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Simultaneous linear DES. محاضرة 3

The document provides solutions to differential equations using the method of elimination and the method of undetermined coefficients. It includes examples of finding general solutions for equations like (D^4 - 1)y = sin^2(x) and (D^4 - 1)y = sin(x), detailing the steps to derive the complementary and particular solutions. Additionally, it covers simultaneous linear differential equations with constant coefficients, demonstrating the elimination method to solve such systems.

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Taha Mahmoud
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0% found this document useful (0 votes)
17 views

Simultaneous linear DES. محاضرة 3

The document provides solutions to differential equations using the method of elimination and the method of undetermined coefficients. It includes examples of finding general solutions for equations like (D^4 - 1)y = sin^2(x) and (D^4 - 1)y = sin(x), detailing the steps to derive the complementary and particular solutions. Additionally, it covers simultaneous linear differential equations with constant coefficients, demonstrating the elimination method to solve such systems.

Uploaded by

Taha Mahmoud
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
You are on page 1/ 9

Example A: Find the general solution (𝑫𝟒 − 𝟏)𝒚 = 𝒔𝒊𝒏𝟐𝒙?

solution:

𝝀𝟒 − 𝟏 = 𝟎, (𝝀𝟐 − 𝟏)(𝝀𝟐 + 𝟏) = 𝟎, 𝝀 = ±𝟏, ±𝒊,

𝒚𝒄 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒄𝒐𝒔𝒙 + 𝒄𝟒 𝒔𝒊𝒏𝒙

1 1
𝑦𝑝 = 𝑠𝑖𝑛2𝑥 = 𝑠𝑖𝑛2𝑥
(𝑫𝟒 − 𝟏) ((𝑫𝟐 )𝟐 − 𝟏)

1 1
𝑦𝑝 = 𝑠𝑖𝑛2𝑥 = sin 2𝑥,
((−𝟐𝟐 )𝟐 − 𝟏) 15

1
𝑦𝑝 = sin 2𝑥
15

the general solution:

1
𝑦 = 𝑦𝑝 + 𝑦𝑐 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒄𝒐𝒔𝒙 + 𝒄𝟒 𝒔𝒊𝒏𝒙 + sin 2𝑥
15

Example B: Find the general solution (𝑫𝟒 − 𝟏)𝒚 = 𝒔𝒊𝒏𝒙?

Solution:
𝒚𝒄 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒄𝒐𝒔𝒙 + 𝒄𝟒 𝒔𝒊𝒏𝒙

𝑒 𝑖𝑥 = 𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥
1 1 1
𝑦𝑝 = 𝑠𝑖𝑛𝑥 = 𝑠𝑖𝑛𝑥 = 𝑠𝑖𝑛𝑥,
((𝑫𝟐 )𝟐 − 𝟏) ((−𝟏𝟐 )𝟐 − 𝟏) (0)

Page 1 of 9
1 1 1 1
𝑦𝑝 = 𝐼𝑀
(𝑫𝟒 −𝟏)
(𝑒 𝑖𝑥 ) = 𝐼𝑀 {(𝑫𝟐 −𝟏)(𝑫𝟐 +𝟏) (𝑒 𝑖𝑥 )} = 𝐼𝑀 {(𝑫𝟐 +𝟏) ∗ (𝑫𝟐 −𝟏) (𝑒 𝑖𝑥 )}
1 1 1 1 1 1
= 𝐼𝑀 {
(𝑫𝟐 +𝟏)

((𝒊)𝟐 −𝟏)
(𝑒 𝑖𝑥 )} = 𝐼𝑀 {(𝑫𝟐 +𝟏) (−𝟐)
(𝑒 𝑖𝑥 )} = 𝐼𝑀 {(𝑫+𝒊)(𝑫−𝒊) (−𝟐)
(𝑒 𝑖𝑥 )}

1 1 1 1 1 1
= 𝐼𝑀 { ∗ (𝑒 𝑖𝑥 )} = 𝐼𝑀 { (𝑒 𝑖𝑥 )}
(𝑫 − 𝒊) (𝑫 + 𝒊) (−𝟐) (𝑫 − 𝒊) (𝒊 + 𝒊) (−𝟐)

1 1 1 𝑥
= 𝐼𝑀 { (𝑒 𝑖𝑥 )} = 𝐼𝑀 { (𝑒 𝑖𝑥 ) }
(𝑫 − 𝒊) (−𝟒𝒊) (−𝟒𝒊) 1!

