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MATH 4389 Final: Differential_Equations(part_2)
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Mathematics
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MATH 4389
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Almus
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Spring

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Chapter 3 Second Order Linear Differential Equations 3.1. Introduction; Basic Terminology Recall that a first order linear differential equation is an equation which can be written in the form 0 y + p(x)y = q(x) where p and q are continuous functions on some interval I. A second order linear differential equation has an analogous form. SECOND ORDER LINEAR DIFFERENTIAL EQUATION: A second or- der, linear differential equation is an equation which can be written in the form 00 0 y + p(x)y + q(x)y = f(x) (1) where p, q, and f are continuous functions on some interval I. The functions p and q are called the coefficients of the equation; the function f on the right-hand side is called the forcing function or the nonhomogeneous term . The term “forcing function” comes from the applications of second-order equations; an explanation of the alternative term “ nonhomogeneous” is given below. A second order equation which is not linear is said to be nonlinear . Remarks on “Linear.” Set L[y]= y + p(x)y + q(x)y. If we view L as an “operator” that transforms a twice differentiable function y = y(x) into the continuous function L[y(x)] = y(x)+ p(x)y (x)+ q(x)y(x), 39 then, for any two twice differentiable functions y (x)1and y (x), 2 L[y 1x)+ y (2)] = L[y (x1] + L[y (x2] and, for any constant c, L[cy(x)] = cL[y(x)]. As introduced in Section 2.1, L is a linear transformation, specifically, a linear differential operator: L : C (I) → C(I) 2 where C (I) is the vector space of twice continuously differentiable functions on I and C(I) is the vector space of continuous functions on I. The first thing we need to know is that an initial-value problem has a solution, and that it is unique. THEOREM 1. (Existence and Uniqueness Theorem:) Given the second order linear equation (1). Let a be any point on the interval I, and let α and β be any two real numbers. Then the initial-value problem 00 0 0 y + p(x)y + q(x)y = f(x),y (a)= α, y (a)= β has a unique solution. A proof of this theorem is beyond the scope of this course. Remark: We can solve any first order linear differential equation; Chapter 2 gives a method for finding the general solution of any first order linear equation. In contrast, there is no general method for solving second (or higher) order linear differential equations. There are, however, methods for solving certain special types of second order linear equations and we’ll consider these in this chapter. DEFINITION 1. (Homogeneous/Nonhomogeneous Equations) The linear differential equation (1) is homogeneous 1 if the function f on the right side is 0 for all x ∈ I. In this case, equation (1) becomes 00 0 y + p(x)y + q(x)y =0 . (2) Equation (1) is nonhomogeneous if f is not the zero function on I, i.e., (1) is nonhomogeneous if f(x) 6= 0 for some x ∈ I. 1 This use of the term “homogeneous” is completely different from its use to categorize the first order equation y = f(x,y) in Exercises 2.2. 40 For reasons which will become clear, almost all of our attention is focused on homogeneous equations. Homogeneous Equations As defined above, a second order, linear, homogeneous differential equation is an equation that can be written in the form 00 0 y + p(x)y + q(x)y = 0 (3) where p and q are continuous functions on some interval I. The Trivial Solution: The first thing to note is that the zero function, y(x)=0 for all x ∈ I, (also denoted by y ≡ 0) is a solution of (1). The zero solution is called the trivial solution . Obviously our main interest is in finding nontrivial solutions. Let S = {y = y(x): y is a solution of (1)}; S is a subset of C (I). THEOREM 2. Let y = u(x),y = v(x) ∈S , and let C be any real number. Then y(x)= u(x)+ v(x) ∈S and y(x)= Cu(x) ∈S . 