Chemical

 Engineering  Department  

CHAPTER  8:  LINEAR  DIFFERENTIAL  EQUATIONS  

CHAPTER  9:  SECOND-­‐ORDER  LINEAR  HOMOGENEOUS  

DIFFERENTIAL  EQUATIONS  WITH  CONSTANT  COEFFICIENTS  

CHAPTER  10:  nth-­‐order  linear  homogeneous  differenSal  equaSons  

with  constant  coefficients  

COURSE  CODE:  KMÜ  237    

COURSE  TITLE:  ENGINEERING  MATHEMATICS  

COURSE  TEXTBOOK:  Bronson,  R.,  Costa,  G.,  "Schaum's  Outlines  Differen<al  

Equa<ons"  3rd  Ed.,  McGraw-­‐Hill  Companies,  USA,  2006  
 LINEAR  DIFFERENTIAL  EQUATIONS:    
THEORY  OF  SOLUTIONS  

An  nth-­‐order  linear  differenSal  equaSon  has  the  form  

 
bn(x)y(n)+bn-­‐1(x)y(n-­‐1)+..+b2(x)y’’+  b1(x)y’+b0(x)y  =  g(x)      (1)  
 
where   g(x)   and   the   coefficients   bj(x)   (j=0,1,2,…,n)  
depend   solely   on   the   variable   x.   In   other   words,   they  
do  not  depend  on  y  or  on  any  deriva<ve  of  y.  
 
 
 
 LINEAR  DIFFERENTIAL  EQUATIONS:    
DEFINITION  

If  g(x)  =  0,  then  the  equa<on  is  homogeneous;    

If  g(x)  ≠  0,  the  equa<on  is  nonhomogeneous  

• A   linear   differen<al   equa<on   with   constant  

coefficients  (all  coefficients  bj(x)  in  the  equa<on  are  
constants).    
• A   linear   differen<al   equa<on   with   variable  
coefficients  (one  or  more  of  bj(x)  in  the  equa<on  is  
not  constant).    
 
 LINEAR  DIFFERENTIAL  EQUATIONS:    
HOMOGENEOUS  
Theorem  8.1.  Consider  the  ini<al-­‐value  problem  given  by  the  
linear  differen<al  equa<on  (1)  and  n  ini<al  condi<ons  
y(x0)=c0,  y’(x0)=c1,  y’’(x0)=c2,........  y(n-­‐1)(x0)=cn-­‐1    (2)  
 
If  g(x)  and  bj(x)  are  con<nuous  in  some  interval  ζ  containing  x0  and  
If  bn(x)≠0  in  ζ,  
Then  the  ini<al-­‐value  problem  given  by  (1)  and  (2)  has  a  unique  (only  one)  
solu<on  defined  throughout  ζ.  
When   the   condi<ons   on   bn(x)   in   Theroem   8.1.   hold,   we   can  
divide  Eq.  (1)  by  bn(x)  to  get    
 y(n)+an-­‐1(x)y(n-­‐1)+..+a2(x)y’’+….a1(x)y’+a0(x)y  =  Ø(x)  
 
Where  aj(x)=bj(x)/bn(x)  (j=0,1,…,n-­‐1)  and  Ø(x)=g(x)/bn(x).  
   
 LINEAR  DIFFERENTIAL  EQUATIONS:    
DifferenSal  operators  
The  differenSal  operator  L(y):  
 L(y)  =  y(n)+an-­‐1(x)y(n-­‐1)+..+a2(x)y’’+….a1(x)y’+a0(x)y    
Then,  
 L(y)  =Ø(x)  
and,  in  par<cular,  a  linear  homogeneous  differenSal  equaSon  
can  be  expressed  as  
 L(y)  =0  
The  differenSal  operator  D(y):  
 Dny+an-­‐1(x)Dn-­‐1y+..+a2(x)D2y+….a1(x)Dy+a0(x)y  =  Ø(x)  
Then,  
 D(y)  =dy/dx…….Dn(y)=dny/dxn  
And,   in   par<cular,   a   linear   homogeneous   differen<al   equa<on  
can  be  expressed  as  
 [Dn+an-­‐1(x)Dn-­‐1+..+a2(x)D2+….a1(x)D+a0(x)]y  =  0  
 
