10.16 problem 16

Internal problem ID [2132]
Internal file name [OUTPUT/2132_Monday_February_26_2024_09_17_47_AM_23103942/index.tex]

Book: Differential Equations by Alfred L. Nelson, Karl W. Folley, Max Coral. 3rd ed. DC heath. Boston. 1964
Section: Exercise 18, page 82
Problem number: 16.
ODE order: 4.
ODE degree: 1.

The type(s) of ODE detected by this program : "higher_order_linear_constant_coefficients_ODE"

Maple gives the following as the ode type

[[_high_order, _missing_x]]

\[ \boxed {y^{\prime \prime \prime \prime }-4 y^{\prime \prime \prime }+6 y^{\prime \prime }-8 y^{\prime }+8 y=0} \] The characteristic equation is \[ \lambda ^{4}-4 \lambda ^{3}+6 \lambda ^{2}-8 \lambda +8 = 0 \] The roots of the above equation are \begin {align*} \lambda _1 &= i \sqrt {2}\\ \lambda _2 &= -i \sqrt {2}\\ \lambda _3 &= 2\\ \lambda _4 &= 2 \end {align*}

Therefore the homogeneous solution is \[ y_h(x)={\mathrm e}^{2 x} c_{1} +x \,{\mathrm e}^{2 x} c_{2} +{\mathrm e}^{-i \sqrt {2}\, x} c_{3} +{\mathrm e}^{i \sqrt {2}\, x} c_{4} \] The fundamental set of solutions for the homogeneous solution are the following \begin {align*} y_1 &= {\mathrm e}^{2 x}\\ y_2 &= x \,{\mathrm e}^{2 x}\\ y_3 &= {\mathrm e}^{-i \sqrt {2}\, x}\\ y_4 &= {\mathrm e}^{i \sqrt {2}\, x} \end {align*}

Summary

The solution(s) found are the following \begin{align*} \tag{1} y &= {\mathrm e}^{2 x} c_{1} +x \,{\mathrm e}^{2 x} c_{2} +{\mathrm e}^{-i \sqrt {2}\, x} c_{3} +{\mathrm e}^{i \sqrt {2}\, x} c_{4} \\ \end{align*}

Verification of solutions

\[ y = {\mathrm e}^{2 x} c_{1} +x \,{\mathrm e}^{2 x} c_{2} +{\mathrm e}^{-i \sqrt {2}\, x} c_{3} +{\mathrm e}^{i \sqrt {2}\, x} c_{4} \] Verified OK.

