MA2001N Differential Equations

Lecture Notes for Week 2

[3. 2nd order, linear odes, reduci le to 1st order for!" [#. 2nd order odes $it% constant coefficients" 3. 3.1 2nd order, linear odes, reducible to 1st order form The general solution &onsider t%e 2nd order, linear ode of t%e follo$in' s(ecial for!)
y + q+ x * y = f + x * .

+1,*

Note) t%ere is no ter! in y (resent in +1,*. Equation +1,* can e sol-ed after !akin' t%e su stitution)
y = v ,

+1.*

$%ere

v is si!(l/ a function of x re(resentin' t%e deri-ati-e.

Differentiatin' +1.* 'i-es

y = v .

+10*

1u stitutin' +10* and +1.* into +1,* 'i-es

v + q+ x* v = f + x* .

+12*

Equation +12* is a first order, linear ode, in t%e -aria le for v , / usin' t%e inte'ratin' factor !et%od.

v , and can e sol-ed

3a-in' found v , t%e de(endent -aria le, y , follo$s fro! +1.* / carr/in' out anot%er inte'ration. After doin' suc% an inte'ration, $e $ould %a-e)
y = v dx + A

$%ere A is a constant. 1o far, $e %a-e outlined t%e 'eneral idea e%ind 4reducin' t%e order of an equation of t%e for! of +1,*. A $orked e5a!(le is no$ needed to clarif/ t%e a((roac%. 1

MA2001N) Lecture Notes for Week 2 +continued*

3.1 6%e 'eneral solution +continued* Worked Example: reducible e!uation

7ind t%e 'eneral solution of

x 2 y + 2 x y = 1 ,

x 1 .

+18*

999999999999999999999999 :sin' t%e su stitution y = v , fro! +1.*, and follo$in' t%e !et%od outlined a o-e, equation +18* eco!es
v + 2 1 v= 2 . x x

+20*

Equation +20* can e sol-ed / t%e inte'ratin' factor !et%od. 1o,

I = e5([ 2 dx" = e5([2 ln x " x

and
I = x2 .

After !ulti(l/in' t%rou'% / I , equation +20* eco!es

x 2 v + 2 x v =1

and
d + x 2 v* = 1 . dx

;nte'ratin' 'i-es
x 2 v = x + c1 ,

$%ere c1 is a constant, and it follo$s t%at

v=

1 c1 + . x x2

<ut $e kno$ t%at v = y and so

y =

1 c1 + . x x2
2

+21*

MA2001N) Lecture Notes for Week 2 +continued*

3.1 6%e 'eneral solution +continued* Worked E5a!(le) A reduci le equation +continued* ;nte'ratin' +21* no$ 'i-es
y = ln x c1 + c2 x

+22*

$%ere c 2 is a second constant. 999999999999999999999999999999999999999999999999999 6%at concludes t%e $orked e5a!(le. Notice %o$ t$o constants %a-e a((eared in +22*. No$ tr/ E5a!(le 1%eet 2+a*+i*. 3.2 "nitial conditions and initial #alue problems 6%e 'eneral solution of a 2nd order ode $ill al$a/s contain t$o ar itrar/ constants. 6%e $orked e5a!(le in section 3.1 %as 'i-en a de!onstration of t%is, $%ere equation +22* contains t%e constants c1 and c 2 . 6%ese t$o constants can e e-aluated, (ro-ided suita le conditions are 'i-en. As a co!!on e5a!(le of suc% conditions, $e introduce $%at are called initial conditions. 6%ese 4conditions are referred to as 4initial, ecause t%e/ are 'i-en at t%e start of a (rocess. 6%e/ are 'i-en in t%e for!)
y = y0

at at

x = x0 x = x0 ,

and

y = y0

and x 0 are 'i-en constants. $%ere y 0 , y 0

An alternati-e $a/ to $rite t%ese conditions is

y + x0 * = y0

and

. y + x 0 * = y 0

An initial -alue (ro le! is one in $%ic% a 'i-en ode %as to e sol-ed to'et%er $it% t%e a((ro(riate nu! er of 'i-en initial conditions. 6%e $orked e5a!(le in section 3.1 can no$ e e5tended to for! an initial -alue (ro le!, t%us s%o$in' %o$ suc% initial conditions can e used to e-aluate t%e ar itrar/ constants in +22*. 3

MA2001N) Lecture Notes for Week 2 +continued*

3.2 ;nitial conditions and initial -alue (ro le!s +continued* Worked Example: n initial #alue problem

1ol-e t%e follo$in' initial -alue (ro le!)

x 2 y + 2 x y = 1 ,

x 1 ,

su =ect to t%e t$o conditions

y =0

at x = 1

and

y = 0 at x = 1 .

