You are on page 1of 21

12/31/2009

MA1506
Mathematics II
Chapter 1
Group B
Lecturer: Chew Tuan Seng Ordinary Differential Equations

Thank Dr Toh Pee Choon


for providing me
most of the PowerPoint slides

Chew T S MA1506-09 Chapter 1 1 Chew T S MA1506-09 Chapter 1 2

1.1. Introduction 1.2 Separable equations

In this Chapter, we study We study ODE of the following form


1st order ordinary differential equation
and its applications
pp dyy M ( x )
=
dx N ( y )
2nd order ordinary differential equations
We shall learn how to
However its applications will be given in solve  separable equations 
Chapter TWO by examples
Chew T S MA1506-09 Chapter 1 3 Chew T S MA1506-09 Chapter 1 4

1.2 Separable equations 1.2 Separable equations

Example 1 Example 1 (cont)
get

We write

Then integrate both sides, 
1
∫ e dx = ∫1 + y2dy
x

Chew T S MA1506-09 Chapter 1 5 Chew T S MA1506-09 Chapter 1 6

1
12/31/2009

1.2 Separable equations 1.2 Separable equations

Example 2 Example 2 (cont)


Let x(t) be the amount of substance at
A radioactive substance decomposes
time t.
(so the amount of substance is decreasing)
dx
at a rate proportional to the amount present.
present Then dt represents the rate of change

Amount of substance = 2 mg at t=0. of the amount

what is the amount at time t ?

Chew T S MA1506-09 Chapter 1 7 Chew T S MA1506-09 Chapter 1 8

1.2 Separable equations 1.2 Separable equations

Example 2 (cont) Example 2 (cont)

Why –x in

Initial condition

Since the amount is decreasing

Chew T S MA1506-09 Chapter 1 9 Chew T S MA1506-09 Chapter 1 10

1.2 Separable equations 1.2 Separable equations

Example 3 Example 3 (cont)

A copper ball heated to 100°C. Physical information:


Newton’s Law of Cooling
At t=0, it is placed in water maintained at 30°C.
Rate of change dT/dt of the temperature T
At the end of 3 mins, temperature of the ball is
reduced to 70°C. of the ball is proportional to the difference between

Find the time at which the temperature of the ball T and the temp T0 of the surrounding medium.
is 31°C.

Chew T S MA1506-09 Chapter 1 11 Chew T S MA1506-09 Chapter 1 12

2
12/31/2009

1.2 Separable equations 1.2 Separable equations

Example 3 (cont) Example 3 (cont)


3 min

70°C Initial condition


100°C
30°C
30 C

T0=30 
when t=0, T=100,    when t=3, T=70
When T=31 ,  find t
Chew T S MA1506-09 Chapter 1 13 Chew T S MA1506-09 Chapter 1 14

1.2 Separable equations 1.2 Separable equations

Example 3 (cont) Example 4

A sky diver falls from rest .


When the sky diver's speed is 10m/s,
2nd condition
the parachute opens .
Assume t=0 , the parachute
p opens
p
Find the speed of the sky diver at time t.
Solve

Chew T S MA1506-09 Chapter 1 15 Chew T S MA1506-09 Chapter 1 16

1.2 Separable equations 1.2 Separable equations

Example 4 (cont) Example 4 (cont)


Physical assumptions and laws:
weight of the man + equipment = 712N Newton’s
air resistance = bv2, where b=30 kg/m=30kg/meter 2nd Law

Newton’s
2nd Law

712N v > k then v decreases


g=acceleration due to gravity v < k then v increases
=9.8m/s2
Chew T S MA1506-09 Chapter 1 17 Chew T S MA1506-09 Chapter 1 18

3
12/31/2009

1.2 Separable equations 1.2 Separable equations

Example 4 (cont) Example 4 (cont)

Chew T S MA1506-09 Chapter 1 19 Chew T S MA1506-09 Chapter 1 20

1.2 Separable equations 1.2 Separable equations

Example 4 (cont) Example 4 (cont)

removing abs | | How to find c


get Recall when t=0, v=10m/s , subst. this
into

WHY? See Example 6(a)


