MA 108 - Ordinary Differential Equations

Suresh Kumar

Department of Mathematics,
Indian Institute of Technology Bombay,
Powai, Mumbai 76
suresh@math.iitb.ac.in

March 21, 2024

1/26
Outline of the lecture-Week 3

General Solutions
Abel’s formula and method of reduction of order
Second order linear equations with constant coefficients
Cauchy-Euler equations
Non-homogeneous equations

2/26
General solution

Result: Let y1 & y2 be a basis of solutions of the homogeneous

second order linear DE y 00 + p(x)y 0 + q(x)y = 0 on I , where p(x)
and q(x) are continuous on I , an open interval. Then,

y (x) = C1 y1 (x) + C2 y2 (x)

is a general solution of y 00 + p(x)y 0 + q(x)y = 0.

Every solution y = Y (x) of the DE has the form

Y (x) = C1 y1 (x) + C2 y2 (x),

where C1 and C2 are arbitrary constants.

3/26
Proof
First statement in the conclusion follows, since ODE is linear
(How?)
Let Y (x) be a solution of the given ODE.
Aim: To find C1 and C2 such that
Y (x) = C1 y1 (x) + C2 y2 (x).
Fix a x0 ∈ I , and consider the system of linear equations
Y (x0 ) = C1 y1 (x0 ) + C2 y2 (x0 )
Y 0 (x0 ) = C1 y10 (x0 ) + C2 y20 (x0 ).
i.e.,     
y1 (x0 ) y2 (x0 ) C1 Y (x0 )
= .
y10 (x0 ) y20 (x0 ) C2 Y 0 (x0 )
As y1 and y2 form a basis of solutions of the DE, the Wronskian
y1 (x0 ) y2 (x0 )
W (x0 ) = 6= 0.
y10 (x0 ) y20 (x0 )
4/26
Proof contd...
Therefore,
Y (x0 ) y2 (x0 )
Y 0 (x0 ) y20 (x0 )
C1 = ,
W (x0 )
and
y1 (x0 ) Y (x0 )
y10 (x0 ) Y 0 (x0 )
C2 = .
W (x0 )
(Is the representation of Y in terms of C1 and C2 unique?)
Now,
u(x) = Y (x) − C1 y1 (x) − C2 y2 (x)
satisfies the given DE, and
u(x0 ) = 0 = u 0 (x0 ).
But the constant function u(x) ≡ 0 also satisfies the IVP. Thus,
Y (x) = C1 y1 (x) + C2 y2 (x) by the uniqueness theorem.
5/26
Abel’s formula

Abel’s formula: Assume that p(x), q(x) are continuous in an open

interval I . Then the Wronskian of any two solutions y1 (x), y2 (x) of

y 00 + p(x)y 0 + q(x)y = 0, x ∈ I ,

satisfies the DE W 0 (x) = −p(x)W (x) and is given by

Rx
− p(t)dt
W (y1 , y2 )(x) = W (y1 , y2 )(x0 )e x0
,

for any x0 ∈ I .
Solution : Set W (y1 , y2 )(x) = W (x). Then,

W (x) = (y1 y20 − y10 y2 )(x)

W 0 (x) = (y1 y200 − y100 y2 )(x).

6/26
Contd..
Now,

y100 = −p(x)y10 − q(x)y1

y200 = −p(x)y20 − q(x)y2 .

Thus,

W 0 (x) = −y1 py20 − y1 qy2 + y2 py10 + y2 qy1

= −p(y1 y20 − y10 y2 )
= −pW (x).

Hence, Rx
− p(t)dt
W (x) = ce x0
,
for a constant c.
For x = x0 , we get W (x0 ) = c. Hence,
Rx
− p(t)dt
W (y1 , y2 )(x) = W (y1 , y2 )(x0 )e x0
.
7/26
An application of Abel’s formula
Consider the second order linear homogeneous ODE

y 00 + p(x)y 0 + q(x)y = 0.

There is no general method to find a basis of solutions. However,

if we know one non-zero solution y1 (x) then Abel’s formula (also
called as Abel-Liouville formula) gives us a method to find y2 (x)
such that y1 (x) and y2 (x) are linearly independent.
If y2 is any other solution of the ODE, the Abel’s formula tells us
that
Rx
− p(t)dt
W (y1 , y2 )(x) = W (y1 , y2 )(x0 )e x0
, x ∈ I.

