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Differential Equation ES 208 Topic 5

The document discusses linear differential equations, defining the general linear equation of order n and explaining the concepts of homogeneous equations and normal equations. It includes theorems on the existence and uniqueness of solutions, linear independence of functions, and the Wronskian as a determinant for assessing linear dependence. Examples illustrate these concepts, including the unique solution to an initial value problem and the linear independence of specific functions.

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0% found this document useful (0 votes)
12 views

Differential Equation ES 208 Topic 5

The document discusses linear differential equations, defining the general linear equation of order n and explaining the concepts of homogeneous equations and normal equations. It includes theorems on the existence and uniqueness of solutions, linear independence of functions, and the Wronskian as a determinant for assessing linear dependence. Examples illustrate these concepts, including the unique solution to an initial value problem and the linear independence of specific functions.

Uploaded by

rj.paano3000
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Differential Equation

Linear Differential Equations


6.1 The General Linear Equation
General Linear Differential Equation of Order n:

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.

Definition Let 𝑦1 , … , 𝑦𝑘 be functions and 𝑐1 , … , 𝑐𝑘 be constants. Then, 𝑦 = 𝑐1 𝑦1 + ⋯ + 𝑐𝑘 𝑦𝑘


is called a linear combination of functions 𝑦1 , … , 𝑦𝑘 .

Theorem Any linear combination of solutions of a homogeneous linear differential equation


is also a solution.

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

Thus, that implies


𝑘 𝑘 𝑘
𝑑𝑛 𝑑
𝑏0 (𝑥) 𝑛 (∑ 𝑐𝑖 𝑦𝑖 ) + ⋯ + 𝑏𝑛−1 (𝑥) (∑ 𝑐𝑖 𝑦𝑖 ) + 𝑏𝑛 (𝑥) (∑ 𝑐𝑖 𝑦𝑖 ) = 0
𝑑𝑥 𝑑𝑥
𝑖=1 𝑖=1 𝑖=1

Therefore, the theorem is proved.

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

6.2 An Existence and Uniqueness Theorem


Theorem 6.1 Given an n-th order differential equation

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

We observe that sin x and cos x are solutions of (1),


𝑦 = 𝐶1 𝑠𝑖𝑛𝑥 + 𝐶2 𝑐𝑜𝑠𝑥
𝑦 = (1)𝑠𝑖𝑛(0) + (0)𝑐𝑜𝑠(0) = 0
𝑦′ = 𝐶1 𝑐𝑜𝑠𝑥 + − 𝐶2 𝑠𝑖𝑛𝑥
𝑦′ = (1)cos(0) + − (1)sin(0)
𝑦′ = 1

6.3 Linear Independence


Definition (Basic Definition in Linear Algebra) A finite subset of n vectors, 𝑣1 , 𝑣2 , … , 𝑣𝑛 , from
the vector space V, is linearly dependent if and only if there exists a setoff n scalars, 𝑎1 , 𝑎2 , … , 𝑎𝑛 ,
not all zero, such that 𝑎1 𝑣1 + 𝑎2 𝑣2 + ⋯ + 𝑎𝑛 𝑣𝑛 = 0. Otherwise, a finite subset of n vectors,
𝑣1 , 𝑣2 , … , 𝑣𝑛 is called linearly independent. That is, a finite subset of n vectors, 𝑣1 , 𝑣2 , … , 𝑣𝑛 is
linearly independent 𝑎1 𝑣1 + 𝑎2 𝑣2 + ⋯ + 𝑎𝑛 𝑣𝑛 = 0 only if 𝑎1 = 𝑎2 = ⋯ = 𝑎𝑛 = 0. Note that the
zero on the right is the zero vector, not the number zero.

Definition Given the functions 𝑓1 , 𝑓2 , … , 𝑓𝑛 if constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 , not all zero, exists such that

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

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

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.