7or succinctness, t%is initial -alue (ro le! $ould e stated as)
x 2 y + 2 x y = 1 , y +1* = 0 , y +1* = 0 , x 1 .+23*

999999999999999999999999999999999999999999999999999 We %a-e alread/ found t%e 'eneral solution of t%e ode in +23*. ;n su!!ar/, fro! +22* and +21*, $e %a-e +22*)
y = ln x c1 + c 2 > +21*) x

y =

1 c1 + x x2

No$ usin' t%e 'i-en conditions fro! +23*, na!el/

y +1* = 0

and

y +1* = 0 ,

in con=unction $it% +22* and +21* res(ecti-el/, $e %a-e t$o si!ultaneous equations)
0 = ln+1* c1 + c 2

and

0 = 1 + c1 .

7ro! t%ese, t%e t$o constants can e found as)

c1 = 1

and

c 2 = c1 = 1 .

1o, fro! +22*, t%e solution of t%e initial -alue (ro le! is
y = ln x + 1 1 . x

999999999999999999999999999999999999999999999999999 6%at concludes t%e $orked e5a!(le. No$ tr/ E5a!(le 1%eet 2+a*+ii*. #

MA2001N) Lecture Notes for Week 2 +continued*

$. 2nd order odes %ith constant coefficients ;n t%is section +#*, $e $ill consider t%e case $%en t%e 2nd order ode is %o!o'eneous, t%at is, t%e ri'%t?%and side is @ero. We $ill also e assu!in' t%at t%e coefficients on t%e left?%and side of t%e 'eneral linear for!, 'i-en in +2*, are all constants. 1o, let t%e 2nd order, %o!o'eneous ode $it% constant coefficients e)
a D 2 y + b Dy + c y = 0 ,

+2#*

$%ere

a,

b and

c are 'i-en constants.

A solution, y , is no$ required, $%ic% satisfies equation +2#*. <ecause a , b and c are all constants, $e are lookin' for a solution in $%ic% t%e for! of y , Dy and D 2 y can differ onl/ / a constant factor. 6%e 'eneral e5(onential function %as t%is (ro(ert/. 1o, let t%e solution, y , e t%e 'eneral e5(onential for!) y = k e x , +2,* $%ere k is a non?@ero constant and

is also a constant.

We no$ need to see $%et%er t%is assu!(tion a out t%e for! of t%e solution $orks out satisfactoril/. 1o, differentiatin' +2,* 'i-es
Dy = k e x

+2.* +20*

and

D 2 y = k 2 e x .

1u stitutin' +20*, +2.* and +2,* into +2#* 'i-es

a k 2 e x + b k e x + c k e x = 0

or
k e x +a 2 + b + c * = 0 .
x 1ince k e is not @ero, $e !ust %a-e

a 2 + b + c = 0 .

+22*

Equation +22* is called t%e au5iliar/ equation. Equation +22* !ust e satisfied if t%e for! $e %a-e su''ested in +2,*, for t%e solution of +2#*, is indeed correct. ,

MA2001N) Lecture Notes for Week 2 +continued*

#. 2nd order odes $it% constant coefficients +continued* Equation +22* is, of course, a quadratic equation and so it can e sol-ed for as)
1 , 2 =
b b 2 #ac , 2a