For W (y1 , y2 )(x0 ) 6= 0, y2 satisfies the first order ODE

y10 (x) 1 − Rxx p(t)dt

y20 − y2 = W (y1 , y2 )(x0 ) e 0 , x ∈ I with y1 (x) 6= 0.
y1 (x) y1 (x)

8/26
Abel formula:Method of reduction of order

Integrating factor is
y 0 (x)
R
− y1 (x) dx 1
e 1 = .
y1 (x)

Hence R
e − p(x)dx
Z
y2 (x) = y1 (x) .
y1 (x)2

9/26
Example

Given that y = x is a solution, find a l.i. solution of

(x 2 + 1)y 00 − 2xy 0 + 2y = 0

.
y2 = vy1 = vx, where
−2x
R
− dx
R
e − pdx x2 + 1
Z Z Z Z
e x 2 +1 1
v (x) = dx = dx = dx = (1+ )dx
y12 x2 x2 x2
 
1 1
Hence, v (x) = x − and y2 = x x − = x 2 − 1.
x x
Are y1 & y2 l.i.? What is the general solution?

10/26
Second Order Linear ODE’s with constant coefficients
Consider
y 00 + py 0 + qy = 0,
where p and q are in R; that is, a second order homogeneous linear
ODE with constant coefficients.
Suppose e mx is a solution of this equation. On substituting in the
DE we get
m2 e mx + pme mx + qe mx = 0,
and this implies
m2 + pm + q = 0.
This is called the characteristic equation or auxiliary equation of
the linear homogeneous ODE with constant coefficients. The roots
of this equation are
p
−p ± p 2 − 4q
m1 , m2 = .
2

11/26
Second Order Linear ODE’s

Case I: Real & unequal roots m1 , m2 ∈ R, m1 6= m2 .

When p 2 − 4q > 0, m1 and m2 are distinct real numbers.
Moreover,
e m1 x
= e (m1 −m2 )x
e m2 x
is not a constant function. Hence, e m1 x and e m2 x are linearly
independent. So the general solution of

y 00 + py 0 − qy = 0

is
y = c1 e m1 x + c2 e m2 x ,
where c1 , c2 ∈ R.

12/26
Second Order Linear ODE’s
Case II: Equal roots m1 = m2 ∈ R.

m1 = m2 ⇐⇒ p 2 − 4q = 0,
p px
and in this case m = − . Hence e − 2 is one solution. To find the
2
other solution, using Abel’s formula,
px
g (x) = v (x)e − 2
is a second linearly independent solution, where
Z − R pdx
e
v (x) = dx
e −px
= x.
Hence the general solution is
px px
y = c1 e − 2 + c2 xe − 2 ,
with c1 , c2 ∈ R.
13/26
Second Order Linear ODE’s
Case III : Complex roots m1 6= m2 ∈ C\R.
m2 + px + m = 0 has distinct complex roots if and only if
p 2 − 4q < 0. In this case, let

m1 = a + ıb, m2 = a − ıb.

Thus,
e m1 x = e (a+ıb)x = e ax (cos bx + ı sin bx),
and
e m2 x = e (a−ıb)x = e ax (cos bx − ı sin bx).
As our aim is to find solutions which are real valued functions, we
take
e m1 x + e m2 x
f (x) = = e ax cos bx,
2
and
e m1 x − e m2 x
g (x) = = e ax sin bx.
2ı
14/26
Second Order Linear ODE’s

g (x)
Now, = tan bx is not a constant function. Thus the general
f (x)
solution is of the form

y = e ax (c1 cos bx + c2 sin bx),

with c1 , c2 ∈ R.

15/26
Example 1
1
Solve 4y 00 − 8y 0 + 3y = 0, y (0) = 2, y 0 (0) = .
2
2 3 1
The characteristic equation is 4m − 8m + 3 = 0 =⇒ m = , .
2 2
The general solution is
3 1
y = c1 e 2 x + c2 e 2 x .
Now,
3 3 1 1
y 0 = c1 e 2 x + c2 e 2 x
2 2
y (0) = 2 =⇒ c1 + c2 = 2
1 3 1 1
y 0 (0) = =⇒ c1 + c2 =
2 2 2 2
1 5
Solving, c1 = − , c2 = .
2 2
Therefore,
1 3 5 1
y = − e 2x + e 2x.
2 2
16/26
Example 2

Solve y 00 − 4y 0 + 4y = 0, y (0) = 3, y 0 (0) = 1.

The characteristic equation is (m − 2)2 = 0 =⇒ m = 2
The general solution is

y = c1 e 2x + c2 xe 2x = (c1 + c2 x)e 2x .

Now,
y 0 = 2(c1 + c2 x)e 2x + c2 e 2x
y (0) = 3 =⇒ c1 = 3,
0
y (0) = 1 =⇒ 2c1 + c2 = 1.
Hence, c2 = −5.
Therefore,

y = (3 − 5x)e 2x .

