Second -

order linear equations .

Consider The linear 2nd " '

Rcx 7
Plmy Qlx ) y C '
order ODE + t )
-

y
=
.

them ) called called

If Rcx ) ±O l is else ln is
men-homogeneo-
'
,
homogeneous : , .

" '
Pcx )y 121×7 C NH )
+ t QKDY
-

y
=

" '
CH )
PCx)y Qcxsy
-
t t = 0
y

theorem
'
Plx ) Qlx 14×7 [ ]
Let functions
If
) be cont b ] is [ b and Yo
Xo
point in yo
a. a. are
, , .
on .

any , ,
any
numbers then C NH ) has and solution [ b)
' '
one
only
one
ylx ) on entire interval a. s t
ylxo ) yo y Cxo ) yo
=
. =
.
, .

( Geometrically ,
this
says that there is
precisely one son .

of
CNH ) which
passes through
ix. yo ) and has
slope
yo
'
at Xo . )
We 'll we above theorem ,
but won't fill in the
proof .

theorem
CH ) and solution solution
sot
particular CNH )
) is
yglxici
is then ylx
If ) )
cz
gen of ypix any of any
.

,
.

CNH ) be written 9)
of ylx ) yglxici t
Ypcx ) for suitable choice
of
can
Cz
=
,
a , .

"
that
"
CH )
' '

Proof Suffices
to show
y yp
solves
Plug
in
y yp y yp y yp in LH )
-

:
- -
-
-

,
.

, ,

fact that ( NH ) to claim

solve
get
use
yp y
.

,
 known there exists formal ( )
of parameters to find
Note is variation
If procedure
a

yg
:
yp
.
,
.

( Linearity ) ( ) then for any ER

theorems
If
solutions
of
H also
yi , yz are
of ,
[Link] , ciyitczyz is solution CH ) .

said be
functions fix ) gcx ) interval I to
linearly independent
is
multiple
Two
if
Defm ... ,
on an are neither a

the other
of
.

Examiple let I =
R , fkm =
× ,
gixt
X2 .
Note that
fig are
linearly independent .

multiples
Note :
-

f. g there exists
singkeonstantk_s.IR either
fan gcxkkfexs foray
if kgcx )
are each a or
of
=
.

theorem 1

Let yzcx ) be bin indep solutions ( H ) interval [ b ] ) is soln

ylx )
lx ) Then C
ay tczyzbe )
y of yen
,
.

on a. = x
,
.

,
.
.
.

of
LH ) on [ a. to ] ,
in The sense that
any
solution
of
CH ) on [ a b ] can be written in the
form
aye + Czyz for suitable choice
of a , cz .

We will sketch But before that , need couple of lemmas

of proof
a
give
we a .

faib ) Wronski '

Let solutions CH ) The Wly
'
(x ) yzcx ) be
Define an
ya )
=

y, of on
y , yz yzy
-

, .
, , , .
Lemay CH ) b] their Wronski
If solutions
of then either
is
y , , gz are on Tea ,
an
Wcg , ,yz ) identically
Zero or never Zero .

lyf
yiyi
'
we
Proof
Yj
yah
=
'

: - .

|
,
,

# YIT
' " "
W =
y , yz + -

yzy ,
-

"
' "
W =
y , yz
-

yzy ,

"

Since (H )
" '
Qy Pyz
'
y , ,y ,
solve
,
we
have y ,
+ Py ,
+
,
=
0 and yz t + Qyz -0 .

IF second and then

by
Multiplying ya by subtracting get
we
eq .

, y , , ,

Yi )
'

yiyi
' "
PCY yzy 0
-

t =

yay
-
,
, ,
.

CetPd×
)
⇒ dW_ + PW = O .

⇒ wlx ) =
. Since el is never zero
,
we have either W to

dx

) )
if
Cto
if
C or W is never zero C Cto .

lemma2_
two CH ) [ a. b) Wly
rff
) solutions
yzcx are
If
( )
any They linearly dependent ,y2 ) EO
x
y on
of
, , are , .

Proof ÷

kyz Ky for
tf
either K, then this direction
Wly ,yz )
one
yz= =O
clearly Proves
or some
y,
=
, , .

Now W Then bin 're

If identically clearly and done
=0 is
suppose
one
y , ,yz
zero
y , ,yz are
deep we
of
.
.

,
.
.

So neither then there exists [ d ] [ a. b] srt

identically
is zero a e
suppose y, nor
yz
.
.

y ,
be ) ¥0 on [ c. d
] .
Now ,
since Wlx ) =O for ad xela ,b7 ,
we have WII = 0 H xefc ,
d]
.

1242
Y ,
 But
,(Y÷ ) so
( uyk ) -0 aid ]
=
on

YiYiyIky÷
=

Wyly da day
.

