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1
MA1506 Mathematics II
Group A Monday 800-1000 Wed 1600-1700 UT-AUD1 Lecturer: Chew Tuan Seng
Group B Wed 800-1000 Friday 800-900 UT-AUD2
Lecturer: Quek Tong Seng
Chew T S MA1506-14 Chapter 1
follow the contents of Lecture Note but our presentation may be different
2
Chapter 1 Differential Equations
Chew T S MA1506-14 Chapter 1
3
1.1. Introduction
In this chapter, we deal only with diff. eqs. containing derivatives, called ordinary diff. eqs. Chew T S MA1506-14 Chapter 1
A differential equation is an equation containing derivatives or partial derivatives
4
1st order ordinary diff. eq.
Chew T S MA1506-14 Chapter 1
2nd order ordinary diff. eq.
2(1 ) xdy y edx
= +
2
2 ( )d y dyA By R xdxdx
+ + =
( ) ( 2)2
( ) ( 2) 1n n
n n
d y d y xdx dx
−
−+ = + nth order ordinary diff. eq.
1.1. Introduction
Chew T S MA1506-14 Chapter 1 5
( ) ( 1) (1)1 1 0( ) ( ) ( ) ( ) ... ( ) ( ) ( ) ( ) ( )n n
n na x y x a x y x a x y x a x y x F x−−+ + + + =
An ODE of the following form is called a linear ODE
Examples: 2
2( )d y dyA By R x
dx dx+ + =
22
2 , yxd y dy dye xdx dxdx
+ = =
Above are linear ODEs
Below are NOT linear ODEs
1.1. Introduction
Chew T S MA1506-14 Chapter 1 6
In general, ODE has many solutions, e.g. siny x c= + , c is an arbitrary constant, is a solution of ' cosy x=
Such solutions, containing arbitrary constants are called general solution Giving a specific value to constant c, say c=1, we get 𝑦 = sin𝑥 + 1, which is called a particular solution
1.1. Introduction
7
In this Chapter, we study 1st order ordinary differential equation and its applications
Chew T S MA1506-14 Chapter 1
2nd order ordinary differential equations
Applications of 2nd order will be given in Chapter TWO
1.1. Introduction
8
1.2 Separable equations
We study 1st order ODE of the following form
We shall learn how to solve separable equations by examples
Chew T S MA1506-14 Chapter 1
( )( )
dy M xdx N y
=( ) ( )M x dx N y dy=
9
Example 1
We write
Then integrate both sides
21
1xe dx dy
y=
+∫ ∫Chew T S MA1506-14 Chapter 1
1.2 Separable equations
2(1 ) xdy y edx
= +
2
11
xe dx dyy
=+
10
Example 1 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
get
21
1xe dx dy
y=
+∫ ∫
1tanxe y c−= +1tan xy e c− = −
tan( )xy e c= −
11
Example 2
A radioactive substance decomposes at a rate proportional to the amount present i.e.,
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
Radioactive Decay
dxdt
Find
dx xdt
∝
dx kxdt
=Hence
( )x t
( )x t
where k is a constant
12
Example 2 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
dx kdtx=∫ ∫
ln x kt c= +( ) kt c c ktx t e e e+= =( ) ktx t Ae=
dx kxdt
=
where cA e=
Chew T S MA1506-14 Chapter 1 13
What is the value A ?
( ) ktx t Ae=We have 0(0) kx Ae=
(0)A x=( ) (0) ktx t x e=
Example 2 (cont) 1.2 Separable equations
From
Chew T S MA1506-14 Chapter 1 14
we have
1.2 Separable equations
Example 2 (cont)
Now we shall find the value of k
Assume the half-life of the substance is τ
From
So
ln(1/ 2) ln 2kτ τ
= = −
1( ) (0)2
x xτ =
( ) (0) ktx t x e=
The half-life is the time required for half of the substance to decay. So at time , the amount of the substance is ½ x(0)
ττ
1 (0) ( ) (0)2
kx x x e ττ= =
Chew T S MA1506-14 Chapter 1 15
Hence we have ln 2
( ) (0)t
x t x e τ−
=Remark: We may use
instead of
We will get the same equation as in the above
Example 2 (cont) 1.2 Separable equations
dx kxdt
= −dx kxdt
=ln 2
( ) (0)t
x t x e τ−
=
16
Example 3
Temperature of an object at time 0 is it is placed in a medium of constant temperature Temperature of the object is at time (is given) Find the temperature of the object at time
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
Cooling(Heating) Problem
(0)T
0T1( )T t
1t( )T t
t
17
Example 3 (cont)
Physical information: Rate of change dT/dt of the temperature T of an object is proportional to the difference between T and the temp T0 of the medium
Newton’s Law of Cooling (Heating)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
0( )dT k T Tdt
= −
18
Example 3 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
0ln( )T T kt c− = +
0( ) kt c ktT t T e Ae+− = =What is the value of A?
00(0) kT T Ae− =
0
dT kdtT T
=−∫ ∫0( )dT k T T
dt= −
We assume
0( )T t T>cooling so
Chew T S MA1506-14 Chapter 1 19
0(0)A T T= −
0 0( ) ( (0) ) ktT t T T T e− = −Now we shall find k By given, we know the value of 1( )T tSo
1
1 0 0( ) ( (0) ) ktT t T T T e− = −
Example 3 (cont) 1.2 Separable equations
20
Example 3 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
1 0
0 1
( ) 1ln(0)
T t TkT T t −
= − Hence we have
0 0( ) ( (0) ) ktT t T T T e− = −where k is given above
Similarly, for heating, 0( )T t T< ,we get the same formula
21
Example 4
Newton’s 2nd Law
g=acceleration due to gravity =9.8m/s2
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
Retarded fall—air resistance
air resistance = bv2
m=weight of the man + equipment
where b is a constant
2dvm mg bvdt
= −
We shall discuss the case when air resistance = bv in Example 9
mg2bv
x
0 Starting pt
22
Example 4 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
2dvm mg bvdt
= −
2 2( )dv b v kdt m
= − −
2 mgkb
=where
23
Example 4 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
1
2ln v k kb t cv k m− = − + +
2 2
1 bdv dtv k m
= −−
1 1 12
bdv dtk v k v k m − = − − +
24
Example 4 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
ptv k cev k
−−=
+2kbpm
=where
How to find c?
