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Differential Equations & Linear Algebra Dr.

Gharib, December 23, 2010


Differential Equations
The Second Part of the MTH 2132/2311Course
Page1
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE 1
Introduction
Why should one be interested in differential
equations?
Man la!s "o#ernin" natural $heno%ena are
relations &equations' in#ol#in" rates at !hich
thin"s ha$$en &deri#ati#es'(
E)a%$les of fields usin" differential equations in their
analsis include*
Solid %echanics + Motion
Heat transfer + Ener" ,alances
-i,rational .na%ics + Seis%olo"
/erodna%ics + 0luid .na%ics
Electronics + Circuit .esi"n
Po$ulation .na%ics + 1iolo"ical Sste%s
Cli%atolo" and En#iron%ental /nalsis
2$tions Tradin" + Econo%ics
Learnin" 2,3ecti#es
Page2
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
1( To ,e a,le to identif and classif an ordinar
differential equation
2( To understand !hat it %eans for a function to ,e
a solution of an ordinar differential equation(
3( To ,e a,le to find the solution to certain si%$le
ordinar differential equations
4( To ,e a,le to disco#er so%e $ro$erties of the
solution of an ordinar differential equation
5ithout actuall findin" the solution
6( To ,e a,le to deri#e an ordinar differential
equation as the %athe%atical %odel for a $hsical
$heno%enon
Introduction to .ifferential Equations
Page3
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.efinitions and Ter%inolo"
.efinition 1* .ifferential Equation &.E'
An equation containing the derivatives of one or more
dependent variables, with respect to one or more
independent variables, is said to be a differential
equation.
Are differential equations easy to solve?
Some are, but many are not
What do solutions look like?
Solutions are functions.
If expressed symbolically they look like
mathematical formulas.
Geometrically, they are curves.
7otation*
1)Lei,ni8 notation
,... ,

dx
y d
dx
dy

)Pri%e notation
,... , , y y y
(a) Classification , t$e
i' 2rdinar .ifferential Equation &2.E'
Page
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
E)a%$le 1
) variable !
, " # , $

one than more contain y x


dt
dy
dt
dx
and y
dx
dy
dx
y d
e y
dx
dy
x
+ +
+ +
ii' Partial .ifferential Equation &P.E'*
E)a%$le 2
t
u
t
u
x
u
y
u
x
u

, "

x
v
y
u

(b) 2rder
The order of a differential equation is the order of the
hi"hest deri#ati#e that a$$ears in it(
%&amples of first order differential equations'
" $ , ( ,

+
,
_

+ y
dx
dy
y
dx
dy
x x
dx
dy
y
%&amples of second order differential equations'

( , $
,
_

+
dx
dy
dx
y d
x x
dx
y d
%&amples of third order differential equations'
y
dx
y d
x
dx
dy
dx
y d
dx
y d
( , "
(
(
)

(
(
+ + +
(c) .e"ree
Page!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
*f all derivatives in the equation are raised to integer
powers, then
The de"ree of a differential equation is the hi"hest
$o!er to !hich the hi"hest order deri#ati#e in the
equation is raised(
%&ample of a second degree, first order differential
equation'
"

+ +
,
_

y
dx
dy
dx
dy
%&ample of a third degree, second order differential
equations'
"
(

+ +

,
_

x
dx
dy
dx
y d
(d) Linearit
A linear differential equation has the following properties'
1) +he dependent variable and its derivatives appear
raised only to the first power' there are no terms like
( ) y or dx dy

.
) ,unctions of y or of its derivatives are forbidden'
there are no terms like
( ) ( ) ( ) x y or dx dy y + 1 , tan , e&p
.
() +he equation must not contain products of derivatives
of different order, or of y with its derivatives' no
terms like
Page"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
dy dy d y
y or
d& d& d&

2
2
Notes
1( The independent variable x may appear in any form
whatsoever.
2. A linear differential euation only contains
derivatives raised to the first power so all linear
differential euations are of the first de!ree.
Example:
( )
( ) linear is y x
dx
dy
x
dx
y d
x
linear non is xy
dx
dy
y
dx
y d
linear non is y
dx
y d
+
+ +

ln . (
" .
" tan . 1

Page#
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
S2L-I79 .I00ERE7TI/L E:U/TI27S
When we solve an al"e,raic equation, the aim is to find
the unknown number or numbers that satisfy it.
( )( )
(
" ( " # $ . .


+
x or x
x x x x ! e
When we solve a differential euation, the aim is to find
the unknown function or functions that satisfy it.
-ote'
A solution to a differential equation is a relation
between the variables x and y in which no derivatives
appear and when we substitute it into the differential
equation, that equation becomes an identity (true for all
allowed values of the variables.
Page$
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
E)a%$le* .how that

x y
is a solution of the differential
equation
x
dx
dy

.+o do this, we substitute the solution into
the equation
( ) x x x x
dx
d


+his is an identity !true for all &), so

x y
is a solution for all
x.
9E7ER/L S2LUTI27S /7. P/RTICUL/R
S2LUTI27S

x y
is a solution of the differential equation
x
dx
dy

, but
this is not the only solution.
/et0s try
" x y +

where 1 is an arbitrary constant'


( )
x x
x " x
dx
d


+
+he solution
" x y +

is called a !eneral solution because it


involves an arbitrary constant. ,or any choice of the
constant 1, it is still a solution of the differential equation.
+he general solution represents a 2family3 of solutions
with similar properties.
Page%
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
A particular solution of the differential equation is given
by a specific choice of the arbitrary constant' it is
a solution that does not contain any arbitrary constants.
%&amples'

x y
and

+ x y
are particular solutions
corresponding to 1 4 " and 1 4 , respectively.
General nth Order Differential Equation: is given by
) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +

1. &f g'() * 0 then it is calle+ Homogeneous


other,ise Non-homogeneous.
Notes
1.If

) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +

Subject to
1 "
1
1 " " "
) ! ..., , ) ! , ) !


n
n
y x y y x y y x y

-hen it is calle+ nth or+er Initial-Value Problem 'IVP).
2.&f
) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +

Subject to:
1 1
1
1 1 " "
) ! , , ) ! , ) !


n n
n
y x y y x y y x y
then it is
calle+ nth or+er Bounar! Value Problem 'BVP)
Page10
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
"heorem: #$IS"#N%# 20 THE S2LUTI27
E)a%$le* 5etermine whether or not
#

