section 2.1 introduction: second-order linear equations

127
Section 2.1 Introduction: Second-Order Linear Equations

Upload: corina

Post on 23-Feb-2016

40 views

Category:

Documents


0 download

DESCRIPTION

Section 2.1 Introduction: Second-Order Linear Equations. Second Order Differential Equations: F ( x , y , y ′, y ″) = 0 2 nd Order Linear Differential Equations: A ( x ) y ″ + B ( x ) y ′ + C ( x ) y = f ( x ) - PowerPoint PPT Presentation

TRANSCRIPT

Page 1: Section  2.1  Introduction:  Second-Order Linear Equations

Section 2.1 Introduction:

Second-Order Linear Equations

Page 2: Section  2.1  Introduction:  Second-Order Linear Equations

Second Order Differential Equations: F(x, y, y′, y″) = 0  

 2nd Order Linear Differential Equations: A(x) y″ + B(x) y′ + C(x) y = f (x)

often these will be in the form y″ + P(x) y′ + Q(x) y = f (x)

nth Order Linear Differential Equations

Page 3: Section  2.1  Introduction:  Second-Order Linear Equations

Homogeneous Linear Differential Equations: A(x) y″ + B(x) y′ + C(x) y = 0

Solutions to homogeneous linear Differential Equations form vector spaces!

Page 4: Section  2.1  Introduction:  Second-Order Linear Equations

TheoremLet y1 and y2 be solutions to y″ + P(x) y′ + Q(x) y = 0. Then functions of the form f (x) = c1 y1 + c2 y2 (with c1 and c2 being any constants) are also solutions.

Page 5: Section  2.1  Introduction:  Second-Order Linear Equations

General Solutions

Initial Conditions

Page 6: Section  2.1  Introduction:  Second-Order Linear Equations

TheoremSuppose the P(x) and Q(x) are continuous on an interval J containing xo. Then the initial value problem y″ + P(x) y′ + Q(x) y = 0, y′(xo) = a , y(xo) = b has a unique solution on J.

Page 7: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 Solve y″ + y = 0, 4 42 5 2,

2 2y y

Page 8: Section  2.1  Introduction:  Second-Order Linear Equations

Suppose we've found two linearly independent solutions, y1 and y2, to the initial value problem y″ + P(x) y′ + Q(x) y = 0, y′(xo) = a, y(xo) = b. How do we find the general solution to this differential equation?

Page 9: Section  2.1  Introduction:  Second-Order Linear Equations

Recall:

Two functions f (x) and g(x) are said to be linearly independent if one function cannot be written as a multiple of the other (or equivalently, f (x) and g(x) are linearly independent if the equation c1 f (x) + c2 g(x) = 0 has only a solution of c1 = c2 = 0).

Page 10: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 2 Show that y1 = sin(x) and y2 = 3sin(x) are both solutions to y″ + y = 0,

but we cannot use these to find our particular solution. 4

2 ,2

y 45 2

2y

Page 11: Section  2.1  Introduction:  Second-Order Linear Equations

Definition:The Wronskian of f (x) and g(x) is defined as: ( , )

f gW f g

f g

Page 12: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 3 Calculate the Wronskian of f (x) = sin(x) and g(x) = x2.

Page 13: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:Suppose y1 and y2 are solutions of y″ + P(x) y′ + Q(x) y = 0 on an interval J in which P(x) and Q(x) are continuous.

(a) If y1 and y2 are linearly dependent then W(f, g) = 0 for all x on the interval J.

(b) If y1 and y2 are linearly independent then W(f, g) ≠ 0 for any x on the interval J.

Page 14: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 (a) What does this theorem imply regarding the solutions y1 = sin(x) and y2 = cos(x) to the differential equation y″ + y = 0?

Page 15: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 (b) What does this theorem imply regarding the solutions y1 = sin(x) and y2 = 3sin(x) to the differential equation y″ + y = 0?

Page 16: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:Suppose y1 and y2 are linearly independent solutions of y″ + P(x) y′ + Q(x) y = 0 where P(x) and Q(x) are continuous on an interval J. If g(x) is any solution to this differential equation then g(x) = c1 y1 + c2 y2 for some choices of constants c1 and c2.

Page 17: Section  2.1  Introduction:  Second-Order Linear Equations

Big Important Question:

How do we determine two linearly independent solutions, y1 and y2?We shall examine this question for the differential equation ay″ + by′ + cy = 0 (where a, b, and c are constants).

