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Chapter 3 ODE

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Chapter 3 ODE

Uploaded by

samblackkill
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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1

The general form of the second-order DE is


𝑑2𝑦
2
= 𝑓(𝑥, 𝑦, 𝑦 ′ ) (1)
𝑑𝑥

We will introduce the following types of the 2nd-order DEs:


1) 𝑦-missing 2nd order DE
2) 𝑥-missing 2nd order DE
3) Linear equation:
a) Homogeneous Linear equation
i) Homogeneous Linear equation with constant coefficients
ii) Homogeneous Cauchy-Euler equation
b) Non-Homogeneous Linear equation
i) Non-Homogeneous Linear equation with constant coefficients
ii) Non-Homogeneous Cauchy-Euler equation

3.1 𝒚-Missing Second-Order DE

The DE of the following form


𝑑2𝑦
= 𝑓(𝑥, 𝑦 ′ ) (2)
𝑑𝑥 2
is called a 𝑦-missing 2nd order DE.
For examples,
1) 𝑥 2 𝑦 ′′ = (𝑦 ′ )2
2) 𝑦 ′ 𝑦 ′′ = 𝑥
To solve Equation 2, we assume that
𝑑2𝑦 𝑑𝑣
𝑦 ′ = 𝑣 then 𝑦 ′′ = = = 𝑣′
𝑑𝑥 2 𝑑𝑥

Thus, Equation 2 becomes as follows


2

𝑑𝑣
= 𝑓(𝑥, 𝑣) (3)
𝑑𝑥
which is a first-order DE. So, we can solve it using one of the methods in the previous
chapter. After that, another first-order DE will appear that also can be solved by one
of the methods in the previous chapter.

Example 3.1: Solve 𝑥 2 𝑦 ′′ = (𝑦 ′ )2 .


Solution:

Example 3.2: Solve 𝑦 ′′ = 1 + (𝑦 ′ )2 .


Solution:
3

3.2 𝒙-Missing Second-Order DE

The DE of the following form


𝑑2𝑦
2
= 𝑓(𝑦, 𝑦 ′ ) (4)
𝑑𝑥
is called an 𝑥-missing 2nd order DE.
For examples,
1) 𝑦 ′′ = 𝑦𝑦 ′
2) 𝑦 ′′ + (𝑦 ′ )2 = 2𝑒 −𝑦
To solve Equation 4, we assume that
𝑑2𝑦 𝑑𝑣 𝑑𝑣 𝑑𝑦 𝑑𝑣
𝑦 ′ = 𝑣 then 𝑦 ′′ = = = =𝑣
𝑑𝑥 2 𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦

Thus, Equation 4 becomes as follows


𝑑𝑣 𝑓(𝑦, 𝑣)
= , (5)
𝑑𝑦 𝑣
which is a first-order DE. So, we can solve it using one of the methods in the previous
chapter. After that, another first-order DE will appear that also can be solved by one
of the methods in the previous chapter.
Example 3.3: Solve 𝑦 ′′ = 𝑦 ′ 𝑦.
Solution:
4

Example 3.4: Solve the following IVP


𝑦 ′′ + (𝑦 ′ )2 = 2𝑒 −𝑦 , 𝑦 ′ (0) = 𝑦(0) = 0, 𝑦′ > 0
Solution:
5

3.3 Linear Second-Order Equations


 The 2nd order DE of the form
𝑑2𝑦 𝑑𝑦
𝑎(𝑥) 2 + 𝑏(𝑥) + 𝑐(𝑥)𝑦 = 𝑓(𝑥) (6)
𝑑𝑥 𝑑𝑥
is called a linear equation, where 𝑎(𝑥) ≠ 0, 𝑏(𝑥), 𝑐(𝑥), and 𝑓(𝑥) are functions of
only 𝑥.
 If 𝑓(𝑥) = 0, then Equation 6 is called homogeneous, otherwise it is called
non-homogeneous.
 If the coefficients 𝑎, 𝑏 and 𝑐 are constant, then Equation 6 is called a linear
equation of constant coefficients, otherwise it is called a linear equation of
variable coefficients.
 The standard form of the 2nd order linear DE is
𝑑2𝑦 𝑑𝑦
+ 𝑃1 (𝑥) + 𝑃0 (𝑥)𝑦 = 𝑄(𝑥) (7)
𝑑𝑥 2 𝑑𝑥