17/26
Example 3
Solve y 00 − 6y 0 + 25y = 0, y (0) = −3, y 0 (0) = −1.
The characteristic equation is m2 − 6m + 25 = 0
=⇒ m1 = 3 + 4ı, m2 = 3 − 4ı.
The general solution is
y = e 3x (c1 cos 4x + c2 sin 4x).
Now,
y 0 = 3e 3x (c1 cos 4x + c2 sin 4x) + e 3x (−4c1 sin 4x + 4c2 cos 4x)

y (0) = −3 =⇒ c1 = −3
y 0 (0) = −1 = 3c1 + 4c2 =⇒ c2 = 2.
Therefore,
y = e 3x (−3 cos 4x + 2 sin 4x).
18/26
Cauchy-Euler Equations
The equation

x 2 y 00 + axy 0 + by = 0

where a, b ∈ R is called a Cauchy-Euler equation . Assume x > 0.

Suppose y = x m is a solution to this DE. Then,
x 2 m(m − 1)x m−2 + axmx m−1 + bx m = 0.
We get:
m(m − 1) + am + b = 0.
that is,
m2 + (a − 1)m + b = 0.
This is called the auxiliary equation of the given Cauchy-Euler equation.
The roots are
p
(1 − a) ± (a − 1)2 − 4b
m1 , m2 = .
2
19/26
Cauchy-Euler Equations

Case I: Distinct real roots.

Are x m1 and x m2 linearly independent? Yes. Hence the general
solution is given by

y = c1 x m1 + c2 x m2 ,

for c1 , c2 ∈ R.

20/26
Cauchy-Euler Equations
Case II: Equal real roots.
that is,
1−a
m1 = m2 = .
2
1−a
Hence y = f (x) = x 2 is a solution. The DE in standard form is
a b
y 00 + y 0 + 2 y = 0.
x x
To get a solution g (x) linearly independent from f (x), set
g (x) = v (x)f (x).
Z − R a dx Z
e x dx
v (x) = 1−a
dx = = ln x
x x
Hence,
1−a
g (x) = (ln x)x 2 .
Thus the general solution is given by
1−a 1−a
y = c1 x 2 + c2 x 2 ln x,
c1 , c2 ∈ R. 21/26
Cauchy-Euler Equations

Case III : Complex roots

Roots are m1 = µ + ıν, m2 = µ − ıν.

x m1 = x µ e ıν ln x = x µ (cos(ν ln x) + ı sin(ν ln x)),

x m2 = x µ e −ıν ln x = x µ (cos(ν ln x) − ı sin(ν ln x)),

General solution is given by

y = x µ (c1 cos(ν ln x) + c2 sin(ν ln x)),

c1 , c2 ∈ R.

22/26
Examples

Solve:
1 2x 2 y 00 + 3xy 0 − y = 0, x > 0.
2 x 2 y 00 + 5xy 0 + 4y = 0, x > 0.
3 x 2 y 00 + xy 0 + y = 0, x > 0.
Solutions :
√
1 y = c1 x + c2 /x, x > 0.
2 y = x −2 (c1 + c2 ln x), x > 0.
3 y = c1 cos(ln x) + c2 sin(ln x), x > 0.
Find the general solutions for the above DEs when x < 0.

23/26
Non-homogeneous Second Order Linear ODE’s

Consider the non-homogeneous DE

y 00 + p(x)y 0 + q(x)y = r (x)

where p(x), q(x), r (x) are continuous functions on an interval I .

The associated homogeneous DE is

y 00 + p(x)y 0 + q(x)y = 0.

Can we relate the solutions of the above two DE’s?

24/26
Non-homogeneous Second Order Linear ODE’s

Theorem
Let yp (x) be any solution of

y 00 + p(x)y 0 + q(x)y = r (x)

and y1 (x), y2 (x) be a basis of the solution space of the

corresponding homogeneous DE.
Then the set of solutions of the non-homogeneous DE is

{c1 y1 (x) + c2 y2 (x) + yp (x) | c1 , c2 ∈ R}.

Proof: Let
L(y ) = y 00 + p(x)y 0 + q(x)y
and φ(x) be any solution of L(y ) = r (x). Then,

L(φ(x) − yp (x)) = L(φ(x)) − L(yp (x)) = r (x) − r (x) = 0.

25/26
Non-homogeneous Second Order Linear ODE’s

Hence, φ(x) − yp (x) is a solution of the homogeneous DE. Thus,

φ(x) − yp (x) = c1 y1 (x) + c2 y2 (x),

for c1 , c2 ∈ R. Hence,

φ(x) = c1 y1 (x) + c2 y2 (x) + yp (x).

Summary: In order to find the general solution of a

non-homogeneous DE, we need to
get the general solution of the corresponding homogeneous
DE.
get one particular solution of the non-homogeneous DE.

26/26