Ordinary Differential

Equations (ODE)

機械工程學系
白明憲 教授
„ Motivation: 2nd order mechanical system: mx&& + cx& + kx = f
k
m
c
„ Differential equations: equations containing derivatives or
differentials
Ex.
dependent variable independent variable
dy
= e x + sin x ① y x
dx
y′′ - 2 y′ + y = cos x ② y x
∂ 2u ∂ 2u ∂u x, y , t
+ 2= ③ u
∂x ∂y
2
∂t
3x 2 dx + 2 ydy = 0 ④ x ( y) y ( x)
2 Mingsian R. Bai
„ Def. Ordinary Differential Equation (O.D.E.)
A differential equation in which all derivatives of one or more
dependent variables are differentiated wrt a single independent
variable.
Ex. Eqs. ①,②

„ Def. Order of a D.E.

The highest order of derivatives in a D.E.
Ex. First order eq.①, Second order eq. ②

3 Mingsian R. Bai
„ Def. Linear D.E.
A differential eq. is linear in a set of one or more of its
dependent variables if and only if each term of the equation
that contains a variable of the set or any of their derivatives is
of the first degree in those variables and their derivatives.
Ex y′′ + 4 xy′ + 2 y = cos x → linear L( y + y ) = L( y ) + L( y )
1 2 1 2

y′′ + 4 yy′ + 2 y = cos x → nonlinear

„ Def. Solutions of a D.E.

Functions, rather than numbers, that satisfy the differential
equation.
Ex
dy
= f ( x) ⇒ y = ∫ f ( x)dx + c, c: parameter, integration constant
dx
4 Mingsian R. Bai
„ Def. Particular solution/integral
Each individual solution of a D.E.
„ Def. General solution
Solutions specified by an expression which contains at least one
parameter and becomes a representation of a particular solution
when its parameters are all replaced by numbers.
Ex dy
=1 ⇒ y = x + c
dx
„ Def. Initial Value Problem (IVP)
Equations of order n > 1, subject to n initial conditions
y ( i ) ( x0 ) = k i for i = 0,K ,n − 1 → 單邊的條件
In general, nth-order Æ n integration constants or parameters.
5 Mingsian R. Bai
 1
Ex y′′ = + 2 x cos x 2 , x > 0
x
st. y (1) = 0 and y′(1) = 1 + sin(1)
Find y ( x).
Sol: Using direct integration,
y ′ = ln x + sin x 2 + c
y = ∫ ln xdx + ∫ sin x 2 dx + cx + b
= x ln x − x + ∫ sin x 2 dx + cx + b
x
= x ln x + ∫ sin t 2 dt + (c − 1) x + b′
1
IC : y ′(1) = 1 + sin1 ⇒ sin1 + c = 1 + sin1 , c = 1
y (1) = 0 ⇒ b′ = 0
x
Thus , y ( x ) = x ln x + ∫ sin t 2 dt #
1
6 Mingsian R. Bai
„ Exact first-order equation
Standard differential form: M ( x, y ) dx + N ( x, y ) dy = 0
Standard derivative form: y′ = f ( x, y ) ⇒ f ( x, y )dx + (−1)dy = 0
∂f ∂f
Recall the total differential: df = dx + dy ⇒ ∫ df = f ( x, y ) = k
∂x ∂y

„ Def. Exact differential equation

M ( x, y ) dx + N ( x, y ) dy = 0 is an exact differential equation.
∂f ∂f
⇔ There exists a function f ( x, y ) such that M = , N= .
∂x ∂y
Solution of an exact differential equation:
∂f ∂f
dx + dy = 0
∂x ∂y
⇒ d f ( x, y ) = 0 ⇒ f ( x, y ) = k
7 Mingsian R. Bai
„ Thm
∂M ∂N
If ∂y
and ∂xare continuous in a rectangular region R,
∂M ∂N
then the D.E. M ( x , y ) dx + N ( x , y ) dy = 0 is exact ⇔ = in R
∂y ∂x

pf: ① Sufficient condition: ( ⇒ )

If the D.E. is exact, there is a f ( x, y ) such that M = ∂f , N = ∂f
∂x ∂y
∂M ∂ f 2
∂N ∂ f 2
Hence , = , = ,
∂y ∂y∂x ∂x ∂x∂y
∂M ∂N ∂M ∂ 2 f ∂ 2 f ∂N
Since and are continuous, so = = =
∂y ∂x ∂y ∂x∂y ∂y∂x ∂x
② Necessary condition: ( ⇐ )
We wish to prove
∂M ∂N ∂f ∂f
= ⇒ = M and = N for some f ( x, y )
∂y ∂x ∂x ∂y

8 Mingsian R. Bai
∂f x
= M ⇒ f ( x, y) = ∫ M (t , y)dt + C ( y)
∂x x0

∂f ∂ x x ∂M (t , y )
⇒ = ∫ M (t , y)dt + C ′( y) = ∫ dt + C ′( y)
∂y ∂y x0 x0 ∂y
x ∂N (t , y )
=∫ dt + C ′( y ) = N ( x, y) − N ( x0 , y) + C ′( y)
x0 ∂t
∂M ∂N
Q =
∂y ∂x
y
Choose C ′( y) = N ( x0 , y) or C ( y) = ∫ N ( x0 , t )dt .
y0

∂f
⇒ = N ( x, y)
∂y
x x y
Thus, f ( x, y) = ∫ M (t , y)dt + C ( y) = ∫ M (t , y)dt + ∫ N ( x0 , t )dt is a function
x0 x0 y0

∂f ∂f
satisfying the condition of an exact DE: =M , = N.
∂x ∂y
∂f ∂f
df = dx + dy = M ( x, y)dx + N ( x, y)dy ⇒ f ( x, y) = k
∂x ∂y
9 Mingsian R. Bai
„ Summary
If M ( x, y )dx + N ( x, y )dy = 0 is exact, then the solution are
x y
f ( x, y ) = ∫ M (t , y)dt + ∫ N ( x0 , t )dt = k1
x0 y0

