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10.06.15 (3)
June 10, 2015 5:17 PM

Chapter 3 - Higher-Order and Nonhomogeneous DEs

An th order linear DE has the form:

If , the DE is homogeneous.
If , the DE is nonhomogeneous.

Let

i.e. is the left-hand side of the DE.

Consider the following homogeneous DE:

i.e.

The solutions of this homogeneous DE form a vector space.

The linear combination of the solution of a nonhomogeneous DE will almost never form a vector
space.

The general solution must span the space.

We need to find linearly independent solutions of the DE, . The general

solution is then
.

These functions are linearly independent if and only if the only solution to
(for all ) is the trivial one .

To test for independence, we define the Wronskian:

If the functions are dependent, then (for all ).

So if for some , then the functions are independent. But we'll know that our solutions are
independent.

The constant coefficient equations have the form:

(where the 's are real constants).

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The solutions have the form . Then . We can plug it into the DE:

We need to be a root of the characteristic equation .

If all roots are real and distinct , let then the general solution is
.

If is a real, repeated root, we'd put and in the general solution.

If is a real, triple root, we'd put , and in the general

solution.

If is a real, root of multiplicity m, we'd put

, , , …, in the general solution.

If are complex conjugates, we'd put and in the

general solution.

If and , where (i.e. distinct conjugate pair),

we'd put
and in the general
solution.

If i.e. a repeated conjugate pair, we'd put

and in the general solution.

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13.06.15 (3)
June 13, 2015 5:24 PM

Midterm: Monday, June 22nd, covers material up to (and including) today (i.e. assignments #1 - 4).

Examples:

i.

ii.

iii.

iv.
The characteristic equation is .
By inspection is a root.
So
So
So
So the roots are .
The general solution is .

Then becomes

Therefore the unique solution is .

v.
The characteristic equation is .
By inspection λ = 2 is a root.
So
So
So the roots are .
The general solution is .

vi.
The characteristic equation is .
The characteristic equation is .
So the roots are .
The general solution is .

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 vii.
The characteristic equation is or .
So the roots are repeated.
The general solution is .

viii.
The general solution is .

A third-order homogeneous Euler-Cauchy equation has the form:

Solutions have the form

So

for all x, so we need

which is our characteristic equation.

There's a possibility for the roots that we did not see in second order: triple root .

In this case, the general solution would be .

Examples:

i.
The characteristic equation is
or
or .

So the roots are

and the general solution is .

ii.
The characteristic equation is
or
or .

So the roots are

and the general solution is .

The differential equations midterm material ends here.

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15.06.15 (3)
June 15, 2015 5:30 PM

Midterm: Monday, June 22nd, covers material of assignments 1-4 (i.e. what we finished on Saturday).
Wednesday: format, what kinds of questions / equations we'll be given, etc.

How do we solve nonhomogeneous equations?

Consider the nonhomogeneous DE:

Associated with it is the corresponding homogeneous DE:

i.e. same left-hand side

and recall

i.e. is the left-hand side of the DE

And assume that the general solution of the homogeneous is

i.e.

And assume that is any particular (no unknown/arbitrary constants or coefficients) solution of the
nonhomogeneous DE i.e.

Let

Then

And thus is a solution of the nonhomogeneous DE . But it contains arbitrary constants and so
it is the general solution of the nonhomegenous DE .

i.e. the general solution of the nonhomogeneous DE has the form where
is the general solution of the corresponding homogeneous DE and is any particular solution of the
nonhomogeneous DE . Can we really take any ? Yup.

Let and be two different (i.e. ) particular solutions of the nonhomogeneous .

Then .

Then
i.e. is a solution of the homogeneous DE .
i.e. the difference between any two particular solutions is obtainable from .

Thus and are not identical, but they are equivalent.

We'll study two methods to study :

1. The method of undetermined coefficients

a. easier to use
b. does not always apply

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 b. does not always apply
c. we use it when we can
2. The method of variation of parameters
a. harder to use
b. can always be used
c. we use it when we have to

We study both of them because when we can use it, the method of undetermined coefficients is more efficient.

The method of undetermined coefficients requires two things:

i. The left-hand side of the DE can only be constant coefficients
a. i.e. Euler-Cauchy DE means use of variation of parameters
ii. can only have a finite number of independent derivatives
○ functions having a finite number of independent derivatives:
 polynomials (positive integer powers of )
 and
 exponentials
 we learn this because of its many applications (motion, circuits, spring systems, etc.)
○ functions that don't have a finite number of independent derivatives:
 non-positive integer powers of ( , , etc.)
 every other trigonometric functions
□
 logarithmic functions
□
 everything else

What we do: we make a guess for based on that contains all of the independent derivatives of
th
(including the 0 derivative, i.e. the function itself) in linear combination. We then plug into the DE and
solve for the (undetermined) coefficients.