0(0)(0)
pv k cev k
−−=
+
(0)(0)
v kcv k
−=
+
11
pt
pt
cev kce
−
−
+=
−
Chew T S MA1506-14 Chapter 1 25
Now suppose
K=4.87, c=0.345,p=4.02
11
pt
pt
cev kce
−
−
+=
−
4.02
4.02
1 0.3454.871 0.345
t
t
eve
−
−
+=
−
Then
Example 4 (cont) 1.2 Separable equations
26
lim ( ) 4.87t
v t→∞
=
Example 4 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
V(t)
t
Skydiver falling at terminal velocity
Chew T S MA1506-14 Chapter 1 27
http://www.graphmatica.com
We can draw graph using graphmatica
at
Chew T S MA1506-14 Chapter 1 28
Example 5 Mixture problem 1.2 Separable equations
air or pure water
Some substance (e.g. CO, salt) flows into a tank (room), is mixed uniformly with the contents (e.g. air , pure water) of the tanks, and flows out with the mixture (air with CO, water with salt).
CO or salt air with CO or water with salt
Chew T S MA1506-14 Chapter 1 29
We want to find the amount x(t) of the substance in the tank at time t
dxdt
= the rate at which the substance flows into the tank (in flow) the rate at which the substance flows out the tank (out flow)
Now we shall give an example.
Example 5 (cont) 1.2 Separable equations
30
Example 5 (cont)
A 2000m3 room contains air with 0.002% CO at time t=0
The ventilation system blowing in air which
contains 3% CO The system blowing in and out air at a
rate of 0.2m3/min
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
Mixture problem
31
Example 5 (cont)
Let x(t) = vol of CO in the room at time t 0.2 m3 /min
3% CO 0.2 m3 /min
Room 2000 m3
CO per m3 in the tank
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
dxdt
= Inflow of CO - outflow of CO
0.006 0.0001x= −
0.03 0.2= × 0.22000
x− ×
X(t)
32
Example 5 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
ln(60 ) 0.0001x t c− − = +
0.006 0.0001dx xdt
= − 0.0001(60 )x= −
0.000160
dx dtx=
−
ln(60 ) 0.0001x t c− = − −
Chew T S MA1506-14 Chapter 1 33
0.0001 0.000160 t c tx e ke− − −− = =0.000160 tx ke−= −
Now we shall find k
A 2000m3 room contains air with 0.002% CO at time t=0. Hence X(0)=2000x0.002%=2000x0.002/100=0.04
Example 5 (cont) 1.2 Separable equations
Chew T S MA1506-14 Chapter 1 34
00.04 (0) 60x ke= = −
59.96k =0.000160 59.96 tx e−= −
1.2 Separable equations
Example 5 (cont)
35
Example 5 (cont)
0.015% CO means x(t1) = 0.00015 X 2000 = 0.3
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
When the air in the room containing 0.015% CO?
10.00010.3 60 59.96 te−= −
1 43.5mint ≈
0.000160 59.96 tx e−= −
36
What happens when ODE is not separable? For examples,
2 tricks:
• reduction to separable
• linear change of variables Chew T S MA1506-14 Chapter 1
1.2 Separable equations
2 22 0dyxy y xdx
− + =
(2 4 5) 2 3 0x y y x y′− + + − + =
37
Reduction to separable form
Set
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
y v y vxx= ⇒ = y v xv′ ′= +
Now we shall give one example
yy fx
′ =
' ( ) dvy f v v xdx
= = +
( )dv dx
f v v x=
−
Suppose
38
Example 6 : Reduction to separable form
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
2 22 0dyxy y xdx
− + =
2 2 1 12 2 2
dy y x y xdx xy x y
−= = −
y vx=Let We have
where See previous slide
( )dv dx
f v v x=
−1 1 1( )2 2
f v vv
= −
yy fx
′ =
39
Example 6 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
2
2 11
v dv dxv x
= −+
22
1 1( 1)1
d v dxv x
+ = −+
1 1 12 2
dv dxxv v
v
=− −
Chew T S MA1506-14 Chapter 1 40
2ln( 1) lnv x c+ = − +2ln(( 1) )v x c+ =2
1( 1) cv x e c+ = =
2
12 1y x cx
+ =
Example 6 (cont) 1.2 Separable equations
41
Linear Change of Variable
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
1 1 1
ax by cya x b y c
+ +′ =+ +
Consider ODE of the form
We shall give one example to illustrate the method
42
2 32 4 5
dy x ydx x y
− + −=
− +( 2 ) 3
2( 2 ) 5x yx y
− − −=
− +
Let u=x-2y The above can be done since two st lines -x+2y-3=0 and 2x-4y+5=0 are parallel
Example 7
Chew T S MA1506-14 Chapter 1
We may let u=-x+2y
1.2 Separable equations
43
Example 7 (cont) ( 2 ) 3'
2( 2 ) 5x yyx y
− − −=− +
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
Let u=x-2y Then 1 2du dydx dx
= −
1 3(1 )2 2 5
du udx u
− −− =
+4 112 5
du udx u
+=
+
subst into the above eq
2 54 11
u du dxu+
=+
44
Example 7 (cont)
Chew T S MA1506-14 Chapter 1
1.2 Separable equations
2 5 1 1 14 11 2 2 4 11
uu u+
= −+ +
11 24 11
du dxu
− = +
1 ln(4 11) 24
u u x c− + = +
1( 2 ) ln(4( 2 ) 11) 24
x y x y x c− − − + = +
4( 2 )4( 2 ) 11 x yx y Ae − −− + =
2 54 11
u du dxu+
=+
4( 2 ) ln(4( 2 ) 11) 8 4x y x y x c− − − + = +
4 cwhere A e=
45
1.3 Linear 1st Order ODEs
called Integrating factor
Std form
Chew T S MA1506-14 Chapter 1
( ) ( )dy p x y Q xdx
+ =
( )p x dxe∫
( ) ( ) ( )( ) ( )
p x dx p x dx p x dxdy e p x ye Q x edx
∫ ∫ ∫+ =
The given ODE multiplied by integrating factor, get
Chew T S MA1506-14 Chapter 1 46
We can check that the left hand side of the above
( ) ( )( )
p x dx p x dxdy e p x yedx
∫ ∫+
( )p x dxd yedx
∫=
1.3 Linear 1st Order ODE
cont. ( ) ( ) ( )
( ) ( )p x dx p x dx p x dxdy e p x ye Q x e
dx∫ ∫ ∫+ =
Chew T S MA1506-14 Chapter 1 47
Hence
( ) ( )( )
p x dx p x dxd ye Q x edx
∫ ∫=
S0
( ) ( )( )
p x dx p x dxye Q x e dx∫ ∫= ∫
1.3 Linear 1st Order ODE
cont. ( ) ( ) ( )
( ) ( )p x dx p x dx p x dxdy e p x ye Q x e
dx∫ ∫ ∫+ =
( ) ( )( )
p x dx p x dxd ye dx Q x e dxdx
∫ ∫= ∫ ∫
Hence
Chew T S MA1506-14 Chapter 1 48
Why
( )p x dxd yedx
∫
( )p x dxdy edx
∫=( )p x dxdy e
dx∫+
( ) ( )( )
p x dx p x dxdy de ye p x dxdx dx
∫ ∫= + ∫( ) ( )
( )p x dx p x dxdy e ye p x
dx∫ ∫= +
( ) ( )( )
p x dx p x dxdy e p x yedx
∫ ∫+( )p x dxd ye
dx ∫=
1.3 Linear 1st Order ODE
cont.
