Differential Equation ES 208 Topic 5
Differential Equation ES 208 Topic 5
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑏0 (𝑥) 𝑛 + 𝑏1 (𝑥) 𝑛−1 + ⋯ + 𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
• If 𝑅(𝑥) = 0 for all x, then the equation is called a homogeneous linear differential
equation.
• If the coefficient functions 𝑏0 , … , 𝑏𝑛 and the function R are continuous on an interval I
and 𝑏0 (𝑥) is never zero on I, then the linear equation is said to be normal on I.
𝑑2 𝑦
Example 1. 3 𝑑𝑥 2 + 𝑥𝑦 = 0: Normal for any interval.
𝑑𝑦
2. (𝑥 − 1) 𝑑𝑥 + 𝑦 = sin 𝑥: Normal for any interval which doesn’t include 1.
Proof
𝑑𝑛 𝑦
Suppose that 𝑦𝑖 is a solution of a homogeneous linear differential equation 𝑏0 (𝑥) 𝑑𝑥 𝑛 +
𝑑𝑛−1 𝑦 𝑑𝑦
𝑏1 (𝑥) + ⋯ + 𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦 = 0. Then, for any constant 𝑐𝑖 , 𝑐𝑖 ∙ 𝑦𝑖 is a solution
𝑑𝑥 𝑛−1 𝑑𝑥
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦𝑖 𝑑𝑗 (𝑐𝑖 ∙𝑦𝑖 )
because 𝑐𝑖 ∙ (𝑏0 (𝑥) 𝑑𝑥 𝑛𝑖 + 𝑏1 (𝑥) 𝑑𝑥 𝑛−1𝑖 + ⋯ + 𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦𝑖 ) = 0 and = 𝑐𝑖 ∙
𝑑𝑥 𝑑𝑥 𝑗
𝑑 𝑗 𝑦𝑖
. Moreover, we have
𝑑𝑥 𝑗
𝑘
𝑑 𝑛 𝑦𝑖 𝑑𝑛−1 𝑦𝑖 𝑑𝑦𝑖
∑ 𝑐𝑖 ∙ [𝑏0 (𝑥) + 𝑏1 (𝑥) + ⋯ + 𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦𝑖 ] = 0
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
𝑖=1
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑏0 (𝑥) 𝑛
+ 𝑏1 (𝑥) 𝑛−1
+ ⋯ + 𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
that is normal on an interval I. Suppose that 𝑥0 is any number on the interval I and 𝑦0 , 𝑦𝑖 , … , 𝑦𝑛−1
are n arbitrary real numbers. Then, a unique function 𝑦 = 𝑦(𝑥) exists such that y is a solution of
the differential equation on the interval and y satisfies the initial conditions.
𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , ⋯ , 𝑦 𝑛−1 (𝑥0 ) = 𝑦𝑛−1 .
Example Find the unique solution of the initial value problem
𝑦 ′′ + 𝑦 = 0, 𝑦(0) = 0, 𝑦 ′ (0) = 1 (1)
Hint: Use the fact that sin 𝑥 and cos 𝑥 are solutions of the differential equation.
Solution:
𝑦(𝑥0 ) = 𝑦0 𝑦′(𝑥0 ) = 𝑦1
𝑦(0) = 0 𝑦′(0) = 1
If 𝐶1 = 1 ; 𝐶2 = 0
Definition Given the functions 𝑓1 , 𝑓2 , … , 𝑓𝑛 if constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 , not all zero, exists such that
for all x in some interval 𝑎 ≤ 𝑥 ≤ 𝑏, then the functions 𝑓1 , 𝑓2 , … , 𝑓𝑛 are said to be linearly
dependent on that interval. If no such relation exists, the functions are said to be linearly
independent.
Sample Problem no.1
a. The y1(x) = sin x and y2(x) = x
Are linearly independent because the only values of C1 and C2 for which
C1 sinx + C2x = 0
For all x are C1 = 0 and C2 = 0.
b. It can be shown that two functions from a linearly dependent set if and only if one is a
constant multiple of the other. For example.
y1(x) = x and y2(x)= 3x
are linearly dependent because
C1 (x) + C2 (3x) = 0
has the nonzero solutions
C1 = -3 and C2 = 1.
