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Summary (WS8-9)

The document summarizes key concepts regarding ordinary differential equations (ODEs). It defines ODEs and classifies them as linear or non-linear, homogeneous or non-homogeneous, and by order. Methods for finding general solutions are presented, including using the superposition principle for homogeneous equations and variation of parameters or undetermined coefficients methods for particular solutions to non-homogeneous equations. Specific solution forms are provided for second-order linear ODEs with constant coefficients.

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Mohammed Khalil
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
35 views

Summary (WS8-9)

The document summarizes key concepts regarding ordinary differential equations (ODEs). It defines ODEs and classifies them as linear or non-linear, homogeneous or non-homogeneous, and by order. Methods for finding general solutions are presented, including using the superposition principle for homogeneous equations and variation of parameters or undetermined coefficients methods for particular solutions to non-homogeneous equations. Specific solution forms are provided for second-order linear ODEs with constant coefficients.

Uploaded by

Mohammed Khalil
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Math301 Summary (A.

Fathy)

 An ODE is said to be of order 𝑛 if the nth derivative of the unknown function 𝑦 is the highest
derivative of 𝑦 in the equation.
 Second order, linear, non-homogeneous ODE
General form:
𝑝(𝑥)𝑦 ′′ + 𝑞(𝑥)𝑦 ′ + 𝑟(𝑥)𝑦 = 𝑔(𝑥); 𝑥1 < 𝑥 < 𝑥2 (1)
If 𝑔(𝑥) ≠ 0 for some values of 𝑥 ∈ (𝑥1 , 𝑥2 ), (1) is non-homogeneous.
(1) has the standard form
𝑞(𝑥) ′ 𝑟(𝑥) 𝑔(𝑥)
𝑦 ′′ + 𝑦 + 𝑦=
𝑝(𝑥) 𝑝(𝑥) 𝑝(𝑥)
 Second order, linear, homogeneous ODE
In (1) above, if 𝑔(𝑥) = 0 ∀ 𝑥 ∈ (𝑥1 , 𝑥2 ),
𝑝(𝑥)𝑦 ′′ + 𝑞(𝑥)𝑦 ′ + 𝑟(𝑥)𝑦 = 0 (2)
(2) is homogeneous.
 Superposition principle for homogeneous, linear ODEs
If 𝑦1 (𝑥) and 𝑦2 (𝑥) are solutions of (2), then
𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) is also a solution of (2).
 Linear independence
Two functions y1 (x) and y2 (x) are linearly independent if neither of them is a constant
multiple of the other.
Example: 𝑦1 (𝑥) = 𝑥 2 and 𝑦2 (𝑥) = 5𝑥 2 linearly dependent,
𝑦1 (𝑥) = 𝑒 𝑥 and 𝑦2 (𝑥) = 𝑥𝑒 𝑥  linearly independent.
 General solution
If 𝑦1 (𝑥) and 𝑦2 (𝑥) are linearly independent solutions of (2) and [𝑝(𝑥) ≠
0; 𝑝(𝑥), 𝑞(𝑥), 𝑟(𝑥) are continuous] ∀ 𝑥 ∈ (𝑥1 , 𝑥2 ), then
The general solution of (2) is: 𝑦𝐺 = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥)
i.e. {𝑦1 (𝑥), 𝑦2 (𝑥)} is a basis for the solution space of (2) with a dimension of two.
 Linear, second order, homogeneous ODE with constant coefficients
From (2), if 𝑝(𝑥) = 𝑎, 𝑞(𝑥) = 𝑏, 𝑟(𝑥) = 𝑐, then (2) becomes
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 (3)
(3) has the following Auxiliary Equation (AE)
𝑎𝜆2 + 𝑏𝜆 + 𝑐 = 0
−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝜆1,2 = ; 𝐷 = 𝑏 2 − 4𝑎𝑐
2𝑎
Type of Distinct real roots Repeated real root Complex conjugate
roots of (𝜆1 , 𝜆2 ) (𝜆1 = 𝜆2 = 𝜆) 𝜆1,2 = 𝛼 ± 𝑖𝛽
AE
Solution 𝑦 = 𝑐1 𝑒 𝜆1 𝑥 + 𝑐2 𝑒 𝜆2 𝑥 𝑦 = 𝑐1 𝑒 𝜆𝑥 + 𝑐2 𝑥𝑒 𝜆𝑥 𝑦 = 𝑒 𝛼𝑥 (𝑐1 𝑐𝑜𝑠 𝛽𝑥 + 𝑐2 𝑠𝑖𝑛 𝛽𝑥)
of ODE (𝐷 > 0) (𝐷 = 0) (𝐷 < 0)