Or, alternatively,
x y
f ( x, y ) = ∫ M (t , y0 )dt + ∫ N ( x, t )dt = k2
x0 y0

⎧⎪ ∂f y ⎫⎪
⎨Start with
⎪⎩ ∂y
= N, f = ∫ y0
N ( x, t )dt + C ( x) ⎬
⎪⎭

10 Mingsian R. Bai
Ex. ( y 3 + 2 x ) dx + (3 xy 2 + 1) dy = 0
Sol: (1) M = y 3 + 2 x , N = 3 xy 2 + 1
∂M ∂N
= 3y2 = ⇒ Exact D.E.!
∂y ∂x
x y
f ( x, y ) = ∫x 0
M (t , y ) dt + ∫ N ( x0 , t ) dt = k
y0

Choose arbitrarily ( x0 , y 0 ) = (0, 0)

x y
∫0 ( y + 2t ) dt + ∫ (3 x0 t 2 + 1) dt = k
3
0 x0 = 0
x y
⇒ ( y t + t ) + ∫ 1dt = k ⇒ y 3 x + x 2 + y = k
3 2
0 0

(2) ( y 3 dx + 3 xy 2 dy ) + 2 xdx + dy = 0
d ( xy 3 ) + d ( x 2 ) + dy = 0 ⇒ xy 3 + x 2 + y = k #

Occasionally, an equation which is not exact can be made exact

by multiplying it with an ‘integrating factor.’
Æ有系統化的找法，見後面的特例
11 Mingsian R. Bai
„ Separable first-order equations

f ( x)dx + g ( y )dy = 0 ⇒ ∫ f ( x) dx + ∫ g ( y ) dy = c
Variations:
f ( x) g ( y)
(1) f ( x)G ( y )dx = F ( x) g ( y ) dy ⇒ dx = dy
F ( x) G( y)
f ( x) g ( y)
⇒ ∫ dx = ∫ dy + c
F ( x) G( y)
dy dy
(2) = M ( x) N ( y ) ⇒ = M ( x)dx
dx N ( y)
dy
⇒ ∫ = ∫ M ( x)dx + c
N ( y)

12 Mingsian R. Bai
„ Ex dx + xy dy = y 2 dx + y dy
Sol: dx y dy
(1 − y ) dx = y (1 − x ) dy ⇒
2
=
1− x 1− y2
dx y dy 1
= ⇒ − d ln 1 − x = − d ln 1 − y 2

1− x 1− y2 2
×− 2 ∫
⇒ 2 ln 1 − x = ln 1 − y 2 ± ln λ
⎧⎪ (1 − x ) 2 = λ (1 − y 2 )
⇒ ⎨ → x = 1 , y = ±1 are singular
⎪⎩ λ (1 − x ) = (1 − y )
2 2

( 吸收到 λ的 sign 中)
( x − 1) 2 ⎫
+ y = 1⎪
2

λ ⎪
⎬λ ≠ 0
( x − 1) 2
or + y2 = 1 ⎪
1/ λ ⎪⎭
13 Mingsian R. Bai
Thus, λ > 0, an ellipses centered at (1,0)
λ < 0, a hyperbola centered at (1,0)

Check if x = 1 , y = ±1 are solutions.

x = 1 , d1 + ydy = y2 d1 + ydy ⇒ x = 1 is a solution.
y = ±1 , dx + x(±1)d ( ±1 ) = (±1)2 dx + (±1)d ( ±1 ) ⇒ y = ±1 are solutions.
Thus, x = 1 and y = ±1 are called "suppressed solutions."

14 Mingsian R. Bai
 Homogeneous first-order equations
Def. homogeneous function of degree n Mechanics變分法會用到

f (λ x1 , K , λ xm ) = λ n f ( x1 , K , xm ) , λ > 0

Def. homogenuous D.E.

A first-orer O.D.E. reducible to a differential form in which the
coefficients are homogeneous functions of the same degree.
Ex.
( x 2 + 3 y 2 )dx − 2 xydy = 0
⇒ ⎡⎣(λ x) 2 + 3(λ y ) 2 ⎤⎦ dx − 2(λ x)(λ y )dy = 0
λ 2 ( x 2 + 3 y 2 )dx − 2λ 2 xydy = 0 → homogeneous D.E.!

15 Mingsian R. Bai
How to solve a homogeneous D.E. ?
M ( x, y ) dx + N ( x, y ) dy = 0
dy − M ( x, y )
=
dx N ( x, y )
M ( λ x, λ y ) λ n M ( x, y ) M ( x, y )
But = n =
N (λ x, λ y ) λ N ( x, y ) N ( x, y )

⎧ 1 M ( x, y ) M (λ x, λ y ) M (1, y / x)
⎪ If x > 0 , choose λ = , = =
⎪ x N ( x, y ) N (λ x, λ y ) N (1, y / x)
⎨
⎪If x < 0 , choose λ = −1 , M ( x, y ) M ( λ x, λ y ) M (−1, − y / x)
= =
⎪⎩ x N ( x, y ) N (λ x, λ y ) N (−1, − y / x)

16 Mingsian R. Bai
M ( x, y ) dx + N ( x, y ) dy = 0
dy M ( x, y )
⇒ =− = R( y / x)
dx N ( x, y )
y
Let u = or y = ux.
x
dy du
Then, =u+x
dx dx
dy du
Hence, = R ( y / x) ⇒ u + x = R(u ) ⇒ xdu = ⎡⎣ R(u ) − u ⎤⎦ dx
dx dx
(i) If R (u ) = u ,
dy y
= R(u ) = u =
dx x
dx dy
⇒ = ⇒ ln y = ln x + ln c = ln ⎡⎣ cx ⎤⎦ ⇒ y = cx ⇒ y = ±cx
x y
(ii) If R(u ) ≠ u ,
du dx
= ⇒ separable DE!
R(u ) − u x
17 Mingsian R. Bai
Ex. ( x2 + 3 y 2 ) dx − 2 xy dy = 0
Sol: This is a homogeneous D.E. of the second degree.
Let u = y / x or y = ux ⇒ dy = udx + xdu
(x 2
+ 3u 2 x2 ) dx − 2 xux ( udx + xdu ) = 0
x 2 (1 + 3u 2 ) dx − 2 x2u 2 dx − 2 x3udu = 0
x 2 (1 + u 2 ) dx − 2 x3udu = 0

(1 + u ) dx − 2xudu = 0
2
( x = 0 is a suppressed solution!)
dx 2udu
Separable form ⇒ − 2 =0
x 1+ u
ln x − ln (1 + u 2 ) = ln c c≠0
x x x
2 =c (
ln = ln c ⇒ = c ⇒ sign absorbed )
1+ u 2
1+ u 2
1+ u
⇒
x
1+ ( y / x)
2 = c ⇒ x 3
= c ( x 2
+ y 2
) #

18 Mingsian R. Bai
 Linear first-order equations
dy
+ P( x) y = Q( x) ----(1)
dx
⇒ [ P ( x) y − Q ( x) ] dx + dy = 0 ----(2)

„ Is this exact?
∂M ? ∂N
=
∂y ∂x
M = P ( x ) y − Q ( x ), N =1
P ( x ) = 0 , not true in general! ⇒ Not exact!