Page 18: Section  2.1  Introduction:  Second-Order Linear Equations

Claim: y = erx is a solution (for some constant r) to ay″ + by′ + cy = 0. We just have to figure out what value of r will work.

Page 19: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 5 Solve y″ – 5y′ + 6y = 0, y(0) = 1, y′(0) = –1.

Page 20: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:

If the roots of the characteristic equation ar2 + br + c = 0 are r1 and r2 with

r1 ≠ r2 then y1 = _________ and y2 = _________ are two linearly independent

solutions to the differential equation ay″ + by′ + cy = 0.

Thus, y = _________________ is the general solution to ay″ + by′ + cy = 0.

Page 21: Section  2.1  Introduction:  Second-Order Linear Equations

What if there is a repeated root of the characteristic equation?   

Ex. 6 Solve y″ – 8y′ + 16y = 0, y(0) = 5, y′(0) = 21.

Page 22: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:

If r1 is a repeated root of the characteristic equation ar2 + br + c = 0 then

y1 = _________ and y2 = _________ are two linearly independent solutions

to the differential equation ay″ + by′ + cy = 0. Thus,

y = _________________ is the general solution to ay″ + by′ + cy = 0.

Page 23: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 6 Solve y″ – 8y′ + 16y = 0, y(0) = 5, y′(0) = 21.

Page 24: Section  2.1  Introduction:  Second-Order Linear Equations

Why does this theorem work? Let's prove that it produces the correct general solution for this past problem. (Introduction to the linear operator D.)

Page 25: Section  2.1  Introduction:  Second-Order Linear Equations

Why does this theorem work? Let's prove that it produces the correct general solution for this past problem. (Introduction to the linear operator D.)

Page 26: Section  2.1  Introduction:  Second-Order Linear Equations

Why does this theorem work? Let's prove that it produces the correct general solution for this past problem. (Introduction to the linear operator D.)

Page 27: Section  2.1  Introduction:  Second-Order Linear Equations

Why does y″ + y = 0 have solutions of y1 = sin(x) and y2 = cos(x)????Our previous theorems couldn't have possibly generated these solutions.

Page 28: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 7 Use our past two theorems to solve y″ + y = 0.

Page 29: Section  2.1  Introduction:  Second-Order Linear Equations

Recall that ez =

2 3 4 51 1 1 1 1 111! 2! 3! 4! 5! !

nz z z z z zn

Page 30: Section  2.1  Introduction:  Second-Order Linear Equations

Recall that ez = cos(z) =

2 3 4 51 1 1 1 1 111! 2! 3! 4! 5! !

nz z z z z zn

2 4 211 112! 4! 2 !

nnz z z

n

Page 31: Section  2.1  Introduction:  Second-Order Linear Equations

Recall that ez = cos(z) =

sin(z) =

2 3 4 51 1 1 1 1 111! 2! 3! 4! 5! !

nz z z z z zn

2 4 211 112! 4! 2 !

nnz z z

n

3 5 2 111 1 11! 3! 5! 2 1 !

nnz z z z

n

Page 32: Section  2.1  Introduction:  Second-Order Linear Equations

Recall that ez = cos(z) =

sin(z) =

2 3 4 51 1 1 1 1 111! 2! 3! 4! 5! !

nz z z z z zn

2 4 211 112! 4! 2 !

nnz z z

n

3 5 2 111 1 11! 3! 5! 2 1 !

nnz z z z

n

Page 33: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 8 Solve y″ – 6y′ + 13y = 0

Page 34: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:If the roots of the characteristic equation ar2 + br + c = 0 are A ± Bi then y1 = eAx sin(Bx) and y2 = eAx cos(Bx) are two linearly independent solutions to the differential equation ay″ + by′ + y = 0. Thus, y = c1 eAx sin(Bx) + c2 eAx cos(Bx) is the general solution to ay″ + by′ + y = 0.

Page 35: Section  2.1  Introduction:  Second-Order Linear Equations

Section 2.2 General Solutions of Linear Equations

Page 36: Section  2.1  Introduction:  Second-Order Linear Equations

Higher order linear differential equations:

y(n) + pn–1(x) y(n–1) + pn–2(x) y(n–2) + · · · · · + p2(x) y″ + p1(x) y′ + p0(x) y = f (x)

Page 37: Section  2.1  Introduction:  Second-Order Linear Equations

If y1, y2, . . . , yn are linearly independent solutions to the homogeneous diff. eq.

y(n) + pn–1(x) y(n–1) + pn–2(x) y(n–2) + · · · · · + p1(x) y′ + p0(x) y = 0,

then the general solution to y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = 0 is

y = c1y1 + c2y2 + · · · + cnyn.

