Math 2051: Applied Mathematics III

Part I: Ordinary Differential Equations (ODEs)

School of Aerospace Engineering

Ethiopian Aviation University

October 8, 2024

(EAU) Math 2051 (Part I) October 8, 2024 1 / 63

Part I: Ordinary Differential Equations

1. First Order Ordinary Differential Equations

1.1 Basic concepts and ideas
1.2 Separable Equations
1.3 Equations Reducible to Separable Form
1.4 Exact Differential Equation
1.5 Integrating Factors
1.6 Linear First Order Differential Equations
2. Ordinary Linear Differential Equation of the Second Order
2.1 Homogeneous Equations With constant Coefficients
2.1.1 General Solution, Basis, Initial Value Problem
2.1.2 Real Roots, Complex Roots, Double Root of the Characteristic
Equation.
2.2 Non-homogeneous Equations with Constant Coefficients
2.2.1 The Method of Undetermined Coefficients
2.2.2 Variation of Parameters
2.3 Cauchy Equations
2.4 System of Ordinary Differential Equation of The First Order

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1. Introduction

An equation containing one or more derivatives of the function under

consideration is known as a differential equation (DE).
To define DE, we need to identify the dependent and the independent
variable(s) involved.
If there is only one independent variable, the DE is called an Ordinary
Differential Equation (ODE), whereas, if there are more than one
independent variables, the DE is called a Partial Differential Equation
(PDE)
An nth -order ODE is linear if it can be expressed in the form of

ao (x)y (n) (x) + a1 (x)y (n−1) (x) + · · · + an (x)y (x) = f (x),

where ao (x), . . . , an (x) are functions of the independent variable x

alone.

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 Introduction · · · Cont’d
Classification by Order

The order of a differential equation (either ODE or PDE) is the order of

the highest derivative that appear in the equation. For example,

dy d 2y dy
4x +y =x and 2
+4 − 6y = e x
dx dx dx
are first and second-order ordinary differential equations respectively.
The general nth −order ordinary differential equation in one dependent
variable is given by the general form general form

F (x, y , y 0 , y 00 , ..., y (n) ) = 0, (1)

where F is a real-valued function of n + 2 variables x, y , y 0 , y 00 , ..., y (n) .

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Introduction · · · Cont’d
For both practical and theoretical reasons we shall also make the
assumption hereafter that it is possible to explicitly solve the differential
equation of the form (1) uniquely for the highest derivative y (n) in terms
of the remaining n + 1 variables x, y , y 0 , y 00 , ..., y (n−1) . Then the
differential equation (1) becomes
d ny
= f (x, y , y 0 , ..., y (n−1) ), (2)
dx n
where f is a real-valued continuous function and this is referred to as the
normal form of (1).
Example
The normal form of the first-order equation 4xy 0 + y = x is
x −y
y0 =
4x
and the normal form of the second-order equation y 00 − y + 6y = 0 is
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Introduction · · · Cont’d

The first order ordinary differential equation is generally expressed as:

F (x, y , y 0 ) = 0 or y 0 = f (x, y ).

For example, the differential equation y 0 + y = x is equivalent to

y 0 + y − x = 0. If F (x, y , y 0 ) = y 0 + y − x, then the given differential
equation becomes of the form F (x, y , y 0 ) = 0.

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 Introduction · · · Cont’d
Classification by Linearity

An nth -order ordinary differential equation (1) is said to be linear if F is

linear in y , y 0 , . . . , y (n) . This means that an nth -order linear ordinary
differential equation is of the form
an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y − b(x) = 0, (3)
where an (x) 6= 0.
If b(x) ≡ 0, the equation (3) is called a homogeneous ODE and
otherwise it is called nonhomogeneous.
Notation: We may equivalently use the notations
d ny
and y (n)
dx n
interchangeably for the nth −order derivative of y with respect to x. Using
this notation, equation (3) can be equivalently written as
d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = b(x).
dx dx dx
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Introduction · · · Cont’d

Let x := x(t) denotes a continuous function of t on some interval

[a, b]. The general nth -order ODE has the form:

F (t, x(t), x 0 (t), x 00 (t), . . . , x (n) (t)) = 0.

If F is linear in x, x 0 , . . . , x (n) , then it is called linear ODE; Otherwise

it is known as a nonlinear ODE.

Example
1. x 00 (t) + 2x(t) + sin(t) = 0 is a linear ODE,
2. x 0 + x 2 = 1 is a nonlinear ODE.

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 Introduction · · · Cont’d
Solution Concept

Definition
Let h(x) be a real valued function defined on an interval [a, b] and having
nth order derivative for all x ∈ (a, b). If h(x) satisfies the nth order ODE
(3) on (a, b), that is,
1. F (x, h(x), h0 (x), h00 (x), . . . , h(n) (x)) is defined for all x ∈ (a, b) and
2. F (x, h(x), h0 (x), h00 (x), . . . , h(n) (x)) = 0, for all x ∈ (a, b),
then y = h(x) is called a (an Explicit) solution of the ODE on [a, b].

Sometimes a solution of a differential equation may appear as an implicit

function, i.e. the solution can be expressed implicitly in the form:
h(x, y ) = 0, where h is some continuous function of x and y , and such
solution is called an Implicit Solution of the DE.

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First Order ODES
Existence and Uniqueness of Solutions

Example
The function h(x) = sin x + cos x is an explicit solution for the DE y 00 + y = 0,
where as the function h(x, y ) = x 2 + y 2 − 4 = 0 is an implicit solution of the DE
yy 0 = −x on (−2, 2), since y > 0.

