Chapter 3-Higher Order Differential Equations

EEEE707: Engineering Analysis
Dr. Eli Saber

Department of Electrical and Microelectronic Engineering
Chester F. Carlson Center for Imaging Science
Rochester Institute of Technology, Rochester, NY 14623 USA
esseee@rit.edu
Chapter 3
Higher Order Differential
Equations
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Dr. Eli Saber
Section 3.1
Theory of Linear Equations
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Objective: Investigate Differential Equations of Order 2++
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Initial Value and Boundary Value Problems
IVP: Initial Value Problem
BVP: Boundary Value Problem
IVP:
Solve:
+ 0 = ()
1
1

1
Subject to:
0 = 0 , 0 = , . . ,
(0 ) = 1
i.e. seek a function defined on interval containing 0 that satisfies the D.E. and
the initial conditions
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Theorem: Existence of a Unique Solution (for 1st order D.E.)
Let be a Rectangular region in the x-y plane
defined by ; that contains
the point 0 , 0 .
If , & / are continuous on , then
there exists some Interval 0 : 0 , 0 + ; > 0

contained in [, ] and a unique function defined on 0
that is a solution of the Initial Value Problem.
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Theorem: Existence of a Unique Solution (for nth order D.E.)

1

+ 1
+ + 1
+ 0 = ()
Let , 1 , , 1 , 0 & be continuous on an interval , and let

0
If = 0 is any point in ,
a solution () of the IVP exists on the interval and is unique.
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E.g.
3 + 5 + 7 = 0
1 = 0; 1 = 0; 1 = 0
Solution:
=
Since D.E. is linear with constant coefficients, the unique solution theorem is
fulfilled.
Hence, = is the only solution on any interval containing x=1
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E.g.
4 = 12
0 = 4; 0 = 1
Solution:
= +
1. D.E. is linear with constant coefficients

2. The coefficients as well as () are continuous
3. 2 () = 1 0 on any interval containing = 0
The unique solution theorem is fulfilled.
Hence, = + is the unique solution on interval

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Dr. Eli Saber

Check:
4 = 12;
Solution: = 3 2 + 2 3
Now, = 6 2 2 2 3
And, = 12 2 + 4 2
4 = 12 2 + 4 2 4 3 2 + 2 3
= 12 2 + 4 2 12 2 4 2 + 12
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Check:
4 = 12; = 3 2 + 2 3
Now, = 6 2 2 2 3
And, = 12 2 + 4 2
4 = 12 2 + 4 2 4 3 2 + 2 3
= 12 2 + 4 2 12 2 4 2 + 12
Verified.
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= 12
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11

E.g.
2 2 + 2 = 6
0 = 3; 0 = 1
Solution:
= 2 + + 3
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in interval (, )
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12

Check:
= 2 + + 3 = 2 + 1; = 2
2 2 + 2 = 2 2 2 2 + 1 + 2 2 + + 3
= 2 2 4 2 2 + 2 2 + 2 + 6
= 2 2 4 2 2 + 2 2 + 2 + 6
2 2 + 2 = 6
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IVP Check: = 2 + + 3
0 = 3 3 = 0
+ 0 +33=3
0 = 1
= 2 + + 3 = 2 + 1
1 = 2 0 + 1 1 = 1
Note:
For = 2 + + 3 , the initial conditions of 0 = 3 & 0 = 1 did not
provide a unique value for
Hence: = 2 + + 3 is a solution for the D.E. 2 2 + 2 = 6

i.e. there is no unique solution
But what w.r.t. unique solution theorem?
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14

Let us apply the theorem towards this example.
2 2 + 2 = 6
2 = 2
1 = 2
0 = 2
= 6
Note:
2 = 2 = 0 = 0 and = (, )
= this condition is NOT satisfied

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BVP (Boundary Value Problem):

2
. . 2
+ 1
+ 0 =
2
Boundary conditions
With = 0 & = 1
Other boundary value conditions could be:
= 0 & = 1
= 0 & = 1
= 0 & = 1
General Boundary Conditions:
+ =
+ =
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Note:
Even when the conditions for Unique Solution theorem are met, a BVP may have:
1) Many solutions
2) Unique Solution
3) No solution
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E.g.
2
+ 16 = 0
2
Solution: = 1 cos 4 + 2 sin 4

Check:
= 41 sin 4 + 42 cos 4
2
= 161 cos 4 162 sin 4
2
2
+ 16 = 161 cos 4 162 sin 4 + 16 1 cos 4 + 2 sin 4 = 0
2
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Now, let us consider these different sets of BV Conditions: = 1 cos 4 + 2 sin 4
1) 0 = 0;
=0
2
0 = 0 0 = 1 1 + 2 0 =
= 0 0 = 1 cos(2) + 2 sin(2) 0 = 1 1 + 2 0
But 1 = 0
That means, 2 0 = 0
Implies 2 can be anything
Infinite solutions since 2 can be anything
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2) 0 = 0;
=0
8
0 = 0 0 = 1 1 + 2 0 =
= 0 0 = 1 cos
But 1 = 0
+ 2 sin
= 1 cos 4 + 2 sin 4
0 = 1 0 + 2 1
That means, 2 1 = 0
Implies =
= is the solution of this new boundary problem
Unique solution =
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3) 0 = 0;
=1
2
0 = 0 0 = 1 1 + 2 0 =
= 1 1 = 1 cos 4
1 = 0 1 + 2 0
+ 2 sin 4
= 1 cos 4 + 2 sin 4
1 = 1 cos(2) + 2 sin(2)
That means, 2 0 = 1
Implies = = . .
Not possible to find 2
No solution for BVP
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Differential Operators D
E.g.
2

=
= = 2
2

i.e.
cos 4 = 4 sin 4 cos 4 = 4 sin 4

:
=
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Differential Equations
Note:
= ()
= + ()
, are constants
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Linear
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Let + 5 + 6 = 5 3
This can be written was
2
2
+5
+ 6 = 5 3
Which can also be written as: 2 + 5 + 6 = 5 3

Similarly,
+ 1
can be written as = 0
And,
+ 1
can be written as = ()
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1
1
1
1
+ + 1
+ + 1
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+ 0 = 0
+ 0 = ()
24

Definition:
order differential operator is:
= + 1 1 + + 1 + 0 ()
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Superposition Principle
Theorem: Superposition Principle Homogeneous Equations
Let 1 , 2 , , be solutions of the Homogeneous order differential equation
on an interval . Then the linear combination
= 1 1 + 2 2 + +
,where 1 , 2 , , as are arbitrary constants, is also a solution on
Corollaries:
A constant multiple = 1 1 () of the solution 1 () of a homogeneous
linear differential equation is also a solution
A homogeneous linear differential equation always possesses the trivial

solution = 0
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E.g.