+ y y x y x

sub6ect to
1 ) " ! , ( ) " ! y y
has a unique solution over
) , !
.
Sol'
# ) ! 7 ) ! , ) ! , ) !
" 1

x ! x a x x a x x a
are all continuous
on
) , !
for every &.
) , ! "
"
x
but

. " " ) !

x at x x a

8ence *9: does not have a solution.
%&ample' ,ind an *nterval I for which *9:

1 ) " ! , " ) " ! , ( ) ! + y y x y y x
has a solution.
Page11
Let
) ! 7 ) ! ), ! , ), ! ), !
" 1 1
x ! x a x a x a x a
n n

are continuous on an
inter.al &,
n
a !&) #
for e.er/ x in I, an+
I in any be x x point
"


-hen, a solution
) !x y
of the &0P
) ! ) ! ) ! ) ! ) !
" 1 1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n n
n
n
+ + + +

Subject to:
1 "
1
1 " " "
) ! , , ) ! , ) !


n
n
y x y y x y y x y
is e&ists on the inter.al &
an+ it is unique.
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.ol'
x x ! x a x a x x a ) ! 7 ( ) ! , " ) ! , ) !
" 1
are all continuous
every where.

" ) !

x for x x a
7
"
"
x
8ence,
) , )! , ! I
$ote%
A ;9: may have no solution, a unique solution, or
many solutions.
%&ample' /et
" 1# ) sin ) cos + + x x of solution a is t b t a x
.
*nvestigate the e&istence of the solution!s) under the
following boundary condition.
i.
" )

! , " ) " !

x x

ii.
" )
<
! , " ) " !

x x

iii.
1 )

! , " ) " !

x x
.ol.
i.
" " " sin " cos " ) " ! + a b a x

" " sin cos " )

! + a b a x

8ence
t b x ) sin
is a solution, i.e., infinite nu%,er of
solutions for infinite values of b.
Page12
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
ii.
" " " sin " cos " ) " ! + a b a x
" "

sin

cos " )
<
! + b b a x

8ence
" x
is a solution.
iii.
" " " sin " cos " ) " ! + a b a x
) ! 1 " . 1 sin cos 1 )

! impossible b b a x +

8ence, there is no solution.


Page13
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE 2
H2M29E7E2US E:U/TI27S
=iven a linear nth>order differential equation of the
form
" ) ! ) ! ) ! ) !
" 1 1
1
1
+ + + +

y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n n
n
n
*s called a homogeneous equation where as the
equation
) ! ) ! ) ! ) ! ) !
" 1 1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n n
n
n
+ + + +

is called non>homogenous
1(*n case of homogeneous equation?
y 4 " is always a solution.
A multiple ! y & c
'
y
'
) of a solution is always a
solution.
A linear combination !y & c
'
y
'
(c
2
y
2
()))(c
n
y
n
)
of solutions is also a solution .uperposition
:rinciple.
%&ample'
1 ) " ! , " ) " !
, "
1

+

y y satisfies that solution a find then
y y of solution !eneral a is e c e c y If
x x
.ol.
Page1
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

) ! " " ) " !
1
i c c y +

) ! " " ) " !
1 1
ii c c y e c e c y
x x


.olving *i+ and *ii+
we get

1
,

1
1
c c
,
8ence the solution is
x x
e e y

1
.
Linear .e$endence/Inde$endence
1(+he set of functions f
'
, f
2
, ))), f
n
are Linearl
Inde$endent on the interval I if the equation
c
'
f
'
(c
2
f
2
()))(c
n
f
n
& # has only trivial solution
c
'
& c
2
& )))& c
n
& #
Page1!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
@therwise linearl de$endent
2(Equi#alentl? f
'
, f
2
, ))), f
n
are linearly independent
if
5rons;ian'
"
. . .
. . .
. . .
. . .
. . .
. . .
) ,... , !
1 1

1
1
1
1
1

n
n
n n
n
n
n
f f f
f f f
f f f
f f f ,

@therwise linearly dependent
%&ample' *s
{ }
x
e f x f f
( 1
, , "
/. ind or /. dep.?
.ol. Aecall from /inear Algebra that any set
containing " is /.dep.
-ow,
dep -
e
e
e x
x
x
x
. "
" "
1 "
"

%&ample' *s
{ } x f x f f

1
sin , cos , $
/. ind or /. dep.?
.ol. ;y *nspection
dep - x x . " ) sin !cos 1 $
$
1

+ +

Page1"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
{ }
cos & sin &
cos &sin & sin! &) sin & cos & sin! &)
cos! &) cos! &)
cos! &) sin! &) cos! &) sin! &) L. dep

+
2 2
.
# 2 2 2 2
# 2 2 2 2
. 2 2 2 2 2 2 #
0unda%ental Set of Solution* A set /y
',
y
2
,))),y
n
0 of
linearly independent solutions of a homogeneous
equation is called fundamental set of solution.
*n this situation y & c
'
y
'
(c
2
y
2
()))(c
n
y
n
is called
9eneral solution of ho%o"eneous equation.
%&ample' 9erify that
{ }
x x
e e
) (
,

is a fundamental set of
" 1 y y y
.ol.
x x x x
e e e e
( ( ( (
" ) ! 1 ) ! ) !


is a solution.
.imilarly
x x x x
e e e e
) ) ) )
" ) ! 1 ) ! ) !
is a solution.
-ow,
Ind - e e
e e
e e
x x
x x
x x
. " ( )
) (
) (
) (
+

.
8ence the set is a fundamental set.
Page1#
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
%&ample' 9erify that
{ }
) (
, x x
is a fundamental set of
" 1 #

+ y y x y x
.ol.
( ( ( (
" ) ! 1 ) ! # ) ! x x x x x x +
is a solution.
.imilarly
) ) ) )
" ) ! 1 ) ! # ) ! x x x x x x +
is a solution.
-ow,
Ind - on x x x
x x
x x
. ) , " ! " ( )
) (
# # #
(
) (

.
8ence the set is a fundamental set.
Page1$
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
727<H2M29E7E2US E:U/TI27S
=iven non>homogeneous equation
) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +

1.
p
y
is called a $articular solution or particular
integral and this can be any solution but free of
arbitrary constants.
.
c
y
is called co%$le%entar solution or
complimentary function and it is general solution of
the homogeneous part
" ) ! ) ! ) ! ) !
" 1
1
1
1
+ + + +

y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n i.e., if a set /y
',
y
2
,))),y
n
0 is linearly independent solutions of the
homogeneous part then y
c
& c
'
y
'
(c
2
y
2
()))(c
n
y
n
.
(.
yp y y
c
+
is known as general solution of non>
homogeneous equation.
%&ample' 9erify that
x x x
e e c e c y #
$

