Internal
problem
ID
[18261] Book
:
Elementary
Differential
Equations.
By
Thornton
C.
Fry.
D
Van
Nostrand.
NY.
First
Edition
(1929) Section
:
Chapter
VII.
Linear
equations
of
order
higher
than
the
first.
section
56.
Problems
at
page
163 Problem
number
:
6 Date
solved
:
Monday, December 23, 2024 at 09:46:35 PM CAS
classification
:
[[_2nd_order, _with_linear_symmetries]]
This is second order non-homogeneous ODE. In standard form the ODE is
\[ A v''(u) + B v'(u) + C v(u) = f(u) \]
Where \(A=1, B=-6, C=13, f(u)={\mathrm e}^{-2 u}\).
Let the solution be
\[ v = v_h + v_p \]
Where \(v_h\) is the solution to the homogeneous ODE \( A v''(u) + B v'(u) + C v(u) = 0\), and \(v_p\) is a
particular solution to the non-homogeneous ODE \(A v''(u) + B v'(u) + C v(u) = f(u)\). \(v_h\) is the solution to
\[ v^{\prime \prime }-6 v^{\prime }+13 v = 0 \]
This is second
order with constant coefficients homogeneous ODE. In standard form the ODE is
\[ A v''(u) + B v'(u) + C v(u) = 0 \]
Where in the above \(A=1, B=-6, C=13\). Let the solution be \(v=e^{\lambda u}\). Substituting this into the ODE gives
The
particular solution is now found using the method of undetermined coefficients.
Looking at the RHS of the ode, which is
\[ {\mathrm e}^{-2 u} \]
Shows that the corresponding undetermined
set of the basis functions (UC_set) for the trial solution is
\[ [\{{\mathrm e}^{-2 u}\}] \]
While the set of the
basis functions for the homogeneous solution found earlier is
\[ \{{\mathrm e}^{3 u} \cos \left (2 u \right ), {\mathrm e}^{3 u} \sin \left (2 u \right )\} \]
Since there is no
duplication between the basis function in the UC_set and the basis functions of the
homogeneous solution, the trial solution is a linear combination of all the basis in the
UC_set.
\[
v_p = A_{1} {\mathrm e}^{-2 u}
\]
The unknowns \(\{A_{1}\}\) are found by substituting the above trial solution \(v_p\) into the
ODE and comparing coefficients. Substituting the trial solution into the ODE
and simplifying gives
\begin{align*}
v &= \frac {{\mathrm e}^{-2 u}}{29}+{\mathrm e}^{3 u} \left (c_1 \cos \left (2 u \right )+c_2 \sin \left (2 u \right )\right ) \\
\end{align*}
Solved as second order ode using Kovacic algorithm
Time used: 0.201 (sec)
Writing the ode as
\begin{align*} v^{\prime \prime }-6 v^{\prime }+13 v &= 0 \tag {1} \\ A v^{\prime \prime } + B v^{\prime } + C v &= 0 \tag {2} \end{align*}
Comparing (1) and (2) shows that
\begin{align*} A &= 1 \\ B &= -6\tag {3} \\ C &= 13 \end{align*}
Applying the Liouville transformation on the dependent variable gives
\begin{align*} z(u) &= v e^{\int \frac {B}{2 A} \,du} \end{align*}
Then (2) becomes
\begin{align*} z''(u) = r z(u)\tag {4} \end{align*}
Where \(r\) is given by
\begin{align*} r &= \frac {s}{t}\tag {5} \\ &= \frac {2 A B' - 2 B A' + B^2 - 4 A C}{4 A^2} \end{align*}
Substituting the values of \(A,B,C\) from (3) in the above and simplifying gives
\begin{align*} r &= \frac {-4}{1}\tag {6} \end{align*}
Comparing the above to (5) shows that
\begin{align*} s &= -4\\ t &= 1 \end{align*}
Therefore eq. (4) becomes
\begin{align*} z''(u) &= -4 z \left (u \right ) \tag {7} \end{align*}
Equation (7) is now solved. After finding \(z(u)\) then \(v\) is found using the inverse transformation
\begin{align*} v &= z \left (u \right ) e^{-\int \frac {B}{2 A} \,du} \end{align*}
The first step is to determine the case of Kovacic algorithm this ode belongs to. There are 3
cases depending on the order of poles of \(r\) and the order of \(r\) at \(\infty \). The following table
summarizes these cases.
