2 / 3 , 2 / 1 = =
(2)
(3)
and thus the general solution is
) (
2
3
sin
2
3
cos
2
3
sin
2
3
cos ) (
2 1
2 / 2 /
2
2 /
1
|
|
.
|

\
|
+
|
|
.
|

\
|
=
|
|
.
|

\
|
+
|
|
.
|

\
|
=

t c t c e t e c t e c t y
t t t
38
. \ . \ . \ . \
38
(4)
Example 1 (2 of 2)
U i th l l ti j t d t i d Using the general solution just determined
W d i h i l l i h i fi h
) (
2
3
sin
2
3
cos ) (
2 1
2 /
|
|
.
|

\
|
+
|
|
.
|

\
|
=

t c t c e t y
t
(5)
We can determine the particular solution that satisfies the
initial conditions
S
8 ) 0 ( ' and 2 ) 0 ( = = y y
2 ) 0 (

(6)
So
Thusthesolutionof thisIVP is
3 , 2
8 3 ) 0 (
2 ) 0 (
2 1
2 1
1
2 / 1
= =
)
`

= + =
'
= =

c c
c c y
c y
3
y t
( ) ( )) 2 ( 3 sin 3 3 cos ) (
2 /
t t e t y
t
+ =

Thus the solution of this IVP is
2 4 6 8 10
t
1
2
) 2 (
2
3
sin 3
2
3
cos ) (
2 /
|
|
.
|

\
|
+
|
|
.
|

\
|
=

t t e t y
t
(7)
The solution is a decaying oscillation
2
1
39 39
Example 2
Consider theinitial valueproblem Consider the initial value problem
Then
1 ) 0 ( ' , 2 ) 0 ( , 0 145 8 16 = = = +
'

' '
y y y y y
i r r r e t y
rt
3
4
1
0 145 8 16 ) (
2
= = + =
Thus the general solution is
And
y
4
) (
( ) ( ) t e c t e c t y
t t
3 sin 3 cos ) (
4 /
2
4 /
1
+ =
2 ) 0 (

And
h l i h i
2 / 1 , 2
1 3 ) 0 (
2 ) 0 (
2 1
2 1
1
4 / 1
= =
)
`

= + =
'
= =

c c
c c y
c y
y t
( ) ( )) 2 ( 3 sin 2 / 1 3 cos ) (
4 /
t t e t y
t
+ =
The solution of the IVP is
Thesolutionisdisplaysa
( ) ( )) 2 ( 3 sin 2 / 1 3 cos ) (
4 /
t t e t y
t
+ =
2 4 6 8
t
5
10
The solution is displays a
growing oscillation
10
5
40
Example 3
Consider theequation
0 9 = +
' '
y y
i r r e t y
rt
3 0 9 ) (
2
= = + =
Consider the equation
Then
y ) (
3 , 0 = = Therefore
andthusthegeneral solutionis
4
y t
( ) ( ) t c t c t y 3 sin 3 cos ) (
2 1
+ =
, 0 =
( ) ( )
( ) ( ) t t y
t t y
3 sin 2 / 1 3 cos : dashed
3 sin 2 3 cos 2 : solid
+ =
+ =
and thus the general solution is
Because there is no exponential
2 4 6 8
t
2
factor in the solution, so the amplitude
of each oscillation remains constant.
Thefigureshowsthegraphof two
2
The figure shows the graph of two
typical solutions
41
3 4: Repeated Roots; Reduction of Order 3.4: Repeated Roots; Reduction of Order
Elementary Differential Equations and Boundary Value Problems, 9
th
edition, by William E. Boyce and Richard C. DiPrima, 2009 by J ohn Wiley & Sons, Inc.
Recall our 2
nd
order linear homogeneousODE Recall our 2 order linear homogeneous ODE
where a, b and c are constants.
0 = +
'
+
' '
cy y b y a
,
Assuming an exponential soln leads to characteristic equation:
0 ) (
2
= + + = c br ar e t y
rt
Quadratic formula (or factoring) yields two solutions, r
1
& r
2
:
ac b b
r
2
4
2

