Math Methods

Analytical Solutions to
Ordinary Differential Equations 5

August 28, 2013
Higher-Order LDE
Linear Differential Equations (LDE)
The dependent variable and its derivatives appear to
the first degree only, and the coefficients are either
constants or functions of the independent variable only.
Examples:
3
+
2
+
+ = tanh
3
+
2
2
+7
+3 = 0
Higher-Order LDE
Examples:
3
+
2
+
+ = tanh
3
+
2
2
+7
+3 = 0
Variable Coefficient Constant Coefficient
Higher-Order LDE
Examples:
3
+
2
+
+ = tanh
3
+
2
2
+7
+3 = 0
Non-Homogeneous DE Homogeneous DE
Outline
1. Solution to Homogeneous LDE with
Constant Coefficients

2. Solution to Non-homogeneous LDE with

A. Method of Undetermined Coefficients

B. Method of Variation of Parameters

3. Solution to Special Higher-Order LDE with
Variable Coefficients
LDE with Constant Coefficients
General Form:
) ( ...
0 1
2
2
2
1
1
1
x f y a
dx
dy
a
dx
y d
a
dx
y d
a
dx
y d
a
n
n
n
n
n
n

To ease in writing
the equation, let:
=

+
1
1
++
2
2
+
1
+
0
= ()
= ()
is a polynomial in D
LDE with Constant Coefficients
= ()
is a polynomial in D
Properties of the D operator:
1.

2.

3.

4.

5.

6.
=
+

7.
k = constant
Outline




I. Solution to Homo LDE w/ CC
General Form:
= 0
Example:
2
+1 = 0
2
+ = 0
OR
2
+1 = 0
1. Characteristic equation:

2. Solve for the roots
Case 1: Real & Distinct
Case 2: Complex & Distinct
Case 3: Real & Repeated
Case 4: Complex & Repeated
General Form:
= 0
Characteristic Equation:
= 0
Case 1: Real and Distinct Roots
Solution:
=
1
+
2
++

Example: Solve completely
3
4
2
+ +6 = 0
Solution:
=
1
+
2
2
+
3
3

General Form:
= 0
= 0
Case 2: Complex and Distinct Roots
Solution:
=
1
+
2
++

2
+1 = 0
Recall:
= cos sin

1
cos +
2
sin
General Form:
= 0
= 0
Case 3: Real and Repeated Roots
Solution:
=
1
+
2
++

2
+6 +9 = 0
Solution:
=
1
+
2

3

General Form:
= 0
= 0
Case 4: Complex and Repeated Roots
Solution:
=

1
+
2
++
1
cos
+
+1
++
2
1
sin

4
+2
2
+1 = 0
Solution:
=
1
+
2
cos +
3
+
4
sin
Example: Solve completely:
= 2 3, 2 3, 4, 4, 4, 2, 2
2
4 +13
2
4
3
+2
2
+4 = 0
=
2

1
+
2
cos 3 +
3
+
4
sin3 +

5
+
6
+
7
2

4
+
8
2
+
9
cos 2 +
10
sin2
Roots of the characteristic equation:
Final Answer:
Example: Solve completely:
2
4 +13
2
4
3
+2
2
+4 = 0
Yes! = can be a solution
to homogeneous LDEs with
either constant or variable
coefficients. But
This happens only if
, ,
=
Outline




II. Solution to Non-homo LDE w/ CC
The complete solution to an n-th order LDE:
= (,
1
,
2
, ,
)
If LDE is non-homo, it always has two solutions:
=
Complementary Function
=
Particular Integral
By the Principle of Superposition,
the general solution is:
=

II. Solution to Non-homo LDE w/ CC
1. Complementary Function
a. contains all arbitrary constants
b. satisfies the Homo LDE
2. Particular Integral
a. must not contain arbitrary constants
b. satisfies given LDE
= 0
= ()
By the Principle of Superposition,
the general solution is:
=

Solution to Homo
LDE with CC
Solution by MUC or MVP
II. A. MUC (Undetermined Coefficients)
*We can solve certain forms of f(x) only.
= ()
f(x) y
P
(constant) (constant)

0
+
1
+
2
2
++

0
+
1
+
2
2
++

cos or sin cos +sin
cos or
sin
0
+
1
+
2
2
++
cos +
0
+
1
+
2
2
++
sin
Steps:
1. Check whether f(x) is one of those in the table
2. Solve for y
c
using the previous lesson.
3. Solve for y
p
, note that y
p
= y
p1
+ y
p2
+ + y
pk

4. Compare y
c
& y
p
, whenever any term in y
p
duplicates
any term in y
c
, that y
p
term must be multiplied by the
lowest possible integer power of x sufficient to
eliminate duplication.
5. Combine like terms
6. Substitute assumed form of y
p
into DE and evaluate
coefficients of identical terms.
Example: Solve completely using MUC.
3
+6
2
+11 +6 =
+cos
Solution:
=
1
+
2
2
+
3
+cos + sin

Roots: = 1, 2, 3

Write all y
P
:
Solve for A, B, and C:

Roots: = 1, 2, 3

Write all y
P
:
=
1
+
2
2
+
3
+cos + sin
sin + cos
+sin cos
cos sin

+cos
Compute A, B, C
such that
=
1
24
= 0 =
1
10

=
1
+
2
2
+
3
3
+
1
24
+
1
10
sin
Outline




II. B. MVP (Variation of Parameters)
Steps:
1. Solve for y
c

2. Replace cs with us to get y
p

3. Differentiate y
p
as many times as the order of
the DE. Set the sum of all terms containing
derivatives of us equal to zero except in last
differentiation.
4. Solve for u
1
, u
2
, , u
n

5. Obtain u
1
, u
2
, u
n
by integration to get final y
p

Example: Solve completely using MVP.
2
+1 = csc cot
Solution:
=
1
cos +
2
sin
=
1
cos +
2
sin
=
1
cos
1
sin +
2
sin +
2
cos
=
1
sin
1
cos +
2
cos
2
sin
Example: Solve completely using MVP.
2
+1 = csc cot
Solution:
=
1
cos +
2
sin cos lnsin cos sin
cos sin
sin cos

1
=
0
csc cot

In order to solve for u
1
and u
2
:
Outline




This is the Last Slide
+4 = 3 csc
6 = 10
3

12
+48
64 = 12 32
8
+2
4

HOMEWORK. Solve these LDE individually. This
is due next meeting. Use MVP for the first item,
and MUC for the last 2. Submit on yellow paper.

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Analytical Solutions to

Ordinary Differential Equations 5

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