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equations

50

Second order differential equations of d2y dy the form a 2 + b + cy = 0 dx dx

50.1 Introduction
d2 y dy An equation of the form a 2 +b + cy = 0, where dx dx a, b and c are constants, is called a linear second order differential equation with constant coefcients. When the right-hand side of the differential equation is zero, it is referred to as a homogeneous differential equation. When the right-hand side is not equal to zero (as in Chapter 51) it is referred to as a non-homogeneous differential equation. There are numerous engineering examples of second order differential equations. Three examples are: 1 dq d2 q (i) L 2 + R + q = 0, representing an equadt dt C tion for charge q in an electrical circuit containing resistance R, inductance L and capacitance C in series. ds d2 s (ii) m 2 + a + ks = 0, dening a mechanical dt dt system, where s is the distance from a xed point after t seconds, m is a mass, a the damping factor and k the spring stiffness. (iii) P d2 y + y = 0, representing an equation for 2 dx EI the deected prole y of a pin-ended uniform strut of length l subjected to a load P. E is Youngs modulus and I is the second moment of area. d2 d and D2 represents 2 then the If D represents dx dx above equation may be stated as (aD2 + bD + c)y = 0. This equation is said to be in D-operator form. If y = Aemx then dy d2 y = Amemx and 2 = Am2 emx . dx dx d2 y dy Substituting these values into a 2 + b + cy = 0 dx dx gives: a(Am2 emx ) + b(Amemx ) + c(Aemx ) = 0 i.e. Aemx (am2 + bm + c) = 0

Thus y = Aemx is a solution of the given equation provided that (am2 + bm + c) = 0. am2 + bm + c = 0 is called the auxiliary equation, and since the equation is a quadratic, m may be obtained either by factorising or by using the quadratic formula. Since, in the auxiliary equation, a, b and c are real values, then the equation may have either (i) two different real roots (when b2 > 4ac) or (ii) two equal real roots (when b2 = 4ac) or (iii) two complex roots (when b2 < 4ac).

50.2

Procedure to solve differential equations of the form dy d2 y a 2 + b + cy = 0 dx dx

(a) Rewrite the differential equation a d2 y dy + b + cy = 0 dx 2 dx

as (aD2 + bD + c)y = 0 (b) Substitute m for D and solve the auxiliary equation am2 + bm + c = 0 for m.

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 476 DIFFERENTIAL EQUATIONS

(c) If the roots of the auxiliary equation are: (i) real and different, say m = and m = , then the general solution is y = Aex + Bex (ii) real and equal, say m = twice, then the general solution is y = (Ax + B)ex (iii) complex, say m = j, then the general solution is y = ex {A cos x + B sin x} (d) Given boundary conditions, constants A and B, may be determined and the particular solution of the differential equation obtained. The particular solutions obtained in the worked problems of Section 50.3 may each be veried by d2 y dy and 2 into the substituting expressions for y, dx dx original equation.

(d) When x = 0, y = 4, hence Since then When thus 4= A + B y = Ae 2 x + Be3x dy 1 1 x = Ae 2 3Be3x dx 2 dy =9 x = 0, dx 1 9 = A 3B 2

1

(1)

(2)

Solving the simultaneous equations (1) and (2) gives A = 6 and B = 2. Hence the particular solution is y = 6e 2 x 2e3x
1

50.3 Worked problems on differential equations of the form dy d2 y a 2 + b + cy = 0 dx dx

Problem 1. Determine the general solution d2 y dy of 2 2 + 5 3y = 0. Find also the partidx dx cular solution given that when x = 0, y = 4 and dy = 9. dx Using the above procedure: dy d2 y (a) 2 2 + 5 3y = 0 in D-operator form is dx dx d 2 (2D + 5D 3)y = 0, where D dx (b) Substituting m for D gives the auxiliary equation 2m + 5m 3 = 0.
2

Problem 2. Find the general solution of d2 y dy 9 2 24 + 16y = 0 and also the particular dt dt solution given the boundary conditions that dy when t = 0, y = = 3. dt Using the procedure of Section 50.2: (a) 9 dy d2 y 24 + 16y = 0 in D-operator form is 2 dt dt d 2 (9D 24D + 16)y = 0 where D dt

(b) Substituting m for D gives the auxiliary equation 9m2 24m + 16 = 0. Factorising gives: (3m 4)(3m 4) = 0, i.e. m= 4 3 twice. (c) Since the roots are real and equal, the general 4 solution is y = (At + B)e 3 t . (d) When t = 0, y = 3 hence 3 = (0 + B)e0, i.e. B = 3. Since y = (At + B)e 3 t then dy 4 4t = (At + B) e3 dt 3 product rule. + Ae 3 t , by the
4 4

Factorising gives: (2m 1)(m + 3) = 0, from 1 which, m = 2 or m = 3. (c) Since the roots are real and different the general 1 solution is y = Ae 2 x + Be3x .

