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Second Order Differential Equations

This document describes different types of second-order differential equations and their solution methods. It explains second-order differential equations, linear homogeneous and non-homogeneous equations with constant coefficients, solving them through the fundamental set of solutions, variation of parameters, and variation of undetermined coefficients. It also covers non-linear second-order differential equations and their solution methods.
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0% found this document useful (0 votes)
13 views29 pages

Second Order Differential Equations

This document describes different types of second-order differential equations and their solution methods. It explains second-order differential equations, linear homogeneous and non-homogeneous equations with constant coefficients, solving them through the fundamental set of solutions, variation of parameters, and variation of undetermined coefficients. It also covers non-linear second-order differential equations and their solution methods.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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DIFFERENTIAL EQUATIONS OF

SECOND ORDER
Second order differential equations are those that contain first and
second order or 2nd order only.

Case 1: If the second-order differential equation does not contain the variable y, it can be written as
next form:

To solve it, we do which means that one has to:

Therefore, we can write equation I in the following way:

Example 1:

Yes , then

If we replace II in I, it has to be:

This is a separable variable equation, whose solution is:

Then we integrate on both sides we have to:

But how so:


This equation is solved by separable variables:

Case 2: If the second-order equation does not contain x, we can express it through the
next structure:

To solve it, we do , with which

Replacing II and III in I we have to:

this is a first-order equation.

Example 2:

Yes y

We replace in the given equation:

This is a first-order equation

So we tried to turn it into


exact, multiplying by -1.
For the equation to be exact, the derivative of M must be equal to that of N. Then:

So the equation is exact. In this case we do:

We use either of the two equations to find the function. .

So,

Now;

So,

Now we solve , but how we find In the previous process, we replaced it in this one.
equation

But they are eliminated

And we have to:

We integrate

So we have h to add in the function .

So;
As we know, the solution to the exact equation is equal to with a constant C. Then:

But let us remember that

Now we have that this equation is separable variables. We then solve:

But

We replace in the integral we have that:

But
Where the above is the solution to the equation given at the beginning.

SECOND ORDER LINEAR EQUATION


In general terms, a second-order linear equation can be written in the following
form:

Unlike first-order linear equations, there are no cases according to the


form of the equation. Now we will only solve by the linear form.

When a second-order linear equation is present, we will not only have one solution, but two.
equations that satisfy the differential equation and we call them:

Two constants will also appear. .

That is to say, if I replace the equation in the given equation is satisfied, the same for the
equation .

Aside from these two solutions, we have another solution that is obtained through superposition.
this is called the Superposition Theorem.

Superposition theorem

If , they are solutions of the differential equation , then the


function it is also a solution of the differential equation.

Example:

Sea

Now we need the first derivative

Now the second derivative


We replace I and II in the given equation, and we have that:

So and it is fulfilled that

It is the general solution.

Fundamental Set of Solutions


The set of solutions it is called the fundamental set of solutions (CFS) of the
differential equation if any solution of the equation can be
express as a linear combination of its solutions with their appropriate constants.

Fundamental Set of Solutions they must be linearly independent.

Typical Fundamental Set of Solutions

It is the fundamental set, where the functions that make it up have a coefficient of 1.

If we have , and this is a fundamental set of solutions, where son


linearly independent, then the general solution of the equation will be:

But here we have that the solutions to the equation must have a coefficient of 1. So the
solution is .

If we start from the example:

Whose fundamental solution

And the general solution:

Then every homogeneous linear equation equal to 0 will have in general form
Now if we want to check that the fundamental set of the equation is correct,
we use the Wronskian theorem.

Wronskian Theorem

The Wronskian of n functions is defined as

In this way, it can be verified that the function they are linearly independent.

So;

Yes , then they are linearly independent.

Now if the fundamental set is given by

Where

Therefore they are linearly independent. Therefore his CFS.

Example:

Determine if it is a fundamental set of solutions of .