 LINEAR  DIFFERENTIAL  EQUATIONS:    
LINEARLY  INDEPENDENT  SOLUTIONS  

Theorem:   The   nth-­‐order   linear   homogeneous   differen<al  

equa<on  L(y)=0  always  has  n  linearly  independent  solu/ons.  
If   y1(x),   y2(x),....,   yn(x)   represent   these   solu<ons,   then   the  
general  solu-on  of  L(y)=0  is  
 y(x)  =  C1y1(x)  +  C2y2(x)  +....+  Cn  yn(x)    
     
   linearly  independent  solu<ons  
where  C1,  C2,…..Cn  denote  arbitrary  constants.  
 LINEAR  DIFFERENTIAL  EQUATIONS:    
TransformaSon    
Representa<on   of   a   linear   differen<al   equa<on   in   some   forms   by   the  
operators:  
More  generally,  
 
 L  =  P(D)  =  D2+aD+b  for  second-­‐order  differen<al  operator  
 
When  L  is  applied  to  a  func<on  y,  it  produces  
 
 L[y]  =  (D2+aD+b)y  =  y’’+ay’+by  
 
A  homogeneous  linear  differen<al  equa<on  may  be  simply  wrihen  as  
 
 y’’+ay’+by  =  0  
   
 L[y]  =  P(D)y  =  0  
 
Also  we  write  
 P(λ)  =  0    (if  λ  is  a  solu<on  of  the  characteris<c  equa<on)  
 
 LINEAR  DIFFERENTIAL  EQUATIONS:    
TransformaSon…    
Solu<on  of  characteris<c  equa<on;  
   
 P(D)  =Dn+P0Dn-­‐1+..+Pn-­‐2D2+  Pn-­‐1D+Pn  
    (P(λ)=λn+Poλn-­‐1………….+Pn-­‐1λ+Pn)  
as  a  polynomial  in  the  variable,  D  we  obtain,    
 P(D)y=0  for  a  homogeneous  linear  differen<al  equa<on  
P(D)  equa<on  factored  as    
 
 P(D)=  (D-­‐m1)  (D-­‐m2)  (D-­‐m3)…(D-­‐mn-­‐1)  (D-­‐mn)  
then    
 P(D)y=  (D-­‐m1)  (D-­‐m2)  (D-­‐m3)…(D-­‐mn-­‐1)  (D-­‐mn)y=0  
 
 
 LINEAR  DIFFERENTIAL  EQUATIONS:    
NONHOMOGENEOUS  
Let,    
• yp  denote  any  par-cular  solu-on  of  a  linear  differen<al  equa<on,  
L(y)=Ø(x)    
and    
• yh  represent  the  general  soluSon  of  the  associated  homogeneous  
equa<on  L(y)=0.  It  is  called  the  homogeneous  or  complementary  
solu-on.  
 
Theorem.  The  general  solu<on  to  L(y)=Ø(X)  is  
     y(x)  =  yh(x)  +  yp(x)  
 
 
General  solu<on  of  L(y)=Ø(x)      Par<cular  solu<on  of  L(y)=Ø(x)  
     
   Homogeneous(Complementary)  solu<on  of  L(y)=0  
           
 
 
CHAPTER  9.  SECOND-­‐ORDER  LINEAR  HOMOGENEOUS  DIFFERENTIAL  
EQUATIONS  WITH  CONSTANT  COEFFICIENTS    
 
The  second-­‐order  differen<al  equa<on:  
 
 y’’  +  a1  y’+  a0  y  =  0  (1)  
 
a1,  a0;  Constants  
 
CharacterisSc  equaSon:  
When   we   replaced   y’’,   y’,   y   by   λ2,   λ1,   λ0=1,   we   get   the   equa<on   called  
characterisSc   equaSon   of   the   differen<al   equa<on,   Eq.   (1).   It   is   the  
algebraic  equaSon.  
 