. ,

, ,

⇒
yzcx )
=
Ky , ( x ) for xe End ] .
Since ky , and yz are solutions which
agree
at some
point in Gib ]

and have derivative Then

uniqueness have yz=ky [ ,b ]
same there , by ,
we must ,
on a .

Thus bin
, y ,
,yz are
.

dep .

Proof of thm .
1

for [Link] ciyit Czyz solves CH ) Let ylx ) be solution to CH ) [ ai b) Need to show
any
on
Clearly any
. .

,
,

for ] Know that CH ) determined

That 7 cz with Y ay an xE[ b Sol H is
completely by
=
G. ,
+ Czyz a .
.

its value and That derivative at Thus

suffices to show That for some Xo e Eaib ) zc
point
.cz
of single
, ,
,
.

) )
Set lxo ) t Ycxo
C Xo
C
y Czyz
=

,
.

' '
'
Geo ) t
Czyz Cxo ) Cxo )
c
y y
=

,
.

For ) Yzlxo ) =/ 0 Wcy # 0

solvability need 2) Cxo )
cm
we Y, i.e. ,y
.

|
, ,

| ,
,

yilxo ) yicxo )

Since Wly , ,yz )

CXO ) ¥0 ,
we 're done .

Problem

Show that at then em eP× bin R

per indcp
1. a are
if p . .
on .

,
, , ,

Show em Xetx bin R

2. That
for XER
,
and are .

indep . on .

'
em sinlpx ) bin indep R
If lpx )
3 R to then are
p
a on
e- e cos
.
. .

, , , .
 Consider
" '
CH )
Plx ) y Quy 0
-
+ +
.

y
Pta ) Qlx ) ( here ) CH )
=p p ,q€R that has constant coefficients
=
Tf , q ,
say
.

find bin
If
Plx ) Qlx ) them to two indep
=p =q easy solm
. .
.

, ,

Else one have to series methods

, may use .

)
"

let's look constant

'
O
-
CH cc
at
coefficient
use + py +
qy
-

y
=
.

em× ? be ?
of form
Does have solutions should
Q:
If
what
eq yes m
.

Take y=em× into CH cc )

'
memx " =
m2em×
plug y y
- = .

So ,

"
m2em× + pmemx qemx Divide by
em to
get
+ =o .

m2 +
pm + q
=
0 .
-

( auxiliary eg .
/ characteristic
eg .
?

Thus is to The eM× does fact )

if
then
chosen
auxiliary solve
in CH
,
m
satisfy eq
.

,
-
cc .

Examples
" '
Ci ) Consider y + 4g t
3y
=
0 .

Here M2t 4Mt 3 = 0 ⇒

( mts ? Conti ? = 0 ⇒ m= 3 m= 1

get ×
- -

we . .

, .

' ×
So e- ,
e- solve ODE .

Hence soln ODE is ge→× + q e-

×

of y
=

gun
.
. .

,
 m2t4m ⇒ 25=0
'

lii )
"
+ Here is +4=0 1Mt m= 2
+
4y O
-

y
1

y
= aux
eq
. .
.

,
. .

54 roots
repeated
" "
this we mean case
Clearly y, solves ODE By of
@
- ,
.

One can
C and should check ) that in this case

yz
= Xetx also solves ODE .

2×
cietx
'

10 soln
of
ODE is
y
= + czxe
yen
.

,
.

5y
" '
Ciii ) t 0
y 2y + =
.

Aux m2t 2Mt 5=0 ⇒ ( MH ) 2+22=0 m

-

,=I + Zi mz=
- 1
- 2i
eq
.
.
. .

,
.

Now
'
)
d-
' + 2i ' × ' →
e←
×

y ,
=

, y ,
=
solve ODE .

formula ei0
×

[
×
I e- 2×7 Idea Euler 's O isintt
get
wskxs sin C can

Try
+
yz
: =
cos we
y, Using
= =
.

, ,

eifert
" "
O Thus build
eitgtejio
cos O = sin
=
.
.
we can
,

Zi
Gen .
soln .
is

]
× "
c , e- cos (2^1) the sin KX )
y , ,y as bin comb C with complex cuff
) from 5 yes
y
.

,
.
,
.
. . .
,

Use
of a known solution to find another .

Consider
"
t Pang 't Qkny =O
-
CH )
y
Want bin
Suppose we have a soln .

yclx
) . soln .

yzcx ) s . t .

Yi , yrs are .

indep .
 look for solution
of form yzcx )
-
vcnsyibe )
for suitable ✓
.