1 𝑥 1 𝑥𝑐𝑜𝑠𝑥 𝑖𝑥𝑠𝑖𝑛𝑥
= 𝐼𝑀 { (𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥)} = 𝐼𝑀 { − }
(−𝟒𝒊) 1! (−𝟒𝒊) 1! −4𝑖
𝑖 𝑥𝑐𝑜𝑠𝑥 𝑥𝑠𝑖𝑛𝑥 𝑥𝑐𝑜𝑠𝑥
= 𝐼𝑀 { + }=
(−𝟒 ∗ 𝒊 ∗ 𝒊) 1! 4 4

𝑥𝑐𝑜𝑠𝑥
𝑦 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒄𝒐𝒔𝒙 + 𝒄𝟒 𝒔𝒊𝒏𝒙 +
4

Investigation:

(𝑫𝟒 − 𝟏)𝒚 = 𝒔𝒊𝒏𝒙

𝒙 −𝒙
𝑥𝑐𝑜𝑠𝑥 (𝟒)
𝑳. 𝑯. 𝑺 = [𝒄𝟏 𝒆 + 𝒄𝟐 𝒆 + 𝒄𝟑 𝒄𝒐𝒔𝒙 + 𝒄𝟒 𝒔𝒊𝒏𝒙 + ]
4
𝑥𝑐𝑜𝑠𝑥
− [𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒄𝒐𝒔𝒙 + 𝒄𝟒 𝒔𝒊𝒏𝒙 + ] = 𝒔𝒊𝒏𝒙 = 𝑳. 𝑯. 𝑺
4

Page 2 of 9
Simultaneous linear differential equations with constant coefficients

1- Elimination Method in Solving LDEs

𝒅
EXAMPLE 1: Solve 𝐷𝑥 + (𝐷 + 2)𝑦 = 0, (𝐷 − 3)𝑥 − 2𝑦 = 0? (𝑫 = ) (1)
𝒅𝒕
solution:
Operating on the first equation by 𝐷−3 and on the second by 𝐷 and then subtracting eliminates 𝑥 from
the system

(𝐷 − 3)[𝐷𝑥 + (𝐷 + 2)𝑦 = 0],


−{𝐷[(𝐷 − 3)𝑥 − 2𝑦 = 0]}
[(𝐷 − 3)(𝐷 + 2) + 2𝐷]𝑦 = 0

[(𝐷 − 3)(𝐷 + 2) + 2𝐷]𝑦 = (D2 + D − 6)y = 0.

(D2 + D − 6)y = 0

Auxiliary equation: λ2 + λ − 6 = (λ + 3)(λ − 2) = 0, λ = 2, −3

𝑦(𝑡) = 𝑐1 𝑒2𝑡 + 𝑐2 𝑒−3𝑡 (2)

Eliminating 𝑦 in a similar manner yields:

2[𝐷𝑥 + (𝐷 + 2)𝑦 = 0],

(𝐷 + 2)[(𝐷 − 3)𝑥 − 2𝑦 = 0]

(𝐷 + 2)(𝐷 − 3)𝑥 + 2𝐷𝑥 = (𝐷2 + 𝐷 − 6)𝑥 = 0

(𝐷2 + 𝐷 − 6)𝑥 = 0

Auxiliary equation: λ2 + λ − 6 = (λ + 3)(λ − 2) = 0, λ = 2, −3

𝑥(𝑡) = 𝑐3 𝑒2𝑡 + 𝑐4 𝑒−3𝑡 (3)

Substituting (2) and (3) into the first equation of (1) gives
Page 3 of 9
𝐷𝑥 + (𝐷 + 2)𝑦 = 0

𝐷[𝑐3 𝑒2𝑡 + 𝑐4 𝑒−3𝑡 ] + (𝐷 + 2)[𝑐1 𝑒2𝑡 + 𝑐2 𝑒−3𝑡 ] = 0

2𝑐3 𝑒2𝑡 − 3𝑐4 𝑒−3𝑡 + 2𝑐1 𝑒2𝑡 + 2𝑐2 𝑒−3𝑡 + 2𝑐1 𝑒2𝑡 − 3𝑐2 𝑒−3𝑡 = 0,

𝑒 2𝑡 (2𝑐3 + 4𝑐1 ) + 𝑒 −3𝑡 (−3𝑐4 − 𝑐2 ) = 0,

1
𝑐3 = −2𝑐1 , 𝑐4 = − 𝑐2
3

1
𝑥(𝑡) = −2𝑐1 𝑒 2𝑡 − 𝑐2 𝑒 −3𝑡 ,
3
𝑦(𝑡) = 𝑐1 𝑒 2𝑡 + 𝑐2 𝑒 −3𝑡 .

