Linear Algebra and Differential Equations

Sartaj Ul Hasan

Department of Mathematics
Indian Institute of Technology Jammu
Jammu, India - 181221

Email: [email protected]

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 Lecture 30
(June 07, 2021)

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 Differential Equations
(Second part of the course)

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Outline of the lecture

Method of Undetermined Coefficients

n th order DE

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Method of Undetermined Coefficients

A method to find particular solution of non-homogeneous equations.

Applicable when the right hand side has specific forms like ke rx , kx n ,
k cos ωx, k sin ωx, ke rx cos ωx, ke rx sin ωx, ke rx x n and so on.
May fail when if a term of choice of yp happens to be the solution of
the corresponding homogeneous equation!

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Example 1
Find the general and a particular solution of the DE:

y 00 − 3y 0 − 4y = 3e 2x .

We’ll search for a solution of the form ke 2x , where k is a constant.

So put y = ke 2x . We get:

(ke 2x )00 − 3(ke 2x )0 − 4ke 2x = 3e 2x .

Thus,
4ke 2x − 6ke 2x − 4ke 2x = 3e 2x .
Thus, k = − 12 . Hence, yp (x) = − 12 e 2x is a particular solution of the DE.
How do you get the general solution? Analyse roots of m2 − 3m − 4 = 0.
So general solution is
1
y = c1 e 4x + c2 e −x − e 2x .
2
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Example 2
Find the general and a particular solution of the DE:

y 00 + 5y 0 + 6y = e −3x .

We’ll search for a solution of the form ke −3x , where k is a constant.

So put y = ke −3x . We get:

(ke −3x )00 + 5(ke −3x )0 + 6ke −3x = e −3x .

This leads to 0 = e −3x !

This is because yp = ke −3x satisfies the homogeneous equation
y 00 + 5y 0 + 6y = 0 and not the equation itself!
Hence, we choose yp (x) = kxe −3x is a particular solution of the DE.
In case −3 is a double root of the auxiliary equation, we know that xe −3x is also
a solution of the homogeneous equation. Then we choose yp = kx 2 e −3x as a
particular solution.
In this example, −3 is not the double root of the auxiliary equation and hence
yp (x) = kxe −3x would work.
Check: k = −1. Write the general solution.
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Example 3
Find a particular solution of
y 00 − 3y 0 − 4y = 2 sin t.
Make a guess as to functions of which form we’ll search for as a solution.
a sin t? No. a sin t + b cos t? Yes. So set
y (t) = a sin t + b cos t.
Thus,
y 0 = a cos t − b sin t; y 00 = −a sin t − b cos t.
Substituting, we get:
(−5a + 3b − 2) sin t + (−3a − 5b) cos t = 0.
Thus,
−5a + 3b = 2; 3a + 5b = 0
5 3
(Why?). Thus, a = − 17 , b= 17 , and a particular solution is
5 3
y (t) = − sin t + cos t.
17 17
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Example 4
Find a particular solution of
y 00 − 3y 0 − 4y = 4t 2 − 1.
Set
y (t) = at 2 + bt + c.
Substituting, we get:
−4at 2 + (−6a − 4b)t + (2a − 3b − 4c) = 4t 2 − 1.
Thus,
−4a = 4, −6a − 4b = 0, 2a − 3b − 4c = −1.
Thus,
3 11
a = −1, b = , c = − .
2 8
Thus, a particular solution is
3 11
y (t) = −t 2 + t − .
2 8
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Example 5
Find a particular solution of
y 00 − 3y 0 − 4y = −8e t cos 2t.
We should search for a solution of the form
y (t) = ae t cos 2t + be t sin 2t.
Then,
y 0 (t) = (a + 2b)e t cos 2t + (−2a + b)e t sin 2t,
and
y 00 = (−3a + 4b)e t cos 2t + (−4a − 3b)e t sin 2t.
Substituting, we get:
−10a − 2b = −8, 2a − 10b = 0.
Thus, a particular solution is
10 t 2
y (t) = e cos 2t + e t sin 2t.
13 13
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Example 6

Suggest a form of the particular solution for y 00 + y = t cos t.