Page 38: Section  2.1  Introduction:  Second-Order Linear Equations

To prove this we needed the following definitions and theorems:

Theorem: If y1, y2, . . . , yn are solutions to y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = 0 then so is y = c1y1 + c2y2 + · · · + cnyn

  Theorem: Suppose y1, y2, .., yn are solutions to y(n) + pn–1(x) y(n–1) + ··· + p1(x) y′ + p0(x) y = 0 on an interval J where the pi(x) are continuous.(a) If y1, y2, . . . , yn are linearly dependent then W(y1, y2, . . . , yn) = 0 at each point on the interval J.(b) If y1, y2, . . . , yn are linearly independent then W(y1, y2, . . . , yn) ≠ 0 at each point on the interval J.  Theorem: If y1, y2, . . . , yn are solutions to y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = 0, then so is y = c1y1 + c2y2 + · · · + cnyn for any choice of constants c1, c2, . . . , cn. Theorem: If y1, y2, . . . , yn are linearly independent solutions to y(n–1) + pn–2(x) y(n–2) + · · · · · + p1(x) y′ + p0(x) y = 0, then general solution is y = c1y1 + c2y2 + · · · + cnyn.

Page 39: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 Suppose that the following functions are all particular solutions to y(3) + 3y″ + 4y′ + 12y = 0. We would like to have a set of three linearly independent solutions. If this can be done then which three can we use? If it cannot be done then show that it cannot.y1 = sin(2x)y2 = cos(2x)y3 = 5 sin(2x) + 3 cos(2x)y4 = sin(x) cos(x)y5 = cos2(x) – sin2(x)y6 = e–3x

Page 40: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 2 Use the definition of linear dependence to show that the following functions are linearly dependent.f (x) = x2 + 3x, g(x) = 7x2, h(x) = 31x2 + 6x.

Page 41: Section  2.1  Introduction:  Second-Order Linear Equations

The Wronskian of the n functions f1(x), f2(x), . . . , fn(x):

1 2 3

1 2 3

1 2 3 1 2 3

( ) ( ) ( ) ( )1 2 3

, , , ,

n

n

n n

n n n nn

f f f f

f f f fW f f f f f f f f

f f f f

Page 42: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:Suppose y1, y2, ..., yn are solutions of y(n) + pn–1(x) y(n–1) + ··· + p1(x) y′ + p0(x) y = 0 on an interval J in which pn–1(x), pn–2(x), · · · p1(x), p0(x) are continuous.(a) If y1, y2, . . . , yn are linearly dependent then W(y1, y2, . . . , yn) = 0 for all x on the interval J.(b) If y1, y2, . . . , yn are linearly independent then W(y1, y2, . . . , yn) ≠ 0 for all x on the interval J.

Page 43: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 3 (a) y1 = sin(2x), y2 = cos(2x), y3 = e–3x are solutions to y(3) + 3y″ + 4y′ + 12y = 0. Use the Wronskian to determine whether or not they are linearly independent.

Page 44: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 3 (b) y1 = sin(2x), y2 = cos(2x), y3 = e–3x are solutions to y(3) + 3y″ + 4y′ + 12y = 0. Use the Wronskian to determine whether or not they are linearly independent.

Page 45: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 3 (c) y1 = x, y2 = x ln(x), y3 = x2 are solutions to x3y(3) – x2y″ + 2xy′ – 2y = 0. Use the Wronskian to determine whether or not they are linearly independent.

Page 46: Section  2.1  Introduction:  Second-Order Linear Equations

Suppose we can find three linearly independent solutions to y(3) + 3 y″ + 4y′ + 12y = 0.

Are we guaranteed a solution to the initial valued problem with given initial conditions of y(0) = 1, y′(0) = 2, y″(0) = 3? Why??

Page 47: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem:Suppose pn–1(x), pn–2(x), · · · p1(x), p0(x) are continuous on an interval J which contains xo. If we can find n linearly independent solutions to the diff. eq.

y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = 0 then we are guaranteed a solution to the initial value problem of

y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = 0 y(x0) = b0 y′(x0) = b1 y″(x0) = b2 : :y(n)(x0) = bn

Page 48: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem: If y1, y2, . . . , yn are linearly independent solutions to

y(n) + pn–1(x) y(n–1) + · · · + p1(x) y′ + p0(x) y = 0, then general solution is y = c1y1 + c2y2 + · · · + cnyn.

