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Higher Order DEs PDF

1. The document discusses various types of higher order differential equations, including initial and boundary value problems, reduction of order, homogeneous linear equations with constant coefficients, undetermined coefficients, variation of parameters, Cauchy-Euler equations, nonlinear equations, linear and nonlinear models, systems of linear equations, and boundary value problems. 2. Example problems provided include solving differential equations, finding general solutions that satisfy given initial or boundary conditions, determining whether solutions exist that satisfy conditions, and modeling physical systems with differential equations. 3. Methods discussed include using the characteristic equation to find the general solution, introducing new variables to reduce the order, variation of parameters, solving initial value problems graphically, and introducing parameters to model damping or

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Tushar Gholap
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0% found this document useful (0 votes)
362 views

Higher Order DEs PDF

1. The document discusses various types of higher order differential equations, including initial and boundary value problems, reduction of order, homogeneous linear equations with constant coefficients, undetermined coefficients, variation of parameters, Cauchy-Euler equations, nonlinear equations, linear and nonlinear models, systems of linear equations, and boundary value problems. 2. Example problems provided include solving differential equations, finding general solutions that satisfy given initial or boundary conditions, determining whether solutions exist that satisfy conditions, and modeling physical systems with differential equations. 3. Methods discussed include using the characteristic equation to find the general solution, introducing new variables to reduce the order, variation of parameters, solving initial value problems graphically, and introducing parameters to model damping or

Uploaded by

Tushar Gholap
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Higher order differential equation-Que

Initial and boundary value problems

1. Use the general solution of 𝑥 ′′ + 𝜔2 𝑥 = 0 and show that a solution satisfying the initial
conditions 𝑥 𝑡0 = 𝑥0 , 𝑥 ′ 𝑡0 = 𝑥1 , and find the solution and compare with 𝑥 𝑡 =
𝑥1
𝑥0 cos⁡ω(𝑡) + 𝑠𝑖𝑛 𝜔(𝑡).
𝜔
2. In this problem, the given two-parameter family is a solution of the indicated differential
equation on the interval (−∞, ∞). Determine whether a member of the family can be
found that satisfies the boundary conditions.

Reduction of order
1
3. Solve the equation 𝑦 ′′ = .
4 𝑦
1
4. The function 𝑦1 = 𝑥 2 ln𝑥 is a solution of 4𝑥 2 𝑦 ′′ + 𝑦 = 0 . Find the second solution of
this equation.

Homogeneous Linear Equations with Constant Coefficients

5. Solve the equation 𝑦 𝑉 + 18𝑦′′′ + 81𝑦′ = 0.


6. Solve the equation 𝑦 𝐼𝑉 − 𝑦′′′ + 2𝑦′ = 0.

Undetermined Coefficients

7. Solve the given initial-value problem in which the input function g(x) is discontinuous.
[Hint: Solve each problem on two intervals, and then find a solution so that y and y’ are
continuous at 𝑥 = 𝜋/2.]
8. Develop general solution for differential equation given below:

𝑦 ′′ − 3𝑦 ′′ + 5𝑦 = 4𝑥 3 − 2𝑥

Variation of parameters

9. Find the general solution of the differential equation

4
(𝑥 2 − 2)𝑦′′′ − 2𝑥𝑦′′ − (𝑥 2 − 2)𝑦′ + 2𝑥𝑦 = 2𝑥 − .
𝑦
10. In this problems, the indicated functions are known linearly independent solutions of the
associated homogeneous differential equation on the interval (0, ∞). Find the general
solution of the given nonhomogeneous equation.

1 3 1 1
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′′ + 𝑥 2 − 𝑦 = 𝑥 2 ; 𝑦1 = 𝑥 −2 𝑐𝑜𝑠 𝑥, 𝑦2 = 𝑥 −2 𝑠𝑖𝑛 𝑥
4
Cauchy-Euler Equations

11. Find the general solution of the equation 𝑥 3 𝑦′′′ − 2𝑥 2 𝑦′′ + 4𝑥𝑦′ − 4𝑦 = 0 𝑓𝑜𝑟 𝑥 > 0.
𝑑𝑦 𝑑𝑦 𝑑𝑡
Hint: Substitute 𝑥 = 𝑒 𝑡 and use chain rule 𝑑𝑥 = 𝑑𝑡 𝑑𝑥
12. Solve the differential equation 𝑥 3 𝑦′′′ − 2𝑥 2 𝑦′′ + 6𝑥𝑦′ = 𝑥(2𝑙𝑛𝑥 + 1) 𝑓𝑜𝑟 𝑥 > 0.

