Higher order linear differential equations The method of variation of parameters for P.
I Euler-C
105BS: MATHEMATICS - II
Module 2
Ordinary differential equations of higher
orders
DR N C SONARA
([Link].,[Link].,NET,Ph.D.)
Birla Vishvakarma Mahavidyalaya Engineering College, Vallabh Vidyanagar
[An Autonomous Institution]
ncsonara@[Link]
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Course Outcome:
1 The essential tool of matrices with application in a
comprehensive manner.
2 The effective mathematical tools for the solutions of
differential equations that model physical processes.
3 The tools of differentiation of functions of a complex
variable that are used in various techniques dealing
engineering problems.
4 The tools of integration of functions of a complex variable
that are used in various techniques dealing engineering
problems.
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Bloom’s level of the question
R: Remember
U: Understand
A: Apply
N: Analyze
E: Evaluate
C: Create
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Contents
Second order linear differential equations with variable
coefficients
Method of variation of parameters,
Cauchy-Euler equation;
Power series solutions
Legendre polynomials
Bessel functions of the first kind and their properties
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
1 Higher order linear differential equations
Definition
2 The method of variation of parameters for P.I
3 Euler-Cauchy differential equation
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Differential equation
dy
+ Py = Q
dx
Higher order
d2 y dy
−5 + 3y = sin x
dx2 dx
order=2; degree =1
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
A differential equation is said to be linear in dependent
variable if the dependent variable and all its derivatives appear
are only in first degree and are not multiplied together. Thus a
[Link] of order 2 of the form
d2 y dy
P0 (x) 2
+ P1 (x) + P2 (x)y = R(x)
dx dx
where the coefficients P0 , P1 , P2 and R are assumed to be real
functions of x,
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
d2 y dy
P0 (x) + P1 (x) + P2 (x)y = R(x)
dx2 dx
If R(x) ̸= 0 then no Homogeneous.
d2 y dy
P0 (x)
2
+ P1 (x) + P2 (x)y = R(x)
dx dx
If R(x) = 0 then Homogeneous.
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Linear differential equations with constant coefficients
d2 y dy
P0 2
+ P1 + P2 y = R(x)
dx dx
where P0 , P1 , P2 are all constants
d
Here we represent the diff operator dx by D then
d d2
= D, 2 = D2 ,
dx dx
P0 D2 y + P1 Dy + P2 y = R(x)
(P0 D2 + P1 D + P2 )y = R(x)
consider f (D) = (P0 D2 + P1 D + P2 )
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
f (D)y = R(x)
where f (D) = (P0 D2 + P1 D + P2 )
Example
d2 y dy
+2 + y = ex
dx2 dx
D2 y + 2Dy + y = ex
(D2 + 2D + 1)y = ex
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example
d2 y dy
2
−5 + 3y = sin x
dx dx
D2 y − 5Dy + 3y = sin x
(D2 − 5D + 3)y = sin x
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
f (D)y = 0(Homogenous)
where f (D) = (P0 D2 + P1 D + P2 )
put D = m in f (D)and equal to zero
We get
f (m) = 0
(P0 m2 + P1 m + P2 ) = 0
This equation is called Auxillary equation.
which is polynomial with degree 2 whose two roots
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Suppose m1 , m2 are roots
Case-I m1 ̸= m2 (Real and distincts)
C.F.=c1 em1 x + c2 em2 x
Example (CO=1,2)
Solve y ′′ + 3y ′ + 2y = 0;y ′ = d
dx
solution.
D2 y + 3Dy + 2y = 0
(D2 + 3D + 2)y = 0
A.E. is m2 + 3m + 2 = 0
(m + 1)(m + 2) = 0⇒ m = −1, −2( real and distincts)
∴ y(x) = C.F. = c1 e−x + c2 e−2x
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve 2y ′′ + y ′ − 6y = 0;y ′ = d
dx
solution.
2D2 y + Dy − 6y = 0
(2D2 + D − 6)y = 0
A.E. is 2m2 + m − 6 = 0
(2m − 3)(m + 2) = 0⇒ m = −2, 23 ( real and distincts)
3
∴ y(x) = C.F. = c1 e−2x + c2 e 2 x
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve (D2 + 2D − 1)y = 0
solution.