If this is in You put this in

A polynomial of degree
An exponential
or
or

or

BUT these functions may appear in !

We need then to use the modification rule:

If any term in the guess for appears in , multiply that part of by as many times as
necessary until this is no longer true.

A term is a simple mathematical expression, a part is everything in the right column.

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17.06.15 (3)
June 17, 2015 5:38 PM

Midterm: Monday, covers material of assignments 1-4, 80 minutes, closed book, basic scientific
calculator

Differential equations Numerical methods

nothing given fixed point (no formula
to give)
first-order Newton: memorize
homogeneous equations: Lagrange: general
formula given
2nd-4th constant
coefficients

2nd, 3rd Euler-Cauchy

Ex.:

i.
The corresponding homogeneous equation is
which has the characteristic equation
Therefore and
Thus

For the exponential part , put in

For the polynomial part , put in
The modification rule is not needed
and
Then and

Therefore the general solution is

ii.
The corresponding homogeneous DE is
which has the characteristic equation
Therefore and
Thus
, our initial guess is , but this appears in .
So we multiply by and take .
Then and .

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 Then and .

and so
Therefore the general solution is

If , which means (impossible)

It does not mean .

iii.
The corresponding homogeneous DE is .
Thus .
We do not solve for and until .

For the polynomial part , put in .

For the trigonometric part , initially we'd put .
But these appear in and we take .
Which is what we meant when we said multiply the entire part by , not just the term.

Then
and . Then

Thus .
Thus the particular solution is and the general solution is
.

Therefore the unique solution is .

First remark: The g has been dropped because this is not the general solution.
Second remark: What would have happened if we solved for and when we had ?
We would have is and is ? which is not the right solution.

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24.06.15 (3)
June 24, 2015 5:23 PM

Examples:

i.
The corresponding homogeneous DE is , which has the characteristic equation
, or and so .

initial guess is but this appears in , so multiply by to get ,

but this is also in , so multiply by x again and get .
Then , , , thus ,
thus , and the particular solution is and the general solution is
.

ii.
The corresponding homogeneous DE is , which has the characteristic equation
, or thus .

For the polynomial part, , the initial guess would be , but a constant appears in , so we multiply by
to get . For the trigonometric part, , put in .
For the exponential part, , the initial guess is , but this also appears in .
So multiply by and take . Thus .
Then ,
and
. Then

Thus , , , and .
Thus and the general solution is
.

Variation of Parameters

This method always applies, but we only use it when we have to.

For second-order: the DE is .

The corresponding homogeneous DE is
with general solution .
We're going to assume that
and we find a nonconstant and/or that makes this a solution of the nonhomogeneous DE.
If , then . Impose the condition that
. And so .

And then . Then

(since and are solutions of the homogeneous DE)

for to be a solution

i.e. we have to solve and for and .

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Examples:

i.
The corresponding homogeneous DE is , which has the characteristic equation
i.e. and .
must use variation of parameters i.e. we have to solve
and or
and or

And so the particular solution is

The general solution is

Then

Then
Therefore the unique solution is .

ii.
Since it's a Euler-Cauchy equation we have to use variation of parameters.

The corresponding homogeneous DE is .

Its characteristic equation is , or , or

Thus i.e. and .

The DE must be in standard form to identify .

So we solve and .
and .
Thus
and therefore .

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29.06.15 (3)
June 29, 2015 5:21 PM

Variation of Parameters for second-order:

where

(in standard form)

Example:

We solved this DE with undertermined coefficients.

We know that , which gives us and .
Therefore we need to solve and .
or
or . Thus .
Then

With UC's, we found .

The other term, , is already in . We can keep it or we can ignore it and take
.
Variation of parameters can give you extra terms you don’t need because they're already in
.

For a third-order, the DE would look like (standard

form).
The corresponding homogeneous DE is .
Its general solution has the form .
Then the particular solution has the form .
We will impose the same condition that we imposed the first time; .
But we need a second condition to have three equations and three unknowns.
That second condition is .
We then plug it into the DE and find .