49
Why
( ) ( )d p x p xdx
=∫Use the following example to illustrate
cont.
Chew T S MA1506-14 Chapter 1
1.3 Linear 1st Order ODE
50
cont.
coscos
d xdxx
dx∴ =∫
Chew T S MA1506-14 Chapter 1
1.3 Linear 1st Order ODE
𝑑 ∫ cos𝑥𝑑𝑥𝑑𝑥
=𝑑(sin𝑥 + 𝑐)
𝑑𝑥= cos𝑥
51
Example 8 (i)
Chew T S MA1506-14 Chapter 1
23xy y x′ − =13y y xx
′ − =
( ) ( )( )
p x dx p x dxye Q x e dx∫ ∫= ∫
Use formula
First compute integrating factor 1( 3 ) 3 lndx xxe e
− −∫ =
( ) ( )dy p x y Q xdx
+ =
1.3 Linear 1st Order ODE
0x >
3ln xe−
= 3x−=
Chew T S MA1506-14 Chapter 1 52
Hence, from
( ) ( )( )
p x dx p x dxye Q x e dx∫ ∫= ∫
we have
3 3 2 1yx xx dx x dx x c− − − −= = = − +∫ ∫
cont. 1.3 Linear 1st Order ODE
Lecture Note Example 8 (ii) Exercise
53
Example 9 An object of mass m dropped from rest
Newton 2nd Law
Chew T S MA1506-14 Chapter 1
Find the position x(t) and velocity v(t) at time t.
A resistance to the object is proportional to the magnitude of the velocity of the object.
Retarded fall—air resistance
dvm mg bvdt
= −
(Similar problem has been discussed in Example 4)
1.3 Linear 1st Order ODE
mgbv
(0) 0, (0) 0x v= =x
0 starting pt
54
Integrating factor
dv b v gdt m
+ =
cont.
Chew T S MA1506-14 Chapter 1
b btdtm me e∫ =
bt bt btm m mmve ge dt g e c
b= = +∫
By formula
How to find c? Use v(0)=0, from above, get mc gb
= −
1.3 Linear 1st Order ODE
dvm mg bvdt
= −
55
cont.
Chew T S MA1506-14 Chapter 1
( 1)bt bt btm m mm m mve g e g g e
b b b= − = −
(1 )btmmv g e
b−
= −
(1 )btmdx mg e
dt b−
= −
( ) (1 )btmmx t g e dt
b−
= −∫
1.3 Linear 1st Order ODE
Chew T S MA1506-14 Chapter 1 56
( ) (1 )btmmx t g e dt
b−
= −∫( ) ( )
btmm mx t g t e d
b b−
= + +
How to find d? use x(0)=0, from above, get
00 (0) (0 )m mx g e db b
= == + +2
2
md gb
= −
cont. 1.3 Linear 1st Order ODE
57
amt of water = constant=100 gal
3 gal/sec 100 gal water
3 gal/sec salt=0.25lb/gal
Example 10
=inflow - outflow
Chew T S MA1506-14 Chapter 1
salt/gal
Let Q(t) be the amount of salt in the tank Q(0)=20
dQdt
1.3 Linear 1st Order ODE
Mixture Problem
dQdt
= 3 0.25× 3100Q
− ×amt of water
= constant
=100 gal
58
cont.
Chew T S MA1506-14 Chapter 1
3 0.75100
dQ Qdt
+ =
( ) ( )( )
p x dx p x dxye Q x e dx∫ ∫= ∫
Use formula
310025 5
t
Q e−
= −get lim ( ) 25
tQ t
→∞=
Similar problem has been discussed in Example 5
1.3 Linear 1st Order ODE
( ) ( )dy p x y Q xdx
+ =
Chew T S MA1506-14 Chapter 1 59
Example 11 A decay chain
In Example 2, we have discussed radioactive
decay. However, some radioactive elements
are transformed into unstable elements.
The product (e.g., Thorium 230) of a radioactive (e.g., Uranium 234) decay is itself a radioactive element
1.3 Linear 1st Order ODE
Chew T S MA1506-14 Chapter 1 60
Let U(t) be the amount of Uranium at time t.
Let T(t) be the amount of Thorium at time t.
We assume that each decay of one Uranium atom produces one Thorium atom.
Hence Thorium atoms are being born at exactly the same rate at which Uranium atoms die.