" ' '

"y
' '

'y 't 'y "y

' '

yi
' "
+ Zv V
-
v + t +
vy vy v
y v
vy
=
+
yz
-
v
,
y , , , ,
, , , ,

into CH to
Plug get

vly tQ(
' '
)=
"

vy
"
t 2 v 'y tv +
1
( vy + )
vy O
y
,
, ,
, , ,
.

'
Zvly
"

'y
'

vly Qy ) Pv
"
t + 0
+ Py + v t
'

y,
=
, , , , ,

÷
Py , )
" ' '
⇒ v + v ( Zy
'
+
=
0 Let w
-
v Then
y
.

, ,

P
Integrate to
get logwa
2
logy , fpdx
-
-
-
= -

nwl
.

2yy÷

Spdx -
f Pdx
⇒ e-
ftp.e
w .

+
⇒ v= dx .

yi

Exampk_
"
'
x2y Find solution
Verify that y ,=x2 is a one son .

of txy
-

4y=O .
other .

look for y The form y2= vyi

,
of
.

"
⇒
'
lnlxl
y t
lzy
=O Plxt 1
f Pdx
- -

4zzy
.

-
fpdx - lnlxl
e e
1 L
= =

IXI × .
 To find a
particular solution yp
CNTD discuss two methods
of
we :
,

i. Method undetermined
of coefficients
2. Method variation
of of parameters .

( MUC )

tendons
.

'
"
+ the )y t Qlx )y = Rlx )
-
CNH )
y
.

Pta )
specific form
Qbe ) constants and Cii ) Rlx ) is
muc works
only (i)
of
are

if very
, .

Examples .

×
" '
e-
CI)
y + 4y + 4y =
.

Try
Aek
ypkx )= Aek "
Ae→
ypcxi
- =

yp
. -

into to
Plug be
get
At
"
-

+ CAT
4A# - en .
⇒ A =L .

"

Thus ,
yp
( x) = E
×
is a
part .
soln .
[ Btw , yg
is
yglx
)= cietntczxet ] .

"
cii ) t4y 't 4y x2tl
y
= .

An 't Bret
yplx
) c
Try
=
.

"
'
ZAX 2A into DE
=
13
yp +
yp Plug
=

2A + 4(2Ax+ B) + 4 ( Ax2 + Bxtc ) =

set I

4An2 t ( 8A +413 )x + ( 2A +413 +4C ) = xttl .

Must have 4A =
I ⇒ A =L Must have 8At4B = 0 ⇒ 2+413 - 0 ⇒ B =
-

lz
4
 A =
1 13=-1
2
4

=L 2 4C 2 4C I
Need 4C
'

2A +413 +4C I
=

1
-

t .
-
=

12 2 z

c=
Ig

ypcn
)= + 5
1,2×2 {
a
-

[ 452 threw )
"

) x2
Gen sol C NH is
yext +
}x
-

of § +5g
.
.
.

C iii ) 't 4y
'
+ ooslx ) [ Tutorial
problem )
y 4y= . .

) A + Bsinx
ypcx
=
cosx .

' 2×
e-
"
Cir ) +4g +4g
=

y .

-
2×
Ae
Yplk )
=

}
Yyppi
IIaAeEY
a into .
Plug
trial

Solution

4AE2× + 4t2Ae2× ) +4A 54=0 .

 -2 '

) Axe
Ypcx
=

→
Check that Anew into 0=0
plugging ) ODE
.

ypix gives
.

Trial
solution
.

Try
)= AXZEZX
Ypcn
'
A (-2×252×+2×54)
yp
=

' = 2AX2I2× + 2A×E2×

gp
-

" =
2A (-2×252×+2×54) + 2A ( 52×-2×54 )
yp
-

[Link].ypilintooDe4Ax@Afi2xt2Aetx-sAx2eFt8AxeIt4Ax2ef-ei.y

Gy
'
"
4g

2×
zaetx = e- 2A = 1 A
÷

ZX
) e-
Yptx 12×2
=

Gen soln
of
ODE is
ycx ) a IN tczxetx + x2E2×
{
=
.
.
 y"
'
1×2+3×-7 ) ( 2×7
(v ) +
4y t
4y = cos

Try )= ( Ax2tBXtc ) [ cos CZX ) tsinczx ) ) OR

ypcx
( Ax2t Bxtc ) CZX ? ( Dx2 text F) ( Zx ) ✓
ypcx ) +
=
cos sin .

×
"
't e- cos # )
( vi ) 4g 4g
=

y +

Aeteuescx ) + Bet Cn )
ypcx )= sin .

C vii ) y
"

+4g 't 4y
=
EH sinlzx )

Note that etx ,

xetx solve horn .

eq .

take
X2E2× ( A Bsinczx ) Actually

.×
cosczx ) + )
Try
,
)
ypcx
=

e-
he
( Acosta )t Bsinkn ) )
ypcxk
Reason 2t2i is solution
Firsts [Link] of
a
solve associated
:

MORAL :
-
-
.

char 0 times
eq
.
.
.