2 That is, S is a subspace of C (I). Indeed, S is the null space of the linear differential operator L. Theorem 1 can be restated as: If y = y (x),1 = y (x) ∈2 and C ,1 2 are real numbers, then C y + C y ∈S . 1 1 2 2 The expression C y + C y 1 1 2 2 is called a linear combination of y1 and y .2 Note that the equation y(x)= C y1 1)+ C y (2 2 (4) where C 1 and C 2 are arbitrary constants, has the form of the general solution of equation (1). So the question is: If y1 and y 2 are solutions of (1), is the expression (2) the general solution of (1)? That is, can every solution of (1) be written as a linear combination of y 1 and y ?2It turns out that (2) may or not be the general solution; it depends on the relation between the solutions y 1 and y .2 41 Suppose that y = y (x) an1 y = y (x) are solu2ions of equation (1). Under what conditions is (2) the general solution of (1)? Let u = u(x)b e any solution of (1) and choose any point a ∈ I. Suppose that α = u(a),β = u (a). Then u is a member of the two-parameter family (2) if and only if there are values for C 1 and C 2 such that C 1 1a)+ C y (2 2 α 0 0 C 1y1(a)+ C y 2a2= β If we multiply the first equation by y (a), the second equation by −y (a), and add,2 2 we get [y1(a)y (a) − y (2)y (a)]C = αy1(a) − βy (a). 2 2 1 2 0 Similarly, if we multiply the first equation by −y 1(a), the second equation by y (a), 1 and add, we get [y1(a)y (a) − y (2)y (a)]C = −α2 (a)+ βy (a). 1 2 1 1 We are guaranteed that this pair of equations has solutions C ,C 1 2 if and only if y 1a)y (2) − y (a2y (a)16=0 in which case αy 2(a) − βy (2) −αy 1(a)+ βy (a1 C 1 = 0 0 and C 2 = 0 0 . y1(a)y 2a) − y (2)y (a1 y1(a)y 2a) − y (2)y (a1 Since a was chosen to be any point on I, we conclude that (2) is the general solution of (1) if and only if y1(x)y 2x) − y (x2y (x)16= 0 for all x ∈ I. DEFINITION 2. (Wronskian) Let y = y (x) and y = y (x) b1 solutions of 2 (1). The function W defined by 0 0 W[y ,1 ](2)= y (x)y1(x) −2y (x)y (2) 1 is called the Wronskian of y ,y . 1 2 42 We use the notation W[y ,y ]1x)2to emphasize that the Wronskian is a function of x that is determined by two solutions y 1,y2 of equation (1). When there is no danger of confusion, we’ll shorten the notation to W(x). Remark Note that y 1x) y (2) 0 0 W(x)= y (x) y (x) = y 1x)y (2) − y (2)y (x1. 1 2 THEOREM 3. Let y = y 1(x) and y = y (x2 be solutions of equation (1), and let W(x) be their Wronskian. Exactly one of the following holds: (i) W(x) = 0 for all x ∈ I and y 1 is a constant multiple of y .2 (ii) W(x) 6= 0 for all x ∈ I and y = C 1 1(x)+ C y 2 2 is the general solution of (1) DEFINITION 3. (Fundamental Set) A pair of solutions y = y (x),y = y (x) 1 2 of equation (1) forms a fundamental set of solutions if W[y ,1 ]2x) 6= 0 for all x ∈ I. Linear Dependence; Linear Independence By Theorem 3, if y 1 and y 2 are solutions of equation (1) such that W[y ,y 1 ≡ 2, then y 1 is a constant multiple of y 2 The question as to whether or not one function is a multiple of another function and the consequences of this are of fundamental importance in differential equations and in linear algebra. In this sub-section we are dealing with functions in general, not just solutions of the differential equation (1) DEFINITION 4. (Linear Dependence; Linear Independence) Given two functions f = f(x),g = g(x) defined on an interval I. The functions f and g are linearly dependent on I if and only if there exist two real numbers c and c , 1 2 not both zero, such that c1f(x)+ c g2x) ≡ 0 no I. The functions f and g are linearly independent on I if they are not linearly dependent. Linear dependence can be stated equivalently as: f and g are linearly dependent on I if and only if one of the functions is a constant multiple of the other. 