3 3
+ 4 = 0
And 1 = 2 & 2 = 2 ln are both solutions

Check:
First solution: 1 = 2
2
3
= 2
= 2 2 = 2 & 3 = 0
Implies, 3 0 2 2 + 4 2 = 4 2 + 4 2 = 0
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E.g. 3
3
3
+ 4 = 0
And 1 = 2 & 2 = 2 ln are both solutions

Check:
Second solution: 1 = 2 ln
= 2 ln
1
= 2 ln + 2
= 2 ln +
3 2
2
= 2 ln + + 1 = 2 ln + 3 3 =
Implies, 3
2 2 ln + + 4 2 ln = 2 2 4 2 ln 2 2 + 4 2 ln = 0
By superposition = + is also a solution

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Linear (Dependence & Independence)
Definition:
A set of functions 1 , 2 , , () is said to be
linearly dependent on an Interval if there exists
constants , , , not all zero such that:
+ + + =
A set of functions is linearly independent on an interval

if the only constants for which
+ + + =
are = = = = =
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Linear (Dependence & Independence)
Definition:
A set of functions 1 , 2 , , () is said to be
linearly dependent on an Interval if there exists
constants , , , not all zero such that:
+ + + =
A set of functions is linearly independent on an interval

if the only constants for which
+ + + =
are = = = = =
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Wronskian
Definition:
Suppose each of the functions 1 , 2 , , ()

possesses at least 1 derivatives
Then
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1 , 2 , ,
1 2
1 2
=
(1)
(1)
(1)
1
2

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31

Wronskian
Criterion for Linearly Independent solutions
Let 1 , 2 , , be n-solutions of the homogeneous linear nth order differential
equation on an interval .
Then the set of solutions is linearly independent on if and only if
, , ,
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Wronskian
E.g.
, , ,
1 = 3 and 2 = 3 are both the solutions of the homogeneous linear

equation 9 = 0; = (, )
Check:
3 , 3
=
3 3
3
3 3
= 3 3 3 3 3 3
= 3 3 = 6 0
Thus, = + is the general solution

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33

Wronskian
E.g.
, , ,
6 + 11 6 = 0
The functions 1 = ; 2 = 2 & 3 = 3 satisfy the D.E. above

Check:
, 2 , 3
2
= 2 2
4
= 2 6 0
2
2 2
4 2
3 3 2
9 3

3
3 3
9 3
3 3 + 3
9 3

2 2 =
4 2
Hence, , , form a fundamental set & = + + is the general

solution
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Non Homogeneous Equations

1
+ 0 = ()
1
1

1
,where () 0
If (free of arbitrary parameter) satisfies the equation above, is called

particular solution
E.g. + 9 = 27
Let = 3 + 9 = 0 + 9 3 =
If 1 , 2 , , are solutions of Homogeneous equations and is any particular

solution,
= 1 1 + 2 2 + + +
General solution
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Complementary S
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Particular
Solution
35

E.g.
6 + 11 6 = 3 non-homogeneous equation
Let =
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. Is it a solution?
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36

E.g.
1
= ; = 0; = 0
2

6 + 11 6 = 3 ; =
11
12
1
11 1
6 + 11 6 = 0 6 0 + 11
6

2
12 2
11 11
=
+
+ 3 =
2
2
Verified.
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37

Homogeneous Equation:
6 + 11 6 = 3 ; =
6 + 11 6 = 0
11
12
Let = 1 + 2 2 + 3 3 be a complimentary solution

Hence, the general solution is given by:
= 1
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+ 2
+ 3
11 1
+ ( )
12 2
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Section 3.2
Reduction of Order
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Reduction of Order
Introduction
2nd ..: 2 + 1 + 0 = 0
Solution: = 1 1 + 2 2
Where 1 &2 are linearly independent (L.I.) solutions on

Objective:
Assume that we know 1 () solution
seek a 2nd solution 2 () such that 1 & 2 () are independent on
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Reduction of Order
Introduction
Approach:
Recall if 1 & 2 () are L.I. => 2 is non-constant

1
2
1
= 2 = 1 ()
Seek to find () in order to find

= ()
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Reduction of Order
E.g. Given
2
2
= 0; = (, ) and assume that 1 = is a solution. Find
a second solution 2
Check:
=
= 2 =
And substituting back in the equation,
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2
2
= =
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Reduction of Order
Let = 1 =
= +
2
2 = + + +
2
2 = + 2 +
Hence,
2
= 0 + 2 + = 0
2
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Reduction of Order
2
= 0 2 + = 0
2
+ 2 = 0
But 0.
+ 2 = 0
Let = change of variable

+ 2 = 0
(Linear First Order D.E.)
+ 2 = 0
= 2
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Reduction of Order
= 2
= 2
= 2
ln = 2 +
= 2+ = 2 = 2 1
= 1 2
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Reduction of Order
Introduction
= 1 2
But = = 1 2
Hence, = 1 2
1
=
1 2 + 2
2
Hence, = =
=
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1
+ 2
2
1 2
= 1 2
+ 2
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Reduction of Order
=
1
+ 2
2
Let, 1 = 2 & 2 = 0 2 =
Let us check for independence in the two solutions

= = 1 1 = 2 0
& are independent
General solution: = 1 + 2
Wronskian
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Reduction of Order
Check:
= 1 + 2
= 1 2
2
2 = 1 + 2
Hence,
2
= 1 + 2 1 + 2 =
2
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Reduction of Order
General case:
2 + 1 + 0 = 0
2 +
1 0
+
= 0
2
2
P(x)
Q(x)
+ + = 0
& () are continuous on
Assume 1 is a known solution on and 1 0

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Reduction of Order
Introduction
Let = 1
= 1 + 1
= +
= 1 + 1 + 1 + 1

=
+ +
Now, + + = 0
Replacing,
1 + 2 1 + 1 + 1 + 1 + 1 = 0
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50
Reduction of Order
Rearranging terms,
1 + 2 1 + 1 + 1 + 1 + 1 = 0
1 + 1 + 1 + 1 + 21 + 1 = 0
=0 since 1 is a solution
1 + 21 + 1 = 0
Let = change of variables =
1 + 21 + 1 = 0 linear and separable

1 = 21 + 1 1
1
1
=
2
+ 1
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= 2
+ 1
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51
Reduction of Order
1
1
=
2
+ 1
1
= 2

ln = 2 ln 1 +
ln + 2 ln 1 = + ln + ln 12 = +
ln 12 = +
12 = + = = 1
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Reduction of Order
12 = 1 = 1 /12
But,
1
=
=
12
1
1
=
=
12
12

= 1
+ 2
12
Let 1 = 1 & 2 = 0 & note: 2 = 1 ()

=
; =

()
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Reduction of Order
E.g. 2 3 + 4 = 0; 0,
Let 1 = 2 be a solution. Find a 2nd solution 2 () and the general solution

()
Solution:
2 3 + 4 = 0

3 4
+ 2 = 0
2
3
4
+ 2 = 0
P(x)
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Q(x)
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54
Reduction of Order
According to our derivation, 2 = 1
= 2
= 2

12 ()
2 3 + 4 = 0
3 ln
ln
3
2
2
2
= 4 = 4 = 4
1
= 2 = 2 ln
=
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General solution: = +
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Reduction of Order
2 3 + 4 = 0
Check:
= 1 2 + 2 2 ln
= 2 1 + 2
2
2 ln +
= 21 + 22 ln + 2
= 21 + 22 ln +
+ 2
= 21 + 22 ln + 22 + 2 = 21 + 32 + 22 ln
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Reduction of Order
2 3 + 4 = 0
We know,
= 1 2 + 2 2 ln
= 21 + 22 ln + 2
&
= 21 + 22 ln + 22 + 2 = 21 + 32 + 22 ln
Replace in D.E.:
2 21 + 32 + 22 ln 3x 21 + 22 ln + 2 + 4 1 2 + 2 2 ln
= 21 2 + 32 2 + 22 ln 2 61 2 62 2 ln 32 2 + 41 2
+ 42 2 ln
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Section 3.3
Homogeneous Linear Eq. with
Constant Coefficients
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Homogeneous Linear Eq. with Constant Coefficients
Introduction