19 Mingsian R. Bai
Find an integrating factor φ ( x ) for ( 2 ) to be exact :
φ ( x ) ⎡⎣ P ( x ) y − Q ( x ) ⎤⎦ dx + φ ( x ) dy = 0
M = φ ( x ) ⎡⎣ P ( x ) y − Q ( x ) ⎤⎦ , N = φ ( x )
∂M ∂N dφ ( x )
= ⇒ φ ( x) P ( x) =
∂y ∂x dx
dφ ( x )
= P ( x ) dx
φ ( x)
ln φ ( x ) = ∫ P ( x ) dx

φ ( x) = e ∫ P ( x ) dx
Æ Memorize this !

⎛ Any nontrivial sol. will be OK! Same thing for - e ∫ P( x )dx ⎞

⎜ ⎟
⎝ ⎠
↑ 積分常數 & Sign不重要 ( Why? )

20 Mingsian R. Bai
φ ( x )(1) : e ∫ P ( x ) dx dy
+e ∫ P ( x ) dx
P ( x) y = e ∫ P ( x ) dx
Q ( x)
dx

dx
e{
d ∫ P( x )dx
⋅y =e } ∫ P ( x ) dx
Q ( x ) or
d
dx
(φ y ) = φ Q

ye ∫ P ( x ) dx
= ∫ Q ( x )e ∫ P ( x ) dx
dx + c

⇒ y ( x) = e ∫ ∫
− P ( x ) dx P ( x ) dx − ∫ P ( x ) dx
∫ Q( x)e dx + ce
( particular solution ) ( homogeneous solution )
Q nonhomo. term Q one parameter

→ Don't memorize this! Can be proved by variation of parameters

21 Mingsian R. Bai
Ex. (1 + x2 )(dy − dx) = 2 xydx , y(0) = 1
dy 2x
Sol: − y = 1 ---(1)
dx 1 + x 2

(Not exact! 但原題為exact. 解法非唯一 )

2x
P( x) = − , Q( x) = 1
1+ x 2
−2 x dx
∫ P ( x ) dx ∫ ln(1+ x2 )−1 1
The integrating factor: φ (x) = e =e 1+ x 2
=e − ln(1+ x2 )
=e =
1 + x2
1 dy 2x 1
φ (1) : − y =
1 + x 2 dx (1 + x 2 )2 1+ x2
d ⎡ y ⎤ 1 ⎧d ⎫
= ⎨ (φ y ) = φ Q ⎬
dx ⎢⎣1 + x 2 ⎥⎦ 1 + x 2 ⎩ dx ⎭
y
⇒ = tan −1 x + c
1+ x 2

⇒ y( x) = (1 + x 2 ) tan −1 x + c(1 + x 2 )
y(0) = 1 : 1 = 1⋅ 0 + c ⇒ c = 1
Thus , y( x) = (1 + x 2 ) tan −1 x + (1 + x 2 ) = (1 + x 2 )(1 + tan −1 x ) #
22 Mingsian R. Bai
 Bernoulli Equation
dy
+ P ( x ) y = Q ( x ) y n ---(1) ( a nonlinear DE if n ≠ 0 , 1)
dx
dz − n dy
Let z = y 1− n
or = (1 − n ) y
dx dx
(1 − n ) y − n ⋅ (1) :
dy
(1 − n ) y −n
+ (1 − n ) y − n P ( x ) y = (1 − n ) y − n Q ( x ) y n
dx
dz
+ (1 − n ) y1− n P ( x ) = (1 − n ) Q ( x )
dx
dz
+ (1 − n ) P ( x ) z = (1 − n ) Q ( x ) ( linear first-order DE )
dx
with the suppressed solution, y = 0
23 Mingsian R. Bai
Ex. 3xy′ + y + x2 y 4 = 0
y ⎛ x⎞
Sol: y′ + = − ⎜ ⎟ y 4 (Bernoulli equation with n = 4)
3x ⎝3⎠
1− n −3 dz −4 dy dy y 4 dz
Let z = y = y or = −3 y or =−
dx dx dx 3 dx
y 4 dz y 1 4 dz y −3 dz z
⇒− + = − xy ⇒ − = x⇒ − =x (linear first order)
3 dx 3x 3 dx x dx x
1
φ ( x) = e ∫ P ( x ) dx ∫ − dx
= e x = e− ln x =
1
x
1 dz z d ⎛z⎞ z
− 2 =1 ⇒ ⎜ ⎟ = 1 ⇒ = x + c ⇒ z = x 2 + cx
x dx x dx ⎝ x ⎠ x
Recall z = y −3 ,
1 ⎫
y −3 = x 2 + cx ⇒ y 3 = ⎪ 1
x 2 + cx ⎬ ∗ Can be combined by setting c =
b
with the suppressed solution, y = 0 ⎪⎭
b
∴ y3 = 2 #
bx + x
24 Mingsian R. Bai
Second- order equations of reducible order
„ Case1. The dependent variable is not explicitly present
in the 2nd-order D.E. ⇒ Let y ′ = v .
Ex. y′′ + ( y′)2 + 1 = 0
Sol: y′ = v
v′ + v 2 + 1 = 0
dv 2
+ v +1 = 0
dx
dv −1
⇒ + dx = 0 ⇒ tan v + x = c1
1+ v 2