A.E. is m2 + 2m − 1 = 0
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Case-II m1 = m2 = m (Real and equal two roots)
C.F.=(c1 + c2 x)emx
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve (D2 − 8D + 16)y = 0
solution.
A.E. is m2 − 8m + 16 = 0
(m − 4)2 = 0⇒ m = 4, 4( real and repeated two times)
∴ y(x) = C.F. = (c1 + c2 x)e4x
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve y ′′ − 4y ′ + 4y = 0, y(0) = 3, y ′ (0) = 1
solution.
(D2 − 4D + 4)y = 0
A.E. is m2 − 4m + 4 = 0
(m − 2)2 = 0⇒ m = 2, 2( real and repeated two times)
∴ y(x) = C.F. = (c1 + c2 x)e2x
Diff [Link] x
y ′ (x) = c2 e2x + (c1 + c2 x)2e2x
Putting y(0) = 3, y ′ (0) = 1
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Putting y(0) = 3, y ′ (0) = 1
y(0) = c1 ⇒ c1 = 3
y ′ (0) = 2c1 + c2
1 = 2c1 + c2
c2 = −5
Hence,
y(x) = (3 − 5x)e2x
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Case-III When two roots of the A.E. are nonrepeated
complex conjugates pairs
α ± iβ
C.F. = eαx (c1 cosβx + c2 sinβx)
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve (D2 + 1)y = 0
solution.
A.E. is m2 + 1 = 0
(m + i)(m − i) = 0⇒ m = ±i( complex conjugate pairs)
∴ y(x) = C.F. = e0x (c1 cosx + c2 sinx)
y(x) = (c1 cosx + c2 sinx)
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve (D2 + 2D + 2)y = 0
solution.
A.E. is m2 + 2m + 2 = 0
⇒ m = −1 ± i( complex conjugate pairs)
∴ y(x) = C.F. = e−x (c1 cosx + c2 sinx)
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Definition
Example (CO=2,;R,A,E)
Solve (D2 + D + 1)y = 0
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
1 Higher order linear differential equations
Definition
2 The method of variation of parameters for P.I
3 Euler-Cauchy differential equation
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
The method of variation of parameters for P.I.
We have
f (D)y = R(x)
Whose,
C.F. = c1 y1 (x) + c2 y2 (x)
find
y1 y2
W = Wronskian of y1 , y2 = ̸= 0
y1′ y2′
Now, Z
R(x)y2 (x)
u1 (x) = − dx
W
Z
R(x)y1 (x)
u2 (x) = dx
W
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Now,
P.I.(particular integral) = u1 y1 + u2 y2
∴ G.S=C.F.+P.I.
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
Solve
d2 y
+ y = secx
dx2
solution.
In operator form
(D2 + 1)y = secx
A.E. is m2 + 1 = 0
⇒ m = ±i(complex conjugate)
∴ C.F. = yc = c1 cosx + c2 sinx
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
For P.I. consider y1 = cosx, y2 = sinx
y1 y2 cosx sinx
W = Wronskian of y1 , y2 = = =1
y1′ y2′ −sinx cosx
Now, Z
R(x)y2 (x)
u1 (x) = − dx
W
Z
secxsinx
u1 (x) = − dx
1
Z Z
sinx
=− dx = − tanxdx
cosx
= − ln(secx)
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Z
R(x)y1 (x)
u2 (x) = dx
W
Z Z
secxcosx
u2 (x) = dx = dx = x
1
now,
P.I. = yp = u1 y1 + u2 y2
= − ln(secx)cosx + xsinx
y(x) = C.F. + P.I.
y(x) = c1 cosx + c2 sinx − ln(secx)cosx + xsinx
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
Solve
(D2 − 2D + 1)y = 3x3/2 ex
solution.
