MATHEMATICS II

MAT120
Differential equation

Jakir Hossen

Md Jakir Hossen () 1 / 14
Outline

1 Initial-Value and Boundary-Value Problems

Md Jakir Hossen () 2 / 14
Outline

1 Initial-Value and Boundary-Value Problems

2 Homogeneous Equations

Md Jakir Hossen () 2 / 14
Initial-Value Problems

On some open interval I containing x0 , the problem

n n−1
Solve: an (x) ddxny + an−1 (x) ddxn−1y + .... + a1 (x) dx
dy
+ a0 (x)y = g(x)
0
Subject to: y(x0 ) = y0 , y (x0 ) = y1 , ..., y (n−1) (x0 ) = yn−1
where y0 , y1 , ..., yn−1 are arbitrary constants, is called an initial-value problem.
The values of y(x) and its first n − 1 derivate at a single point x0 :
y(x0 ) = y0 , y0 (x0 ) = y1 , ..., y(n−1) (x0 ) = yn−1 are called initial conditions.
First order initial value problem:
dy
a1 (x) + a0 (x)y = g(x), y(x0 ) = y0
dx
Second order initial value problem:

d2 y dy
a2 (x) 2
+ a1 (x) + a0 (x)y = g(x), y(x0 ) = y0 y0 (x0 ) = y1
dx dx

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Existence of a Unique solution

Theorem: Existence of a Unique solution

Let an (x), an−1 (x), ..., a1 (x), a0 (x) and g(x) be continuous on an interval I,
and let an (x) 6= 0 for every x in this interval. If x = x0 is any point in this
interval, then a solution y(x) of the initial value problem exists on the interval
and is unique.

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Boundary-Value Problems

On some open interval I containing x0 , the problem

2 dy
Solve: a2 (x) ddx2y + a1 (x) dx + a0 (x)y = g(x)
Subject to: y(a) = y0 , y(b) = y1
where y0 , y1 are arbitrary constants, is called an Boundary-value problem.
The prescribed values y(a) = y0 and y(b) = y1 are called boundary
conditions.
For a second-order differential equation, other pairs of boundary conditions
could be

y0 (a) = y0 , y(b) = y1
y(a) = y0 , y0 (b) = y1
y0 (a) = y0 , y0 (b) = y1

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Homogeneous Equations

Definition
1 A linear nth-order differential equation of the form

dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ .... + a1 (x) + a0 (x)y = 0 (1)
dx dx dx
is said to be homogeneous.
2 An equation

dn y dn−1 y dy
an (x) + a n−1 (x) + .... + a1 (x) + a0 (x)y = g(x) (2)
dxn dxn−1 dx
with g(x) 6= 0, is said to be non-homogeneous.
3 In order to solve a non-homogeneous linear equation, we must first solve
the associated homogeneous equation,

dn y dn−1 y dy
an (x) n
+ an−1 (x) n−1
+ .... + a1 (x) + a0 (x)y = 0
dx dx dx
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Differential Operator

Differential operator
dy d
In calculus, we write dx = Dy. The symbol D = dx is called the differential
operator since it transforms a differentiable function into another function.
Therefore,

dn y dn−1 y dy
an (x) + an−1 (x) + .... + a1 (x) + a0 (x)y = 0
dxn dxn−1 dx
can be written as

an (x)Dn y + an−1 (x)Dn−1 y + .... + a1 (x)Dy + a0 (x)y = 0

=⇒ (an (x)Dn + an−1 (x)Dn−1 + .... + a1 (x)D + a0 (x))y = 0
=⇒ Ly = 0 (3)

where L = an (x)Dn + an−1 (x)Dn−1 + .... + a1 (x)D + a0 (x), called an

nth-order differential operator.

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Superposition principle
Let y1 , y2 , ..., yk be solutions of the homogeneous nth order differential
equation (1) on an interval I. Then the linear combination

y = c1 y1 (x) + c2 y2 (x) + ..... + ck yk (x)

where ci , i = 1, 2, .., k are arbitrary constants, is also a solution on the

interval.

Corollaries
1 A constant multiple y = c (x) of a solution y (x) of a homogeneous
1 1
linear differential equation is also a solution.
2 A homogeneous linear differential equation always process the trivial
solution y = 0.

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Linear dependence or independence

Linear dependence or independence

A set of functions y1 , y2 , ..., yn is said to be linearly dependent on an interval I
if there exist constants c1 , c1 , .., cn , not all zero such that

c1 y1 (x) + c2 y2 (x) + ..... + cn yn (x) = 0

for every x in the interval. If the set of functions is not linearly dependent on
the interval, then it is said to be linearly independent. That is
c1 y1 (x) + c2 y2 (x) + ..... + cn yn (x) = 0 if and only if c1 = c1 = .. = cn = 0

Example: The set of functions

f1 (x) = cos2 x, f2 (x) = sin2 x, f3 (x) = sec2 x, & f4 (x) = tan2 (x) is linearly
dependent.

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Wronskian

Suppose each of the function f1 (x), f2 (x), .., fn (x) possesses at least n − 1
derivatives. The determinant
f1 f2 ... fn
f10 f20 ... fn0
W(f1 , .., fn ) = .. .. .. (4)
. . ... .
(n−1) (n−1) (n−1)
f1 f2 ... fn

where the primes denote derivatives, is called the Wronskian of the functions.
A set of functions is linearly independent if Wronskian is nonzero otherwise
linearly dependent. Wronskian is a strong mathematical tool to check whether
a given set of functions is linearly independent or dependent.

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Fundamental sets of solutions
1 Any set y , y , ..., y of n linearly independent solutions of the
1 2 n
homogeneous linear nth order differential equation (1) on an interval I is
said to be a fundamental set of solutions .
2 There exists a fundamental set of solutions for the homogeneous linear
nth order differential equation (1) on an interval I.
3 If y1 , y2 , ..., yn be a fundamental set of solutions for the homogeneous
linear nth order differential equation (1), then the general solution is

y = c1 y1 (x) + c2 y2 (x) + ..... + cn yn (x)

Md Jakir Hossen () 11 / 14
Non-homogeneous equations

Non-homogeneous
1 Any function yp , free of arbitrary parameters, that satisfies (2) is said to
be particular solution of the equation (2).
2 The general solution of non-homogeneous linear equation consists of the
sum of Complementary function,

yc = c1 y1 (x) + c2 y2 (x) + ..... + cn yn (x)

and Particular solution, yp . Therefore, the general solution,

y = yc + yp

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Md Jakir Hossen () 13 / 14
 Thank You

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