6.4 The Wronskian


Remark: The determinant of a matrix (with real or complex entries, say) is zero if and only if the
column vectors of the matrix are linearly dependent.
Question: What is the sufficient condition that n functions are linearly independent on an interval
𝑎 ≤ 𝑥 ≤ 𝑏?
Assume that each of the functions 𝑓1 , 𝑓2 , … , 𝑓𝑛 is differentiable at least (𝑛 − 1) times in the interval
𝑎 ≤ 𝑥 ≤ 𝑏. Then, the equation 𝑐1 𝑓1 + 𝑐2 𝑓2 + ⋯ + 𝑐𝑛 𝑓𝑛 = 0 implies
𝑐1 𝑓′1 + 𝑐2 𝑓′2 + ⋯ + 𝑐𝑛 𝑓′𝑛 = 0
𝑐1 𝑓′′1 + 𝑐2 𝑓′′2 + ⋯ + 𝑐𝑛 𝑓′′𝑛 = 0

(𝑛−1) (𝑛−1) (𝑛−1)
𝑐1 𝑓1 + 𝑐2 𝑓2 + ⋯ + 𝑐𝑛 𝑓𝑛 =0
That is,
𝑓1 (𝑥) 𝑓2 (𝑥) ⋯ 𝑓𝑛 (𝑥) 𝑐1 0
𝑓′1 (𝑥) 𝑓′2 (𝑥) ⋯ 𝑓′𝑛 (𝑥) 𝑐2
( ⋮ ) = (0)
⋮ ⋮ ⋮ ⋮ ⋮
(𝑛−1) (𝑛−1) (𝑛−1) 𝑐
(𝑓1 (𝑥) 𝑓2 (𝑥) ⋯ 𝑓𝑛 (𝑥)) 𝑛 0
If 𝑊 = 0; linearly dependent
If 𝑊 ≠ 0; linearly independent

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Wronskian for n functions 𝑓1 , , … , 𝑓𝑛

𝑓1 (𝑥) 𝑓2 (𝑥) ⋯ 𝑓𝑛 (𝑥)


𝑓′ (𝑥) 𝑓′2 (𝑥) ⋯ 𝑓′𝑛 (𝑥)
𝐖(𝑥) = | 1 |
⋮ ⋮ ⋮ ⋮
(𝑛−1)
𝑓1 (𝑥) 𝑓2(𝑛−1) (𝑥) ⋯ 𝑓𝑛(𝑛−1) (𝑥)

Example1: Show that the functions {𝑒 𝑥 , 𝑒 2𝑥 , 𝑒 3𝑥 } are linearly independent


Solution:
𝑒𝑥 𝑒 2𝑥 𝑒 3𝑥
𝐖[𝑒 𝑥 , 𝑒 2𝑥 , 𝑒 3𝑥 ] = |𝑒 𝑥 2𝑒 2𝑥 3𝑒 3𝑥 |
𝑒𝑥 4𝑒 2𝑥 9𝑒 3𝑥
= (18𝑒 6𝑥 + 4𝑒 6𝑥 + 3𝑒 6𝑥 ) − (2𝑒 6𝑥 + 9𝑒 6𝑥 + 12𝑒 6𝑥 )
= 25𝑒 6𝑥 − 23𝑒 6𝑥
= 2𝑒 6𝑥 ≠0
Example 2: Show that cos(𝑤𝑡 − 𝛽),cos 𝑤𝑡, sin 𝑤𝑡 are linearly dependent functions of t.
Solution:
cos(𝑤𝑡 − 𝛽) cos 𝑤𝑡 sin 𝑤𝑡
𝐖[cos(𝑤𝑡 − 𝛽), cos 𝑤𝑡 , sin 𝑤𝑡] = | −wsin (𝑤𝑡 − 𝛽) −wsin 𝑤𝑡 wcos 𝑤𝑡 |
2 2
−𝑤 cos(𝑤𝑡 − 𝛽) −𝑤 cos 𝑤𝑡 −𝑤 2 sin 𝑤𝑡
= [𝑤 3 sin 𝑤𝑡 cos(𝑤𝑡 − 𝛽) − 𝑤 3 cos 𝑤𝑡 cos(𝑤𝑡 − 𝛽) + 𝑤 3 sin 𝑤𝑡 cos𝑤t sin(𝑤𝑡 − 𝛽)]
−[𝑤 3 sin 𝑤𝑡 cos(𝑤𝑡 − 𝛽) − 𝑤 3 cos 𝑤𝑡 cos(𝑤𝑡 − 𝛽) + 𝑤 3 sin 𝑤𝑡 cos𝑤t sin(𝑤𝑡 − 𝛽)]
𝐖=𝟎

Theorem 6.2 Assume that, on the interval 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑏0 (𝑥) ≠ 0, 𝑏0 , 𝑏1 , … , 𝑏𝑛 are continuous


and 𝑦1 , 𝑦2 , … , 𝑦𝑛 are solutions of the equation

𝑏0 𝑦 (𝑛) + 𝑏1 𝑦 (𝑛−1) + ⋯ + 𝑏𝑛−1 𝑦 ′ + 𝑏𝑛 𝑦 = 0.