Try (at + b) cos t + (ct + d) sin t

Won’t work! as cos t and sin t are solutions of associated homo ODE.

Try t(at + b) cos t + t(ct + d) sin t

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Example 7
Find a particular solution of

y 00 + 4y = 3 cos 2t.

Since r (t) = 3 cos 2t, you would look for solutions of the form

y (t) = a cos 2t + b sin 2t.

Thus,
y 0 (t) = −2a sin 2t + 2b cos 2t,
y 00 (t) = −4a cos 2t − 4b sin 2t.
Substituting in the given DE, we get:

(−4a cos 2t − 4b sin 2t) + 4(a cos 2t + b sin 2t) = 3 cos 2t.

But the LHS is 0! So can’t solve for a and b.

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Example 7 (Conti . . . )
Why? The problem was that sin 2t and cos 2t are also solutions of the
associated homogeneous ODE: y 00 + 4y = 0.
When we search for solutions of a particular form, we need to make sure
that it’s not a solution of the associated homogeneous equation.
We now modify the proposed solution as:

y (t) = at cos 2t + bt sin 2t.

Then,
y 0 (t) = (b − 2at) sin 2t + (a + 2bt) cos 2t,
y 00 (t) = −4at cos 2t − 4bt sin 2t − 4a sin 2t + 4b cos 2t.
Substituting, we get:

−4a sin 2t + 4b cos 2t = 3 cos 2t.

3
Thus, a = 0, b = 4 and a particular solution is y (t) = 34 t sin 2t.
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Method of Undetermined Coefficients

If
r (t) = r1 (t) + r2 (t) + . . . + rn (t),
where ri (t) are e at or sin at or cos at or polynomials in t, consider the n
subproblems
y 00 + py 0 + qy = ri (t).
If yi (t) is a particular solution of this problem, then,

y (t) = y1 (t) + y2 (t) + . . . + yn (t)

is a particular solution of

y 00 + py 0 + qy = r (t).

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Example 8
Find a particular solution of

y 00 − 3y 0 − 4y = 3e 2t + 2 sin t + 4t 2 − 1 − 8e t cos 2t.

Here,
r (t) = r1 (t) + r2 (t) + r3 (t) + r4 (t).
We need to solve
y 00 − 3y 0 − 4y = ri (t),
get a particular solution yi (t), and then

y (t) = y1 (t) + y2 (t) + y3 (t) + y4 (t)

is a particular solution of the given problem. Thus, a particular solution is

1 5 3 3 11 10 2
y (t) = − e 2t − sin t + cos t −t 2 + t − + e t cos 2t + e t sin 2t.
2 17 17 2 8 13 13

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 nth ORDER DE

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Second order & nth order DE

A general second order linear ODE is of the form

d 2y dy
a0 (x) + a1 (x) + a2 (x)y = g (x).
dx 2 dx
Assume that the functions a0 (x), a1 (x), a2 (x), g (x) are continuous on an interval
I . Also assume that a0 (x) 6= 0 for every x ∈ I .

Consider an n-th order linear ODE :

a0 (x)y (n) + a1 (x)y (n−1) + . . . + an (x)y = g (x).

Assume that the functions a0 (x), a1 (x), . . . , an (x), g (x) are continuous on an in-
terval I . Also assume that a0 (x) 6= 0 for every x ∈ I .

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Equation in standard form & homogeneous equations

d 2y dy
+ p(x) + q(x)y = r (x)
dx 2 dx
is called a second order linear ODE in standard form.
If r (x) ≡ 0 that is,
d 2y dy
+ p(x) + q(x)y = 0,
dx 2 dx
then the ODE is said to be homogeneous. Otherwise it is called non-homogeneous.

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = r (x).

is called a second order linear ODE in standard form.
If r (x) ≡ 0 that is,

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0

then the ODE is said to be homogeneous. Otherwise it is called non-homogeneous.