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> SECOND ORDER DIFFERENTIAL EQUATIONS (HOMOGENEOUS) 477

When t = 0,

dy =3 dt 4 thus 3 = (0 + B) e0 + Ae0 3 4 i.e. 3 = B + A from which, A = 1, since 3 B = 3. Hence the particular solution is y = (t + 3)e y = (3 t )e
4 3t 4 3t

When x = 0,

dy = 7, dx hence 7 = e0 [(2B 3A) cos 0 (2A + 3B) sin 0] i.e. 7 = 2B 3A, from which, B = 8, since A = 3. Hence the particular solution is y = e3x (3 cos 2x + 8 sin 2x)

or

Since, from Chapter 18, page 178, a cos t + b sin t = R sin (t + ), where a R = (a2 + b2 ) and = tan1 then b 3 cos 2x + 8 sin 2x = = (32 + 82 ) sin (2x + tan1 3 8)

Problem 3. Solve the differential equation d2 y dy + 6 + 13y = 0, given that when x = 0, dx 2 dx dy y = 3 and = 7. dx Using the procedure of Section 50.2: dy d2 y + 6 + 13y = 0 in D-operator form is 2 dx dx d 2 (D + 6D + 13)y = 0, where D dx (b) Substituting m for D gives the auxiliary equation m2 + 6m + 13 = 0. Using the quadratic formula: (a) [(6)2 4(1)(13)] 2(1) 6 (16) = 2 6 j4 = 3 j 2 i.e. m = 2 (c) Since the roots are complex, the general solution is m= y = e3x (A cos 2x + B sin 2x) (d) When x = 0, y = 3, hence 3 = e0 (A cos 0 + B sin 0), i.e. A = 3. Since then y = e3x (A cos 2x + B sin 2x ) dy = e3x (2A sin 2x + 2B cos 2x ) dx 3e3x (A cos 2x + B sin 2x ), by the product rule, = e3x [(2B 3A) cos 2x (2A + 3B) sin 2x ] 3. 6

73 sin(2x + 20.56 ) = 73 sin(2x + 0.359)

Thus the particular solution may also be expressed as y= 73 e3x sin(2x + 0.359)

Now try the following exercise. Exercise 188 Further problems on differential equations of the form dy d2 y a 2 + b + cy = 0 dx dx In Problems 1 to 3, determine the general solution of the given differential equations. 1. 6 d2 y dy 2y = 0 dt 2 dt y = Ae 2. 4 d d2 +4 +=0 dt 2 dt = (At + B)e 2 t
1 2 3t

+ Be

1 2 t

d2 y dy + 2 + 5y = 0 2 dx dx [y = ex (A cos 2x + B sin 2x )] In Problems 4 to 9, nd the particular solution of the given differential equations for the stated boundary conditions.

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 478 DIFFERENTIAL EQUATIONS

d2 y dy 4. 6 2 + 5 6y = 0; when x = 0, y = 5 and dx dx dy 2 3 = 1. y = 3e 3 x + 2e 2 x dx d2 y dy 5. 4 2 5 + y = 0; when t = 0, y = 1 and dt dt dy 1 = 2. y = 4e 4 t 3et dt 6. (9D2 + 30D + 25)y = 0, where dy when x = 0, y = 0 and = 2. dx D d ; dx

d2 x An equation of the form 2 + m2 x = 0 is a differdt ential equation representing simple harmonic motion (S.H.M.). Using the procedure of Section 50.2: d2 x + 100x = 0 in D-operator form is dt 2 (D2 + 100)x = 0. 2 (b) The auxiliary equation is m + 100 = 0, i.e. 2 m = 100 and m = (100), i.e. m = j10. (c) Since the roots are complex, the general solution is x = e0 (A cos 10t + B sin 10t ), (a) i.e. x = (A cos 10t + B sin 10t ) metres (d) When t = 0, x = 2, thus 2 = A dx = 10A sin 10t + 10B cos 10t dt dx =0 When t = 0, dt thus 0 = 10A sin 0 + 10B cos 0, i.e. B = 0 Hence the particular solution is x = 2 cos 10t metres Problem 5. Given the differential equation d2 V = 2 V , where is a constant, show that dt 2 its solution may be expressed as: V = 7 cosh t + 3 sinh t given the boundary conditions that when dV t = 0, V = 7 and = 3. dt Using the procedure of Section 50.2:
2 d2 V 2 V , i.e. d V 2 V = 0 in D-operator = dt 2 dt 2 d 2 2 form is (D )v = 0, where D dx (b) The auxiliary equation is m2 2 = 0, from which, m2 = 2 and m = . (c) Since the roots are real and different, the general solution is

y = 2x e

5 3x

d2 x dx 7. 6 + 9x = 0; when t = 0, x = 2 and dt 2 dt dx = 0. [x = 2(1 3t )e3t ] dt 8. d2 y dy + 6 + 13y = 0; when x = 0, y = 4 and dx 2 dx dy = 0. [ y = 2e3x (2 cos 2x + 3 sin 2x )] dx

d 9. (4D2 + 20D + 125) = 0, where D ; dt d when t = 0, = 3 and = 2.5. dt 2 . [ = e 5t (3 cos 5t + 2 sin 5t )]

50.4

Further worked problems on practical differential equations of dy d2 y the form a 2 + b + cy = 0 dx dx

(a)

Problem 4. The equation of motion of a body oscillating on the end of a spring is d2 x + 100x = 0, dt 2 where x is the displacement in metres of the body from its equilibrium position after time t seconds. Determine x in terms of t given that at dx = 0. time t = 0, x = 2m and dt

V = Aet + Bet (d) When t = 0, V = 7 hence 7 = A + B dV = Aet Bet dt (1)

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> SECOND ORDER DIFFERENTIAL EQUATIONS (HOMOGENEOUS) 479

When thus i.e.

t = 0,

dV = 3, dt

When R = 200, L = 0.20 and C = 20 106 , then

200 0.20 200 0.20
2

3 = A B, 3 = AB (2)
m= =

4 (0.20)(20 106 )

From equations (1) and (2), A = 5 and B = 2 Hence the particular solution is V = 5e + 2e
t t 1 t 2 (e 1 t 2 (e e t

