Download Linear second-order differential equations with variable coefficients.

Ordinary and Partial Differential Equations
Lecture 5. Linear second-order differential equations with variable coefficients
Homogeneous and nonhomogeneous equations. Cauchy-Euler equations.
Bibliography: Nagle, Snaff, Sieder - ”Fundamentals of DEs and BVPs” (6th ed.) - sections 4.7 - 4.8
INTRODUCTION
♣ A general second-order differential equation with variable coefficients is of the form
a2 (t)y ′′ + a1 (t)y ′ + a0 (t)y = f (t)
(1)
y ′′ + p(t)y ′ + q(t)y = g(t)
(2)
or, written in the standard form
Existence and Uniqueness Theorem:
If the function p(t), q(t) and g(t) are continuous on an interval (a, b) that contains the point t0 , then for
any choice of the initial values y0 and y1 , there exists a unique solution on the interval (a, b) of the IVP:
y ′′ + p(t)y ′ + q(t)y = g(t)
;
y(t0 ) = y0
;
y ′ (t0 ) = y1 .
(3)
HOMOGENEOUS EQUATIONS
A condition for the linear independence of solutions:
Two solutions y1 (t) and y2 (t) (defined on the interval I) of the homogeneous differential equation
y ′′ + p(t)y ′ + q(t)y = 0
(4)
are linearly independent if and only if the Wronskian
y (t) y2 (t) = y1 (t)y2′ (t) − y2 (t)y1′ (t)
W [y1 , y2 ](t) = 1′
y1 (t) y2′ (t) is non-zero on the whole interval I.
→ If two linearly independent solutions y1 (t) and y2 (t) of the homogeneous equation (4) are known, the
general solution of the homogeneous equation (4) is y(t) = c1 y1 (t) + c2 y2 (t).
→ In general, finding two linearly independent solutions is not an easy task. However, if one particular
solution y1 (t) of the homogeneous equation (4) is known, a second linearly independent solution y2 (t)
may be found using the Reduction of Order method.
Reduction of Order:
Let y1 (t) a non-trivial solution of the homogeneous equation (4). A second, linearly independent solution
y2 (t) of eq. (4) can be found of the form y2 (t) = v(t)y1 (t), where the function v(t) is determined by
replacing y2 in eq. (4), leading to a first-order differential equation in v ′ (t).
NON-HOMOGENEOUS EQUATIONS
A general solution of the non-homogeneous equation (2) on an interval I can be written as
hom
y = yp + ygen
hom
where yp is a particular solution of the non-homogeneous equation (2) and ygen
is the general solution
on I of the associated homogeneous equation (4).
hom
→ If the general solution ygen
of the homogeneous equation (4) is known, a particular solution yp of the
non-homogeneous equation (2) can be found using the method of Variation of Parameters.
c 2011/2012 Eva Kaslik - West University of Timişoara, Romania
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CAUCHY-EULER (EQUIDIMENSIONAL) EQUATIONS
♣ A Cauchy-Euler equation is a second-order differential equation of the form:
at2 y ′′ + bty ′ + cy = f (t)
(5)
where a, b, c are real constants.
Homogeneous Cauchy-Euler Equations
♣ A homogeneous Cauchy-Euler equation is of the form
at2 y ′′ + bty ′ + cy = 0
(6)
where a, b, c ∈ R.
→ looking for solutions of the form y = tr of eq. (6) we obtain the associated characteristic equation:
ar2 + (b − a)r + c = 0
Method for finding the general solution of the homogeneous equation (6):
• find the roots r1 , r2 of the auxiliary equation (7);
• if r1 , r2 ∈ R and r1 ̸= r2 , then y(t) = c1 tr1 + c2 tr2 is the general solution of (6);
• if r1 = r2 = r then y(t) = tr (c1 + c2 ln t) is the general solution of (6);
• if r1 = r2 = α + iβ ∈ C \ R then y(t) = tα (c1 cos(β ln t) + c2 sin(β ln t)) is the solution of (6),
where c1 and c2 are arbitrary real constants.
(7)