Superposition Principle for Homogeneous Equations


Let 𝑦1 (𝑥) and 𝑦2 (𝑥) be two solutions of the linear 2nd order DE
𝑑2𝑦 𝑑𝑦
𝑎(𝑥) 2 + 𝑏(𝑥) + 𝑐(𝑥)𝑦 = 0 (8)
𝑑𝑥 𝑑𝑥
on an interval 𝐼. Then the linear combination
𝑦(𝑥) = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥)
where 𝑐1 and 𝑐2 are arbitrary constants, is also a solution on the interval.
6

Theorem: Suppose 𝑃1 (𝑡), 𝑃0 (𝑡), and 𝑄(𝑡) are continuous on an interval (𝑎, 𝑏) that contains the
point 𝑡0 . Then, for any choice of initial value 𝜆0 and 𝜆1 , there exists a unique solution 𝑦(𝑡) on (𝑎, 𝑏)
to the initial value problem
𝑑2𝑦 𝑑𝑦
2
+ 𝑃1 (𝑡) + 𝑃0 (𝑡)𝑦 = 𝑄(𝑡), 𝑦(𝑡0 ) = 𝜆0 , 𝑦 ′ (𝑡0 ) = 𝜆1 .
𝑑𝑡 𝑑𝑡

Example 3.5: Determine the largest interval for which the above Theorem ensures the
existence and uniqueness of a solution to the initial value problem
𝑑 2 𝑦 𝑑𝑦
(𝑡 − 3) 2 + + √𝑡𝑦 = ln 𝑡 , 𝑦(1) = 3, 𝑦 ′ (1) = −5.
𝑑𝑡 𝑑𝑡

Definition: A pair of functions 𝑦1 (𝑥) and 𝑦2 (𝑥) is said to be linearly independent (L.I.) on
the interval 𝐼 if and only if neither of them is a constant multiple of the other on all of 𝐼. We say
that 𝑦1 (𝑥) and 𝑦2 (𝑥) are linearly dependent (L.D.) on 𝐼 if one of them is a constant multiple of
the other on all of 𝐼.

Example 3.6: 𝑦1 (𝑡) = 𝑒 2𝑡 and 𝑦2 (𝑡) = 𝑒 −3𝑡 are linearly independent on (−∞, ∞).
Whereas 𝑦1 (𝑡) = 2𝑡 and 𝑦2 (𝑡) = 3𝑡 are linearly dependent on (−∞, ∞).
7

Note: The following sets are linearly independent sets:


1) {𝑒 𝑟1𝑡 , 𝑒 𝑟2𝑡 }, 𝑟1 ≠ 𝑟2 , 𝑟1 , 𝑟2 , 𝑡 ∈ (−∞, ∞).
2) {𝑒 𝑟𝑡 , 𝑡𝑒 𝑟𝑡 }, 𝑟, 𝑡 ∈ (−∞, ∞).
3) {sin(𝛽𝑡 ) , cos(𝛽𝑡 )}, 𝛽, 𝑡 ∈ (−∞, ∞).
4) {𝑒 𝛼𝑡 sin(𝛽𝑡 ) , 𝑒 𝛼𝑡 cos(𝛽𝑡 )}, 𝛼, 𝛽, 𝑡 ∈ (−∞, ∞).
5) {𝑡 𝑚1 , 𝑡 𝑚2 }, 𝑚1 ≠ 𝑚2 , 𝑚1 , 𝑚2 ∈ (−∞, ∞), 𝑡 ∈ (0, ∞).
6) {𝑡 𝑚 , 𝑡 𝑚 ln 𝑡 }, 𝑚 ∈ (−∞, ∞), 𝑡 ∈ (0, ∞).
7) {sin(ln 𝛽𝑡 ) , cos(ln 𝛽𝑡 )}, 𝛽 ∈ (−∞, ∞), 𝑡 ∈ (0, ∞).
8) {𝑡 𝛼 sin(ln 𝛽𝑡 ) , 𝑡 𝛼 cos(ln 𝛽𝑡 )}, 𝛼, 𝛽 ∈ (−∞, ∞), 𝑡 ∈ (0, ∞).