Then, 𝑦1 , … , 𝑦𝑛 are linearly independent if, and only if the Wronskian of 𝑦1 , … , 𝑦𝑛 differ from
zero at least one point on the interval 𝑎 ≤ 𝑥 ≤ 𝑏.
Equivalently, 𝑦1 , … , 𝑦𝑛 are linearly dependent if, and only if the Wronskian of 𝑦1 , … , 𝑦𝑛 is zero at
all points on the interval 𝑎 ≤ 𝑥 ≤ 𝑏.
(𝑐) A = (𝐷 − 𝑥)
𝐵 = (𝐷 + 𝑥)
𝐵𝑦 = (𝐷 + 𝑥)𝑦
𝑑𝑦
𝐵𝑦 = + 𝑥𝑦
𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
A𝐵𝑦 = (𝐷 − 𝑥) (𝑦 𝑑𝑥 + 𝑥 𝑑𝑦) − 𝑥 𝑑𝑦 − 𝑥 2 𝑦
𝑑2 𝑦
A𝐵𝑦 = + 𝑦 − 𝑥2𝑦
𝑑𝑥 2
𝐴𝐵𝑦 = (𝐷2 + 1 − 𝑥 2 )𝑦
∴ 𝐴𝐵 = 𝐷2 + 1 − 𝑥 2
(𝑑) 𝐴 = (𝑥𝐷 − 1)
𝐵=𝐷
𝐵𝑦 = 𝐷𝑦
𝑑𝑦
𝐴𝐵𝑦 = (𝑥𝐷 − 1)
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
𝐴𝐵𝑦 = 𝑥 2 −
𝑑𝑥 𝑑𝑥
𝐴𝐵𝑦 = (𝑥𝐷2 − 𝐷)𝑦
∴ 𝐴𝐵 = 𝑥𝐷2 − 𝐷
Sample Problem no.2 Factor each of the operators
(a) 2𝐷2 + 3𝐷 − 2
(b) 𝐷 4 + 𝐷3 − 2𝐷2 + 4𝐷 − 24
Solution:
(a) 2𝐷2 + 3𝐷 − 2
2𝑚2 + 3𝑚 − 2 = 0
(𝑚 + 2)(2𝑚 − 1) = 0
∴ (𝐷 + 2)(2𝐷 − 1)
(b) 𝐷4 + 𝐷3 − 2𝐷2 + 4𝐷 − 24
𝑚4 + 𝑚3 − 2𝑚2 + 4𝑚 − 24 = 0
1 1 −2 4 − 24 ⌊2
2 6 8 24
1 3 4 12 0 ⌊−3
−3 0 − 12
1 0 4 0
𝐷2 + 4
𝑚1 = 2 ; 𝑚2 = −3
∴ (𝐷2 + 4)(𝐷 − 2)(𝐷 + 3)
6.6 The Fundamental Laws of Operation
Let A, B, and C be any differential operators. Then, differential operators satisfy the following:
(𝐴 + 𝐵) + 𝐶 = 𝐴 + (𝐵 + 𝐶)
(𝐴𝐵)𝐶 = 𝐴(𝐵𝐶)
Equivalently,
𝑒 𝑎𝑥 𝑓(𝐷 + 𝑎)𝑦 = 𝑓(𝐷)[𝑒 𝑎𝑥 𝑦]
Proof
By applying the product law, we have
(𝐷 − 𝑎)(𝑒 𝑎𝑥 𝑦) = 𝑒 𝑎𝑥 𝐷𝑦
(𝐷 − 𝑎)2 (𝑒 𝑎𝑥 𝑦) = 𝑒 𝑎𝑥 𝐷2 𝑦
(𝐷 − 𝑎)𝑛 (𝑒 𝑎𝑥 𝑦) = 𝑒 𝑎𝑥 𝐷𝑛 𝑦.
By adding the left side and right side after multiplying the relevant coefficient 𝑎𝑖 , 𝑖 = 0,1, ⋯ , 𝑛 −
1 and 𝑎𝑛 , we have
= 𝑒 𝑎𝑥 𝑓(𝐷)𝑦
So
𝑓(𝐷)𝑒 𝑚𝑥 = 𝑒 𝑚𝑥 𝑓(𝑚).
𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + 𝐶4 𝑥 3 + 𝐶5 𝑥 4 + 𝐶6 𝑥 5 ) 𝑒 −7𝑥