1.3 Linear 1st Order ODE cont.
Birth rate of Thorium=(-1)Death rate of Uranium
So we have
Chew T S MA1506-14 Chapter 1 61
T
dT K Tdt
= − UK U+
Thorium atoms are being born at exactly the same rate at which Uranium atoms die
1.3 Linear 1st Order ODE cont.
U
dU K Udt
= −
We assume U TK K≠
0(0)U U= (0) 0T =
Uranium
Thorium
Chew T S MA1506-14 Chapter 1 62
We shall solve the above system of ODEs
From the 1st equation, we have
See Example 2
Hence 2nd equation becomes
0K tu
T U
dT K T K U edt
−+ =
1.3 Linear 1st Order ODE cont.
0K tuU U e−=
T
dT K Tdt
= −UK U+
Chew T S MA1506-14 Chapter 1 63
It is 1st order linear ODE. Hence by formula,
see Section 1.3, slide 47, we get
0
K dt K dtT TK tuUTe K U e e dt−∫ ∫= ∫
0K tK t K tuT T
UTe K U e e dt−= ∫
1.3 Linear 1st Order ODE cont.
Chew T S MA1506-14 Chapter 1 64
( )0( ) K K tK t U T uT
T U
KT t e U e CK K
−= +−
Now we shall find the constant C. By given
(0) 0T =We get
0U
T U
KC UK K
= −−
1.3 Linear 1st Order ODE cont.
Chew T S MA1506-14 Chapter 1 65
( )0( ) (1 )K t K K tU u u T
T U
KT t U e eK K
− −= −−
Unfortunately, we don’t know 0U
However
( )( ) (1 )( )
K K tU u T
T U
KT t eU t K K
−= −−
1.3 Linear 1st Order ODE cont.
0K tuU U e−=
So
Chew T S MA1506-14 Chapter 1 66
Hence we can find the time t if we know the ratio ( )
( )T tU t
It is known that
Hence ( )( )
U
T U
KT tU t K K
→− as t →∞
1.3 Linear 1st Order ODE cont.
U TK K<
( )( ) (1 )( )
K K tU u T
T U
KT t eU t K K
−= −−
Chew T S MA1506-14 Chapter 1 67
ancient corals How old the above ancient corals?
( )( ) (1 )( )
K K tU u T
T U
KT t eU t K K
−= −−
1.3 Linear 1st Order ODE
( )( )
T tU tIf we know
then we know the answer
68
Bernoulli Equations p23
Given eq multiplied by (1-n) get
Chew T S MA1506-14 Chapter 1
( ) ( ) ny p x y q x y′ + =If n=0 or n=1, then it is 1st order linear ODE, which has been just discussed
(1 ) (1 ) ( ) (1 ) ( )n n n ny n y n y p x y n y q x y− − −′ − + − = −
y-n
1.3 Linear 1st Order ODE
69
cont.
Chew T S MA1506-14 Chapter 1
Hence Bernoulli equation becomes 1st order linear ODE
1 nz y −= (1 ) nz n y y−′ ′= −
(1 ) (1 ) ( ) (1 ) ( )n n n ny n y n y p x y n y q x y− − −′ − + − = −
Let Then
So, from
we get
1.3 Linear 1st Order ODE
z′ + (1 ) ( )n p x z− = (1 ) ( )n q x−
70
Example (ii) Bernoulli Equation p24
Set
Chew T S MA1506-14 Chapter 1
2 2y y x y′ + =1 2 1z y y− −= = By formula
get 2(1 2) (1 2)z z x′ + − = −
Solve this 1st order linear ODE, get
1.3 Linear 1st Order ODE
Example (i) see Lecture note
' (1 ) ( ) (1 ) ( )Z n p x z n q x+ − = −
1 nz y −=
( ) ( ) ny p x y q x y′ + =
Chew T S MA1506-14 Chapter 1 71
1 2( 2 2)x xe y e x x c− − −= + + +
cont. 1.3 Linear 1st Order ODE
2( )x xe z x e dx− −= − =∫ 2( 2 2)xe x x c− + + +Integration by parts
72
Review: First Order ODE • Separable
• Linear
Chew T S MA1506-14 Chapter 1
( ) ( )M x dx N y dy=
• Bernoulli ( ) ( ) ny p x y q x y′ + =( ) ( )y p x y Q x′ + =
yy gx
′ =
1 1 1
ax by cya x b y c
+ +′ =+ +
•
•
1st Order ODE
73
has many solutions. However if an initial condition y(x0)=y0, (very often x0=0) is given, then there is one and only one solution, i.e., the solution is unique.
cont.
Chew T S MA1506-14 Chapter 1
( ) ( )y p x y Q x′ + =
1st Order ODE
Chew T S MA1506-14 Chapter 1 74
Review: Applications of 1st order ODE
Radioactive Decay
Cooling (Heating)
Retarded fall-air resistance
Mixture problem
Radioactive Decay chain
1st Order ODE
75
1.4 Second order linear ODE
The general form of 2nd order linear ODE is
When F(x) is zero function, we have This equation is called homogeneous.
Chew T S MA1506-14 Chapter 1
2
2( ) ( ) ( )d y dyp x q x y F x
dx dx+ + =
2
2( ) ( ) 0d y dyp x q x y
dx dx+ + =
76
When F(x) is not zero function, is called nonhomogenous.
2
2 ( ) ( ) ( )d y dyp x q x y F xdxdx
+ + =
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Examples
linear, nonhom
nonlinear
linear, hom
Superposition principle (only for homogeneous case) p27
If y1 and y2 are solutions then
c y1 + d y2 is also a solution
To prove the above result, first recall
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 77
Proof: Superposition principle
If y1 and y2 are solutions then so is c y1 + d y2
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 78
Caution
Superposition principle does not hold for nonhomogeneous ODE
are solutions but 1 cos , 1+sinxx+
1 sin 1 cosx x+ + + is Not a solution
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 79
Example 12
are solutions.
Solve
First we can check that By superposition principle,
is a solution
By initial value condition , we get
initial value condition
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 80
1 24, 1c c= =
0 01 2 1 2(0)y c e c e c c= + = +
1 2' x xy c e c e−= −So 0 0
1 2 1 2'(0)y c e c e c c= − = −
81
Linearly independent p29
• Two solutions u(x) and v(x) are said to be linearly dependent
if we can find a constant c such that u(x)=cv(x), for all x, otherwise they are linearly independent • For examples, sinx and cosx are linearly
indep; sinx and 2sinx are linearly dep.
