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Lesson 3-1

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15 views17 pages

Lesson 3-1

Uploaded by

Kerven
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 3

Second-Order Linear Differential Equations with


Constant Coefficients
Chapter 3.1

Second-Order Homogeneous Linear DE


LEARNING OUTCOMES 3.1

At the end of this topic, you will be able to :

Acquire some basic theories related to the solutions of second-


order homogeneous linear differential equation.

Solve second-order homogeneous linear differential equation.

MATB2013 Chapter 3.1


3.1.1 Preliminary Theories

Definition 3.1.1

• nth-order non-homogeneous linear differential equation:


𝑛
𝑎𝑛 𝑥 𝑦 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎2 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 𝑔 𝑥

• nth-order homogeneous linear differential equation:


𝑛
𝑎𝑛 𝑥 𝑦 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎2 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0

MATB2013 Chapter 3.1


3.1.1 Preliminary Theories

Definition 3.1.2

Second-order homogeneous linear DE:


𝑎2 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0

Second-order homogeneous linear DE with constant coefficients :


′′ ′
𝑎𝑦 + 𝑏𝑦 + 𝑐𝑦 = 0
where 𝑎, 𝑏, 𝑐 are real constants.

MATB2013 Chapter 3.1


Linear Dependence Vs Linear Independence
Two non-zero functions, 𝑓1 (𝑥) and 𝑓2 (𝑥) are said to be linearly dependent on an
interval I , if one function is a constant multiple of the other for all values of x in that
interval. Otherwise, they are said to be linearly independent on interval I .

Definition 3.1.3
𝑓1 (𝑥)
= 𝑪 (constant) 𝑓1 (𝑥) and 𝑓2 (𝑥) are linearly dependent (LD)
𝑓2 (𝑥)

𝑓1 (𝑥)
≠ 𝑪 (not constant) 𝑓1 (𝑥) and 𝑓2 (𝑥) are linearly independent (LI)
𝑓2 (𝑥)

MATB2013 Chapter 3.1


Examples : (LD or LI)

𝑓1 (𝑥)
𝑓1 (𝑥) 𝑓2 (𝑥) Conclusion
𝑓2 (𝑥)

3𝑒 𝑥 2𝑒 𝑥 3𝑒 𝑥 Τ2𝑒 𝑥 = 3Τ2 𝐋𝐃

4𝑥 2 𝑥2 4𝑥 2Τ 2
𝑥 =4 𝐋𝐃

−𝑥
𝑒 𝑥 𝑒 𝑒 𝑥 Τ𝑒 −𝑥 = 𝑒 2𝑥 𝐋𝐈

ln 2𝑥 ln 𝑥 ln 2𝑥 Τln 𝑥 𝐋𝐈

MATB2013 Chapter 3.1


General Solution of Second-Order Linear Homogeneous

Theorem 3.1

If 𝑦1 and 𝑦2 are linearly independence solutions of the second-order


homogeneous linear differential equation,
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0

then the general solution of the equation is


𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

MATB2013 Chapter 3.1


Example

𝑦1 = 𝑒 3𝑥 and 𝑦2 = 𝑒 −3𝑥 are linearly independent solutions of the


homogeneous linear equation: 𝑦 ′′ − 9𝑦 = 0 on (-∞, ∞).

𝑦1 𝑒 3𝑥
= −3𝑥 = 𝑒 6𝑥 ≠ 𝑪
𝑦2 𝑒

Therefore the general solution for the equation, 𝑦 ′′ − 9𝑦 = 0 is:


𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −3𝑥

MATB2013 Chapter 3.1


3.1.2 Solving Second-Order Homogeneous Linear DE

Given a second order homogeneous linear DE with constant coefficients ,


𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 (1)
where 𝑎, 𝑏, 𝑐 are real constants. Let a solution for the equation (1) of the form: 𝑦 = 𝑒 𝑚𝑥
What is 𝑚 ? We calculate: 𝑦′ = 𝑚𝑒 𝑚𝑥 , 𝑦′′ = 𝑚2 𝑒 𝑚𝑥 , then substitute 𝑦, 𝑦 ′ , 𝑦′′ into (1) :

𝑎 𝑚2 𝑒 𝑚𝑥 + 𝑏 𝑚𝑒 𝑚𝑥 + 𝑐 𝑒 𝑚𝑥 = 0
𝑒 𝑚𝑥 ≠ 0 𝑒 𝑚𝑥 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 ≫ 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 (2)
Auxiliary equation with roots, m

Therefore, 𝑦 = 𝑒 𝑚𝑥 is a solution of (1) if and only if m satisfies the auxiliary equation (2).

