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Proof.
Let y1 and y2 be solutions of y’’ + py’ + qy = 0 on I.
Substituting y = c1y1 + c2y2 into the DE, we get
y’’ + py’ + qy = (c1y1 + c2y2)’’ + p(c1y1 + c2y2)’ + q(c1y1 + c2y2)
= c1y1’’ + c2y2’’ + c1py1’ + c2py2’ + c1qy1 + c2qy2
= c1 (y1’’ + py1’ + qy1) + c2 (y2’’ + py2’ + qy2)
= 0.
V Ex.1.
y1 = e x and y2 = e -x are two solutions of y’’ – y = 0
y = -3y1 + 8y2 = -3e x + 8e -x is a solution of y’’ – y = 0
since (-3e x + 8e -x) – ( -3e x + 8e -x) = 0.
V Ex.2.
y1 = 1 + cosx and y2 = 1 + sinx are solutions of nonhomogeneous DE
y’’ + y = 1.
but 2(1 + cosx) and (1 + cosx) + (1 + sinx) are not solutions of
y’’ + y = 1.
V Ex.3.
y1 = x 2 and y2 = 1 are solutions of nonlinear DE y’’y – xy’ = 0,
but -x 2 and x 2 + 1 are not solution of y’’y – xy’ = 0.
Advanced Engineering Mathematics 2. Second-order Linear ODEs 5
⇒
Advanced Engineering Mathematics 2. Second-order Linear ODEs 7
V Ex.4.
Solve the initial value problem
y’’ – y = 0, y(0) = 4 , y’(0) = -2
y = c1e x + c2e -x
y’ = c1e x – c2e -x
y(0) = c1 + c2 = 4 c1 = 1
⇒ ⇒
y’(0) = c1 – c2 = -2 c2 = 3
⇒ solution y = e x + 3e –x.
Solution.
Assume y = e λx and substituting it into the original DE to get
(λ2 + a λ + b) e λx = 0
The equation λ2 + a λ + b = 0 is called the characteristic equation of the
1⎛ 1
DE. Its roots are λ 1 = ⎜ − a + a 2 − 4 b ⎞⎟ and λ 2 = ⎛⎜ − a − a 2 − 4 b ⎞⎟ .
2⎝ ⎠ 2⎝ ⎠
λ x λ x
Then the solutions are e 1 and e 2 .
− 1 + 9 = 1 and λ 2 = (− 1 − 9 ) = −2
( )
1 1
λ1 =
2 2
Then y = c1e x + c2e -2x
Since y(0) = 4 = c1 + c2
y’(0) = -5 = c1 - 2c2
⇒ c1 = 1 and c2 = 3
⇒ y = e x + 3e -2x.
⇒ u” = 0
⇒ u’ = c (This is the order reduced equation.)
⇒ u = c1x + c2
Simply taking c1 = 1 and c2 = 0
We get y2 = xy1 , y1 and y2 are linear independent.
Thus the general solution
a
− x
y = (c1 + c2x) e 2 .
V Warning.
If λ is a simple root of y’’ + py’ + qy = 0 ,
then (c1 + c2x) e λx is not a solution of the DE. (Explanation on page 17)
V Ex. (omitted)
V Case 3
Complex exponential function
2 3 4 5
ix (ix ) (ix ) (ix ) (ix )
e = 1 + ix + + + + + ...
2! 3! 4! 5!
2 4 3 5
= (1 − x + x + ...) + i ( x − x + x + ...)
2! 4! 3! 5! Euler formula
= cos x + i sin x e ±ix = cos x ± i sin x
λ = − 21 a ± 21 a 2 − 4b , where a 2 − 4b < 0
⇒ λ = − 21 a ± iω where ω = b − 41 a 2 > 0
Then e λ1x and e λ 2 x are complex solutions of the original DE.
The solution can be derived further.
a a
− x
z1= e λ1x
= iωx = − 2 x (cos ωx + i sin ωx) and
e 2 e e
a a
− x − x
z2 = e λ 2 x = e 2 − iωx =
e 2 (cos ωx - i sin ωx).
e
Advanced Engineering Mathematics 2. Second-order Linear ODEs 13
−1ax −1ax
e2 cos ωx e2 sin ωx
−1ax −1ax −1ax −1ax
− 21 a e 2 cos ωx − ω e 2 sin ωx − 21 a e 2 sin ωx + ω e 2 cos ωx
λ 2 = − 21 a − iω , ω = b − 41 a 2
− 21 ax
⇒ y =e ( A cos ωx + B sin ωx ).
Advanced Engineering Mathematics 2. Second-order Linear ODEs 15
⇒ u" = − 1
u' x
⇒ ln u ' = − ln x, for x > 0
⇒ u' = 1
x
⇒ u = ln x
⇒ y 2 = ln x x m , m = 1-2a .
