Study Advice Service Student Support Services Mathematics Worksheet Differential Equations 2 This is one of a series of worksheets designed to help you increase your confidence in handling Mathematics. This worksheet contains both theory and exercises which cover 2nd Order Differential Equations of the form 1 d2y dx 2 f ( x) 2 a d2y dx 2 b dy cy 0 dx dy cy h( x) dx dx 2 There are often different ways of doing things in Mathematics and the methods suggested in the worksheets may not be the ones you were taught. If you are successful and happy with the methods you use it may not be necessary for you to change them. If you have problems or need help in any part of the work then there are a number of ways you can get help. 3 a d y 2 b For students at the University of Hull Ask your lecturers Contact the Study Advice Service on the ground floor of the Brynmor Jones Library where you can access the Mathematics Tutor, or contact us by email. Come to a Drop-In session organised for your department Look at one of the many textbooks in the library. For others Ask your lecturers Access your Study Advice or Maths Help Service Use any other facilities that may be available. If you do find anything you may think is incorrect (in the text or answers) or want further help please contact us by email. Tel: 01482 466199 Web: www.hull.ac.uk/studyadvice Email: studyadvice@hull.ac.uk dy d2y dy cy 0 a b cy hx dx dx dx 2 dx 2 dx 2 are Second Order Differential Equations. They can be a lot more complex than this but this worksheet will only consider these three. Equations of the form d2y f x a d2y b d2y f x can be solved by integrating twice (assuming that the function dx 2 f x and its integral can be integrated). Type 1 Example Solve the equation G d2y dx 2 W 1 x 0 where G and W are constants, subject to the conditions that y(0) 0 , y '(0) 1 (ie when x 0 , y 0 and G d2y dx 2 W 1 x 0 Integrating gives dy y '(0) 1 ie x 0 , 1 dx giving integrating again gives y(0) 0 ie x 0 , y 0 G d2y dx 2 dy 1 ). dx W 1 x W Wx dy Wx 2 Wx A dx 2 G 1 0 0 A A G G dy Wx 2 G Wx G dx 2 Wx 2 Wx 3 Gy Gx B 2 3 2 G 0 0 0 0 B B 0 hence solution is Gy or y Wx 2 Wx 3 Gx 2 6 Wx 2 Wx 3 x 2G 6G The method for type 1 is obvious but some methods used to solve Differential Equations appear to be ‘plucked from thin air’! In many areas of life tools are developed to tackle certain jobs. For instance in surgery there are a large number of tools which are designed to be used in particular operations. The tools to solve Differential Equations are often ‘designed’ to deal with a particular type. They can be justified, some of them quite easily, others are more complex. Type 2 Linear equations with constant coefficients of the form: d2y dy a b cy 0 dx dx 2 The first order, linear equation dy cy 0 has solution y kecx so it seems logical dx to try y e mx as the solution for a second order Linear Differential equation... 