1000 2

= 500

Since and then and

sinh t = cosh t = sinh t + cosh t =

et ) + et )

(c) Since the two roots are real and equal (i.e. 500 twice, since for a second order differential equation there must be two solutions), the general solution is i = (At + B)e500t . (d) When t = 0, i = 0, hence B = 0 di = (At + B)( 500e500t ) + (e500t )(A), dt by the product rule When t = 0, di = 100, thus 100 = 500B + A dt i.e. A = 100, since B = 0 Hence the particular solution is i = 100t e500t Problem 7. The oscillations of a heavily damped pendulum satisfy the differential dx d2 x + 6 + 8x = 0, where x cm is equation 2 dt dt the displacement of the bob at time t seconds. The initial displacement is equal to +4 cm and dx the initial velocity i.e. is 8 cm/s. Solve the dt equation for x . Using the procedure of Section 50.2: (a) d2 x dx + 6 + 8x = 0 in D-operator form is dt 2 dt d 2 (D + 6D + 8)x = 0, where D dt

cosh t sinh t = et from Chapter 5.

Hence the particular solution may also be written as V = 5(sinh t + cosh t ) + 2(cosh t sinh t ) i.e. V = (5 + 2) cosh t + (5 2) sinh t i.e. V = 7 cosh t + 3 sinh t Problem 6. The equation 1 d2 i R di + + i=0 dt 2 L dt LC represents a current i owing in an electrical circuit containing resistance R, inductance L and capacitance C connected in series. If R = 200 ohms, L = 0.20 henry and C = 20 106 farads, solve the equation for i given the boundary conditions that when t = 0, di i = 0 and = 100. dt Using the procedure of Section 50.2: 1 d2 i R di + i = 0 in D-operator form is + dt 2 L dt LC 1 R d D2 + D + i = 0 where D L dt LC R 1 (b) The auxiliary equation is m2 + m + =0 L LC (a) Hence m = R L R L
2

4(1) 2

1 LC

(b) The auxiliary equation is m2 + 6m + 8 = 0. Factorising gives: (m + 2)(m + 4) = 0, from which, m = 2 or m = 4. (c) Since the roots are real and different, the general solution is x = Ae2t + Be4t . (d) Initial displacement means that time t = 0. At this instant, x = 4.

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 480 DIFFERENTIAL EQUATIONS

Thus 4 = A + B Velocity, dx = 2Ae2t 4Be4t dt dx = 8 cm/s when t = 0, dt thus 8 = 2 A 4 B

(1)

3. The motion of the pointer of a galvanometer about its position of equilibrium is represented by the equation I d d2 + K + F = 0. 2 dt dt

(2)

From equations (1) and (2), A = 12 and B = 8 Hence the particular solution is x = 12e2t 8e4t i.e. displacement, x = 4(3e2t 2e4t ) cm Now try the following exercise. Exercise 189 Further problems on second order differential equations of the form dy d2 y a 2 + b + cy = 0 dx dx 1. The charge, q, on a capacitor in a certain electrical circuit satises the differential equadq d2 q tion 2 + 4 + 5q = 0. Initially (i.e. when dt dt dq = 0. Show that the t = 0), q = Q and dt charge in the circuit can be expressed as: q = 5 Qe2t sin (t + 0.464) 2. A body moves in a straight line so that its distance s metres from the origin after time d2 s t seconds is given by 2 + a2 s = 0, where a dt is a constant. Solve the equation for s given ds 2 that s = c and = 0 when t = dt a [s = c cos at ]

If I , the moment of inertia of the pointer about its pivot, is 5 103 , K , the resistance due to friction at unit angular velocity, is 2 102 and F , the force on the spring necessary to produce unit displacement, is 0.20, solve the equation for in terms of t given that when d t = 0, = 0.3 and = 0. dt [ = e2t (0.3 cos 6t + 0.1 sin 6t )] 4. Determine an expression for x for a differd2 x dx ential equation 2 + 2n + n2 x = 0 which dt dt represents a critically damped oscillator, dx given that at time t = 0, x = s and = u. dt [x = {s + (u + ns)t }ent ] d2 i di 1 5. L 2 + R + i = 0 is an equation repredt dt C senting current i in an electric circuit. If inductance L is 0.25 henry, capacitance C is 29.76 106 farads and R is 250 ohms, solve the equation for i given the boundary di conditions that when t = 0, i = 0 and = 34. dt 1 160t e i= e840t 20 6. The displacement s of a body in a damped mechanical system, with no external forces, satises the following differential equation: ds d2 s + 6 + 4.5s = 0 dt 2 dt where t represents time. If initially, when ds t = 0, s = 0 and = 4, solve the differential dt 3 equation for s in terms of t . [s = 4 t e 2 t ] 2

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equations

51

Second order differential equations of d2 y dy the form a dx2 + b d x + cy = f (x )

51.1 Complementary function and particular integral
constants then y = u + v will give the general solution of equation (1). The function v is called the particular integral (P.I.). Hence the general solution of equation (1) is given by: y = C.F. + P.I. (1)

If in the differential equation d2 y dy a 2 + b + cy = f (x ) dx dx the substitution y = u + v is made then: a d2 (u + v) d(u + v) + c(u + v) = f (x ) +b 2 dx dx

51.2

Procedure to solve differential equations of the form dy d2 y a 2 + b + cy = f (x) dx dx

Rearranging gives: a d2 u d2 v du dv + cu + a + b + b + cv 2 2 dx dx dx dx = f (x )

(i) Rewrite the given differential equation as (aD2 + bD + c)y = f (x ). (ii) Substitute m for D, and solve the auxiliary equation am2 + bm + c = 0 for m. (iii) Obtain the complementary function, u, which is achieved using the same procedure as in Section 50.2(c), page 476. (iv) To determine the particular integral, v, rstly assume a particular integral which is suggested by f (x ), but which contains undetermined coefcients. Table 51.1 on page 482 gives some suggested substitutions for different functions f (x ). (v) Substitute the suggested P.I. into the differential equation (aD2 + bD + c)v = f (x ) and equate relevant coefcients to nd the constants introduced. (vi) The general solution is given by y = C.F. + P.I., i.e. y = u + v. (vii) Given boundary conditions, arbitrary constants in the C.F. may be determined and the particular solution of the differential equation obtained.