Theorem
1. (Existence) Let F (t, x) be a continuous function, then the initial value
problem
dx
= F (t, x), x(to ) = xo
dt
has a solution x = f (t) defined in some neighbourhood of to .
2. (Uniqueness) If F (t, x) is a once continuously differentiable function, then
there exists a unique solution to the initial value problem,
dx
= F (t, x), x(to ) = xo
dt
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First Order ODEs Separation of Variables
A First Order ODE is generally of the form

ẏ = F (x, y ), where y is a function of x.

If a given ODE can be reduced or transformed into the form

dy
g (y ) = f (x),
dx
where f (x) is a function of x only and g (y ) is a function of y only, then it
is called a separable ODE.
To solve a separable ODE, first write as

g (y )dy = f (x)dx

and integrate both sides,

Z Z
G (y ) = g (y )dy = f (x)dx = F (x) + C .

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Example
1 Solve the initial value problem,
dy
= (1 − 2x)y , y (0) = 1.
dx
2 Solve the following DEs
(a) 6yy 0 + 4x = 0.
(b) y 0 = x 2 e −y

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Ordinary Differential Equations Reducible to separable form
There are ODEs that are not separable, but they can be transformed to
separable form with simple change of variables (proper substitutions).
1. Linear Substitution
If a given DE can be written in the form

y 0 = g (ax + by + c).

Then use the substitution u = ax + by + c. Then the given DE is

transformed to the form
du
= bg (u) + a
dx
and this is a separable DE in u and x.
Example
Solve each of the following ODEs.
y 0 = (x + y )2

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Ordinary Differential Equations Reducible to separable
form . . .
2. Quotient Substitution
If a given DE can be written in the form
 
0 y
y =g .
x

Then use the substitution u = yx . Then the given DE is transformed to the

form
dx du
=
x g (u) − u
and this is a separable DE in u and x.
Example
Solve the following DEs.

x 2 y 0 = x 2 + xy + y 2 .
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Exact Differential Equations

Definition
An ODE of the form M(x, y )dx + N(x, y )dy = 0 is said to be an exact DE
is some domain D, if there exists a function F (x, y ) such that
∂F ∂F
∂x = M(x, y ) and ∂y = N(x, y ) for all (x, y ) ∈ D.

If we can find a function F (x, y ) such that

∂F ∂F
= M(x, y ) and = N(x, y ),
∂x ∂y

then the differential equation M(x, y )dx + N(x, y )dy = 0 is just

M(x, y )dx + N(x, y )dy = dF = 0.
However, for a function F of two variables, if dF = 0, then
F (x, y ) = constant. The equation F (x, y ) = c, where c is an arbitrary
constant, implicitly defines the general solution of the deferential equation
M(x, y )dx + N(x, y )dy = 0.
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Theorem (Test for Exactness)
Let M(x, y ), N(x, y ), ∂M ∂N
∂y and ∂x be all continuous functions in some
domain D in the xy -plane. Then the DE

M(x, y )dx + N(x, y )dy = 0

is exact differential in D if and only if

∂M ∂N
=
∂y ∂x
everywhere in D.

Example
Solve each of the following DEs.
1 (x 2 − 3x 2 y )dx − (x 3 +
√
y )dy = 0.
x−y +4
2 y0 = x+y .

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Integrating Factors
The differential equation ydx + 2xdy = 0 is not exact. But if we multiply
this equation by y , the equation is becomes and exact equation. That is,
y 2 dx + 2xydy = 0
is exact, since
∂y 2 ∂(2xy )
= 2y = .
∂y ∂x
In this case y is called an integrating factor for the given differential
equation.
Definition
If the differential equation M(x, y )dx + N(x, y )dy = 0 is not exact but the
differential equation

µ(x, y )M(x, )dx + µ(x, y )N(x, y )dy = 0, where µ(x, y )  0

is exact, then the multiplicative function µ(x, y ) is called an integrating

factor of the DE.
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Integrating Factor...

Suppose we have a differential equation which is not exact but it can be

made exact by an integrating factor. The method of determining an
integrating µ of the given DE is described below.
µ(x, y ) is any (non-zero) solution of the equation

∂ ∂
(µN) = (µN) (by exactness of the given DE) (4)
∂y ∂x
and this is equivalent to the equation

µy M + µMy = µx N + µNx ,

which is a first-order partial differential equation in µ.

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Integrating Factor...
If the integrating factor µ can be found to be a function of x alone, µ(x)
(or a function of y alone µ(y )),then the above equation is reduced to

dµ
µMy = N + µNx
dx
dµ My −Nx
which is equivalent to dx = µ( N ) and this is a separable differential
equation.
M y − Nx
This idea works correctly if the ratio is a function of x only; that
N
My −Nx
is, if p(x) = N is a function of x only. In this case
 
dµ My − Nx
= dx,
µ N

which implies R
p(x)dx
µ(x) = e .

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Integrating Factor...
My − Nx
If the quotient is not a function of x alone, then the integrating
N
factor µ can not be obtained using the above procedure, but we can try to
find µ as a function of y alone, µ(y ).
Then when µ(y ) is only a function of y , equation (4) will be reduced to
dµ
M + µMy = µNx
dy
which implies

 
dµ M y − Nx
= −µ , which is a separable differential equation.
dy M
My −Nx
Hence, if instead, the fraction q(y ) = M is a function of y alone, then
R
− q(y )dy
µ(y ) = e .