43 The term Wronskian defined above for two solutions of equation (1) can be ex- tended to any two differentiable functions f and g. Let f = f(x) and g = g(x) be differentiable functions on an interval I. The function W[f,g] defined by 0 0 W[f,g](x)= f(x)g (x) − g(x)f (x) is called the Wronskian of f, g. There is a connection between linear dependence/independence and Wronskian. THEOREM 4. Let f = f(x) and g = g(x) be differentiable functions on an interval I.fI f and g are linearly dependent on I, then W(x) = 0 for all x ∈ I (W ≡ 0o n I). This theorem can be stated equivalently as: Let f = f(x) and g = g(x)e b differentiable functions on an interval I.If W(x) 6= 0 for at least one x ∈ I, then f and g are linearly independent on I. Going back to differential equations, Theorem 4 can be restated as Theorem 4’ Let y = y (x) a1d y = y (x) be s2lutions of equation (1). Exactly one of the following holds: (i) W(x) = 0 for all x ∈ I; y 1 and y 2 are linear dependent. (ii) W(x) 6= 0 for all x ∈ I; y 1 and y 2 are linearly independent and y = C 1 1x)+ C y 2 2 is the general solution of (1). The statements “y (1),y (x)2form a fundamental set of solutions of (1)” and “y1(x),y (2) are linearly independent solutions of (1)” are synonymous. The results of this section can be captured in one statement 2 The set S of solutions of (1), a subspace of C (I), has dimension 2, the order of the equation. Exercises 3.1 In Exercises 1 – 2, verify that the functions y 1 and y 2 are solutions of the given differential equation. Do they constitute a fundamental set of solutions of the equa- tion? 44 1. y − 4y +4 y =0; y1(x)= e ,y (x)2 xe . 2x 2. x y − x(x +2) y +( x +2) y =0; y 1x)= x, y (x2= xe . x 00 0 3. Given the differential equation y − 3y − 4y =0. rx (a) Find two values of r such that y = e is a solution of the equation. (b) Determine a fundamental set of solutions and give the general solution of the equation. (c) Find the solution of the equation satisfying the initial conditions y(0) = 0 1,y (0) = 0. 2 4 4. Given the differential equation y 0− y0− y =0. x x2 r (a) Find two values of r such that y = x is a solution of the equation. (b) Determine a fundamental set of solutions and give the general solution of the equation. (c) Find the solution of the equation satisfying the initial conditions y(1) = 0 2,y (1) = −1. (d) Find the solution of the equation satisfying the initial conditions y(2) = 0 y (2) = 0. 2 00 0 5. Given the differential equation (x +2 x − 1)y − 2(x +1) y +2 y =0. (a) Show that the equation has a linear polynomial and a quadratic polyno- mial as solutions. b Find two linearly independent solutions of the equation and give the gen- eral solution. 6. Let y = y (x) be a solution of (1): y +p(x)y +q(x)y = 0 where p and q are 1 continuous function on an interval I. Let a ∈ I and assume that y (x) 6=0 1 on I. Set Z Rt x e− ap(u) du y2(x)= y 1x) dt. a y1(t) Show that y 2 is a solution of (1) and that y1 and y 2 are linearly independent. Use Exercise 6 to find a fundamental set of solutions of the given equation starting from the given solution y . 1 7. y00− 2y 0+ 2 y =0; y (x)= x. x x2 1 45 8. y −0 2x − 1 y 0+ x − 1 y =0; y (x)= e .x x x 1 9. Let y = y (x1 and y = y (x) be2solutions of equation (1): 00 0 y + p(x)y + q(x)y =0 on an interval I. Let a ∈ I and suppose that y (a)= α, y (a)= β and y (a)= γ, y (a)= δ. 1 1 2 2 Under what conditions on α ,β,,δ will the functions y 1 and y 2 be linearly independent on I? 10. Suppose that y = y (x) 1nd y = y (x) are s2lutions of (1). Show that if y1(x) 6=0 on I and W[y ,y ]1x)2≡ 0n o I, then y (x2= λy (x)n1 o I. 3.2. Homogenous Equations with Constant Coefficients We have emphasized that there are no general methods for solving second (or higher) order linear differential equations. However, there are some special cases for which solution methods do exist. In this and the following sections we consider such a case, linear equations with constant coefficients. A second order, linear, homogeneous differential equation with constant coefficients is an equation which can be written in the form y + ay + by = 0 (1) where a and b are real numbers. You have seen that the function y = e −ax is a solution of the first-order linear equation 0 y + ay =0 , the equation modeling exponential growth and decay. This suggests that equation rx (1) may also have an exponential function y = e as a solution. rx 0 rx 00 2 rx If y = e , then y = re and y = r e . Substitution into (1) gives 2 rx rx rx rx 2 r e + a(re )+ b(e )= e r + ar + b =0 . Since e rx 6= 0 for all x, we conclude that y = e rx is a solution of (1) if and only if 2 r + ar + b =0 . (2) Thus, if r is a root of the quadratic equation (2), then y = e rx is a solution of equation (1); we can find solutions of (1) by finding the roots of the quadratic equation (2). 