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.

6.5 Differential Operators


Notation:
𝑑𝑦 𝑑𝑘 𝑦
• 𝐷 = 𝑚 ≔ 𝑑𝑥 , ⋯ , 𝐷 𝑘 ≔ 𝑑𝑥 𝑘

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

• Differential operator of order n:


𝐴 = 𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛
Equivalently, for any function y,
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝐴𝑦 = 𝑎0 + 𝑎1 + ⋯ + 𝑎 𝑛−1 + 𝑎𝑛 𝑦
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
Remark: 𝑎𝑖 may be functions of x. However, we will consider only the case that 𝑎𝑖 are
constants.
• Two operators A and B are equal if, and only if 𝐴𝑦 = 𝐵𝑦 for all functions y possessing the
derivatives necessary for the operations involved.
• 𝐴𝐵𝑦 = 𝐴(𝐵𝑦 )
• 𝐴𝐵 = 𝐵𝐴 if all coefficients 𝑎𝑖 are constants.
• 𝐷𝑚 𝐷𝑛 = 𝐷𝑚+𝑛
Sample Problem no.1 Perform the indicated multiplications
(a) (4𝐷 + 1)(𝐷 − 2)
(b) (𝐷 + 2)(𝐷2 − 2𝐷 + 5)
(c) (𝐷 − 𝑥)((𝐷 + 𝑥))
(d) (𝑥𝐷 − 1)𝐷
Solution:
(a) 𝐴 = (4𝐷 + 1)
𝐵 = (𝐷 − 2)
𝐵𝑦 = (𝐷 − 2)𝑦
𝑑𝑦
𝐵𝑦 = − 2𝑦
𝑑𝑥
𝑑𝑦
𝐴𝐵𝑦 = (4𝐷 + 1) ( − 2𝑦)
𝑑𝑥
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
=4 2
+ −8 − 2𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝐴𝐵𝑦 = (4𝐷2 − 7𝐷 − 2) 𝑦
∴ 𝐴𝐵 = (4𝐷2 − 7𝐷 − 2)
(b) 𝐴 = (𝐷 + 2)
𝐵 = (𝐷2 − 2𝐷 + 5)
𝑑2𝑦 𝑑𝑦
𝐵𝑦 = 2 − 2 + 5𝑦
𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
𝐴𝐵𝑦 = (𝐷 + 2) ( 2
−2 + 5𝑦)
𝑑𝑥 𝑑𝑥

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

𝑑3𝑦 𝑑2𝑦 𝑑𝑦 𝑑2𝑦 𝑑𝑦


𝐴𝐵𝑦 = 3 + 2 2 − 4 −2 2+5 + 10𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑 3 𝑦 𝑑𝑦
𝐴𝐵𝑦 = 3 + + 10𝑦
𝑑𝑥 𝑑𝑥
𝐴𝐵𝑦 = (𝐷3 + 𝐷 + 10) 𝑦
∴ 𝐴𝐵 = 𝐷3 + 𝐷 + 10

(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)

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

(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:

1. The commutative law of addition:


𝐴+𝐵 =𝐵+𝐴
2. The associative law of addition:

(𝐴 + 𝐵) + 𝐶 = 𝐴 + (𝐵 + 𝐶)

3. The associative law of multiplication:

(𝐴𝐵)𝐶 = 𝐴(𝐵𝐶)

4. The distributive law of multiplication with respect to addition:


𝐴(𝐵 + 𝐶) = 𝐴𝐵 + 𝐴𝐶
5. If A and B are operators with constant coefficients, they satisfy the commutative law of
multiplication:
𝐴𝐵 = 𝐵𝐴
6.7 Some Properties of Differential Operators

Exponential Shift: Let 𝑓(𝐷) = 𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 , where 𝑎𝑖 is a constant, 𝑖 =