Page 49: Section  2.1  Introduction:  Second-Order Linear Equations

Nonhomogeneous linear Differential Equations: y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = f (x)

We solve a nonhomogeneous differential equation by first examining the corresponding homogeneous differential equation.

Review:

Page 50: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem: Suppose that yc = c1y1 + c2y2 + · · · + cnyn is the general solution to the homogeneous differential equation y(n) + pn–1(x) y(n–1) + ··· + p1(x) y′ + p0(x) y = 0. Further suppose that yp is any particular solution to the nonhomogeneous differential equation y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = f (x). Then the general solution to the nonhomogeneous differential equation y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = f (x) is:

y = yp + yc = yp + c1y1 + c2y2 + · · · + cnyn

Page 51: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 (a) Verify that y = (–1/4) x is a particular solution to the diff. eq. y″ – 4y = x.

Page 52: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 (b) Verify that y = (–1/4) x + e2x is another particular solution to the diff. eq. y″ – 4y = x.

Page 53: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 (c) What is the general solution to the differential equation y″ – 4y = x ?

Page 54: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 (d) Find a solution to the initial value problem y″ – 4y = x, y(0) = 11, y′(0) = –2.

Page 55: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 5 (a) y = 2x is one solution to the differential equation y″ – 10y′ + 21y = 42x – 20. Use this to find the general solution.

Page 56: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 5 (b) y = 2x + 5e3x is another solution to the differential equation y″ – 10y′ + 21y = 42x – 20. Use this to find the general solution.

Page 57: Section  2.1  Introduction:  Second-Order Linear Equations

Section 2.3 Homogeneous Equations with Constant Coefficients

Page 58: Section  2.1  Introduction:  Second-Order Linear Equations

Find the general solution to y(3) + y″ – 17y′ + 15y = 0 

Page 59: Section  2.1  Introduction:  Second-Order Linear Equations

Recall:If r1 and r2 are distinct roots of the characteristic equation ar2 + br + c = 0, then and are linearly independent solutions to the differential equation ay″ + by′ + cy = 0, and thus is the general solution to ay″ + by′ + cy = 0.

11

r xy e 22

r xy e1 2

1 2r x r xy c e c e

Page 60: Section  2.1  Introduction:  Second-Order Linear Equations

Recall:If r1 and r2 are distinct roots of the characteristic equation ar2 + br + c = 0, then and are linearly independent solutions to the differential equation ay″ + by′ + cy = 0, and thus is the general solution to ay″ + by′ + cy = 0.

Now:

Theorem: If r1, r2, . . . , rk are distinct roots of the characteristic equation anrn + an–1rn–1 + · · · + a1r + a0 = 0, then are linearly independent solutions to the differential equation any(n) + an–1 y(n–1) + · · · + a1y′ + a0y = 0.

11

r xy e 22

r xy e1 2

1 2r x r xy c e c e

31 21 2 3, , , , kr x r xr x r x

ky e y e y e y e

Page 61: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 Find the general solution to y(3) + y″ – 17y′ + 15y = 0.

Page 62: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 2 Find the particular solution to y(3) + y″ – 17y′ + 15y = 0y(0) = 10y′(0) = 8y″(0) = 50

Page 63: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 3 Find the general solution to y(5) – 3y(4) + 2y(3) + 2y″ – 3y′ + y = 0.

Page 64: Section  2.1  Introduction:  Second-Order Linear Equations

Theorem: If r1 is a root of multiplicity k in the characteristic equation anrn + an–1rn–1 + · · · + a1r + a0 = 0, then are linearly independent solutions to the differential equation any(n) + an–1 y(n–1) + · · · + a1y′ + a0y = 0.

1 1 1 12 11 2 3, , , ,r x r x r x r xk

ky e y xe y x e y x e

Page 65: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 Find the general solution to y(9) – 25y(8) + 264y(7) – 1520y(6) + 5120y(5) – 9984y(4) + 10240y(3) – 4096y″ = 0.

Page 66: Section  2.1  Introduction:  Second-Order Linear Equations

Section 2.5 Nonhomogeneous Equations &

Undetermined Coefficients

Page 67: Section  2.1  Introduction:  Second-Order Linear Equations

Recall:

Theorem: Suppose that yc = c1y1 + c2y2 + · · · + cnyn is the general solution to the homogeneous differential equation y(n) + pn–1(x) y(n–1) + ··· + p1(x) y′ + p0(x) y = 0. Further suppose that yp is any particular solution to the nonhomogeneous differential equation y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = f (x). Then the general solution to the nonhomogeneous differential equation y(n) + pn–1(x) y(n–1) + · · · · · + p1(x) y′ + p0(x) y = f (x) is:

y = yp + yc = yp + c1y1 + c2y2 + · · · + cnyn

Page 68: Section  2.1  Introduction:  Second-Order Linear Equations

Recall:Ex. 5 (a) y = 2x is one solution to the differential equation y″ – 10y′ + 21y = 42x – 20. Use this to find the general solution.