+ () + + + =
order Linear
Constant Coefficients
Differential Equation
; = 0,1, , are real constant coefficients and 0
Objective:
To find a solution to the above homogeneous solution
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Auxiliary Equation
Consider the special Case ( 2nd order LCCDE) given as: + + = 0
Try a solution of the form =

=
= 2
Substituting back in the given D.E., 2 + + = 0

2 + + = 0
Now,
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+ + =
Auxiliary Eqn. of the LCCDE

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Introduction
+ + = Auxiliary Eqn. of the LCCDE
The only way that = can satisfy the D.E. is if 2 + + = 0

Hence, choose as the root of the equation to solve the problem
1,2
2 4
=
2
The 2 4 leads to 3 cases:
1)
2)
3)
2 4 > 0
2 4 = 0
2 4 < 0
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Introduction
Case 1: >
1,2
Here, 1 & 2 are real and distinct
2 4
=
2
2 solutions: 1 = 1 & 2 = 2
1 &2 are linearly independent
= 1 1 + 2 2 is the general solution
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Introduction
Case 2: =
1 = 2 =
Digression:

1 = 1 & 2 = 1
2
+ = 0
2 = 1
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+ + = 0
P(x)
1,2
2 4
=
2
Q(x)
= 1
21
Dr. Eli Saber
21
= 1 2
1
(Note: 1 =
= 21 )
63
Introduction
21
21
1
1
2 =
2 =
2
1
1
1,2
2 4
=
2
= 1 = 1
2 = 1
General solution: = 1 1 + 2 1
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Introduction
Case 3: <
1 & 2 are complex conjugate numbers
1,2
2 4
=
2
1 = + & 2 =
, > 0 and are real
2 = 1
= 1
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Introduction
Since = 1
1 = 1
=
+ 2
Choose 1 = 2 = 1
+
+ 2
= +
= 2 cos
1 = 2 cos
is a solution 1 &2
Choose 1 = 1 & 2 = 1
2 = 1
=
+ 2
=
= 2 sin
2 = 2 sin
General solution: = +
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Alternate Derivation:
= 1
+ 2
= 1 + 2
= 1 cos + sin + 2 cos sin
= 1 cos + 1 sin + 2 cos 2 sin

= 1 + 2 cos + 1 2 sin
Hence,
= +
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Example:
a) 2 5 3 = 0
Now, 22 5 3 = 0
2 + 1 3 = 0
1 =
1
; = 3
2 2
General solution: = 1
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+ 2 3
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b) 10 + 25 = 0
2 10 + 25 = 0
5
=0
1 = 2 = 5
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c) + 4 + 7 = 0
2 + 4 + 7 = 0
=
=
=
4 2 4(1)(7) 4 16 28
=
2(1)
2
4 12 4 12 1 4 12
=
=
2
2
2
4 2 3
= 2 3
2
General solution:
= 1
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2+ 3
+ 2
2 3
or = 2 1 cos 3 + 2 sin 3
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Two important Equations

+ 2 = 0 & 2 = 0
:real
Where do we see these equations??
Ref. D. Zill & W. Wright, Advanced

Engineering Mathematics. 5th Ed.
Ref. D. Zill & W. Wright, Advanced

Engineering Mathematics. 5th Ed.
D.E. Free of Undamped Motion:
2
2
+ 2 = 0
With the solution: = +

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HOW?
71

+ 2 = 0 & 2 = 0
:real
2 + 2 = 0
2 = 2 = 2 2
Which results in:

= 1 + 2 or = 1 cos + 2 sin
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+ 2 = 0 & 2 = 0
:real
2 2 = 0
2 = 2
Which results in:

= 1 + 2
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Note: 2 = 0 = +
1
2
If 1 = 2 = =
If 1 =
1
2
1
2
1
2
& 2 = =
1
2
1
2
= cosh
1
2
= sinh
Since cosh & sinh are linearly independent
Alternate solution of 2 = 0 is = +
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Higher Order Equations

1

+ 1
+ + 1
+ 0 = 0

1
,where , = 0,1, , are real constants
Auxiliary Equation: + 1 1 + + 2 2 + 1 + 0 0 = 0
Case 1:
If all roots are distinct general solution is given by:

= 1 1 + 2 2 + +
(similar to a 2nd order D.E.)

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Case 2:
For multiple roots, if 1 is a root with multiplicity
i.e. roots equal to 1
Then the general solution will have terms: 1 , 1 , 2 1 ,, 1 1
Case 3:
Complex roots appear in conjugate pairs when the coefficients of the D.E. are real
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76

E.g. + 3 4 = 0
Auxiliary equation: 3 + 32 4 = 0
By inspection, 1 = 1 is a root since 1
+3 1
4 = 1 + 3 4 = 4 4 =
Dividing the Auxiliary equation 3 + 32 4 = 0 by 1

, we get 2 + 4 + 4
1 2 + 4 + 4 = 3 + 32 4
1 2 + 4 + 4 = 0
1 + 2
=0
Roots: 1 = 1, 2 = 3 = 2
General solution: = + +
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Section 3.4
Undetermined Coefficients
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Solve a non-homogeneous Linear Differential Equation:
+ 1 1 + + 1 1 + 0 0 =
By:
1. Finding a complementary solution for the homogeneous equation.
2. Finding a particular solution .
: = +
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Method of undetermined coefficient
Educated guess about the form of
Method is limited to non-homogeneous linear D.E. such that:

1. The coefficient , = 0,1,2, , are constant.
2. is a constant, polynomial function, exponential function, sin or cos or
finite sums and products of these functions.
E.g.: = 10; = 2 5,
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Ref. D. Zill & W. Wright, Advanced Engineering Mathematics. 5th Ed.
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E.g. 1:
+ 4 2 = 2 2 3 + 6

Step 1: Solve the associated Homogeneous equation.
+ 4 2 = 0
2 + 4 2 = 0 =
=
4 16 4 1 2
2
4 24 4 2 6
=
2
2
= 2 6 1 = 2 6 2 = 2 + 6
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= 1 1 + 2 2
= 1
2 6
1 = 2 6 2 = 2 + 6
+ 2
2+ 6
Step 2: Note () is a quadratic assume a particular solution of quadratic form.
(See Table 3.4.1)
= 2 + +
= 2 + = 2
Substitute into D.E.
+ 4 2 = 3 2 3 + 6
2 + 4 2 + 2 2 + + = 2 2 3 + 6
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2 + 8 + 4 2 2 2 2 = 2 2 3 + 6
2 + + + = 2 2 3 + 6
2 = 2 = 1
8 2 = 3 2 = 8 + 3 = 8 1 + 3 = 5
5
2 = 5 =
2
2 + 4 2 = 6 2 = 2 + 4 6 = 2 1 + 4
2 = 2 10 6 2 = 18 = 9
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5
2
6
84
5
= 2 9
2
= 1
2 6
+ 2
2+ 6
: = +
=
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E.g. 2: + = 2 sin 3
Step 1: Find + = 0
2 + 1 = 0 =
1 3 2
1
3
=
=
2
2
2
1 =
3
3
1
1
+
2 =
2
2
2
2
= 1
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1 14 1 1
2
1
3
+
2
2
+ 2
1
3