46 DEFINITION 1. Given the differential equation (1). The corresponding quadratic equation (2) 2 r + ar + b =0 is called the characteristic equation of (1); the quadratic polynomial r 2+ ar + b is called the characteristic polynomial. The roots of the characteristic equation are called the characteristic roots . The nature of the solutions of the differential equation (1) depends on the nature of the roots of its characteristic equation (2). There are three cases to consider: (1) Equation (2) has two, distinct real roots, r =1α, r = 2. (2) Equation (2) has only one real root, r = α. (3) Equation (2) has complex conjugate roots, r = α 1 iβ, r 2= α − iβ, β 6=0. Case I: The characteristic equation has two, distinct real roots, r 1 = α, r2 = β. In this case, αx βx y 1x)= e and y 2x)= e are solutions of (1). Since α 6= β, y1 and y 2 are not constant multiples of each other, the pair y ,1 2 forms a fundamental set of solutions of equation (1) and y = C 1 αx + C 2 βx is the general solution. Note: We can use the Wronskian to verify the independence of y 1 and y2: 0 0 αx βx βx αx (α+β)x W(x)= y y 1y2y =2e 1 βe −e (αe )=( α−β)e 6=0 . Example 1. Find the general solution of the differential equation 00 0 y +2 y − 8y =0 . SOLUTION The characteristic equation is 2 r +2 r − 8=0 (r + 4)(r − 2) = 0 47 The characteristic roots are: r = −4,r = 2. The functions y (x)= e −4x ,y (x)= 1 2 1 2 e2x form a fundamental set of solutions of the differential equation and −4x 2x y = C 1 + C 2 is the general solution of the equation. Case II: The characteristic equation has only one real root, r = α. 2 Then αx αx y1(x)= e and y2(x)= xe are linearly independent solutions of equation (1) and αx αx y = C 1 + C 2e is the general solution. Proof: We know that y (x)= e αx is one solution of the differential 1 equation; we need to find another solution which is independent of y . 1 Since the characteristic equation has only one real root, α, the equation must be 2 2 2 2 r + ar + b =( r − α) = r − 2αr + α =0 and the differential equation (1) must have the form 00 0 2 y − 2αy + α y =0 . (*) Now, z = Ce αx, C any constant, is also a solution of (*), but z is not independent of y since it is simply a multiple of y . We replace C by 1 1 a function u which is to be determined (if possible) so that y = ue αx is a solution of (*).3 Calculating the derivatives of y, we have y = ue αx y0 = αue αx+ u e αx 00 2 αx 0 αx 00αx y = α ue +2 αu e + u e Substitution into (*) gives α ue αx +2 αu e0 αx + u e0αx − 2α[αue αx + u e ]+ α ue2 αx =0 . 2In this case, α is said to be a double root of the characteristic equation. 3This is an application of a general method called variation of parameteWe will use the method several times in the work that follows. 48 This reduces to 00 αx 00 u e = 0 which becomes u = 0 since eαx 6=0 . Now, u 0= 0 is the simplest second order, linear differential equation with constant coefficients; the general solution is u = C 1+C x2= C ·11 C ·x 2 , and u 1x)=1 and u 2x)= x form a fundamental set of solutions. Since y = ue αx, we conclude that y 1(x)=1 · e αx = eαx and y2(x)= xe αx are solutions of (*). It’s easy to see that1yand y 2 form a fundamental set of solutions of (*). This can also be checked by using the Wronskian: αx αx αx αx 2αx W(x)= e [e + αxe ] − αxe = e 6=0 . Finally, the general solution of (*) is αx αx y = C 1e + C 2e Example 2. Find the general solution of the differential equation 00 0 y − 6y +9 y =0 . SOLUTION The characteristic equation is 2 r − 6r +9 = 0 (r − 3)2 =0 There is only one characteristic root: r1 = r 2 = 3. The functions y1(x)= 3x 3x e ,y 2(x)= xe are linearly independent solutions of the differential equation and y = C e 3x+ C xe 3x 1 2 is the general solution. Case III: The characteristic equation has complex