( scanned from Bogut

"
C viii ) See
y
+ 4y = cos × .

pages
Awsx Bsinx diprima )
yplxie + .

"
( C2x )
4y
+ cos
Ix )
=

y
.

) X ( A cos CZX ) t B sin (2×7)

yplx
=
.
 Method
of parameters
variation
of .

"
PIX )
' C ?
Have t QIX )y 121×7 NH
-

y +
y
=
.

this method works for variable coeff . and quite general RK ) .

One " '

Qlx CH )
NOTI : must have two linearly indep solus
y, yr of t Pcxly + )
y 0 to start
= -

y
-
.

,
.
.

Suppose then that two bin ( H )

y , ,yz are .

indcp . soim .

of
.

Know that ciy ,

+
Czyz
solves CH ) for any [Link] constants .

So look for of form Vzae ) Yzcn )

,
yp ypcx )
=
v. lx ) yilx ) + .

( y=yp )

[ )
' ' '
' '

Y viy + ✓
Yz viyz
'
+ vz yz t
=
y =0
y , , 2
v. y ,
t

'
(
'÷
( vzyz )
'
v +
'
t Y + Vz
y, y
=

, ,

Require this to be zero [ MM accurately ,

we're
asking whether there exist vi. vz
satisfying
'
v. y , tviyz =
0 and YY it Vzyz solving KIH) ]
' '
=
'
V
y , Y ,
tvzyz
" ' ' ' ' '
vzyi
"
v, y + Y y t t k yz
y
=
, ,

'

viy vjyz
= " ' "

v. y ,
+ ,
t t vzyz
"
for to
'
into ( NH )
Plug expressions y , y , y get

" '
viy
'

tviyz
' '
Pviy Pvzys Rlx )
"
viy ,
t ,
+ vzyz t ,
t + QYY , + Qvzyr =

Since solve CH )
yi get
we
,
yz ,
 ' '

Y ,
v
, t Yz Vz =
0 .

yivi
'

tyivz R
=

Solve
[Link]?WCy
' '
to yzRc×7_ vz
get
-
v = -

, ,Yz ) WCY ,
iyz )

to
get
v.
Integrate ,
vz .

'
( NH )
Example Find soln
of 't4y tanlzx ) -
.

y
gun
. .
.

"
t 0
-
CH )
y 4y
= .

COSKX ) sin L 2×7

yz
-

y
=
,

Wly ? sinkx ) 2cos2l2x + 2sin2Kx

Yyy
Yy
;
cosctx ) )
,YD= 2
=
= = .

| ,
| / |
-
Zsinl ZX ) Zcos ( 2×7
,

'
v
,
= -

sinl2x)tanC2#
2

f
'
v
,
=
- srn( 2×7 tanC2X ) V ,
=
-

sin 12×3 tan ( ZX ) dx

.
.

2 2

sin2C2x>_
v
f dx
f cos2C2x=dx fus{2nId× { fsecctxdx
= - =
=
-

2 cos LZX ) 2 cos CZX ?

=
bnlseclzx ) ttanczx )|
t {
-

singed

2x)|
tbnf
seclbx ) + tan C
sinl2X)
= -
 [Link]#. lzfsinltx
vz dx ? DX (2×7
fc•sC2x{tanl2×-
= = =
cos
-
=

1¢
Nlgnyz )

Yp
=
YY ,
tvzyz

since (2×7)
( singly fly
1 (2×7 ttan CZX )
lgbn
= see cos t
(2×71)
-
cos

- y
-

YZ
,

Vz
V
,

yg
=
GY ,
t Czyz =
C, cos CZX ) + Cz sin LZX )

Gen son CNH ) is above

ygfyp
where
of y yg ,yp
as
-
are
.
.
.

,
 Cauchy .
Euler equations .

" '
This is an ODE
of form my t pxy +
qy
= 0 - ( CEE )
.

Assume we're
trying
to solve ( CEE ) for x > 0 .

It turns out That the indep ran

from X to z=
hegx transforms ( Cee ) into an
eq
changing
. .
.

with constant
ueyf .

Set z
hegx
=
.

at [Link]
=
=

data data

( feat ) I. ( ¥ )
=

F. ÷za¥
=

data ±
-

÷ data# ÷ tea
=
-

±d;± tnaa
= -

tidy
"
{ } px{±da÷ }
⇒
+
± on
+
i
-

. dat

date
-

dat
+
pd}d tqy =o .

1 + =o
-
*,
+ P qy
.

Dddyq
-

date

The for *s is m2 + ( Dm + q
=O
aux
eg
.

p
-
. .