1−a
Thus the general solution y = (c1 + c2 ln x ) x 2 .
m = 1− a ±
(a − 1) −4b ,
2
where (a − 1) − 4b < 0
2
2 2
⇒ m = 1 − a ± i 4b − a − 1
( ) 2
2 2
m = μ + iν
⇒ ⎧⎨ 1
⎩ m2 = μ − iν
⎧z1 = x m1 = x μ x iν = x μ e iν ln x
⎪
⎪ = x [cos(ν ln x ) + i sin(ν ln x )]
μ
⇒ ⎨
⎪z2 = x m2 = x μ x −iν = x μ e − iν ln x
⎪
⎩ = x [cos(ν ln x ) − i sin(ν ln x )]
μ
⎧ y1 = x μ cos(ν ln x )
⇒ ⎨ μ
⎩ y 2 = x sin(ν ln x )
The general solution y = (a cos(ν ln x ) + b sin(ν ln x )) x μ .
V Problems of Section 2.5.
Advanced Engineering Mathematics 2. Second-order Linear ODEs 23
V For a 2nd-order DE, existing a general solution c1y1 + c2y2 means y1 and
y2 are linear independent; that is, k1y1 + k2y2 = 0 ⇒ k1= k2= 0.
y1 y 2
V We know that the Wronskian ≠ 0 ⇔ y1 and y 2 are linear
y1' y 2 '
independent.
(b) “ ⇐ “ (independent ⇐ W ≠ 0)
Prove by showing “dependent ⇒ W = 0”.
If y1 and y2 are linear dependent, then y2 = ky1 for
some constant k. Thus
W[y1,y2] = y1y2’ - y1’y2 = ky1y1’ - ky1y1’ = 0 .
“ ⇒ “ (independent ⇒ W ≠ 0)
prove by showing “W = 0 ⇒ dependent”.
Assume y1 ≠ 0 , y2 ≠ 0. Consider the linear system of equations
k1y1(x0) + k2y2(x0) = 0
k1y1’(x0) + k2y2’(x0) = 0,
where k1 and k2 are unknown.
⎡ y ( x ) y 2 ( x0 )⎤ ⎡ k1 ⎤
⇒⎢ 1 0 ⎥ ⎢k ⎥ = 0
y ′
⎣ 1 0 ( x ) y ′ x
2 0 ⎦⎣ 2 ⎦
( )
y1 y 2
By Cramer’s theorem, if = 0 (i.e., W = 0),
y1′ y 2′
then the system has a non-trivial solution; that is, k1 and k2 are
not both zero. Using these k1 and k2 to construct a function
y(x) = k1y1(x) + k2y2(x), then y(x) = k1y1 + k2y2 is a solution of
y” + py’ + qy = 0, and y satisfies the initial conditions
y(x0) = 0 and y’(x0) = 0
Advanced Engineering Mathematics 2. Second-order Linear ODEs 27
Proof.
(a) Let y1(x) and y2(x) be two solutions of y” + py’ + qy = r.
⇒ y1” + py1’ + qy1 = r and y2” + py2’ + qy2 = r
⇒ (y1” + py1’ + qy1) – (y2” + py2’ + qy2) = r – r = 0
⇒ (y1 - y2)” + p(y1 - y2)’ + q(y1 - y2) = 0.
(b) Let
y1 be a solution of Eq.(1), then y1"+ py1'+qy1 = r , and
y 2 be a solution of Eq.(2), then y 2 "+ py 2 '+qy 2 = 0
⇒ ( y1 + y 2 )′′ + p( y1 + y 2 )′ + q( y1 + y 2 ) = r .
V Conclusion
a general solution of nonhomogeneous equation
∥
a general solution of corresponding homogeneous equation
+
a particular solution of the nonhomogeneous equation.
Advanced Engineering Mathematics 2. Second-order Linear ODEs 33
V Principle:
Choose for yp a form similar to that of r(x) and involving unknown
coefficient to be determined by substituting that choice for yp into Eq.(1).
k evx c evx
k xn knxn + kn-1xn-1 + … + k1x + k0
k cosωx, k sinωx m cosωx + n sinωx
k e αxcosωx, k e αxsinωx e αx (m cosωx + n sinωx)
V Ex.1 ~ 4.
(1) r (x) = 8x2 ⇒ yp(x) = k2x 2 + k1x + k0.
If you choose yp(x) = k2x 2 would fail, why ?
y” + 4y = 8x 2
2k2 + 4k2x 2 = 8x 2
If you choose yp(x) = k2x 2 +k1x + k0
2k2 + 4k2x 2 + 4k1x + 4k0 = 8x 2
⎧u ' y + v ' y 2 = 0
⇒ ⎨ 1
⎩u ' y1'+v ' y 2 ' = r
− r y2 r y1
⇒ u' = and v ' = .
W [ y1, y 2 ] W [ y1, y 2 ]
Since W [ y 1, y 2 ] ≠ 0
r y2 ry
⇒ u = −∫ dx and v = ∫ 1 dx
w w
ry ry
⇒ y p = − y 1 ∫ 2 dx + y 2 ∫ 1 dx .
w w