If we let d2 v dv a 2 + b + c v = f (x ) dx dx then a d2 u du + b + cu = 0 2 dx dx (3) (2)

The general solution, u, of equation (3) will contain two unknown constants, as required for the general solution of equation (1). The method of solution of equation (3) is shown in Chapter 50. The function u is called the complementary function (C.F.). If the particular solution, v, of equation (2) can be determined without containing any unknown

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 482 DIFFERENTIAL EQUATIONS

Table 51.1 Form of particular integral for different functions Type (a) f (x ) = a constant (b) f (x ) = polynomial (i.e. f (x ) = L + Mx + Nx 2 + where any of the coefcients may be zero) (c) f (x ) = an exponential function (i.e. f (x ) = Aeax ) Straightforward cases Try as particular integral: v=k v = a + bx + cx 2 + Snag cases Try as particular integral: v = kx (used when C.F. contains a constant) See problem 1, 2 3

v = k eax

(i) v = kx eax (used when eax appears in the C.F.) (ii) v = kx 2 eax (used when eax and x eax both appear in the C.F.)

4, 5 6

(d) f (x ) = a sine or cosine function (i.e. f (x ) = a sin px + b cos px , where a or b may be zero) (e) f (x ) = a sum e.g. (i) f (x ) = 4x 2 3 sin 2x (ii) f (x ) = 2 x + e3x (f) f (x ) = a product e.g. f (x ) = 2ex cos 2x

v = A sin px + B cos px

v = x (A sin px + B cos px ) (used when sin px and/or cos px appears in the C.F.)

7, 8

9 (i) v = ax 2 + bx + c + d sin 2x + e cos 2x (ii) v = ax + b + ce3x v = ex (A sin 2x + B cos 2x ) 10

51.3 Worked problems on differential equations of the form dy d2 y + cy = f (x) where a 2 +b dx dx f (x) is a constant or polynomial
Problem 1. Solve the differential equation d2 y dy + 2y = 4. dx 2 dx Using the procedure of Section 51.2: dy d2 y + 2y = 4 in D-operator form is 2 dx dx (D2 + D 2)y = 4. (ii) Substituting m for D gives the auxiliary equation m2 + m 2 = 0. Factorising gives: (m 1) (m + 2) = 0, from which m = 1 or m = 2. (iii) Since the roots are real and different, the C.F., u = Aex + Be2x . (i)

(iv) Since the term on the right hand side of the given equation is a constant, i.e. f (x ) = 4, let the P.I. also be a constant, say v = k (see Table 51.1(a)). (v) Substituting v = k into (D2 + D 2)v = 4 gives (D2 + D 2)k = 4. Since D(k ) = 0 and D2 (k ) = 0 then 2k = 4, from which, k = 2. Hence the P.I., v = 2. (vi) The general solution is given by y = u + v, i.e. y = Aex + Be2x 2. Problem 2. Determine the particular solud2 y dy tion of the equation 2 3 = 9, given the dx dx boundary conditions that when x = 0, y = 0 and dy = 0. dx Using the procedure of Section 51.2: (i) dy d2 y 3 = 9 in D-operator form is 2 dx dx (D2 3D)y = 9.

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 483

(ii) Substituting m for D gives the auxiliary equation m2 3m = 0. Factorising gives: m(m 3) = 0, from which, m = 0 or m = 3. (iii) Since the roots are real and different, the C.F., u = Ae0 + Be3x , i.e. u = A + Be3x . (iv) Since the C.F. contains a constant (i.e. A) then let the P.I., v = kx (see Table 51.1(a)). gives (v) Substituting v = kx into (D2 3D)kx = 9. D(kx ) = k and D2 (kx ) = 0. Hence (D2 3D)kx = 0 3k = 9, from which, k = 3. Hence the P.I., v = 3x. (vi) The general solution is given by y = u + v, i.e. y = A + Be3x 3x. (vii) When x = 0, y = 0, thus 0 = A + Be0 0, i.e. 0=A+B (1) dy dy 3 x = 3Be 3; = 0 when x = 0, thus dx dx 0 0 = 3Be 3 from which, B = 1. From equation (1), A = 1. Hence the particular solution is y = 1 + 1e3x 3x , i.e. y = e3x 3x 1 Problem 3. Solve the differential equation d2 y dy 2 2 11 + 12y = 3x 2. dx dx Using the procedure of Section 51.2: dy d2 y (i) 2 2 11 + 12y = 3x 2 in D-operator dx dx form is (2D2 11D + 12)y = 3x 2. (ii) Substituting m for D gives the auxiliary equation 2m2 11m + 12 = 0. Factorising gives: 3 (2m 3)(m 4) = 0, from which, m = 2 or m = 4. (iii) Since the roots are real and different, the C.F.,
3 u = Ae 2 x + Be4x