1 y e mx dy d2y memx m 2e mx 2 dx dx substituting into the equation gives am2emx bmemx cemx 0 am2 bm c emx 0 but as e mx 0 this gives am2 bm c 0. This equation is often called the auxiliary equation and there are 3 cases to consider depending on whether the roots of the quadratic equation are (i) real and different, (ii) real and equal or (iii) complex. Case (i) Two distinct roots Let the roots of the auxiliary equation am2 bm c 0 be m1 p and m2 q then y e px , y eqx are solutions of the differential equation and it looks as though the general solution could be y Ae px Be qx ( A and B are arbitrary constants), y Ae px Be qx Check dy d2y pAe px qBe qx p 2 Ae px q 2 Be qx dx dx 2 Substituting into the differential equation and collecting terms gives a d2y dx 2 b dy c A ap 2 bp c e px B aq 2 bq c e qx dx But as p and q are roots of the equation am2 b m c 0 then ap 2 bp c 0 and aq 2 bq c 0 hence a d2y dx 2 b dy c A0 B0 0 dx y Ae px Be qx is the general solution of the given 2nd order differential equation as it satisfies the differential equation and has two arbitrary constants. Example Find the general solution of the equation d2y dx 2 5 dy 6y 0 dx The auxiliary equation is m2 5m 6 0 which factorises to give m 1m 6 0 with roots m1 1, m2 6 General solution is y Ae x Be 6 x 2 Case (ii) Roots real and equal Experience shows that if the auxiliary equation am2 bm c 0 has equal roots m1 p and m2 p then the general solution is y Ax B e px [This can be checked, as above, by substituting into the differential equation.] Example d2y Find the general solution of the equation dx 2 6 dy 9y 0 dx The auxiliary equation is m 6m 9 0 which gives m1 3 , m2 3 and general 2 solution y Ax B e3x . Check this by substitution. Case (iii) complex roots If the auxiliary equation am2 bm c 0 has complex roots of the form m j where j 1 , the solution is y ex A cos x B sin x . [This can be checked, as above, by substituting into the differential equation.] Example Solve the equation d2y 2 2 dy 4y 0 dx dx The auxiliary equation is m 2m 4 0 which gives 2 m 2 22 414 2 21 12 2 2 j 3 1 j 3 2 2 The general solution is y e x A cos x 3 B sin x 3 . Check this by substitution. NOTE: we write cos x 3 rather than cos 3 x as it can be misread as cos 3 x ! Exercise 1 Solve the equations d 2 y dy 1. 0 dx 2 dx 4. d2y dx 2 2 7. 10. d y 2 dx d2y dx 2 d2y dy 2y 0 dx y0 3 dy 10 y 0 dx dy 13. y0 2 dx dx d2y dy 15. 2 4y 0 dx dx 2 2. 2 5. d2y dx 2 d2y dx 2 2 dy 0 dx 3. dy y0 dx 6. d2y dx 2 d y dy 8. 3 2 y 0 2 dx dx 2 11. d y dx 2 14. 9y 0 d2y dx 16. 3 2 10 d2y dx 2 4 9. 4 5 2 d2y dx 12. 4y 0 dx 2 d2y 2 d2y dx 2 dy 6y 0 dx 4 dy y0 dx 9y 0 dy 25 y 0 dx dy y0 dx 3 17. a 2 d2y dx 2 2a dy y0 dx 18. d2y dx 2 6 dy 13 y 0 dx d 2x dx k 2 dx u, when t 0. k x 0 , given x 0, 19. Solve the equation 2 dt dt 2 dt 20. Solve the equation d 2s dt 2 4 ds ds u, when t 0. 13s 0 , given s a, dt dt Type 3 Linear equations with constant coefficients of the form a d2y dx 2 b dy cy f x dx This is an extension of type 2. We can get the solution of a d2y 2 b dy cy 0 in the dx dx form y Au1 Bu2 where u1 and u2 are functions of x . If we can find a particular function y g ( x ) which satisfies the equation d2y dy cy f x dx dx then we can write the general solution as y Au1 Bu2 g ( x) The main problem is finding the function y g ( x ) ! a 2 b y Au1 Bu2 is often called the complementary function and y g ( x ) the particular integral. It quite logical to assume that the function y g ( x ) will be the same sort of function as f ( x ) . For example if f ( x ) is of the form e x then g ( x ) must be of the form ke x or kxe x ... as there are no combinations of other functions which will give the correct f ( x ) . There are a number of different possibilities three of which are discussed here. case (i) f ( x ) of the form ke mx Examples d 2 y dy d 2 y dy 2 y e3 x (b) 2 y e2 x Solve the equations (a) 2 2 dx dx dx dx d 2 y dy 2y 0 In both the complementary function is the solution of dx 2 dx This has auxiliary equation m2 m 2 0 which gives m1 2 , m2 1. Hence complementary function is y Ae2 x Be x . 