Theorem: If 𝑦1 (𝑥) and 𝑦2 (𝑥) are linearly independent solutions to the homogeneous
equation
𝑑2 𝑦 𝑑𝑦
𝑎 (𝑥 ) + 𝑏 ( 𝑥 ) + 𝑐 (𝑥 ) 𝑦 = 0 (8)
𝑑𝑥 2 𝑑𝑥
on an interval 𝐼, then

𝑦(𝑥) = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥)


is a general solution to Equation (8).

3.4. Homogeneous Linear Equation With Constant Coefficients

Now, consider the following homogeneous linear equation with constant coefficients:

𝑑2𝑦 𝑑𝑦
𝑎 2 +𝑏 + 𝑐𝑦 = 0 (9)
𝑑𝑡 𝑑𝑡
To solve Equation (9), we assume the solution has the following form:

𝑦 = 𝑒 𝑟𝑡 (10)

Substitute (10) into (9), then we have


𝑎𝑟 2 𝑒 𝑟𝑡 + 𝑏𝑟𝑒 𝑟𝑡 + 𝑐𝑒 𝑟𝑡 = 0
𝑒 𝑟𝑡 ( 𝑎𝑟 2 + 𝑏𝑟 + 𝑐 ) = 0.
But 𝑒 𝑟𝑡 ≠ 0, so

𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0 (11)
 Equation (11) is called the auxiliary (characteristic) equation of equation (9).
 The auxiliary equation (11) has two roots, say, 𝑟1 and 𝑟2 .
8

 There are three cases for 𝑟1 and 𝑟2 :


Case I: 𝑟1 ≠ 𝑟2 , where 𝑟1 and 𝑟2 are real numbers.

In this case, there are two L.I. solutions to Equation (9), which are:

𝑦1 (𝑡 ) = 𝑒 𝑟1𝑡 and 𝑦2 (𝑡 ) = 𝑒 𝑟2𝑡 .

So, 𝑦(𝑡) = 𝑐1 𝑒 𝑟1𝑡 + 𝑐2 𝑒 𝑟2𝑡 is a general solution to Equation (9).

Example 3.7: Find a pair of solutions to 𝑦 ′′ + 5𝑦 ′ − 6𝑦 = 0.

Example 3.8: Solve the initial value problem 𝑦 ′′ + 2𝑦 ′ − 2𝑦 = 0, 𝑦(0) = 0, 𝑦 ′ (0) = −1.
9

Case II: 𝑟1 = 𝑟2 = 𝑟 where 𝑟 is real numbers.

In this case, there are two L.I. solutions to Equation (9), which are:

𝑦1 (𝑡 ) = 𝑒 𝑟𝑡 and 𝑦2 (𝑡 ) = 𝑡𝑒 𝑟𝑡 .

So, 𝑦(𝑡) = 𝑐1 𝑒 𝑟𝑡 + 𝑐2 𝑡𝑒 𝑟𝑡 is a general solution to Equation (9).

To check that 𝑦2 (𝑡 ) is a solution to (9), we have

Now if 𝑟 is a root of the auxiliary equation (9), the expression in the second brackets is
zero.
However, if 𝑟 is a double root, the expression in the first brackets is zero also:

hence, 2𝑎𝑟 + 𝑏 = 0 for a double root. In such a case, then, is a solution.

Example 3.9: Find a solution to the initial value problem


𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 3.
10

Case III: 𝑟1 and 𝑟2 complex numbers. Then 𝑟1 = 𝛼 + 𝛽𝑖 and 𝑟2 = 𝛼 − 𝛽𝑖, where 𝑖 =

−𝑏 √4𝑎𝑐−𝑏2
√−1, 𝛼 = 2𝑎
and 𝛽 =
2𝑎
.