Non-linear equations

𝑑2𝑦 𝑑𝑦 2 𝑑𝑦
1. Solve𝑥 𝑑𝑥 2 + 𝑥 − 𝑑𝑥 = 0
𝑑𝑥

𝑦𝑑 2 𝑦 𝑑𝑦 2
2. Solve + = 𝑦2
𝑑𝑥 2 𝑑𝑥

Linear models- Initial Value Problems

3.
4. A mass of 100 grams is attached to a spring whose constant is 1600 dynes/cm. After the
mass reaches equilibrium, its support oscillates according to the formula 𝑕(𝑡) = 𝑠𝑖𝑛 8𝑡,
where h represents displacement from its original position. .

(a) In the absence of damping, determine the equation of motion if the mass starts from
rest from the equilibrium position.

(b) At what times does the mass pass through the equilibrium position?

(c) At what times does the mass attain its extreme displacements?

(d) What are the maximum and minimum displacements?

(e) Graph the equation of motion

Linear models- Boundary Value Problems

5.
6.

Nonlinear models

7.

𝑑2𝜃
Hint: Linear model is 𝑑𝑡 2 + 𝜔2 𝜃 = 0
8.

9. (a)Use the substitution 𝑣 = 𝑑𝑦/𝑑𝑡to solve above problem for v in terms of y. Assume
that the velocity of the rocket at burnout is 𝑣 = 𝑣0 and that y ≈ R at that instant; show that
1
the approximate value of the constant c of integration is 𝑐 = −𝑔𝑅 + 2 𝑣02

(b)Use the solution for v in part (a) to show that the escape velocity of the rocket is given
by𝑣0 = (2𝑔𝑅)[Hint: Take y →∞and assume v >0 for all time t.]

(c) The result in part (b) holds for anybody in the solar system. Use the values g = 32

ft/𝑠 2 and R = 4000 mi to show that the escape velocity from the Earth is(approximately)
𝑣0 = 25,000 mi/h.

Systems of linear equations

10. A projectile shot from a gun has weight 𝑤 = 𝑚𝑔and velocity v tangent to its path of motion
or trajectory. Ignoring air resistance and all other forces acting on the projectile except its
weight, determine a system of differential equations that describes its path of motion. Solve the
system. [Hint: Use Newton’s second law of motion in the x and y directions.]
11. Determine a system of differential equations that describes the path of motion in above
problem if linear air resistance is a retarding force k (of magnitude k) acting tangent to the path
of the projectile but opposite to its motion. Solve the system. [Hint: k is a multiple of velocity,
say, 𝛽𝑣]
Solutions

Ans.1

Solution is shifted by 𝑡0 as initial condition is at 𝑡0 and not at 𝑡 = 0.

Ans.2

Ans.3

We introduce the parameter p=y′. Then the equation can be written as

𝑑𝑝 1
𝑦′′ = 𝑝= .
𝑑𝑦 4 𝑦

We obtain the equation of the 1st order for the function p(y) with separable variables.
Integrating gives:

dp 1 dy ∫ dy
p= , ⇒ 2pdp = , ⇒ ∫ 2pdp = , ⇒ p2 = y + C1
dy 4 y 2 y 2 y
where C1 is a constant of integration.

Taking the square root of both sides, we find the function p(y):

𝑝=± 𝑦 + 𝐶1.

Now recall that y′=p and solve another equation of the 1st order:

𝑑𝑦
𝑦′ = ± 𝑦 + 𝐶1, ⇒ 𝑑𝑥 = ± 𝑦 + 𝐶1.

Separate the variables and integrate:

𝑑𝑦 𝑑𝑦
= ±𝑑𝑥, ⇒ ∫ = ±∫ 𝑑𝑥.
𝑦 + 𝐶1 𝑦 + 𝐶1

To calculate the integral on the left-hand side, make the replacement:

𝑑𝑦
𝑦 + 𝐶1 = 𝑧, ⇒ 𝑑𝑧 = , ⇒ 𝑑𝑦 = 2 𝑦𝑑𝑧 = 2(𝑧 − 𝐶1)𝑑𝑧.
2 𝑦

Then the left-hand integral is equal to


Ans.4

Ans.5

The characteristic equation can be written as

𝜆5 + 18𝜆3 + 81𝜆 = 0.

Factor the left side and calculate the roots:

𝜆(𝜆4 + 18𝜆2 + 81) = 0, ⇒ 𝜆 𝜆2 + 9 2


= 0.