+28*

$%ere 1 , 2 are t%e t$o roots of equation +28*, de(endin' on $%ic% si'n res(ecti-el/ is c%osen. As usual $it% quadratic equations, t%ere are t%ree (ossi le cases to consider) &ase 1) Aoots of +28*, 1 , 2 , are real and distinct> &ase 2) Aoots of +28*, 1 , 2 , are ot% co!(le5> &ase 3) Aoots of +28*, 1 , 2 , are real and equal. Eac% of t%ese cases $ill no$ e dealt $it% in turn. $.1 &ase 1: 'oots of (2)*: real and distinct W%en b 2 > #ac , equation +28* $ill 'i-e real and distinct -alues for 1 and 2 . Equation +2,* t%en 'i-es t%e t$o solutions

y1 = k1e 1x
and

y 2 = k 2 e 2 x
corres(ondin' to t%e t$o roots 1 , 2 . 6%e 'eneral solution of +2#* is t%en t%e su! of y1 and y 2 , $%ic% 'i-es

y = k1 e 1 x + k 2 e 2 x ,
$it% 1 , 2 fro! +28*. $.2 &ase 2: 'oots of (2)*: both complex

+30*

W%en b 2 < #ac , equation +28* $ill 'i-e co!(le5 nu! er -alues for 1 and 2 . 6o de-elo( t%is furt%er, $rite equation +28* as follo$s) +continues o-erleaf* .

MA2001N) Lecture Notes for Week 2 +continued*

#.2 &ase 2) Aoots of +28*) ot% co!(le5 +continued*
1 =
b +i 2a b i 2a #ac b 2 2a #ac b 2 2a

and
2 =

$%ere i is t%e unit i!a'inar/ nu! er, i = 1 , and $%ere it s%ould e noticed t%at, / re-ersin' si'ns, t%e ter! #ac b 2 is no$ real. We also take t%e ter! to e strictl/ (ositi-e. 6%e roots, 1 , 2 , !a/ e a re-iated as
1 = + i ,

2 = i ,

+31*

$%ere
=
b , 2a

#ac b 2 2a

+32*

6%e 'eneral solution can no$ e found / co! inin' +30*, $%ic% still a((lies e-en t%ou'% t%e roots are no$ co!(le5, and +31*. 6%is 'i-es)

y = k 1 e + + i * x + k 2 e + i * x .
6akin' out t%e co!!on factor, e x , +33* eco!es
y = e x + k1e i x + k 2 e i x * .

+33*

+3#*

;t is i!(ortant to realise t%at t%e solution, y , as 'i-en in +3#*, is a co!(le5 nu! er. We are, %o$e-er, lookin' for a real solution. 6o find suc% a solution, $e need to de-elo( t%e ter!s in +3#*, usin' t%e t%eor/ of co!(le5 nu! ers. After usin' t%e t%eor/ of co!(le5 nu! ers, it can e s%o$n t%at +3#* can e $ritten)
y = e x + k1 cos x + k 2 sin x* ,

+3,*

$%ere k1 and k 2 are no$ real -alued constants and and %a-e een defined in +32*. Note t%at in +3,*, y is no$ a real -alued solution, $%ic% is $%at $e are seekin'. <ut, %o$ does equation +3#* eco!e +3,*B 0

MA2001N) Lecture Notes for Week 2 +continued*

#.2 &ase 2) Aoots of +28*) ot% co!(le5 +continued* n aside: +o% does e!uation (3$* become (3,*;n equation +3#*, y , k1 and k 2 are, in fact, all co!(le5) y is t%e co!(le5 solution, sa/, y1 + i y 2 , $%ereas k1 and k 2 are co!(le5 constants. ;t is t%erefore !ore a((ro(riate to $rite +3#* as)
y1 + i y 2 = e x + +a1 + i b1 * e i x + +a 2 + i b2 * e i x * .

$%ere a1 , b1 , a 2 and b2 are real constants. </ e5(ressin' t%e e5(onential ter!, e i x , as a series e5(ansion and t%en collectin' to'et%er all real ter!s and all i!a'inar/ ter!s, it is (ossi le to identif/ t$o furt%er series e5(ansions, one for cos x and one for sin x . ;n t%is $a/, it is (ossi le to deri-e t%e standard tri'ono!etrical for!)
e i x = cos x + i sin x .