⇒ v = tan(c1 − x) ⇒ y′ = tan(c1 − x)
⇒ y = ln cos(c1 − x) + c2 #
25 Mingsian R. Bai
„ Case2. The independent variable does not appear
explicitly in the 2nd-order D.E.
i.e. y′′ = f ( y , y′) ⇒ Let y′ = v .
Dynamics: && x = f ( x, x& )
acc disp vel
Let y′ = v
dy′ dv dv dy dv
⇒ y′′ = = = =v
dx dx dy dx dy
dv
Hence, y′′ = f ( y, y′) becomes v = f ( y, v) → first-order D.E. in v.
dy
In particular, if f = f ( y ),
dv
then v = f ( y ) ⇒ vdv = f ( y )dy, separable!
dy
1 1
⇒ v 2 = ∫ f ( y )dy + c1 = ( y′)2 → Solve for y′, then for y L
2 2
26 Mingsian R. Bai
 Ex. y′′ = −2 y + 2 y3 st. y(0) = 0 , y′(0) = 1
dv
Sol: Let y′ = v , then y′′ = v
dy
dv
v = −2 y + 2 y3 ⇒ vdv = (−2 y + 2 y3 )dy, separable!
dy
1 1 1 1
⇒ v2 = ( y′)2 = ∫ (−2 y + 2 y3 ) dy + c1 ⇒ ( y′)2 = c1 − y 2 + y 4
2 2 2 2
1 1 1
Q y(0) = 0 , y′(0) = 1 ∴ ⋅12 = c1 − 02 + 04 ⇒ c1 =
2 2 2
⇒ ( y′)2 = 1 − 2 y 2 + y 4 = (1 − y 2 )2
y′ = ±(1 − y 2 )
Again, Q y(0) = 0, y′(0) = 1∴ y′ = +(1 − y 2 )
dy dy −1 e x+c2 − e−( x+c2 )
= 1− y ⇒
2
= dx ⇒ tanh ( y) = x + c2 ⇒ y( x) = tanh( x + c2 ) = x+c2 −( x+c2 )
dx 1− y 2
e +e
Q y(0) = 0 ∴ tanh(c2 ) = 0, c2 = 0
Thus, y( x) = tanh( x) #
27 Mingsian R. Bai
Modeling a Physical problem using ODE
„ Ex. Apply physical laws Æ ODE

x 2 + ( y − R)2 = R 2
Initially filled with water
Hole radius = r
Find : depth y = y (t )
How long will it take to empty ?

28 Mingsian R. Bai
Sol:
dV = π x 2 dy < 0
Work : v1 v2

m m
W = P1 A1Δl1 − P2 A2 Δl2 = P1 − P2 P1 A1 P2 A2
ρ ρ
(m : mass of shaded area) Δl1 Δl2
Kinetic energy :
1 1 P1 A1 P2 A2
ΔK = mv2 2 − mv12
2 2
v1
1 m v2
W = ΔK : m(v2 − v1 ) = ( P1 − P2 )
2 2

2 ρ
1 1
P1 + ρ v12 = P2 + ρ v2 2 = constant
2 2
(Simplified Bernoulli equation)
29 Mingsian R. Bai
Thus, the velocity at the bottom hole :
1 1 2 1 2
P + ρ (0) = 0 + ρ v or ρ gy = ρ v (Torricelli's law : P = ρ gy )
2

2 2 2
⇒ v = 2 gy ⇒ dV = −vπ r 2 dt = −π r 2 2 gy dt (小孔噴出的水)
π x 2 dy = −π r 2 2 gy dt (上層減少的水)
But, x 2 + ( y − R) 2 =R 2 or x 2 = 2 yR − y 2
Thus, π (2 yR − y 2 )dy = −π r 2 2 gy dt
1 3
(2 Ry − y )dy = −r 2 2 g dt (separable form , 直接積分)
2 2

4 32 2 52
⇒ Ry − y = −r 2 2 g t + c
3 5

30 Mingsian R. Bai
Qt = 0 , y = R (full tank)
5 5 5
4 2 14
∴ R − R = 0 + c or
2 2
R =c 2
3 5 15
4 32 2 52 ⎛4 2 ⎞ 5
14
Thus, Ry − y = y y ⎜ R − y ⎟ = −r 2 2 g t + R 2
3 5 ⎝3 5 ⎠ 15

How long will it take to empty?

5
14 52 14 R 2
y = 0 = −r 2 2g t + R ⇒ t = 2
#
15 15 r 2 g

31 Mingsian R. Bai
 HW (Wylie)
„ 1.3: 10, 24
„ 1.7: 10, 12, 16
„ 1.8: 4, 8
„ 1.9: 20, 28
„ 1.10: 20, 26, 40
„ 1.11: 4, 8, 18, 22
„ 1.12: 12, 16
„ 1.13: 10, 12
„ 1.15: 16

32 Mingsian R. Bai
 Linear Ordinary Differential Equations
a0 ( x) y ( n ) + a1 ( x) y ( n −1) + LL + an −1 ( x) y′ + an ( x) y = f ( x), a0 ≠ 0 ____(1)
f ( x): non-homogeneous term, forcing term, input excitation
Nonhomogeneous equation if f ( x) ≠ 0
Homogeneous equation if f ( x) = 0
"Normal" on an interval I if ai ( x) and f ( x) are continuous on I .

Thm. Existence and uniqueness of solution

Let Eq.(1) be normal on an interval I . Given x0 ∈ interval I ,
k0 , k1 ,L , kn −1 ∈ . Then over I there exists exactly one unique
solution y ( x) such that y ( x0 ) = k0 , y′( x0 ) = k1 ,L , y ( n-1) ( x0 ) = kn-1
(initial conditions, ICs) → initial value problem

Ex. mx&& + kx = 0 , x(0) = x0 , x& (0) = x&0

33 Mingsian R. Bai
Corollary
If y ( x) is a solution of a homogeneous equation for which
y ( x0 ) = y′( x0 ) = … = y ( n-1) ( x0 ) = 0 , then y ( x) ≡ 0
(initially relaxed/at rest, no excitation ⇒ no response)
Pf: Clearly, y = 0 is a solution which satisfies both the DE and the ICs and,
by the theorem, it is the "unique" solution.
Def Linearly independent (LI)
Functions are linearly independent if c1 f1 ( x) +…+ cn f n ( x) ≡ 0
implies c1 = … = cn = 0 (Otherwise, it is said to be Linearly Dependent, LD)
Thm
On any interval I over which an nth-order homogeneous linear DE is normal,
the DE has n linearly independent solutions y1 ( x),…, yn ( x), and any particular
solution of the equation on I can be expressed as a linear combination of these
n LI solutions, i.e., y ( x) = c1 y1 ( x) + c2 y2 ( x) + L + cn yn ( x)
Pf: See text p.80, also vector case
34 Mingsian R. Bai
Def wronskian
→ For testing linear independency of particular solutions
f1 L L fn
f1′ L L f n′
W ( f1 ,..., f n ) =
M M M M
f1( n −1) L L f n ( n −1)

Thm
On any interval I over which an nth-order homogeneous, linear DE
is normal, the wronskian of any particular solution is either identically
zero or nonzero.