In this case, the two different L.I. solutions of Equation (9) are

𝑦1 (𝑡 ) = 𝑒 (𝛼+𝛽𝑖 )𝑡 and 𝑦2 (𝑡 ) = 𝑒 (𝛼−𝛽𝑖 )𝑡

So,

𝑦(𝑡) = 𝑐1 𝑒 (𝛼+𝛽𝑖 )𝑡 + 𝑐2 𝑒 (𝛼−𝛽𝑖 )𝑡 (12)

is a general complex-valued solution to the Equation (9).

In fact, by Euler’s Formula 𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃, Equation (12) can be rewritten as


follows:
𝑦(𝑡) = 𝑐1 𝑒 𝛼𝑡 𝑒 𝛽𝑡𝑖 + 𝑐2 𝑒 𝛼𝑡 𝑒 −𝛽𝑡𝑖
= 𝑐1 𝑒 𝛼𝑡 (cos 𝛽𝑡 + 𝑖 sin 𝛽𝑡) + 𝑐2 𝑒 𝛼𝑡 (cos 𝛽𝑡 − 𝑖 sin 𝛽𝑡)
= (𝑐1 + 𝑐2 )𝑒 𝛼𝑡 cos 𝛽𝑡 + 𝑖(𝑐1 − 𝑐2 )𝑒 𝛼𝑡 sin 𝛽𝑡

𝑦(𝑡) = 𝐶1 𝑒 𝛼𝑡 cos 𝛽𝑡 + 𝐶2 𝑒 𝛼𝑡 sin 𝛽𝑡, (13)


which is a general real-valued solution to Equation (9).

Example 3.10: Find a general solution to


𝑦 ′′ + 2𝑦 ′ + 4𝑦 = 0.
11

Example 3.11: Solve 𝑦 ′′ + 9𝑦 = 0.

Example 3.12: Find a solution to the initial value problem


𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 0, 𝑦(0) = 0, 𝑦 ′ (0) = 2.
12

3.5 Homogeneous Cauchy-Euler Equation

Definition: A linear second-order equation that can be expressed in the form


𝑎𝑡 2 𝑦 ′′ (𝑡) + 𝑏𝑡𝑦 ′ (𝑡) + 𝑐𝑦(𝑡) = 0, 𝑡 > 0, (14)
where 𝑎, 𝑏 and 𝑐 are constants, is called a homogeneous Cauchy–Euler equation.

To solve Equation (14), we assume the solution has the following form:

𝑦 = 𝑡𝑚 (15)

Substitute (15) into (14), then we have


𝑎𝑚(𝑚 − 1)𝑡𝑚 + 𝑏𝑚𝑡𝑚 + 𝑐 𝑡𝑚 = 0
𝑡𝑚 (𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐) = 0.
But 𝑡 𝑚 ≠ 0, since 𝑡 > 0 so
13

𝑎𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐 = 0 (16)


 Equation (16) is called the auxiliary (characteristic) equation of equation (14).
 The auxiliary equation (16) has two roots, say, 𝑚1 and 𝑚2 .
 There are three cases for 𝑟1 and 𝑟2 :
Case I: 𝑚1 ≠ 𝑚2 where 𝑚1 and 𝑚2 are real numbers.

In this case, there are two L.I. solutions to Equation (14), which are:

𝑦1 (𝑡 ) = 𝑡 𝑚1 and 𝑦2 (𝑡 ) = 𝑡 𝑚2 .

So, 𝑦(𝑡 ) = 𝑐1 𝑡 𝑚1 + 𝑐2 𝑡 𝑚2 is a general solution to Equation (14).

Case II: 𝑚1 = 𝑚2 = 𝑚, where 𝑚 is real number.

In this case, there are two L.I. solutions to Equation (14) which are:

𝑦1 (𝑡 ) = 𝑡 𝑚 and 𝑦2 (𝑡 ) = 𝑡 𝑚 ln 𝑡

So, 𝑦(𝑡 ) = 𝑐1 𝑡 𝑟 + 𝑐2 𝑡 𝑟 ln 𝑡 is a general solution o Equation (14).

Case III: 𝑚1 and 𝑚2 complex numbers. Then 𝑚1 = 𝛼 + 𝛽𝑖 and 𝑚2 = 𝛼 − 𝛽𝑖.