How do we determine yp though?

Page 69: Section  2.1  Introduction:  Second-Order Linear Equations

The Method of Undetermined Coefficients

(Using an educated guess to determine yp)

Page 70: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 y″ + 2y′ – 3y = 3e2x

(a) Make a guess on what yp should look like for this differential equation? (What "form" should yp have?)

Page 71: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 y″ + 2y′ – 3y = 3e2x

(b) Determine, specifically, what yp is.

Page 72: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 y″ + 2y′ – 3y = 3e2x

(c) Give the general solution to this nonhomogeneous differential equation.

Page 73: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 2 y″ + 2y′ – 3y = 30 cos(x)(a) Make a guess on what yp should look like for this differential equation? (What "form" should yp have?)

Page 74: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 2 y″ + 2y′ – 3y = 30 cos(x)(b) Determine, specifically, what yp is.

Page 75: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 2 y″ + 2y′ – 3y = 30 cos(x)(c) Give the general solution to this nonhomogeneous differential equation.

Page 76: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 3 Find the general solution to 2y″ + 4y′ + 7y = x2

Page 77: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 Find the general solution to y″ – 4y = 2e2x

Page 78: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 4 Find the general solution to y″ – 4y = 2e2x

Page 79: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 5 Find the form of yp for the nonhomogeneous differential equation: y″ – 4y = 2xe2x

Page 80: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 6 Find the form of yp for the nonhomogeneous differential equation: y(3) + 9y′ = x sin(7x) + x2e2x

Page 81: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 7 Find the form of yp for the nonhomogeneous differential equation: (D – 2)(D – 5)3 y = xe2x + x2e5x + cos(x)

Page 82: Section  2.1  Introduction:  Second-Order Linear Equations

Lemma 1: For any function u(x) we have: (D – r)[u(x)erx] = (D [u(x)]) (erx)

Proof:

(D – r)[u(x)erx] = D[u(x)erx] – r[u(x)erx]

= D[u(x)] erx + u(x)D[erx] – ru(x)erx

= D[u(x)] erx + ru(x)erx – ru(x)erx

= D[u(x)] erx

Page 83: Section  2.1  Introduction:  Second-Order Linear Equations

Lemma 2: For any function u(x) we have: (D – r)k [u(x)erx] = (Dk [u(x)]) (erx)

Page 84: Section  2.1  Introduction:  Second-Order Linear Equations

Question: Find the form of yc for the differential equation (D – r)3 y = (–3 + 2x)erx

Solution: We compute yc : yc = c1erx + c2xerx + c3x2erx  

Our initial guess for yp : yp = Aerx + Bxerx  

Our adjusted guess for yp : yp = Ax3erx + Bx4erx

Why did this second guess work?This is the correct form for yp, but why? We have seen why our first guess at yp won't work. But why does throwing in higher powers of x into these terms give us the correct guess for yp?

Page 85: Section  2.1  Introduction:  Second-Order Linear Equations

Before we answer this we must first note the following:

Note that if we determined the values of A and B we would have our general solution to this nonhomogeneous equation be

y = c1erx + c2xerx + c3x2erx + Ax3erx + Bx4erx

Now let's look at the question again, this time without relying on our theorem from chapter 2 which indicates that throwing in higher powers of x into these terms give us the correct guess for yp .

Page 86: Section  2.1  Introduction:  Second-Order Linear Equations

Question: Find the form of yp for the differential equation (D – r)3 y = (–3 + 2x)erx

 Solution:

We transform this difficult nonhomogeneous diff. eq. into an easy homogeneous differential equation: 

Page 87: Section  2.1  Introduction:  Second-Order Linear Equations

Question: Find the form of yp for the differential equation (D – r)3 y = (–3 + 2x)erx

 Solution: 

If y is a solution to (D – r)3 y = (–3 + 2x)erx

then y is a solution to (D – r)2 [(D – r)3 y] = (D – r)2 [(–3 + 2x)erx] then y is a solution to (D – r)5 y = (D – r)2 [(–3 + 2x)erx] then y is a solution to (D – r)5 y = D2 [(–3 + 2x)] erx

then y is a solution to (D – r)5 y = 0 erx

then y is a solution to (D – r)5 y = 0

Thus y takes the following form: y = c1erx + c2xerx + c3x2erx + c4x3erx + c5x4erx

y = c1erx + c2xerx + c3x2erx + Ax3erx + Bx4erx

yc yp

Since we know that this first part comes from yc, the second part must come from yp. Therefore the form of yp is yp = Ax3erx + Bx4erx .