35 Mingsian R. Bai
Pf. ( for n = 2 ) case :
Let y1 and y2 be two particular solutions
a0 ( x) yi′′ ( x) + a1( x) yi′ ( x) + a2 ( x) yi ( x) = 0, i = 1 ,2
a ( x) ′ a ( x)
yi′′ ( x) = − 1 yi ( x) − 2 y ( x), i = 1 ,2
a0 ( x) a0 ( x) i
The wronskian
y1( x) y2 ( x)
W ( x) = = y1( x) y2′ ( x) − y2 ( x) y1′ ( x)
y ′ ( x) y ′ ( x)
1 2
⎡ ⎤ ⎡ ⎤
⇒ W ′( x) = ⎢ y1′ ( x) y2′ ( x) + y1( x) y2′′ ( x) ⎥ − ⎢ y2′ ( x) y1′ ( x) + y2 ( x) y1′′ ( x)⎥
⎣ ⎦ ⎣ ⎦
⎡ a a2 ⎤ ⎡ a a2 ⎤
′′ ′′ 1 ′ ′
= y1( x) y2 ( x) − y2 ( x) y1 ( x) = y1 ⎢ − y2 − y2 ⎥ − y2 ⎢ − y1 − y1 ⎥
1
⎢⎣ a0 a0 ⎥⎦ ⎢⎣ a0 a0 ⎥⎦
a a
= − 1 ( y1 y2′ − y2 y1′ ) = − 1 W ( x)
a0 a0
a ( x)
⇒ W ′( x) + 1 W ( x) = 0
a0 ( x)
36 Mingsian R. Bai
 Needs only 1 IC.
Thus , W ( x) is a solution of a homogeneous first-order D.E. According to
the Corollary , if W = 0 at any one point of I then W ( x) ≡ 0 , i.e. ,
W ( x) is either identically zero or nonzero. Q.E.D.

a1
Solve W ′ + W = 0 (linear 1st-order DE)
a0
d ⎛ ∫ a10 dx ⎞
a a a
∫ a10 dx ∫ a10 dx
φ ( x) = e ⇒ ⎜e W ⎟=0⇒e W =k
dx ⎜⎝ ⎟
⎠
a1
∫ − dx
⇒ W ( x) = ke a0
(Abel's formula)
The constant k is subject to judicious choice.

37 Mingsian R. Bai
Ex. (1 − x) y′′ + xy′ − y = 0
It can be verified that y1 = e x , y2 = x are two particular solutions.
ex x
W ( x) = x = (1 − x)e x
e 1
From Abel's formula ,
⎡ x ⎤ ⎧⎪ k ( x − 1)e x , x > 1
W ( x) = k exp ⎢ −∫ dx ⎥ = k exp ⎡⎣ x + ln x −1 ⎤⎦ = k x −1 e = ⎨
x
⎣ 1− x ⎦ ⎪⎩ k (1 − x)e , x < 1
x

⎧⎪ k = −1 for x > 1
Then , ⎨
⎪⎩ k = 1 for x < 1
(differs by only a constant)

38 Mingsian R. Bai
Thm .
Any n particular solutions of a linear ODE on an interval I over
which the equation is normal are linearly independent (LI).
⇔ Their wronskian W ( x ) ≠ 0 on I .
Otherwise, these n solutions are L D,i.e.,
LI ⇔ W ( x ) ≠ 0 an d L D ⇔ W ( x ) ≡ 0

Pf : (for n = 2 case) : Kresig, p.109

a0 ( x) yi′′( x) + a1 ( x ) yi′( x) + a2 ( x) yi ( x) = 0 i = 1, 2
(a) Necessary condition : (P ⇐ Q or P ⇒ Q)
If y1 ( x) and y2 ( x) are LD on I , then
⎧k1 y1 + k2 y2 = 0
⇒ ⎨ k1and k2 are not both 0
⎩k1 y '1 + k2 y '2 = 0
⎡ y1 y2 ⎤ ⎡ k1 ⎤ ⎡0⎤ ⎡ y1 y2 ⎤
⇒⎢ = ⇒ ⎥ =W = 0
y '2 ⎥⎦ ⎢⎣ k2 ⎥⎦ ⎢⎣0⎥⎦ ⎢
det for nontrivial k1and k2 .
⎣ y '1 ⎣ y '1 y '2 ⎦

39 Mingsian R. Bai
(b) Sufficient condition : (P ⇒ Q or P ⇐ Q )
If W = 0 for some x = x0 on I ,
⎧ k1 y1 ( x0 ) + k2 y2 ( x0 ) = 0
⎨ (unknows: k1 , k 2 )
⎩ k1 y '1 ( x0 ) + k2 y '2 ( x0 ) = 0
has nontrivial k1 , k2 (not both zero).

Introduce y ( x) = k1 y1 ( x ) + k2 y2 ( x ) which must also be a solution.

⇒ y ( x0 ) = 0 , y '( x0 ) = 0 for some nontrivial k1 and k2
By the previous corollary,
y ( x) = k1 y1 + k2 y2 ≡ 0
Thus, y1 ( x) and y2 ( x) are linearly dependent (LD). Q.E.D.

40 Mingsian R. Bai
 Thm.
If y1 ( x) ,…, yn ( x) are LI solutions of an nth-order homogeneous ODE ,
then every solution y ( x) can be expressed by the linear combination of
these LI solutions, i.e.,
y ( x) = c1 y1 ( x) +…+ cn yn ( x)
(cf. expansion by basis vetors in linear algebra)

Ex. Simple Harmonic Motion (SHM)

Show that y1 = cos ω0 x , y2 = sin ω0 x form a basis of solution of
y′′ + ω0 y = 0 , ω0 ≠ 0 on any interval.
2

Sol: It can be verified cos ω0 x and sin ω0 x are solutions of y′′ + ω0 y = 0.