4 (a) d2y dy 2 y e3 x has Complementary function y Ae2 x Be x dx dx 2 To find a particular integral try y ke3 x y ke3 x So, for y ke 3x dy d2y 3ke3 x 9ke3 x 2 dx dx to satisfy d2y dx then 2 dy 2 y e3 x dx 9ke3 x 3ke3 x 2ke3 x e3 x 4ke3 x e3 x k 1 Hence the general solution is y Ae (b) d2y 2x Be x 4 1 e3 x 4 dy 2 y e 2 x has Complementary Function y Ae2 x Be x dx dx 2 There is a term Ae2x in the complementary function so the particular integral cannot be of the form y ke2x as y Ae2 x Be x ke2 x A1e2 x Be x which will satisfy d 2 y dy d 2 y dy 2 y 0 but not 2 y e2 x 2 2 dx dx dx dx so we try y kxe2 x y kxe2 x dy d2y ke2 x 2kxe2 x 2ke2 x 2ke2 x 4kxe2 x 4ke2k 4kxe2 x 2 dx dx So, for y kxe2 x to satisfy d2y dx e 2 dy 2 y e2 x dx 4k 4kx k 2kx 2kx e2 x e2 x 4k 4kx k 2kx 2kx e2 x 2x 3ke2 x e k 1 3 Hence the general solution is y Ae2 x Be x 13 xe2 x case (ii) f ( x ) is a polynomial of degree n A particular integral can be found by substituting y a0 x n a1x n 1 a2 x n 2 a3 x n 3 ......... an The highest power in the particular function cannot be higher than the highest power in the function f ( x ) . You can check this by taking such a function, substituting into the left hand side and showing that all the coefficients of terms with higher powers must be zero as there are no similar powers on the right hand side. 5 Example Solve the equation d 2s 2 4s t 2 2 dt The auxiliary equation is m 4 0 which gives m 2 j . Hence the complementary function is s A cos 2t B sin 2t 2 To find a particular integral try s a0t 2 a1t a2 s a0t 2 a1t a2 ds d 2s 2a0t a1 2a0 dt dt 2 d 2s To satisfy the equation dt 2 4s t 2 2 2a0 4 a0t 2 a1t a2 t 2 2 4a0t 2 4at1 2a0 4a2 t 2 2 Equating coefficients 1 4 4a1 0 a1 0 2a0 4a2 2 a2 38 t term constant term a0 4a0 1 of t 2 term Particular Integral is s 14 t 2 83 18 2t 2 3 General solution s A cos 2t B sin 2t 18 2t 2 3 case (iii) f ( x ) is of the form k1 cos cx k2 sin cx (where k1 or k2 may be zero). In general a particular integral can be found by trying y p cos cx +q sin cx Example Solve the equation d 2r d 2 4 dr 5r 12 sin 2 d Auxiliary equation m 2 4m 5 0 gives complementary function r Ae5 Be Try particular integral r p cos 2 +q sin 2 dr 2 p sin 2 +2q cos 2 d d 2r d 2 To satisfy the equation 4 p cos 2 4q sin 2 d 2r d 2 4 dr 5r 12 sin 2 d 6 4 p cos 2 4q sin 2 4 2 p sin 2 2q cos 2 5 p cos 2 q sin 2 12 sin 4 p cos 2 8q cos 2 5 p cos 2 4q sin 2 8 p sin 2 5q sin 2 12 sin cos 2 9 p 8q sin 2 9q 8 p 12 sin Equating terms in cos 2 : sin 2 : 9 p 8q 0 9q 8 p 12 Solving 9 p 8q 0 9 p 8q 0 81 p 72q 0 9q 8 p 12 8 p 9q 12 64 p 72q 96 Adding gives 145 p 96 p 96 145 Substituting in gives q 108 145 96 cos 2 108 sin 2 General solution r Ae 5 Be 145 145 This can, of course, be checked in the usual way! Further examples (a) Solve the equation d 2r d 2 4 dr 5r 7 34 15 2 d From the previous example the complementary function is r Ae5 Be Try particular integral r a 2 b c dr 2a b; d d 2r d 2 To satisfy the differential equation: 2a d 2r d 2 4 dr 5r 7 34 15 2 d 2a 42a b 5 a 2 b c 7 