EXAMPLE 2 𝑠𝑜𝑙𝑣𝑒 𝑥 ′ − 4𝑥 + 𝑦 ′′ = 𝑡 2 , 𝑥′ + 𝑥 + 𝑦′ = 0?(Solution by Elimination) (1)


Solution:
First we write the system in differential operator notation:
(𝐷 − 4)𝑥 + 𝐷2 𝑦 = 𝑡2 , (𝐷 + 1)𝑥 + 𝐷𝑦 = 0.

2
[(𝐷 − 4)𝑥 + 𝐷 𝑦 = 𝑡2 ],

−{𝐷[(𝐷 + 1)𝑥 + 𝐷𝑦 = 0]}

(−𝐷2 − 𝐷 + 𝐷 − 4)𝑥 = 𝑡 2 ,

(𝐷2 + 4)𝑥 = −𝑡 2

𝜆2 + 4 = 0, 𝜆 = ±2𝑖 ,

𝑥𝑐 (𝑡) = 𝑐1 𝑐𝑜𝑠2𝑡 + 𝑐2 𝑠𝑖𝑛2𝑡


1 −1
1 2 2 1 𝐷2
𝑥𝑝 = (−𝑡 )= 𝐷2
4
(−𝑡 )= (1 + ) (−𝑡 2 )
(𝐷2 +4) ( +1) 4 4
4

Page 4 of 9
2
1 𝐷2 𝐷2 𝑡2 1
= {1 − + ( ) −. . . } (−𝑡 2 ) = − +
4 4 4 4 8

𝑡2 1
𝑥𝑝 (𝑡) = − +
4 8

𝑡2 1
𝒙(𝒕) = 𝑐1 𝑐𝑜𝑠2𝑡 + 𝑐2 𝑠𝑖𝑛2𝑡 − + (2)
4 8

By eliminating 𝑥, we obtain
(𝐷 + 1)[(𝐷 − 4)𝑥 + 𝐷 2 𝑦 = 𝑡 2 ],
−(𝐷 − 4)[(𝐷 + 1)𝑥 + 𝐷𝑦 = 0]

(𝐷 + 1)𝐷 2 𝑦 − 𝐷 (𝐷 − 4)𝑦 = (𝐷 + 1)𝑡 2 = 2𝑡 + 𝑡 2 ,

(𝐷 3 + 4𝐷)𝑦 = 2𝑡 + 𝑡 2

𝐷(𝐷 2 + 4)𝑦 = 2𝑡 + 𝑡 2

Auxiliary equation: 𝜆(𝜆2 + 4) = 0, 𝜆 = 0, ±2𝑖

𝒚𝒄 (𝒕) = 𝒄𝟑 𝒆𝟎𝒙 + 𝒄𝟒 𝒄𝒐𝒔𝟐𝒙 + 𝒄𝟓 𝒔𝒊𝒏𝟐𝒙

1 1
𝒚𝒑 (𝒕) = 2
(2𝑡 + 𝑡2 ) = 2
(2𝑡 + 𝑡2 )
𝐷 ( 𝐷 + 4) 𝐷
4𝐷 ( + 1)
4
2 3
1 𝐷2 𝐷2 𝐷2
= [1 − + ( ) − ( ) +. . . . ] (2𝑡 + 𝑡2 )
4𝐷 4 4 4

1 1 𝐷 𝐷3 2
𝑡2 𝑡3 𝑡 𝑡3 𝑡2 𝑡
𝑦𝑝 (𝑡) = [ − + −. . . . ] (2𝑡 + 𝑡 ) = + − = + −
4 𝐷 4 16 4 12 8 12 4 8

𝒕𝟑 𝒕𝟐 𝒕
𝒚𝒑 (𝒕) = + −
𝟏𝟐 𝟒 𝟖

𝒕𝟑 𝒕𝟐 𝒕
𝒚 = 𝒄𝟑 + 𝒄𝟒 𝒄𝒐𝒔𝟐𝒙 + 𝒄𝟓 𝒔𝒊𝒏𝟐𝒙 + + − (3)
𝟏𝟐 𝟒 𝟖
Page 5 of 9
Now 𝑐4 and 𝑐5 can be expressed in terms of 𝑐2 and 𝑐3 by substituting (3) and (2) into either equation of (1).