1
+ +
is a general
solution of
x
e y y y ) 1" B +
.ol. 1onsider
p c
x x x
y y e e c e c y + + + #
$

1
.
-eed to verify that
x
e #
is a particular solution.
( ) ( ) ( )
x x x x
e e e e ) # 1" # B # +

.
Page1%
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
-ow, need to verify that
{ }
x x
e e
$
,
is a fundamental set
for homogeneous part
" 1" B + y y y
( ) ( ) ( ) " 1" B

+

x x x
e e e

( ) ( ) ( ) " 1" B
$ $ $
+

x x x
e e e
and
Ind - e
e e
e e
x
x x
x x
. " (
$
B
$
$

. 8ence verified.
/nother Su$er$osition Princi$le
/et C y
p1
0 be a particular solutions of the equation
) ! ) ! ) ! ) ! ) !
" 1 1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
1 n
n
n n
n
n
+ + + +

where
k 1 ,... , 1
.
+hen the
pk p p p
y y y y ...
1
+ +
is a particular solution for the
equation
) ! ... ) ! ) ! ) ! ) ! ) ! ) !
1 " 1
1
1
1
x ! x ! x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
k
n
n
n
n
n
n
+ + + + + +

%&ample' 9erify that


x x
p
xe e x y + +

)
is a particular
solution of
x x x
e xe e x x y y y + + + + < ) 1# ) (

/et
< ) 1# ) !

1
+ x x x !
,
x
e x !

) !
and
e xe x !
x
) !
(
then we can see that
Page20
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

1
)x y
p

,
x
p
e y


and
x
p
xe y
(
are particular solutions of
non>homogenous equations with right side defined
by the above functions
SECTI27 4(2' RE.UCTI27 20 2R.ER
/et
" ) ! D ) ! D D ) !
" 1
+ + y x a y x a y x a
be a linear second order
differential equation. .uppose that
1
y
is a nontrivial
solution for this equation. We can find a second
solution

y
which is linearly independent from
1
y
as
1
) ! y x u y
1(+his method is called a reduction of order need to
solve only first order equation to find
1
) ! y x u y
.
2(+his method can be used to find the general
solution of a non>homogenous equation
) ! ) ! D ) ! D D ) !
" 1
x ! y x a y x a y x a + +
whenever a solution
1
y
of
the associated homogeneous equation is known.
Page21
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
%&ample' /et
x y ) cos
1

is a solution of
" 1# + y y
. ,ind
a second solution

y
?
.ol. .tandard form
1# ) ! , " ) ! " 1# " ) ! ) ! + + + x 2 x 3 y y y x 2 y x 3 y
Aeduction ,ormula'
dx
y
e
y y
dx x 3

1
) !
1

" ) ! dx x 3

x x x dx
x
x y ) sin ) ) !tan ) cos
) cos
1
) cos

E)a%$le* /et
(
1
x
e y is a solution of
. " # + y y y
,ind a
second solution

y
.ol. .tandard form
#
1
) ! ,
#
1
) ! "
#
1
#
1
" ) ! ) !

+ + + x 2 x 3 y y y y x 2 y x 3 y
Aeduction ,ormula'
dx
y
e
y y
dx x 3

1
) !
1

x dx x 3
#
1
) !


#
$
(
(

#
1
(

$
#
x x x
x
x
x
e dx e e dx
e
e
e y

#
$
x
y e

Page22
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
E)a%$le* /et
1
sec . " ) " ! ln y solution ond 4ind y y x to solution a is x x y + >
.ol. .tandard form
"
1
" ) ! ) ! + + + y
x
y y x 2 y x 3 y
Aeduction ,ormula'
dx
y
e
y y
dx x 3

1
) !
1

x dx
x
dx x 3 ln
1
) !

1
ln
1
ln
) !ln
1
ln


,
_

x
x dx
x x
x y
Page23
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE 3
Methods for sol#in" 0irst 2rder .ifferential Equations
1( Se$aration of #aria,les
2( Inte"ratin" 0actor
3( 1ernoulli=s Equation

1( Se$aration of #aria,les

%&amples'
x y
dx
dy
and xe y
dx
dy
y x
sin
) (
+
+
> are se$ara,le and nonse$ara,le>
res$ecti#el(& e)$lain '
0ro% the definition there is no !a of e)$ressin"
x y sin +
as a
$roduct of a function of x ti%es a function of y.
Page2
.efinition* .eparable %quation
A first Eorder differential equation of the form
! ) ! )
dy
! x h y
dx

*s said to be separable or to have separable variables

+

and are separable


but is not separable.
x
y xy y
y
x y
y
x y
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
Another form of separable equation
) ! ) ! x !
dx
dy
y p

!here
" ) !
) !
1
) ! x h and
x h
y p
=eneral solution can be solved by directly integrating both the sides
%&ample'1
( )
( )
( )
" x x y
dx x x dy
dx x x dy
dx x x
dx
dy
dx
x x
dx
dy
+ +
+
+
+
,
_

+

)
(
(
(
(

1
)
1
1
%&ample'
( )
( ) ( )
" x y
xdx
y
dy
y
xydx dy
y
dx xy
dx
dy
dx
xy
dx
dy
+



,
_

ln

Page2!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
2( Inte"ratin" 0actor
Pro,le% State%ent* =iven a first order linear differential
equation and !possibly) an initial condition of the form
( ) ( ) ( )
" 1
a t y a t y b t

+ ,
( )
" "
y t y .
,ind the general solution for the given equation.
+hat is, find the one>parameter family of functions that are
solutions of the given equation.
$otice that the terms involvin!
y
and y are on the left)hand side
of the euation and the only variable on the ri!ht)hand side is
the independent variable t.