Clarification on removing abs | |
to get c

Chew T S MA1506-09 Chapter 1 21 Chew T S MA1506-09 Chapter 1 22

1.2 Separable equations 1.2 Separable equations

Example 4 (cont) Example 5

A 2000m3 room contains air with 0.002%


CO at time t=0

The ventilation system blowing in air which


contains
t i 3% CO
The system blowing in and out air at a rate
of 0.2m3/min
limv(t) = 4.87 When the air in the room containing
t →∞ 0.015% CO?
Chew T S MA1506-09 Chapter 1 23 Chew T S MA1506-09 Chapter 1 24

4
12/31/2009

1.2 Separable equations 1.2 Separable equations

Example 5 (cont) Example 5 (cont)

Let x(t) = vol of CO in the room at time t 0.2 m3 /min Vol: 2000 m3
0.2 m3 /min 3% CO 0.2 m3 /min
Room 2000 m3 x(t) of CO
0.2 m3 /min
3% CO
x(t) of CO

CO per m3

Chew T S MA1506-09 Chapter 1 25 Chew T S MA1506-09 Chapter 1 26

1.2 Separable equations 1.2 Separable equations

Example 5 (cont)
What happens when ODE is not separable?
For examples,

0.015% CO means x(t1) = 0.00015 X 2000 = 0.3


2 tricks:
• reduction to separable
• linear change of variables
Chew T S MA1506-09 Chapter 1 27 Chew T S MA1506-09 Chapter 1 28

1.2 Separable equations 1.2 Separable equations

Example 6a : Reduction to separable form


Reduction to separable form

Set

dv
y ' = g (v) = v + x
dx
dv v 1
x = − −
dx 2 2v
Chew T S MA1506-09 Chapter 1 29 Chew T S MA1506-09 Chapter 1 30

5
12/31/2009

1.2 Separable equations 1.2 Separable equations

Example 6a (cont) Clarification on removing abs | |

positive negative

Can be positive
or negative

Chew T S MA1506-09 Chapter 1 31 Chew T S MA1506-09 Chapter 1 32

1.2 Separable equations 1.2 Separable equations

Example 6b : Reduction to separable form


Linear Change of Variable

ODE of the form


y y'=f(ax+by+c),
v=
Let
x Then y' =v + xv' and
can be solved
v + xv ' = g(v)
by setting u=ax+by+c
where
2 x cos x 2 Now find v then  where b ≠0
Then v' =
v find y
Chew T S MA1506-09 Chapter 1 33 Chew T S MA1506-09 Chapter 1 34

1.2 Separable equations 1.2 Separable equations

Example 7 (cont)
Example 7: Linear Change

2 u + 5 du 4u +10
=1 du = 2dx
4 u + 11 dx 4u +11
−( x − 2 y ) − 3
y' = 1
2(( x − 2 y ) + 5 ((1− )du = 2dx
set 4u+11

Chew T S MA1506-09 Chapter 1 35 Chew T S MA1506-09 Chapter 1 36

6
12/31/2009

1.3 Linear 1st order d.e

1.3 Linear 1st Order d.e (solved by integrating factor) (cont)


Why
d
Integrating factor R ( x ) = e ∫ p ( x ) dx
Std form

dx ∫ p(x) = p(x)
R ' = e∫
d
dx ∫
p ( x ) dx
p ( x)dx = RP Use the following example to illustrate

( Ry ) ' = R ' y + Ry '


= RPy + Ry ' = RQ …(*)
Chew T S MA1506-09 Chapter 1 37 Chew T S MA1506-09 Chapter 1 38

1.3 Linear 1st order d.e 1.3 Linear 1st order d.e

(cont) (cont) From equation (*)

∫cos xdx = sin x (Ry)' = RQ

∫ ( Ry )' = ∫ RQ
d ∫ cos xdx
=
d sin x
= cos x Ry = ∫ RQ
dx dx

R = e∫
p ( x ) dx
d ∫ cos xdx where
∴ = cos x Hence we can find the function y, 
dx see the following example
Chew T S MA1506-09 Chapter 1 39 Chew T S MA1506-09 Chapter 1 40

1.3 Linear 1st order d.e 1.3 Linear 1st order d.e

Example 8(i). Example 9

An object of mass m dropped from rest


Std form A resistance to the object is proportional to the
magnitude of the velocity of the object.
Integrating factor Find the position x(t) and velocity v(t) at time t.
R
(Ry)’
RQ 2nd Law
1
∫ ( x y)' = ∫ x 2
−3

Chew T S MA1506-09 Chapter 1 41 Chew T S MA1506-09 Chapter 1 42

7
12/31/2009

1.3 Linear 1st order d.e 1.3 Linear 1st order d.e

dv k Example 10
(cont) + v = g
dt m At time t = 0 a tank contains 20 lbs of salt dissolved
Integrating factor in 100 gal of water.