conjugate roots: r 1 α + iβ, r 2 = α + iβ, β 6=0 In this case αx αx y1(x)= e cos βx and y2(x)= e sin βx 49 are linearly independent solutions of equation (1) and y = C 1e αx cos βx + C 2 αx sin βx = e αx [C1cos βx + C si2 βx] is the general solution. (α+iβ)x Proof: It is true that the functions z (x1= e and z (2)= e(α−iβ)x are linearly independent solutions of (1), but these are complex- valued functions and want real-valued solutions of (1). The characteristic equation in this case is 2 2 2 2 r + ar + b =( r − [α + iβ ])(r − [α − iβ ]) = r − 2αr + α + β =0 and the differential equation (1) has the form 00 0 2 2 y − 2αy + α + β y =0 . (*) We’ll proceed in a manner similar to Case II. Set y = ue αx where u is to be determined (if possible) so that y is a solution of (*). Calculating the derivatives of y, we have αx y = ue 0 αx 0 αx y = αue + u e y00 = α ue αx +2 αu e0 αx + u e αx Substitution into (*) gives α ue αx +2 αu e0 αx + u e αx − 2α[αue αx + u e ]+ α + β2 2 ue αx =0 . This reduces to u00eαx+β ue αx = 0 which becomes u +β u = 0 since e αx 6=0 . Now, 00 2 u + β u =0 is the equation of simple harmonic motion (for example, it models the oscillatory motion of a weight suspended on a spring). The functions u1(x)=cos βx and u (x2 = sin βx form a fundamental set of solutions. (Verify this.) Since y = ue αx, we conclude that y (x)= e αx cos βx and y (x)= e αxsin βx 1 2 50 are solutions of (*). It’s easy to see th1tand y 2 form a fundamental set of solutions. This can also be checked by using the Wronskian Finally, we conclude that the general solution of equation (1) is: αx αx αx y = C1e cos βx + C 2 sin βx = e [C1cos βx + C 2in βx]. Example 3. Find the general solution of the differential equation y − 4y +13 y =0 . SOLUTION The characteristic equation is: r − 4r + 13 = 0. By the quadratic formula, the roots are p √ √ −(−4) ± (−4) − 4(1)(13) 4 ± 16 − 52 4 ± −36 4 ± 6i r1,r2 = = = = =2 ±3i. 2 2 2 2 The characteristic roots are the complex numbers: r 12+3 i, r =22−3i. The 2x 2x functions y 1x)= e cos 3x, y2(x)= e sin 3x are linearly independent solutions of the differential equation and 2x 2x 2x y = C 1 cos 3x + C2e sin 3x = e [C1cos 3x + C 2in 3x] is the general solution. Example 4. (Important Special Case) Find the general solution of the differential equation y + β y =0 . SOLUTION The characteristic equation is: r + β = 0. The characteristic roots are the complex numbers r1,r2 =0 ± βi The functions y 1x)= e 0xcos βx = cos βx, y 2x)= e sin β3x = sin βx are linearly independent solutions of the differential equation and y = C cos βx + C sin βx 1 2 is the general solution. Recovering a Differential Equation from Solutions You can also work backwards using the results above. That is, we can determine a second order, linear, homogeneous differential equation with constant coefficients that has given functions u and v as solutions. Here are some examples. 51 Example 5. Find a second order, linear, homogeneous differential equation with 2x −3x constant coefficients that has the functions u(x)= e ,v (x)= e as solutions. 2x SOLUTION Since e is a solution, 2 must be a root of the characteristic equation and r−2 must be a factor of the characteristic polynomial. Similarly, e −3x a solution means that −3 is a root and r − (−3) = r + 3 is a factor of the characteristic polynomial. Thus the characteristic equation must be 2 (r − 2)(r + 3) = 0 which expands to r + r − 6=0 . Therefore, the differential equation is y00+ y − 6y =0 . Example 6. Find a second order, linear, homogeneous differential equation with constant coefficients that has y(x)= e cos 2x as a solution. x SOLUTION Since e cos 2x is a solution, the characteristic equation must have the complex numbers 1+2i and 1−2i as roots. (Although we didn’t state it explicitly, e sin 2x must also be a solution.) The characteristic equation must be (r − [1 + 2i])(r − [1 − 2i]) = 0 which expands to r 2− 2r +5=0 and the differential equation is 00 0 y − 2y +5 y =0 . Exercises 3.2 Find the general solution of the given differential equation. 1. y 00+2 y − 8y =0. 00 0 2. y − 13y +42 y =0. 00 0 3. y − 10y +25 y =0. 