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Theorem: For Hom. 2nd order linear ODE
If y1 and y2 are linearly independent solutions then general solution is y = c1 y1 + c2 y2
Particular solution: Fix some values of c1 and c2
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 82
Example
two linearly indep solutions
General solution
Particular solution
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 83
84
Homogeneous ODE with constant coefficient p31
2
2 0d y dyA Bydxdx
+ + =
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
It is clear that function is a solution
which is called a trivial solution or zero solution
zero
My presentation is slightly diff from the L N
85
Now we shall look for nontrivial (nonzero) solution Recall that the general solution of first linear homogeneous ODE is
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
( ) 0dy p x ydx
+ =
( )p x dxy Ce
−∫=
(cont)
86
From this solution , we may guess that a nontrivial solution of
is of the form xy eλ=Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Consider a special case: when p(x) is constant , say D. Then the general solution is Dxy Ce−=
2
2 0d y dyA Bydxdx
+ + =
(cont)
87
Subst. these into the given ODE, get
which is called characteristic equation or auxiliary equation
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Thus
xdy edx
λλ=2
22
xd y edx
λλ=Then
2 0x x xe A e Beλ λ λλ λ+ + =2( ) 0xA B eλλ λ+ + =
(cont)
Hence 2( ) 0A Bλ λ+ + =
88
When solving there are three cases: (See p32)
• Two distinct real roots • Only one real root • Two distinct complex roots
2 0A Bλ λ+ + =
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
89
(a) Two distinct real roots Suppose that two distinct real roots are and
Then we have two distinct (linearly independent) solutions
1λ 2λ
1xy eλ= 2xy eλ=
1 21 2
x xy c e c eλ λ= +Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
General soln is
90
In fact , we can prove that every solution is of the form Here and are any constants. 1C 2C
1 21 2
x xy c e c eλ λ= +
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
91
Example 13
Solution: Let Subst this y into the given ODE , get
xy eλ=
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Solve 𝑦" + 𝑦′ − 2𝑦 = 0
𝑦(0) = 4,𝑦"(0) = −5
with
We have two distinct real roots,
1 21, 2λ λ= = −
2 2 0λ λ+ − =
92
(cont) Thus the general solution of the equation is we get 𝑦 = 𝑒𝑥+3𝑒−2𝑥
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
21 2
x xy c e c e−= +𝑦(0) = 4,𝑦′(0) = −5 By initial condition,
93
(b)Only one real root Suppose that the only one real root is Then we have a solution For 2nd order ODE, we can prove that we should have two distinct (linearly
indep.) solutions. What is the 2nd solution?
1λ
1xy eλ=
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
94
The 2nd solution is We can verify that (see p34)
is also a solution (superposition principle) In fact , we can prove that every solution is
of the form
1xy xeλ=
1 11 2
x xy c e c xeλ λ= +
1 11 2
x xy c e c xeλ λ= +
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
95
Example14 (ii): Solve The auxiliary equation is We have only one solution Hence the general solution is (Example 14 (i) Exercise )
2
2 4 4 0d y dy ydxdx
− + =
2 21 2
x xy c e c xe= +
2 4 4 0λ λ− + =1 2λ =
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
96
(c) Two distinct complex roots Suppose that we have two distinct complex roots, namely and Then we have two distinct (linearly indep) complex-valued solutions and Suppose that Then
1λ 2λ
1xy eλ= 2xy eλ=
1 a ibλ = +
2 a ibλ = −Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
97
Note that these two solutions are complex-valued . However we want real-valued solutions. How to get real-valued solutions ?
We shall look at the real part and imaginary part of the complex-valued solution
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
Chew T S MA1506-14 Chapter 1 98
1x ax ibxy e e eλ= =
cosaxe bx= i+ sinaxe bx
(cont) 1.4 Second-order linear ODE
axe= (cos sin )bx i bx+
99
We can verify that the real part and the imaginary part are two (real-valued) solutions
cosaxy e bx=
sinaxy e bx=
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont) cos sinax axy e bx ie bx= +
Chew T S MA1506-14 Chapter 1 100
we can prove that every solution is of the form
1 2
1 2
cos sin
( cos sin )
ax ax
ax
y c e bx c e bx
e c bx c bx
= +
= +
(cont) 1.4 Second-order linear ODE
101
Do we need to consider ANS: NO, since it induces the same general solution.
2xy eλ=
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
102
Example 15 (i) Solve y" + 2y′ + 5y = 0 The complex roots of the auxiliary equation are Hence the general solution is. Example 15 (ii) Sovle (i) with From (i) and initial condition, we get
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
1 21 2 , 1 2i iλ λ= − + = − −
1 2( cos 2 sin 2 )xy e c x c x−= +
(0) 1, y'(0)=5y =
(cos 2 3sin 2 )xy e x x−= +
(0) 1, y'(0)=5y =
1 2
1 2
cos sin
( cos sin )
ax ax
ax
y c e bx c e bx
e c bx c bx
= +
= +
103
2nd-order nonhomogeneous linear ODE
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
From now onwards till the end of this chapter, pp 38-54, my presentation is different from the L. N. . However, the content remains unchanged.
We deal only ODEs with constant coefficients
104
2nd-order nonhomogeneous linear ODE with constant coefficients
The general form is Solving this equation can be reduced to three steps 1.Find the general solution to the
homogeneous equation
, say the solution is
2
2 ( )d y dyA By R xdxdx
+ + =
2
2 0d y dyA Bydxdx
+ + =
hyChew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
105
2. Find a particular solution to the nonhomogeneous equation
3. Add the solutions from step 1 and step 2 , get + ,which is the general solution to (see Appendix 1)
py
2
2 ( )d y dyA By R xdxdx
+ + =
hy py
2
2 ( )d y dyA By R xdxdx
+ + =
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
106
We have learnt step 1. There are two methods for step 2. Method 1. The method of undetermined coefficients. Method 2. The method of variation of parameters.
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Now we shall use examples to illustrate method 1
Chew T S MA1506-14 Chapter 1 107
3 2 10y y′′ + =
5py =
Method 1. The method of undetermined coefficients
Example 1
Guess a solution? If the function R(x) on the right hand side is constant, then we can guess that
py A=This is always true except some special but important cases, see Examples 3-6
108
2'' ' 2 4y y y x− − =
2py Ax=
2py A Bx Cx= + +
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
No, no
The correct form is
Example 2 Solve
Can we guess a solution?