2
2
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86
Step 2: . = cos 3 + sin 3 (see Table 3.4.1)
= 3 sin 3 + 3 cos 3
= 9 cos 3 9 sin 3
+ = 2 sin 3
9 cos 3 9 sin 3 3 sin 3 + 3 cos 3 + cos 3 + sin 3

= 2 sin 3
9 cos 3 9 sin 3 + 3 sin 3 3 cos 3 + cos 3 + sin 3 = 2 sin
9 cos 3 3 cos 3 + cos 3 9 sin 3 + 3 sin 3 + sin 3 = 2 sin

+ + = 2 sin
3 8 = 2 8 3 = 0
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87
6
16
=
73
73
6
16
=
cos 3 sin 3
73
73
: = +
=
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E.g. 3: Using superposition
2 3 = 4 5 + 6 2
Given:
()
()
2 3 = 4 5 + 6 2
polynomial exponential
Step 1: = 1 + 2 3
Step 2: Find
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2 3 = 0
2 3 = 4 5 + 6 2
2 2 3 = 0
( 3)( + 1) = 0
1 = 3, 2 = 1
Complimentary Solution: = 1 + 2 3
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= 1 + 2
= + + 2 + 2
:for ()
2 3 = 4 5 + 6 2
:for ()
= + 2 + 2 2 + 2 2
= 2 2 + 2 2 + 2 2 + 4 2
2 3 = 4 5 + 6 2
Substitute :
2 2 + 2 2 + 4 2 + 4 2 2 2 2 4 2 4 2 3
3 3 2 3 2 = 4 5 + 6 2
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2 3 = 4 5 + 6 2
3 2 3 3 2 + 2 2 3 = 4 5 + 6 2
4
3
3 = 4 =
2 3 = 5 3 = 5 + 2 = 5 + 2
3 = 5
8
15 8
23
23
= =
=
3
3 3
3
9
3 = 6 = 2
4
3
2 3 = 0 3 = 2 = 2 2 = 4 D =
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4
3
92
4
23
4
= +
2 2 2
3
9
3
2 3 = 4 5 + 6 2
: = +
= + +

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E.g. 4: 5 + 4 = 8
Step 1: Find = 1 + 2 4
Step 2: Find =
= =
Re-substituting back 5 + 4 = 8
0 = 8 =
Note: = 1 + 2 4 =
Not Independent
is already present in is a solution of the homogeneous equation.

when substituted into the D.E. produces zero
(see case II in section 3.3)
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=
= + = + + = 2 +
= 1 + 2 4
2 + 5 + + 4 = 8
2 + 5 5 + 4 = 8
3 = 8 3 = 8 =
8
=
3
Now, = +
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8
3
= +
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95
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Case I: No function in the assumed particular solution is a solution of the
associated Homogeneous Differential Equation.
E.g. 5.1
8 + 25 = 5 3 7
8 + 25 = 5 3 7
Homogeneous solution: = 4 1 cos 3 + 2 sin 3

Assume = 3 + 2 + +
Note no duplication of terms between

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E.g. 5.2
+ 4 = cos
= 1 cos 2 + 2 sin 2
= + cos + + sin
No duplication of terms between
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E.g. 6: 9 + 14 = 3 2 5 sin 2 + 7 6
Given = 1 2 + 2 7
(computer earlier)
Since has various terms, form by superposition

3 2
1 = 2 + +
7 6
3 = + 6
5 sin 2 2 = cos 2 + sin 2
= 1 + 2 + 3
= 2 + + + cos 2 + sin 2 + + 6
Note: No duplication of terms between
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Case II: A function in the potential particular solution is also a solution of the
associated Homogeneous Differential Equation.
E.g. 7: 2 + =
With = 1 + 2
(computed earlier)
What do we assume for ?
= will fail since is part of
= will fail since is part of
= 2
= 2 + 2 = 2 + 2 + 2 + 2
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2 + 4 + 2 4 2 2 + 2 =
1
2 = 2 = 1 =
2
= + +
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Hence if consists of no terms similar to Table 3.4.1 and that:
= 1 + 2 + +
(assumption)
Where , = 1, 2, 3, , are potential particular solution
Multiplication rule: If any contains terms that duplicate terms in ,

then that must be multiplied by , where n is the smallest positive
integer that eliminates that duplication
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E.g. 8: + = 4 + 10 sin
Initial conditions: = 0; = 2
Step 1: + = 0
2 + 1 = 0 2 = 1 = 2 =
= 1 + 2 = 1 cos + 1 sin + 2 cos 2 sin

= 1 + 2 cos + 1 2 sin
= 1 cos + 2 sin
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+ = 4 + 10 sin
= 4 + 10 sin
4 +
10 sin cos + sin

(but these are part of )
= cos + sin
= + + cos + sin
= + cos + sin
+ sin + cos
= + cos sin + sin + cos

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+ = 4 + 10 sin
= sin sin + cos + cos + cos sin
= sin sin cos + cos + cos sin

= 2 sin + 2 cos cos sin
We have: + = 4 + 10 sin
2 sin + 2 cos cos sin + + + cos + sin

= 4 + 10 sin
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+ = 4 + 10 sin
2 sin + 2 cos cos sin + + + cos + sin

= 4 + 10 sin
+ 2 sin cos + cos + 2 cos sin + sin
= 4 + 10 sin
+ + + = + + +
= 4 = 4
= 0
2 sin = 10 sin 2 = 10 = 5
2 cos = 0 = 0
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WE know, = + + cos + sin
& = 4, = 0, = 5, = 0
+ = 4 + 10 sin
=
We know: = +
= 1 cos + 2 sin + 4 5 cos
Initial conditions: = 0 = 2
= 0 0 = 1 cos + 2 sin + 4 5 cos
0 = 1 + 0 + 4 + 5 1 = 9
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= 2
= 1 sin + 2 cos + 4 5 cos sin
+ = 4 + 10 sin
= 4 5
2 = 9 sin + 2 cos + 4 5 cos + 5 sin

2 = 2 + 4 + 5 2 = 9 2 2 = 7
Therefore:
= + +
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Summary
To solve a non-Homogeneous D.E.

+ 1 1 + + 1 1 + 0 0
=
Step1: Finding a complementary solution

by equating it to 0.
Step2: Finding a particular solution .
Step3: = +
In case of multiple additive terms in the right

hand side that constitute (), take into
account all factors contributing to
Multiplication rule: If any contains terms

that duplicate terms in , then that
must be multiplied by , where n is the
smallest positive integer that eliminates that
duplication
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Section 3.5
Variation of Parameters
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See also section 2.3 for first order differential equations
Advantages:
Always yields a particular solution assuming can be found.
Not limited to cases such as the described in Table 3.4.1 (slide 109)
Not limited to differential equation with constant coefficients.
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Given
Divide by 2
2 + 1 + 0 =
+
1
0

+
=
2
2
2
()
()
()
+ + = (similar to + () = ())
Assumptions:
(), (), () are continuous on some interval
can be found
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Method:
For first order differential equation + = ,
seek a solution
= () ()
(): fundamental solution for homogeneous D.E
For second order D.E + + = ,
seek a solution
= + () ()
, (): fundamental solution for homogeneous D.E