(2D2 11D + 12)v = 3x 2 gives: (2D2 11D + 12)(ax + b) = 3x 2, i.e. 2D2 (ax + b) 11D(ax + b) + 12(ax + b) = 3x 2 i.e. 0 11a + 12ax + 12b = 3x 2 Equating the coefcients of x gives: 12a = 3, 1 . from which, a = 4 Equating the constant terms gives: 11a + 12b = 2. 1 + 12b = 2 from which, i.e. 11 4 11 3 1 12b = 2 + = i.e. b = 4 4 16 1 1 Hence the P.I., v = ax + b = x + 4 16 (vi) The general solution is given by y = u + v, i.e. 3 1 1 y = Ae 2 x + Be4x + x + 4 16 Now try the following exercise. Exercise 190 Further problems on differential equations of the form d2 y dy a 2 + b + cy = f (x) where f (x) is a dx dx constant or polynomial. In Problems 1 and 2, nd the general solutions of the given differential equations. 1. 2 d2 y dy + 5 3y = 6 2 dx dx y = Ae 2 x + Be3x 2 2. 6 d2 y dy + 4 2y = 3x 2 dx 2 dx
3 y = Ae 3 x + Bex 2 2 x 1 1

(D2 3D)v = 9

In Problems 3 and 4 nd the particular solutions of the given differential equations. d2 y dy 4y = 8; when x = 0, y = 0 and 3. 3 2 + dx dx dy = 0. dx
3x y= 2 + 4ex ) 2 7 (3e 4

(iv) Since f (x ) = 3x 2 is a polynomial, let the P.I., v = ax + b (see Table 51.1(b)). (v) Substituting v = ax + b into

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 484 DIFFERENTIAL EQUATIONS

4. 9

d2 y dy 12 + 4y = 3x 1; when x = 0, dx 2 dx dy 4 y = 0 and = dx 3
3 x y= 2+ 4 2 e3x 3 +2+ 4 x

(ii) Substituting m for D gives the auxiliary equation m2 2m + 1 = 0. Factorising gives: (m 1)(m 1) = 0, from which, m = 1 twice. (iii) Since the roots are real and equal the C.F., u = (Ax + B)ex . (iv) Let the particular integral, v = k e4x (see Table 51.1(c)). (v) Substituting v = k e4x into (D2 2D + 1)v = 3e4x gives: (D2 2D + 1)k e4x = 3e4x i.e. D2 (k e4x ) 2D(k e4x ) + 1(k e4x ) = 3e4x i.e. 16k e4x 8k e4x + k e4x = 3e4x Hence 9k e4x = 3e4x , from which, k = 1 3 4x Hence the P.I., v = ke4x = 1 3e . (vi) The general solution is given by y = u + v, i.e. 4x y = (Ax + B)ex + 1 3e . (vii) When x = 0, y = 2 3 thus 2 1 0 0 3 = (0 + B)e + 3 e , from which, B = 1. dy 4x = (Ax + B)ex + ex (A) + 4 3e . dx dy 1 13 4 When x = 0, = 4 , thus =B+A+ dx 3 3 3 from which, A = 4, since B = 1. Hence the particular solution is:
4x y = (4x 1)ex + 1 3e

5. The charge q in an electric circuit at time t satd2 q dq 1 ises the equation L 2 + R + q = E , dt dt C where L , R, C and E are constants. Solve the equation given L = 2H , C = 200 106 F and E = 250 V, when (a) R = 200 and (b) R is negligible. Assume that when t = 0, q = 0 dq and = 0. dt 1 5 1 50t (a) q = t + e 20 2 20 1 (b) q = (1 cos 50t ) 20 6. In a galvanometer the deection satises the d2 d differential equation + 4 + 4 = 8. dt 2 dt Solve the equation for given that when t = 0, d = = 2. [ = 2(t e2t + 1)] dt

51.4 Worked problems on differential equations of the form dy d2 y + cy = f (x) where a 2 +b dx dx f (x) is an exponential function
Problem 4. Solve the equation d2 y dy 2 + y = 3e4x given the boundary dx 2 dx dy 1 conditions that when x = 0, y = 2 3 and dx = 4 3 Using the procedure of Section 51.2: (i) dy d2 y 2 + y = 3e4x in D-operator form is 2 dx dx (D2 2D + 1)y = 3e4x .

Problem 5. Solve the differential equation 3 d2 y dy 2 2 3y = 5e 2 x . dx dx Using the procedure of Section 51.2: (i) 2
3 d2 y dy 2 x in D-operator form is 3 y = 5e dx 2 dx 3 (2D2 D 3)y = 5e 2 x .

(ii) Substituting m for D gives the auxiliary equation 2m2 m 3 = 0. Factorising gives: 3 (2m 3)(m + 1) = 0, from which, m = 2 or m = 1. Since the roots are real and different then the C.F., u = Ae 2 x + Bex . (iii) Since e 2 x appears in the C.F. and in the right hand side of the differential equation, let
3 3

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 485

the P.I., v = kx e 2 x (see Table 51.1(c), snag case (i)). (iv) Substituting v = kx e 2 x into (2D2 D 3)v =
3 5e 2 x 3 3 (2D2 D 3)kx e 2 x 3 = 5e 2 x . 3 e2x