Ste$ ?* :ut the problem into standard form.
5ivide the equation through by ( )
"
a t
making the coefficient of
y

e&actly one. +his means that the problem has the !standard)
form
( ) ( )
y p t y ! t

+
, ( )
" "
y t y
.
Page2"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
Ste$ 1* 5etermine the integrating factor, i.e.,
( )
( )
p t dt
t e

.
Fou will need to evaluate the integral by techniques from
the calculus.
Ste$ 2* Gultiply the equation through by the integrating factor
found in the previous step.
+his step is straight forward algebra. Hust remember to
multiply both sides of the equation by
( )
t .
Ste$ 3* *ntegrate both sides of the equation.
Fou should check !by mentally differentiating) that the left
hand side is e&actly the derivative of the product ( )
t y .
*f it isn0t, you have made a mistake in .teps 1 to (.
5on0t forget the constant of integration.
Ste$ 4* .olve !algebraically) the result in .tep ( for y e&plicitly.
+he result is the general solution for the equation.
Ste$ 6* &onl if an I-P is "i#en' Apply the initial conditions
and solve !algebraically) for the value of the constant of
integration.
Page2#
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
+his is accomplished by substituting "
t
for t and "
y
for y. +he
constant of integration is the unknown in the resulting equation.
E)a%$le*
Pro,le% state%ent* .olve the *9:

cost
y y
t t

+ ,
( )
" y , t I ".
Ste$ ?* :ut the problem in standard form.
+he problem is given in standard form with ( )

p t
t
and
( )

cost
t
t
.
Ste$ 1* 5etermine the integrating factor, i.e.,
( )
( ) p t dt
t e

.
( )
( )

ln ln
dt
p t dt
t t
t
e e e e t


Ste$ 2* Gultiply the equation through by the integrating factor.

cost
t y y t
t t
_ _

+

, ,
Page2$
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

cos t y ty t

+
Ste$ 3* *ntegrate both sides of the equation.
1heck !mentally) that the left>hand side is correct'
( )

d
t y t y ty
dt

+
.
+hen
( )

cos
d
t y t
dt

*ntegrating,

cos sin t y tdt t " +

Ste$ 4* .olve !algebraically) the result in .tep ( for y e&plicitly.


5ivide both sides of the equation by

t '
( )

sin sin y t t " t t "t

+ +
Ste$ 6* &onl if an I-P is "i#en' Apply the initial conditions
and solve !algebraically) for the value of the constant of
integration.
+he initial condition is
( )
" y . .ubstitute
t
and " y into the equation and solve for ".
Page2%
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

" sin" " "
2
+
Gultiplying through by

2
'
" "
.ubstituting for 1 gives the solution

sin y t t

.
-otice that this solution e&ists only for the interval ( )
",
.
,urthermore ( )

sin
lim lim "
t t
t
y t
t


, since the numerator is
bounded between 1 and >1while the denominator is arbitrarily
large numerically. ,inally,
( )

" "
sin
lim lim
t t
t
y t
t
+ +
does not
e&ist, not even as an infinite limit.
E)a%$le*
,ind the general solution of

1 1

t
y y t e

+ .
Ste$ ?* :ut the problem in standard form.
:ut all the terms involving the variable y on the right side of
the equation and all the terms involving only the variable t on the
left side of the equation.
Page30
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

1 1

t
y y t e


Gake the coefficient of the term involving y

e&actly one.

t
y y t e


+he equation is now in standard form with
( )
p t and
( )
t
t t e .
Ste$ 1* 5etermine the integrating factor, i.e.,
( )
( ) p t dt
t e

.
( )
( ) ( )

p t dt dt
t
t e e e



Ste$ 2* Gultiply the equation through by the integrating factor.
( ) ( )

t t t
e y y e t e

t t
e y e y t


Ste$ 3* *ntegrate both sides of the equation.
1heck !mentally) that the left>hand side is correct'
Page31
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
( ) ( )

t t t
d d
t y e y e y e y
dt dt

1
]
+hen
( )
t
d
e y t
dt

*ntegrating
(
1
(
t
e y t dt t "

Ste$ 4* .olve !algebraically) the result in .tep ( for y e&plicitly.


5ivide both sides of the equation by
t
e

'
(
1
(
t t
y t e "e +
or
( )
(
1
(
t
y e t 5 + , where ( 5 " .
Ste$ 6* &onl if an I-P is "i#en' apply the initial conditions and
solve !algebraically) for the value of the constant of integration.
+here is no *9:. .o there is nothing to do in this step.
Page32
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
-otice that no matter the choice of constant 5, these solutions
e&ist on the interval
( ) ,
. Also
( ) ( )
(
1
lim lim
(
t
t t
y t e t 5

+
, since both
the terms
t
e
and
(
t 5 +
are numerically large and positive for large
values of t. .o their product is numerically large and positive.
@n the other hand
( ) ( )
(
1
lim lim
(
t
t t
y t e t 5

+
is different since the term
t
e
is close to Jero while the term
(
t 5 +
is numerically large when
t is numerically large and negative. +his is an indeterminate
form. .o one must use /08opital0s Aule to evaluate this
limit.Accordingly,
( ) ( )
(
1
lim lim
(
t
t t
y t e t 5

+
(

1 1 (
lim lim
( (
6
t t
t t
t 5 t
e e


+


1 # 1 #
lim lim "
( ) ( <
6 6
t t
t t
t
e e


(
E)a%$le* ,ind the general solution of the equation

t
y t e y


.
Ste$ ?* :ut the problem in standard form.
:ut all the terms involving the variable y on the right side of the
equation and all the terms involving only the variable t on the
left side of the equation.
t
y y t e

+
Page33
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.ince the coefficient of the term involving
y
is e&actly one, the
equation is in standard form with ( )
1 p t and
( )
t
t t e
.
Ste$ 1* 5etermine the integrating factor, i.e.,
( )
( ) p t dt
t e

.
( )
( ) 1 p t dt dt
t
t e e e


Ste$ 2* Gultiply the equation through by the integrating factor.
( )
( )
t t t
e y y e t e

+
t t t
e y e y t e

+
Ste$ 3* *ntegrate both sides of the equation.
1heck !mentally) that the left>hand side is correct'
( ) ( ) ( )
t t t
d d
t y e y e y e y
dt dt


+
+hen
( )
t t
d
e y t e
dt

Page3
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
*ntegrating
t t
e y t e dt

Kse *ntegration by parts twice'


t
t
u t dv e
du tdt v e

'

t t t t
e y t e dt t e te dt

t
t
u t dv e
du dt v e

'


1 1 1

t t t
t e te e dt
1

1
]


1 1 1
)
t t t
t e te e " + +
( )

1
1
)
t
t t e " + +
Ste$ 4* .olve !algebraically) the result in .tep ( for y e&plicitly.
5ivide both sides of the equation by
t
e
'
Page3!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
( )

1
1
)
t t
y t t e "e

+ + ,
Ste$ 6* &onl if an I-P is "i#en' apply the initial conditions and
solve !algebraically) for the value of the constant of integration.
+here is no *9:. .o there is nothing to do in this step.
-otice that no matter the choice of the constant ", these
solutions e&ist on the interval
( ) ,
. Also
( )
( )

