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The linear differential equation of higher order n is an equation that can be written
DIFFERENTIAL OPERATORS
In calculus differentiation is often denoted bythe capital letter D—that is, dy/dx = Dy. The symbol D is
called a differential operator because it transforms a differentiable function into another function.
SUPERPOSITION PRINCIPLE
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EXAMPLE
WRONSKIAN
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EXAMPLE
Find the Wronskian of {sin 2x, cos 2x}.
Solution:
sin 2𝑥 cos 2𝑥
𝑊 (sin 2𝑥 , cos 2𝑥) = [𝑑(sin 2𝑥) 𝑑(cos 2𝑥)] = [ sin 2𝑥 cos 2𝑥
] = −2
2 cos 2𝑥 − 2 sin 2𝑥
𝑑𝑥 𝑑𝑥
EXAMPLE
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HOMOGENEOUS LINEAR EQUATIONSWITH CONSTANT COEFFICIENTS
For the complementary function yc which is the solution to the homogeneous linear equation,
𝑎0 𝑚𝑛 + 𝑎1 𝑚𝑛−1 + ⋯ + 𝑎𝑛−1 𝑚 + 𝑎𝑛 = 0.
CASE 1: When the n roots r1, r2, … ,rn of the auxiliary equation are real and distinct.
𝑦 = 𝐶1 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛 𝑥
CASE 2: When there are p(p≤n)equaland real roots r1 = r2 = … = rp of the auxiliary equation and the rest
are real and distinct.
CASE 3: When the auxiliary equation has 2 conjugate complex roots 𝑟1 = 𝑎 + 𝑏𝑖 and 𝑟2 = 𝑎 − 𝑏𝑖, and
the rest are real and distinct.
CASE 4: When the conjugate complex roots 𝑎 ± 𝑏𝑖 occurs p times (p > 1) in the auxiliary equation and
the rest real and distinct.
𝑦 = 𝑒 𝑎𝑥 {(𝐶1 + 𝐶2 𝑥 + ⋯ + 𝐶𝑝−1 𝑥 𝑝−2 + 𝐶𝑝 𝑥 𝑝−1 ) cos 𝑏𝑥 + (𝑘1 + 𝑘2 𝑥 + ⋯ + 𝑘𝑝−1 𝑥 𝑝−2 + 𝑘𝑝 𝑥 𝑝−1 ) sin 𝑏𝑥}
Example:
Solution:
𝑚3 − 4𝑚2 + 3𝑚 = 0
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𝑚 (𝑚 − 1)(𝑚 − 3) = 0
With roots 𝑟1 = 0; 𝑟2 = 1; 𝑎𝑛𝑑 𝑟3 = 3, which are all real and distinct (CASE 1!)
𝑦 = 𝐶1 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛 𝑥
𝑦 = 𝐶1 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑒 3𝑥
b. 𝐷3 − 6𝐷 2 + 12𝐷 − 8 = 0
Solution:
𝑚3 − 6𝑚2 + 12𝑚 − 8 = 0
(𝑚 − 2)(𝑚 − 2)(𝑚 − 2) = 0
With roots 𝑟1 = 𝑟2 = 𝑟3 = 2, which are all equal and repeated (CASE 2!)
𝑦 = 𝑒 𝑟𝑥 (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )
𝑦 = 𝑒 2𝑥 (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )
c. (𝐷3 + 9𝐷 )𝑦 = 0
Solution:
𝑚3 + 9𝑚 = 0
𝑚 (𝑚 2 + 9) = 0
With roots 𝑟1 = 3𝑖 𝑎𝑛𝑑 𝑟2 = −3𝑖, 𝑤ℎ𝑒𝑟𝑒 𝑎 = 0 𝑎𝑛𝑑 𝑏 = 3; 𝑎𝑛𝑑 𝑟3 = 0, which are composed of 2 conjugate
complex roots 0 ± 3𝑖 and the rest is real and distinct (CASE 3!)
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𝑦 = 1(𝐶1 cos 3𝑥 + 𝐶2 sin 3𝑥) + 𝐶3 (1)
𝑦 = 𝐶1 cos 3𝑥 + 𝐶2 sin 3𝑥 + 𝐶3
Solution:
𝑚4 + 18𝑚2 + 81 = 0
(𝑚2 + 9)(𝑚2 + 9) = 0
With roots 𝑟1 = 𝑟2 = 3𝑖, 𝑎𝑛𝑑 𝑟3 = 𝑟4 = −3𝑖, 𝑤ℎ𝑒𝑟𝑒 𝑎 = 0 𝑎𝑛𝑑 𝑏 = 3; which are composed of conjugate
complex roots 0 ± 3𝑖 occurs p = 2 times (p > 1). (CASE 4!)
𝑦 = 𝑒 𝑎𝑥 {(𝐶1 + 𝐶2 𝑥 + ⋯ + 𝐶𝑝−1 𝑥 𝑝−2 + 𝐶𝑝 𝑥 𝑝−1 ) cos 𝑏𝑥 + (𝑘1 + 𝑘2 𝑥 + ⋯ + 𝑘𝑝−1 𝑥 𝑝−2 + 𝑘𝑝 𝑥 𝑝−1 ) sin 𝑏𝑥}
Has a solution of 𝑦 = 𝑦𝑐 + 𝑦𝑝 .
