Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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238 LESSON 27. HIGHER ORDER EQUATIONS Example 27.5. Find the general solution to y ′′′ + y ′′ − 6y ′ = e t . The characteristic equation is 0 = r 3 + r 2 − 6r = r(r − 2)(r + 3) (27.80) which has roots r 1 = 0, r 2 = 2, and r 3 = −3. The general solution to the homogeneous equation is y H = C 1 + C 2 e 2t + C 3 e −3t (27.81) From (27.79), a particular solution is ∫ ∫ ∫ y P = e r3t e (r2−r3)s3 e (r1−r2)s2 e −r1s1 f(s 1 )ds 1 ds 2 ds 3 (27.82) t s 3 s ∫ ∫ ∫ 2 = e −3t e 5s3 e −2s2 e s1 ds 1 ds 2 ds 3 (27.83) t s 3 s ∫ 2 = e −3t e 5s3 e t ∫s −2s2 e s2 ds 2 ds 3 (27.84) ∫ 3 = e −3t e 5s3 e t ∫s −s2 ds 2 ds 3 (27.85) ∫ 3 = −e −3t e 5s3 e −s3 ds 3 (27.86) t ∫ = −e −3t e 4s3 ds 3 (27.87) t = − 1 4 e−3t e 4t (27.88) = − 1 4 et (27.89) Hence the general solution is y = y P + y H = − 1 4 et + C 1 + C 2 e 2t + C 3 e −3t (27.90) In general it is easier to use undetermined coefficients to determine y P if a good guess for its form is known, rather than keeping track of the integrals in (27.79). Failing that the bookkeeping still tends to be easier if we reproduce the derivation of (27.79) by factoring the equation one root at a time than it is to use (27.79) directly. In general the best ”guess” for the form of a particular solution is the same for higher order equations as it is for second order equations. For example, in the previous example we would have looked for a solution of the form y P = ce t .

239 Example 27.6. Find the general solution of y (4) − 5y ′′ + 4y = t The characteristic equation is 0 = r 4 − 5r 2 + 4 = (r 2 − 1)(r 2 − 4) so the roots are 1, -1, 2, and –2, and the homogeneous solution is y H = C 1 e t + C 2 e −t + C 3 e 2t + C 4 e −2t (27.91) Using the factorization method: we write the differential equation as (D − 1)(D + 1)(D − 2)(D + 2)y = (D − 1)z = t (27.92) where z = (D + 1)(D − 2)(D + 2)y. Then z ′ − z = t. An integrating factor is e −t , so that z = e t ∫ te −t dt = e t [ −(t + 1)e −t] = −t − 1 (27.93) where we have ignored the constant of integration because we know that they will lead to the homogeneous solutions. Therefore z = (D + 1)(D − 2)(D + 2)y = (D + 1)w = −t − 1 (27.94) where w = (D − 2)(D + 2)y. Equation (27.94) is equivalent to w ′ + w = −t − 1, so that [∫ ] w = −e −t e t (t + 1)dt (27.95) [∫ ∫ ] = −e −t te t dt + e t dt (27.96) Therefore = −e −t [ (t − 1)e t + e t] (27.97) = −t (27.98) w = (D − 2)(D + 2)y (27.99) = (D − 2)u = −t (27.100) where u = (D + 2)y = y ′ + 2y. Equation (27.99) is u ′ − 2u = −t. An integrating factor is e −2t and the solution for u is ∫ [ u = −e 2t te −2t dt = −e 2t − 1 2 t − 1 ] e −2t = 1 4 2 t + 1 (27.101) 4 Therefore y ′ + 2y = 1 (2t + 1) (27.102) 4

239<br />

Example 27.6. F<strong>in</strong>d the general solution of y (4) − 5y ′′ + 4y = t<br />

The characteristic equation is 0 = r 4 − 5r 2 + 4 = (r 2 − 1)(r 2 − 4) so the<br />

roots are 1, -1, 2, and –2, and the homogeneous solution is<br />

y H = C 1 e t + C 2 e −t + C 3 e 2t + C 4 e −2t (27.91)<br />

Us<strong>in</strong>g the factorization method: we write the differential equation as<br />

(D − 1)(D + 1)(D − 2)(D + 2)y = (D − 1)z = t (27.92)<br />

where z = (D + 1)(D − 2)(D + 2)y. Then z ′ − z = t. An <strong>in</strong>tegrat<strong>in</strong>g factor<br />

is e −t , so that<br />

z = e t ∫<br />

te −t dt = e t [ −(t + 1)e −t] = −t − 1 (27.93)<br />

where we have ignored the constant of <strong>in</strong>tegration because we know that<br />

they will lead to the homogeneous solutions. Therefore<br />

z = (D + 1)(D − 2)(D + 2)y = (D + 1)w = −t − 1 (27.94)<br />

where w = (D − 2)(D + 2)y. Equation (27.94) is equivalent to w ′ + w =<br />

−t − 1, so that<br />

[∫<br />

]<br />

w = −e −t e t (t + 1)dt<br />

(27.95)<br />

[∫ ∫ ]<br />

= −e −t te t dt + e t dt<br />

(27.96)<br />

Therefore<br />

= −e −t [ (t − 1)e t + e t] (27.97)<br />

= −t (27.98)<br />

w = (D − 2)(D + 2)y (27.99)<br />

= (D − 2)u = −t (27.100)<br />

where u = (D + 2)y = y ′ + 2y. Equation (27.99) is u ′ − 2u = −t. An<br />

<strong>in</strong>tegrat<strong>in</strong>g factor is e −2t and the solution for u is<br />

∫<br />

[<br />

u = −e 2t te −2t dt = −e 2t − 1 2 t − 1 ]<br />

e −2t = 1 4 2 t + 1 (27.101)<br />

4<br />

Therefore<br />

y ′ + 2y = 1 (2t + 1) (27.102)<br />

4

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