1
lim lim 1
)
t t
t t
y t t t e "e


1
+ +
1
]
, this follows by the following reasoning' ,or t numerically large
and positive, the terms

1 t t +
and
t
e
are both
numerically large and positive and so their product is too. +he
term
t
"e

is very close to Jero. +hus the limit is numerically


large and positive. @n the other hand,
( ) ( )

1
lim lim 1
)
t t
t t
y t t t e "e


1
+ +
1
]
is different
because when t is numerically large and negative, the term
Page3"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
t
e
is very close to Jero. +his limit actually depends on the
value of 1L
Page3#
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE 4
3( 1ernoulli=s Equation
1ER72ULLI E:U/TI27 ! non)linear 4irst 7rder 8.9 )
Any differential equation of the form


n
2y 3y
dx
dy
+
where : and M are functions of x, and n is any real number
is called ;ernoulli0s equation. *t is solved by making the
substitution'

n
y u

1
,
thereby converting the original non>linear 5.%. into a linear
one.
E)a%$le 2(11* .olve the following differential equations'
!a)
3
y 3 y
x
1
dx
dy
+
!b)
2 x
y e y
dx
dy

Page3$
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
Solution* !a) /et
2 n 1
y y v


!n4()
dx
dy
y 2
dx
dv
3

or
dx
dv
2
1
y
1
.
dx
dy
3

.ubstituting these values into the given differential equation, we
get
3 v
x
1
dx
dv
2
1
+
or
6 v
x
2
dx
dv

+his equation is of the standard form, *ntegrating factor

dx x 3
e x
) !
) ! where
.
x
2
) x ( P
+herefore !&) 4&
>
.olution is given by
v.&
>
4 >#&
>
d& Nc or v.&
>
4#&
>1
Nc or v 4 #& N c&


.ince v 4 y
>
we get y
>
4#& Nc&

or
t
+
2
1
y
6x cx
!b) /et w 4 y
>1
, then the equation
Page3%
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

y
x
e y
dx
dy

takes the form
x
e w
dx
dw
+
*ntegrating factor !&) 4 4 e
:!&)d&
, where :!&) 4 1
or !&) 4 e
:!&)d&
4e
&
x
ce
x
e y or
c
x
e
y
x
e or
c
x
e

+
+

1 1

1 1

1
.olve the following ;ernoulli>type equations'
'a)

y x y
dx
dy
x +
. Ans'
1
x Ax
y

'b)

y x y
dx
dy
+
. Ans'
x
Ae x
y
+ +

1
1
'c)
( ) ( )

sin sin y x y x
dx
dy
+
. Ans'
x
e A
y
cos
1
1

Page0
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
'+)
x y x y
dx
dy
sec tan
(
+
Ans'
x A
x
y
sin
cos

'e)
1
O ( O 1
+ y
dx
dy
y
? given y!") 4 ). Ans'
x
e y

(
B 1
O (

+
SECTI27 4(3' H2M29E7E2US LI7E/R
E:U/TI27S 5ITH C27ST/7T
C2E00ICIE7TS
1onsider the special case of second order equation

" + + cy y b y a
(
1( /u)iliar equation*
"

+ + c bm am
Page1
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
Case 1. *f
" )

> ac b
of au&iliary equation then there
will be two real and distinct solution m
1
and m

and
corresponding solution of differential equation will
be
x m x m
e c e c y
1
1
+
%&ample'
" ( + y y y
.ol. m
2
):m (2 & # or *m)'+*m)2+ & # implies m
& ' , 2
+herefore, y & c
'
e
x
( c
2
e
2x
is the solution.
Case 2' 1

. . , " ) m m m e i roots eual but real ac b


.olution will be
mx mx
xe c e c y
1
+
%&ample'
$ , $ " $ 1" " $ 1"

+ + m m m y y y
.olution is
x x
xe c e c y
$

$
1
+
Case 3*
i m e i roots con1u!ate complex ac b t < . . , " )

.olution will be
) sin cos !
1
x c x c e y
x

+
Page2
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
%&ample'
) sin cos !
" $ ) " $ )
1

x c x c e y
i m y m y y y
x
+
t + +
+he previous procedure can be generaliJed for
the nth>order linear differential equation with
constant coefficients
The /u)iliar equation*
" ...
" 1
1
1
+ + +

a m a m a m a
n
n
n
n
*f all roots of the au&iliary equation are distinct
the solution is
x m
n
x m x m
n
e c e c e c y + + + ...
1
1
*f one of the roots !m
1
) of the au&iliary equation
has multiplicity k then solution is
x m
n
x m
k
x m
k
x m x m
n n n
e c e c e c xe c e c y ... ...
1 1 1
1 1
+ + + + +
+
+
7ote' /et
) ! , , , , , ib a n n m m m t
are roots of an au&iliary
equation then solution will be
Page3
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
) sin cos !
B # $ )

( 1
bx c bx c e xe c e c e x c xe c e c y
ax nx nx mx mx mx
+ + + + + +
%&ample' ,ind general solution?
" 1 ) ( + y y y y
Sol(
( , " 1 ) (
(
t + m m m m
x x x
e c e c e c y
(
(

1

+ +
%&ample' ,ind general solution?
" 1< B
D D D D
y y y
Sol(
i m m m , ( " 1< B
)
t t
) sin cos !
1
x c x c e y
x

+
x c x c e c e c y
x x
sin cos
) (
(

(
1
+ + +

%&ample' ,ind general solution?

1 ) " ! , " ) " ! ) " ! " # $ + y y y that such y y y y
Sol(
( , , 1 " # $
(
+ m m m m
x x x
e c e c e c y
(
(

1

+ +
" ) " ! y "
( 1
+ + c c c
!i)
" ) " ! y " (
( 1
+ c c c
!ii)
1 ) " ! y 1 P )
( 1
+ + c c c
!iii)
.olving !i),!ii) 7 !iii) we get
1"
1
,
1$
1
,
#
1
( 1

c c c
x x x
e e e y
(
1"
1
1$
1
#
1

+ +


Page
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
E)a%$le* Why the given graph is a graph of a
particular solution of
" ) ( y y y
.
Sol( +he graph indicates that au&iliary equation
must have
one positive and one negative root. +he given
equation has this property.
M. 5etermine the values of Q for which ;9:
" ) O ! , " ) " ! , " + y y y y
has
!a) +rivial solution
!b) -on>trivial solution
Sol( Au&iliary equation is
"

+ m
) sin cos !
B # $ )

