Linear Differential Equation Sample Problems With Solution
Linear Differential Equation Sample Problems With Solution
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HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
- n2
- linear in y, dy
- absence of y dy
Linear Differential Equation (nth order) w/ Constant Coefficients
Form:
if f(x)=0, homogeneous
f(x)0, non-homogeneous
Any linear homogeneous differential equation with constant coefficients with , homogeneous,
may be written in the form
where f(D) is a linear differential operator.
Operator:
Example:
Solution of Homogeneous Differential Equation:
If m is any root of the algebraic equation f(m)=0, then
which means that simply that
is a solution of .
Steps:
1. Set up the characteristic or auxiliary equation, f(m)=0
2. Find the roots (m) of the auxiliary equation (To determine the roots, we may use
)
3. Obtain y
c
=complimentary function
ES21 Handout
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Case A. Real, Distinct Roots
Solution:
Example:
Auxiliary equation:
Solution:
Case B. Real, Repeated Roots
Solution:
Example:
Auxiliary equation:
Solution
Case C. Distinct, Imaginary Roots
Solution:
Example:
Auxiliary equation:
Solution
ES21 Handout
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Case D. Repeated, Imaginary Roots
Solution:
Example:
Solution:
Exercises:
A. Identify the (a) differential operator, (b) auxiliary equation,(c) find the roots and (d) find the
complimentary function from the following:
1.
2.
3.
4.
B. Find the general solution.
1.
2.
3.
4.
5. Find the solution of a fourth-order linear homogeneous differential equations for x(t) with
real constant coefficients if the roots of its characteristic equation are and
.
6.
7.