Assume that water containing 0.25 lb of salt per


gallon is entering the tank at a rate of 3 gal/min
the solution is leaving the tank at the same rate
rate.

Find the amount of salt at time t.

Chew T S MA1506-09 Chapter 1 43 Chew T S MA1506-09 Chapter 1 44

1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
Example 10 (cont)
Example 10 (cont)

amt of water = constant


3 gal/sec
.25 lb/gal
3 gal/sec amt of water = constant
.25 lb/gal
dQ
=inflow ‐ outflow
dt 100 gall
3 gal/sec
100 gal
3 gal/sec

dQ Q
= 3 × 0.25 − 3 ×
dt 100
Chew T S MA1506-09 Chapter 1
Chew T S MA1506-09 Chapter 1 45 46

1.3 Linear 1st order d.e 1.3 Linear 1st order d.e

Example (ii): Bernoulli Equations


Reduction to linear form: Bernoulli Equations

Nonlinear if
n > 1 or n< 0
Set
Set
Given eq multiplied by (n‐1)y‐n get
Integrating factor:

Chew T S MA1506-09 Chapter 1 47 Chew T S MA1506-09 Chapter 1 48

8
12/31/2009

1.3 Linear 1st order d.e 1.3 Linear 1st order d.e

Review: First Order ODE (cont)


• Separable

has many solutions. 
• Linear However if an initial condition y(x0)=y0, (very 
Use integrating
g g factor often x0=0) is given, 
What if neither applies? Use some clever substitution then there is one and only one solution, 
i.e., the solution is unique. 
a) Reduction to separable, v = y/x In the above, Q(x) may be zero function . 
b) Linear change, u = ax+by +c Here we assume that P and Q are continuous
c) Bernoulli eq: z= y1-n
Chew T S MA1506-09 Chapter 1 49 Chew T S MA1506-09 Chapter 1 50

1.4 Second-order linear ODE

1.4 Second-order linear ODE with When R(x) is not zero function,
constant coefficients
d2y dy
The general form is 2
+ A + By = R ( x)
dx dx
d2y dy is called nonhomogenous.
2
+ A + By = R ( x)
dx dx
where A, B are constants. We shall consider homogeneous case
When R(x) is zero function, we have
first
d2y dy
2
+ A + By = 0
dx dx
This equation is called homogeneous.
Chew T S MA1506-09 Chapter 1 51 Chew T S MA1506-09 Chapter 1 52

1.4 Second-order linear ODE 1.4 Second-order linear ODE

1.4.1 Second-order homogeneous Now we shall look for nontrivial solutions.


linear ODE
d2y dy Recall that the general solution of first-order
+ A + By = 0
dx 2 dx linear homogeneous ODE

It is clear that ddy 1


+ p(x) y = 0 dy = − p(x)dx
dx y
zero function is a solution,
is
which is called a trivial solution
y = Ce ∫
− P ( x ) dx
Chew T S MA1506-09 Chapter 1 53 Chew T S MA1506-09 Chapter 1 54

9
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

dy d2y
Consider a special case: when p(x) is Then
= λ eλ x and = λ 2 eλ x
constant , say B. Then the general dx dx 2
solution is
y = Ce− Bx Subst.these into the given ODE, get

From this solution , we may guess that λ 2eλ x + Aλ eλ x + Beλ x = 0


a nontrivial solution Thus λ 2 + Aλ + B = 0
of d2 y dy
+A + By = 0 Which is called characteristic equation
dx2 dx or auxiliary equation
is of the form y = eλ x
Chew T S MA1506-09 Chapter 1 55 Chew T S MA1506-09 Chapter 1 56