109
First
( ) ' 2py B Cx= + ( ) '' 2py C=
2'' ' 2 4y y y x− − =
get So
2 22 2 2 2 2 4C B Cx A Bx Cx x− − − − − =
2, 2, 3C B A= − = = −
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Now shall find A, B, C
Subst above into
(cont)
2C-B-2A=0 -2C-2B=0 -2C=4 Hence
110
(cont) Hence is a particular solution of
23 2 2py x x= − + −
2'' ' 2 4y y y x− − =On the other hand is the general solution of
21 2
x xhy C e C e−= +
'' ' 2 0y y y− − =Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
111
Therefore is the general solution of the nonhomogeneous ODE Here and can be any constant
2 21 2 3 2 2x x
h py y C e C e x x−+ = + − + −
2'' ' 2 4y y y x− − =
1C 2C
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
Chew T S MA1506-14 Chapter 1 112
Now we shall consider two special but important cases
'' ' 0y Ay+ = '' 0y =The general solution of '' ' 0y Ay+ =is
1 2 1 2ox Ax Ax
hy c e c e c c e− −= + = +
Hence constant functions are solutions of
'' ' 0y Ay+ =
(cont) 1.4 Second-order linear ODE
This result will be used in Examples 3-4
Chew T S MA1506-14 Chapter 1 113
The general solution of '' 0y =is 1 2hy c c x= +
Hence constant functions and functions are solutions of
1c2c x '' 0y =
Example 3 A particular solution of '' ' 10y y+ =
is of the form py xA=Why we have extra term x
(cont) 1.4 Second-order linear ODE
Now consider 2nd case
This result will be used in Examples 5-6
Chew T S MA1506-14 Chapter 1 114
The guiding principle is: Need to ensure that no term in a particular soln is a soln of the corresponding homogeneous ODE If we let py A=then we can’t find such A, since constant A is a soln of '' ' 0y y+ =The correct form is py xA=Subst this into '' ' 10y y+ = get 10A =So 10py x=
(cont) 1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 115
Example 4 '' 'y y x+ =
A correct form of ( )py x A Bx= +
Suppose we let py A Bx= +
Then we can’t find such A and B, since in this particular solution , there is one term, namely, A, is a solution of '' ' 0y y+ =Subst. ( )py x A Bx= + into '' 'y y x+ =
get 1, 1/ 2A B= − = So 21
2py x x= − +
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 116
Example 5 '' 10y =
The correct form of 2
py x A=We can’t let py A= py xA=Since they are solutions of the corresponding homogeneous ODE '' 0y =Subst. 2
py x A= into '' 10y =get A=5 so
25py x=In fact, we can get this result by integrating the ODE '' 10y = twice
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 117
Example 6 3''y x=
The correct form of
2 2 3( )py x A Bx Cx Dx= + + +
We can’t let 2 3( )py x A Bx Cx Dx= + + +
2 3py A Bx Cx Dx= + + +
Subst.
2 2 3( )py x A Bx Cx Dx= + + +
into 3''y x=get A=B=C=0, D=1/20 So 5(1/ 20)py x=In fact, we can get this result by integrating the ODE 3''y x= twice
1.4 Second-order linear ODE
See Example 5
Since A, xA are solutions of the corresponding homogeneous ODE '' 0y =
Important Remark: From the above examples, we know that a particular solution of
Chew T S MA1506-14 Chapter 1 118
2
2 ( )d y dyA By R xdxdx
+ + =
not only depend on R(x) but also depend on the general solution of
2
2 0d y dyA Bydxdx
+ + =
So when we want to find a particular solution, first we need to find the general solution of
2
2 0d y dyA Bydxdx
+ + =
119
(A)The general solution of is (1)A particular solution of is of the form (2)A particular solution of is of the form
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Example 7 '' 3 ' 4 0y y y− − =
41 2
x xc e c e−+2'' 3 ' 4 xy y y e− − =
2 xAe4'' 3 ' 4 xy y y e− − =
4 xxAe
120
(cont) (B)The general solution of is So a particular soln of is of the form
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' 2 ' 0y y y+ + =
'' 2 ' xy y y e−+ + =
2 xx Ae−
1 2x xc e c xe− −+
Chew T S MA1506-14 Chapter 1 121
Why we have extra term 2x
in
Since
are solutions of
,x xAe xAe− −
(cont) 1.4 Second-order linear ODE
2 xx Ae−
'' 2 ' 0y y y+ + =
122
First the general solution of is
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' 3 ' 4 0y y y− − =4
1 2x x
py c e c e−= +
Example 8 Solve '' 3 ' 4 2siny y y x− − =
We guess a particular solution is of the form
py = cosA x + sinB x
123 Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
cont.
A particular solution
As in Example 2, we can find the values of A and B
3 /17, 5 /17A B= = −
py = sinB xcosA x +
124
So the general solution of is Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' 3 ' 4 2siny y y x− − =
h py y+
Hence a particular solution is (3 /17)cos ( 5 /17)sinpy x x= + −
cont.
125
Find a particular soln of First, the general soln of is
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Example 9
'' siny y x+ =
'' 0y y+ =
1 2sin cosc x c x+
Chew T S MA1506-14 Chapter 1 126
A particular soln is of the form
since Asinx and Bcosx are solutions of
with the extra term x
(cont) 1.4 Second-order linear ODE
( sin cos )py x A x B x= +
'' 0y y+ =
127
(cont) We can check that Hence a particular soln is The general soln of is
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' siny y x+ =
0, 1/ 2A B= = −
( 1/ 2)cospy x x= −
1 2sin cos (1/ 2) cosc x c x x x+ −
2nd order nonhomogeneous linear ODE
The general solution is
hy py+ The general soln for homogeneous ODE
A particular soln for nonhomogeneous ODE
How to find
128
py
2
2 ( )d y dyA By R xdx dx
+ + =
Review
Chew T S MA1506-14 Chapter 1
129
pyHow to find The method of undetermined coefficients.