2

cos ω0 x sin ω0 x
W ( x) = = ω0 (cos 2 ω0 x + sin 2 ω0 x) = ω0 ≠ 0
−ω0 sin ω0 x ω0 cos ω0 x
⇒ y1 and y2 are LI ⇒ basis fuctions ⇒ y ( x) = c1 cos ω0 x + c2 sin ω0 x
41 Mingsian R. Bai
Solution of nonhomogeneous equations.
Nonhomogeneous equation :
a0 ( x) y ( n ) + a1 ( x) y ( n −1) + K + an −1 ( x) y′ + an ( x) y = f ( x) ____(1)

Thm.
If Y ( x) is any particular solution of (1) , and if yc ( x) = c1 y1 + L + cn yn
is a solution of the related homogeneous equation, then the complete
solution of the nonhomogeneous equation is
y ( x) = yc ( x) + Y ( x) = c1 y1 ( x) + L + cn yn ( x)+Y ( x)
yc ( x) : complementary/homogeneaous solution → transient response;
Y ( x) : paticular solution → steady-state response

42 Mingsian R. Bai
Pf: (n = 2 case)
Let y ( x) be an arbitrary sol. , and let Y ( x) be any particular sol. of
a0 ( x) y′′ + a1 ( x) y′ + a2 ( x) y = f ( x) ______(2)
Then , a0 ( x)Y ′′( x) + a1 ( x)Y ′( x) + a2 ( x)Y ( x) = f ( x) ______(3)
(2) − (3) : a0 ( y′′ − Y ′′) + a1 ( y′ − Y ′) + a2 ( y − Y ) ≡ 0
⇒ a0 ( y − Y )′′ + a1 ( y − Y )′ + a2 ( y − Y ) ≡ 0
Thus, (y - Y ) is a solution of the homogeneous equation
a0 yc′′ + a1 yc′ + a2 yc = 0 ______(4)
Given 2 LI sols, if Eq.(4) has c1 y1 + c2 y2 as a complementary sol. ,
then (y − Y ) can be expressed in the form:
yc ( x) = y − Y = c1 y1 + c2 y2 ⇒ y = c1 y1 + c2 y2 + Y

Complementary func./sol. Particular integral/sol.

Homogeneous sol.
※ Particular solutions tend to follow the forcing function.
43 Mingsian R. Bai
 Differential equation: ay′′ + by′ + cy = f ( x ) or (aD 2 + bD + c ) y = f ( x )

f(x) Trial solution of Y(x)

1. α A

2. α x n
( n a positive integer) A0 x n + A1 x n-1 +…+ An-1 x + An
derivatives of
3. αerx ( r either real or complex) Ae rx All orders

4. α cos kx
A cos kx + B sin kx
5. α sin kx

6. ax n e rx cos kx ( A0 x n + … + An -1 x + An )e rx cos kx
7. ax n erx sin kx + ( B0 x n + …+ Bn -1 x + Bn )e rx sin kx

44 Mingsian R. Bai
Thm.
If Yi is a particular solution of
a0 y ( n ) + a1 y ( n-1) +…+ an y = fi , i = 1, 2, …, m
then Y1 + Y2 +…+ Ym will be a particular solution of
a0 y ( n ) + a1 y ( n -1) +…+ an y = fi +…+ f m

„ Ex. Second-order oscillator

Simple Harmonic Motion
y
x + ωn2 x = 0, ωn = k / m
mx&& + kx = 0 ⇒ &&
p ( x, y )
dθ (t )
θ
x
= ω , θ (t ) = ωt +α k
dt m
x( x) = r cos θ = r cos(ωt + α )
y ( x) = r sin θ = r sin(ωt + α )

45 Mingsian R. Bai
 d 2x
x = 2 = -ω 2 r cos(ωt + α ) = -ω 2 x
&&
dt
d2y
y = 2 = -ω 2 r sin(ωt + α ) = -ω 2 y
&&
dt
then r cos(ωt + α ) and r sin(ωt + α ) are both solutions of
d 2z
2
+ ω 2
z=0 1-D wave equation
dt

For convenience , choose r = 1 , α = 0, the general solution

becomes z (t ) = c1 cos ω t + c2 sin ω t
Note sin ωt and cos ωt are LI because W (cos ωt , sin ωt ) = ω ≠ 0

46 Mingsian R. Bai
Ex. Find a complete sol. of y′′+9y=3+2e x +sinx
Sol: The complementary sol. y c =c1cos3x+c 2sin3x
The particular sol.:
D.E. Trial func. Particular sol.
1
y′′ + 9 y = 3 C Y1 =
3
1
y′′ + 9 y = 2e x Ce x Y2 = e x → mistake in text p.80
5
1
y′′ + 9 y = sin x A sin x Y3 = sin x
8
not always work
1 1 x 1
Y = Y1 + Y2 + Y3 = + e + sin x
3 5 8
1 1 1
Thus , y = yc + Y = c1 cos 3 x + c2 sin 3 x + + e x + sin x
3 5 8
determined by I.C. #
47 Mingsian R. Bai
 Variation of Parameters
App#1 Finding a particular solution given the complementary solution.
a0 y′′ + a1 y′ + a2 y = f
yc ( x) = c1 y1 ( x) + c2 y2 ( x)
Let Y ( x) = u1 ( x) y1 ( x) + u2 ( x) y2 ( x)
→ To determine u1 & u2 , 2 conditions are needed.

Cond.#1: a0Y ′′ + a1Y ′ + a2Y = f → remaining 1 condition at disposal

Cond.#2: Y = u1 y1 + u2 y2
Y ′ = u1 y1′ + u1′ y1 + u2 y2′ + u2′ y2 = (u1 y1′ + u2 y2′ ) + (u1′ y1 + u2′ y2 )
Impose cond.#2: u1′ y1 + u2′ y2 = 0 ⇒ Y ′ = u1 y1′ + u2 y2′
Hence , Y ′′ = (u1 y1′′ + u1′ y1′ ) + (u2 y2′′ + u2′ y2′ )