( 1
bx c bx c e xe c e c e x c xe c e c y
ax nx nx mx mx mx
+ + + + + +
If
x c c y then
1
" +
is the solution, applying boundary
conditions
" 7 "
1
c c
. 8ence
" y
is the trivial
solution(
Page!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
If + <
x x
e c e c y then

1
" >
x c x c y + sinh cosh
1
is the
solution..
R sinh cosh 7 sinh cosh S x x e x x e
x x
+

cosh
x x
e e
x

+

sinh
x x
e e
x

Applying boundary conditions


" 7 "
1
c c
. 8ence
" y

is the trivial solution(
If
x c x c y then sin cos "
1
+ >
is the solution
x c y then c y sin 7 " " ) " !
1

.
" ) O ! sin " ) O !

c y
,or
) int ! e!er non;ero k k even non;ero

or
) int ! )

e!er non;ero k k
, there will be non>trivial
solution otherwise trivial solution.
LECTURE 6
SECTI27 4(4
U7.ETERMI7E. C2E00ICIE7T
+he .olution to non>homogeneous equation
) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +


is y & y
c
( y
p

Page"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
y
c
is complimentary solution to the homogeneous
part
" ) ! ) ! ) ! ) !
" 1
1
1
1
+ + + +

y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
y
p
is the particular solution of the non>homogeneous
equation
+he undetermined coefficients technique is based on
the idea that the particular solution will have the
same form of the function
) !x !
. +he method is limited
to'
+he coefficients are constants
+he function
) !x !
is a polynomial !including
constant functions), e&ponential function, a sine
or cosine functions, or finite sums and product of
these functions. +he given table helps in finding
y
p
) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +

) !x !
p
y of 4orm
Page#
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
1!any constant)
x xe
x x
x e
e x
e x
e
x
x
x x
x
x
x
x
x
x
x
) cos
) sin $
) sin
) P !
) cos
) sin
1
(
B $
(

(
$
$
$
(

+
) ) sin ) ! ) cos ) !!
) sin ) ! ) cos ) !
) ) sin ) cos !
) !
) !
) sin ) cos
) sin ) cos
(

(
$
$
$
(

x 8 "x x < Ax e
x 4 9x 8x x " <x Ax
x < x A e
e " <x Ax
e < Ax
Ae
x < x A
x < x A
8 "x <x Ax
" <x Ax
< Ax
A
x
x
x
x
x
+ + +
+ + + + +
+
+ +
+
+
+
+ + +
+ +
+
"ase # No function in the assumed particular
solution is a solution of the associated homo!enous
differential equation.
%&ample' Kse undetermined coefficients method to
solve

x x y y y
)
1

+ +
.ol. ,or
, " 1
)
1
"
)
1

+ + + + m m m y y y consider y
c
Page$
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
8ence
x x
c
xe c e c y

1

+
,or y
p
we assume
" <x Ax y
p
+ +

. -ow, need to determine


A, ;, 7 1.
p
y
being a solution, it must satisfy the
differential equation.
x x y y y
p p p

)
1

+ +
x x " < A x < A x A
x x " <x Ax < Ax A

1
) ! ) !
) !
)
1


+ + + + +
+ + + + +
1omparing coefficient we get

B
)

B
, ) , 1

+ x x y " < A
p
8ence,
+
p c
y y =
+ +
x x
xe c e c

B
)

+ x x
Case II If an
$
> contains ter%s that du$licated
ter%s in
c
> then that
$
> %ust ,e %ulti$lied , )
n
>
!here n is the s%allest $ositi#e inte"er that
eli%inates that du$lication(
%&ample' Kse undetermined coefficients method to
solve

x y y sin ( ) +
.ol.
x c x c y i m m
c
sin cos " )
1

+ t +
,irst assume
x < x A y
p
sin cos +
, but these terms appear in
y
c
so we assume
" ,
)
(
sin ( ) . sin cos

+ + < A x y y x <x x Ax y
p p p

+
p c
y y =
+ x c x c sin cos
1
x x cos
)
(
Page%
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
%&ample' Kse undetermined coefficients method to
solve
) ! ) ) !
) 1 ! + + x y y y
.ol. ,or
i i i i m m m consider y
c
+ + , , , " 1
)
8ence
x x c x x c x c x c y
c
sin cos sin cos
) ( 1
+ + +
,or y
p
we assume
" <x Ax y
p
+ +

. -ow, need to
determine A, ;, 7 1.
p
y
being a solution, it must
satisfy the differential equation.
+ +

) 1 ! x y y y
p p
p
iv
1 ) ) !

+ + + + x x " A <x Ax
-ow, comparing co>efficient we get
( ( , , 1

x x y " < A
p
-ow,
+
p c
y y = x x c x x c x c x c sin cos sin cos
) ( 1
+ + +
(

+ x x
%&ample' Kse undetermined coefficients method to
solve

" ) 1 ! , $ ) " ! , 1

+ + y y x y y
.ol.
x c x c y i m m
c
sin cos " 1
1

+ t +
. Assume
+ + 1 , " , 1

" < A " <x Ax y


p
. 1 sin cos

1
+ + x x c x c y
-ow,
1 cot # , #
1 sin 1 cos ) 1 ! " 1 ) " ! $
1
1 1

+
c c
c c y and c y
8ence,
1 sin 1 cot # cos #

+ x x x y
Page!0
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE @
SECTI27 4(@
-/RI/TI27 20 P/R/METERS
*n the last section we solved non>homogeneous
differential equations using the method of
undetermined coefficients. +his method fails to find
a solution when the functions g!&) does not generate
a K1>.et. ,or e&ample if g!&) is sec!&), &
>1
, ln &,
etc, we must use another approach. +he approach
that we will use is similar to reduction of order and it
is called variation of parameters and the main idea
is to assume that the particular solution is in the form
1 1
y u y u y
p
+

where the parameters
1
u
and
1
u
are functions in x
after some calculation we can get the solution.
,inally we can summaries the method in the
following procedure.
Ste$ 1. :ut the equation in standard form
) ! ) ! ) ! x f y x 2 y x 3 y + +
Ste$ 2. ,ind
) ! ) !
1 1
y c y c y
c
+

1 1
y u y u y
p
+
Page!1
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
Ste$3. 1ompute
where
,
x f y
,
,
u and
,
x f y
,
,
u
) ! ) !
1

1
1


) !
"
) !
"
,
1
1

1
1
1
x f y
y
, and
y x f
y
,
y y
y y
,

Ste$ 4. After computing


1
7 u u
.
1 1
y u y u y as where y y y
p p c
+ +
%&ample'
x x y y tan sec +
.ol.
x y and x y
x c x c y i m m
c
sin cos
sin cos " 1
1
1


+ t +
.
1
cos sin
sin cos
1
1

x x
x x
y y
y y
,



x x dx x u
x x x x x x f y u
tan ) sec 1 !
) 1 !sec tan ) tan !sec sin ) !