Notation used in the following slides
0 1( ) , 0nn n nP x a a x a x a= + + + ≠
0 1( ) , 0nn n nQ x A A x A x A= + + + ≠
Chew T S MA1506-14 Chapter 1
(2)
(1) ( )R x C=
130
spy x A=
( ) ( )nR x P x= ( )sp ny x Q x=
(4)
s xpy x Aeα=(3)
( sin cos )spy x A bx B bx= +
( ) xR x eαβ=
( ) sinR x bxβ=
( ) cosR x bxβ=
S=0,1,2 Four basic and important cases
131
What is s? s is the smallest nonnegative integer such that no term in
is a solution of the corresponding homogeneous ODE (or corresponding homo. Complex-valued ODE)
py
What is the meaning of term used above? 3 2 2
3 2 2 2 2 2
( ) x
x x x x
Ax Bx Cx D e
Ax e Bx e Cxe De
+ + +
= + + +In the above, there are four terms
Chew T S MA1506-14 Chapter 1
132
Consider We can guess that a particular soln is By the method used in previous examples, we can find A, B, C, D. However the computation is very involved. We will use the following method to simplify the computation
3 2 2( ) xAx Bx Cx D e+ + +
1.4 Second-order linear ODE
Example 10 3 2'' 4 ' 2 2 xy y y x e− + =
Four more Examples 10-13, computations are very involved
133
(cont) Let Then a particular soln is
Subst the above into the given ODE, get,
We have
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
2 xy ue=2 22x xy u e ue′ ′= +
2 2 24 4x x xy u e u e ue′′ ′′ ′= + +
3" 2 2u u x− =
3 2( )u x Ax Bx Cx D= + + +
134
Thus a particular soln is
Now subst
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
We can find A,B, C, D, we get
into 3" 2 2u u x− =
3( ) 3u x x x= − −
3 2( 3 ) xpy x x e= − −
3 2( )u x Ax Bx Cx D= + + +(cont)
135
Remark: When we subst.
into the given nonhom. ODE, we do not compute the derivative of the right-hand side of
until the last step
2 xy ue=
3 2( )u x Ax Bx Cx D= + + +
Example 11 See Appendix 4
136
Why we have extra term x in the above?
Example 12
A particular soln is of the form
Since Bsin2x and Dcos2x are solns of
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
[( )sin 2 ( )cos2 ]x Ax B x Cx D x+ + +
'' 4 0y y+ =
'' 4 16 sin 2y y x x+ =
Chew T S MA1506-14 Chapter 1 137
Again, it is not easy to find A,B,C, D.
We shall use the method in Example
10 to find a particular soln.
Furthermore, we need to use the corresponding complex -valued ODE to help us
(cont) 1.4 Second-order linear ODE
138
first notice that
To find a particular soln of
2 cos(2 ) sin(2 )ixe x i x= +So now we consider the corresponding complex-valued ODE
where z is a complex–valued function ,
say z (x)=w(x)+iy(x)
1.4 Second-order linear ODE
'' 4 16 sin 2y y x x+ =
2'' 4 16 i xz z xe+ =
(cont)
139
Remark (*) : The imaginary part of is So if z(x) is a complex soln of Then the imaginary part Im(z) of z is a soln of
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
2'' 4 16 i xz z xe+ =
'' 4 16 sin 2y y x x+ =
16 sin 2x x
(cont)
216 16 cos(2 ) 16 sin(2 )ixxe x x i x x= +
140
where
A, B are complex numbers
As in Example 10, we assume a particular soln is
( ) ( )u x x Ax B= +
Why we have extra term x in u
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
2i xpz ue=
(cont)
141 Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Since 2i xBeis a solution of the corresponding hom. ODE '' 4 0z z+ =
Now from 2i xpz ue=
We compute ( ) ',( ) ''p pz zSubst. them into 2'' 4 16 i xz z xe+ =
we get '' 4 ' 16u iu x+ =
(cont)
4 2 1 2iλ = ± − = ± − = ±
2 4 0λ + =
142
Subst into the
equation , we get
So
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
(cont)
( ) ( )u x x Ax B= +
2 , 1A i B= − =
22u ix x= − +
'' 4 ' 16u iu x+ =
143
From the remark (*), we have
Now look at what we have done
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' 4 16 sin 2y y x x+ =2'' 4 16 i xz z xe+ =
2 2( 2 ) i xpz ix x e= − + 2( 2 )(cos2 sin 2 )ix x x i x= − + +
2Im( ) sin2 2 cos2p py z x x x x= = −
(cont)
Example 13 See Appendix 5
2 2
2 2
( 2 )cos 2 ( 2 )( sin 2 ) cos 2 sin 2 )[2 sin 2 cos 2 ] [ sin 2 2 cos 2 ]
ix x ix i x x x i x xx x x x i x x x x
= − + − + +
= + + −
Chew T S MA1506-14 Chapter 1 144
We remark that so far we only consider nonhomogeneous ODE with one term on the right hand side, e.g.,
How to solve the case when right hand side has more than one term, see next example
'' 3 ' 4 2siny y y x− − =
'' 3 ' 4 4y y y− − =
1.4 Second-order linear ODE
Example 14
We known that a particular soln of is A particular soln of is Then a particular soln of is
145 Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' 3 ' 4 2siny y y x− − =
'' 3 ' 4 4y y y− − =
'' 3 ' 4 2sin 4y y y x− − = +
(1/17)(3cos 5sin )py x x= −
ˆ 1py = −
ˆp py y+
146
Remark: Method of undetermined coeff only works for the following
• Polynomials
• Exponentials
• Sine/Cosine
• Sum or product of the above functions
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
constant
'' ' ( )y Ay By R x+ + =
147
Method 2: Method of Variation of Parameters
is 1 2( ) ( ) ( ) ( )py u x y x v x y x= +Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
Suppose that the general solution of homogeneous ODE '' ' 0y Ay By+ + =
is
Then a particular solution of the corresponding nonhomogeneous ODE
'' ' ( )y Ay By r x+ + =