<earin' in !ind t%at,

e i x = cos x i sin x ,

it is no$ (ossi le to $rite y1 + i y 2 in t%e follo$in' for!)

y1 + i y 2 = e x + k 3 cos x + k # sin x* + i e x +k , cos x + k . sin x * ,

+3.*

$%ere $e could, if $e $is%ed to 'o to e5tre!es, identif/ k 3 = a1 + a 2 , k # = b2 b1 , k , = b1 + b2 and k . = a1 a 2 . <ut, it is i!(ortant to realise t%at it is not strictl/ necessar/ to kno$ (recisel/ %o$ t%ese constants are co!(osed. ;t is sufficient si!(l/ to kno$ t%at t%e/ are ar itrar/ and t%at t%e/ are real. No$ equatin' t%e real (art of equation +3.* +or indeed t%e coefficient of t%e i!a'inar/ (art of +3.*, $%ic% 'i-es t%e sa!e*, it is (ossi le to $rite)
y = e x +k1 cos x + k 2 sin x* ,

$%ere t%e su scri(t on y %as een dro((ed + ecause %ere y1 = y 2 * and $%ere t%e real constants k1 and k 2 %a-e een reintroduced to e consistent $it% +3,*. End of the aside: E!uation (3$* has no% become (3,*. 2

MA2001N) Lecture Notes for Week 2 +continued*

$.3 &ase 3: 'oots of (2)*: real and e!ual W%en b 2 = #ac , equation +28* $ill 'i-e real and equal -alues for 1 and 2 . ;t follo$s fro! equation +28* t%at 1 + = 2 * is 'i-en /)
1 =
b . 2a

+30*

1ince 1 is no$ t%e one and onl/ root of +28*, it follo$s t%at equation +2,* $ill 'i-e one +and onl/ one* solution, $%ic% $ill e)

y1 = k1e 1x ,
$%ere 1 = b C+2a* %as een 'i-en in +30*.

+32*

<ut, since $e are sol-in' equation +2#*, t%at is, a 2nd order ode, $e kno$ t%ere !ust e anot%er solution, y 2 . 1o!e%o$, $e !ust find y 2 . 6o do t%is, $e !ake an assu!(tion t%at t%e second solution, y 2 , takes t%e for!
y 2 = v y1 ,

+38*

$%ere v is an as /et unkno$n function of x , ut y1 is t%e kno$n solution $e %a-e alread/ found in +32*. No$ $e find v , suc% t%at y 2 , fro! +38*, satisfies t%e ori'inal equation +2#* t%at $e are tr/in' to sol-e. After doin' t%is, it is (ossi le to s%o$ t%at of x , $%ic% can e $ritten
v = c1 + c 2 x .

v !ust e a 'eneral linear function

+#0*

No$ / for!in' t%e (roduct of v fro! +#0* and y1 fro! +32*, t%e second solution, y 2 , can e found fro! +38*. ;t follo$s t%at

y 2 = +c1 + c 2 x* k1e 1x .

+#1*

1ince t%e 'eneral solution, y , is t%e su! of y1 , fro! +32*, and y 2 , fro! +#1*, it follo$s t%at

y = + k1 + k 2 x * e 1 x ,

+#2*

$%ere k1 and k 2 can e t%ou'%t of as co! inations of ot%er ar itrar/ constants (re-iousl/ defined. <ut, in t%is case, %o$ do $e deri-e +#0* fro! +38*B 8

MA2001N) Lecture Notes for Week 2 +continued*

#.3 &ase 3) Aoots of +28*) real and equal +continued* n aside: +o% do %e deri#e e!uation ($.* from (3)*We !ust su stitute y 2 fro! +38* into t%e equation $e are tr/in' to sol-e, $%ic% is +2#*. 6o do t%is, $e need to find t%e deri-ati-es y 2 . 1o, fro! +38*, after differentiatin' -arious (roducts, $e %a-e and y 2

= v y1 + v y1 y2
and

+#3* +##*

= v y1 + 2 v y1 + v y1 . y2

1u stitutin' +##*, +#3* and +38* into +2#* no$ 'i-es

+ 2 v y1 + v y1 * a +v y1 + v y1 * + b +v y1
+ c +v y1 * =0 .

No$ collect to'et%er all ter!s in

v , in v and in v , to 'i-e

+ b y1 + c y1 * v +a y1 + b y1 * + v +2 a y1 + v +a y1 * = 0 .
&onsiderin' t%e +2#*.

+#,*
y1 is a solution of

v ter! in +#,*, $e kno$ t%at

1o, i!!ediatel/ $e kno$ t%at y1 can re(lace y in +2#* to 'i-e

+ b y1 + c y1 = 0 . a y1
Alread/ it can e seen t%at +#,* is 'reatl/ si!(lified.