Page 88: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 8 Find the general solution to (D – 2)5 y = e2x + 3xe2x

Page 89: Section  2.1  Introduction:  Second-Order Linear Equations

The Method of Variation of Parameters

Page 90: Section  2.1  Introduction:  Second-Order Linear Equations

Try to use the method of undetermined coefficients to solve: y″ + y = tan(x)

Page 91: Section  2.1  Introduction:  Second-Order Linear Equations

Suppose we are given the differential equation y″ + P(x) y′ + Q(x) y = f (x) and we have determined that yc = c1y1 + c2y2. It turns out that yp can be formed from y1 and y2. In fact there exists some functions u1(x) and u2(x) so that yp = u1y1 + u2y2. 

We are given the differential equation y″ + P(x) y′ + Q(x) y = f (x), and we have determined that yc = c1y1 + c2y2. Suppose yp = u1y1 + u2y2 is a particular solution to the nonhomogeneous equation (where u1 and u2 are some functions unknown to us). We must determine what u1 and u2 are.

Page 92: Section  2.1  Introduction:  Second-Order Linear Equations

yp = u1y1 + u2y2

yp′ = (u1′ y1 + u1y1′ ) + (u2′ y2 + u2y2′ ) = (u1y1′ + u2y2′ ) + (u1′ y1 + u2′ y2 ) 

We shall now impose a restriction of u1′ y1 + u2′ y2 = 0  

So, yp′ = u1 y1′ + u2 y2′  

yp″ = (u1 y1′ + u2 y2′ )′ 

yp″ = (u1′ y1′ + u1 y1″ ) + (u2′ y2′ + u2 y2″ ) 

yp″ = u1′ y1′ + u2′ y2′ + u1 y1″ + u2 y2″ 

yp″ = u1′ y1′ + u2′ y2′ + u1[–P(x) y1′ – Q(x) y1] + u2 [–P(x) y2′ – Q(x) y2] 

yp″ = u1′ y1′ + u2′ y2′ – P(x) [u1 y1′ + u2 y2′] – Q(x) [u1y1 + u2y2] 

yp″ = u1′ y1′ + u2′ y2′ – P(x) [yp′ ] – Q(x) [yp] 

yp″ + P(x) yp′ + Q(x) yp = u1′ y1′ + u2′ y2′  

f (x) = u1′ y1′ + u2′ y2′

Page 93: Section  2.1  Introduction:  Second-Order Linear Equations

Now we have two conditions placed on u1 and u2: u1′ y1 + u2′ y2 = 0u1′ y1′ + u2′ y2′ = f (x)

Page 94: Section  2.1  Introduction:  Second-Order Linear Equations

Now we have two conditions placed on u1 and u2: u1′ y1 + u2′ y2 = 0u1′ y1′ + u2′ y2′ = f (x)

Cramer's rule states that we can solve this for u1′ and u2′ as long as 1 2

1 2

0.y y

y y

Page 95: Section  2.1  Introduction:  Second-Order Linear Equations

Now we have two conditions placed on u1 and u2: u1′ y1 + u2′ y2 = 0u1′ y1′ + u2′ y2′ = f (x)

Cramer's rule states that we can solve this for u1′ and u2′ as long as

Cramer's rule states

1 2

1 2

0.y y

y y

2

21

1 2

1 2

0

( )

y

f x yu

y y

y y

1

12

1 2

1 2

0

( )

y

y f xu

y y

y y

Page 96: Section  2.1  Introduction:  Second-Order Linear Equations

Now we have two conditions placed on u1 and u2: u1′ y1 + u2′ y2 = 0u1′ y1′ + u2′ y2′ = f (x)

Cramer's rule states that we can solve this for u1′ and u2′ as long as

Cramer's rule states

1 2

1 2

0.y y

y y

2

21

1 2

1 2

0

( )

y

f x yu

y y

y y

2

1 2

( )( , )f x y

W y y

1

12

1 2

1 2

0

( )

y

y f xu

y y

y y

1

1 2

( )( , )f x y

W y y

Page 97: Section  2.1  Introduction:  Second-Order Linear Equations

Now we have two conditions placed on u1 and u2: u1′ y1 + u2′ y2 = 0u1′ y1′ + u2′ y2′ = f (x)

Cramer's rule states that we can solve this for u1′ and u2′ as long as

Cramer's rule states

Now, integrate to determine u1 and u2.