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Two distinct real roots


When solving λ 2 + Aλ + B = 0 Suppose that two distinct real roots
There are three cases:
are λ1 and λ2
• Two distinct real roots
Then we have two distinct (linearly
• Only one real root
independent,
p see Appendix
pp 1))
• Two
T distinct
di i complex
l roots solutions
λ1 x λ2 x
y=e y=e
General soln is

y = c1eλ1 x + c2eλ2 x
Chew T S MA1506-09 Chapter 1 57 Chew T S MA1506-09 Chapter 1 58

1.4 Second-order linear ODE 1.4 Second-order linear ODE

The above property is called


superposition principle (see Appendix 2) Example: Solve y''− y'−6y =0
In fact , we can prove that every solution Solution: Let y = eλ x
is of the form
Subst this y into the given ODE , get
y = c1eλ1 x + c2eλ2 x
λ2 − λ − 6 = 0
Here C1 and C 2 are any constants.

Chew T S MA1506-09 Chapter 1 59 Chew T S MA1506-09 Chapter 1 60

10
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

(cont) (b)Only one real root


We have two distinct real roots, Suppose that the only one real root is
λ1
. λ1 = 2, = 3 λ2 Then we have a solution
Thus the g
general solution of the equation
q y = eλ1x
is For 2nd order ODE, we can prove

y = c1e2 x + c2e3x that we should have two distinct (linearly


indep.) solutions.
What is the 2nd solution?
Chew T S MA1506-09 Chapter 1 61 Chew T S MA1506-09 Chapter 1 62

1.4 Second-order linear ODE


Example: Solve 1.4 Second-order linear ODE

d2y dy
The 2nd solution is
y = xeλ1 x − 4 + 4y = 0
dx 2 dx
We can verify that Solution
The auxiliary equation is
y = c1eλ1 x + c2 xeλ1 x λ 2 − 4λ + 4 = 0
We have only one solution
is also a solution (superposition principle) λ1 = 2
In fact , we can prove that every solution is .
λ1 x λ1 x
of the form
y = c1e + c2 xe Hence the general solution is

y = c1e2 x + c2 xe2 x
Chew T S MA1506-09 Chapter 1 63 Chew T S MA1506-09 Chapter 1 64

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Note that these two solutions are


Two distinct complex roots
Complex-valued . However we want
Suppose that we have two distinct
real-valued solutions. How to get
complex roots, namely λ1 and λ2
real-valued solutions ?
Then we have two distinct (linearly indep)
complex-valued
p solutions We shall look at the real part and imaginary
y=e λ1 x and y = eλ2 x part of the solution

Suppose that λ1 = a + ib y = eλ1x = eaxax eibx


Then λ2 = a − ib
= e (cosbx +isinbx)
Chew T S MA1506-09 Chapter 1 65 Chew T S MA1506-09 Chapter 1 66

11
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

We can verify that the real part


Do we need to consider
y = eax cos bx and the imaginary part
y = e ax sin bx are two (real-valued)
solutions
y = eλ2 x
we can prove that every solution is of the
form
ANS: NO, since it induces the same
y = c1e ax cos bx + c2e ax sin bx general solution.
= e ax (c1 cos bx + c2 sin bx)

Chew T S MA1506-09 Chapter 1 67 Chew T S MA1506-09 Chapter 1 68

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Remark: As in the case for 1st order ODE,


Example: Solve d y 2
dy
−2 + 2y = 0 2nd order ODE
dx 2 dx
d2y dy
Solution 2
+ A + By = 0
dx dx
The complex roots of the auxiliary
has many solutions.
equation
equat o λ 2 − 2λ + 2 = 0
If initial conditions are given, then there is
are
λ1 = 1 + i and λ2 = 1 − i ONLY one solution,
see the following example.
Hence the general solution is.
y = ex (c1 cos x + c2 sin x)
Chew T S MA1506-09 Chapter 1 69 Chew T S MA1506-09 Chapter 1 70

1.4 Second-order linear ODE 1.4 Second-order linear ODE


Example Initial value problem (IVP)
1.4.2 Second-order nonhomogenous
Initial value conditions linear ODE
The general form is d 2 y dy
+A + By = R ( x)
dx 2 dx
Solving this equation can be reduced to
are two linearly indep solutions
three steps
1.Find the general solution to
the homogrneous equation
is the general solution d2y dy
+ A + By = 0
dx 2 dx
, say the solution is y h
Chew T S MA1506-09 Chapter 1 71 Chew T S MA1506-09 Chapter 1 72