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= 1 1 + 2 2
= 1 1 + 1 1 + 2 2 + 2 2
= 1 1 + 1 1 + 1 1 + 1 1 + 2 2 + 2 2 + 2 2 + 2 2
Substitute into D.E:
+ + =
1 1 + 1 1 + 1 1 + 1 1 + 2 2 + 2 2 + 2 2 + 2 2
1 1 + 1 1 + 2 2 + 2 2
+ 1 1 + 2 2 = ()
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Rearranging the equations,
Since 1 & 2 are the solutions to

the homogeneous equation
=
1 1 + 1 + 1 + 2 2 + 2 + 2
+1 1 + 1 1 + 2 2 + 2 2 + 1 1 + 2 2 + 1 1 + 2 2 = ()
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1 1 + 1 1 + 2 2 + 2 2 + 1 1 + 2 2 + 1 1 + 2 2 = ()
+
+ 1 1 + 2 2 + 1 1 + 2 2 = ()
1 1 + 2 2 + [1 1 + 2 2 ] + 1 1 + 2 2 = ()
Have two unknown functions 1 & 2

Need two equations
make further assumption that + =
+ = ()
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Hence, we have two equations with two unknowns:

11 + 22 = 0
1 1 + 2 2 = ()
(1)
(2)
Solve for 1 & 2 & then integrate to get 1 & 2
Using Cramers rule:
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1
1
2
0
1 =
2 2
()
Dr. Eli Saber
117
We have,
Note:
1
W
1
1
1
2
0
1 =
2 2
()
()
()
=
&

2
2 1 & 2
Hence,
Since y1 & y2 are independent W
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Summary: Given
2 + 1 + 0 = ()
1. Put Eq. into standard form by dividing throughout by a2(x)

1 0

+
+ =
2
2
2 ()
()
()
()
2. Find the complementary solution = 11 + 22
3. Compute Wronskian of 1 & 2 = 1

1
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2
119
4. Compute 1 & 2 using:
0
2
1
0
1 ()
() 2
=
1 =
2
2
1 2
1
1 2
1 2
5. Find 1 & 2 by integrating 1 & 2 respectively.

6. Form = 1()1() + 2()2()
7. General Solution: = +
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Note:
When integrating 1 & 2, you dont need to introduce any constants because:
= 11 + 22
1 = 1 + 1 , 2 = 2 + 2
= (1 + 1)1 + (2 + 2)2
1 , 2 are constants
= + = 11 + 22 + 11 + 11 + 22 + 22
Rearranging, = (1 + 1)1 + (2 + 2)2 + 11 + 22

= 1 + 2 + 11 + 22
Where, 1 &2 : constants computed using initial conditions or boundary conditions

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E.g.1:
4 + 4 = + 1 2
1. Equation is already in standard form: 4 + 4 = + 1 2

2. Find : 2 4 + 4 = 0 2
1 = 2 = 2
= 1 2 + 2 2
3. Compute
()
2
=0
2
1 2
= = 2
1
2
2
()
()
2
2 + 2 2
= 2 2 + 2 2 2 2 2 = 4 + 2 4 2 4
= 4
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4. Compute 1 & 2
1 =
0
+ 1 2
2
2 =
2 2
Now,
2
2 = +
+ 2
4 + 4 = + 1 2
= 1 2 + 2 2
= 4
0
= +
2
+ 1
+
1
1
=
= + 1 1 = 2
1 =
4
1 = 2
1 3 2
1 =
2
3
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123
4 + 4 = + 1 2
= 1 2 + 2 2
= 4
2 = + 1 4
1 3 2
1 =
2
3
Now,
2
2
+ 1 4
=
=
= + 1 2
2 = + 1
2
2 =
+
2
Hence,
= 1 1 + 2 2
1
= 3
3
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2
2
2 +
+ 2
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124
1
= 3
=
2 +
+ 2
1 3 2 1 2 2 1 3 2
+ + 2 2
3
2
2
1 3 2 1 2 2
= +
6
2
And, = +
=
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4 + 4 = + 1 2
= 1 2 + 2 2
= 4
2 = + 1 4
1 3 2
1 =
2
3
2
+
2 =
2

+ +
Dr. Eli Saber
125
E.g.2:
+ 4 =
Sec. 3.4. E.g. 4 (slide 94-95)
1. Equation is already in standard form: 5 + 4 = 8

()
()
2. Find : 2 5 + 4 = 0 ( 1)( 4) = 0
1 = 1&2 = 4
()
= 1 + 2 4
3. Compute
1 2
= =
1
2
= 4 4 4 = 4 5 5
= 3 5
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4 4
126
4. Compute 1 & 2
0
2
0
4
4
8 5
8
() 2
8
4
1 =
=
=
3 5
3 5
3
5 + 4 = 8
= 1 + 2 4
= 3 5
1
0

0
2
8
8
8 3
()
1
2 =
=
=
=
3 5
3 5 3
5. Find 1 2
8
8
1 = =
3
3
8 3
8 3
2 =
=
3
9
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5 + 4 = 8
= 1 + 2 4
= 3 5
8
8
1 = & 2 = 3
3
9
Hence,
= 1 1 + 2 2
8
8
= + 3 4
3
9
8
8
=
3
9
And, = +
= +
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We got,
= +
From Sec. 3.4. E.g. 4 (slide 94-95), we have:
= +
as the solution.
8
3
8
9
8
9
8
3
Notice, = 1 + 2 4 = 1 + 2 4
8
8
4
= 1
+ 2
9
3
=
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8

3
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129
Generalize method to linear nth order D.E.
() + 1 (1) + + 1 + 0 =
If c = 11 + 22+. . . + is the complementary function

, then a particular solution is:
= 1()1() + 2()2()+. . . + () ()
,where the , = 1,2, , are determined by the eqn.
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1 1 + 2 2 + + = 0
1 1 + 2 2 + + = 0
(1)
(1)
1
1
1 + 2
2 + +
= ()
Dr. Eli Saber
130
1
1
And, =
2
2
= 1,2, ,
0
0
Where, 1 =
()
2
2
2 (1)
1
0
0
2
=
()
(1)

can be computed by integrating ; = 1,2, ,
= 1()1() + 2()2()+. . . + () ()
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131
Summary
Given
2 + 1 + 0 = ()
1. Put Eq. into standard form by dividing

throughout by a2(x)
1 0

+
+ =
2
2
2 ()
2. Find = 11 + 22
Verify for the D.E.
3. Compute = 1 2
1
2
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4. Compute 1 & 2 using:

0
2
1
0
1 ()
() 2
=
1 =
2
2
1 2
1
1 2
1 2
5. Find 1 & 2 by integrating 1 & 2
respectively.
6. Form = 1()1() + 2()2()
7. General Solution: = +
verify the solution for the D.E.
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132
Section 3.6
Cauchy-Euler Equations
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133
Any linear Differential Equation of the form:
1
1
+
+ 0 = ()

1
1

1
, where , 1 , , 1 , 0 are constants
And the degree at
matches the order of the differentiation
is called a Cauchy-Euler Equation

E.g.
same
1) 2
same
2
4 = 0
2) 2 2 3
+ 3 = 2 4
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General
2nd
order:

2 2
+ = 0
Homogeneous
Proceed to develop solution for 2nd order and then generalize.