1
 Linear, second order, non-homogeneous ODE with constant coefficients
has the form
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑥) (4)
Equation (3) is called the complementary equation of equation (4).
The general solution of (4) is 𝑦𝐺 = 𝑦𝐻 + 𝑦𝑃
Where
𝑦𝐻 : General solution of (3),
𝑦𝑃 : Particular solution of (4)
𝑦𝐻 : is called the complementary solution.

 Finding the particular solution


We have two methods to find 𝑦𝑃 :
1. Undetermined Coefficients (UC): valid for a certain class of functions [𝑔(𝑥)]
(exponentials, polynomials, sinusoidal functions or product among them).
 Steps to find 𝑦𝑃 using the method of Undetermined Coefficients
1) Find 𝑦𝐻 (from equation (3)).
2) Assume 𝑦𝑃 as a general function of 𝑔(𝑥) (as in the below table).
3) Check that each term in 𝑦𝑃 is not a solution in 𝑦𝐻 .
4) Differentiate 𝑦𝑃 and substitute in (4) then equate the coefficients of similar terms to
get the unknown coefficients in 𝑦𝑃 .
Each term in 𝑔(𝑥) Corresponding term in 𝑦𝑃
𝑘𝑥
𝑃(𝑥)𝑒 𝑄(𝑥)𝑒 𝑘𝑥
𝑃(𝑥)𝑒 𝑘𝑥 𝑐𝑜𝑠(𝑚𝑥) 𝑒 𝑘𝑥 [𝑄(𝑥) 𝑐𝑜𝑠(𝑚𝑥) + 𝑅(𝑥) 𝑠𝑖𝑛(𝑚𝑥)]
𝑃(𝑥)𝑒 𝑘𝑥 𝑠𝑖𝑛(𝑚𝑥) 𝑒 𝑘𝑥 [𝑄(𝑥) 𝑐𝑜𝑠(𝑚𝑥) + 𝑅(𝑥) 𝑠𝑖𝑛(𝑚𝑥)]
 𝑄(𝑥), 𝑅(𝑥) are general polynomials of the same degree as 𝑃(𝑥).
 𝑄(𝑥), 𝑅(𝑥) are different polynomials.
 General form of the polynomials of
1) Zero degree: 𝑦 = 𝐴
2) First degree: 𝑦 = 𝐴𝑥 + 𝐵
3) Second degree: 𝑦 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
4) Third degree: 𝑦 = 𝐴𝑥 3 + 𝐵𝑥 2 + 𝐶𝑥 + 𝐷

2. Variation of Parameters (VP): valid for any continuous function [𝑔(𝑥)].


The complementary solution is: 𝑦𝐻 = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) (as obtained from (3))
[𝑦1 (𝑥) and 𝑦2 (𝑥) are linearly independent functions]
The Particular solution is: 𝑦𝑃 = 𝑢1 (𝑥)𝑦1 (𝑥) + 𝑢2 (𝑥)𝑦2 (𝑥)
Where: 𝑢1 (𝑥) and 𝑢2 (𝑥) are unknown functions of 𝑥 (to be determined).
How to get 𝑢1 (𝑥) and 𝑢2 (𝑥) ?
Solve the following two equations simultaneously for 𝑢1′ (𝑥) and 𝑢2′ (𝑥) (then integrate to
get 𝑢1 (𝑥) and 𝑢2 (𝑥)
𝑦1 (𝑥) 𝑢1′ (𝑥) + 𝑦2 (𝑥)𝑢2′ (𝑥) = 0;
𝑔(𝑥)
𝑦1′ (𝑥) 𝑢1′ (𝑥)+ 𝑦2′ (𝑥) 𝑢2′ (𝑥) = .
𝑎

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