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Diff_4

Uploaded by

okeremoozcan
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Recall: Reduction of Order

...y′′ + ...y′ + ...y = ... 2nd order linear equation




y = y1 · v
y

...v′′ + ...v′ = ...




u = v′
y

...u′ + ...u = ... 1st order linear equation

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Example
Find the solution of the initial value problem
e2t
y′′ − 4y′ + 4y = , t > 0 , y(1) = 0 , y′ (1) = 2e2 .
t
Solution
(Remark: We can not use U.C. because polynomial t is in denominator.)

char. eq.: r2 − 4r + 4 = 0 ⇒ (r − 2)2 = 0 ⇒ r = 2 double root


⇒ yh = c1 e2t + c2 te2t (R.O. with y1 = e2t )
y = e v ⇒ y = e (2v + v′ ) ⇒ y′′ = e2t (4v + 4v′ + v′′ )
2t ′ 2t

e2t
e2t (4v + 4v′ + v′′ ) − 4e2t (2v + v′ ) + 4e2t v =
t
1
v′′ = ⇒ v′ = ln t + C1 ⇒ v = t ln t − t + C1 t + C2
t
general solution: y = e2t (t ln t − t + C1 t + C2 )
⇒ y = (C1 − 1)te2t + C2 e2t + te2t ln t
⇒ y′ = (C1 − 1)e2t (1 + 2t) + 2C2 e2t + e2t ln t + 2t
 2te ln t + e
2t



y(1) = 0 ⇒ e2 (C1 − 1 + C2 ) = 0

y′ (1) = 2e2 ⇒ e2 (3(C1 − 1) + 2C2 + 1) = 2e2 



C1 + C2 = 1
⇒ C1 = 2, C2 = −1 y = te2t − e2t + te2t ln t

3C1 + 2C2 = 4  . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Given that y1 (x) = x−2 is a solution of
x2 y′′ + (2x2 + 4x)y′ + (4x + 2)y = 0, find the general solution of the
differential equation x2 y′′ + (2x2 + 4x)y′ + (4x + 2)y = e−x .

Solution
(Remark: We can not use U.C. because the coefficients of y′′ , y′ , y are not constants.)

(R.O.) Let y = x−2 v ⇒ y′ = −2x−3 v + x−2 v′ ⇒ y′′ = 6x−4 v − 4x−3 v′ + x−2 v′′
x2 (6x−4 v − 4x−3 v′ + x−2 v′′ ) + (2x2 + 4x)(−2x−3 v + x−2 v′ ) + (4x + 2)x−2 v = e−x

v′′ + v′ (−4x−1 + 2 + 4x−1 ) + v(6x−2 − 4x−1 − 8x−2 + 4x−1 + 2x−2 ) = e−x


v′′ + 2v′ = e−x (Let u = v′ )

u′ + 2u = e−x (µ(x) = e 2 dx = e2x )
Z
(e2x u)′ = ex ⇒ e2x u = ex dx = ex + c1
Z
c1 −2x
v′ = u = e−x + c1 e−2x ⇒ v = e−x + c1 e−2x dx = −e−x − e + c2
2
( )
c1 −2x c1
y = x−2 (−e−x − e + c2 ) y=− x−2 e−2x + c2 x−2 − x−2 e−x
2 2

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Recall: Variation of Parameters

a(t)y′′ + b(t)y′ + c(t)y = d(t)


If yh = c1 y1 + c2 y2 then we write the general solution as
y = u1 y1 + u2 y2 where:


eq.1: u1 y1 + u2 y2 = 0 
′ ′
−d · y2 d · y1
d ⇒ u′1 = , u′2 =
eq.2: u′1 y′1 + u′2 y′2 = 
 a·W a·W
a
 
 y1 y2 
where W = W(y1 , y2 ) = 
y′1 y′2

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Example
Use the method of variation of parameters to find the general solution
of the D.E. y′′ + 3y′ + 2y = xex + e−2x
Solution
r2 + 3r + 2 = 0 ⇒ (r + 1)(r + 2) = 0 ⇒ r1 = −1 , r2 = −2
e−x +c2 e|{z}
⇒ yh = c1 |{z} −2x

y1 y2
(VP) Let y = u1 e−x + u2 e−2x where



eq.1: u′1 e−x + u′2 e−2x = 0
x −2x
xe + e 

eq.2: −u′1 e−x − u′2 2e−2x =
1
eq.1 ⇒ u′1 = −u′2 e−x

eq.2 ⇒ u′2 e−2x − u′2 2e−2x = xex + e−2x


⇒ −u′2 e−2x = xex + e−2x
⇒ u′2 = −xe3x − 1 ⇒ u′1 = xe2x + e−x

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. . . . . . . . . . . . . . . . . . . .
Z !
2x
2x −x u = x, dv = e dx
u1 = xe +e dx
|{z} e2x
du = dx, v =
Z 2x 2
xe2x e
= − dx − e−x
2 2
xe2x e2x
= − − e−x + C1
2 4
Z !
3x
3x u = −x, dv = e dx
u2 = −xe −1 dx e3x
| {z } du = −dx, v =
Z 3
−xe3x −e3x
= − dx − x
3 3
−xe3x e3x
= + − x + C2
3 9
   