 λ2  +  a1  λ  +  a0  =  0  (2)  
 
The  characteris<c  equa<on  can  be  factored  into  
(λ  –  λ1)(λ  –  λ2)  =  0    (3)  
 LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
GENERAL  SOLUTION    
The  general  solu<on  of  Eq.  (1)  is  obtained  directly  from  the  roots  of  Eq.  (3).  
There  are  three  cases  to  consider.  
Case  1.  λ1  and  λ2  both  real  and  disSnct.  Two  linearly  independent  solu<ons  
are  y1(x)=eλ1x  and  y2(x)=eλ2x   1
cosh x = ( e + e
x −x
)
  1
2
sinh x = ( e − e
x −x
)
General  solu<on:   2
 y(x)  =  C1  eλ1x  +  C2  eλ2x  or  y(x)  =  C1  coshλ1x    +  C2  sinhλ2x    
 
Case  2.  λ1  =  a+ib,  a  complex  number.  So,  the  other  root  λ2  =  a-­‐ib  
Two  linearly  independent  solu<ons  are  y1(x)=e(a-­‐ib)x  and  y2(x)=e(a+ib)x     cos x = 1 (e + e ix −ix
)
2
  1
sin x = ( e − e
ix −ix
)
General  solu<on:   2
 y(x)  =  d1  e(a-­‐ib)x    +  d2  e(a+ib)x              or  y(x)  =  C1  eax  cosbx    +  C2  eax  sinbx  
   
Case   3.   λ1=λ2   real   repeated   roots.   Two   linearly   independent   solu<ons   are  
y1(x)=eλ1x  and  y2(x)=xeλ1x  
 
General  solu<on:  
 y(x)  =  C1  eλ1x  +  C2  xeλ1x  
 LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
EXAMPLES  
Example  9.1.  Solve     y!! − y! − 2y = 0
Characteris<c  equa<on:  
  λ2 − λ − 2 = 0
It  can  be  factored  into,  
 (  λ +1) ( λ − 2) = 0 (λ+1)  =  0  è  λ=  -­‐1  
(λ-­‐2)  =  0  è  λ=  2  
 
The  roots    λ    1    =        −1,
                 λ      2    =        2      are  real  and  dis<nct.  
The  solu<on  is  given  as  
  −x 2x Linearly  independent  solu<ons  
 
y(x) = C 1 e + C 2 e y1(x)=e-­‐x    ,    y2(x)=e2x  

-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐
Solu<on   of   the   linear   homogeneous   differen<al   equa<on   defined   in  
operator  D:    
  2
(D − D − 2)y = 0 $ D y ≡ 2 ; Dy ≡ '
# 2 d2y dy &
  % dx dx (
When  it  was  factored,  
( D     +1) ( D − 2) y = 0 {( D − m1 ) ( D − m2 ) y = 0}
y(x) = C1e− x + C2 e 2 x {Roots;m1 = −1, m2 = 2}
 LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
EXAMPLES  

Example  9.7.  Solve     y!! + 4 y! + 5y = 0

 
Characteris<c  equa<on:  
  2
  λ + 4λ + 5 = 0
To  find  the  factors  of  the  equa<on,  from  the  quadra<c  formula,  
   
∓ (4) 2
4(5) "$ ∓ b 2
4ac &$
  λ = −(4) −
= −2 ∓ i # λ1,2 =
−b − 2
for (aλ + bλ + c = 0)'
1,2
  2 $% 2a $(
 
The  roots        λ    1      =      −2
         +      i,              λ    2      =      −2
         −
     i      are  a  complex  conjugate  pair.  
 
General  solu<on  is  given  as  
  −2 x −2 x
  y(x) = C 1 e cos x + C 2 e sin x
   
 LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
EXAMPLES  

Example  9.12.  Solve     y!! − 8 y! +16y = 0

 
Characteris<c  equa<on:  
  2
  λ − 8λ +16 = 0
By  factoring,  
   
  2
 
λ ( − 4) = 0
 
The  roots      λ          λ
     1      =          4
       2      =          are  real  and  equal.  
 