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Example
Consider the differential equation

dx + (3x − e −2y )dy = 0. (5)

Let M = 1 and N = 3x − e −2y . Then ∂M ∂N

∂y = 0 and ∂x = 3. This implies
∂M ∂N
∂y 6= ∂x and hence the differential equation is not exact.
Assume that the given equation has an integrating factor.

M y − Nx 0−3 −3e 2y
= =
N 3x − e −2y 3xe 2y − 1
which is not a function of x alone. Hence obtaining µ(x) is not possible.
M −N
However, yM x = 0−3 1 = −3( constant function)
can be considered
R as a function of y alone . Therefore,
µ(y ) = e − (−3)dy = e 3y .

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Example ....

Example
Now to solve the problem in (5), multiplying the given equation by
µ(y ) = e 3y we have an exact DE

e 3y dx + (3x − e −2y )e 3y dy = 0.

Thus, there exists F (x, y ) such that

∂F ∂F
= e 3y and = (3x − e −2y )e 3y .
∂x ∂y

Hence F (x, y ) = xe 3y − e y + B = constant.

That means xe 3y − e y = C , where C is an arbitrary constant, defines the
implicit solution of the Differential Equation in (5).

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Linear First Order Differential Equations
Consider the general first-order linear differential equation

a1 (x)y 0 + a0 (x)y = f (x), where a1 (x) 6≡ 0 (6)

By dividing both sides by a1 (x) 6= 0, we get y 0 + p(x)y = q(x), where

a0 (x) f (x)
p(x) = and q(x) = .
a1 (x) a1 (x)

Here we assume that p(x) and q(x) are continuous.

First compute R
p(x)dx
e
This is called an integrating factor for the linear equation.
Multiply both sides of the differential equation by the integrating
factor. R R R
e p(x)dx y 0 + e p(x)dx p(x)y = e p(x)dx q(x).
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Linear First Order Differential Equations...

Write the left side of the resulting equation as the derivative of the
product of y and the integrating factor. The integrating factor is
designed to make this possible. The right side is a function of just x.
That is R
de p(x)dx y R
= e p(x)dx q(x)
dx
Integrate both sides of this equation with respect to x and solve the
resulting equation for y gives the general solution.
R Z R
p(x)dx
e y = e p(x)dx q(x)dx.

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Example
Solve the differential equation y 0 + 3y = 6.
The given equation is linear with p(x) = 3 and q(x) = 6.
1 We compute the integrating factor
R R
p(x)dx 3dx
e =e = e 3x

2 We multiply y 0 + 3y = 6 by e 3x to get y 0 e 3x + 3ye 3x = 6e 3x .

3 The above equation is equivalent to

d(ye 3x )
= 6e 3x .
dx
4 We integrate
d(ye 3x )
Z Z
dx = 6e 3x
dx
and get y (x)e 3x = 2e 3x + C . Then solve for y (x) to get the general
solution y (x) = Ce −3x + 2 for an arbitrary constant C .
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Reading Assignment .

Special first order Equations

Use transformation to convert the equations into separable or exact form.
For instance,
For Bernouli equation y 0 + p(x)y = q(x)y α ,
- use the transformation v = y 1−α .
For Riccati equation y 0 = p(x)y 2 + q(x)y + r (x)
- use the transformation y = S(x) + z1 .
etc.

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Linear ODEs of the Highest Order

Definition
A linear ordinary differential equation of order n in the dependent variable
y and independent variable x is an equation which can be expressed in the
form:

an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = f (x), (7)

where an (x) 6≡ 0 and the functions a0 , . . . , an are continuous real- valued

functions of x ∈ [a, b].
The function f (x) is called the non-homogeneous term and all the points
x ∈ [a, b] in which an (x ) = 0 are called singular points of the DE (7).
If f (x) ≡ 0, then (7) is reduced to:

an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = 0 (8)

This equation is known as homogeneous Linear ODE of order n.

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Theorem (Basic Existence Theorem for IVP)
Consider the linear ODE

an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = f (x),

where a0 , a1 , . . . , an−1 , an and f are continuous functions on the interval

[a, b] and an (x) 6= 0, ∀x ∈ [a, b]. Furthermore, let x0 be any point in [a, b]
and let c0 , c1 . . . cn−1 be arbitrary real constants. Then there exists a
unique solution function g (x) of (7) on [a, b] satisfying the initial
conditions,

g (x0 ) = c0 , g 0 (x0 ) = c1 , . . . , g n−1 (x0 ) = cn−1 .

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General Solution of Homogeneous Linear ODEs

Theorem (Linear Combination of Solutions)

If y1 , y2 , . . . , yk are solutions of the homogeneous linear ODE (7) and if
c1 , c2 , . . . ck are arbitrary constants, then the linear combination
k
X
y = c1 y1 + c2 y2 + . . . + ck yk = ci yi
i=1

is also a solution of (7). That is, any linear combination of solutions of a

linear homogeneous differential equation is also a solution.

Example
y1 = cos x and y2 = sin x are two solutions of the homogenous DE
y 00 + y = 0. Then for any arbitrary constants c1 and c2 ,
y (x) = c1 cos x + c2 sin x is also a solution to the given DE.

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Linearly Dependent and Linearly Independent Functions
Definition
1 Functions f1 , . . . , fn are said to be Linearly Dependent (LD) on some
interval [a, b] if there are constants c1 , . . . , cn , not all zero, such that

c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0 (9)

for all x ∈ [a, b].