48 Mingsian R. Bai
Recall cond.#1, a0Y ′′ + a1Y ′ + a2Y = f
a0 (u1 y1′′ + u1′ y1′ + u2 y2′′ + u2′ y2′ )+a1 (u1 y1′ + u2 y2′ ) + a2 (u1 y1 + u2 y2 ) = f
⇒ u1 (a0 y1′′ + a1 y1′ + a2 y1 ) + u2 (a0 y2′′ + a1 y2′ + a2 y2 ) + a0 (u1′ y1′ + u2′ y2′ ) = f
0 0
Thus, one has a system of linear equations :
⎧ ′ ′ ′ ′ f
u
⎪ 1 1y + u y =
with unknowns u1′and u2′
2 2
⎨ a0
⎪ ′
⎩ u1 y1 + u2′ y2 = 0
− y2 f − y2 f y1 f y1 f
⇒ u1′ = = ′
, u2 = =
y1 y2′ − y2 y1′ a0 W ( x) a0 y1 y2′ − y2 y1′ a0 W ( x) a0
− y2 f y f
⇒ u1 = ∫ dx , u2 = ∫ 1 dx
W ( x) a0 W ( x) a0
⇒ Y ( x) = u1 ( x) y1 ( x) + u2 ( x) y2 ( x) ( a0 ( x) ≠ 0,Q y1 , y2 are LI ∴W ≠ 0 )
49 Mingsian R. Bai
Ex. y′′ + y = sec x , find the particular solution.
Sol : yc ( x) = c1 cos x + c2 sin x
Y ( x) = u1 ( x) cos x + u2 ( x)sin x

⎪⎧u1′ cos x + u2′ sin x = 0

⇒⎨
⎪⎩u1′ (-sin x) + u2′ cos x = sec x
cos x sin x
W ( x) = =1
− sin x cos x
− sin x cos x
u1′ = sec x = − tan x , u2′ = sec x = 1
1 1
⇒ u1 = − ∫ tan xdx = ln cos x , u2 = x (the constant won't help)
Then, Y = u1 y1 + u2 y2 = (ln cos x ) cos x + x sin x
Note y = yc + Y = c1 cos x + c2 sin x + (ln cos x ) cos x + x sin x

50 Mingsian R. Bai
App#2
Finding the 2nd solution of a homogeneous D.E., given one particular solution,
e.g., 2nd solution of a special function or repeated roots in O.D.E.
a0 y′′ + a1 y′ + a2 y = 0 → Need 2 LI solutions, but only one is known.

If y1 is the known particular solution, let the 2nd solution be

y ( x ) = u ( x ) y1 ( x )
⇒ y′ = uy1′ + u′y1 , y′′ = uy1′′ + u′y1′ + u′y1′ + u′′y1

( ) ( )
a0 uy1′′ + u′y1′ + u′y1′ + u′′y1 + a1 uy1′ + u′y1 + a2uy1 = 0

( )
a0 y1u′′ + 2a0 y1′ + a1 y1 u′ + ⎛⎜ a0 y1′′ + a1 y1′ + a2 y1
⎝
⎞u = 0
⎟
⎠
⇒ a 2nd order D.E. of reducible order

51 Mingsian R. Bai
Let v = u ′
2 a0 y1′ + a1 y1
a0 y1v′ + (2 a0 y1′ + a1 y1 )v = 0 ⇒ v′ + v=0
a0 y1
y1′ a1 a a
∫ (2 + ) dx 2ln| y1 |+ ∫ a01 dx ∫ a10 dx
The integrating factor: φ ( x ) = e y1 a0
=e = y12 e
a1
d 1 ∫ − dx
(φ v ) = 0 ⇒ φ v = c1 ⇒ v = c1 2 e a0
, y1 ≠ 0
dx y1
a
1 − ∫ a10 dx
u = ∫ vdx = c1 ∫ 2
e dx + c2
y1
a
1 − ∫ a10 dx
y = uy1 = c1 y1 ∫ e dx + c2 y1 →1st solution
y12
Choose c1 = 1 , c2 = 0
a
1 − ∫ a10 dx
y2 ( x ) = y1 ∫ 2
e dx (2 nd solution)
y1
⇒ yc ( x ) = c2 y1 ( x ) + c1 y2 ( x )
52 Mingsian R. Bai
 Hw

„ 2.2: 14,16,26
„ 2.3: 8
„ 2.4: 8, 18, 21, 23, 32

53 Mingsian R. Bai
Homogeneous second-order DE with constant
coefficients
ay ′′ + by ′ + cy = 0 a ,b ,c are constants
f
k
m mx&& + cx& + kx = f

c
Trial solution: y ( x) = Ae mx
am 2 Aemx + bmAe mx + cAe mx = 0
Aemx (am 2 + bm + c) = 0
A ≠ 0 and emx ≠ 0 for nontrivial solution.
⇒ am 2 + bm + c = 0 (characteristic equation)
−b ± b 2 − 4ac
m1,2 = , 判別式 Δ = b 2 − 4ac
2a
54 Mingsian R. Bai
Case Ι. (Δ > 0) two distinct real roots m1 and m2
y ( x) = c1e m1x + c2 e m2 x

Ex.
y ''+ 7 y '+ 12 y = 0
Sol:
m 2 + 7 m + 12 = 0
⇒ m1 = −3, m2 = −4
y ( x) = c1e −3 x + c2 e −4 x

55 Mingsian R. Bai
Case ΙΙ. ( Δ = 0) repeated real root m1
m 2 − 2m1m + m1 = 0 ⇒ m = m1 , m1
2

1st solution : y1 ( x) = e m1x

2nd solution : variation of parameters gives
1 − ∫ ( − 1 1 dx )
a1
1 −∫ dx 2m
y2 ( x) = y1 ∫ 2
e a0
dx = y1 ∫ 2
e dx
y1 y1
= e m1x ∫ e −2 m1x e 2 m1x dx = xe m1x
y ( x) = c1 y1 ( x) + c2 y2 ( x) = c1e m1x + c2 xe m1x

56 Mingsian R. Bai
Ex.
y ′′ − 4 y ′ + 4 y = 0 s.t. y (0) = 3, y′(0) = 4
Sol:
m 2 − 4m + 4 = 0 ⇒ m = 2, 2
y = c1e 2 x + c2 xe 2 x
y ′ = 2c1e 2 x + c2 (e 2 x + 2 xe 2 x )
= (2c1 + c2 )e 2 x + 2c2 xe 2 x
y (0) = 3 = c1
y ′(0) = 4 = 2c1 + c2
⇒ c1 = 3, c2 = −2
Thus, y ( x) = 3e 2 x − 2 xe 2 x

