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Spring 2025 Lecture 5 Higher Order ODE-1 (1)

The document outlines the curriculum for MAT 350, Engineering Mathematics, focusing on second-order ordinary differential equations (ODEs) with constant coefficients. It covers concepts such as homogeneous and non-homogeneous ODEs, differential operators, and provides examples of solving these equations with different types of roots. Exercises are included to reinforce understanding of the material presented.

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8 views

Spring 2025 Lecture 5 Higher Order ODE-1 (1)

The document outlines the curriculum for MAT 350, Engineering Mathematics, focusing on second-order ordinary differential equations (ODEs) with constant coefficients. It covers concepts such as homogeneous and non-homogeneous ODEs, differential operators, and provides examples of solving these equations with different types of roots. Exercises are included to reinforce understanding of the material presented.

Uploaded by

fahimfoysal951838772
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Spring

2025

MAT 350
Engineering mathematics
•Second order ODE with const.
Coefficients.
Lecture: 4

Dr. M. Sahadet Hossain (MtH)


Professor
Department of Mathematics and Physics,
NSU.
Higher Order linear differential equations:

For a linear differential equation an nth-order initial-value


problem is

Solve-
(1)

Subject to

2
Boundary Value Problem (BVP)

(2)

3
Homogeneous ODE of n-th order:
4

(3)

Recall: Non-homogeneous ODE of n-th order:

6/ x2 / ex Nonhomogeneous
Differential operator
5
The symbol D (for Differentiation) is called differential
operator.

For higher order-


6
Homogeneous Linear ODEs of Second Order

7
Let us, consider (1) up to its second order derivatives,

d2y dy
a2 ( x) + a1 ( x) + a0 ( x) y = g ( x)
dx 2 dx
Considering a2(x)≠0,and divide both sides with a2(x)

d2y dy (4)
2
+ a + by = r ( x )
dx dx
where a(x)=a1(x)/a2(x), b(x)=a0(x)/a2(x), and
r(x)=g(x)/a2(x).
A second-order ODE is called linear if it can be
as (4), and nonlinear if it cannot be written in this
written
form.

If r(x)=0, it is Homogeneous, if r(x) ≠ 0, it is


Nonhomogeneous.
Homogeneous Linear ODEs of Second Order

8 Consider second-order homogeneous linear ODEs whose


coefficients a and b are constant,

(5)

A trial solution of (5) can be considered of the form

(6)
Then,

Substituting into (5) gives,

Since the exponential is never zero for any real (and


complex) λ,
Characteristi
c Equation.
Homogeneous Linear ODEs of Second Order

9
(7)

Roots of the Chr. Eqn. (Auxiliary Equation) are:

Equation (7) has the roots of three different types.


Note:
10
The general solution is:
and

called Basic
solution of
(7). Their
The general solution is: linear
Combination
is called
General
Solution

The general solution is:


Example: Two distinct real roots:

11

Solution:

Roots are:

The general solution is:


12

Figure shows that the curve begins at 4


with a negative slope ( -5 but note that the axes
have different scales!), in agreement with the
initial
conditions.
Example: Two same real roots

13

To apply the initial conditions, we need to evaluate


14

Graph starts at 3 of y-axis and the slope there is -3,


Example: Two complex roots:

15

Solution:
Chr. Equation is:

Solving we have two complex roots:

Hence, Gen. Sol. is:


Example: Two complex roots:

16
17
Exercise 4.3 (Zill 10th ed.)

Find the general solution of the given second-order differential


equation.

Solve the given initial-value problem.

Solve the given boundary-value


problem

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