4. y 00+2 y +5 y =0. 5. y +4 y +13 y =0. 00 6. y =0. 00 0 7. y +2 y =0. 52 8. 2y +5 y − 3y =0. 9. y − 9y =0. 10. y 00+16 y =0. 11. y − 2y +2 y =0. 12. y 00− y − 30y =0. Find the solution of the initial-value problem. 13. y − 5y +6 y =0; y(0) = 1,y (0) = 1. 14. y 00+4 y +3 y =0; y(0) = y (0) = 0. 15. y +2 y + y =0; y(0) = −3,y (0) = 1. 16. y 00+4 y =0; y(0) = 1,y (0) = −2. Find a differential equation y 00+ ay + by = 0 that is satisfied by the given function(s). 2x −5x 17. y 1(x)= e ,y (x)= 2 . 3x 18. y(x)=2 xe . 19. y(x) = cos 2x. 2x −6x 20. y 1x)=3 e ,y (x)= −2e . −2x 21. y(x)= e sin 4x. 00 0 Find a differential equation y + ay + by = 0 whose general solution is the given expression. 22. y = C ex/2 + C e .2x 1 2 23. y = C e3x + C e −4x . 1 2 24. y = C 1e−x cos 3x + C e2 −x sin 3x. 25. y = C e 1 2x + C x2 . 2x 26. y = C 1 cos 4x + C s2n 4x. 27. Find the solution y = y(x) of the initial-value problem y −y −2y =0; y(0) = α, y (0) = 2. Then find α such that y(x) → 0s a x →∞ . 53 00 28. Find the solution y = y(x) of the initial-value problem 4y − y =0 ; y(0) = 2,y (0) = β. Then find β such that y(x) → 0s a x →∞ . Euler Equations: A second order linear homogeneous equation of the form 2 2d y dy x dx 2 + αx dx + βy = 0 (E) where α and β are constants, is called an Euler equation . 29. Prove that the Euler equation (E) can be transformed into the second order equation with constant coefficients d2y dy 2 + a + by =0 dz dz where a and b are constants, by means of the change of independent variable z =ln x. Find the general solution of the Euler equations. 2 00 0 30. x y − xy − 8y =0. 2 00 0 31. x y − 3xy +4 y =0. 32. x y − xy +5 y =0. 3.3. Nonhomogeneous Equations In this section we consider the general second order, linear, nonhomogeneous equation y + p(x)y + q(x)y = f(x) (1) where p, q, f are continuous functions on an interval I. The objectives of this section are to determine the “structure” of the set of solu- tions of (1). As we shall see, there is a close connection between equation (1) and 00 0 y + p(x)y + q(x)y =0 . (2) In this context, equation (2) is called the reduced equation of equation (1). 54 General Results THEOREM 1. If z = z (x) and1z = z (x) are s2lutions of equation (1), then y(x)= z 1x) − z 2x) is a solution of equation (2). Thus the difference of any two solutions of the nonhomogeneous equation (1) is a solution of its reduced equation (2). Our next theorem gives the “structure” of the set of solutions of (1). THEOREM 2. Let y = y (x) and 1 = y (x) be line2rly independent solutions of the reduced equation (2) and let z = z(x) be a particular solution of (1). If u = u(x)si any solution of (1), then there exist constants C 1 and C 2 such that u(x)= C y1 1)+ C y (2 2 z(x). According to Theorem 2, if y = y 1(x) and y = y (x2 are linearly independent solutions of the reduced equation (2) and z = z(x) is a particular solution of (1), then y = C y (x)+ C y (x)+ z(x) (3) 1 1 2 2 represents the set of all solutions of (1). That is, (3) is the general solution of (1). Another way to look at (3) is: The general solution of (1) consists of the general solution of the reduced equation (2) plus a particular solution of (1): |{z} = |1 1(x)+{z y2 2) } + |{z}. general solution of (1) general solution of (2) particular solution of (1) The next result is sometimes useful in finding particular solutions of nonhomoge- neous equations. It is known as the superposition principle. THEOREM 3. If z = z (x) and1z = z (x) are pa2ticular solutions of y + p(x)y + q(x)y = f(x) and y + p(x)y + q(x)y = g(x), respectively, then z(x)= z (1)+ z (x2 is a particular solution of 00 0 y + p(x)y + q(x)y = f(x)+ g(x). 