جامعة المنصورة االهلية- كلية الهندسة
MATHEMATICS METHODS FOR
ENGINEERING
LECTURE (5)
Content Lecture 5
➢Solving Second order Differential Equation
➢ Solving Higher Order Differential Equation
Note: for the second order homogenous DE
In the form 1
Let 𝑦 𝑥 = 𝑦1 is a known solution of (1)
We define 𝑦 𝑥 = 𝑢 𝑦1 is a solution
Example (2)
Homogeneous Second order linear equations with constant coefficients
Auxiliary or characteristic Equation
We consider the special case of the second order equation
where a, b, and c are constants.
If we try to find a solution of the form 𝑦 = 𝑒 𝑚𝑥
𝑦 ′ = 𝑚 𝑒 𝑚𝑥 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
is called the auxiliary equation of the DE
−𝑏 + 𝑏 2 − 4𝑎𝑐 −𝑏 − 𝑏 2 − 4𝑎𝑐
𝑚1 = 𝑚2 =
2𝑎 2𝑎
1. Distinct Real Roots (𝑏 2 − 4𝑎𝑐 >0)
The general solution is 𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
2. Repeated Real Roots (𝑏 2 − 4𝑎𝑐 = 0) 𝑚1 = 𝑚2
The general solution is 𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑥𝑒 𝑚1 𝑥
3. Conjugate Complex Roots (𝑏2 − 4𝑎𝑐 < 0)
𝑚1 = 𝛼 + 𝑖𝛽 , 𝑚2 = 𝛼 − 𝑖𝛽
The Complementary solution (solution of the homogeneous equation)
ay' '+by'+cy = 0
Let the solution assumed to be: 𝑦 = 𝑒𝑚 𝑥
𝑑𝑦 𝑑2 𝑦 2 𝑚𝑥
= 𝑚𝑒 𝑚𝑥 2
= 𝑚 𝑒
𝑑𝑥 𝑑𝑥
𝑒 𝑚𝑥 (𝑎𝑚2 + 𝑏𝑚 + 𝑐) = 0
characteristic equation
Real, distinct roots
Double roots
Complex roots
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Real, Distinct Roots to Characteristic Equation
Let the roots of the characteristic equation be real, distinct and of values m1 and m2.
Therefore, the solutions of the characteristic equation are:
𝑦 = 𝑒 𝑚1𝑥 𝑦 = 𝑒 𝑚2𝑥
• The general solution will be
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
• Example
y' '−5 y'+6 y = 0 𝑚2 − 5𝑚 + 6 = 0
𝑚1 = 2
y = c1e2 x + c2e3 x
𝑚2 = 3
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Equal Roots to Characteristic Equation
• Let the roots of the characteristic equation equal and of value m1 = m2 = m.
Therefore, the solution of the characteristic equation is:
𝑦 = 𝑒 𝑚𝑥
Let 𝑦 = 𝑉𝑒 𝑚𝑥 ⇒ 𝑦′ = 𝑒 𝑚𝑥 𝑉′ + 𝑚𝑉𝑒 𝑚𝑥 and 𝑦′′ = 𝑒 𝑚𝑥 𝑉′′ + 2𝑚𝑒 𝑚𝑥 𝑉′ + 𝑚2 𝑉𝑒 𝑚𝑥
where V is a
function of x
ay' '+by'+cy = 0
a𝑚2 + b𝑚 + c = 0 2a𝑚 + b = 0
V ' ' ( x) = 0 V = cx + d
𝑦 = 𝑏𝑒 𝑚𝑥 + (𝑐𝑥 + 𝑑)𝑒 𝑏𝑥 = 𝑐1 𝑒 𝑚𝑥 + 𝑐2 𝑥𝑒 𝑚𝑥
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Complex Roots to Characteristic Equation
Let the roots of the characteristic equation be complex in the
form 𝑚1,2 = 𝛼 ± 𝑖𝛽. Therefore, the solution of the characteristic
equation is:
𝑦1 = 𝑒 (𝛼+𝑖𝛽)𝑥 = 𝑒 𝛼𝑥 (cos( 𝛽𝑥) + 𝑖 sin( 𝛽𝑥)),
𝑦2 = 𝑒 (𝛼−𝑖𝛽)𝑥 = 𝑒 𝛼𝑥 (cos( 𝛽𝑥) − 𝑖 sin( 𝛽𝑥)).
1 1
𝑢(𝑥) = (𝑦1 + 𝑦2 ) = 𝑒 𝛼𝑥 cos( 𝛽𝑥), 𝑣(𝑥) = (𝑦1 − 𝑦2 ) = 𝑒 𝛼𝑥 sin( 𝛽𝑥)
2 2𝑖
It is easy to see that 𝑢 and 𝑣 are two solutions to the differential
equation. Therefore, the geneal solution to the d.e. is:
𝑦(𝑥) = 𝑐1 𝑒 𝛼𝑥 cos( 𝛽𝑥) + 𝑐2 𝑒 𝛼𝑥 sin( 𝛽𝑥).
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Examples
(I) Solve y' '+6 y'+9 y = 0 (II) Solve y' '−4 y'+5 y = 0
characteristic equation characteristic equation
r 2 + 6r + 9 = 0 r 2 − 4r + 5 = 0
r1 = r2 = −3 r1, 2 = 2 i
y = (c1 + c2 x)e −3 x
y = e2 x (c1 cos x + c2 sin x)
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Example (3)
Solution
We give the auxiliary equations, the roots, and the corresponding general solutions.
a
b
c
Example (4) For the initial value problem
Solution
The auxiliary equation of the DE
Applying the condition
Higher-Order Equations
In general, to solve an nth-order differential equation, we must
solve an nth-degree polynomial equation
If all the roots of polynomial equation are real and distinct, then the general solution
Example (5)
Solution
So 𝑚1 = 1 and the other roots are 𝑚2 = 𝑚3 = −2. Thus the general solution of the DE is
Example (6)
Solution
has complex roots
𝑚1 = 𝑚2 = i 𝑚3 = 𝑚4 = −i
Hence the general solution is
EXERCISES (2) Solve the given Bernoulli differential equation
1 2
3 4
5 6
7 8
8
EXERCISES (2)
Final Solution for odd numbers examples
3 5
7
EXERCISES
Find the general solution of the given second-order differential equation.
EXERCISES
Find the general solution of the given higher-order differential equation.
EXERCISES
Find the general solution of the given higher-order differential equation.
EXERCISES
Find the general solution of initial value problem
Reference and Further Reading
Advanced Engineering Mathematics
Peter V. O'Neil. 7thed.
A First Course in Differential Equations with Modeling Applications 11th Edition
Dennis G. Zill
Thank You