MATB2013 Chapter 3.1


Roots of Auxiliary Equation 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

Roots (m) of the auxiliary equation can be obtained by factoring method or


by quadratic formula, or by using a scientific calculator There are three
possible roots of the auxiliary equation :

• Case 1 : Real and distinct roots


• Case 2 : Real but repeated roots
• Case 3 : Complex conjugate roots

The general solution of the second-order homogeneous linear DE will


correspond to these roots.

MATB2013 Chapter 3.1


Procedures of Solving 2nd-Order Linear
Homogeneous DE with Constant Coefficients

′′ ′
𝑎𝑦 + 𝑏𝑦 + 𝑐𝑦 = 0

1 Auxiliary equation : 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

2 Find Roots (m) : 𝑚1 , 𝑚2

3
Two corresponding Solutions in
𝑦1 , 𝑦2
the form of 𝑦 = 𝑒 𝑚𝑥 :

4 General Solution : 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

MATB2013 Chapter 3.1


Case 1 : Real and Distinct Roots

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0

1 Auxiliary equation : 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

2 Real and Distinct Roots : 𝑚1 ≠ 𝑚2

3
𝑦1 = 𝑒 𝑚1𝑥
Two corresponding Solutions : 𝑚2 𝑥
𝑦2 = 𝑒

4 General Solution : 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

MATB2013 Chapter 3.1


Case 2 : Real and Repeated Roots

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0

1 Auxiliary equation : 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

2 Real and Repeated Roots : 𝑚 = 𝑚1 = 𝑚2

3
𝑦1 = 𝑒 𝑚𝑥
Two corresponding Solutions : 𝑚𝑥
𝑦2 = 𝑥𝑒

4 General Solution : 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

MATB2013 Chapter 3.1


Case 3 : Complex Conjugates Roots

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0

1 Auxiliary equation : 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

2 Complex Conjugate Roots : 𝑚 = 𝛼 ± 𝑖𝛽

3
𝑦1 = 𝑒 𝛼𝑥 sin 𝛽𝑥
Two corresponding Solutions : 𝛼𝑥
𝑦2 = 𝑒 cos 𝛽𝑥

4 General Solution : 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

MATB2013 Chapter 3.1


Examples :
Find the general solution of :
(a) 𝑦 ′′ − 9𝑦 ′ = 0
(b) 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
′′
(c) 𝑦 + 𝑦 = 0
(d) 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 0

MATB2013 Chapter 3.1


Exercise :
Find the general solution of :
Answers:
(1) 𝑦 ′′ − 4𝑦 ′ = 0
(1) 𝑦 = 𝑐1 + 𝑐2 𝑒 4𝑥
(2) 𝑦 ′′ − 16𝑦 = 0
(2) 𝑦 = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑒 −4𝑥
(3) 𝑦 ′′ + 𝑦 ′ − 12𝑦 = 0 (3) 𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −4𝑥
(4) 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 (4) 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥
′′ ′ (5) 𝑦 = 𝑐1 𝑒 6𝑥 + 𝑐2 𝑥𝑒 6𝑥
(5) 𝑦 − 12𝑦 + 36𝑦 = 0
(6) 𝑦 ′′ + 25𝑦 = 0 (6) 𝑦 = 𝑐1 sin 5𝑥 + 𝑐2 cos 5𝑥
(7) 𝑦 = 𝑐1 𝑒 4𝑥 sin 3𝑥 + 𝑐2 𝑒 4𝑥 cos 3𝑥
(7) 𝑦 ′′ − 8𝑦 ′ + 25𝑦 = 0
(8) 𝑦 = 𝑐1 𝑒 1.5𝑥 + 𝑐2 𝑥𝑒 1.5𝑥
(8) 4𝑦 ′′ − 12𝑦 ′ + 9𝑦 = 0

MATB2013 Chapter 3.1

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