In this case the two deferent L.I. solutions of Equation (14) are

𝑦1 (𝑡 ) = 𝑡 𝛼 cos 𝛽 ln 𝑡 and 𝑦2 (𝑡 ) = 𝑡 𝛼 sin 𝛽 ln 𝑡

So, 𝑦(𝑡 ) = 𝑐1 𝑡 𝛼 cos 𝛽 ln 𝑡 + 𝑐2 𝑡 𝛼 sin 𝛽 ln 𝑡

is a general real-valued solution o Equation (14).

Example 3.13: Find two linearly independent solutions to the equation


3𝑡 2 𝑦 ′′ + 11𝑡𝑦 ′ − 3𝑦 = 0, 𝑡 > 0.
14

Example 3.14: Find a pair of linearly independent solutions to the following Cauchy–
Euler equations for 𝑡 > 0.
a) 𝑡 2 𝑦 ′′ + 5𝑡𝑦 ′ + 5𝑦 = 0, b) 𝑡 2 𝑦 ′′ + 𝑡𝑦 ′ = 0.
15

Example 3.15: Find a general solution to the equation


(𝑡 − 2)2 𝑦 ′′ − 7(𝑡 − 2)𝑦 ′ + 7𝑦 = 0, 𝑡 > 2.

Example 3.16: Find an ODE of second-order whose solution is


a) 𝑦(𝑡 ) = 𝑡 2 (𝑐1 cos(ln 𝑡 3 ) + 𝑐2 sin(ln 𝑡 3 )) b) 𝑦(𝑡 ) = 𝑐1 + 𝑐2 𝑡
16

3.6. Non-Homogeneous Linear Equation

Theorem: Let 𝑦𝑝 (𝑥) be a particular solution to the nonhomogeneous equation


𝑑2𝑦 𝑑𝑦
2
+ 𝑃1 (𝑥) + 𝑃0 (𝑥)𝑦 = 𝑄(𝑥) (17)
𝑑𝑥 𝑑𝑥
on (𝑎, 𝑏) with 𝑃1 (𝑥) and 𝑃0 (𝑥) are continuous on (𝑎, 𝑏), and let 𝑦1 (𝑥) and 𝑦2 (𝑥) are two L.I.
solutions to the corresponding homogeneous equation

𝑑2𝑦 𝑑𝑦
2
+ 𝑃1 (𝑥) + 𝑃0 (𝑥)𝑦 = 0. (18)
𝑑𝑥 𝑑𝑥
Then every solution of (17) on the interval (𝑎, 𝑏) can be expressed in the general form
𝑦(𝑥) = 𝑦𝑝 (𝑥) + 𝑦𝑐 (𝑥),
where 𝑦𝑐 (𝑥) = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) is a general solution to (18).

Notes:
1) 𝑦𝑝 (𝑥) is a solution to Eq. (17) only.
2) 𝑦𝑐 (𝑥) is a solution to Eq. (18) only.
3) 𝑦(𝑥) = 𝑦𝑝 (𝑥) + 𝑦𝑐 (𝑥) is a solution to Eq. (17) only.

Example 3.17: Let 𝑦(𝑡 ) = ln(sec 𝑡 + tan 𝑡) , 𝑡 ∈ (−𝜋/2, 𝜋/2) be a particular solution to
𝑦 ′′ + 𝑦 = tan 𝑡.
Find the general solution.
17

Superposition Principle for the Particular Solution


Let 𝑦𝑝1 (𝑥) and 𝑦𝑝2 (𝑥) be particular solutions for the following nonhomogeneous linear
2nd-order DEs
𝑑2𝑦 𝑑𝑦
2
+ 𝑃1 (𝑥) + 𝑃0 (𝑥)𝑦 = 𝑄1 (𝑥),
𝑑𝑥 𝑑𝑥
𝑑2𝑦 𝑑𝑦
2
+ 𝑃1 (𝑥) + 𝑃0 (𝑥)𝑦 = 𝑄2 (𝑥),
𝑑𝑥 𝑑𝑥
respectively. Then,
𝑦(𝑥) = 𝑘1 𝑦𝑝1 (𝑥) + 𝑘2 𝑦𝑝2 (𝑥)
is a particular solution to
𝑑2𝑦 𝑑𝑦
2
+ 𝑃1 (𝑥) + 𝑃0 (𝑥)𝑦 = 𝑘1 𝑄1 (𝑥) + 𝑘2 𝑄2 (𝑥),
𝑑𝑥 𝑑𝑥
where 𝑘1 and 𝑘2 are arbitrary constants.