=
When b
2
4ac = 0, r
1
= r
2
= -b/2a, since method only gives
onesolution:
a 2
one solution:
a t b
ce t y
2 /
1
) (

=
42
Second Solution: Multiplying Factor v(t)
Weknowthat We know that
Since y
1
and y
2
are linearly dependent, we generalize this
solution a ) ( ) ( solution a ) (
1 2 1
t cy t y t y =
y
1
y
2
y p , g
approach and multiply by a function v, and determine
conditions for which y
2
is a solution:
a t b a t b
t t t
2 / 2 /
) ( ) ( t l ti ) (

Then
a t b a t b
e t v t y e t y
2 /
2
2 /
1
) ( ) ( try solution a ) ( = =
a t b
e t v t y
2 /
) ( ) (

=
a t b a t b
e t v
a
b
e t v t y
e t v t y
2 / 2 /
2
2
) (
2
) ( ) (
) ( ) (

'
=
'
=
a t b a t b a t b a t b
e t v
a
b
e t v
a
b
e t v
a
b
e t v t y
2 /
2
2
2 / 2 / 2 /
2
) (
4
) (
2
) (
2
) ( ) (

+
'

'

' '
=
' '
43
0 = +
'
+
' '
cy y b y a
Finding Multiplying Factor v(t)
SubstitutingderivativesintoODE weseekaformulafor v: Substituting derivatives into ODE, we seek a formula for v:
2
2
2 /
0 ) ( ) (
2
) ( ) (
4
) ( ) ( t cv t v
a
b
t v b t v
a
b
t v
a
b
t v a e
a t b
=
)
`

+
(

'
+
(

+
'

' '

2 2
2 2
0 ) ( ) (
2
) ( ) (
4
) ( ) ( t cv t v
a
b
t v b t v
a
b
t v b t v a
| |
= +
'
+ +
'

' '
)


2 2 2
2 2
4 4 2
0 ) (
2 4
) (
ac b ac b b
t v c
a
b
a
b
t v a
|
|

|
|

|
=
|
|
.
|

\
|
+ +
' '
2
0 ) (
4
) (
0 ) (
4
4
4
) ( 0 ) (
4
4
4
2
4
) (
t v
ac b
t v a
t v
a
ac
a
b
t v a t v
a
ac
a
b
a
b
t v a
=
|
|
|

' '
=
|
|
.
|

\
|
+ +
' '
=
|
|
.
|

\
|
+ +
' '
4 3
) ( 0 ) (
0 ) (
4
) (
k t k t v t v
t v
a
t v a
+ = =
' '
=
|
|
.

\
44
General Solution
Tofindour general solution wehave: To find our general solution, we have:
( )
a bt a bt
a bt a bt
e k t k e k
e t v k e k t y
2 / 2 /
2 /
2
2 /
1
) ( ) (


+ +
+ =
( )
a bt a bt
te c e c
e k t k e k
2 /
2
2 /
1
4 3 1

+ =
+ + =
Thus the general solution for repeated roots is
a bt a bt
te c e c t y
2 /
2
2 /
1
) (

+ =
0 = +
'
+
' '
cy y b y a
ac b b 4
2

r
1
=r
2
=-b/2a
45
a
r
2
=
,r
1
r
2
b/2a
Wronskian
Thegeneral solutionis The general solution is
Thus every solution is a linear combination of
a bt a bt
te c e c t y
2 /
2
2 /
1
) (

+ =
The Wronskian of the two solutions is
a bt a bt
te t y e t y
2 /
2
2 /
1
) ( , ) (

= =
b b 2 / 2 /
e
a
bt
e
a
b
te e
t y y W
a bt a bt
a bt a bt
2
1
2
) )( , (
2 / 2 /
2 / 2 /
2 1
|
.
|