2
+
+ = 0
Note: 2 = 0 @ = 0 confine attention to interval 0,

For (, 0), let =
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135
Try a solution of the form =
2
1
=
& 2 = 1 2
+ = 0
2
2 1 2 + 1 + = 0
1 + + = 0
1 + + = 0
2 + + = 0
2 + + = 0
Thus, = is a solution of the D.E. whenever is a solution to the auxiliary equation

+ + =
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Case 1: Distinct Real Roots
If 1 & 2 are the real roots of 2 + + = 0 with 1 2
1 = 1 & 2 = 2 form a fundamental set of solutions
and the general solution is = 1 1 + 2 2
General case: = 1 1 + 2 2 + + order
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137
E.g.

2 2
= 1
4 = 0
2
= 1 2
2
Assume = as the solution.
2 1 2 2 1 4 = 0
1 2 4 = 0
1 2 4 = 0
2 2 4 = 0
2 3 4 = 0
Auxiliary Equation
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138
2 3 4 = 0
+ 1 4 = 0
= 1 = 4
Hence,
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= +
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139
Case 2: Repeated Real Roots
If the roots are repeated i.e. 1 = 2 , only one solution: =
2 + + = 0
=
For 1 = 2 ,

= 4
Hence, 1 = 2 =
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4 = 0
()
2
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140
Construct a second solution like Section 3.2.
2
+
+ = 0
2
2+ 2
+
= 0
2
2
2+
+ 2 = 0

()
Q()
Let = 1
= 1 + 1 & = + 2 1 + 1
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141
2
+
+
= 0
2 2
Replace 1 , 1 , 1
1 + 2 1 + 1 +

= 1
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1 = 1
= 1
= 1 + 1
= + 2 1 + 1
1 + 1 + 2 1 = 0
+
+
+ 1 + 21 +
1 2 1
1
=0 since = is a solution
= 0
+
1 = 0
Dr. Eli Saber
142
1
+
1 = 0
Let = 1 + 21 +
1
= 2 1 +

1 = 0
1 = 1
= 1
= 1 + 1
= + 2 1 + 1
=
21 +

1
1
= 2

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143
1 11
= 2

1
1

= 2

ln || = 2 1 ln ln +
= 2

1 = 1
1 = 1 11
ln || + 2 1 ln + ln =
ln + ln
ln
2
1
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21
+ ln
Dr. Eli Saber
144
ln
2
1
2
1
But =
21
= 21
=
2
1

Now, 2 = 1 =
=
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2

21 =
1 =
= 1 1
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145
2 = 1 1
2 = 1 ln = 2 1 ln
General solution:
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= +
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146
E.g.
4 2 + 8 + = 0
= 1 1 + 2 1
Let = = 1 = 1 2
4 2 1 2 + 8 1 + = 0
4 1 + 8 + = 0
42 4 + 8 + 1 = 0
42 + 4 + 1 = 0
2 + 1
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= 0 =
1
2
Repeated roots
Dr. Eli Saber
147
Note:
For higher order equations, if 1 is a root of multiplicity
1 , 1 ln , 1 ln 2 , , 1 ln
are linearly independent solutions
= + +
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+ +
148
Case 3: Conjugate Complex Roots
If the roots are conjugate pairs i.e. 1 = + & 2 =
= + +
(, > 0)
We can rewrite that in terms of & as:

= ln
= ln
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= ln = cos ln + sin( ln )
= ln = cos ln sin( ln )
Dr. Eli Saber
149
We have, = 1 + + 2
= 1 ln + ( ln ) + 2 ln ( ln )
= 1 ln + 1 ln + 2 ln 2 ln
= 1 ln + 2 ln + 1 ln 2 ln
= ln {1 + 2 } + {1 2 } ln
= +
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150
E.g.
4 2 + 17 = 0
with I.C. 1 = 1; 1 =
Let = = 1 = 1 2
1
2
4 2 1 2 + 17 = 0
4 1 + 17 = 0
42 4 + 17 = 0
Auxiliary Eqn. : + =
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Auxiliary Eqn. : 42 4 + 17 = 0
4 16 4(4)(17) 4 16 272 4 256 2

=
=
=
8
8
8
4 4 64 2 4 (8) 1
=
=
= 2
8
8
2
=
+ & =
1
= & = 2
2
=
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152
Now,
I.C. 1 = 1; 1 =
1 = 1 1 = 1
1
2
1 = 1 1 1 +2 0
1 =
=1
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1
2
1
2
1
2
1 2 +2 2
1 2 1 +2 2 1
1 = 1
1
1 1
2
cos 2 ln + 2 sin 2 ln
2
1 1
2 2 2 sin
1
2
2
+
2 ln + cos 2 ln
Dr. Eli Saber
153
=1
1
1 1
2 cos 2 ln + 2 sin 2 ln
2
1
= 1
2
2 1
1 1
2 sin
2
1 cos 0 +
2
+2
1
12
2 1
1
2
2
+
1
2
1 2 +2 2
1 = 1
2 ln + 2 cos 2 ln
sin 0
2
1
sin 0 + 1
1
2
+
cos 0
2
1
1
1
1 1
= 1
+2 2 = + = 0 2 = 0
2
2
2 2
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= ( )
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154
E.g.
3
3
2
2
+
5
+
7
+ 8 = 0
3
2
Assume = = 1 = 1 2
= 1 2 3
3 1 2 3 + 5 2 1 2
+7 1 + 8 = 0
1 2 + 5 1 + 7 + 8 = 0
2 3 + 2 + 52 5 + 7 + 8 = 0
3 32 + 2 + 52 + 2 + 8 = 0
3 + 22 + 4 + 8 = 0
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155
3 + 22 + 4 + 8 = 0
+ 2 2 + 4
Auxiliary Equation
2 + 4 = 0
2 = 4
2 = 4 2
= 2
=0
+ 2 2 + 4 = 0
+ 2 + 2 2 = 0
1 = 2, 2 = 2, 3 = 2
Solution:
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= + +
or
= + ( ) + ( )
Dr. Eli Saber
156
E.g.
2 3 + 3 = 2 4
Non Homogeneous Eqn. solve associated Homogeneous Eqn.

2 3 + 3 = 0
Assume = = 1 = 1 2
2 1 2 3 1 + 3 = 0
2 3 + 3 = 0
2 3 + 3 = 0
2 4 + 3 = 0
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157
2 4 + 3 = 0
2 3 + 3 = 2 4
Auxiliary Equation
Auxiliary Eqn. 2 4 + 3 = 0 1 3 = 0 1 = 1 & 2 = 3
= +
Utilize Variation of Parameters to solve for particular solution
,where 1 = & 2 = 3
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= 1 1 + 2 2
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158
Note: To use Variation of Parameters
must transform the equation
Divide by 2 ,
2 3 + 3 = 2 4
3 3
2 4
2 + 2 =
2
3 3
+ 2 = 2 2
()
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2 3 + 3 = 2 4
= 1 + 2 3
1 = &2 = 3
()
Dr. Eli Saber
()
159
Form all Wronskians:
1
=
1
=
2
1
0
1 =
()
2 =
3 = 3 3 3 = 2 3
3 2
2
0
=
2
2 2
0
= 2 3
2
3 = 2 5
3 2
2 3 + 3 = 2 4
= 1 + 2 3
1 = &2 = 3
= 2 2
2
1
1 =
=
= 2
3
2 2 3
=
=
=
3
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160
Integrate 1 & 2 to get 1 &2 :
2 3 + 3 = 2 4
= 1 + 2 3
1 = &2 = 3
= 2 2
1 = 2
2 =
2 = 2 = =
1 = 1 = 2
Integration by parts
Let = 2 = 2 ; = =
1 = 2 2
1 = 2 + 2
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161
1 =
2 3 + 3 = 2 4
= 1 + 2 3
1 = &2 = 3
= 2 2
1 = 2
2 =
1 = 2 + 2
= +
Now, = 1 1 + 2 2 = 2 + 2 2 + 3
= 3 + 2 2 2 + 3 =
= +
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= + +
Dr. Eli Saber
162
Summary
Identified when matches the order of

the differentiation

= 1 1 + 2 1 +
3 1 2 + +
1 1
+ 0 = ()
1

Step1: Obtain Complementary Solution( )