2 If the relation (9) is true only when c1 = . . . = cn = 0, then the
functions f1 , . . . , fn are said to be Linearly Independent (LI) on [a, b].

Example
1 The functions f1 (x) = e x and f2 (x) = 4e x are Linearly Dependent on
R since −4f1 (x) + f2 (x) = −4e x + 4e x = 0, for all x ∈ R.
2 The functions f1 (x) = x and f2 (x) = x 3 are LI on R, since for
c1 , c2 ∈ R, c1 f1 (x) + c2 f2 (x) = c1 x + c2 x 3 = 0, ∀x ∈ R\{0} implies
c1 = 0 and c2 = 0.
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Existence of Linearly Independent Solutions for a LHODE
Theorem
The Linear Homogenous Differential Equation (LHODE) (8) always has n
Linearly Independent (LI) solutions. Furthermore, if f1 (x), f2 (x), . . . , fn (x)
are n LI solutions of (8), then every solution of (8) can be expressed as a
linear combination of these solution functions. i.e. If y is a solution for
(8), then
Xn
y (x) = ci fi (x)
i=1

for some c1 , ..., cn ∈ R..

Example
Consider the second order linear homogenous DE y 00 + y = 0. Then
f1 (x) = sin x, f2 (x) = cos x are LI solutions of the given equation and the
general solution of the DE is given by y (x) = c1 sin x + c2 cos x, for
constants c1 , c2 ∈ R.
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Fundamental Set of Solutions
Definition
If f1 (x), f2 (x), . . . , fn (x) are n linearly independent solutions of (8) on
[a, b], then the set {f1 (x), f2 (x), . . . fn (x)} is called the Fundamental Set
of Solutions of (8) and the function

f (x) = c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x), x ∈ [a, b],

where c1 , c2 , . . . , cn are arbitrary constants is called a General Solution of

(8) on [a, b]. and each f1 , f2 , . . . , fn are called particular solutions.

Example
Consider the third order linear homogenous DE y 000 − 2y 00 − y 0 + 2y = 0.
Then the functions e x , e −x , e 2x are LI (particular) solutions and hence the
general solution of the given equation is given by:

y (x) = c1 e x + c2 e −x + c3 e 2x , where c1 , c2 , c3 ∈ R.
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The Wronskian of Functions
Definition
Let f1 (x), f2 (x), . . . , fn (x) be n real valued functions each of which has an
(n − 1)th derivative on the interval [a, b]. The determinant:

f1 (x) f2 (x) ... fn (x)

f10 (x) f20 (x) ... fn0 (x)
W[f1 , f2 . . . , fn ] = .. .. .. = W(x)
. . .
(n−1) (n−1) (n−1)
f1 (x) f2 (x) . . . fn (x)

is called the Wronskian of these n functions.

Example
The Wronskian, W(x) of y1 (x) = e 2x and y2 (x) = xe 4x is

e 2x xe 4x
W(x) = = e 4x + 2xe 4x − 2xe 4x = e 4x
2e 2x e 4x + 4xe 4x
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Wronskian Test for Linearly Independence
Theorem
The n functions f1 , f2 , . . . , fn are Linearly Independent on an interval [a, b]
if and only if the Wronskian of f1 , f2 , . . . , fn is different from zero for
some x ∈ [a, b]. That is, f1 , f2 , . . . , fn are LI if and only if there exists
x ∈ [a, b] such that W(x) 6= 0.

Example
1 Show that x and x 2 are Linearly Independent.
Solution:
Consider the Wronskian of x and x 2 ,

x x2
W(x, x2 ) = = 2x 2 − x 2 = x 2
1 2x

This implies W(x, x 2 ) = x 2 6= 0, ∀x 6= 0 and hence x and x 2 are LI.

2 Show that e x , e −x , e 2x are Linearly Independent.
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Homogeneous LODE with Constant Coefficients

Definition
A Differential Equation

bn y (n) + bn−1 y (n−1) + · · · + b1 y 0 + b0 y = 0, (10)

where b0 , b1 , . . . , bn are all real constants, is called a Homogenous Linear

Differential Equation of constant coefficients.

Let f (x) be any solution of (10) in [a, b]. Then

bn f (n) (x) + bn−1 f (n−1) (x) + · · · + b1 f 0 (x) + b0 f (x) = 0 for all x ∈ [a, b].

Hence the derivatives of f are linearly dependent since at least one of the
coefficients b0 , b1 , . . . , bn is different from zero.
The simplest case with this property is a function f such that
f (k) (x) = cf (x), ∀x ∈ [a, b] for some constant c.

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Homogeneous LODE with Constant Coefficients...
Let f (x) = e λx . Then f k (x) = λk f (x) = λk e λx which implies c = λk .
Thus we will look for the solution of (10) in the form y = e λx where the
constant λ will be chosen so that y = e λx does satisfy the equation (10).
Now inserting y = e λx into (10) gives;

(bn λn + bn−1 λn−1 + · · · + b1 λ + b0 )e λx = 0.