\
|

=


t e
a
bt
e
a
bt
e
a bt
a bt a bt
all for 0
2 2
1
/
/ /
=
|
.
|

\
|
+
|
.
|

\
|
=

Thus y
1
and y
2
form a fundamental solution set for equation.
t e all for 0 = =
46
Example 1 (1 of 2)
Consider theinitial valueproblem Consider the initial value problem
Assuming exponential solnleads to characteristic equation:
0 4 4 = +
'
+
' '
y y y
(1)
g p q
So one solution is and a second solution is found:
2 0 ) 2 ( 0 4 4 ) (
2 2
= = + = + + = r r r r e t y
rt
t 2
t
e t y
2
1
) (

=
(2)
t t t
t t
t
e t v e t v e t v t y
e t v e t v t y
e t v t y
2 2 2
2 2
2
2
2
) ( 4 ) (
4
) ( ) (
) ( 2 ) ( ) (
) ( ) (

+ ' ' ' ' '

'
=
'
=
(3)
Substituting these into the differential equation and
simplifyingyields
e t v e t v e t v t y
2
) ( 4 ) (
4
) ( ) ( + =
2 1 1
) ( ) ( ' 0 ) ( " k t k t v k t v t v + = = = (4) simplifying yields
where are arbitrary constants.
2 1 1
) ( , ) ( , 0 ) ( k t k t v k t v t v +
2 1
andk k
47 47
(4)
Example 1 (2 of 2)
Letting
t
te t y t t v k k
2
) ( and ) ( 0 and 1

= = = =
Letting
So the general solution is
t t
te c e c t y
2
2
2
1
) (

+ =
t
te t y t t v k k
2
2 2 1
) ( and ) ( , 0 and 1 = = = =
(5)
Note that both tend to 0 as regardless of the
values of
U i i iti l diti
2 1
2 1
andy y t
2
1
andc c
Using initial conditions
5 1
1
3 ) 0 ( ' and 1 ) 0 (
2 1
1
= =
`

=
= =
c c
c
y y
1.5
2.0
y t
t
e t t y
2
) 5 1 ( ) (

+ =
Therefore the solution to the
5 , 1
3
2
2 1
2 1

)
`
= +
c c
c c
2 2
0.5
1.0
(6)
(7)
IVP is
t t
te e t y
2 2
5 ) (

+ =
0.0 0.5 1.0 1.5 2.0 2.5 3.0
t
48 48
(7)
Example 2 (1 of 2)
Consider theinitial valueproblem Consider the initial value problem
Assuming exponential soln leads to characteristic equation:
( ) ( ) 3 / 1 0 , 2 0 , 0 25 . 0 =
'
= = +
'

' '
y y y y y
g p q
Thus the general solution is
2 / 1 0 ) 2 / 1 ( 0 25 . 0 ) (
2 2
= = = + = r r r r e t y
rt
Using the initial conditions:
2 /
2
2 /
1
) (
t t
te c e c t y + =
2

c
2
3
4
y t
) 3 / 2 2 ( ) (
2 /
t e t y
t
=
3
2
, 2
3
1
2
1
2
2 1
2 1
1
= =

= +
=
c c
c c
c
2
1 2 3 4
t
1
2
Thus
2 / 2 /
3
2
2 ) (
t t
te e t y =
2
1
49
Example 2 (2 of 2)
S th t th i iti l l i th i bl Suppose that the initial slope in the previous problem was
increased
Th l i f hi difi d bl i
( ) ( ) 2 0 , 2 0 =
'
= y y
(1)
The solution of this modified problem is
N ti th t th ffi i t f th d
6
y t
2 / 2 /
2 ) (
t t
te e t y + =
(2)
Notice that the coefficient of the second
term is now positive. This makes a big
difference in the graph, since the
2
4
) 3 / 2 2 ( ) ( : blue
) 2 ( ) ( : red
2 /
2 /
t e t y
t e t y
t
t
=
+ =
exponential function is raised to a
positive power:
1 2 3 4
t
2
0 2 / 1 > =
50 50
(7)