Need to have at least one pole
that is either order \(2\) or odd order
greater than \(2\). Any other pole order
is allowed as long as the above
condition is satisfied. Hence the
following set of pole orders are all
allowed. \(\{1,2\}\),\(\{1,3\}\),\(\{2\}\),\(\{3\}\),\(\{3,4\}\),\(\{1,2,5\}\).
no condition
3
\(\left \{ 1,2\right \} \)
\(\left \{ 2,3,4,5,6,7,\cdots \right \} \)
Table 2.6: Necessary conditions for each Kovacic case
The order of \(r\) at \(\infty \) is the degree of \(t\) minus the degree of \(s\). Therefore
There are no poles in \(r\). Therefore the set of poles \(\Gamma \) is empty. Since there is no odd order pole
larger than \(2\) and the order at \(\infty \) is \(0\) then the necessary conditions for case one are met.
Therefore
\begin{align*} L &= [1] \end{align*}
Since \(r = -4\) is not a function of \(u\), then there is no need run Kovacic algorithm to obtain a solution
for transformed ode \(z''=r z\) as one solution is
\[ z_1(u) = \cos \left (2 u \right ) \]
Using the above, the solution for the original ode can
now be found. The first solution to the original ode in \(v\) is found from
This is second order nonhomogeneous ODE. Let the solution be
\[
v = v_h + v_p
\]
Where \(v_h\) is the solution to
the homogeneous ODE \( A v''(u) + B v'(u) + C v(u) = 0\), and \(v_p\) is a particular solution to the nonhomogeneous ODE \(A v''(u) + B v'(u) + C v(u) = f(u)\). \(v_h\) is the
solution to
\[
v^{\prime \prime }-6 v^{\prime }+13 v = 0
\]
The homogeneous solution is found using the Kovacic algorithm which results in
Since there is no
duplication between the basis function in the UC_set and the basis functions of the
homogeneous solution, the trial solution is a linear combination of all the basis in the
UC_set.
\[
v_p = A_{1} {\mathrm e}^{-2 u}
\]
The unknowns \(\{A_{1}\}\) are found by substituting the above trial solution \(v_p\) into the
ODE and comparing coefficients. Substituting the trial solution into the ODE
and simplifying gives
\[
\xi = e^{-3 u}\left (c_1 \cos \left (2 u \right )+c_2 \sin \left (2 u \right )\right )
\]
Will add steps showing solving for IC soon.
The original ode now reduces to first order ode
\begin{align*} \xi \left (u \right ) v^{\prime }-v \xi ^{\prime }\left (u \right )+\xi \left (u \right ) p \left (u \right ) v&=\int \xi \left (u \right ) r \left (u \right )d u\\ v^{\prime }+v \left (p \left (u \right )-\frac {\xi ^{\prime }\left (u \right )}{\xi \left (u \right )}\right )&=\frac {\int \xi \left (u \right ) r \left (u \right )d u}{\xi \left (u \right )} \end{align*}
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & v^{\prime \prime }-6 v^{\prime }+13 v={\mathrm e}^{-2 u} \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & v^{\prime \prime } \\ \bullet & {} & \textrm {Characteristic polynomial of homogeneous ODE}\hspace {3pt} \\ {} & {} & r^{2}-6 r +13=0 \\ \bullet & {} & \textrm {Use quadratic formula to solve for}\hspace {3pt} r \\ {} & {} & r =\frac {6\pm \left (\sqrt {-16}\right )}{2} \\ \bullet & {} & \textrm {Roots of the characteristic polynomial}\hspace {3pt} \\ {} & {} & r =\left (3-2 \,\mathrm {I}, 3+2 \,\mathrm {I}\right ) \\ \bullet & {} & \textrm {1st solution of the homogeneous ODE}\hspace {3pt} \\ {} & {} & v_{1}\left (u \right )={\mathrm e}^{3 u} \cos \left (2 u \right ) \\ \bullet & {} & \textrm {2nd solution of the homogeneous ODE}\hspace {3pt} \\ {} & {} & v_{2}\left (u \right )={\mathrm e}^{3 u} \sin \left (2 u \right ) \\ \bullet & {} & \textrm {General solution of the ODE}\hspace {3pt} \\ {} & {} & v=\mathit {C1} v_{1}\left (u \right )+\mathit {C2} v_{2}\left (u \right )+v_{p}\left (u \right ) \\ \bullet & {} & \textrm {Substitute in solutions of the homogeneous ODE}\hspace {3pt} \\ {} & {} & v=\mathit {C1} \,{\mathrm e}^{3 u} \cos \left (2 u \right )+\mathit {C2} \,{\mathrm e}^{3 u} \sin \left (2 u \right )+v_{p}\left (u \right ) \\ \square & {} & \textrm {Find a particular solution}\hspace {3pt} v_{p}\left (u \right )\hspace {3pt}\textrm {of the ODE}\hspace {3pt} \\ {} & \circ & \textrm {Use variation of parameters to find}\hspace {3pt} v_{p}\hspace {3pt}\textrm {here}\hspace {3pt} f \left (u \right )\hspace {3pt}\textrm {is the forcing function}\hspace {3pt} \\ {} & {} & \left [v_{p}\left (u \right )=-v_{1}\left (u \right ) \left (\int \frac {v_{2}\left (u \right ) f \left (u \right )}{W \left (v_{1}\left (u \right ), v_{2}\left (u \right )\right )}d u \right )+v_{2}\left (u \right ) \left (\int \frac {v_{1}\left (u \right ) f \left (u \right )}{W \left (v_{1}\left (u \right ), v_{2}\left (u \right )\right )}d u \right ), f \left (u \right )={\mathrm e}^{-2 u}\right ] \\ {} & \circ & \textrm {Wronskian of solutions of the homogeneous equation}\hspace {3pt} \\ {} & {} & W \left (v_{1}\left (u \right ), v_{2}\left (u \right )\right )=\left [\begin {array}{cc} {\mathrm e}^{3 u} \cos \left (2 u \right ) & {\mathrm e}^{3 u} \sin \left (2 u \right ) \\ 3 \,{\mathrm e}^{3 u} \cos \left (2 u \right )-2 \,{\mathrm e}^{3 u} \sin \left (2 u \right ) & 3 \,{\mathrm e}^{3 u} \sin \left (2 u \right )+2 \,{\mathrm e}^{3 u} \cos \left (2 u \right ) \end {array}\right ] \\ {} & \circ & \textrm {Compute Wronskian}\hspace {3pt} \\ {} & {} & W \left (v_{1}\left (u \right ), v_{2}\left (u \right )\right )=2 \,{\mathrm e}^{6 u} \\ {} & \circ & \textrm {Substitute functions into equation for}\hspace {3pt} v_{p}\left (u \right ) \\ {} & {} & v_{p}\left (u \right )=\frac {{\mathrm e}^{3 u} \left (-\cos \left (2 u \right ) \left (\int \sin \left (2 u \right ) {\mathrm e}^{-5 u}d u \right )+\sin \left (2 u \right ) \left (\int \cos \left (2 u \right ) {\mathrm e}^{-5 u}d u \right )\right )}{2} \\ {} & \circ & \textrm {Compute integrals}\hspace {3pt} \\ {} & {} & v_{p}\left (u \right )=\frac {{\mathrm e}^{-2 u}}{29} \\ \bullet & {} & \textrm {Substitute particular solution into general solution to ODE}\hspace {3pt} \\ {} & {} & v=\mathit {C2} \,{\mathrm e}^{3 u} \sin \left (2 u \right )+\mathit {C1} \,{\mathrm e}^{3 u} \cos \left (2 u \right )+\frac {{\mathrm e}^{-2 u}}{29} \end {array} \]
Maple trace
`Methodsfor second order ODEs:---Trying classification methods ---tryinga quadraturetryinghigh order exact linear fully integrabletryingdifferential order: 2; linear nonhomogeneous with symmetry [0,1]tryinga double symmetry of the form [xi=0, eta=F(x)]->Try solving first the homogeneous part of the ODEchecking if the LODE has constant coefficients<- constant coefficients successful<-solving first the homogeneous part of the ODE successful`