Examples:

i.
We already solved this DE using UC's.
We already know that ; , and .
The first equation is
The second equation is
The third equation is

Then

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 These terms are in
And so

ii.
We must use variation of parameters because of the .
The corresponding homogeneous DE is .
We know that ; , ,
.
The first equation is .
The second equation is .
The third equation is .
Since appears everywhere, we can get rid of it.
The first equation becomes
The second equation becomes
The third equation becomes

⑤
⑤

And so the particular solution is

Therefore the general solution is

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06.07.15 (4)
July 6, 2015 5:20 PM

Chapter 4 - Systems of DEs

A linear system of DEs with constant coefficients has form

(for unknown functions and )

where the are real constants.
Define

then

and define

and

then the system can be written as

If , the system is homogeneous.

If , the system is nonhomogeneous.
Consider the homogeneous .

What satisfies this?

Solutions would have the form .
What are and ?
If , then .
So means or .
is an eigenvalue of and is a corresponding eigenvector.
If , then or . But , thus is noninvertible, therefore
. So we solve the characteristic equation of for and then solve
for .

So we need to find the 's roots of the quadratic . So there are three cases:

Case 1: , real, distinct eigenvalues

Then there are 2 solutions; and , which are linearly
independent.
And so the general solution is .

Example:

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or
where and .

For , we need to solve or

all we need is any nonzero solution
or
or
or
Take
Thus
and so

For is
or must be , can be anything
so take
and thus
The general solution is
But so
Thus
Therefore the unique solution is
or

or
or ; .

Case II: ; not considered :)

Case III: ; repeated, real eigenvalue

The first solution is . If we take , then ,

whereas
i.e. not a solution.
We need to take
then
and

then means

or
or
or
i.e. if satisfies , then is a solution and then the general solution is

Example:

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so

Then for , is take .

Thus
then
is
any will do; take .
Thus
The general solution is
or ; .

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08.07.15 (4)
July 8, 2015 5:26 PM

A nonhomogeneous system of DEs has form , where . The general solution

here is of the form: , where is the general solution of the
corresponding homogeneous system and is any particular solution of the
nonhomogeneous system.

To use the method of undetermined coefficients to find , we need constant coefficients (

is constant matrix) and every component of can only be exponential, polynomial and
sine/cosine. To use it, we make a guess for based on , where the undetermined
coefficients are now vectors.

The modification rule requires multiplying by and adding a new constant term.

Example:

or , where , , .

The corresponding homogeneous system is .

, .

For , is .
For , is .

And thus .

Remark: If , then
i.e. everything must appear in both components.

Then

and

Then means , or
;

Thus

Thus and the general solution is

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Thus and the general solution is

but
; ;

the unique solution is

or , .

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13.07.15 (5)
July 13, 2015 5:17 PM

Chapter 5 - The Laplace Transform

Consider a function defined for .

Its Laplace Transform is

provided the integral exists for .

A function is said to be of exponential order if there are constants , and such that
for .

The growth of is bounded by an exponential.

Fact: if is piecewise continuous (hole or jump, no asymptote) and of exponential order , then exists
for .

For example, and do not have a Laplace Transforms.

Examples:

i. , then

provided
i.e.

ii. , then

provided
i.e.

In fact,

for

The Laplace Transform is linear:

i.e.

iii.

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There is also the inverse Laplace Transform, i.e. , which is also linear.

iv.

v.

provided ;

vi.

for

Similarly, , for .

vii.

viii.

ix.

x.

xi. What about and ?

Recall Euler's identity:
Then

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 xii.

xiii.

Is ? No (unless one of them is 0). Integration of products ≠ products of integration;

integration does not work like that.

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15.07.15 (5)
July 15, 2015 5:31 PM

What is the Laplace transform of ?

i.e.

Then

and

and so on…

Example: , , .

Solve for :

The characteristic polynomial should be multiplying .

This is only for Constant Coefficient equations.

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Therefore the solution of the IVP is .

Let's define .
Then and .
So what is ?

We know

or

This is a special case of a more general rule, which we'll see next Wednesday.

Example:

OR

Suppose , then

i.e.
where
and .

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and .

First Shifting Theorem

Examples:

i.

ii.

iii.

iv. , ,
Let and take the L.T. of the DE:

or

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18.07.15 (5)
July 18, 2015 5:23 PM

Define the Heaviside or unit step function .

For , .

Then .

And .

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So .

And .

So .

Example:

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Let

But the integration is with respect with .

Therefore we can put in front of the integral.

Recall: The First Shifting Theorem says

,

The Second Shifting Theorem:

Examples:

i.
because

ii.
because

iii.