+#.*

No$ considerin' t%e v ter! in +#,*, $e can e-aluate t%e factor + b y1 * as follo$s. 1ince, fro! +32*, y1 + 2 a y1 = k1 1e 1 x , $%ere, fro! +30*, 1 = b C+2a * , it follo$s t%at
+ b y1 = k1 e 1 x +2a + 2 a y1 b * + b* = 0 2a

+#0*

Equations +#.* and +#0* s%o$ t%at, in +#,*, ot% t%e ter! in v and t%e ter! in v are @ero. Equation +#,* t%erefore reduces to t%e -er/ si!(le for!)

v +a y1 * = 0 .

10

MA2001N) Lecture Notes for Week 2 +continued*

#.3 &ase 3) Aoots of +28*) real and equal +continued* n aside (continued* 7or non?tri-ial solutions, y1 0 , $e t%erefore %a-e
v = 0 .

;nte'ratin' t$ice no$ 'i-es

v = c1 + c 2 x ,

s%o$in' t%at, in t%is case, v !ust indeed e a 'eneral linear function, as %as alread/ een su''ested in equation +#0*. End of the aside: We ha#e no% deri#ed e!uation ($.* from (3)*6%e a((roac% used %ere to deri-e +#0* and t%en +#1*, t%at is, to find a second solution, y 2 , $%en a first solution, y1 , is kno$n, is a (articular e5a!(le of a (o$erful 'eneral !et%od called t%e !et%od of Aeduction of Drder. 6%is $ill e studied furt%er in section ,. $.$ &oncluding comment in summar/ of section $ ;n (ractice, $%en doin' (ro le!s in 2nd order odes $it% constant coefficients, it s%ould e realised t%at onl/ -er/ fe$ ste(s need to e $ritten do$n. Note, in (articular) &ase 2) %a-in' found and , equation +3,* is used directl/> &ase 3) %a-in' found 1 , equation +#2* is used directl/. 6%e (rocess is est illustrated / $orked e5a!(le, as follo$s. Worked Example: 2nd order odes %ith constant coefficients 1ol-e t%e 2nd order ode
D 2 y +# D y +c y = 0 ,

+#2*

for t%e t%ree cases c = 3 , c = , and c = # . 9999999999999999999999999999999999999999999999999999 +continues o-erleaf* 11

MA2001N) Lecture Notes for Week 2 +continued*

&ase 1: c = 3 +6%is $ill 'enerate t%e case in section #.1.* 7ro! +#2*, $rite do$n t%e au5iliar/ equation directl/. +&o!(are +2#* and +22* in t%e 'eneral deri-ation.* 1o, in t%is case)
2 + # + 3 = 0 .

1ol-e t%is to 'i-e t$o distinct real roots

1 = 3 ,

2 = 1 .

7or t%is case, equation +30* a((lies. 1o, directl/ fro! +30*, $e %a-e
y = k1e 3 x + k 2 e x .

&ase 2: c = , +6%is $ill 'enerate t%e case in section #.2.* 7ro! +#2*, $rite do$n t%e au5iliar/ equation directl/ as)
2 + # + , = 0 .

+#8*

1ol-in' +#8* 'i-es t%e co!(le5 roots

1 , 2 = + # 1. # , * C 2 ,

or

1 = 2 + i ,

2 = 2 i .

6%ese are in t%e for! of +31* and so and can e identified as

= 2 ,
=1 .

7or t%is case, equation +3,* a((lies. 1o, directl/ fro! +3,*, $e %a-e
y = e 2 x + k1 cos x + k 2 sin x* .

&ase 3: c = # +6%is $ill 'enerate t%e case in section #.3.* 7ro! +#2*, $rite do$n t%e au5iliar/ equation directl/ as)
2 + # + # = 0 .

6%is equation %as t$o equal roots, 1 = 2 , and after sol-in' it

1 = 2 .

7or t%is case, equation +#2* a((lies. 1o, directl/ fro! +#2*, $e %a-e
y = +k1 + k 2 x*e 2 x .

6%at concludes t%e $orked e5a!(le. No$ tr/ E5a!(le 1%eet 2+ *. 12