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Homogeneous Linear DE Group 5

The document discusses solving homogeneous linear differential equations with constant coefficients. It explains that the solutions depend on the roots of the auxiliary polynomial equation obtained by substituting y = emx into the differential equation. There are three cases based on whether the discriminant is positive, zero, or negative, determining if the roots are real/distinct, real/repeated, or complex conjugates. The general solutions take different forms based on the nature of the roots. Initial and boundary value problems are also discussed, where initial value problems specify values at a single point while boundary value problems specify values at multiple points.

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Jhon Mar Bencion
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49 views

Homogeneous Linear DE Group 5

The document discusses solving homogeneous linear differential equations with constant coefficients. It explains that the solutions depend on the roots of the auxiliary polynomial equation obtained by substituting y = emx into the differential equation. There are three cases based on whether the discriminant is positive, zero, or negative, determining if the roots are real/distinct, real/repeated, or complex conjugates. The general solutions take different forms based on the nature of the roots. Initial and boundary value problems are also discussed, where initial value problems specify values at a single point while boundary value problems specify values at multiple points.

Uploaded by

Jhon Mar Bencion
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Homogeneous Linear

Differential Equation with


Constant Coefficient
Example 1:
y“ – y’ – 2y = 0
Substitute y = (m is a constant), Homogeneous Linear Differential
so the differential equation becomes Equation with Constant Coefficient
=0
 The general second-order homogeneous linear
differential equation has the form
a(x)y” + b(x)y’ + c(x)y = 0 ; [ a(x) ≠ 0]

 This is the general second-order homogenous


linear equation with constant coefficients.
ay“ +by’ + cy = 0

;
The solution of the homogeneous differential equation ay“ +by’ + cy = 0 depends
entirely on the roots of the auxiliary polynomial equation that results from the
substituting y = and then canceling out the term. Once the roots of this auxiliary
polynomial equation are found, you can immediately write down the general solution of
the given differential equation. Also note that a second-order linear homogeneous
differential equation with constant coefficients will always give rise to a second-degree
auxiliary polynomial equation, that is to a quadratic polynomial equation.
The roots of any quadratic equation are given by the famous quadratic formula

The quantity under the square root sign, - 4ac, is called the discriminant of the
equation, and its sign determines the nature of the roots. There are exactly three cases to
consider.
Solutions of a Homogeneous
Linear Ordinary DE
A second-order differential equation a(x)y” + b(x)y’ + c(x)y = f(x) is said to be
a second order homogeneous differential equation if f(x) is a zero function
and hence mathematically it of the form, ay” + by’ + cy = 0. Some of its
examples are y'' + y' - 6y = 0, y'' - 9y' + 20y = 0, etc.

 Solving Homogeneous Second Order DE


 To solve a homogeneous second-order differential equation, there are
three cases to consider.

 Three Cases

 Case 1: The discriminant is positive.

 In this case, the roots are real and distinct. If the two roots are denoted and
, then the general solution of the differential equation is
 Case 2: The discriminant is zero.

 In this case, the roots are real and identical; that is the polynomial equation has a
double (repeated) root. If this double root is denoted simply by m, then the general
solution of the differential equation is

 Case 3: The discriminant is negative.

 In this case, the roots are distinct conjugate complex numbers, . The general
solution of the differential equation is then
To solve this, we assume a general solution y = of the given differential equation, where r is
any constant, and follow the given steps:
 Step 1: Differentiate the assumed solution y = , and find y' =,
y'' = , where is an arbitrary constant.
 Step 2: Substitute the derivatives in the given differential equation
ay'' + by' + cy = 0. We have
⇒ , which is called the auxiliary equation or characteristic equation.
 Step 3: Solve the auxiliary equation and find its roots r 1 and r2.
- If and are real and distinct roots, then the general solution is

- If , then the general solution is


To solve this, we assume a general solution y = of the given differential equation, where r is
any constant, and follow the given steps:
 Step 1: Differentiate the assumed solution y = , and find y' =,
y'' = , where is an arbitrary constant.
 Step 2: Substitute the derivatives in the given differential equation
ay'' + by' + cy = 0. We have
⇒ , which is called the auxiliary equation or characteristic equation.
 Step 3: Solve the auxiliary equation and find its roots r 1 and r2.
- If and are real and distinct roots, then the general solution is

- If , then the general solution is


- If and are complex roots, then the general solution is
Example No. 1:
 y'' - 9y' + 20y = 0
Solution: Since the given differential equation is homogeneous, we will assume the solution
of the form y =
Substitute the values of and in

→ Auxiliary Equation

Since the roots of the characteristic equation are distinct and real, therefore the general
solution of second order differential equation is
Answer: The solution is y'' - 9y' + 20y = 0 is
Initial and Boundary Value
Problems
 =5

 =

 ∫1 . dy = ∫5 . dx

 [y = 5x+c] ­→ General / Primitive Solution [a family of solutions]

 c → any value

 c = 1, c = 2, c = 3 etc.
o y = 5x+1, y = 5x+2, y = 5x+3

1.) Same value of ind. v → Initial value problem

 → Initial value conditions

o y’’ + 2y’ = ex ; y (0) = 1, y’(0) = 2


2.) Different values of ind. v → boundary value problem
→ boundary value conditions
 y’’ + 2y’ = ex ; y(0) = 1, y’(1) = 2

 Initial Problem Value

 d̶x̶ = (6x-3) dx → y(0) = 4

 ∫dy = ∫[6x1-3]dx x = 0, y = 4

 y = -3x+c

 4 = 3̶(̶0̶)̶2 - 3̶(̶0̶)̶ +c

 4=c

 → y = 3x2+4
 Boundary Problem Value
y(x) = c1e0x+c2e1x
 y’’ = y’ y(0) = 1 y(1) = 2 → y(x) = c1+c2ex
 Reminder: y(x) = 1 = c1+c2e0

 1 = c1+c2
c1 = 1 – c 2
 r =r
2

2 = c1+c2e1
 r2 – r = 0
2 = c1+c2e
 r(r-1) = 0
2 = 1 – c 2 + c2 e
 r=0 1 = - c 2 + c2 e

 r-1 = 0 → r = 1 1 = c2e-c2
1 = c2(e-1)
c2 =
 c1 = 1 -

 c1 = =

 c1 =

 c1 =

 y(x) = +

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