A.E. is m2 − 2m + 1 = 0
⇒ m = 1, 1(real and repeated two times)
∴ C.F. = yc = (c1 + c2 x)ex
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
For P.I. consider y1 = ex , y2 = xex
y1 y2 ex xex
W = Wronskian of y1 , y2 = ′ ′ = x
y1 y2 e xe + ex
x
= xe2x + e2x − xe2x = e2x
Now, Z
R(x)y2 (x)
u1 (x) = − dx
W
3x3/2 ex xex
Z
u1 (x) = − dx
e2x
x7/2
Z
6
= −3 x5/2 dx = −3 = − x7/2
7/2 7
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Z
R(x)y1 (x)
u2 (x) = dx
W
3x3/2 ex ex x5/2
Z
u2 (x) = dx = 3
e2x 5/2
now,
P.I. = yp = u1 y1 + u2 y2
6 x5/2 x
= − x7/2 ex + 3 xe
7 5/2
y(x) = C.F. + P.I.
6 x5/2 x
y(x) = (c1 + c2 x)ex − x7/2 ex + 3 xe
7 5/2
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
Solve
y ′′ − 3y ′ + 2y = ex
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
Solve
y ′′ − 3y ′ + 2y = ex
solution.
c1 e2x + c2 ex − (1 + x)ex
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
1 Higher order linear differential equations
Definition
2 The method of variation of parameters for P.I
3 Euler-Cauchy differential equation
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
A differential equation of second order of the form
d2 y dy
x2 + k1 x + k2 y = R(x)
dx2 dx
where, k1 , k2 are constants and R(x) is any function of x, is
called Cauchy-Euler linear differential equation.
Put
x = ez , z = log x
dy d
⇒x = D′ y where D′ =
dx dz
Again,
d2 y
x2 = D′ (D′ − 1)y
dx2
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Substituting all values, we get,
f (D′ )y = R(z)
Now, Find ,C.F. and P.I. In the form of z, so we have
y(z) = − − − − −z form − − − −−
now convert in x form using
x = ez , z = log x
We get
y(x) = − − − − −x form − − − −−
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
Solve
d2 y dy
x2 2
+ 4x + 2y = 0
dx dx
solution.
The given diff eqn is cauchy-Euler diff eqn. By substituting
x = ez , z = log x
Given eqn becomes
D′ (D′ − 1)y + 4D′ y + 2y = 0
(D′2 + 3D′ + 2)y = 0
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
A.E. is
m2 + 3m + 2 = 0
⇒ m2 + 2m + m + 2 = 0
⇒ (m + 2)(m + 1) = 0
⇒ m = −2, −1
y(z) = C.F. = c1 e−2z + c2 e−z
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
1 1
y(x) = c1 2
+ c2
x x
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
Solve
d2 y dy
x2 2
− 2x + 2y = x2
dx dx
solution.
The given diff eqn is cauchy-Euler diff eqn. By substituting
x = ez , z = log x
Given eqn becomes
D′ (D′ − 1)y − 2D′ y + 2y = e2z
(D′ − 1)(D′ − 2)y = e2z
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
A.E. is
(m − 1)(m − 2) = 0
⇒ m = 1, 2
yc = C.F. = c1 ez + c2 e2z
For P.I.
y1 = ez , y2 = e2z
y1 y2 ez e2z
W = Wronskian of y1 , y2 = ′ ′ = z
y1 y2 e 2e2z
= 2e3z − e3z = e3z
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Z
R(z)y2 (z)
u1 (z) = − dz
W
Z 2z 2z
e e
u1 (z) = − dz
e3z
Z
= − ez dz
= −ez
Z
R(z)y1 (z)
u2 (z) = dz
W
Z 2z z
e e
u2 (z) = dz
e3z
Z
= dz
=z
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
yp = P.I. = u1 y1 + u2 y2
= −ez ez + ze2z
= −e2z + ze2z
y(z) = c1 ez + c2 e2z − e2z + ze2z
y(x) = c1 x + c2 x2 − x2 + log x · x2
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA
Higher order linear differential equations The method of variation of parameters for P.I Euler-C
Example (CO=2,;R,A,E)
d2 y dy
x2 2
+x − y = 3sin(logx)
dx dx
105BS: MATHEMATICS - II Module 2 Ordinary differential equations of higher orders
DR N C SONARA