Learning Module 1 - Introduction to Differential Equations
Learning Module 1 - Introduction to Differential Equations
Learning Module 1:
Introduction to Differential Equations
𝑦 = 𝑒 𝜆𝑥 is a solution
⇒ 𝑦 ′ = 𝜆𝑒 𝜆𝑥 ; 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
∴ 𝜆2 + 𝑎𝜆 + 𝑏 𝑒 𝜆𝑥 = 0
Characteristic Equation
Linear Homogeneous Second Order Differential
Equations with Constant Coefficients
For non- trivial solution;
𝜆2 + 𝑎𝜆 + 𝑏 = 0
1 Case 1: Two distinct real roots
• 𝜆1 = −𝑎 + 𝑎2 − 4𝑏
2
Case 2: Two complex conjugate roots
1
• 𝜆2 = 2 −𝑎 − 𝑎2 − 4𝑏 Case 3: A real double root
Basis of solution
Example 1:
Solve: 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 0
Characteristics equation: 𝜆2 + 𝜆 − 2 = 0
• 𝜆1 = 1 ; 𝜆2 = −2
∴ 𝑦1 = 𝑒 𝑥 ; 𝑦2 = 𝑒 −2𝑥
Example 2:
Solve: 𝑦 ′′ + 𝑦 = 0
• 𝜆2 + 1 = 0 ; 𝜆1 = 𝑖 𝑎𝑛𝑑 𝜆2 = −𝑖
∴ 𝑦1 = 𝑒 𝑖𝑥 ; 𝑦2 = 𝑒 −𝑖𝑥
General Solution
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 (1)
• 𝑦1 = 𝑒 𝑥 ; 𝑦2 = 𝑒 −2𝑥
𝑦2
• ≠ 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡:
𝑦1
Solve: 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 0 ; 𝑦 0 = 4 ; 𝑦′ 0 = 1
General Solution: 𝑦 𝑥 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥
𝑦 0 = 𝑐1 + 𝑐2 = 4 (1)
𝑦 ′ 𝑥 = 𝑐1 ⋅ 1 ⋅ 𝑒 𝑥 − 2𝑐2 ⋅ 𝑒 −2𝑥
𝑦 ′ 0 = 𝑐1 ⋅ 𝑒 0 − 2𝑐2 ⋅ 𝑒 0 = 𝑐1 − 2𝑐2 = 1 (2)
• Solving 1 𝑎𝑛𝑑 2
𝑐1 = 3 𝑎𝑛𝑑 𝑐2 = 1
∴ 𝑦 𝑥 = 3𝑒 𝑥 + 𝑒 −2𝑥
Exercise
𝑒 𝑖𝜃 = 𝑐𝑜𝑠𝜃 + 𝑖 𝑠𝑖𝑛𝜃
𝑒 −𝑖𝜃 = 𝑐𝑜𝑠𝜃 − 𝑖 𝑠𝑖𝑛𝜃
1
∴ 2
(𝑦1 + 𝑦2 = 𝑒 𝑝𝑥 cos 𝑞𝑥
Real Valued. Therefore solution to differential equation
1
2𝑖
(𝑦1 − 𝑦2 = 𝑒 𝑝𝑥 sin 𝑞𝑥
Complex Roots
2. Complex Roots
• 𝜆1 = 𝑝 + 𝑖𝑞 ; 𝜆2 = 𝑝 − 𝑖𝑞
• 𝑦1 = 𝑒 𝑝+𝑖𝑞 𝑥 ; 𝑦2 = 𝑒 𝑝−𝑖𝑞 𝑥
General Solution: Complex Roots
𝑦 = 𝑒 𝑝𝑥 𝐴 cos 𝑞𝑥 + 𝐵 sin 𝑞𝑥 ;
Example 5
Solve: 𝑦 ′′ − 2𝑦 ′ + 10𝑦 = 0
Characteristics equation 𝜆2 − 2𝜆 + 10 = 0
• 𝜆1 = 𝑝 + 𝑖𝑞 = 1 + 3𝑖
• 𝜆2 = 𝑝 − 𝑖𝑞 = 1 − 3𝑖