Consider =
Try the form =
Auxiliary Equation:
+ + =
Obtain roots for the equation

= 1 1 + 2 2 + +
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=
1 +2
Step2: Obtain Particular Solution ( )
Use either Undetermined Coefficients

(3.4) or Variation of Parameters (3.5)
Step3: Combine to obtain general solution

= +
Step4: Verify the solution
Dr. Eli Saber
163
Section 3.8
Linear Models
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164
Linear Models
3.8.4. : Series Circuit (LRC)
R
Note:
=
=
;
2
=
Kirchoffs Voltage Law:
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= =
= +
()
1
+

charge
Dr. Eli Saber
165
Linear Models
R
1
= + +

2
=
+ 2 +
()
2

+ 2 + =
=
1
; =
(): forcing function
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166
Linear Models
+ 2 + =
R
E
Rearranging the equation, we get:

2
1
2 +
+ =

Auxiliary Eqn: 2 + + = 0
=
2 4
2
4
2
=
2
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()
(Assume = 0)
Dr. Eli Saber
167
Linear Models
=
If
If
If
Now,
> over damped
= critically damped
< under damped
4
2 4
2
=
=
2
2
2
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()
Dr. Eli Saber
168
Linear Models
E.g.
= 0.25; = 10; = 0.001
E=0V
= 0; 0 = 0 ; 0 = 0
R=10
()
L= 0.25
C= 0.001
Solution:
2
1
2 +
+ = 0 0.25 + 10 + 1000 = 0

+ 40 + 4000 = 0
Aux. Eq.: 2 + 40 + 4000 = 0

=
40 1600 4(1)(4000) 40 1600 16000

=
2
2
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Dr. Eli Saber
169
Linear Models
40 14400
=
2
40 14400 2 40 16(900) 2
=
=
2
2
=
= 0.25; = 10; = 0.001

= 0; 0 = 0 ; 0 = 0
Aux. Eqn. 2 + 40 + 4000 = 0
40 4 30
=
2
1 = 20 + 60 & 2 = 20 60
Hence: = 20 & = 60
= 20 1 cos 60 + 2 sin 60
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170
Linear Models
0 = 0
= 0.25; = 10; = 0.001

= 0; 0 = 0 ; 0 = 0
Aux. Eqn. 2 + 40 + 4000 = 0
= 20 1 cos 60 + 2 sin 60
0 = 0 1 cos 0 + 2 sin 0
0 = 1 1 + 0
1 = 0
Hence, we now have:

= +
20 20 [0 cos 60 + 2 sin 60]

=
=
+ 20 [600 sin 60 + 602 cos 60]
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171
Linear Models
20 20 [0 cos 60 + 2 sin 60]
=
+ 20 [600 sin 60 + 602 cos 60]
But 0 = 0
= 0.25; = 10; = 0.001

= 0; 0 = 0 ; 0 = 0
Aux. Eqn. 2 + 40 + 4000 = 0
= 20 0 60 + 2 60
0 = 20 0 + 0 + 1 0 + 60 2 0 = 20 0 + 602 602 = 200

20
1
2 =
2 = 0
60 0
3
=
20
0
0 60 + 60
3
1
= 0 20 60 + 60
3
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172
Linear Models
1
= 0 20 60 + 60
3
We know, sin + = sin cos + cos sin

We can transform () into an alternate form:
= 0
20
1
(1) 60 + 60
3
= 0 20
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10
3
1
60 + 3 60
10
10
3
3
1
+
3
1
3
1
sin =
; cos = 3
10
10
3
3
1
Dr. Eli Saber
173
Linear Models
= 0
Note: sin =
= 0
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10 20
sin[60 + ]
3
3
10
= sin1
3
10
= 1.249 rad
10 20
sin[60 + 1.249]
3
Dr. Eli Saber
1
+
3
1
3
1
sin =
; cos = 3
10
10
3
3
1
174
Linear Models
Note:
(): solution to the homogeneous equation is called the transient solution
: solution to the non-homogeneous equation (i.e. () 0) is called the

steady-state solution
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175
Linear Models
E.g.
= 1; = 2; = 0.25; = 50 cos
E=50 cos (t) V
Find the steady-state charge and the steady-state

current in the LRC Circuit
(Advanced Eng. Mathematics
5th
Edition Ex. 3.8 Prob. 49)
R=2
()
L= 1
C= 0.25
Solution:
= + +
2

2 +
+ =

1 2 +2
+
= 50 cos
0.25
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176
Linear Models
2
1 2 +2
+ 4 = 50 cos
Homogeneous Eqn.
2
2
2 + 2 + 4 = 0
+2
+ 4 = 0
2 4 4(1)(4) 2 12 2 4 3 2
=
=
=
2
2
2
= 1 3 = 1 & = 3
= 1
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1+ 3
+ 2
1 3
or
1 cos 3 +2 sin 3
Dr. Eli Saber
177
Linear Models
From table 3.4.1., we can write: = cos + sin
= sin + cos
1 2 +2
+ 4 = 50 cos
= cos sin
ReSubstituting back in eqn.
cos sin + 2 sin + cos + 4 cos + sin = 50 cos

cos sin 2 sin + 2 cos + 4 cos + 4 sin = 50 cos
cos 3 + 2 + sin 2 + 3 = 50 cos
3 + 2 = 50
2 + 3 = 0 2 = 3 =
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178
Linear Models
2
1 2 +2
+ 4 = 50 cos
3 + 2 = 50
3
9
13
100
3
3 + 2 = 50 + 2 = 50
= 50 =
2
2
2
13
2
3 + 2 = 50
3
3 100 300
150
=
=
=
2
2 13
26
13
150
100
cos +
sin
13
13
We already have:
Hence,
= 1 cos 3 +2 sin 3
= 1 cos 3 + 2 sin 3 +
Transient Solution
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Dr. Eli Saber
150
100
cos +
sin
13
13
Steady-State Solution
179
Linear Models
=
=
150
100
=
cos +
sin
13
13
= 1 cos 3 + 2 sin 3 +
= 1 cos 3 + 2 sin 3 + 1 3 sin 3 + 2 3 cos 3
150
100
cos +
sin
13
13
150
100
sin +
cos
13
13
150
= 1 cos 3 2 sin 3 1 3 sin 3 + 2 3 cos 3
sin
13
100
+
cos
13
= 1 + 32 cos 3 + 2 31 sin 3
=
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150
sin
13
100
cos
13
Dr. Eli Saber
150
100
sin +
cos
13
13
180
Linear Models
Summary
R
1
+ + = ()
2