12
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

2. Find a particular solution y p to the


We have learnt step 1. There are two
nonhomogeneous equation
methods for step 2.
d2y dy Method 1.
2
+ A + By = R ( x)
dx dx The method of undetermined coefficients.
3. Add the solutions from step 1
Method 2.
and step 2 , get y h + y p
The method of variation of parameters.
,which is the general solution to
d2y dy
2
+ A + By = R( x)
dx dx
(see Appendix 3)
Chew T S MA1506-09 Chapter 1 73 Chew T S MA1506-09 Chapter 1 74

1.4 Second-order linear ODE 1.4 Second-order linear ODE

(cont)
Example 1 solve y''− y'− 2y = 4x
2
Now we can verify that y p = A + Bx + Cx 2
Can we guess a solution? is a solution
y p = Ax2 First ( y p )' = B + 2Cx
or
y p = A + Bx + Cx2 ( y p )'' = 2C
Subst above into y ''− y '− 2 y = 4 x 2
We can verify that y p = Ax 2
get
is NOT a solution 2C − B − 2Cx − 2 A − 2 Bx − 2Cx 2 = 4 x 2

So C = −2, B = 2, A = −3
Chew T S MA1506-09 Chapter 1 75 Chew T S MA1506-09 Chapter 1 76

1.4 Second-order linear ODE 1.4 Second-order linear ODE

(cont) Therefore
yh + y p = C1e2x + C2e−x − 3 + 2x − 2x2
Hence
y p = −3 + 2x − 2x 2

is a particular solution of is the general solution of the


y''− y'− 2y = 4x2 nonhomogeneous
g ODE
On the other hand yh = C1e2x + C2e−x
y''− y'−2y = 4x2
is the general solution of
y''− y'−2y =0 Here C1 and C 2 can be any constant
Chew T S MA1506-09 Chapter 1 77 Chew T S MA1506-09 Chapter 1 78

13
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 2 Solve y ''− 3y '− 4y = 2sin x


(cont)
Guess a particular solution
On the other hand , the general solution
of y ''− 3y '− 4y = 0
We guess y p = Acos x + Bsin x
is
As in Example 1, we can find the values of A yh = C1e4x + C2e−x
and B 3 −5
A= B= So the general solution of
17 17
y ''− 3y '− 4 y = 2sin x
Hence a particular solution is
yp =
3
17
−5
cos x + sin x
17
is yh + y p
Chew T S MA1506-09 Chapter 1 79 Chew T S MA1506-09 Chapter 1 80

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 3 (cont)
Consider y ''+ py '+ qy = e
ax
We have to assume that
We guess a particular solution is a2 + pa + q ≠ 0 Case1

yp = Ae ax
ax
i.e., e is NOT a solution of the
S b t y p = Ae
Subst A ax into
i t th
the given
i ODE
ODE, gett corresponding homogeneous
equation
A(a 2 + pa + q )eax = eax

Hence 1 y ''+ py '+ qy = 0


A= 2
a + pa + q
Chew T S MA1506-09 Chapter 1 81 Chew T S MA1506-09 Chapter 1 82

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Case 2
A(a 2 + pa + q ) xeax + A(2a + p )eax = eax
Suppose that eax is a solution of
Hence A(2a + p ) = 1
y ''+ py '+ q = 0 So 1
A=
2a + p
We assume that 2a + p ≠ 0
Then we g
guess a p
particular solution is

y p = xAe ax i.e., ais NOT a double root of

Subst y p = xAe ax into y ''+ py '+ qy = e


ax
get λ 2 + pλ + q = 0

Chew T S MA1506-09 Chapter 1 83 Chew T S MA1506-09 Chapter 1 84

14
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Double root? Case 3


Suppose that a is a double root
If a is a double root of
Then we guess a particular solution is
λ 2 + pλ + q = 0
y p = x 2 Aeax
then
Subst this solution into y ''+ py '+ qy = e
ax
− p ± p 2 − 4q − p
a= =
2 2 get A = 1
2
i.e., a is a double root iff a is the only 1
y p = x 2eax
root. Hence 2
Chew T S MA1506-09 Chapter 1 85 Chew T S MA1506-09 Chapter 1 86

