Lecture-10 and 11
Methods for Solving 2st Order
Linear Ordinary Diff.
Equations
Instructor: Dr. J. K. Sahoo
Fundamental Theorems
Theorem C: Let y1 (x) and y2 (x) be two linearly
independent solutions of the homogeneous
differential equation
y P( x) y Q ( x) y 0 (1)
on the interval [a, b]. Then c1 y 1 ( x ) c 2 y 2 ( x )
is the general solution of (1) on [a, b].
Fundamental Theorems
Theorem D: If yg is the general solution of the
homogeneous equation
y P( x) y Q ( x) y 0
and yp is any particular solution of the
nonhomogeneous equation
y P( x) y Q ( x) y R( x) ------(2)
then yg+ yp is the general solution of (2).
Homogeneous with a known solution
If we know one solution of y P ( x) y Q ( x) y 0 (A)
then the second LI solution can be determined, hence
the general solution can be obtained.
P roc ed ure :
Let y1 be a known non zero solution of (A). Since
we are looking another LI solution y 2 whi ch implies
y2
must be a non constan t function .
y1
So let y 2 v ( x ) y1 , wh e r e v ( x ) can be determ i ned
from the equation (A).
Homogeneous with a known solution
On Substituting y2 , y2 vy1 vy1 and
y2 vy1 2vy1 vy1 in equation (A), we obtain
v y1 Py1 Qy1 vy1 v(2 y1 Py1 ) 0
Since y1is a solution which implies
v y1 v (2 y1 Py1 ) 0
v y1
2 P . So on integration we get,
v y1
1 Pdx
v 2
e dx . This formula you can us e for Problem.
y1
Exercise Problems
Ex-1: y y 0, y1 sin x
Ex-2: (1 x 2 ) y 2 xy 2 y 0, y1 x
Solution :
.
(a) v cot x y2 ( x) cos x.
1 2
(b) v x y2 ( x) ( x 1).
x
Some More Problems
How do you solve the following problems ?
Ex-1: y y 0
Ex-2: y y 2 y 0
.
Ex-3: x 2 y xy y 0. (guess one !)
Homogeneous with constant coefficients
Suppose P ( x ) and Q ( x ) are two real constants
say p and q respectively. So the general form
of the homegeneous equation will be
y py q y 0 , p , q .
Since the exponential function has the p roperty that
its derivatives are all constant m ultiples of the
function itself. So this leads us to con sider y ( x ) e m x
as a possible solution o f y p y qy 0 .
m 2 pm q 0 , called auxiliary equation.
Homogeneous with constant coefficients
Since the auxiliary or characterstic equation
m 2 pm q 0 is a quadratic equation so
we have the following possible situations
Case-1: T he two roots m1 and m2 are distinct.
Case-2: The roots m1 and m2 are equal (say m ).
Case-3: The roots m1 and m2 are complex congugates.
Distinct Real Roots
Let the auxiliary equation
m 2 pm q 0
have distinct real roots (say m1 and m2).
In this case we have the following two LI solutions
m1 x m2 x
y1 e and y 2 e .
Hence the general solution is
m1 x m2 x
y g C1e C2e .
Q : A re y1 and y 2 linearly ind epen dent ?
Exercise Problems
Ex-1: y y 0.
Ex -2 : y 5 y 6 y 0 .
Solution : .
(1) y g c1 e x c 2 e x
2x 3x
(2) y g c1 e c2 e
Equal Real Roots
Let the auxiliary equation
2
m pm q 0
have equal real roots (say m1 m2 m ). Here m p / 2.
mx
In this case we have only one solution y1 e .
So using previous concept, first we calculate v x.
and hence the general solution is
mx mx
y g C1e C 2 xe .
Exercise Problems
Ex-1: y 4 y 4 y 0.
Ex-2: 4 y 12 y 9 y 0.
Ex-3: 16 y 8 y y 0.
S olution :
.
2x 2x
(1 ) y g c1 e c 2 xe
3 3
x x
2 2
(2) y g c1 e c 2 xe
1 1
x x
4 4
( 3 ) y g c1 e c 2 xe
Complex Roots
Let the auxiliary equation
2
m pm q 0
have equal complex roots (say m1 a ib and m2 a ib ).
In this case we have two complex solutions
m1x ax m2x ax
y1 e e (cosbx i sin bx)and y2 e e (cosbx i sinbx).
Hence the general solution in this case can be written as
ax
yg e c1 cos bx c2 sin bx . (Why ? )
Exercise Problems
Ex-1: y 4 y 5 y 0.
Ex-2: y 8 y 0.
S olution : .
(1) y g e 2 x ( c1 cos x c 2 sin x )
(2) y g ( c1 cos 2 2 x c 2 sin 2 2 x )
Euler’s Equidimensional Equation
Exam ple: Conside the following differential
2
equation x y 2 xy 2 y 0.
N ote: This equation has variable coefficients
but we can solve easi ly.
Q: What kind of.
variable coefficents can be solved
easily or converted to constant coefficients ?
The general form of Euler's Equation is defined as
x y pxy qy 0 , p, q .
2
Euler’s Equidimensional Equation
C o n sid er th e E u ler's eq u atio n
x 2 y p xy q y 0 ( B )
Methodology: Let z ln x (or x e z )
dy dy dz 1 dy dy dy
.
x
dx dz dx x dz dx dz
d2y d dy d 1 dy 1 d 2
y 1 dy
and 2
dx dx x dz x 2 dz 2 x 2 dz
dx dx
2
2 d y dy
x y 2
dz dz
Euler’s Equidimensional Equation
S o th e E u ler's eq u atio n (B ) tran sfered to
th e fo llo w in g p ro b lem
d2y dy
2
( p 1) q y 0 an d th e au x iliary
dz dz
eq u atio n is m 2 ( p 1) m q 0 .
.
Note: T he general solution can be derived easily
(by using the earlier concept).
Exercise Problems
2
Ex-1: x y 3 xy 10 y 0.
Ex-2: 2 x 2 y 10 xy 8 y 0.
2
Ex-3: x y 2 xy 12 y 0.
S o lu tio n : .
1
(1 ) y g ( c1 co s(ln x 3 ) c 2 sin ( ln x 3 ))
x
2 2
2() y g c1 x c 2 x l n x
(3 ) y g c1 x 3 c 2 x 4
Tutorial Problem
Ex: The differential equation y P ( x ) y Q ( x ) y 0
with the substituation z Q ( x ) dx will be transfered
to constant coefficients provided
Q . 2 PQ
3/ 2
is constant.
Q
Exercise Problems
2 3
Ex-1: xy ( x 1) y x y 0.
2
Ex-2: y 3 xy x y 0.