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iv.

but , which is equal to .

Therefore we can simplify and get .

v.
or

Let and take the Laplace Transform of the DE:

because

Therefore the solution of the IVP is

or

or

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20.07.15 (5)
July 20, 2015 5:30 PM

First Shifting:

Second Shifting:

Examples:

i.

ii.

iii.

iv.

v.

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 vi.

vii.
or

Let and take the L.T. of the DE

Therefore the solution of the IVP is

Define the Dirac delta function, or the unit impulse function:

The Dirac delta function is not a function, but we treat it as one.

It is used to describe springs, electric circuits and explosions.

Example:

i.
Let and take the L.T. of the DE

So

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So

Therefore the solution of the IVP is

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22.07.15 (5)
July 22, 2015 5:17 PM

If

then

or

Actually,

Examples:

i.

ii.

OR

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 Rule says
or

iii.

then

so

iv.

v.

vi. The Laguerre Equation

, where is typically a positive integer.
Let and take the L.T. of the DE:

which is seperable.

or

so

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 Thus

and so is a polynomial of degree . Define

and so on…

is called the th Laguerre polynomial.

The convolution of functions and is

This is not the product of and

nor the integral of the product of and .

Properties of convolution:
• It is distributive;
○
○
• It is associative;
○
• It is also commutative;
○

Examples:

i.
which is 's antiderivative that passes through the origin.

ii.

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or

Then

Notice that

i.e.

More examples:

i.

But partial fractions is easier!

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27.07.15 (5, 6)
July 27, 2015 5:21 PM

Examples:

i. ,
Let and take the L.T. of the DE.

exponentials before trigonometric functions before polynomials

ii.
This is called an integral equation.

Let and take the L.T. of the DE.

Thus .

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 or
and

If you see on the final exam, it means convulation, not multiplication.

How do we use the Laplace Transform to solve a system of DEs?

e.g.

Let and and take the L.T. of the equations:

A function is periodic with period , then for all .

Two conditions must be met: and is the smallest interval possible.

Suppose that is -periodic, then

On , let . Then

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Example: periodic square wave

Chapter 6 - Power Series Solutions

If

then

Example:

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So if

and

then

for all
Therefore all coefficients must be 0.

i.e. we must have for all or ,

also known as the recurrence relation.

Then

Therefore the solution is

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29.07.15 (6)
July 29, 2015 5:27 PM

If

then

and

Example:

i.

for all all coefficients are 0

i.e. we must have that

for all , or that

also known as a recurrence relation.

Therefore the pattern is

What about the odd numbered coefficients?

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 Therefore the pattern is

The general solution is

ii.

for all all coefficients are 0

i.e. we must have that

for all , or that

also known as a recurrence relation.

Therefore the pattern is

What about the odd numbered coefficients?

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 Therefore the pattern is

The general solution is

iii. The Laguerre Equation:

or

but when ,
etc.
i.e. for
i.e the solution is

also known as a polynomial of degree .

We're not going to see the Legendre Equation.

Now to talk about the exam:

• Monday, August 10th, 16:00-19:00, MNT 203 (not 17:30)

• The exam is about three hours
• Closed book (which is for the best)
• A basic scientific calculator for numerical methods (TI-30 ideally)
• The exam does cover the whole course with basically the weighting
of 33% before the midterm and 67% after the midterm
• There are two topics that are not on the final exam;

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• There are two topics that are not on the final exam;
○ There is no Cubic Spline Interpolation
○ There are no power series
• You are already supposed to know something important about the exam
○ There is a formula sheet and it will be provided (it is online)
○ The practice exam formula sheet is different
• There are between 8 and 10 questions
○ 2 or 3 of those are numerical methods questions
 One of which will be solving DEs using numerical approximation
○ There will also be Laplace Transforms
• All the material on the exam has been covered in the assignments and
practice problems (and examples we've seen in class)
○ Exception: convolution
• There will be no multiple choice questions, every question is a problem
• Systems of differential equations with the Laplace Transforms? No
○ That does not mean systems of differential equations are not on the exam
• Periodic functions with Laplace Transforms also not on the exam
○ It's not worth it
• In terms of length, levels of difficulty and types of questions,
the practice exam and the real exam are very similar
• Newton's method is the only thing from numerical methods that we need to memorize
• Level of difficulty of exam vs assignments?
○ The exam will be easier than the assignments because of the difference
between pressure and time
• With respect to the lead up of the exam
○ Tuesday August 4th - Thursday August 7th
○ And maybe August 10th

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