55 This result can be extended to nonhomogeneous equations whose right-hand side is the sum of an arbitrary number of functions. COROLLARY If z = z 1(x) is a particular solution of y + p(x)y + q(x)y = f (x),1 z = z (x) is a particular solution of 2 y + p(x)y + q(x)y = f (x), 2 and so on z = z nx) is a particular solution of 00 0 y + p(x)y + q(x)y = f (x),n then z(x)= z (x)1 z (x)+ 2·· + z (x) is n particular solution of 00 0 y + p(x)y + q(x)y = f (x)+1f (x)+ ·2· + f (x). n The importance of Theorem 7 and its Corollary is that we need only consider nonhomogeneous equations in which the function on the right-hand side consists of one term only. Variation of Parameters By our work above, to find the general solution of (1) we need to find: (i) a linearly independent pair of solutions y ,y 1 2 of the reduced equation (2), and (ii) a particular solution z of (1). The method of variation of parameters uses a pair of linearly independent solutions of the reduced equation to construct a particular solution of (1). Let y (1) and y (x) 2e linearly independent solutions of the reduced equation y + p(x)y + q(x)y =0 . Then y = C y (x)+ C y (x) 1 1 2 2 56 is the general solution. We replace the arbitrary constants C 1 and C 2 by functions u = u(x) and v = v(x), which are to be determined so that z(x)= u(x)y 1(x)+ v(x)y (x) 2 is a particular solution of the nonhomogeneous equation (1). The replacement of the parameters C and C by the “variables” u and v is the basis for the term 1 2 “variation of parameters.” Since there are two unknowns u and v to be determined we shall impose two conditions on these unknowns. One condition is that z should solve the differential equation (1). The second condition is at our disposal and we shall choose it in a manner that will simplify our calculations. Differentiating z we get 0 0 0 0 0 z = uy + y1u + v1 + y v . 2 2 For our second condition on u and v, we set y u + y v =0 .0 (a) 1 2 0 This condition is chosen because it simplifies the first derivative z and because it will lead to a simple pair of equations in the unknowns u and v. With this condition 0 the equation for z becomes 0 0 0 z = uy + v1 2 (b) and z = uy + y u + vy + y v . 00 0 0 1 1 2 2 Now substitute z, z 0 (given by (b)), and z 00 into the left side of equation (1). This gives z 00+ pz + qz =( uy + y u + vy + y v )+ p(uy + vy )+ q(uy + vy ) 0 0 1 1 2 2 1 2 1 2 = u(y + py + qy )+ v(y + py + qy )+ y u + y v . 0 0 0 0 1 1 1 2 2 2 1 2 Since y 1 and y 2 are solutions of (2), 00 0 00 0 y1 + py +1qy = 0 1 and y2+ py + 2y =0 2 and so z + pz + qz = y u + y v . 0 0 0 1 2 The condition that z should satisfy (1) is y u + y v = f(x). (c) 1 2 57 Equations (a) and (c) constitute a system of two equations in the two unknowns u and v: 0 0 y1 u + y 2 =0 0 0 0 0 y1u + y v2 = f(x) 0 0 0 Obviously this system involves u and v not u and v, but if we can solve for u and v , then we can integrate to find u and v. Solving for u and v , we find that 0 −y 2f 0 y1 f u = y y − y y 0 and v = y y − y y 0 1 2 2 1 1 2 2 1 We know that the denominators here are non-zero because the expression 0 0 y 1(x)y2(x) − y 2x)y (1)= W(x) is the Wronskian of y 1 and y ,2and y ,y 1 2 are linearly independent solutions of the reduced equation. We can now get u and v by integrating: Z Z −y 2(x)f(x) y1(x)f(x) u = W(x) dx and v = W(x) dx. Finally Z Z −y (x)f(x) y (x)f(x) z(x)= y 1(x) 2 dx + y2(x) 1 dx (4) W(x) W(x) is a particular solution of the nonhomogeneous equation (1). Remark This result illustrates why the emphasis is on linear homogeneous equa- tions. To find the general solution of the nonhomogeneous equation (1) we need a fundamental set of solutions of the reduced equation (2) and one particular solution of (1). But, as we have just shown, if we have a fundamental set of solutions of (2), then we can use them to construct a particular solution of (1). Thus, all we really need to solve (1) is a fundamental set of solutions of its reduced equation (2). Example 1. Find a particular solution of the nonhomogeneous equation y − 5y +6 y =4 e . 2x (*) 2x 3x SOLUTION The functions y 1x)= e ,y 2(x)= e are linearly independent solutions of the reduced equation. The Wronskian of y ,y is 1 2 W(x)= y y − y y = e . 