• Basis: 𝑒 𝜆𝑥 ; 𝑥𝑒 𝜆𝑥
• General Solution:
𝑦 = 𝑐1 𝑒 𝜆𝑥 + 𝑐2 ⋅ 𝑥𝑒 𝜆𝑥
or
𝑦 = (𝑐1 + 𝑐2 𝑥 𝑒 𝜆𝑥
Example 7:
Solve: 𝑦 ′′ + 8𝑦 ′ + 16𝑦 = 0
Characteristic Equation: 𝜆2 + 8𝜆 + 16 = 0
• λ = −4 (double root
• General Solution:
𝑦 = (𝑐1 + 𝑐2 𝑥 𝑒 −4𝑥
Example 8: Initial Value Problem
Solve: 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 ; 𝐺𝑖𝑣𝑒𝑛 𝑦 0 = 3 ; 𝑦 ′ 0 = 1
• General Solution: 𝑦 𝑥 = 𝑐1 + 𝑐2 𝑥 𝑒 2𝑥
𝑦 ′ 𝑥 = 𝑐2 𝑒 2𝑥 + 2 𝑐1 + 𝑐2 𝑥 𝑒 2𝑥
𝑦 0 = 𝑐1 = 3
𝑦 ′ 0 = 𝑐2 + 2𝑐1 = 1
∴ 𝑐1 = 3 ; 𝑐2 = −5
⇒ 𝑦 = (3 − 5𝑥 𝑒 2𝑥
Summary
CASE ROOTS BASIS GENERAL SOLUTION
1 Distinct real
𝜆1 ; 𝜆2 𝑒 𝜆1𝑥 ; 𝑒 𝜆2𝑥 𝑦 = 𝑐1 𝑒 𝜆1𝑥 + 𝑐2 𝑒 𝜆2𝑥
2 Complex Conjugate
𝜆1 = 𝑝 + 𝑖𝑞 𝑒 𝑝𝑥 cos 𝑞𝑥 𝑦 = 𝑒 𝑝𝑥 𝐴 𝐶𝑜𝑠 𝑞𝑥 + 𝐵 𝑠𝑖𝑛 𝑞𝑥
𝜆2 = 𝑝 − 𝑖𝑞 𝑒 𝑝𝑥 sin 𝑞𝑥
Solve: 𝑦 ′′′ − 2𝑦 ′′ − 𝑦 ′ + 2𝑦 = 0
𝜆1 = −1 ; 𝜆2 = 1 ; 𝜆3 =2
𝑦1 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 𝑥 + 𝑐3 𝑒 2𝑥
Example 10:
𝜆1 = 𝜆2 = 0 ; 𝜆3 = 𝜆4 = 𝜆5 = 1
Solution:
𝑦 = 𝑐1 + 𝑐2 𝑥 𝑒 0𝑥 + 𝑐3 + 𝑐4 𝑥 + 𝑐5 𝑥 2 𝑒1⋅𝑥
𝑦 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 + 𝑐4 𝑥 + 𝑐5 𝑥 2 𝑒 𝑥
Exercise
Solve:
i. 𝑦 ′′ − 16𝑦 = 0 ; 𝑦(0 = 1 ; 𝑦 ′ (0 = 20
Answer: 𝑦 = 3𝑒 4𝑥 − 2𝑒 −4𝑥
ii. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 ; 𝑦(0 = 0 ; 𝑦 ′ (0 = −3
Answer: y = −3𝑥𝑒 2𝑥
iii. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0 ; 𝑦(0 = −4 ; 𝑦 ′ (0 = 14
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟 𝑥
𝑦 𝑥 = 𝑦ℎ 𝑥 + 𝑦𝑝 (𝑥
Homogeneous Particular
Solution Solution
Method of Undetermined Coefficients
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟 𝑥 (1)
Assume an expression of 𝑦𝑝 similar to 𝑟(𝑥 containing unknown coefficients, which are
determined by inserting 𝑦𝑝 and it ′ s derivatives into (1)
Example 11:
• Solve: 𝑦 ′′ − 4𝑦 ′ + 3𝑦 = 10𝑒 −2𝑥
4𝑘 + 8𝑘 + 3𝑘 = 10
2
∴𝑘=3
2
𝑦𝑝 = 𝑘𝑒 −2𝑥 = 𝑒 −2𝑥
3
𝑦ℎ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥