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Summary Summary (cont)


(A)The general solution of y ''− 3 y '− 4 y = 0 (B)The general solution of y ''+ 2 y '+ 1 = 0
is C1e4 x + C2e− x
is C1e− x + C2 xe− x
(1)A particular solution of y ''− 3 y '− 4 y = e
2x

i off the
is h fform Ae2 x S a particular
So i l soln
l off y ''+ 2 y '+ 1 = e− x

(2)A particular solution of y ''− 3 y '− 4 y = e4 x is of the form x 2 Ae− x


is of the form 4x
xAe
Chew T S MA1506-09 Chapter 1 87 Chew T S MA1506-09 Chapter 1 88

1.4 Second-order linear ODE 1.4 Second-order linear ODE

(cont)
Example 4 Find a particular soln of
We can check that −1
y''+ y = sin x A = 0, B =
2
Hence a particular soln is
First the general soln of −1
y p = x(
y''+ y = 0
cos x)
2
The general soln of y ''+ y = sin x
Is C1sin x + C2 cos x
Is 1
As in the summary, a particular soln is of C1 sin x + C2 cos x − x cos x
the form y = x( Asin x + B cos x) 2
p
Chew T S MA1506-09 Chapter 1 89 Chew T S MA1506-09 Chapter 1 90

15
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 5 Consider (cont)


Let u ( x) = Ax3 + Bx 2 + cx + D
We can guess that a particular soln is Then a particular soln is
( Ax3 + Bx 2 + Cx + D )e2 x
Byy the method used in previous
p We have
Examples, we can find A, B, C, D.
However the computation is very Subst the above into the given ODE, get,
involved. We will use the following
method to simplify the computation
Chew T S MA1506-09 Chapter 1 91 Chew T S MA1506-09 Chapter 1 92

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Subst u ( x) = Ax3 + Bx 2 + Cx + D Example 6


into u ''− 2u = 2 x3 Consider y '' − 4 y ' + 4 y = 2 0 x 3 e 2 x
We can find A,B, C, D. We get
First note that λ − 4λ + 4 = 0
2

u( x) = −x3 − 3x has only one root 2 (double root)

Thus a particular soln is


the general soln of y ''− 4 y '+ 4 y = 0
yp =(−x3 −3x)e2x is C1e 2 x + C2 xe 2 x
Chew T S MA1506-09 Chapter 1 93 Chew T S MA1506-09 Chapter 1 94

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 7
Example 6 (cont)
So a particular soln of
y '' − 4 y ' + 4 y = 2 0 x 3 e 2 x We may guess that a particular soln is of the form
x[( Ax + B)sin 2 x + (Cx + D)sin 2 x]
is of the form x ( Ax + Bx + Cx + D)e
2 3 2 2x
Whyy we have extra term x in the above?
2
Note that we have extra term above x Since sin2x and cos2x are solns of
By method used in Example 5 , we can y ''+ 4 y = o
get A=1,B=C=D=0 Again, it is not easy to find A,B,C, D.
We shall use the method in Examples
5,6 to find a particular soln.
Chew T S MA1506-09 Chapter 1 95 Chew T S MA1506-09 Chapter 1 96

16
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

(cont) (cont)
To find a particular soln of
Remark (*) :
The imaginary part of 16 xe 2 xi
first notice that e2ix = cos(2x) +i sin(2x) is 16 x sin 2 x
So now we consider the following
g ODE So if z(x) is a complex soln of
z ''+ 4 z = 16 xe 2 xi

where z is a complex –valued function , Then the imaginary part Im(z) of z is a


say z (x)=w(x)+iy(x) soln of
y ''+ 4 y = 16 x sin 2 x
Chew T S MA1506-09 Chapter 1 97 Chew T S MA1506-09 Chapter 1 98

1.4 Second-order linear ODE 1.4 Second-order linear ODE

As in Example 5, we assume a particular soln is (cont)


Subst u(x)=x(Ax+B) into the above u-equation,
we get
We have

Why we have 2 2i
where u ( x ) = x( Ax + B) A = = 2 = −2i B =1
extra term x in u i i
A, B are complex numbers