General  solu<on  is  given  as  
 
  4x 4x
   
y(x) = C 1 e + C 2 xe
 CHAPTER  10.  nth-­‐ORDER  LINEAR  HOMOGENEOUS  DIFFERENTIAL  
EQUATIONS  WITH  CONSTANT  COEFFICIENTS    
 
The  nth-­‐order  differen<al  equa<on:  
 
 y(n)  +  an-­‐1  y(n-­‐1)+….+  a1y’+a0  y  =  0  (4)    
 
an-­‐1,  an-­‐2…..  a0;  Constants  
 
CharacterisSc  equaSon:  
 
 λn  +  an-­‐1  λn-­‐1  +…..+a1  λ+  a0  =  0    
 
The  characteris<c  equa<on  can  be  factored  into  
 
(λ  –  λ1)(λ  –  λ2)…..  (λ  –  λn)  =  0      
nth-­‐ORDER  LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
GENERAL  SOLUTION  
The   roots   of   the   characteris<c   equa<on   determine   the   solu<on   of   nth-­‐
order  differen<al  equa<on  given  in  Eq.  (4):  
 
• If  the  roots  are  all  real  and  dis<nct,  the  solu<on  is  
   
 y(x)  =  C1  eλ1x  +  C2  eλ2x+….+Cn  eλnx  (5)  
 
• If   the   roots   are   dis<nct,   but   some   are   complex,   then   the   solu<on   is  
again   given   by   Eq.   (5).   As   it   was   discussed   before,   those   terms  
involving   complex   exponen<als   can   be   combined   to   yield   terms  
involving  sines  and  cosines.  
 
• If  one  root  λk  is  a  root  of  mul<plicity  p  (that  is  (λ-­‐λk)p),  the  solu<on  is  
   
 y(x)  =  C1  (eλkx)+  C2  (xeλkx)+C3  (x2eλkx)+….+Cn  (xp-­‐1eλkx)  
     
nth-­‐ORDER  LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
EXAMPLE  
Example  10.4.  Solve   y!!! − 6 y!! + 2 y! + 36y = 0
 
Characteris<c  equa<on:  
    3 2
    λ − 6 λ + 2 λ + 36 = 0
For  factoring  the  equa<on,  find  one  factor  that  causes  the  polynomial  to  equal  
to  zero  from  the  all  factors  of  last  term(i.e.  constant,  36).  
This  factor  is  (λ+2).  Equa<on  is  rearranged  with  this  factor,  then  
  λ 2 ( λ + 2 ) − 8λ ( λ + 2 ) +18 ( λ + 2 ) = 0
 
  ( λ + 2) ( λ 2 − 8λ +18) = 0
 
One  root  is  λ1=  -­‐2    The  roots  are  a  complex  conjugate  pair;  
       λ2,3=4±√2i  
The  solu<on  is  
      (4+i 2 ) x + d e(4−i 2 ) x
−2 x 4x 4x
  y(x) = C1e + C2 e cos 2x + C3e sin 2x { y(x) = C1e−2 x + d2 e 3 }
 
nth-­‐ORDER  LINEAR  HOMOGENEOUS  DIFFERENTIAL  EQUATIONS:    
EXAMPLE  

(4)
Example  10.6.  Solve   y + 8 y!!! + 24 y!! + 32 y! +16y = 0
 
Characteris<c  equa<on:  
   
λ 4 + 8λ 3 + 24 λ 2 + 32 λ +16 = 0
   
By  factoring  into,  
 2   2 2
 "$( λ + 4λ + 4  )  ( λ + 4λ + 4) = 0 &$
2

(λ   + 4λ + 4  ) = 0 ⇒  #%$(λ + 2) (λ + 2    ) (λ + 2) (λ + 2) = 0'($
  ( λ + 2
4
) =0
 
Here  λ1=  -­‐2  is  a  root  of  mul<plicity  four;  hence  the  solu<on  is  
 
  y(x) = C1 e−2 x + C2 xe−2 x + C3 x 2 e−2 x + C4 x 3e−2 x