THE PARTICULAR INTEGRAL YP: THE PARTICULAR SOLUTION TO THE HOMOGENEOUS LINEAR
EQUATION
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METHOD 1: UNDETERMINED COEFFICIENTS
This can only be applied to special types of right-hand function g(x), namely:
where p is positive integer or zero; q and b are any real constants including zero; and K is any constant.
The point here is to find a particular solution, however the first thing to do is to find the complementary solution to
the differential equation. Recall that the complementary solution comes by treating the given DE as homogeneous,
g(x) = 0, then solving it.
For the particular solution, t he method is quite simple. All that we need to do is look at g(x) and make a
guess as to the form of YP(t) leaving the coefficient(s) undetermined (and hence the name of the method).
Plug the guess into the differential equation and see if we can determine values of the coefficients. If we
can determine values for the coefficients then we guessed correctly, if we can’t find values for the
coefficients then we guessed incorrectly.
𝑦𝑝 = 𝐴𝑥 𝑝 + 𝐵𝑥 𝑝−1 + … + 𝐿𝑥 + 𝑀
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Rule 2: 𝑔(𝒙) = 𝑲𝒙𝒑 𝒆𝒒𝒙 𝐜𝐨𝐬 𝒃𝒙 𝒐𝒓 𝒈(𝒙) = 𝑲𝒙𝒑 𝒆𝒒𝒙 𝐬𝐢𝐧 𝒃𝒙
Example:
Solution:
For (𝑥 ) = 3𝑒 5𝑥 : 𝑞 = 5, 𝑝 = 0; r = 0
𝑦𝑝 = 𝑒 5𝑥 (𝐴𝑥 0 )𝑥 0
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𝑦𝑝 = 𝐴𝑒 5𝑥
Hence,
𝑦𝑝′ = 5𝐴𝑒 5𝑥
𝑦𝑝′′ = 25𝐴𝑒 5𝑥
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For the coefficient of 𝑒 5𝑥 : −7𝐴 = 3 𝑜𝑟 𝐴 = − 7
𝑦𝑝 = 𝐴𝑒 5𝑥
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𝑦𝑝 = − 𝑒 5𝑥
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And
𝑦 = 𝑦𝑐 + 𝑦𝑝
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𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 6𝑥 − 𝑒 5𝑥
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Example:
Solution:
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𝑚1 = −1 + 2𝑖; 𝑚2 = −1 − 2𝑖
Use Rule 2
𝑦𝑝2 = 𝐴𝑥 𝑝 + 𝐵𝑥 𝑝−1 + … + 𝐿𝑥 + 𝑀
𝑦𝑝 = 𝐴𝑥 0
𝑦𝑝 = 𝐴 = 𝐶
Therefore,
𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2
𝑦𝑝 = 𝐴1 𝑒 −𝑥 cos 𝑥 + 𝐴2 𝑒 −𝑥 sin 𝑥 + 𝐶
𝑦𝑝 = 𝐴𝑒 −𝑥 cos 𝑥 + 𝐵𝑒 −𝑥 sin 𝑥 + 𝐶
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𝑦𝑝′ = −𝐴𝑒 −𝑥 sin 𝑥 − 𝐴𝑒 −𝑥 cos 𝑥 + 𝐵𝑒 −𝑥 cos 𝑥 − 𝐵𝑒 −𝑥 sin 𝑥
𝑦𝑝′′ = −(𝐴 − 𝐵)[𝑒 −𝑥 (− sin 𝑥) + (−𝑒 −𝑥 )(cos 𝑥)] – (𝐴 + 𝐵)[𝑒 −𝑥 (cos 𝑥) + (−𝑒 −𝑥 )(𝑠𝑖𝑛𝑥)]
− 2𝐵𝑒 −𝑥 cos 𝑥 + 2𝐴𝑒 −𝑥 sin 𝑥 − 2𝐴𝑒−𝑥 cos 𝑥 + 2𝐵𝑒−𝑥 cos 𝑥 − 2𝐴𝑒−𝑥 sin 𝑥 − 2𝐵𝑒−𝑥 sin 𝑥 + 5𝐴𝑒−𝑥 cos 𝑥 + 5𝐵𝑒 sin 𝑥 + 5𝐶 = 3𝑒 𝑠𝑖𝑛 𝑥 − 10
−𝑥 −𝑥
𝑒 −𝑥 sin 𝑥: 3𝐵 = 3; 𝐵 = 1
Constant: 5𝐶 = −10; 𝐶 = −2
Thus,
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝑦 = [𝑒−𝑥 (𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥)] + [(0)𝑒 −𝑥 cos 𝑥 + (1)𝑒 −𝑥 sin 𝑥 + (−2)]
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METHOD 2: VARIATION OF PARAMETERS
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