Hence, if e λx is a solution of the equation in (10), then λ should satisfy:

bn λn + bn−1 λn−1 + · · · + b1 λ + b0 = 0, (11)

since e λx 6= 0 for all x ∈ R.
Definition
The algebraic equation (11) is called an Auxiliary equation or
characteristic equation of the given differential equation in (10).
There are 3 different cases of the roots of (11)

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Case 1. Distinct Real Roots
Suppose that (11) has n distinct roots, λ1 , λ2 , . . . λn where λi 6= λj , for
i 6= j. Then, the solutions e λ1 x , e λ2 x , . . . , e λn x are linearly independent.
If λ1 , λ2 , . . . , λn are the n distinct real roots of (11), then the general
solution of (10) is:
n
X
y (x) = c1 e λ1 x + c2 e λ2 x + · · · + cn e λn x = ci e λi x ,
i=1

where c1 , c2 , . . . , cn are arbitrary constants.

Example
For the differential equation y 000 − 4y 00 + y 0 + 6y = 0, the corresponding
characteristic equation is: λ3 − 4λ2 + λ + 6 = 0 with distinct real roots
λ1 = 2, λ2 = 3 and λ3 = −1.
Therefore, the general solution of the give equation is
y (x) = c1 e 2x + c2 e 3x + c3 e −x .

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Reduction of Order

In the preceding section we saw that the general solution of a

homogeneous linear second-order differential equation
00
y + p(x)y 0 + q(x)y = 0 (12)

is a linear combination y (x) = c1 y1 (x) + c2 y2 (x), where y1 and y2 are

linearly independent solutions of the given on some interval I.
In this method we can construct a second solution y2 of a homogeneous
equation (12) (even when the coefficients in (12) are variable) provided
that we know a nontrivial solution y1 of the DE. The basic idea described
in this section is that equation (12) can be reduced to a linear first-order
DE by means of a substitution involving the known solution y1 . A second
solution y2 of (12) is apparent after this first-order differential equation is
solved.
The method is described bellow.

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Reduction of Order...
Suppose that y1 denotes a nontrivial solution of (12) and that y1 is
defined on an interval I. We want to find a second solution y2 so that the
set consisting of y1 and y2 is linearly independent on I.
The quotient y2 /y1 is nonconstant on I, that is,
y2 (x)
= u(x)
y1 (x)
or y2 (x) = u(x)y1 (x). The function u(x) can be found by substituting
y2 (x) = u(x)y1 (x)
into the given differential equation.
0 0 0 00 00 0 00
Consider the derivatives y2 = u y1 + uy1 and y2 = u y1 + 2u 0 y1 + uy1 and
substituting these in (12) we get
00 0 00 0 0
(u y1 + 2u 0 y1 + uy1 ) + p(x)(u y1 + uy1 ) + q(x)uy1 = 0
and simplifying this gives us
00 0 00 0
u y1 + u 0 (2y1 + p(x)y1 ) + u(y1 + p(x)y1 + q(x)y1 ) = 0.
(EAU) Math 2051 (Part I) October 8, 2024 39 / 63
Reduction of Order...
But y1 , by assumption, is a solution of (12) and hence
00 0
u(y1 + p(x)y1 + q(x)y1 ) = 0

which implies
00 0
u y1 + u 0 (2y1 + p(x)y1 ) = 0.
00
This is a second order DE in u. Let u 0 = z. Then u = z 0 . Using
separation of variables we get
0 0
z −2y1
= −p
z y1
which is a first order DE and hence the name reduction of order andR
integrating and taking the constant zero gives us ln z = −2 ln y1 − pdx.
This implies
1 R
z = 2 e − pdx .
y1
(EAU) Math 2051 (Part I) October 8, 2024 40 / 63
Reduction of Order...
But z = u 0 . Then
1 − R pdx
u0 = e
y12
and then Z  
y2 1 − R pdx
=u= e dx.
y1 y12
Therefore, the second solution for the given equation is
Z  
1 − R pdx
y2 = y1 e dx.
y12

Example
The function y1 (x) = x is a solution of the homogenous DE
00
(x 2 − 1)y − 2xy 0 + 2y = 0.

Solve the given DE.

(EAU) Math 2051 (Part I) October 8, 2024 41 / 63
Reduction of Order...

00
Solution The given equation is equivalent to y + p(x)y 0 + q(x)y = 0,
where
−2x 2
p(x) = 2 and q(x) = 2 .
x −1 x −1
If y2 is a second solution of the given equation then y2 (x) = u(x)y1 (x),
where
Z 
 Z   Z
1 − R x−2x
2 −1 dx
1 ln |x 2 −1| 1
u(x) = 2
e dx = 2
e dx = (1− 2 )dx = x+
x x x

Therefore, y1 (x) = x and y2 (x) = u(x)y1 (x) = x 2 + 1 are two linearly

independent solutions of the given equation and hence the general solution
of the given equation is y (x) = c1 x + c2 (x 2 + 1), where c1 and c2 are
constants.

(EAU) Math 2051 (Part I) October 8, 2024 42 / 63

Case 2. Repeated Real Roots
Theorem
If the characteristic equation (11) has the real root λ occurring two times (i.e.λ1 = λ2 ),
then the part of the general solution for (10) repeated root is

y (x) = c1 e λx + c2 xe λx

Example
(1) Consider the Differential Equation y 00 − 4y 0 + 4y = 0. The corresponding
characteristic equation is λ2 − 4λ + 4 = 0 and the roots are λ1 = λ2 = 2.
Therefore, the general solution of the given DE is given by
y (x) = c1 e −2x + c2 xe −2x , where c1 and c2 are arbitrary constants.
(2) Consider the Differential Equation 3y 00 + 12y 0 + 4y = 0. Then, the characteristic
equation is 3λ2 + 12λ + 4 = 0 and the roots of the characteristic equation are,
λ1 = λ2 = − 32 and hence the general solution of the equation is:
2 2
y (x) = c1 e − 3 x + c2 xe − 3 x ,

where c1 and c2 are arbitrary constants.