0 5x 1 2 2 1 58 By the method of variation of parameters, a particular solution of the nonhomoge- neous equation is 2x 3x z(x)= u(x)e + v(x)e where, from (4), Z 3x 2x Z −e (4e ) u(x)= e5x dx = −4dx = −4x and Z Z e (4e2x) −x −x v(x)= 5x dx = 4e dx = −4e . e (NOTE: Since we are seeking only one function u and one function v we have not included arbitrary constants in the integration steps.) Now z(x)= −4xe 2x− 4e −x e3x= −4xe 2x− 4e 2x is a particular solution of the nonhomogeneous equation (*) and 2x 2x 2x 3x y = C 1 + C 23x − 4xe2x − 4e = C 1 + C 2 − 4xe2x 2x 2x is the general solution (we “absorbed” −4e in the C1e term). As you can check −4xe 2x is a solution of the nonhomogeneous equation. Exercises 3.3 Verify that the given functions y 1 and y 2 form a fundamental set of solutions of the reduced equation of the given nonhomogeneous equation; then find a partic- ular solution of the nonhomogeneous equation and give the general solution of the equation. 2 1. y − y =3 − x −2; y1(x)= x ,y (x2= x −1. x2 00 1 0 1 2 2. y − y + 2y = ; y 1(x)= x, y 2x)= x ln x. x x x 00 0 2 x 3. (x − 1)y − xy + y =( x − 1) ; y1(x)= x, y 2x)= e . 2 00 0 4. x y − xy + y =4 x ln x. Find the general solution of the given nonhomogeneous differential equation. 5. y − 4y +4 y = 1 x−1e . 3 59 −2x 00 0 e 6. y +4 y +4 y = 2 . x 00 0 −x 7. y +2 y + y = e ln x. 2 00 0 8. The function y (x1= x is a solution of x y + xy − y = 0. Find the general solution of the differential equation x y + xy − y =2 x. 9. The functions y (x)1 x + x ln x, y (x)= x + 2 2 and y (x3= x 2 are solutions of a second order, linear, nonhomogeneous equation. What is the general solution of the equation? 3.4. Undetermined Coefficients Solving a linear nonhomgeneous equation depends, in part, on finding a particular solution of the equation. We have seen one method for finding a particular solution, the method of variation of parameters. In this section we present another method, the method of undetermined coefficients. Remark: Limitations of the method. In contrast to variation of parameters, which can be applied to any nonhomogeneous equation, the method of undetermined coefficients can be applied only to nonhomogeneous equations of the form 00 0 y + ay + by = f(x) (1) where a and b are constants and the nonhomogeneous term f is a polynomial, an exponential function, a sine, a cosine, or a combination of such functions. To motivate the method of undetermined coefficients, consider the linear operator on the left side of (1): 00 0 y + ay + by. (2) rx If we calculate (2) for an exponential function z = Ae ,A a constant, we have rx 0 rx 00 2 rx z = Ae ,z = Are ,z = Ar e and 00 0 2 rx rx rx 2 rx y + ay + by = Ar e + a(Are )+ b(Ae = Ar + aAr + bA e = Ke rx where K = Ar + aAr + bA. 60 That is, the operator (2) “transforms” Ae rx into a constant multiple of e .W rx e can use this result to determine a particular solution of a nonhomogeneous equation of the form 00 0 rx y + ay + by = ce . Here is a specific example. Example 1. Find a particular solution of the nonhomogeneous equation 00 0 3x y − 2y +5 y =6 e . 00 0 3x SOLUTION As we saw above, if we “apply” y −2y +5y to z(x)= Ae we will 3x get an expression of the form Ke . We want to determine A so that K = 6. The constant A is called an undetermined coefficient. We have 3x 0 3x 00 3x z = Ae ,z =3 Ae ,z =9 Ae . Substituting z and its derivatives into the left side of the differential equation, we get 9Ae 3x − 2 3Ae 3x +5 Ae 3x =(9 A − 6A +5 A)e 3x=8 Ae .3x We want 00 0 3x z − 2z +5 z =6 e , so we set 3x 3x 8Ae =6 e which gives 8A = 6 and A = . 4 3 3x 00 0 3x Thus, z(x)= 4 e is a particular solution of y − 2y +5 y =6 e . (Verify this.) You can also verify that x 3 3x y = e (C c1s 2x + C sin 2x)+ 4 e is the general solution of the equation. 0 00 If we set z(x)= A cosβx and calculate z and z , we get 0 00 2 z = Acosβx, z = −βA sin βx, z = −β A cos βx. Therefore, y + ay + by applied to z gives z + az + bz = −β A cos βx + a(−βA sin βx)+ b(Acosβx ) =( −β 2A + bA)cos βx +( −aβA)sin βx. 61 That is, y + ay + by “transforms” z = Acos βx into an expression of the form K cos βx + M sin βx where K and M are constants which depend on a,b,β and A. We will get exactly the same type of result if we apply y +ay +by to z = B sinβx. Combining these 00 0 two results, it follows that y + ay + by applied to z = Acos βx + B sin βx will produce the expression K cos βx + M sin βx whe
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