Example 3.18: Let 𝑦(𝑡 ) = 3𝑡 − 1 be a particular solution to


𝑦 ′′ + 𝑦 = 3𝑡 − 1.
Find a particular and general solutions to
𝑦 ′′ + 𝑦 = 3 tan 𝑡 + 6𝑡 − 2.
18

3.7. Undetermined Coefficients Method (UCM)

It is a method for determining a particular solution to a linear DE with constant coefficients


that has the following form:
𝑑2 𝑦 𝑑𝑦
𝑎 2
+𝑏 + 𝑐𝑦 = 𝑓 (𝑥), (19)
𝑑𝑥 𝑑𝑥
where 𝑎, 𝑏, 𝑐 are constants and 𝑓 (𝑥) has the following form:
𝑓(𝑥) = 𝑃𝑛 (𝑥)𝑒 𝛼𝑥 cos 𝛽𝑥 + 𝑄𝑚 (𝑥)𝑒 𝛼𝑥 sin 𝛽𝑥 , (20)

where 𝑃𝑛 (𝑥) and 𝑄𝑚 (𝑥) are polynomials of degree 𝑛 and 𝑚, respectively.

The particular solution of (19), according to the UCM, has the following form:
𝑦𝑝 (𝑥) = 𝑥 𝑠 𝐻𝑘 (𝑥)𝑒 𝛼𝑥 cos 𝛽𝑥 + 𝑥 𝑠 𝐻𝑘∗ (𝑥)𝑒 𝛼𝑥 sin 𝛽𝑥 , (21)

where 𝐻𝑘 (𝑥) and 𝐻𝑘∗ (𝑥) are polynomials of degree 𝑘 = max{𝑛, 𝑚} and 𝑠 is the multiplicity
of 𝑟0 = 𝛼 + 𝛽𝑖 in the roots of the of the auxiliary equation

𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0. (22)
Notes:
1) if 𝑟0 = 𝛼 + 𝛽𝑖 is not a root of the auxiliary equation (22), then 𝑠 = 0.
2) if 𝑟0 = 𝛼 + 𝛽𝑖 is a simple root of the auxiliary equation (22), then 𝑠 = 1.
3) if 𝑟0 = 𝛼 + 𝛽𝑖 is a double root of the auxiliary equation (22), then 𝑠 = 2.
4) If 𝛽 = 0, then 𝑓 (𝑥) = 𝑃𝑛 (𝑥)𝑒 𝛼𝑥 and so 𝑘 = 𝑛.
5) If 𝑄𝑚 (𝑥) = 0, then 𝑓(𝑥) = 𝑃𝑛 (𝑥)𝑒 𝛼𝑥 cos 𝛽𝑥 and so 𝑘 = 𝑛.
6) If 𝑃𝑛 (𝑥) = 0, then 𝑓 (𝑥) = 𝑄𝑚 (𝑥)𝑒 𝛼𝑥 sin 𝛽𝑥 and so 𝑘 = 𝑚.

Example 3.19: Write down the form of a particular solution to the equation

𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 5𝑒 −𝑡 sin 𝑡 + 5𝑒 −𝑡 𝑡 3 cos 𝑡.
19

Example 3.20: Decide whether the UCM can be applied to find a particular solution of
the given equation.

1) 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑡 −2 𝑒 𝑡 .
2) 5𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑡 3 cos 2𝑡.
3) 𝑥 ′′ + 5𝑥 ′ − 3𝑥 = cosh 𝑡.
4) 𝑦 ′′ + 3𝑦 ′ − 𝑦 = sec 𝑥.
5) 2𝑦 ′′ − 3𝑦 = 4𝑥 sin2 𝑥.
6) 𝑡𝑦 ′′ − 𝑦 ′ + 2𝑦 = 4𝑡 sin 3𝑡.
Example 3.21: Find a general solution to 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 3𝑡.
20

Example 3.22: Find a particular solution to 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 10𝑒 −2𝑡 .