(ii) Substituting m for D gives the auxiliary equation m2 4m + 4 = 0. Factorising gives: (m 2)(m 2) = 0, from which, m = 2 twice. (iii) Since the roots are real and equal, the C.F., u = (Ax + B)e2x . (iv) Since e2x and x e2x both appear in the C.F. let the P.I., v = kx 2 e2x (see Table 51.1(c), snag case (ii)). (v) Substituting v = kx 2 e2x into (D2 4D + 4)v = 3e2x gives: (D2 4D + 4)(kx 2 e2x ) = 3e2x D(kx 2 e2x ) = (kx 2 )(2e2x ) + (e2x )(2kx ) = 2 k e 2 x (x 2 + x ) D2 (kx 2 e2x ) = D[2k e2x (x 2 + x )] = (2k e2x )(2x + 1) + (x 2 + x )(4k e2x ) = 2k e2x (4x + 1 + 2x 2 ) Hence (D2 4D + 4)(kx 2 e2x ) = [2k e2x (4x + 1 + 2x 2 )] 4[2k e2x (x 2 + x )] + 4[kx 2 e2x ] = 3e2x

gives:
3 kx e 2 x

= (kx )

3 3 2x 2e

(k ),

by the product rule, = D2

3 kx e 2 x 3 3 x+1 ke 2 x 2 3 3 D ke 2 x 2 x+1 3 3 2

= ke 2 x

+ = ke 2 x Hence (2D2 D 3) =2
3 9 ke 2 x 4 x 3 9 4x

3 2x

+1

3 3 2x 2 ke

+3

3 kx e 2 x

+3

3 3 ke 2 x 2 x 3

+1
3

3 kx e 2 x = 5e 2 x i.e.
3 9 2x 2 kx e 3 + 6k e 2 x 2 xk e 2 x k e 2 x 3 3 3 3 3

3 from which, 2k e2x = 3e2x and k = 2 3 2 2x Hence the P.I., v = kx2 e2x = 2 x e .

(vi) The general solution, y = u + v, i.e.

3 2 2x y = (Ax + B)e2x + 2 x e

3kxe 2 x = 5e 2 x Equating coefcients of e 2 x gives: 5k = 5, from which, k = 1. Hence the P.I., v = kxe 2 x = xe 2 x . (v) The general solution is y = u + v,
3 y = Ae 2 x 3 + Bex + xe 2 x . 3 3 3

Now try the following exercise. Exercise 191 Further problems on differential equations of the form d2y dy a 2 + b +cy = f (x) where f (x) is an expodx dx nential function In Problems 1 to 4, nd the general solutions of the given differential equations. 1. d2 y dy 6y = 2ex dx 2 dx
x y = Ae3x + Be2x 1 3e

i.e.

d2 y dy Problem 6. Solve 2 4 + 4y = 3e2x . dx dx Using the procedure of Section 51.2: (i) dy d2 y 4 + 4y = 3e2x in D-operator form is dx 2 dx (D2 4D + 4)y = 3e2x .

2.

d2 y dy 3 4y = 3ex 2 dx dx
x y = Ae4x + Bex 3 5 xe

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 486 DIFFERENTIAL EQUATIONS

3.

d2 y + 9y = 26e2x dx 2 [y = A cos 3x + B sin 3x + 2e2x ]

t d2 y dy 3 6 + y = 12e dt 2 dt 2 3t y = (At + B)e 3 t + 2 3t e 1 1

(iii) Since the roots are real and different the C.F., 5 u = Aex + Be 2 x . (iv) Let the P.I., v = A sin 2x + B cos 2x (see Table 51.1(d)). (v) Substituting v = A sin 2x + B cos 2x into (2D2 + 3D 5)v = 6 sin 2x gives: (2D2 + 3D 5)(A sin 2x + B cos 2x ) = 6 sin 2x . D(A sin 2x + B cos 2x ) = 2A cos 2x 2B sin 2x D2 (A sin 2x + B cos 2x ) = D(2A cos 2x 2B sin 2x ) = 4A sin 2x 4B cos 2x Hence (2D2 + 3D 5)(A sin 2x + B cos 2x ) = 8A sin 2x 8B cos 2x + 6A cos 2x 6B sin 2x 5A sin 2x 5B cos 2x = 6 sin 2x Equating coefcient of sin 2x gives: 13A 6B = 6 Equating coefcients of cos 2x gives: 6A 13B = 0 6 (1)gives : 78A 36B = 36 13 (2)gives : (3) + (4)gives : from which, 78A 169B = 0 205B = 36 B= 36 205 (2) (3) (4) (1)

4. 9

In problems 5 and 6 nd the particular solutions of the given differential equations. 5. 5 d2 y dy 1 + 9 2y = 3ex ; when x = 0, y = 2 dx dx 4 dy and = 0. dx 1 5 1 e2x e 5 x + ex y= 44 4

6.

d2 y dy 6 + 9y = 4e3t ; when t = 0, y = 2 2 dt dt dy and =0 [y = 2e3t (1 3t + t 2 )] dt

51.5 Worked problems on differential equations of the form dy d2 y a 2 + b + cy = f (x) where f (x) dx dx is a sine or cosine function
Problem 7. Solve the differential equation d2 y dy 2 2 + 3 5y = 6 sin 2x . dx dx Using the procedure of Section 51.2: (i) 2 d2 y dy + 3 5y = 6 sin 2x in D-operator form 2 dx dx is (2D2 + 3D 5)y = 6 sin 2x

36 Substituting B = into equation (1) or (2) 205 78 gives A = 205 78 36 Hence the P.I., v = sin 2x cos 2x. 205 205 (vi) The general solution, y = u + v, i.e. y = Aex + Be 2 x 2 (39 sin 2x + 18 cos 2x) 205
5

(ii) The auxiliary equation is 2m2 + 3m 5 = 0, from which, (m 1)(2m + 5) = 0, 5 i.e. m = 1 or m = 2

Problem

d2 y Solve + 16y = 10 cos 4x dx 2 dy given y = 3 and = 4 when x = 0. dx 8.

