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EQUATION
CONTENT
Numerical methods
INTRODUCTION
2
2
+ + = 1
3 2
+ + + = ()
3 2
Note
General solution of a pth order DE contains p arbritary constants which means p solution. Eg. 4th order DE
will have 4 constants or 4 solutions
However, not all pth order DE will have p solution. See example 10.31
In order to resolve this problem, idea of linear independence is introduced
Linearly dependent there are function in the set that can be written as linear combinations of some or all
remaining function
Linearly independent means sometimes the above combinations is not possible (example 10.31)
GENERAL SOLUTION OF A LINEAR
HOMOGENEOUS EQUATION
Consider a pth order DE
1 2
+ 1 1 + + 2 2 + 1 + = 0 3
If x1 , x2, x3, .xp are all solutions of the pth order homogeneous linear DE of 3, and
x1 , x2, x3, .xp are also linearly independent then the general solution of the DE is
x= A1 x1 + A2 x2 + A2 x3+ + Apxp
LINEAR CONSTANT COEFFICIENT
DIFFERENTIAL EQUATION
Non-constant coefficient DE can be fairly difficult to solve.
Most of the time we will focus on constant coefficient linear DE.
Linear constant Coefficient DE are linear Equation in which coefficient of
dependent variable (DV) and its derivative do not depend on the independent
variable. The coefficient are constant.
Consider a 2nd order linear homogeneous constant coefficient equation
2
2 + + = 0 ----------- 4 where a0
How to solve?
LINEAR CONSTANT COEFFICIENT
DIFFERENTIAL EQUATION
Remember first order linear homogeneous constant coefficient differential equation
+ = 0 0
The solution to this DE is x= Aemt where am+b= 0
By assuming x(t)=emt as one of the solution for 2nd order equation, then Equation 4 becomes
2
2 + + = 0 =
2
2 + +
=0 = 2
2
(2
+ + ) = 0
= +
= [( + sin )) + ( )
= [( + ) + ( ) sin )]
By euler Formula = [ + )]
CASE 3: A REPEATED ROOT
Second order must have two roots. Normally solution is = 1 + 2 , but when m1=m2,
and the two solution are not linearly independent.
One solution is (since m1=m2=m).
Next is to find another solution, So lets try x(t)=tp emt where p=1 or p=0 and m=k
When p=0, m=k, x(t) = ekt
When p=1, m=k, x(t) = tekt (i.e. m1=m2)