34 15 2 2a 4b 5c 8a 5b 5a 2 7 34 15 2 Equating 2 terms terms constant terms 5a 15 8a 5b 34 2a + 4b - 5c = -7 Solving gives a 3 , b 2 , c 1 General Solution r Ae5 Be 3 2 2 1 7 (b) Solve the equation d2y dx 2 16 y 2 cos 4 x 20e 2 x (a more complex equation!) Auxiliary Equation m2 16 0 m 4 j Complementary Function y A cos 4 x B sin 4 x The Particular Integral must have terms to give both the 2cos 4 x term and the 20e 2x term when put into d2y dx 2 16 y . We would normally go for y p cos 4 x q sin 4 x ke2 x but we already have a cos4x term in the CF so we need to use y x p cos 4 x q sin 4 x ke2 x This gives dy x 4 p sin 4 x 4q cos 4 x p cos 4 x q sin 4 x 2ke 2 x dx d2y dx 2 x 16 p cos 4 x 16q sin 4 x 4 p sin 4 x 4q cos 4 x 4 p sin 4 x 4q cos 4 x 4ke 2 x 16 x p cos 4 x q sin 4 x 8 p sin 4 x q cos 4 x 4ke 2 x To satisfy the differential equation d2y 2 16 y 2 cos 4 x 20e 2 x dx 16 x p cos 4 x q sin 4 x 8 p sin 4 x q cos 4 x 4ke2 x 16 x p cos 4 x q sin 4 x 16ke2 x 2 cos 4 x 20e 2 x Equating terms in 8 p sin 4 x 8q cos 4 x 20ke2 x 2 cos 4 x 20e 2 x sin 4 x : 8 p 0 p 0 cos 4x : 8q 2 q 1 e 2x 4 : 20k 20 k 1 Hence General Solution is y A cos 4 x B sin 4 x 14 x sin 4 x e 2 x 8 Exercise 2 Solve the following 1. 3. d2y dx 2 d2y dx 2 5. 4 9 y 2e 2 x 2. 4 y 3 cos 2 x 4. d2y dx 2 2 y x 3x 6. dy x3 7. 2 3y 2 dx 2 dx d y 9. d y dx 2 4 y 4e 8. 2 x 10. dy 11. 2 5 y 80e 3 x 2 dx dx 15. d2y dx 2 d2y dx 2 6 d2y 12. y ex x dx 2 d2y d 2 dt 2 16. 2 d2y 2 d2y dx 2 d2y dx 2 14. 2 dy 14 y 6 cos x 13 sin x dx 17. Solve the equation 18. If d2y dx d2y 13. 4 dx 2 dx 2 2 d2y dy 16 y e x dx 2 dy y 100 sin 3x dx 2 dy 5 y 15 dx 8 dy 25 y 50 dx 2 dy 2y 1 x x2 dx dx 2 dx 2 dy y2 dx 6 d2y d2y 3 dy 4x 1 dx 9 y 3 cos 2 x sin 2 x 4 sin t given that 6 , d 0 when t 0 . dt dy 2 y 4 x , find y in terms of x , given that, when x 0 , dx dx dy y 4, 2. dx 2 3 19. Obtain the solutions of the equation when x 0 , y 0, d2y dx 2 9 y 2 sin 3x given that dy 0. dx ANSWERS Exercise 1 2x 1. y Ae x B 2. y Ae 4. y Ae2 x Be x 5. y Ax B e x 7. y A cos x B sin x 8. y Ae 3 Be x 10. y Ae5 x Be 2 x B x 11. y Ae3x Be 3x 3. y Ae2 x Be 2 x 6. y Ae3x Be 2 x x 9. y Ax B e 2 12. y A cos 3x B sin 3x 9 13. y e x 2 14. y Ax B e 5 x 3 3 A cos 2 x B sin 2 x x 16. y Ae x Be 3 15. y e x A cos x 3 B sin x 3 x 18. y e 3 x A cos 2 x B sin 2 x 2 20. s e 2t a cos 3t u 2a sin 3t 17. y Ax B e a 19. x 2u e 2 sin kt kt k 3 Exercise 2 1. y Ae3 x Be 3 x 2 e 2 x 2. y Ae 3. y A cos x B sin x cos 2 x 4. y Ae8 x Be 2 x 1 e x x 5 4 Be x 2 9 5. y x Ae 2 x Be 2 7. y Ae x Be 3x 2 6. y Ax B e x 2 3x 8 1 9 x3 9 x 2 42 x 26 54 8. y e x A cos 2 x B sin 2 x 3 10. y e 4 x A cos 3x B sin 3x 2 x 23 cos 3x 4 sin 3x 9. y Ae 2 x Be 2 x xe2 x 11. y e x A cos 2 x B sin 2 x 10e 3 x 12. y e x A cos x B sin x 1 x 2 x 1 2 2 2 13. y A cos x B sin x x 1 e x 5 x 14. y A Be 2 2 x2 9 x 15. y e 3 x A cos x 5 B sin x 5 sin x 16. y A cos 3x B sin 3x 1 3 cos 2 x sin 2 x 5 17. 1 6 cos 2t sin 2t 2 sin t 19. y 1 (e 3 x e 3 x 2 sin 3x ) 18 18. y 1 4e x e 2 x 2 x 11 4 We would appreciate your comments on this worksheet, especially if you’ve found any errors, so that we can improve it for future use. Please contact the Maths tutor by email at studyadvice@hull.ac.uk updated 29th November 2004 The information in this leaflet can be made available in an alternative format on request. Telephone 01482 466199 10