𝑥 3𝑥
2 −2𝑥
∴ 𝑦 = 𝑦ℎ + 𝑦𝑝 = 𝑐1 𝑒 + 𝑐2 𝑒 + 𝑒
3
Example 12:
• Solve: 𝑦 ′′ +4𝑦 = 8𝑥 2
𝑦𝑝 = 𝑘1 𝑥 2 + 𝑘2 𝑥 + 𝑘3
𝑦𝑝′ = 2𝑘1 𝑥 + 𝑘2
𝑦𝑝′′ = 2𝑘1
⇒ 2𝑘1 + 4 𝑘1 𝑥 2 + 𝑘2 𝑥 + 𝑘3 = 8𝑥 2
2𝑘1 + 4𝑘3 + 4𝑘1 𝑥 2 + 4𝑘2 𝑥 = 8𝑥 2
Example 12 (Cont…)
4𝑘1 = 8 ⇒ 𝑘1 = 2
4𝑘2 = 0 ⇒ 𝑘2 = 0
∴ 𝑦𝑝 = 2𝑥 2 − 1
𝑦ℎ = 𝐴 cos 2𝑥 + 𝐵𝑠𝑖𝑛 2𝑥
∴ 𝑦 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥 + 2𝑥 2 − 1
Example 13:
Solve: 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 10 cos 𝑥
𝑦𝑝 = 𝐾 cos 𝑥 + 𝑀 sin 𝑥
∴ 𝐾 = −3 ; 𝑀 = −1 ; 𝑦𝑝 = −3 cos 𝑥 − 𝑠𝑖𝑛𝑥
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 − 3 cos 𝑥 − sin 𝑥
Exercise:
• Find: 𝑦𝑝 : 𝑦 ′′ + 𝑦 = 3𝑥 2 𝐴𝑛𝑠: 𝑦𝑝 = 3𝑥 2 − 6
• Find: 𝑦𝑝 : 𝑦 ′′ + 𝑦 = 6 sin 𝑥 𝐴𝑛𝑠: 𝑦𝑝 = −3𝑥 cos 𝑥
• Find general solution: 𝑦 ′′ + 𝑦 = 𝑥 2 + 𝑥
𝐴𝑛𝑠: 𝑦 = 𝐴 cos 𝑥 + 𝐵 𝑆𝑖𝑛 𝑥 + 𝑥 2 + 𝑥 − 2
• Find general solution: 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑒 𝑥
𝐴𝑛𝑠: 𝑦 = 𝑐1 + 𝑐2 𝑥 𝑒 𝑥 + 0 ⋅ 5𝑥 2 𝑒 𝑥
Summary: Method of Undetermined Coefficients
𝑦𝑝 = 𝑘1 𝑥 + 𝑘0 + 𝑐𝑒 3𝑥
1
⇒ 𝑘1 = 2 ; 𝑘0 = 3 ; 𝑐 =
2
1 3𝑥
∴ 𝑦𝑝 = 2𝑥 + 3 + 𝑒
2
Hyperbolic Functions
𝑥 𝑥2 𝑥3 𝑥4
• 𝑒 = 1+𝑥+ + + + ⋯ 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑟𝑎𝑡𝑖𝑜𝑛𝑎𝑙 𝑣𝑎𝑙𝑢𝑒𝑠
2! 3! 4!
𝑥2 𝑥3 𝑥4
⇒ 𝑒 −𝑥 =1−𝑥+ − + ⋯
2! 3! 4!
1
sinh 𝑥 = 𝑒 𝑥 − 𝑒 −𝑥
2
1
cosh 𝑥 = 𝑒 𝑥 + 𝑒 −𝑥
2
∴ cosh 𝑥 + sinh 𝑥 = 𝑒 𝑥 1
cosh 𝑥 − sinh 𝑥 = 𝑒 −𝑥 2
Hyperbolic Functions (Cont…)
• From 1 𝑎𝑛𝑑 2
⇒ cosh2 𝑥 − sinh2 𝑥 = 1
Deductions:
• sinh 𝑥 − 𝑦 = sinh 𝑥 cosh 𝑥 − cosh 𝑥 sinh 𝑥
• cos ℎ(𝑥 − 𝑦 = cos ℎ 𝑥 cosh 𝑦 − sinh 𝑥 sinh 𝑦
sinh 𝑥 1
• tanh 𝑥 = ; 𝑐𝑜𝑠𝑒𝑐ℎ 𝑥 =
cosh 𝑥 sinh 𝑥
1 1
• sech 𝑥 = ; coth 𝑥 =
cosh 𝑥 tanh 𝑥
Osbourne’s Rule: Hyperbolic Functions
Solve: 𝑦 ′′ − 4𝑦 = 0
• Basis 𝜆2 − 4 = 0 𝜆2 = 4 ⇒ 𝜆 = ±2
• 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥
⇒ 𝑦 = 𝑐1 cosh 2𝑥 + 𝑐2 sinh 2𝑥
Enjoy Structural Dynamics