To know if they are CFS, it is necessary to find the Wronskian:

Therefore, the set of functions it is linearly independent and is a basis.


HOMOGENEOUS DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS

This equation has the form

If the equation is homogeneous, it means that it is set equal to zero, and the values that
accompany to they are constants, they are not functions of x.

Now, if we assume that the solution to the given equation is

, then

If we replace I, II, and III in the given equation we have that:

If we take out a common factor :

But therefore , where it is, is the characteristic equation. Also


this is a quadratic equation, where I can obtain two solutions , which will help to
find

So

Now several cases are presented depending on the value of the radicand, which are:

Case 1:

So, it's positive then, , and also .

Thus, in this way we manage to demonstrate whether they are linearly independent or not.

Now,
And the Fundamental Set of Solutions will be:

And the solution will be:

Example:

If we assume that , and the characteristic equation is and the


we factorize:

So then

Whose general solution will be:

Case 2:

The solutions for this case will be real and equal.

The Fundamental Set of Solutions

And the general solution to this case will be:


Example:

Yes and the characteristic equation is and we factor we have to

So , they are equal realities.

The Fundamental Set of Solutions

And the general solution

Case 3:

That is, it is a number or a set of negative numbers. In this case, we apply the
next theorem.

Theorem: If the differential equation it is the complex function


where u and v are functions of a real variable, then they are solutions
linearly independent of the differential equation.

So we have to:

Where i is an imaginary number

if we switch to polar form

Where it is the imaginary part.

And the general solution will be:


Example:

Yes the characteristic equation is this is a quadratic equation


where:

Where

Where CFS will be:

And the general solution will be:


Non-Homogeneous Second Order Linear Equations

These have the form

And the general solution is:

So;

And it can be solved by means of the method of undetermined coefficients, or by


parameter variation.

Theorem: If is a solution of then he/she will be able to express himself/herself

how:

Where they are linearly independent solutions of the corresponding


homogeneous equation.
Method of Variation of Indeterminate Coefficients

It is used to find the particular solution of a non-homogeneous equation with coefficients.


constants, where it is limited to 4 detailed forms in the following table:

Where

Example:

Where the solution is:

Now the given equation is not homogeneous and meets one of the requirements of the table,
the one that has it is a polynomial of degree 2.

The complementary solution will be:

We set it to 0

The characteristic equation will be

We factor and we have that:


The Fundamental Set of Solutions will be:

The complementary solution will be:

As in the given equation

And in the table we have the particular solution of a polynomial is

So

But we need to evaluate the equation at the values of S, so we start with:

So the solution will be:

Remember that the particular solution must be linearly independent of the solution.
complementary.

So is linearly independent of the solution


therefore the general solution will have the form

Since the particular solution will satisfy the given equation, we differentiate it and substitute.
in the given equation:

Replacing in the given equation we have that:

If we now group the coefficients of the previously stated equation, we have that:
If we group the constants with the coefficient x, we have that:

If we group the constants with coefficient x2we have to:

We then have 3 linear equations with 3 unknowns, if we solve for from the equation
previously proposed we have to

If we replace we have to:

And we replace in we have to:

Having we can correctly express the particular equation that


it has the shape

But what we need is the general solution given by the sum of


Method of Variation of Parameters

It serves to find the particular solution. from the equation ,


knowing the fundamental set of solutions of the corresponding
homogeneous equation.

So if you suppose that

It is the particular solution of it is a particular solution of a


previously written equation, we must then derive and replace it in the given equation.

So;

Now we will set some conditions:

CONDITION 1:

If this is zero then evening

Y it will be:

We replace in the given equation:

For convenience, we grouped all the

But we know that they are solutions of the given equation, by replacing these terms in
we have the equation:

And we would then have a simpler expression:

Where is condition 2.
CONDITION 2:

As one condition depends on the other, we would have a system of conditions, we will use for
try to find the particular solution:

Now we assemble a matrix with the coefficients of the system, the variables, and the equality.