1

1

x xdx u x x x x x f y u cos ln tan tan ) tan !sec cos ) !


1
8ence,
x x x x x x c x c y y y
p c
cos ln sin sin cos sin cos
1
+ + +
%&ample'
x y y sinh
.ol. x x
x x
c
e y and e y
e c e c y m m


+ t
1
1

1 " 1
.

1
1

x x
x x
e e
e e
y y
y y
,
x x x x
x x
x
x
e e u e e
e e
e
x e
,
x f y
u
(
1
(
)

1
1
1
)
1
) !
)
1

sinh ) !


Page!2
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
x x x x
x x
x
x
e e u e e
e e
e
x e
,
x f y
u
(

(
)
1

1
1
)
1
) !
)
1

sinh ) !

8ence,
x x
e c e c =

+
1
)
1
1
)
1
!
(x x x
e e e

+ + )
1
1
)
1
!
(x x x
e e e +
x x
e c e c

+
1
x x
e e

1
1
)
1

+ +
x x
e e

1
1
)
1

x x
e c e c

+
1
) !
#
1
x x
e e

+
x x
e c e c

+
1
x sinh
(
1
+
%&ample'
t e y y y
t
ln

+ +
.ol.

t e x f and te y and e y
te c e c y m m m
t t t
t t
c
ln ) !
1 , 1 " 1
1
1




+ + +

t
t t t
t t
e
e te e
te e
y y
y y
,

1
1


t t t tdt u t
e
t e e
x f y u
t t t
tdt t u
t t
e
t e te
x f y u
t
t t
t
t t
ln ln ln
ln
) !
)
ln
ln
ln
ln
) !
1

1
1
t t t t
t t t t t t
p c
e t t e t te c e c
e t t e t e t t e t te c e c
y y y


+ +
+ + +
+

1

1
)
(
ln

1
ln
)
1
ln

1
Page!3
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.olve *9:
" ) " ! , 1 ) " ! )
O
y y xe y y
x
) O ) O 1
O x
xe y y
.olution' Au&iliary equation
O 1 " ) O 1

t m m
1

1 7
O O
O O
O

O
1

x x
x x
x x
c
e e
e e
, e c e c y
) ) )
) !
<
) )
) !

O O
1

1
O O

1
x x x x x
x x
e xe
u
xe xe e
,
x f y
u
x
u
x xe e
,
x f y
u
+

O
O O
O

O
(
O O
O

O
(
O O O
O

O
1
)
1
< 1#
1

1
) <
) ) <
x
x x
x x
x x
x x
x x x
x x
p c
e
xe e x
e c e c y
xe e x
e c e c
e xe e x
e c e c y y y
+ +

+
+ +
+ + + +

)
1
,
)
(
1 " ) " !
1 1 ) " !
(
(
(


+
c c
c c y
c c y

) < )
1
)
(
O O
O O
x x
x x
xe e x
e e y + +

Page!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE A
SECTI27 4(A*
C/UCHB<EULER E:U/TI27
) ! ) ! ) ! ) ! ) !
" 1
1
1
1
x ! y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
+ + + +

1auchy>%uler equation is
) !
" 1
1
1
1
1
x ! y a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
n
n
+ + + +

Where as the coefficients


s a
i
D
are constant and the
interval of solution is
) , " ! I
Page!!
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
9eneral for% of 2
nd
equation'

" x y axy by

+ +
Where
a
and b are constant
Assume
m
x y
is the solution

( )
1
T 1
m m m
y x y mx y m m x



( )
1
1 "
m m m
x m m x axmx bx

+ +
5ropping
m
x
,actor ( )

1 " m a m b + +
1.,or au&iliary equation we have
( )

1 " m a m b + +
Case 1 distinct real roots*

1
1
m
y x
and

m
y x
Page!"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
9eneral solution'
1
1
m m
y c x c x +
E)( 1

.$ ." " x y xy y


( )

1 " m a m b + +

(.$ ." " m m


1
".$ m
and

) m
=eneral solution'
)
1

c
y c x
x
+
%&ample' .olve
" ( y y x
.ol. Assume
m
x y
is the solution



" ) ( ) 1 ! ! " ( ) ) 1 ! !
1 1 m m m
x m m m mx x m m x
)
1

) , " " ) x c c y m m m as euation auxiliary +


Aeal but repeated then
9eneral solution'
x x c x c y
m m
ln
1
+
%&ample' .olve
" )

+ y y x
Page!#
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.ol. /et
m
x y
+ +

" ) 1 ) 1 ! ) ! " ) ) 1 ! ! )
m m m
x m m x x m m x
x x c x c y
m m m as euation auxiliary
ln
O 1 , O 1 " 1 ) )
O 1

O 1
1

+
+
1omple& con6ugate
i t
then
9eneral solution'
[ ] ) ln sin! ) ln cos!
1
x c x c x y

+
%&ample' .olve
" )1 B

+ y y x y x
.ol. /et
m
x y
+
+

" ) )1 B ) 1 ! !
" )1 ) ! B ) ) 1 ! !
1
m
m m m
x m m m
x mx x x m m x
)
1

)R ln $ sin! ) ln $ cos! S
$ ) " )1 <
x x c x c y
i m m m as euation auxiliary
+
t +
%&ample' .olve
"
(
+ y y x y x
.ol' /et
m
x y

( 1
(
1 ( (
) !ln ln
1 , 1 , 1 " ) 1 ! ) 1 )! 1 !
" ) ! ) )! 1 ! !
x x c x x c c y
m m m m m m
x x m x x m m m x
m m m
+ +
+
+

Page!$
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
E)a%$le* .olve by variation of parameter.
)

x
x y xy y x e

+
Sol( /et
m
x y

" x y xy y +
Au&iliary equation
2 > 1 > ? ' 2 '& 1 & ? 2 3
2
+ m m m m m

1
1
7 x
x
x x
, x c x c y +
equation in standard form
) ! ) ! ) ! x f y x 2 y x 3 y + +
x
e x y
x
y
x
y

1 1
+
x x x
x x x x
e xe u xe
,
x f y
u
e xe e x u e x
,
x f y
u

+

1

1
) !