Subst z,z’,z’’ into the z- equation, get So

Chew T S MA1506-09 Chapter 1 99 Chew T S MA1506-09 Chapter 1 100

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 8
Now look at what we have done

As in Example 7, we consider
z ''+ 2 z '+ 5 z = 16 xe − x e 2ix
A particular soln is of the form
z ( x) = u ( x)e( −1+ 2i ) x
From the remark (*), we have where u ( x) = x( Ax + B)
As in example 6, we can find A and B. The
real part of z(x) is a particular soln of y-
equation . Why we have extra term x in u(x)?
Chew T S MA1506-09 Chapter 1 101 Chew T S MA1506-09 Chapter 1 102

17
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 9 Remark: Method of undetermined coeff only works


for the following
We known that a particular soln of
y ''− 3 y '− 4 y = 2sin x
1
is y p = (3cos x − 5sin x)
17 Conditions: constants
A particular soln of y ''− 3 y '− 4 y = 4
is y*p = −1 • Polynomials
• Exponentials
Then a particular soln of
• Sine/Cosine
y ''− 3 y '− 4 y = 2sin x + 4
is y p + y*p
Chew T S MA1506-09 Chapter 1 103 Chew T S MA1506-09 Chapter 1 104

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Method 2: Method of Variation of


Method of Variation of Parameters
Parameters

Conditions: 1) Continuous functions,


mainly constant functions

2) Homogeneous solutions known Set

Try y p = u ( x) y1 ( x) + v( x) y2 ( x)
Chew T S MA1506-09 Chapter 1 105 Chew T S MA1506-09 Chapter 1 106

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Subst the above into the given ODE, we Method of Variation of Parameters
get

So we have two equations

Solving these two eqs , we get u’ and v’


integrate u’ and v’ , we will get u and v
For details, see following

Chew T S MA1506-09 Chapter 1 107 Chew T S MA1506-09 Chapter 1 108

18
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Method of Variation of Parameters (cont) Example 1

Chew T S MA1506-09 Chapter 1 109 Chew T S MA1506-09 Chapter 1 110

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Ex 1(cont) Ex 1(cont)

See Appendix 4

+ ve − x
See Appendix 5
y p = ue x
yh

Chew T S MA1506-09 Chapter 1 111 Chew T S MA1506-09 Chapter 1 112

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 2 Example 2 (cont)

Chew T S MA1506-09 Chapter 1 113 Chew T S MA1506-09 Chapter 1 114

19
12/31/2009

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Example 3 Example 3 (cont)

Chew T S MA1506-09 Chapter 1 115 Chew T S MA1506-09 Chapter 1 116

1.4 Second-order linear ODE 1.4 Second-order linear ODE

Summary: 2nd Order Linear D.E.


Example 3(cont)

If p and q are constants,


use charac. equation

Method of undetermined coeff

Variation of parameters
Chew T S MA1506-09 Chapter 1 117 Chew T S MA1506-09 Chapter 1 118

Appendix 1 Optional Appendix 2 Optional


Linearly independent Proof: Superposition principle
• Two solutions u(x) and v(x) are said to
be linearly dependent if we can find a If y1 and y2 are solutions then so is c y1 + d y2
constant c such that u(x)=cv(x),
( ) ( ), for all
x, otherwise they are linearly
independent
• For examples, sinx and cosx are linearly
indep; sinx and 2sinx are linearly dep.

Chew T S MA1506-09 Chapter 1 119 Chew T S MA1506-09 Chapter 1 120

20
12/31/2009

Appendix 3 Optional
Appendix 2 (cont) Caution
General soln of nonhomogeneous ODE

Does not hold for nonhomogeneous ode

General Particular, i.e.


Solution no arbitrary
constants

and 1 are solutions, but

1+1+ cosx We can


check that
is NOT a solution

Chew T S MA1506-09 Chapter 1 121 Chew T S MA1506-09 Chapter 1 122

Appendix 4
Appendix 4 (cont)

Chew T S MA1506-09 Chapter 1 123 Chew T S MA1506-09 Chapter 1 124

Appendix 5 (cont)

Appendix 5

Chapter 1
END
Chew T S MA1506-09 Chapter 1 125 Chew T S MA1506-09 Chapter 1 126

21

You might also like