10.16.1 Maple step by step solution

\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & \frac {d}{d x}\frac {d}{d x}y^{\prime \prime }-4 \frac {d}{d x}y^{\prime \prime }+6 \frac {d}{d x}y^{\prime }-8 y^{\prime }+8 y=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 4 \\ {} & {} & \frac {d}{d x}\frac {d}{d x}y^{\prime \prime } \\ \square & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{1}\left (x \right ) \\ {} & {} & y_{1}\left (x \right )=y \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{2}\left (x \right ) \\ {} & {} & y_{2}\left (x \right )=y^{\prime } \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{3}\left (x \right ) \\ {} & {} & y_{3}\left (x \right )=\frac {d}{d x}y^{\prime } \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{4}\left (x \right ) \\ {} & {} & y_{4}\left (x \right )=\frac {d}{d x}y^{\prime \prime } \\ {} & \circ & \textrm {Isolate for}\hspace {3pt} y_{4}^{\prime }\left (x \right )\hspace {3pt}\textrm {using original ODE}\hspace {3pt} \\ {} & {} & y_{4}^{\prime }\left (x \right )=4 y_{4}\left (x \right )-6 y_{3}\left (x \right )+8 y_{2}\left (x \right )-8 y_{1}\left (x \right ) \\ & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & {} & \left [y_{2}\left (x \right )=y_{1}^{\prime }\left (x \right ), y_{3}\left (x \right )=y_{2}^{\prime }\left (x \right ), y_{4}\left (x \right )=y_{3}^{\prime }\left (x \right ), y_{4}^{\prime }\left (x \right )=4 y_{4}\left (x \right )-6 y_{3}\left (x \right )+8 y_{2}\left (x \right )-8 y_{1}\left (x \right )\right ] \\ \bullet & {} & \textrm {Define vector}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}\left (x \right )=\left [\begin {array}{c} y_{1}\left (x \right ) \\ y_{2}\left (x \right ) \\ y_{3}\left (x \right ) \\ y_{4}\left (x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {System to solve}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}^{\prime }\left (x \right )=\left [\begin {array}{cccc} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ -8 & 8 & -6 & 4 \end {array}\right ]\cdot {\moverset {\rightarrow }{y}}\left (x \right ) \\ \bullet & {} & \textrm {Define the coefficient matrix}\hspace {3pt} \\ {} & {} & A =\left [\begin {array}{cccc} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ -8 & 8 & -6 & 4 \end {array}\right ] \\ \bullet & {} & \textrm {Rewrite the system as}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}^{\prime }\left (x \right )=A \cdot {\moverset {\rightarrow }{y}}\left (x \right ) \\ \bullet & {} & \textrm {To solve the system, find the eigenvalues and eigenvectors of}\hspace {3pt} A \\ \bullet & {} & \textrm {Eigenpairs of}\hspace {3pt} A \\ {} & {} & \left [\left [2, \left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]\right ], \left [2, \left [\begin {array}{c} 0 \\ 0 \\ 0 \\ 0 \end {array}\right ]\right ], \left [\mathrm {-I} \sqrt {2}, \left [\begin {array}{c} -\frac {\mathrm {I}}{4} \sqrt {2} \\ -\frac {1}{2} \\ \frac {\mathrm {I}}{2} \sqrt {2} \\ 1 \end {array}\right ]\right ], \left [\mathrm {I} \sqrt {2}, \left [\begin {array}{c} \frac {\mathrm {I}}{4} \sqrt {2} \\ -\frac {1}{2} \\ -\frac {\mathrm {I}}{2} \sqrt {2} \\ 1 \end {array}\right ]\right ]\right ] \\ \bullet & {} & \textrm {Consider eigenpair, with eigenvalue of algebraic multiplicity 2}\hspace {3pt} \\ {} & {} & \left [2, \left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {First solution from eigenvalue}\hspace {3pt} 2 \\ {} & {} & {\moverset {\rightarrow }{y}}_{1}\left (x \right )={\mathrm e}^{2 x}\cdot \left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Form of the 2nd homogeneous solution where}\hspace {3pt} {\moverset {\rightarrow }{p}}\hspace {3pt}\textrm {is to be solved for,}\hspace {3pt} \lambda =2\hspace {3pt}\textrm {is the eigenvalue, and}\hspace {3pt} {\moverset {\rightarrow }{v}}\hspace {3pt}\textrm {is the eigenvector}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{2}\left (x \right )={\mathrm e}^{\lambda x} \left (x {\moverset {\rightarrow }{v}}+{\moverset {\rightarrow }{p}}\right ) \\ \bullet & {} & \textrm {Note that the}\hspace {3pt} x \hspace {3pt}\textrm {multiplying}\hspace {3pt} {\moverset {\rightarrow }{v}}\hspace {3pt}\textrm {makes this solution linearly independent to the 1st solution obtained from}\hspace {3pt} \lambda =2 \\ \bullet & {} & \textrm {Substitute}\hspace {3pt} {\moverset {\rightarrow }{y}}_{2}\left (x \right )\hspace {3pt}\textrm {into the homogeneous system}\hspace {3pt} \\ {} & {} & \lambda \,{\mathrm e}^{\lambda x} \left (x {\moverset {\rightarrow }{v}}+{\moverset {\rightarrow }{p}}\right )+{\mathrm e}^{\lambda x} {\moverset {\rightarrow }{v}}=\left ({\mathrm e}^{\lambda x} A \right )\cdot \left (x {\moverset {\rightarrow }{v}}+{\moverset {\rightarrow }{p}}\right ) \\ \bullet & {} & \textrm {Use the fact that}\hspace {3pt} {\moverset {\rightarrow }{v}}\hspace {3pt}\textrm {is an eigenvector of}\hspace {3pt} A \\ {} & {} & \lambda \,{\mathrm e}^{\lambda x} \left (x {\moverset {\rightarrow }{v}}+{\moverset {\rightarrow }{p}}\right )+{\mathrm e}^{\lambda x} {\moverset {\rightarrow }{v}}={\mathrm e}^{\lambda x} \left (\lambda x {\moverset {\rightarrow }{v}}+A \cdot {\moverset {\rightarrow }{p}}\right ) \\ \bullet & {} & \textrm {Simplify equation}\hspace {3pt} \\ {} & {} & \lambda {\moverset {\rightarrow }{p}}+{\moverset {\rightarrow }{v}}=A \cdot {\moverset {\rightarrow }{p}} \\ \bullet & {} & \textrm {Make use of the identity matrix}\hspace {3pt} \mathrm {I} \\ {} & {} & \left (\lambda \cdot I \right )\cdot {\moverset {\rightarrow }{p}}+{\moverset {\rightarrow }{v}}=A \cdot {\moverset {\rightarrow }{p}} \\ \bullet & {} & \textrm {Condition}\hspace {3pt} {\moverset {\rightarrow }{p}}\hspace {3pt}\textrm {must meet for}\hspace {3pt} {\moverset {\rightarrow }{y}}_{2}\left (x \right )\hspace {3pt}\textrm {to be a solution to the homogeneous system}\hspace {3pt} \\ {} & {} & \left (A -\lambda \cdot I \right )\cdot {\moverset {\rightarrow }{p}}={\moverset {\rightarrow }{v}} \\ \bullet & {} & \textrm {Choose}\hspace {3pt} {\moverset {\rightarrow }{p}}\hspace {3pt}\textrm {to use in the second solution to the homogeneous system from eigenvalue}\hspace {3pt} 2 \\ {} & {} & \left (\left [\begin {array}{cccc} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ -8 & 8 & -6 & 4 \end {array}\right ]-2\cdot \left [\begin {array}{cccc} 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \end {array}\right ]\right )\cdot {\moverset {\rightarrow }{p}}=\left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Choice of}\hspace {3pt} {\moverset {\rightarrow }{p}} \\ {} & {} & {\moverset {\rightarrow }{p}}=\left [\begin {array}{c} -\frac {1}{16} \\ 0 \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {Second solution from eigenvalue}\hspace {3pt} 2 \\ {} & {} & {\moverset {\rightarrow }{y}}_{2}\left (x \right )={\mathrm e}^{2 x}\cdot \left (x \cdot \left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]+\left [\begin {array}{c} -\frac {1}{16} \\ 0 \\ 0 \\ 0 \end {array}\right ]\right ) \\ \bullet & {} & \textrm {Consider complex eigenpair, complex conjugate eigenvalue can be ignored}\hspace {3pt} \\ {} & {} & \left [\mathrm {-I} \sqrt {2}, \left [\begin {array}{c} -\frac {\mathrm {I}}{4} \sqrt {2} \\ -\frac {1}{2} \\ \frac {\mathrm {I}}{2} \sqrt {2} \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution from eigenpair}\hspace {3pt} \\ {} & {} & {\mathrm e}^{\mathrm {-I} \sqrt {2}\, x}\cdot \left [\begin {array}{c} -\frac {\mathrm {I}}{4} \sqrt {2} \\ -\frac {1}{2} \\ \frac {\mathrm {I}}{2} \sqrt {2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Use Euler identity to write solution in terms of}\hspace {3pt} \sin \hspace {3pt}\textrm {and}\hspace {3pt} \cos \\ {} & {} & \left (\cos \left (\sqrt {2}\, x \right )-\mathrm {I} \sin \left (\sqrt {2}\, x \right )\right )\cdot \left [\begin {array}{c} -\frac {\mathrm {I}}{4} \sqrt {2} \\ -\frac {1}{2} \\ \frac {\mathrm {I}}{2} \sqrt {2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Simplify expression}\hspace {3pt} \\ {} & {} & \left [\begin {array}{c} -\frac {\mathrm {I}}{4} \left (\cos \left (\sqrt {2}\, x \right )-\mathrm {I} \sin \left (\sqrt {2}\, x \right )\right ) \sqrt {2} \\ -\frac {\cos \left (\sqrt {2}\, x \right )}{2}+\frac {\mathrm {I} \sin \left (\sqrt {2}\, x \right )}{2} \\ \frac {\mathrm {I}}{2} \left (\cos \left (\sqrt {2}\, x \right )-\mathrm {I} \sin \left (\sqrt {2}\, x \right )\right ) \sqrt {2} \\ \cos \left (\sqrt {2}\, x \right )-\mathrm {I} \sin \left (\sqrt {2}\, x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {Both real and imaginary parts are solutions to the homogeneous system}\hspace {3pt} \\ {} & {} & \left [{\moverset {\rightarrow }{y}}_{3}\left (x \right )=\left [\begin {array}{c} -\frac {\sqrt {2}\, \sin \left (\sqrt {2}\, x \right )}{4} \\ -\frac {\cos \left (\sqrt {2}\, x \right )}{2} \\ \frac {\sqrt {2}\, \sin \left (\sqrt {2}\, x \right )}{2} \\ \cos \left (\sqrt {2}\, x \right ) \end {array}\right ], {\moverset {\rightarrow }{y}}_{4}\left (x \right )=\left [\begin {array}{c} -\frac {\sqrt {2}\, \cos \left (\sqrt {2}\, x \right )}{4} \\ \frac {\sin \left (\sqrt {2}\, x \right )}{2} \\ \frac {\sqrt {2}\, \cos \left (\sqrt {2}\, x \right )}{2} \\ -\sin \left (\sqrt {2}\, x \right ) \end {array}\right ]\right ] \\ \bullet & {} & \textrm {General solution to the system of ODEs}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}=c_{1} {\moverset {\rightarrow }{y}}_{1}\left (x \right )+c_{2} {\moverset {\rightarrow }{y}}_{2}\left (x \right )+c_{3} {\moverset {\rightarrow }{y}}_{3}\left (x \right )+c_{4} {\moverset {\rightarrow }{y}}_{4}\left (x \right ) \\ \bullet & {} & \textrm {Substitute solutions into the general solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}={\mathrm e}^{2 x} c_{1} \cdot \left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]+{\mathrm e}^{2 x} c_{2} \cdot \left (x \cdot \left [\begin {array}{c} \frac {1}{8} \\ \frac {1}{4} \\ \frac {1}{2} \\ 1 \end {array}\right ]+\left [\begin {array}{c} -\frac {1}{16} \\ 0 \\ 0 \\ 0 \end {array}\right ]\right )+\left [\begin {array}{c} -\frac {c_{4} \sqrt {2}\, \cos \left (\sqrt {2}\, x \right )}{4}-\frac {c_{3} \sqrt {2}\, \sin \left (\sqrt {2}\, x \right )}{4} \\ \frac {c_{4} \sin \left (\sqrt {2}\, x \right )}{2}-\frac {c_{3} \cos \left (\sqrt {2}\, x \right )}{2} \\ \frac {c_{4} \sqrt {2}\, \cos \left (\sqrt {2}\, x \right )}{2}+\frac {c_{3} \sqrt {2}\, \sin \left (\sqrt {2}\, x \right )}{2} \\ -c_{4} \sin \left (\sqrt {2}\, x \right )+c_{3} \cos \left (\sqrt {2}\, x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {First component of the vector is the solution to the ODE}\hspace {3pt} \\ {} & {} & y=-\frac {c_{4} \sqrt {2}\, \cos \left (\sqrt {2}\, x \right )}{4}-\frac {c_{3} \sqrt {2}\, \sin \left (\sqrt {2}\, x \right )}{4}+\frac {{\mathrm e}^{2 x} \left (\left (-\frac {1}{2}+x \right ) c_{2} +c_{1} \right )}{8} \end {array} \]

Maple trace

`Methods for high order ODEs: 
--- Trying classification methods --- 
trying a quadrature 
checking if the LODE has constant coefficients 
<- constant coefficients successful`
 

✓ Solution by Maple

Time used: 0.0 (sec). Leaf size: 31

dsolve(diff(y(x),x$4)-4*diff(y(x),x$3)+6*diff(y(x),x$2)-8*diff(y(x),x)+8*y(x)=0,y(x), singsol=all)
 

\[ y \left (x \right ) = c_{4} \cos \left (\sqrt {2}\, x \right )+c_{3} \sin \left (\sqrt {2}\, x \right )+{\mathrm e}^{2 x} \left (c_{2} x +c_{1} \right ) \]

✓ Solution by Mathematica

Time used: 0.003 (sec). Leaf size: 41

DSolve[y''''[x]-4*y'''[x]+6*y''[x]-8*y'[x]+8*y[x]==0,y[x],x,IncludeSingularSolutions -> True]
 

\[ y(x)\to e^{2 x} (c_4 x+c_3)+c_1 \cos \left (\sqrt {2} x\right )+c_2 \sin \left (\sqrt {2} x\right ) \]