Chapter 3 ODE
Chapter 3 ODE
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.
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
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+ 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 (−∞, ∞).
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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
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)
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 .
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In this case, there are two L.I. solutions to Equation (9), which are:
Example 3.8: Solve the initial value problem 𝑦 ′′ + 2𝑦 ′ − 2𝑦 = 0, 𝑦(0) = 0, 𝑦 ′ (0) = −1.
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In this case, there are two L.I. solutions to Equation (9), which are:
𝑦1 (𝑡 ) = 𝑒 𝑟𝑡 and 𝑦2 (𝑡 ) = 𝑡𝑒 𝑟𝑡 .
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:
−𝑏 √4𝑎𝑐−𝑏2
√−1, 𝛼 = 2𝑎
and 𝛽 =
2𝑎
.
In this case, the two different L.I. solutions of Equation (9) are
So,
To solve Equation (14), we assume the solution has the following form:
𝑦 = 𝑡𝑚 (15)
In this case, there are two L.I. solutions to Equation (14), which are:
𝑦1 (𝑡 ) = 𝑡 𝑚1 and 𝑦2 (𝑡 ) = 𝑡 𝑚2 .
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
In this case the two deferent L.I. solutions of Equation (14) are
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.
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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.
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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.
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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.
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Example 3.24: Solve 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 𝑡 + 2 sin 𝑡 − (10𝑒 −2𝑡 ).
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Example 3.26: Find the Wronskian of the functions 𝑦1 (𝑡) = 𝑒 3𝑡 , 𝑦2 (𝑡) = 𝑒 −2𝑡 .
𝑥 2 𝑦 ′′ − 4𝑥𝑦 ′ + 6𝑦 = ln 𝑥 2 .
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