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 487

Using the procedure of Section 51.2: (i) d2 y dx 2 + 16y = 10 cos 4x in D-operator form is (D + 16)y = 10 cos 4x
2 2 (ii) The auxiliary equation is m + 16 = 0, from which m = 16 = j4.

(vi) The general solution, y = u + v, i.e.

5 x sin 4x y = A cos 4x + B sin 4x + 4

(iii) Since the roots are complex the C.F., u = e0 (A cos 4x + B sin 4x ) i.e. u = Acos 4x + B sin 4x (iv) Since sin 4x occurs in the C.F. and in the right hand side of the given differential equation, let the P.I., v = x (C sin 4x + D cos 4x ) (see Table 51.1(d), snag caseconstants C and D are used since A and B have already been used in the C.F.). (v) Substituting v = x (C sin 4x + D cos 4x ) into (D2 + 16)v = 10 cos 4x gives: (D2 + 16)[x (C sin 4x + D cos 4x )] = 10 cos 4x D[x (C sin 4x + D cos 4x )] = x (4C cos 4x 4D sin 4x ) + (C sin 4x + D cos 4x )(1), by the product rule D2 [x (C sin 4x + D cos 4x )] = x (16C sin 4x 16D cos 4x ) + (4C cos 4x 4D sin 4x ) + (4C cos 4x 4D sin 4x ) Hence (D2 + 16)[x (C sin 4x + D cos 4x )] = 16Cx sin 4x 16Dx cos 4x + 4C cos 4x 4D sin 4x + 4C cos 4x 4D sin 4x + 16Cx sin 4x + 16Dx cos 4x = 10 cos 4x , i.e. 8D sin 4x + 8C cos 4x = 10 cos 4x Equating coefcients of cos 4x gives: 10 5 8C = 10, from which, C = = 8 4 Equating coefcients of sin 4x gives: 8D = 0, from which, D = 0. Hence the P.I., v = x
5 4

(vii) When x = 0, y = 3, thus 3 = A cos 0 + B sin 0 + 0, i.e. A = 3. dy = 4A sin 4x + 4B cos 4x dx 5 5 +4 x (4 cos 4x ) + 4 sin 4x When x = 0, dy = 4, thus dx 5 sin 0 4 = 4A sin 0 + 4B cos 0 + 0 + 4

i.e. 4 = 4B, from which, B = 1 Hence the particular solution is

5 x sin 4x y = 3 cos 4x + sin 4x + 4

Now try the following exercise. Exercise 192 Further problems on differential equations of the form d2 y dy + cy = f (x) where f (x) is a sine a 2 +b dx dx or cosine function In Problems 1 to 3, nd the general solutions of the given differential equations. 1. 2 d2 y dy 3y = 25 sin 2x dx 2 dx y = Ae 2 x + Bex 1 5 (11 sin 2x 2 cos 2x ) 2. d2 y dy 4 + 4y = 5 cos x 2 dx dx 3 y = (Ax + B)e2x 4 5 sin x + 5 cos x d2 y dx 2 + y = 4 cos x [y = A cos x + B sin x + 2x sin x ]
3

3.

sin 4x .

4. Find the particular solution of the differential d2 y dy equation 2 3 4y = 3 sin x ; when dx dx dy x = 0, y = 0 and = 0. dx 1 4 x x (6e 51e ) y= 170 1 (15 sin x 9 cos x ) 34

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 488 DIFFERENTIAL EQUATIONS

5. A differential equation representing the d2 y motion of a body is + n2 y = k sin pt , dt 2 where k , n and p are constants. Solve the equation (given n = 0 and p2 = n2 ) given that dy when t = 0, y = = 0. dt p k sin pt sin nt y= 2 2 n p n 6. The motion of a vibrating mass is given by d2 y dy + 8 + 20y = 300 sin 4t . Show that the dt 2 dt general solution of the differential equation is given by: y = e4t (A cos 2t + B sin 2t ) 15 + ( sin 4t 8 cos 4t ) 13 d2 q dq 1 7. L 2 + R + q = V0 sin t represents dt dt C the variation of capacitor charge in an electric circuit. Determine an expression for q at time t seconds given that R = 40 , L = 0.02 H, C = 50 106 F, V0 = 540.8 V and = 200 rad/s and given the boundary conditions that when t = 0, q = 0 and dq = 4.8 dt q = (10t + 0.01)e1000t + 0.024 sin 200t 0.010 cos 200t

(D2 + D 6)y = 12x 50 sin x (ii) The auxiliary equation is (m2 + m 6) = 0, from which, i.e. (m 2)(m + 3) = 0, m = 2 or m = 3

(iii) Since the roots are real and different, the C.F., u = Ae2x + Be3x . (iv) Since the right hand side of the given differential equation is the sum of a polynomial and a sine function let the P.I. v = ax + b + c sin x + d cos x (see Table 51.1(e)). (v) Substituting v into (D2 + D 6)v = 12x 50 sin x gives: (D2 + D 6)(ax + b + c sin x + d cos x ) = 12x 50 sin x D(ax + b + c sin x + d cos x ) = a + c cos x d sin x D2 (ax + b + c sin x + d cos x ) = c sin x d cos x Hence (D2 + D 6)(v) = (c sin x d cos x ) + (a + c cos x d sin x ) 6(ax + b + c sin x + d cos x ) = 12x 50 sin x Equating constant terms gives: a 6b = 0 (1) Equating coefcients of x gives: 6a = 12, from which, a = 2. Hence, from (1), b = 1 3 Equating the coefcients of cos x gives: d + c 6d = 0 i.e. c 7d = 0 c d 6c = 50 i.e. 7c d = 50 (2)