−𝟏 𝟏
𝒄𝟏 = (𝟒𝒄𝟓 + 𝟐𝒄𝟑 ), 𝒄𝟐 = (𝟒𝒄𝟓 + 𝟐𝒄𝟑 )
𝟓 𝟓

𝒕𝟑 𝒕𝟐 𝒕
𝒚(𝒕) = 𝒄𝟑 + 𝒄𝟒 𝒄𝒐𝒔𝟐𝒙 + 𝒄𝟓 𝒔𝒊𝒏𝟐𝒙 + + −
𝟏𝟐 𝟒 𝟖

−𝟏 𝟏 𝑡2 1
𝒙(𝒕) = (𝟒𝒄𝟓 + 𝟐𝒄𝟑 )𝑐𝑜𝑠2𝑡 + (𝟒𝒄𝟓 + 𝟐𝒄𝟑 )𝑠𝑖𝑛2𝑡 − +
𝟓 𝟓 4 8

2- Determinant method in Solving LDEs

EX1: Solve 𝑫𝒙 + (𝑫 + 𝟐)𝒚 − 𝒆𝒕 = 𝟎, (𝑫 − 𝟑)𝒙 − 𝟐𝒚 + 𝒕 = 𝟎? (𝑫 = 𝒅𝒕𝒅 )

Solution:

𝑫𝒙 + (𝑫 + 𝟐)𝒚 = 𝑒 𝑡 ,

(𝑫 − 𝟑)𝒙 − 𝟐𝒚 = −𝑡

𝐷 𝐷+2 𝑥 𝑒𝑡
[ ] [𝑦] = [ ]
𝐷−3 −2 −𝑡

𝐷 𝐷+2
∆= [ ] = −2𝐷 − (𝐷 + 2)(𝐷 − 3) = −2𝐷 − (𝐷2 − 𝐷 − 6)
𝐷−3 −2

−2𝐷 − 𝐷2 + 𝐷 + 6 = −𝐷2 − 𝐷 + 6 = −(𝐷2 + 𝐷 − 6) = −(𝐷 + 3)(𝐷 − 2)

∆= −(𝐷 + 3)(𝐷 − 2)

𝑡
∆𝑥 = [ 𝑒 𝐷 + 2] = −2𝑒 𝑡 + (𝐷 + 2)𝑡 = −2 + 1 + 2𝑡 = 2𝑡 − 1,
−𝑡 −2

∆𝑥 2𝑡 − 1
𝑥= = ,
∆ −(𝐷 + 3)(𝐷 − 2)

−(𝐷 + 3)(𝐷 − 2)𝑥 = 2𝑡 − 1

Page 6 of 9
−(𝜆 + 3)(𝜆 − 2) = 0, 𝜆 = −3, 2, 𝑥𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −3𝑥

1 1
𝑥𝑝 = (2𝑡 − 1) = (2𝑡 − 1)
−(𝐷2 + 𝐷 − 6) 𝐷2 + 𝐷
6 (1 −
6 )

−1 2
1 𝐷2 + 𝐷 1 𝐷2 + 𝐷 𝐷2 + 𝐷
= (1 − ) (2𝑡 − 1) = [1 + +( ) + ⋯ ] (2𝑡 − 1)
6 6 6 6 6
1 2 1 4
= [2𝑡 − 1 + ] = (2𝑡 − )
6 6 6 6

1 4
𝑥𝑝 = (2𝑡 − )
6 6

1 4
𝑥 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −3𝑥 + (2𝑡 − )
6 6

∆𝑦 = [ 𝐷 𝑒 𝑡 ] = −𝐷𝑡 − (𝐷 − 3)𝑒 𝑡 = 1 − 𝑒 𝑡 (1 − 3) = 1 + 2𝑒 𝑡
𝐷 − 3 −𝑡

∆𝑦 1 + 2𝑒 𝑡
𝑦= = , −(𝐷 + 3)(𝐷 − 2)𝑦 = 1 + 2𝑒 𝑡
∆ −(𝐷 + 3)(𝐷 − 2)

𝑦𝑐 = 𝑐3 𝑒 2𝑦 + 𝑐4 𝑒 −3𝑦
1 𝑡)
1 1
𝑦𝑝 = (1 + 2𝑒 = (1) + 2𝑒 𝑡
−(𝐷2 + 𝐷 − 6) −(𝐷2 + 𝐷 − 6) −(𝐷2 + 𝐷 − 6)
1 1 𝑡
1 2 𝑡
= (1) − 2𝑒 = − 𝑒
𝐷2 + 𝐷 −(12 + 1 − 6) 6 4
6 (1 −
6 )
1 1 𝑡
𝑦𝑝 = − 𝑒
6 2

Page 7 of 9
1 2
𝑦 = 𝑐3 𝑒 2𝑦 + 𝑐4 𝑒 −3𝑦 + + 𝑒 𝑡
6 4

EXAMPLE 2

Page 8 of 9
Page 9 of 9

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