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Case 3. Conjugate Complex Roots...
If a + ib = λ ∈ C and a − ib = λ̄ are roots of (11), then the part of the
general solution that corresponds to this part is
 
ax
y (x) = e c1 cos bx + c2 sin bx .

Example
Solve y 00 − 2y 0 + 10y = 0.
Solution
The characteristic equation of the given equation is λ2 − 2λ + 10 = 0 with
roots λ1 = 1 + 3i and λ2 = 1 − 3i. Then y1 = e x cos 3x and y2 = e x sin 3x
are two independent solutions of the given equation. Therefore,
y = c1 y1 + c2 y2 , where c1 and c2 are arbitrary constants, is a general
solution of the given equation. That means

y (x) = e x (c1 cos 3x + c2 sin 3x).

(EAU) Math 2051 (Part I) October 8, 2024 44 / 63
Nonhomogeneous Equations with Constant Coefficients

Recall that differential equations of the form

00
b2 (x)y + b1 (x)y 0 + b0 (x)y = f (x), where f (x) 6≡ 0 (13)

are called nonhomogeneous differential equations.

In our previous discussion we have seen how to solve homogeneous
differential equations.
Now we want to see how to solve differential equations of the form

b2 y 00 + b1 y 0 + b0 y = f (x), (14)
where b2 , b1 , b0 are constants is called a nonhomogeneous differential
equation with constant coefficients.

(EAU) Math 2051 (Part I) October 8, 2024 45 / 63

Nonhomogeneous Equations with Constant Coefficients

Theorem
Consider the nonhomogeneous differential equation

b2 (x)y 00 + b1 (x)y 0 + b0 (x)y = f (x), where f (x) 6≡ 0.

If f (x) ≡ 0, then the equation becomes a homogeneous equation.

1 If y1 and y2 are solutions of the nonhomogeneous equation on an interval I, then
y1 − y2 is also a solution of the homogeneous equation in the interval I.
2 If y1 is a solution of the nonhomogeneous equation and y2 is a solution of the
homogeneous equation in an interval I, then y1 + y2 is a solution of the
nonhomogeneous equation in the interval I.

From the theorem we can see that, if yh (x) denote the general solution of the
homogeneous part of (14) and yp (x) denote a particular solution of the DE (14), then
the general solution of (14) is given by

y (x) = yh (x) + yp (x).

(EAU) Math 2051 (Part I) October 8, 2024 46 / 63

General Solution

Theorem (Superposition Principle)

If yh (x) is a general solution of the homogeneous part of (14) on an
interval [a, b] and yp1 (x), yp2 (x), . . . , ypk (x) are particular solutions of (14)
corresponding to f1 (x), f2 (x), . . . , fk (x) respectively on the right hand side,
then the general solution of (14) where, f (x) = f1 (x) + · · · + fk (x) on
[a, b], is
y (x) = yh (x) + yp1 (x) + yp2 (x) + · · · + ypk (x).

(EAU) Math 2051 (Part I) October 8, 2024 47 / 63

The Method of Undetermined Coefficients

Definition
1. A function is called an undetermined coefficient function (UC
function) if it is either:
a) a function defined by (a linear combination) of the following
i) x n , n = 0, 1, 2, . . . ,
ii) e ax , where a is any non-zero constant
iii) sin(bx + c), where b, c are constants, such that b 6= 0.
iv) cos(bx + c), where b, c are constants, such that b 6= 0.
or
b) a function which is defined as a finite product of two or more functions
of the above 4 types.
2. Let f be an UC function. A set S of functions consisting of f and all
the derivatives of f which are mutually LI UC functions is said to be
the UC set of function f.

(EAU) Math 2051 (Part I) October 8, 2024 48 / 63

The Method of Undetermined Coefficients...

Example

1. Let f (x) = x 3 . Then f is UC function and

f 0 (x) = 3x 2 , f 00 (x) = 6x, f 000 (x) = 6.
Therefore, a UC set of f is S = {1, x, x 2 , x 3 }.
2. Let f (x) = sin(2x). Then f is an UC function and
f 0 (x) = 2 cos(2x), f 00 (x) = −4 sin(2x).
Therefore, a UC set of f is S = {sin(2x), cos(2x)}.
3. Let g (x) = 2xe −x . g is an UC function (as a product of UC function)
and g 0 (x) = 2e −x − 2xe −x and g 00 (x) = −4e −x + 2xe −x .
Therefore, a UC set of g is S = {e −x , xe −x }.
4. The function
1
f (x) =
x
is not a UC function.

(EAU) Math 2051 (Part I) October 8, 2024 49 / 63

The Method of Undetermined Coefficients...
We outline the solution method by using the following example.
Example
Solve y 00 − 2y 0 − 3y = 2e −x − 10 sin x.
Let F (x) = 2e −x − 10 sin x, f1 = 2e −x , f2 = −10 sin x. Then S1 = {e −x }
and S2 = {sin x, cos x}
Solution of the homogeneous part y 00 − 2y 0 − 3y = 0.
Then λ2 − 2λ − 3 = 0 and hence λ1 = 3, λ2 = −1. Therefore,
yh (x) = C1 e 3x + C2 e −x .
Particular solution corresponding to f1 (x) = 2e −x : yp1 (x) = Be −x
which duplicates with C2 e −x .
This implies, yp1 (x) = Bxe −x , – no more duplicate.
Insert this into y 00 − 2y 0 − 3y = 2e −x to get

yp001 − 2yp0 1 − 3yp1 = 2e −x .