As it can be seen, the equation has the following roots:

𝜆1 = 0, 𝜆2,3 = ±3𝑖,

and imaginary roots have multiplicity 2. In accordance with the rules set out above, we write the
general solution in the form

𝑦(𝑥) = 𝐶1 + (𝐶2 + 𝐶3 𝑥)𝑐𝑜𝑠3𝑥 + (𝐶4 + 𝐶5 𝑥)𝑠𝑖𝑛3𝑥,

where 𝐶1 , … , 𝐶5 are arbitrary numbers.

Ans.6

Write the characteristic equation:

𝜆4 − 𝜆3 + 2𝜆 = 0.

Factor the left side and find the roots:

𝜆(𝜆3 − 𝜆2 + 2) = 0.

Note that one of the roots of the cubic polynomial is the number 𝜆 = −1 . Therefore, we
divide 𝜆3 − 𝜆2 + 2 by 𝜆 + 1:

(𝜆 3 −𝜆 2 +2)
= 𝜆2 − 2𝜆 + 2.
(𝜆+1)

As a result, the characteristic equation takes the following form:


𝜆(𝜆 + 1) ⋅ (𝜆2 − 2𝜆 + 2) = 0.

We find the roots of the quadratic equation:

2 ± −4 2 ± 2𝑖
𝜆2 − 2𝜆 + 2 = 0, ⇒ 𝐷 = 4 − 8 = −4, ⇒ 𝜆 = = = 1 ± 𝑖.
2 2
Thus, the characteristic equation has four distinct roots, two of which are complex:

𝜆1 = 0, 𝜆2 = −1, 𝜆3,4 = 1 ± 𝑖.

The general solution of the differential equation can be represented as

𝑦(𝑥) = 𝐶1 + 𝐶2 𝑒 −𝑥 + 𝑒 𝑥 (𝐶3 𝑐𝑜𝑠𝑥 + 𝐶4 𝑠𝑖𝑛𝑥),

where 𝐶1 , … , 𝐶4 are arbitrary constants.

Ans.7

Ans.8
Ans.9

First we find the general solution of the homogeneous equation

(𝑥 2 − 2)𝑦′′′ − 2𝑥𝑦′′ − (𝑥 2 − 2)𝑦′ + 2𝑥𝑦 = 0.

We use the symmetry of the equation and introduce the new variable

𝑣 = 𝑦′′ − 𝑦.

Then the equation becomes:

(𝑥 2 − 2)𝑣′ − 2𝑥𝑣 = 0.

where B2 ia an arbitrary number.

We now find the function y(x):

𝑦′′ − 𝑦 = 𝑣, ⇒ 𝑦′′ − 𝑦 = 𝐵2 (𝑥 2 − 2).

We have obtained a nonhomogeneous equation of order 2. The solution of the corresponding


homogeneous equation is given by

𝑦′′ − 𝑦 = 0, ⇒ 𝜆2 − 1 = 0, ⇒ 𝜆1,2 = ±1, ⇒ 𝑦0 (𝑥) = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 .

Given that the right side 𝐵2 (𝑥 2 − 2) is a quadratic polynomial, we seek a particular solution in
the form

𝑦1 = 𝐷𝑥 2 + 𝐸𝑥 + 𝐹.
We substitute this function and its derivatives

𝑦1′ = 2𝐷𝑥 + 𝐸, 𝑦1′′ = 2𝐷

in our nonhomogeneous equation and find the coefficients D,E,F:

2𝐷 − (𝐷𝑥 2 + 𝐸𝑥 + 𝐹) = 𝐵2 𝑥 2 − 2𝐵2 , ⇒ 2𝐷 − 𝐷𝑥 2 − 𝐸𝑥 − 𝐹 = 𝐵2 𝑥 2 − 2𝐵2 .

Thus, the particular solution y1 is given by

𝑦1 = −𝐵2 𝑥 2 .

Replacing the arbitrary number −B2 with C3, we finally obtain the general solution of the
homogeneous equation:

𝑦0 (𝑥) = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 + 𝐶3 𝑥 2 .

Here, the functions 𝑌1 = 𝑒 𝑥 , 𝑌2 = 𝑒 −𝑥 , 𝑌3 = 𝑥 2 form a fundamental system of solutions.

Now we find the solution of the nonhomogeneous equation using the method of variation of
constants. The general solution is represented as

𝑦(𝑥) = 𝐶1 𝑥 𝑒 𝑥 + 𝐶2 𝑥 𝑒 −𝑥 + 𝐶3 𝑥 𝑥 2 ,

where the derivatives of the unknown functions 𝐶1 (𝑥), 𝐶2 (𝑥), 𝐶3 (𝑥) satisfy the system of
equations
Calculate the determinants of this system:
Ans.10

Ans.11
Ans.12
Solutions:

1.

2.
3.
4.

5.

6.
7.
8.

9.

10.
11.

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