Second order linear equations
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Hello wonderful mathematics people.
This is Anna Cox from Kellogg Community College.
A second order differential equation in the unknown function
Y of X is one of the form G of XYY prime Y double prime
equaling 0.
This is linear provided that G is linear in the dependent
variable Y and its derivatives Y prime and Y double prime.
A linear 2nd order derivative can be written in the form AX
times Y double prime plus bxy prime plus cxy equaling F of X
where ABC and F are continuous on an open interval I.
If F of X = 0, then the above equation is a homogeneous
equation.
Axy double prime plus bxy prime plus CX times Y equal F of X can
be rewritten.
If we thought about dividing everything through by our a of X
and then if we thought about making the equation homogeneous,
IE it has to equal 0, we have a new format of Y double prime
plus P of XY prime plus Q of XY equaling 0.
The sum of any 22 solutions to this equation is also a
solution, and any constant multiple of a solution is also a
solution.
So if Y1 and Y2 are solution of our Y double prime plus P of XY
prime plus Q of XY equals 0, then Y equaling C1Y1 plus C2Y2
is also a solution.
Let's look at an example.
Y double prime -3 Y prime equaling 0Y1 of 1 equal 1 Y 2
equal E to the three XY of 0 equal 4, Y prime of 0 equal -2.
So the first thing we're going to do is we're going to have Y
equaling C1 times our Y1 plus our C2 times our Y2.
Our Y is going to equal C 1 * 1 plus C 2 * e to the three XYC 1
+ C two E to the 3X.
Now we have initial values for the original and for the first
derivative.
So let's go ahead and take the first derivative.
The first derivative of a constant is 0, but the first
derivative of the second part of this equation is going to give
us 3C2 E to the 3X.
So now when we stick in the initial conditions we get 4
equaling C1 plus C2 E to the 3 * 0.
E to the 0 is just one.
So that equation's going to turn into 4 equaling C1 plus C2.
The second equation -2 = 3 C 2E to the 3 * 0 or -2 equal 3C2.
So we can see C2 is going to equal negative 2/3 and thus C1
has got to equal 14 thirds.
So a solution to this is going to be y = 14 thirds -2 thirds E
to the 3X.
Now if we take our first derivative, we can see that the
first derivative is -2 E to the 3X.
So our second derivative is going to be -6 E to the 3X.
If we check this in the original given condition -6 E to the
three X -, 3 * -2 E to the 3X, we can see that that does indeed
give us 0 Wronskian determinant.
If we have W equaling FGF prime G prime which equals the FG
prime minus F prime G, If W = 0 then the equation is linear
dependent, and if W doesn't equal 0 then it's linear
independent.
So if we look at something like F of X equaling sine squared
X&G of X equaling 1 minus cosine 2X.
Let's start with remembering that one minus cosine 2X could
really be thought of AS2 sine squared X by one of our
Pythagorean identities.
This is our angle reduction formula.
So instead of 1 minus cosine 2X, let's rewrite G of X AS2 sine
squared X.
So now we want to know are these two equations dependent or
independent?
So we're going to use our determinant that says sine
squared X and then two sine squared X.
The derivative of sine squared X is going to be two sine X cosine
X, and the derivative 2 sine squared X is going to be 4 sine
X cosine X.
So now when we actually find this determinant, we're going to
get 4 sine cubed X cosine X -, 4 sine cubed X cosine X.
This is going to equal 0.
So these two equations are linear, linearly dependent,
distinct real roots.
If the roots R1 and R2 are real and distinct, then Y of X = C
one E to the R1X plus C2 E to the R2X is a general solution of
AY double prime plus BY prime plus Cy equals 0.
If the roots repeat, then y = C one ER 1X plus C2 xer 1X.
So on this equation we want to find the general solution of the
differential equations.
So if we have Y double prime +2 Y prime minus fifteen y = 0,
we're going to say let's re write this with R-squared being
Y double prime and R being Y prime and the plain old Y just
being a one.
So now we're going to factor this r + 5 R -3, so R equal -5
and R equal 3.
So Y is going to equal C1 E to the negative 5X plus C2 E to the
3X.
Now technically our C1 and C2 can be switched because
variables are just variables, but that's a generic equation
that would satisfy this original.
If we wanted to, we could show it why prime would be -5 C 1E to
the -5 X plus 3C2 E to the three XY.
Double prime would equal 25 C 1E to the negative 5X plus 9C2 E to
the three X SO25C1 E to the negative 5X plus 9C2 E to the 3X
+2 of my Y primes -5 C 1E to the negative 5X plus 3C2 E to the
three X -.
15 of our C1 E to the negative 5X plus C2 E to the 3X needs to
equal 0.
So if we look at this, we can see that 25 of these -5 X ones,
and here's -10 and here is a -15 of them.
So 25 negative 10 negative 15 is indeed 0.
If we look at the C twos E to the 3X, there's nine of them,
and here is a +6, so 9 + 6 is 15.
And then here's a -, 15.
So the original equation, the original condition is indeed met
by this generic general solution.
If we look at this next one, we're going to have nine r ^2 -,
12 R Plus 4 = 0.
We get three r -, 2 ^2 equaling 0.
So our generic equation ours 2/3 and it's a repeated root.
So we're going to have y = C one east to the two thirds X + C two
xe to the 2/3 X.
If we look at our first derivative, we get 2/3 C 1 E to
the 2/3 X plus we have to do the product rule here.
So C2 E to the two thirds X + 2/3 C two xe to the 2/3 X and
our Y double prime is going to be 4 ninths C1 E to the two
thirds X + 2/3 C 2 E to the 2/3 X Plus we have to do the product
rule again down here.
So 2/3 C 2E to the two thirds X + 4 ninths C2 xe to the 2/3 X.
So we can see that these two combine and we get 2/3 + 2/3 or
4 thirds here E to the 2/3 XC 2 E to the 2/3 X.
So 4 thirds C2 E to the 2/3 X.
So then when we stick this in, we get 9 times our Y double
prime -12 YS primes, and then +4 YS, and that needs to equal 0.
So when we look here 9 times, this 4 ninth is going to give me
4C1 E to the 2/3 here -12 times the 2/3 three goes into twelve
-4, so that's going to give me -8.
So a +4 and a -8 and down here is another +4.
So that part does indeed go to 0.
We can go ahead and check the rest in the same kind of
fashion.
So 9 and 4 thirds is going to give us 12 of the C2 E to the
2/3 X.
And then down here we have -12 times that, and hence that one
does go to zero.
And finally we get 4 of the C2 xe to the 2/3 X we get -8 down
here and +4.
So we can see that this y = C one E to the two thirds X + C
two xe to the 2/3 X is indeed a solution to that 9Y double prime
-12 Y prime plus 4Y equaling 0.
Thank you and have a wonderful day.