21

Example 3.23: Solve 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = sin 𝑡.

7
Example 3.24: Solve 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 𝑡 + 2 sin 𝑡 − (10𝑒 −2𝑡 ).
10
22

Example 3.25: Find a particular solution to 𝑦 ′′ + 𝑦 = 8𝑡𝑒 2𝑡 + 2 sin 𝑡.


23

3.8.Variation of Parameters Method (VPM)


It is a method for determining a particular solution to a linear DE with variable
coefficients that has the following standard form:
𝑑2 𝑦 𝑑𝑦
+ 𝑃1 (𝑡) + 𝑃0 (𝑡)𝑦 = 𝑓(𝑡), (23)
𝑑𝑡 2 𝑑𝑡

DEFINITION: Suppose that the functions 𝑦1 (𝑡), 𝑦2 (𝑡) are differentiable.


The determinant
𝑦1 (𝑡) 𝑦2 (𝑡)
𝑊[𝑦1 (𝑡), 𝑦2 (𝑡)] = | |,
𝑦1′ (𝑡) 𝑦2′ (𝑡)
is called the Wronskian of the functions 𝑦1 (𝑡), 𝑦2 (𝑡).

Example 3.26: Find the Wronskian of the functions 𝑦1 (𝑡) = 𝑒 3𝑡 , 𝑦2 (𝑡) = 𝑒 −2𝑡 .

To determine a particular solution to Equation (23)


(a) Find two linearly independent solutions {𝑦1 (𝑡), 𝑦2 (𝑡) } to the corresponding
homogeneous equation,
𝑑2 𝑦 𝑑𝑦
2
+ 𝑃1 (𝑡) + 𝑃0 (𝑡)𝑦 = 0.
𝑑𝑡 𝑑𝑡
(b) Determine 𝑣1 (𝑡) and 𝑣2 (𝑡) by
𝑊1 (𝑡) 𝑊2 (𝑡)
𝑣1 (𝑡) = ∫ 𝑑𝑡 , and 𝑣2 (𝑡) = ∫ 𝑑𝑡,
𝑊(𝑡) 𝑊(𝑡)
𝑦1 (𝑡) 𝑦2 (𝑡) 0 𝑦2 (𝑡) 𝑦 (𝑡) 0
where 𝑊(𝑡) = | ′ (𝑡) ′ (𝑡)|, 𝑊1 (𝑡) = | |, 𝑊2 (𝑡) = | 1′ |.
𝑦1 𝑦2 𝑓(𝑡) 𝑦2′ (𝑡) 𝑦1 (𝑡) 𝑓(𝑡)
(c) 𝑦𝑝 (𝑡) = 𝑣1 (𝑡)𝑦1 (𝑡) + 𝑣2 (𝑡)𝑦2 (𝑡).
24

Example 3.27: Find a general solution to


𝑦 ′′ + 𝑦 = tan 𝑡 , 𝑡 ∈ (−𝜋/2, 𝜋/2).
.
25

Example 3.28: Solve 4𝑦 ′′ + 36𝑦 = csc 3𝑡.

Example 3.29: Solve 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 3𝑡.


26

Example 3.30: Solve the following nonhomogeneous Cauchy-Euler equation

𝑥 2 𝑦 ′′ − 4𝑥𝑦 ′ + 6𝑦 = ln 𝑥 2 .
27

3.9. Reduction of Order

Example 3.31: Given that 𝑦1 (𝑡) = 𝑡 is a solution to


1 1
𝑦 ′′ − 𝑦 ′ + 2 𝑦 = 0.
𝑡 𝑡
Determine a second linearly independent solution for 𝑡 > 0.
28

Example 3.31: Given that 𝑦1 (𝑡) = cos 𝑡 is a solution to

(sin 𝑡 )𝑦 ′′ − 2(cos 𝑡 )𝑦 ′ − (sin 𝑡 )𝑦 = 0, 0 < 𝑡 < 𝜋.


Determine a second linearly independent solution for 𝑡 > 0.
29

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