MATH 308 Lecture 10

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Lecture Notes

Chapter 3

Solving second order linear differential equations

Section 3.1–3.4: Homogeneous with constant coefficients

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P(x)y'' + Q(x)y' + R(x)y = G(x)}

When Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle G(x) = 0} , equation is homogeneous When Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P(x)} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Q(x)} , and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R(x)} do not depend on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} , the equation has constant coefficients

Examples:

Equation	Linear	Homogeneous	Constant Coefficients
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x\,y'' + 3y' + y\,\sin{x} = \mathrm{e}^x}	Yes	No	No
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' + x\,y' = (y-x)x}	Yes	No	No
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' + x\,y\,y' = x \, y}	No	--	--
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' = y\,\sin{x}}	Yes	Yes	No
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' + 5y' + 3y = \sin{x}}	Yes	No	Yes
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' - 2y' = 5 \sqrt{y}}	No	--	--

Theorem

Let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2} be two solutions to a second order homogeneous linear differential equation. Any linear combination Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1 \, y_1 + c_2 \, y_2} , for any real Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1} and $c_{2}$ is a solution to the differential equation.

Exercise 2

Given that $y_{1}(x)=\mathrm {e} ^{3x}$ and $y_{2}(x)=\mathrm {e} ^{2x}$ are solutions to the homogeneous equation

$y''-5y'+6y=0$

Show that every linear combination $c_{1}\,y_{1}+c_{2}\,y_{2}$ for any $c_{1},c_{2}\in \mathbb {Z}$ is a solution to the homogeneous problem.

${\begin{aligned}f(x)&=c_{1}\,\mathrm {e} ^{3x}+c_{2}\,\mathrm {e} ^{2x}f'(x)&=c_{1}\,\mathrm {e} ^{3x}+c_{2}\,\mathrm {e} ^{2x}\end{aligned}}$

${\begin{aligned}f(x)&=c_{1}\,y_{1}+c_{2}\,y_{2}\\f'(x)&=c_{1}\,y_{1}'+c_{2}\,y_{2}'\\f''(x)&=c_{1}\,y_{1}''+c_{2}\,y_{2}''\\\end{aligned}}$

${\begin{aligned}c_{1}\,y_{1}''+c_{2}\,y_{2}''-5(c_{1}\,y_{1}'+c_{2}\,y_{2}')+6(c_{1}\,y_{1}+c_{2}\,y_{2})&=0\\c_{1}(y_{1}''-5y_{1}'+6y_{1})+c_{2}(y_{2}''-5y_{2}'+6y_{2})&=0\\\end{aligned}}$

• y_1 is a solution: $y_{1}''-5y_{1}'+6y_{1}=0$
• y_2 is a solution: $y_{2}''-5y_{2}'+6y_{2}=0$

Therefore $f$ is a solution.

Find a solution that satisfies the initial condition $y(0)=3$ and $y'(0)=-1$.

Find $f$ in the form $c_{1}\,\mathrm {e} ^{3x}+c_{2}\,\mathrm {e} ^{2x}$

${\begin{aligned}f(x)&=c_{1}\,\mathrm {e} ^{3x}+c_{2}\,\mathrm {e} ^{2x}\\f'(x)&=3c_{1}\,\mathrm {e} ^{3x}+2c_{2}\,\mathrm {e} ^{2x}\\f(0)&=c_{1}+c_{2}=3\\f'(0)&=3c_{1}+2c_{2}=-1\\c_{1}&=-7\\c_{2}&=10\end{aligned}}$

Therefore, the solution is $-7\mathrm {e} ^{3x}+10\mathrm {e} ^{2x}$

Exercise 3

Find the general solution to the differential equation $y''-7y'+12y=0$. Look for a solution of the form $y=\mathrm {e} ^{r\,x}$.

${\begin{aligned}y&=\mathrm {e} ^{rx}\\y'&=r\,\mathrm {e} ^{rx}\\y''&=r^{2}\,\mathrm {e} ^{rx}\end{aligned}}$

So we have

${\begin{aligned}r^{2}\,\mathrm {e} ^{rx}-7r\,\mathrm {e} ^{rx}+12\mathrm {e} ^{rx}&=0\\r^{2}-7r+12&=0\end{aligned}}$

This is called the characteristic equation.

Solving for $r$ gives $\{3,4\}$, so the following formulae are solutions:

• $y_{1}=\mathrm {e} ^{3x}$
• $y_{2}=\mathrm {e} ^{4x}$

And any linear combination $y=c_{1}\,\mathrm {e} ^{3x}+c_{2}\mathrm {e} ^{4x}$ is the general solution to the differential equation.

Characteristic Equation

Replace each derivative with a coefficient of the same degree.

For example, $y''-3y'-10y=0$ becomes $r^{2}-3r-10=0$.

Solving the characteristic gives coefficients for the exponential.

Exercise 4

Find the general solutino to the differential solution $y''+4y=0$.

Characteristic equation is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle r^2 + 4 = 0} , and roots are Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle r = \pm 2i} .

General complex valued solution is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y = c_1 \, \mathrm{e}^{2i\,x} + c_2 \, \mathrm{e}^{-2i\,x}} .

Recall the Euler Formula: Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathrm{e}^{i \,\theta} = \cos{\theta} + i \, \sin{\theta}}

The solution takes the form

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} y_1 &= \cos{2x} + i \, \sin{2x} \\ y_2 &= \cos{-2x} + i \, \sin{-2x} = \cos{2x} - i \, \sin{2x} \\ \end{align}}

Recombining we get

• Let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1 = c_2 = \frac{1}{2}} , then Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{y_1 + y_2}{2} = \cos{2x}}
• Let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1 = c_2 = \frac{1}{2i}} , then Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{y_1 + y_2}{2} = \sin{2x}} .

So we can express the solution as a linear combination of these two real functions:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y = c_1 \, \cos{2x} + c_2 \, \sin{2x}}