2 +
+ =
()
C
1
Auxiliary Eqn: 2 + + = 0
4
2 4
=
=
2
2
2
obtain
Use already known methods to obtain
= +
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181
Section 3.12
Solving Systems of Linear Equations
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182

Coupled Spring/Mass Systems
Newtons 2nd Law:
2 1
1
= 1 1 + 2 2 1
2
2 2
2
= 2 2 1
2
Also can be written as:
1 1 = 1 1 + 2 2 1
2 2
= 2 2 1
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Ref. D. Zill & W. Wright, Advanced Engineering

Mathematics. 5th Ed.
A coupled system of Differential Equations
Dr. Eli Saber
183

Systematic Elimination
Given
+ 1
,where , = 0,1,2,3, , are constants
+ + 1 + 0 =
Rewrite as: + 1 1 + + 1 + 0 =
Then group like terms for solving.
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184

Given:
+ 2 + = + 3 + sin
+ = 4 + 2 +
+ 2 + 3 = sin
+ + 4 2 =
2 + 2 + 2 3 = sin
+ + 4 2 =
+ + = sin
+ + =
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185

Solution of System
A solution of a system of D.E. is a set of sufficiently differentiable functions
= 1
= 2
= 3
that satisfies each equation in the system on some common interval
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186

E.g. Linear 1st order equations:
Solution:
= 3 3 = 0
= 3
= 2
= 2 2 = 0
3 = 0 2 3 = 0
2 = 0 3 +3 6 = 0
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=
Dr. Eli Saber
187

2 6 = 0
Auxiliary Equation: 2 6 = 0 2 = 6 = 6
Now, to obtain ():
3 = 0 2 2 6 = 0
2 = 0 2 2 = 0
Auxiliary Equation: 2 6 = 0 2 = 6 = 6
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188

= 61
We know:
= 3
61
+ 62
61 33
+ 62
= 33
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+ 34
62 34
61 33 = 0 3 =
62 34 = 0 4 =
= 1
= 3
3 1
6
c
3 2
+ 2
6 +
4
=0
& =
Dr. Eli Saber
189

E.g.
Solution:
4 + = 2
+ + = 0
4 + 2 = 2 4 + 2 = 2
+ + = 0 + 1 + = 0
Solving for first:
()
()
1 + 1 4 + 1 + 2 + 1 = + 1 2
2 4 + 1 4 + 4 = 0
()
()
()
+
= +
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190

2 + 1 4 = + 1 2
3 + 2 2 + 4 = 2 + 2
3 + 4 = 2 + 2
3
3 +4
= 2 + 2
Here, 2 =
2 = 2
3 + 4 = 2 + 2
Aux. Equation: 3 + 4 = 0 2 + 4 = 0 1 = 0; 2 = 2; 3 = 2
= 1 0 + 2 cos 2 + 3 sin 2
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= 1 + 2 2 + 3 2
Dr. Eli Saber
191

Particular Solution : use undetermined coefficient
= 3 + 2 +
= 3 2 + 2 + ; = 6 + 2; = 6
+
4
= 2 + 2
3
= 1 + 2 2 + 3 2
6 + 4 3 2 + 2 + = 2 + 2
6 + 12 2 + 8 + 4 = 2 + 2
12 2
+ 8 + 6 + 4 =
12 = 1 =
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1
12
Note:
= 3 + 2 +
+ 2
Here, + is not
considered since
already has a
constant term
Dr. Eli Saber
192

1
8 = 2 =
4
1
6 + 4 = 0 4 = 6 = 6
12
1
=
8
Hence,
= +
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+
4
= 2 + 2
3
= 1 + 2 2 + 3 2
= 3 + 2 +
1 3 1 2 1
=
+
12
4
8

= + + +
+
Dr. Eli Saber
1
12
193

We have:
(1) 4 + 2 = 2 4 + 2 = 2
2 + + = 0 + 1 + = 0
Solving for now:

1
4 + 2 = 2
2 + 1 + 2 = 0
()
() ()
+ =
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194
4 + 1 = 2
4 2 = 2
4 + 2
= 2
2 + 4 = 2
Aux. Equation: 2 + 4 = 0 1 = 2; 2 = 2
= 4 cos 2 + 5 sin 2
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Dr. Eli Saber
195

Particular Solution : use undetermined coefficient
2
= + + (Table 3.4.1)
2 + 4 = 2
= 4 cos 2 + 5 sin 2
= 2 + ; = 2
2 + 4 = 2
+ 4 = 2
2
2 + 4 2 + + = 2
2 + 4 2 + 4 + 4 = 2
4 2 + 4 + 2 + 4 = 2
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196

2 + 4 = 2
4 2 + 4 + 2 + 4 = 2
= 4 cos 2 + 5 sin 2
1
4 = 1 =
4
4 = 0 = 0
1
1
1
1
1
2 + 4 = 0 = =
= =
2
2
4
8
8
= +
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1
1
= 2 +
4
8

= + +
Dr. Eli Saber
197

1 2 1
= 4 cos 2 + 5 sin 2 +
4
8
= 1 + 2 cos 2 + 3 sin 2 +
1 3 1 2 1
+
12
4
8
Re-substituting , in + + =
1
1
1
24 cos 2 + 25 cos 2 + 4 cos 2 + 5 sin 2 2 +
2
4
8
1
1
1
+ 22 cos 2 + 23 cos 2 + 3 +
=0
4
2
8
sin 2 2 4 + 5 22 + cos 2 25 + 4 + 23 = 0
2 4 + 5 22 = 0 & 25 + 4 + 23 = 0
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198

5 24 = 22
25 + 4 = 23
1
4 = 42 + 23
5
5 =
1
22 43
5
=
1
1
= 4 2 + 5 2 2 +
4
8
1 3 1 2 1
= 1 + 2 2 + 3 2 +
+
12
4
8
+ +
= + + +
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Dr. Eli Saber
199
End of Chapter 3
9/30/2014
Dr. Eli Saber
200

Chapter 3-Higher Order Differential Equations

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EEEE707: Engineering Analysis

Dr. Eli Saber

Dr. Eli Saber

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

there exists some Interval 0 : 0 , 0 + ; > 0

Dr. Eli Saber

Theory of Linear Equations

Let , 1 , , 1 , 0 & be continuous on an interval , and let

a solution () of the IVP exists on the interval and is unique.

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

1. D.E. is linear with constant coefficients

The unique solution theorem is fulfilled.

Hence, = + is the unique solution on interval

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Hence: = 2 + + 3 is a solution for the D.E. 2 2 + 2 = 6

Dr. Eli Saber

Theory of Linear Equations

= this condition is NOT satisfied

Dr. Eli Saber

Theory of Linear Equations

BVP (Boundary Value Problem):

Other boundary value conditions could be:

General Boundary Conditions:

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Solution: = 1 cos 4 + 2 sin 4

Dr. Eli Saber

Theory of Linear Equations

Implies 2 can be anything

Infinite solutions since 2 can be anything

Dr. Eli Saber

Theory of Linear Equations

= is the solution of this new boundary problem

Dr. Eli Saber

Theory of Linear Equations

Not possible to find 2

No solution for BVP

Dr. Eli Saber

Theory of Linear Equations

cos 4 = 4 sin 4 cos 4 = 4 sin 4

Dr. Eli Saber

Theory of Linear Equations

Dr. Eli Saber

Theory of Linear Equations

Which can also be written as: 2 + 5 + 6 = 5 3