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The Method of Undetermined Coefficients...

Example (Example Continued...)

This implies, (−2Be −x + Bxe −x ) − 2(Be −x − Bxe −x ) − 3Bxe −x = 2e −x .
Hence −4Be −x = 2e −x ⇐⇒ B = − 12 . Therefore, yp1 (x) = − 12 xe −x .
Particular solution corresponding to f2 (x) = −10 sin x.
Let yp2 (x) = D sin x + E cos x (No duplicate both in yh and yp1 ).
Then, yp002 − 2yp02 − 3yp2 = −10 sin x. This implies,

(−D sin x − E cos x) − 2(D cos x − E sin x) − 3(D sin x + E cos x) = −10 sin x.

Simplifying this gives us, (2E − 4D) sin x + (−2D − 4E ) cos x = −10 sin x.
Therefore, 
2E − 4D = −10
−2D − 4E = 0
which implies D = 2 and E = −1. Then, yp1 (x) = 2 sin x − cos x.
Therefore, the general solution is
1 −x
y (x) = C1 e 3x + C2 e −x − xe + 2 sin x − cos x.
2

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Variation of Parameters

Consider the following second order linear differential equation.

y 00 + b1 (x)y 0 + b2 (x)y = f (x), (15)

where b1 , b2 and f are continuous functions. Suppose that the general solution for the
homogeneous part of (15) is

yh (x) = c1 y1 (x) + c2 y2 (x).

Now we want to get a particular solution corresponding to f (x) and this can be done by
varying the constants, c1 and c2 with respect to x. If yp is a particular solution
corresponding to f (x), then

yp (x) = c1 (x)y1 (x) + c2 (x)y2 (x).

We differentiate and substitute it in (15) to get

yp00 (x) + b1 (x)yp0 + b2 (x)yp = f (x).

But yp0 = c1 y10 + c2 y20 + c10 y1 + c20 y2 .

(EAU) Math 2051 (Part I) October 8, 2024 52 / 63

Variation of Parameters ...
Since we are going to have only one equation with two variable functions
c1 and c2 , we are free to choose a condition which simplifies the equation.
Therefore, we take the condition c10 y1 + c20 y2 = 0. This will simplify the
equation as
yp00 = c1 y100 + c10 y10 + c20 y20 + c2 y200
and after simplification, the equation (15) becomes
c1 (y100 + b1 y10 + b2 y1 ) + c2 (y200 + b1 y20 + b2 y2 ) + c10 y10 + c20 y20 = f .
Since y1 and y2 are linearly independent solutions for the homogeneous
part of equation (15) we have the following system of equations:
 0 0
c1 y1 + c20 y20 = f
(16)
c10 y1 + c20 y2 = 0,
which is a system of two algebraic equations in c10 and c20 . Then (16) has a
unique solution if the determinant of the coefficient matrix is non-zero,
that is,

(EAU) y (x) y (x)

Math 2051 (Part I) October 8, 2024 53 / 63
Variation of Parameters...
However, the above determinant is the Wronskian of the functions y1 and
y2 . Since y1 and y2 are LI functions, then
W[y1 ,y2 ] (x) 6= 0.
Hence by Cramer’s rule we have:

0 y2
f y20 W1 (x)
c01 (x) = =
W (x) W (x)
and
y1 0
y0 f W2 (x)
c02 (x) = 1 =
W (x) W (x)
By integrating both sides we will get:
Z  Z 
W1 (x) W2 (x)
yp (x) = dx y1 (x) + dx y2 (x).
W(x) W(x)
(EAU) Math 2051 (Part I) October 8, 2024 54 / 63
Example
Solve the differential equation y 00 − 4y = 8x.
Solution: First solve the homogeneous equation y 00 − 4y = 0.
Then the characteristic equation is λ2 − 4 = 0, which implies λ = ±2. If y1 and y2 are
two linearly independent solutions of the equation y 00 − 4y = 0, then
y1 = e 2x , y2 = e −2x . Therefore, the general solution of the homogeneous equation is
yh (x) = c1 e 2x + c2 e −2x and

y1 y2 e 2x e −2x
W(x) = = = −2 − 2 = −4,
‘y10 y20 2e 2x −2e −2x

0 y2 e 2x
0
W1 (x) = = = −8xe −2x
8x y20 −2e −2x
8x
−2x
Therefore, c1 (x) = W
R 1 (x)
dx = −8xe dx = 2 xe −2x dx = −xe −2x − 21 e −2x and
R R
W (x) −4
R W2 (x) R 8xe 2x
dx = −2 xe dx = −xe 2x + 21 e 2x . Therefore,
R 2x
similarly c2 (x) = W (x) dx = −4
yp (x) = c1 (x)e 2x + c2 (x)e −2x a particular solution and the general solution for the
problem is y (x) = yh (x) + yp (x).

Remark: This method looks easier when the integrads (or the quotients of the
Wronskian) are simple. However, it could be very difficult to get the particular solution
when the integrand is complicated.
(EAU) Math 2051 (Part I) October 8, 2024 55 / 63
The Cauchy-Euler Equations
Let us consider linear differential equations with variable coefficients with
some special forms.
Definition
The linear differential equation with variable coefficient of the form:

an x n y (n) + an−1 x n−1 y (n−1) + · · · + a1 xy 0 + a0 y = F (x) (17)

where a0 , a1 , . . . , an are constants is called the Cauchy-Euler Equation.