1 2

1 2

0.y y

y y

2

21

1 2

1 2

0

( )

y

f x yu

y y

y y

2

1 2

( )( , )f x y

W y y

1

12

1 2

1 2

0

( )

y

y f xu

y y

y y

1

1 2

( )( , )f x y

W y y

21

1 2

( )( , )f x yu dx

W y y

12

1 2

( )( , )f x yu dx

W y y

Page 98: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 9 Use variation of parameters to solve: y″ + y = tan(x)

Page 99: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 9 Use variation of parameters to solve: y″ + y = tan(x)

Page 100: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 10 Use variation of parameters to solve: y″ – 4y = 2e2x

Page 101: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 10 Use variation of parameters to solve: y″ – 4y = 2e2x

Page 102: Section  2.1  Introduction:  Second-Order Linear Equations

Section 2.4 Mechanical Vibrations

Page 103: Section  2.1  Introduction:  Second-Order Linear Equations

Forces Involved: FS = –kx (k > 0) Restorative Force (Hooke's Law)FR = –cx′ (c > 0) Force due to dashpot

Page 104: Section  2.1  Introduction:  Second-Order Linear Equations

Total Force = FR + FS

mx″ = –cx′ – kx

mx″ + cx′ + kx = 0

Later we will include external force and get the differential equation mx″ + cx′ + kx = F(t)

Terminology: If c = 0 the motion is undamped If c > 0 the motion is damped If F(t) = 0 the motion is free If F(t) ≠ 0 the motion is forced

Page 105: Section  2.1  Introduction:  Second-Order Linear Equations

Free Undamped Motionmx″ + kx = 0

::

x(t) = A cos(ωot) + B sin(ωot) where A and B are some constants and : :

x(t) = C cos(ωot – α) where C and α are some constants and

ko m

ko m

Page 106: Section  2.1  Introduction:  Second-Order Linear Equations

Free Undamped Motionmx″ + kx = 0

::

x(t) = A cos(ωot) + B sin(ωot) where A and B are some constants and : :

x(t) = C cos(ωot – α) where C and α are some constants and

ko m

ko m

Page 107: Section  2.1  Introduction:  Second-Order Linear Equations

Free Undamped Motionmx″ + kx = 0

::

x(t) = A cos(ωot) + B sin(ωot) where A and B are some constants and : :

x(t) = C cos(ωot – α) where C and α are some constants and

For this last equation we have the following interpretations:C Amplitude

ωo (Circular) Frequency

α Phase Angle

Frequency

Period

ko m

ko m

2o

2o

Page 108: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 A body with mass m = (1/2)kg is attached to the end of a spring that is stretched 2m by a force of 100 N. It is set in motion with initial position xo = 0.5m and initial velocity vo = –10m/s. Find the position function of the body as well as the amplitude, frequency, period of oscillation, and phase angle of its motion.

Page 109: Section  2.1  Introduction:  Second-Order Linear Equations

Ex. 1 A body with mass m = (1/2)kg is attached to the end of a spring that is stretched 2m by a force of 100 N. It is set in motion with initial position xo = 0.5m and initial velocity vo = –10m/s. Find the position function of the body as well as the amplitude, frequency, period of oscillation, and phase angle of its motion.

Page 110: Section  2.1  Introduction:  Second-Order Linear Equations

Damped Free Motionmx″ + cx′ + kx = 0 

Page 111: Section  2.1  Introduction:  Second-Order Linear Equations

Damped Free Motionmx″ + cx′ + kx = 0 The characteristic equation has roots:

2 42

c c kmm

Page 112: Section  2.1  Introduction:  Second-Order Linear Equations

Damped Free Motionmx″ + cx′ + kx = 0 The characteristic equation has roots:

Whether these roots are real, complex, or repeated depends on the sign of c2 – 4km.So, the sign of c2 – 4km really amounts to whether

c = , c < , or c >

2 42

c c kmm

4km 4km 4km

Page 113: Section  2.1  Introduction:  Second-Order Linear Equations

Damped Free Motionmx″ + cx′ + kx = 0 The characteristic equation has roots:

Whether these roots are real, complex, or repeated depends on the sign of c2 – 4km.So, the sign of c2 – 4km really amounts to whether

c = , c < , or c >

Critical damping: (results in repeated roots)