1 1 2 2( ) ( )hy c y x c y x= +
148 Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
How to find u(x) and v(x)? We can find u and v by using the following two equations
1 2' ' 0u y v y+ =
1 2' ' ' ' ( )u y v y r x+ =Solving these two equations, get
2
1 2 1 2
' y ruy y y y
= −′ ′−
1
1 2 1 2
' y rvy y y y
=′ ′−
(cont)
149 Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
1
1 2 1 2
y rv dxy y y y
=′ ′−∫
2
1 2 1 2
y ru dxy y y y
= −′ ′−∫
(cont)
Chew T S MA1506-14 Chapter 1 150
Example1 Solve '' tany y x+ =First note that 1 2cos sinhy c x c x= +is the general soln of '' 0y y+ =Hence a particular soln of '' tany y x+ =
is ( )cos ( )sinpy u x x v x x= +
1.4 Second-order linear ODE
Chew T S MA1506-14 Chapter 1 151
Need to use
2
1 2 1 2
y ru dxy y y y
= −′ ′−∫ 1
1 2 1 2
y rv dxy y y y
=′ ′−∫
(cont) 1.4 Second-order linear ODE
( )cos ( )sinpy u x x v x x= +
1 2cos , siny x y x= = 1 2sin , cosy x y x′ ′= − =
1 2 1 2 1y y y y′ ′− =
From get
So
Chew T S MA1506-14 Chapter 1 152
get sin tanu x xdx= −∫
cos tanv x xdx= ∫
2sincos
x dxx
= −∫(cos sec )x x dx= −∫ sin ln sec tanx x x= − +
2cos 1cos
x dxx−= ∫
sin cosxdx x= = −∫
(cont) 1.4 Second-order linear ODE
2
1 2 1 2
y ru dxy y y y
= −′ ′−
∫
1
1 2 1 2
y rv dxy y y y
=′ ′−∫
'' tany y x+ = 1 2cos , siny x y x= =
Chew T S MA1506-14 Chapter 1 153
A general soln of '' tany y x+ =is
h py y+1 2cos sin cos sinc x c x u x v x= + + +
1 2cos sin cos ln sec tanc x c x x x x= + − +
(cont) 1.4 Second-order linear ODE
154
Example 2
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
'' sin cosx x xy y e e e− − −− = +
1 2x x
hy c e c e−= +
The general soln of '' 0y y− =is
Hence a particular soln of '' sin cosx x xy y e e e− − −− = +
is ( ) ( )x xpy u x e v x e−= +
155 Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
1 ( sin cos )2
x x x xu e e e e dx− − − −= +∫1 ( sin cos )2
x x x xv e e e e dx− − −= − +∫
(cont) 2
1 2 1 2
y ru dxy y y y
= −′ ′−∫
1
1 2 1 2
y rv dxy y y y
=′ ′−
∫
'' sin cosx x xy y e e e− − −− = +
( ) ( )x xpy u x e v x e−= +
1 2 1 2 ( ) 1 1 2x x x xy y y y e e e e− −′ ′− = − − = − − = −
156
See Appendix 2
See Appendix 3
Chew T S MA1506-14 Chapter 1
1.4 Second-order linear ODE
1 (2sin cos )2
x x xu e e e− − −= − −
1 cos2
x xv e e−= −
sinx x x xpy ue ve e e− −= + = −
1 2 sinx x x xh py y y c e c e e e− −= + = + −
(cont)
END
157
Appendix 1 Optional General soln of nonhomogeneous ODE
General Solution
We can check that
Chew T S MA1506-14 Chapter 1
'' ' ( )y Ay By R x+ + =
h py y y= +
0h h hy Ay By′′ ′+ + =where
( )p p py Ay By R x′′ ′+ + =
( ) ( ) ( ) ( )h p h p h py y A y y B y y R x′′ ′+ + + + + =
Chew T S MA1506-14 Chapter 1 158
21 1sin cos2 2
x x x xu e e dx e e dx− − − −= +∫ ∫2 sin cosx x x xe e dx e d e− − − −=∫ ∫
cos cosx x x xe e e de− − − −= − ∫cos sinx x xe e e− − −= −
Appendix 2
Chew T S MA1506-14 Chapter 1 159
cos cosx x x xe e dx e de− − − −= −∫ ∫sin xe−= −
1 ( cos 2sin )2
x x xu e e e− − −= −
Appendix 2 (cont)
Chew T S MA1506-14 Chapter 1 160
1 ( sin cos2
x x xv e dx e e dx− −= − +∫ ∫sin cosx x xe dx e d e− −=∫ ∫
cos cosx x x xe e e de− −= − ∫Hence 1 cos
2x xv e e−= −
Appendix 3
161
Appendix 4 Example 11 Consider First note that has only one root the general soln of is
Chew T S MA1506-14 Chapter 1
3 2'' 4 ' 4 20 xy y y x e− + =
2 4 4 0λ λ− + =2λ =
'' 4 ' 4 0y y y− + =2 2
1 1x xc e c xe+
162
So a particular soln of is of the form Note that we have extra term above By method used in Example 10 , we can get A=1,B=C=D=0
2x
Chew T S MA1506-14 Chapter 1
3 2'' 4 ' 4 20 xy y y x e− + =2 3 2 2( ) xx Ax Bx Cx D e+ + +
(cont)
Chew T S MA1506-14 Chapter 1 163
2xWhy we have extra term
Suppose we use 3 2 2( ) xAx Bx Cx D e+ + +
Then 2 xDe are solns of
Suppose we use
2 xCxeand
3 2 2( ) xx Ax Bx Cx D e+ + +
Then 2 xDxe is a soln of
(cont)
'' 4 ' 4 0y y y− + =
'' 4 ' 4 0y y y− + =
Chew T S MA1506-14 Chapter 1 164
Here we use
to ensure that no term in the above is a soln of
We remark that in Example 10, we use 3 2 2( ) xAx Bx Cx D e+ + +
since no term in the above is a soln of '' 4 ' 2 0y y y− + =
(cont)
'' 4 ' 4 0y y y− + =
2 3 2 2( ) xx Ax Bx Cx D e+ + +
Chew T S MA1506-14 Chapter 1 165
The meaning of “term”
There are four terms in the above particular solution We have to ensure that no term in a particular solution of nonhom. ODE is a solution of the corresponding hom. ODE
(cont)
3 2 2( ) xAx Bx Cx D e+ + +3 2 2 2 2 2x x x xAx e Bx e Cxe De= + + +
166
Appendix 5 Example 13
As in Example 12, we consider 2'' 2 ' 5 16 x ixz z z xe e−+ + =
A particular soln is of the form where
The real part of z(x) is a particular soln of y-equation .
Chew T S MA1506-14 Chapter 1
As in example 12, we can find A and B. Why we have extra term x in u(x)?
'' 2 ' 5 16 cos2xy y y xe x−+ + =
( 1 2 )( ) ( ) i xpz x u x e − +=
( ) ( )u x x Ax B= +
Appendix 6 Example one of the most short-lived animals in the world Radioactive Decay Chain
Chew T S MA1506-14 Chapter 1 167
0( ) ( )K t K tU u T
T U
KT t U e eK K
− −= −−
ANS:
U(t)=# of eggs T(t)=# of mayflies
𝐾𝑈=ln2/2
𝐾𝑇=ln2/1 Chew T S MA1506-14 Chapter 1 168
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