Example
The linear differential equation 3x 2 y 00 − 11xy 0 + 2y = sin x is a Cauchy-Euler
equation.

To solve Cauchy-Euler DEs first we reduce the given DE into a linear

differential equation with constant coefficients and solve the given
equation with the methods derived in the previous sections.
(EAU) Math 2051 (Part I) October 8, 2024 56 / 63
Theorem
The transformation x = e t , t ∈ R reduces the Cauchy-Euler DE to a linear
DE with constant coefficients.
Let us consider the case when n = 2. In this case the equation is:
a2 x 2 y 00 + a1 xy 0 + a0 y = F (x) (18)
Let x = e t . Then, by solving for t we get t = ln x for x > 0 (or x = −e t if
x < 0) and

dy dy dt 1 dy
= . =
dx dt dx x dt
and
d 2y
 
1 d dy dy
= + .
dx 2 x dx dt dt
1 d 2y
 
d 1
= .
dx x x dt 2
 2 
dt 1 dy 1 d y dy
− 2 = − .
dx x dt x 2 dt 2 dt
(EAU) Math 2051 (Part I) October 8, 2024 57 / 63
Substituting into (18) we get:
 2 
2 1 d y dy 1 dy
a2 x 2 2
− + a1 x. + a0 y = F (e t ).
x dt dt x dt
This implies,
d 2y dy
a2 2
+ (a1 − a2 ) + a0 y = F (e t ).
dt dt
Then

d 2y dy
A2 2
+ A1 + A0 y = G (t), (19)
dt dt
where A2 = a2 , A1 = a1 − a2 , A0 = a0 and F (e t ) = G (t), which is a
second order linear differential equation with constant coefficients.
Example
Solve each of the following DEs.
1. x 2 y 00 − 2xy 0 + 2y = 0.
2. x 2 y 00 − 2xy 0 + 2y = x 3 .
(EAU) Math 2051 (Part I) October 8, 2024 58 / 63
Systems of ODE of the First Order

A system of n linear first-order equations in the n unknowns

x1 (t), x2 (t), . . . , xn (t) is a system that can be written in the form:

x10 = a11 (t)x1 + a12 (t)x2 + · · · + a1n (t)xn + f1 (t)

x20 = a21 (t)x1 + a22 (t)x2 + · · · + a2n (t)xn + f2 (t)
.. (20)
.
xn0 = an1 (t)x1 + an2 (t)x2 + · · · + ann (t)xn + fn (t),

which is called the normal form. In vector form this system becomes:

X0 = AX + F(t),

where

X = (x1 , x2 , . . . , xn )T , A = (aij )n×n , and F(t) = (f1 (t), f2 (t), . . . , fn (t))T

(EAU) Math 2051 (Part I) October 8, 2024 59 / 63

Systems of ODE of the First Order · · · continued

The system (20) is called homogeneous if F(t) ≡ 0, so that the

system becomes X0 = AX.
If F(t) 6≡ 0 for some t, the system is nonhomogeneous.

Definition
A solution vector of the system of differential equation in (20) over some
interval I is a a vector (x1 (t), x2 (t), . . . , xn (t))T whose entries are
differentiable functions that satisfies the system in (20) on the interval I .

We see how to solve such systems of equations.

The Eigenvalue Method is considered for this discussion.

(EAU) Math 2051 (Part I) October 8, 2024 60 / 63

Eigenvalue Method for Homogeneous Systems with
Constant Coefficients
Consider the system
y0 = Ay, (21)
where A = (aij )n×n is a constant matrix. That is, all the entries of A are
constants.
Given a first order ODE y 0 = ky , we have seen that its solution is given by
y = ce kt , where c is a constant.
Let y = xe λt , where x = (x1 , x2 , . . . , xn )T be a solution of the system in
(21).
Substituting this into (21) we have:

λxe λt = y0 = Ay = Axe λt and e λt 6= 0.

This implies,
Ax = λx,
which is an eigenvalue problem.
(EAU) Math 2051 (Part I) October 8, 2024 61 / 63
Eigenvalue Method for Homogeneous Systems with
Constant Coefficients
Once we find the eigenvalues λi and a corresponding eigenvector xi , the
general solution will be
y(t) = c1 x1 e λ1 t + · · · + cn xn e λn t ,
where c1 , ..., cn are constants.
Example
Solve the following systems of linear differential equations.
 0
y1 = −3y1 + y2
y20 = y1 − 3y2

The system can be written as:

 0    
y1 −3 1 y1
=
y20 1 −3 y2
(EAU) Math 2051 (Part I) October 8, 2024 62 / 63
Example · · · continued
Example
Let y(t) = xe λt . Then the corresponding eigenvalue problem will be:
    
−3 1 x1 x
Ax = λx ⇐⇒ =λ 1
1 −3 x2 x2

The eigenvalues of the coefficient matrix are λ1 = −2 and λ2 = −4

a) An eigenvector corresponding to λ1 = −2. is (1, 1)t .

b) An eigenvector corresponding to λ2 = −4 is (1, −1)t

Therefore, the general solution of the given system is

   
1 −2t 1
y(t) = c1 e + c2 e −4t
1 −1
which is equivalent to
y1 (t) = c1 e −2t + c2 e −4t
y2 (t) = c1 e −2t − c2 e −4t
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