2 42

c c kmm

4km 4km 4km

4c km1 1

1 2r x r xy c e c xe

2 4 6 8 10

-0.1

-0.05

0.05

0.1

0.15

Page 114: Section  2.1  Introduction:  Second-Order Linear Equations

Damped Free Motionmx″ + cx′ + kx = 0 The characteristic equation has roots:

Whether these roots are real, complex, or repeated depends on the sign of c2 – 4km.So, the sign of c2 – 4km really amounts to whether

c = , c < , or c >

Overdamping: (results in distinct real roots)

2 42

c c kmm

4km 4km 4km

4c km1 2

1 2r x r xy c e c e

2 4 6 8 10

-0.1

-0.05

0.05

0.1

0.15

0.2

Page 115: Section  2.1  Introduction:  Second-Order Linear Equations

Damped Free Motionmx″ + cx′ + kx = 0 The characteristic equation has roots:

Whether these roots are real, complex, or repeated depends on the sign of c2 – 4km.So, the sign of c2 – 4km really amounts to whether

c = , c < , or c >

Underdamping: (results in complex roots)

y = eAx(c1 cos(Bx) + c2 sin(Bx))

2 42

c c kmm

4km 4km 4km

4c km

2 4 6 8 10

-1

-0.75

-0.5

-0.25

0.25

0.5

0.75

1

Page 116: Section  2.1  Introduction:  Second-Order Linear Equations

Section 2.6 Forced Oscillations & Resonance

Page 117: Section  2.1  Introduction:  Second-Order Linear Equations

mx″ + cx′ + kx = F(t)

where F(t) = Fo cos(ωt) or F(t) = Fo sin(ωt)

Page 118: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)  

Page 119: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)  xc = c1 cos(ωot) + c2 sin(ωot) (recall )  If ω ≠ ωo then we shall guess that xp = A cos(ωt).

ko m

Page 120: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)  xc = c1 cos(ωot) + c2 sin(ωot) (recall )  If ω ≠ ωo then we shall guess that xp = A cos(ωt).Using our guess of xp = A cos(ωt) in the diff. eq. mx″ + kx = Fo cos(ωt)

we find that

ko m

2 2o

o

FAm

Page 121: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)  xc = c1 cos(ωot) + c2 sin(ωot) (recall )  If ω ≠ ωo then we shall guess that xp = A cos(ωt).Using our guess of xp = A cos(ωt) in the diff. eq. mx″ + kx = Fo cos(ωt)

we find that

So,

ko m

2 2o

o

FAm

2 2coso

po

Fx tm

Page 122: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)  xc = c1 cos(ωot) + c2 sin(ωot) (recall )  If ω ≠ ωo then we shall guess that xp = A cos(ωt).Using our guess of xp = A cos(ωt) in the diff. eq. mx″ + kx = Fo cos(ωt)

we find that

So,

Thus, the general solution is

ko m

2 2o

o

FAm

2 2coso

po

Fx tm

2 2cos coso

oo

Fx C t tm

Page 123: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)  xc = c1 cos(ωot) + c2 sin(ωot) (recall )  If ω ≠ ωo then we shall guess that xp = A cos(ωt).

Question - What happens when ω = ωo?Answer - Resonance

ko m

Page 124: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)

xc = c1 cos(ωot) + c2 sin(ωot) (recall ) Suppose ω = ωo .

Our guess for xp would be: xp = At cos(ωot) + Bt sin(ωot).

ko m

Page 125: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)

xc = c1 cos(ωot) + c2 sin(ωot) (recall ) Suppose ω = ωo .

Our guess for xp would be: xp = At cos(ωot) + Bt sin(ωot). : A = 0

ko m

0

02FBm

Page 126: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)

xc = c1 cos(ωot) + c2 sin(ωot) (recall ) Suppose ω = ωo .

Our guess for xp would be: xp = At cos(ωot) + Bt sin(ωot). : A = 0

So,

ko m

0

02FBm

0

0

sin2p o

Fx t tm

Page 127: Section  2.1  Introduction:  Second-Order Linear Equations

Undamped Forced Oscillations

mx″ + kx = F(t) Let's examine mx″ + kx = Fo cos(ωt)

xc = c1 cos(ωot) + c2 sin(ωot) (recall ) Suppose ω = ωo .

Our guess for xp would be: xp = At cos(ωot) + Bt sin(ωot). : A = 0

So,

Thus, the general solution is

ko m

0

02FBm

0

0

sin2p o

Fx t tm

0

0

cos sin2o o

Fx C t t tm