xe2x e2x −xe3x e3x
y= − − e−x + C1 e−x + + − x + C2 e−2x
2 4 3 9
   
−x −2x x 5 x −2x
y = C1 e + (C2 − 1)e + − e − xe
6 36

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. . . . . . . . . . . . . . . . . . . .
Example
a) Show that y1 (x) = x + 1 and y2 (x) = x2 form a fundamental set
of solutions for the D.E. (x2 + 2x)y′′ − (2x + 2)y′ + 2y = 0 , x > 0
b) Find the general solution of the D.E.
(x2 + 2x)y′′ − (2x + 2)y′ + 2y = (x + 2)2 , x > 0
Solution
a) y1 = x + 1 ⇒ y′1 = 1 ⇒ y′′1 = 0
(x2 + 2x)y′′1 − (2x + 2)y′1 + 2y1 = (x2 + 2x) · 0 − (2x + 2) · 1 + 2 · (x + 1)

= −2x − 2 + 2x + 2

= 0 ⇒ y1 is a sol.
y2 = x 2
⇒ y′2 = 2x ⇒ y′′2 =2
2
(x + 2x)y′′2 − (2x + 2)y′2 + 2y2 = (x2 + 2x) · 2 − (2x + 2) · 2x + 2 · x2

= 2x2 + 4x − 4x2 − 4x + 2x2

= 0 ⇒ y2 is a sol.

x+1 x2
W(y1 , y2 )(t) = = 2x(x + 1) − x2 = 2x ̸= 0
1 2x
⇒ y1 , y2 form a fundamental set of solutions for the.
. .
D.E.
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b) (VP) Let y = u1 (x + 1) + u2 x2 where

eq.1: u′1 · (x + 1) + u′2 · x2 = 0 

(x + 2)2 

eq.2: u′1 · 1 + u′2 · 2x =
x2 + 2x
x2
eq.1 ⇒ u′1 = −u′2 ·
x+1
x2 (x + 2)2
eq.2 ⇒ −u′2 · + u′2 · 2x =
x + 1  x(x + 2)
x2 x+2
⇒ u′2 2x − =
x+1 x
′ x2 + 2x x+2
⇒ u2 · =
x+1 x
′ x(x + 2) x+2
⇒ u2 · =
x+1 x
x+1
⇒ u′2 = ⇒ u′1 = −1
x2
Z Z Z
x+1 1 1 1
u1 = −1 dx = −x + c1 u2 = dx = + dx = ln x − + c2
x2 x x2 x
 
1
y = (−x + c1 ) (x + 1) + ln x − + c2 x2
x . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Find the solution of the initial value problem
e2t
y′′ − 4y′ + 4y = , t > 0 , y(1) = 0 , y′ (1) = 2e2
t
Solution
e2t +c2 |{z}
r2 − 4r + 4 = 0 ⇒ (r − 2)2 = 0 ⇒ r1 = r2 = 2 ⇒ yh = c1 |{z} te2t
y1 y2
(VP) Let y = u1 e2t + u2 te2t where



eq.1: u′1 e2t + u′2 te2t = 0 

e2t

eq.2: u′1 2e2t + u′2 e2t (1 + 2t) = t 

1
eq.1 ⇒ u′1 = −tu′2

e2t 1
eq.2 ⇒ −tu′2 2e2t + u′2 e2t (1 + 2t) = ⇒ u′2 = ⇒ u′1 = −1
t t

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. . . . . . . . . . . . . . . . . . . .
Z Z
1
u1 = −1 dt = −t + C1 , u2 = dt = ln t + C2
t

general solution: y = [−t + C1 ] e2t + [ln t + C2 ] te2t

⇒ y = C1 e2t + (C2 − 1)te2t + te2t ln t

⇒ y′ = 2C1 e2t + (C2 − 1)e2t (1 + 2t) + e2t ln t + 2te2t ln t + e2t





y(1) = 0 ⇒ e2 (C1 + C2 − 1) = 0

y′ (1) = 2e2 ⇒ e2 (2C1 + 3(C2 − 1) + 1) = 2e2 



C1 + C2 = 1
⇒ ⇒ C1 = −1, C2 = 2

2C1 + 3C2 = 4 

y = −e2t + te2t + te2t ln t

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