Higher Order DEs PDF
Higher Order DEs PDF
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 cosω(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.
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
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
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?
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.
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
Ans.2
Ans.3
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.
𝑑𝑦 𝑑𝑦
= ±𝑑𝑥, ⇒ ∫ = ±∫ 𝑑𝑥.
𝑦 + 𝐶1 𝑦 + 𝐶1
𝑑𝑦
𝑦 + 𝐶1 = 𝑧, ⇒ 𝑑𝑧 = , ⇒ 𝑑𝑦 = 2 𝑦𝑑𝑧 = 2(𝑧 − 𝐶1)𝑑𝑧.
2 𝑦
Ans.5
𝜆5 + 18𝜆3 + 81𝜆 = 0.
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
Ans.6
𝜆4 − 𝜆3 + 2𝜆 = 0.
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)
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.
Ans.7
Ans.8
Ans.9
We use the symmetry of the equation and introduce the new variable
𝑣 = 𝑦′′ − 𝑦.
(𝑥 2 − 2)𝑣′ − 2𝑥𝑣 = 0.
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 = −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 .
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.