51.6 Worked problems on differential equations of the form dy d2 y + cy = f (x) where a 2 +b dx dx f (x) is a sum or a product
Problem 9. Solve d2 y dy 6y = 12x 50 sin x . + dx 2 dx Using the procedure of Section 51.2: (i) d2 y dy + 6y = 12x 50 sin x in D-operator dx 2 dx form is

Equating the coefcients of sin x gives: (3)

Solving equations (2) and (3) gives: c = 7 and d = 1. Hence the P.I., = 2 x
1 3

+ 7 sin x + cos x

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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 489

(vi) The general solution, y = u + v, i.e. y = Ae2x + Be3x 2x 1 3 + 7 sin x + cos x

ex {( 3C 4D) sin 2x + (4C 3D) cos 2x } Hence (D2 2D + 2)v + (4C 3D) cos 2x } 2ex {(2C + D) cos 2x + (C 2D) sin 2x } + 2ex (C sin 2x + D cos 2x ) = 3ex cos 2x Equating coefcients of ex sin 2x gives: 3C 4D 2C + 4D + 2C = 0 i.e. 3C = 0, from which, C = 0. Equating coefcients of ex cos 2x gives: 4C 3D 4C 2D + 2D = 3 i.e. 3D = 3, from which, D = 1. Hence the P.I., = ex (cos 2x). (vi) The general solution, y = u + v, i.e. y = ex (A cos x + B sin x) ex cos 2x (vii) When x = 0, y = 2 thus 2 = e0 (A cos 0 + B sin 0) e0 cos 0 i.e. 2 = A 1, from which, A = 3 dy = ex (A sin x + B cos x ) dx + ex (A cos x + B sin x ) [ex (2 sin 2x ) + ex cos 2x ] When thus dy =3 dx 3 = e0 (A sin 0 + B cos 0) x = 0, + e0 (A cos 0 + B sin 0) e0 (2 sin 0) e0 cos 0 i.e. 3 = B + A 1, from which, B = 1, since A = 3 Hence the particular solution is y = ex (3 cos x + sin x) ex cos 2x = ex {(3C 4D) sin 2x

Problem 10. Solve the differential equation d2 y dy 2 + 2y = 3ex cos 2x , given that when 2 dx dx dy x = 0, y = 2 and = 3. dx Using the procedure of Section 51.2: (i) dy d2 y 2 + 2y = 3ex cos 2x in D-operator dx 2 dx form is (D2 2D + 2)y = 3ex cos 2x (ii) The auxiliary equation is m2 2m + 2 = 0 Using the quadratic formula, 2 [4 4(1)(2)] m= 2 2 j2 2 4 = i.e. m = 1 j1. = 2 2 (iii) Since the roots are complex, the C.F., u = ex (A cos x + B sin x). (iv) Since the right hand side of the given differential equation is a product of an exponential and a cosine function, let the P.I., v = ex (C sin 2x + D cos 2x ) (see Table 51.1(f) again, constants C and D are used since A and B have already been used for the C.F.). (v) Substituting v into (D2 2D + 2)v = 3ex cos 2x gives: (D2 2D + 2)[ex (C sin 2x = 3ex cos 2x D(v) = ex (2C cos 2x 2D sin 2x ) + ex (C sin 2x + D cos 2x ) (ex {(2C + D) cos 2x + (C 2D) sin 2x }) D2 (v) = ex (4C sin 2x 4D cos 2x ) + ex (2C cos 2x 2D sin 2x ) + e (2C cos 2x 2D sin 2x )
x

+ D cos 2x )]

+ ex (C sin 2x + D cos 2x )
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Property of Mr. Alphonce Kimutai Kirui Telephone:+254728801352 Email Address: <kimutaikirui@yahoo.com><alphoncekirui@gmail.com> 490 DIFFERENTIAL EQUATIONS

Now try the following exercise. Exercise 193 Further problems on second order differential equations of the form d2 y dy + cy = f (x) where f (x) is a sum a 2 +b dx dx or product In Problems 1 to 4, nd the general solutions of the given differential equations. 1. 8 d2 y dy 6 + y = 2x + 40 sin x 2 dx dx x x y = Ae 4 + Be 2 + 2x + 12 8 + (6 cos x 7 sin x ) 17 4.

y = Aex + Be2x
1 2 x

3 4 1 2 1 2x 2x + 4e

d2 y dy 2 + 2y = et sin t dt 2 dt t t y = et (A cos t + B sin t ) 2 e cos t In Problems 5 to 6 nd the particular solutions of the given differential equations. d2 y dy 7 + 10y = e2x + 20; when x = 0, 2 dx dx dy 1 y = 0 and = dx 3 4 5x 10 2x 1 2x y = e e xe + 2 3 3 3 d2 y dy 6y = 6ex cos x ; when x = 0, dx 2 dx 21 dy 20 y = and = 6 29 dx 29 3 y = 2e 2 x 2e2x 3ex + (3 sin x 7 cos x ) 29

5.

2.

d2 y dy 3 + 2y = 2 sin 2 4 cos 2 d 2 d
1 y = Ae 2 + B e + 2 ( sin 2 + cos 2 )

6. 2

3.

d2 y dy + 2 y = x 2 + e 2x dx 2 dx

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