57 Mingsian R. Bai
Case ΙΙΙ. (Δ <0) conjugate complex roots
m1 = p + iq, m2 = p − iq
y ( x) = c1′e m1x + c2′ e m2 x = c1′e( p +iq ) x + c2′ e( p −iq ) x
= e px (c1′eiqx + c2′ e − iqx )
(By Euler's formula: e ± iqx = cos qx ± i sin qx)
= e px [c1′(cos qx + i sin qx) + c2′ (cos qx − i sin qx)]
= e px [(c1′ + c2′ ) cos qx + i (c1′ − c2′ ) s in qx]
= e px (c1 cos qx + c2 sin qx)

58 Mingsian R. Bai
Ex. y′′ + 2 y′ + 5 y = 0
Sol: m 2 + 2m + 5 = 0
⇒ m1 = −1 + 2i and m2 = −1 − 2i ⇒ p = −1, q = 2
y ( x) = e − x (c1 cos 2 x + c2 sin 2 x) c1 , c2 are determined by I.C's

59 Mingsian R. Bai
 O.D.E of higher order with constant
coefficients
1. Homogeneous equations:
a0 y ( n ) + a1 y ( n −1) + ... + a( n −1) y′ + an y = 0
⇒ a0 m n + a1m n −1 + ... + an −1m + an = 0 (characteristic equation)

Rule:
1. simple characteristic root of m j , j = 1,K , J
y ( x) = c1 y1 + c2 y2 + ... + cJ y J
2. characteristic root of mi of multiplicity k
y ( x) = c1 yi + c2 xyi + ... + ck x k −1 yi is a solution
yi ( x) is the homogeneous solution corresponding to mi
60 Mingsian R. Bai
Ex.
( D8 + 6 D6 − 32 D 2 ) y = 0, D d / dx
Sol:
m8 + 6m6 − 32m 2 = m 2 (m6 + 6m 4 − 32)
= m 2 (m − 2)(m + 2)(m − 2i ) 2 (m + 2i ) 2 = 0
⇒ y ( x) = c1 + c2 x + c3e 2x
+ c4 e− 2x
+ (c5 + c6 x) cos 2 x + (c7 + c8 x) sin 2 x

61 Mingsian R. Bai
 2. Non-homogeneous equations:
a0 y ( n ) + a1 y ( n −1) + ... + a( n −1) y′ + an y = f ( x)
⇒ y ( x) = yc ( x) + Y ( x)

Method of undetermined coefficients → find the particular solution Y(x)

1. Let Y(x) to be a linear combination of all the LI solutions that arise from
f(x) by repeated differentiation.
2. Substitute Y(x) into the given D.E.
3. Determine the constants in Y(x).

62 Mingsian R. Bai
Ex. y′′ + 3 y′ + 2 y = 10e3 x + 4 x 2
⎧⎪ y′′ + 3 y′ + 2 y = 10e3 x ⇒ Y1 = Ae3 x
Sol: ⎨
⎪⎩ y′′ + 3 y′ + 2 y = 4 x ⇒ Y2 = Bx + Cx + D
2 2

9 Ae3 x + 3(3 Ae3 x ) + 2( Ae3 x ) = 10e3 x

1 1 3x
⇒ 20 Ae = 10e ⇒ A = ⇒ Y1 ( x) = e
3x 3x

2 2
2 B + 3(2 Bx + C ) + 2( Bx 2 + Cx + D) = 4 x 2
⇒ 2 Bx 2 + (6 B + 2C ) x + (2 B + 3C + 2 D) = 4 x 2
⎧ 2B = 4 ⎧B=2
⎪ ⎪
⎨ 6 B + 2C = 0 ⇒ ⎨ C = −6 ⇒ Y2 ( x) = 2 x − 6 x + 7
2

⎪ 2 B + 3C + 2 D = 0 ⎪ D=7
⎩ ⎩
1
Y ( x) = Y1 ( x) + Y2 ( x) = e3 x + 2 x 2 − 6 x + 7
2
m 2 + 3m + m = 0 ⇒ m = −1, − 2 y ( x) = c1e − x + c2 e −2 x + Y ( x)

63 Mingsian R. Bai
Exception: f ( x) is a solution of the homogeneous equation (Resonance, 共振)

Ex. y′′ + 5 y′ + 6 y = e −3 x
try Y ( x) = Ae −3 x
9 Ae −3 x + 5(−3 Ae −3 x ) + 6( Ae −3 x ) = e −3 x
0 = e −3 x ⇒ contradiction!
(Q m 2 + 5m + 6 = 0, m = −2, −3 ⇒ yc ( x) = c1e −2 x + c2 e −3 x )
⎧ variation of parameters
⎪
Use ⎨undetermined coefficients to find the proper Y ( x)
⎪
⎩ Laplace transform
Undetermined coefficients: a0 y ( n ) + a1 y n −1 + ... + an y = f
Let Ly ( x) = f ( x),
d
where the differential operator L a0 D n + ... + an −1 D + an , D
dx
64 Mingsian R. Bai
Def. An operator annihilates f ( x ) or L1 Ly ( x ) = 0

Procedures:
1. Given Ly = f , find L1 such that L1 Ly = 0
2. Find a complete solution of L1 Ly = 0, delete the solution of
Ly = 0, and set Y to be the sum of the remaining terms.
3. Substitute Y into Ly = f and determine the constants.

65 Mingsian R. Bai
Ex. y′′ + 5 y′ + 6 y = e−3 x
Sol: ( D 2 + 5 D + 6) y = e −3 x
( D + 3)( D 2 + 5D + 6) y = ( D + 3)e −3 x = −3e −3 x + 3e −3 x = 0
⇒ ( D + 3) 2 ( D + 2) y = 0
⇒ y ( x) = c1e −2 x + c2 e −3 x + c3 xe −3 x
14 4244 3
yc of y '' + 5 y ' + 6 y = 0

Thus, Y ( x) = Axe−3 x
Substitute Y ( x) into y′′ + 5 y′ + 6 y = e −3 x
⇒ A(9 xe −3 x − 6e −3 x ) + 5 A(−3 xe −3 x + e −3 x ) + 6 Axe −3 x = − Ae −3 x = e −3 x
⇒ A = −1
Thus, y ( x) = yc ( x) + Y ( x) = c1e −2 x + c2 e −3 x − xe −3 x

66 Mingsian R. Bai
 HW

„ 2.5: 18, 30
„ 2.6: 28, 34
„ 2.7: 10, 30, 60

67 Mingsian R. Bai