0,1, ⋯ , 𝑛. Then,

𝑒 𝑎𝑥 𝑓(𝐷)𝑦 = 𝑓(𝐷 − 𝑎)[𝑒 𝑎𝑥 𝑦] ⋯∗

Equivalently,
𝑒 𝑎𝑥 𝑓(𝐷 + 𝑎)𝑦 = 𝑓(𝐷)[𝑒 𝑎𝑥 𝑦]

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

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 = 𝑓(𝐷 − 𝑎)[𝑒 𝑎𝑥 𝑦]

Therefore, the right side of the * is:


𝑓(𝐷 − 𝑎)[𝑒 𝑎𝑥 𝑦]

= (𝑎0 (𝐷 − 𝑎)𝑛 + 𝑎1 (𝐷 − 𝑎)𝑛−1 + ⋯ + 𝑎𝑛−1 (𝐷 − 𝑎))[𝑒 𝑎𝑥 𝑦]

= 𝑎0 (𝐷 − 𝑎)𝑛 (𝑒 𝑎𝑥 𝑦) + 𝑎1 (𝐷 − 𝑎)𝑛−1 (𝑒 𝑎𝑥 𝑦) + ⋯ + 𝑎𝑛−1 (𝐷 − 𝑎)(𝑒 𝑎𝑥 𝑦) + 𝑎𝑛 (𝑒 𝑎𝑥 𝑦)

= 𝑎0 𝑒 𝑎𝑥 𝑦𝐷𝑛 𝑦 + 𝑎1 𝑒 𝑎𝑥 𝑦𝐷𝑛−1 𝑦 + ⋯ + 𝑎𝑛−1 𝑒 𝑎𝑥 𝑦𝐷𝑦 + 𝑒 𝑎𝑥 𝑦 ∙ 𝑎𝑛 𝑦

= 𝑒 𝑎𝑥 (𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 )𝑦

= 𝑒 𝑎𝑥 𝑓(𝐷)𝑦

Remark For constant m and positive integral k, 𝐷𝑘 𝑒 𝑚𝑥 = 𝑚𝑘 𝑒 𝑚𝑥 . Thus,

𝑓(𝐷)𝑒 𝑚𝑥 = 𝑎0 𝑚𝑛 𝑒 𝑚𝑥 + 𝑎1 𝑚𝑛−1 𝑒 𝑚𝑥 + ⋯ + 𝑎𝑛−1 𝑚𝑒 𝑚𝑥 + 𝑎𝑛 𝑒 𝑚𝑥

So
𝑓(𝐷)𝑒 𝑚𝑥 = 𝑒 𝑚𝑥 𝑓(𝑚).

Therefore, if m is a root of the equation 𝑓(𝑚) = 0, then 𝑓(𝐷)𝑒 𝑚𝑥 = 0.

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Sample Problem no.1 Solve the equation (4𝐷2 − 7𝐷 − 2)𝑦 = 0.


Solution:
2𝑚2 + 3𝑚 − 2 = 0
or
(𝑚 + 2)(2𝑚 − 1) = 0

Of which roots are 𝑚1 = −2 and 𝑚2 = ½

With the aid of equation 𝑓(𝐷)𝑒 𝑚𝑥 = 𝑒 𝑚𝑥 𝑓(𝑚) it can be seen that

(4𝐷2 − 7𝐷 − 2)𝑒 −2𝑥 = 0


And that
(4𝐷2 − 7𝐷 − 2)𝑒 ½𝑥 = 0.
In other words, 𝑦1 = 𝑒 −2𝑥 and 𝑦2 = 𝑒 ½𝑥 are solutions of (4𝐷2 − 7𝐷 − 2)𝑦 = 0.

Sample Problem no.2 Solve the equation (𝐷 + 7)6 𝑦 = 0.


Solution:
First we multiply by e7x to obtain
𝑒 7𝑥 (𝐷 + 7)6 𝑦 = 0

Applying the exponential shift


𝐷6 (𝑒 7𝑥 𝑦) = 0
Integrating six times gives us
𝑒 7𝑥 𝑦 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + 𝐶4 𝑥 3 + 𝐶5 𝑥 4 + 𝐶6 𝑥 5
−7𝑥
Multiplying by 𝑒 and finally,

𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + 𝐶4 𝑥 3 + 𝐶5 𝑥 4 + 𝐶6 𝑥 5 ) 𝑒 −7𝑥

Instructor: Leonel L. Pabilona, D.Eng.

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