Now I apply Cramer's rule

So to find we integrate the previous equation

Now we apply the same method to find

So:

Once obtained , and we find the particular solution given the form:

We replace and we have to:


Example:

Find the general solution of

Whose solution is given by

We found and we equal to zero

Whose characteristic equation will be:

And the fundamental set will be:

Where the complementary solution will be:

2. Find
Whose general solution is of the form

And we assume that ^ , we also find the Wronskian

Now;

So;

Y
So it will be:

And the general solution will be:


LAPLACE TRANSFORM
Laplace Transform
If to a given function , defined for all positive values of , is corresponded to a
new function:

(1)

The correspondence is called 'the Laplace transform' and to the transform of


Laplace of and it will be noticed by:

(2)

For example, if when so

For this, if then we have:

(3)

Example 1:

Sea , then

Then, if a positive integer is obtained:

(4)

Applying relation (4) successively yields:

(5)
Example 2:

Sea when a constant. So:

Therefore, when it is held:

Example 3:

The following results can be easily verified:

The property of linearity, one of the most important properties of the transformation of
Laplace is proposed by the following theorem.

Theorem 1
The Laplace transform is a linear operation, that is to say:

(6)

Where y they are constant.

Demonstration:

Applying the definition of the Laplace transform,


Example 4:

Sea constant. So

The results of examples 1-4 are given in Table 1, in which it is the transformation
of Laplace of that is, the function which corresponds to the given function One can think
also in the inverse correspondence, called 'the inverse Laplace transform' and
denoted by:

(7)

TABLE NO. 1

For example, in Table 1, the Laplace transform of the function


is and the inverse Laplace transform of it is .
Theorem 2
Sea an integrable function, defined on [0.1] and that satisfies the condition:

For everything (7)

Where are some constants. Then the Laplace transform of there is for everything

Demonstration:

Sea:

Then, if the last expression has the value , when , therefore there exists the limit:

This completes the test.

Transformation of an ordinary differential equation

Theorem 3
Yes satisfies condition (7) of theorem 2, then we have:

(1)

Demonstration

Sea:

(2)

Yes so it is for what:


Therefore, from (2) it is known that the Laplace transform of the derivative exists. this is:

Applying (1) to the second derivative of , , it is given:

(3)

And so on:

(4)

(5)

Example 1:

The differential equation is considered:

Find its general solution (6)

Applying the Laplace transform to both sides of equation (6) gives:

Using formula 3:

Ó, (7)

Dividing by

(8)

Applying the inverse transformation, to equation (8) is obtained

(9)

In table no. 1 it can be seen that the inverse transform of is then we have:

(10)
It is observed that they can take any value, that is, they can be considered as
arbitrary constants:

Then the solution (10) takes the form:

(11)

It can be seen that when applying the Laplace transform to a linear differential equation, it
convert it into an algebraic equation. Then, when solving the obtained algebraic equation, one can
easily find 'the transform of the solution, and in this way obtain the solution
finally applying the inverse

Theorem 4
Yes satisfies condition (7) of theorem 2, then:

(12)

Demonstration

Sea then applying theorem 3 it is obtained:

Since

Note: The theorem 4 can be expressed in the following way:

Example 2:

Sea to find ó,

From table no. 1 it is obtained:

So:
Applying theorem 4 again we have:

TRANSFORMATION EXERCISES OF
LAPLACE
THEOREM 1. EXERCISES

2)

- - - -

3)
INVERSE TRANSFORM. EXERCISES

2)

THEOREM 3. EXERCISE

1) where
WORK ON DIFFERENTIAL EQUATIONS OF
SECOND ORDER

STUDENTS:
PRISYLA ACOSTA
KATHERINE NAVARRO
CARLOS VISBAL

PROFESSOR:
HERMES LAMADRID

ATLANTIC UNIVERSITY
ENGINEERING FACULTY
INDUSTRIAL ENGINEERING
Differential Equations
05/06/2012

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