) !
x x
p c
xe e x x c x c y y y

1
+ + +
Page!%
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
LECTURE C
4(C* SBSTEM 20 LI7E/R E:U/TI27S
Eli%ination technique*
.ifferential o$erator
Writing 5% as 8y y

differential o$erator
8
that o$erates on
y
E)( 1

8x x
or
( )
sin cos 8 x x
Hi"her deri#ati#e'
( ) ( )
8 8y 8 y y or

8 y
Second order .E o$erator' ( )

- 3 8 8 a8 b + +
( ) ( )

- y 8 a8 b y y ay by

+ + + +
The o$erator is linear'
[ ] ( ) ( )
- y w - y - w + +
Ho%o"eneous differential equation'
( )
" - y
Page"0
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.ince
( ) ( )
x x x x
8 e e 8 e e


( ) ( ) ( )
x x x
3 8 e a b e 3 e

1 + +
]
.ince
x
e

is solution
( )
" 3
1ase 1' ( ) 3 different real roots
1ase ' ( ) 3 double real root need second independent solution
.tart with
( ) ( )
x x
3 8 e 3 e

1
]

5ifferentiating'
( )
( )
( ) ( ) ( )
x x x x
3 8 e 3 e 3 xe 3 8 xe

1 1 +
] ]
Where
d3
3
d


,or double root'
( ) ( ) ( ) ( )
" "
x
3 3 3 8 xe


x
xe

is second solution
.ince ( ) 3 is a polynomial ( ) 3 8 is $olno%ial o$erator
E)( 2 ,actoriJe
( )

# 3 8 8 8 + and solve
( ) [ ]
" 3 8 y
( ) ( )

# ( 8 8 8 8 + +
.ince
( ) ( ) ( ) ( ) ( )
( ( # 8 y y y 8 8 y 8 y y y y y + + +
.imilarly' ( ) ( ) ( ) ( ) ( ) ( ( ( ( # 8 y y y 8 8 y 8 y y y y y + + + + +
Page"1
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
.olutions'
( )
(
( "
x
8 y y e

+ and
( )

"
x
8 y y e
+

E)a%$le* Sol#e
) !
) ! 1 )
ii 8y x
i y 8x
+

+o eliminate & multiply equation !i) by 1 and !ii) by 5.
) ! 1 ) ) !
UUUUUUUUU UUUUUUUUUU
) ! "
) ! 1 )

v y 8
iv y 8 8x
iii y 8x
+
+

Au&iliary equation of !v) is
t + i m m " )

t c t c y
c
sin cos
1
+
. ,or
p
y
, assume
A y
p

)
1
1 ) ) ! 1 ) ) !


+ + A A 8 y 8
p
8ence>
p c
y y y +

) !
)
1
sin cos
1
vi t c t c y +
.imilarly eliminating y we get?
) ! sin cos
) (
vii t c t c x + +
-ow, substituting !vi) and !vii) in either of !i) or !ii),
say !ii) we get?
) ! ii 8y x +
Page"2
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
sin cos
) (
+ + t c t c + cos sin
1
t c t c
1 ) ( 1 ) (
7 " sin ) ! cos ) ! c c c c t c c t c c + +
8ence,
)
1
sin cos
1
+ t c t c y
and
sin cos
1
+ + t c t c x
is the solution.
Gethod '
) !
) ! 1 )
ii 8y x
i y 8x
+

+o eliminate & multiply equation !i) by 1 and !ii) by 5.
) ! 1 ) ) !
UUUUUUUUUU UUUUUUUUUU
) ! "
) ! 1 )

v y 8
iv y 8 8x
iii y 8x
+
+

Au&iliary equation of !v) is
t + i m m " )

t c t c y
c
sin cos
1
+
. ,or
p
y
, assume
A y
p

)
1
1 ) ) ! 1 ) ) !


+ + A A 8 y 8
p
8ence>
) !
)
1
sin cos
1
vi t c t c y +
-ow, substitute the value of y in either !i) or !ii), say
!ii) we get?
cos sin cos sin
R
)
1
sin cos S
1 1
1
+ + +
+ + +
t c t c x t c t c x
t c t c 8 x 8y x
%&ample' .olve
Page"3
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010
) ! 1 ) ! (
) ! ) 1 ! ) 1 !
ii y 8 x
i y 8 x 8
+ +
+ +
+o eliminate & multiply equation !i) by ( and !ii) by
!5N1).
) ! B ) $ !
UUUU UUUUUUUUUU
) ! 1 ) )! 1 ! ) 1 ! (
) ! # ) 1 ! ( ) 1 ! (

v y 8
iv y 8 8 x 8
iii y 8 x 8
+
+ + + +
+ +
Au&iliary equation of !v) is
t + i m m $ " $

t c t c y
c
$ sin $ cos
1
+
. ,or
p
y
, assume
A y
p

$
B
B ) $ ! B ) $ !


+ + A A 8 y 8
p
8ence>
) !
$
B
$ sin $ cos
1
vi t c t c y +
-ow, substitute the value of y in either !i) or !ii), say
!ii) we get?
$
(
$ sin R
(

(
$
S $ cos R
(
$
(

S
1 R
$
B
$ sin $ cos )S ! 1 ) ! (
1 1
1
+ +
+ + + + +
t c c t c c x
t c t c 8 x y 8 x
E)a%$le*
y x
dt
dy
dt
dx
x
dt
dy
dt
x d
) , $

+ + +
Sol*
t c t c e c x !et we y inatin! e Similarly
t c t c e c y i m
m m euation Auxiliary y 8 8
y 8 8 8 8 x inatin! 9
ii y 8 x 8
i 8y x 8
t
t
sin cos lim
sin cos , $
" ) ) )! $ ! " ) ) )! $ !
" )R $ ! ) ! ) 1 ! S lim
) ! " ) ) ! ) 1 !
) ! " ) $ !
# $
$
)
(
$
1

+ +
+ + t
+ +
+ +
+ +
+ +
7o!,
substituting these values of & and y in either !i) or !ii)
say !ii),
Page"
Differential Equations & Linear Algebra Dr. Gharib, December 23, 2010

+
+ + + + +
+ +
# ( $ 1 )
# $ (
# $ (
$
) 1

1
,

1
, #
" sin ) ) !
cos ) ) ! ) # !
" ) ) ! ) 1 !
c c c c c c
t c c c c
t c c c c e c c
y 8 x 8
t

t c t c e c y
t
sin

1
cos

1
#
(
$
1
+
Page"!

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