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Initial Value Problem- Existence/Uniqueness
An initial value problem of a second order homogeneous linear ODE is of the form:

y 00 + p(x)y 0 + q(x)y = 0; y (x0 ) = a, y 0 (x0 ) = b,

where p(x) and q(x) are assumed to be continuous on an open interval I with
x0 ∈ I , has a unique solution y (x) in the interval I .
An IVP for nth order will be of the form

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0

y (x0 ) = k0 , y 0 (x0 ) = k1 , . . . , y (n−1) (x0 ) = kn−1

with x0 ∈ I .
Existence - Uniqueness theorem : If pi (x) are continuous throughout an
interval I containing x0 , then the IVP has a unique solution on I .
Note that both existence and uniqueness are guaranteed on the same I where
continuity of the coefficients is given.

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Wronskian

The Wronskian of two differentiable functions y1 (x) and y2 (x) is defined by

 
 y1 (x) y2 (x) 
W (y1 , y2 ) := W (y1 , y2 )(x) =  0 .
y1 (x) y20 (x) 


The Wronskian of n differentiable functions y1 (x), y2 (x), · · · , yn (x) is defined by

 
 y1 (x) y2 (x) ··· yn (x) 
 y10 (x) y20 (x) yn0 (x) 

···
W (y1 , · · · , yn ) :=  .. .. .. .. .


 (n−1). . . . 
(n−1) (n−1)

 y
1 (x) y2 (x) · · · yn (x) 

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Test for L.I.

Suppose that
y 00 + p(x)y 0 + q(x)y = 0
has continuous coefficients on an open interval I . Then two solutions y1
and y2 of the DE on I are linearly dependent iff their Wronskian is 0 at
some x0 ∈ I .
Suppose that
y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0
has continuous coefficients on an open interval I . Then n solutions y1 ,
y2 , · · · , yn of the DE on I are linearly dependent iff their Wronskian is 0 at
some x0 ∈ I .

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 th
Proof for n order - =⇒
Let y1 , · · · , yn , be linearly dependent in I . That is, ∃ non-trivial k1 , · · · , kn
such that

k1 y1 (x) + · · · kn yn (x) = 0
k1 y10 (x) + · · · kn yn0 (x) = 0
..
.
(n−1) (n−1)
k1 y1 (x) + · · · kn yn (x) = 0

For x0 ∈ I , in particular,

···
    
y1 (x0 ) y2 (x0 ) yn (x0 ) k1 0
 y10 (x0 ) y20 (x0 ) ··· yn0 (x0 )  k2   0 
.. .. .. .. =
    
  .. .. 
 . . . .  .   . 
(n−1) (n−1) (n−1)
y1 (x0 ) y2 (x0 ) · · · yn (x0 ) kn 0

has a non-trivial solution =⇒ W (y1 , · · · , yn )(x0 ) = 0.

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⇐=

Conversely, let W (y1 , · · · , yn ) = 0 for some x0 ∈ I .

Consider the linear system of equations :

k1 y1 (x0 ) + · · · + kn yn (x0 ) = 0
k1 y10 (x0 ) + · · · + kn yn0 (x0 ) = 0
..
.
(n−1)
k1 y1 (x0 ) + · · · + kn yn(n−1) (x0 ) = 0

W (y1 , · · · , yn )(x0 ) = 0 =⇒ ∃ non-trivial k1 , · · · , kn solving the above linear

system.

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Let y (x) = k1 y1 (x) + k2 y2 (x) + · · · + kn yn (x).
Now, y (x0 ) = y 0 (x0 ) = · · · = y (n−1) (x0 ) = 0.
By existence-uniqueness theorem, y (x) ≡ 0 is the unique solution of the
IVP

y (n) + p1 (x)y (n−1) + . . . + pn (x)y = 0,

y (x0 ) = y 0 (x0 ) = · · · = y (n−1) (x0 ) = 0

=⇒ k1 y1 (x) + k2 y2 (x) + · · · + kn yn (x) = 0

with k1 , k2 , · · · , kn not all identically zero.
Hence, y1 , y2 , · · · , yn are L.I.

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