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3.4.16.

y

 

y

 

2y e

2x

 

sin x ,

 

y(0) 5 ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0) 1.

 

 

3.4.17.

y

 

6y

 

 

9 y e

3x

,

 

 

 

 

y(0) 3 ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0) 2 .

 

 

3.4.18.

y

 

4y

 

 

5y e

2x

 

,

 

 

 

 

 

 

y(0) 2 ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0) 6 .

 

 

3.4.19.

4y

 

16y

 

15y x

2

 

1

,

y(0) 3 ,

 

 

 

 

 

 

1 .

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

 

3.4.20.

4y

 

4 y

 

5y xe

x

,

 

 

 

 

y(0) 4 ,

 

 

 

 

 

 

1 .

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

 

3.4.21.

y

 

3y

 

 

2y e

2x

 

,

 

 

 

 

 

 

y(0) 1 ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0) 0 .

 

 

3.4.22.

y

 

4y

 

 

5y x

2

 

2x ,

 

y(0) 1 ,

 

 

 

 

 

 

 

4 .

 

 

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

3.4.23.

y

 

2y

 

 

2 y e

x

cos x ,

 

y(0) 2 ,

 

 

 

 

 

 

5 .

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

3.4.24.

y

 

6y

 

 

9y 2x

2

 

5 ,

 

y(0) 0 ,

 

 

 

 

 

 

 

3 .

 

 

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

3.4.25.

2y

 

y

 

y e

x

x ,

 

 

 

y(0) 0 ,

 

 

 

 

 

 

 

0 .

 

 

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

3.4.26.

y

 

2y

 

10y cos x ,

 

y(0) 1,

 

 

 

 

 

3 .

 

 

 

 

 

 

 

y (0)

 

 

3.4.27.

 

4y

 

8y

 

5y xe

x

 

,

 

 

 

y(0) 2 ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0) 4 .

 

 

3.4.28.

3y

 

12y

 

4y e

x

sin 2x ,

y(0) 1 ,

 

 

 

 

 

 

 

5 .

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

3.4.29.

y

 

4 y

 

 

2x

2

3x 1 ,

 

y(0) 6 ,

 

 

 

 

 

 

2 .

 

 

 

 

 

 

 

 

 

y (0)

 

 

 

3.4.30.

y

 

8y

 

16 y e

4x

,

 

 

 

 

y(0) 3 ,

 

 

 

 

 

 

8 .

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y (0)

 

 

 

3.5. Solve the equations using the Lagrange’s method.

 

 

 

 

 

 

 

 

3.5.1.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

ex

 

 

 

 

 

 

 

 

 

 

3.5.2. y

 

 

 

 

 

 

ex

 

y

 

2 y

y 2x 1 .

 

 

 

 

 

2y

y x2

4 .

 

 

 

 

 

 

 

 

 

 

 

 

3.5.3.

y 4y 3y ln(1 e x ) .

3.5.4. y 4 y tg2 2x .

 

 

3.5.5.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

e2x

 

 

 

 

 

3.5.6. y

 

 

 

 

 

 

x

 

 

 

y

 

3y

2y (1 e x )2 .

 

y cos3 x .

 

 

 

 

 

 

 

 

 

 

3.5.7. y 4y 4 y e2x ln(x2

1) .

3.5.9. y

 

 

 

 

1

 

 

 

4 y 3 cos2 2x .

 

 

 

3.5.11.

 

 

 

 

1

 

 

 

y

y sin2

x 2 .

 

 

 

3.5.13.

y 2y 2 y ex tg x .

 

3.5.8.y 2 y y e x ln(x2 4) .

3.5.10.y y sin13 x .

3.5.12. y

 

y

 

 

e3x

 

 

 

1 e2x .

 

 

 

3.5.14. y 2y

e3x

.

 

 

1 e2x

237

3.5.15.

 

 

 

 

 

 

 

e x

 

 

 

 

y

2y

2y sin x .

 

 

3.5.17.

 

 

 

 

 

 

 

e2x sin x

 

y

4y

5y sin2

x 1 .

 

 

3.5.19. y

4y

5y

 

e2x

 

 

 

.

 

 

 

 

 

 

 

 

 

 

 

1 sin 2 x

 

 

 

 

 

 

 

 

e x

 

 

 

 

3.5.21. y

2y

y x2 1 .

 

 

3.5.23. y 3y 2y cos(e x ) .

3.5.25. y

5y 6y e x ln(1 e x ) .

3.5.27. y 2y y e x ln x .

3.5.29. y

 

 

cos 3x

 

9y sin2 3x 1 .

 

3.5.16.y 3y 2y sin(e x ) .

3.5.18.y 4y 4y x x1 e2x .

3.5.20.y 2y y e x arctg x .

 

 

 

 

 

 

 

 

 

e x

 

3.5.22. y

3y

2y e x 1 .

 

 

 

3.5. 24.

y 4y 3y arctg(ex ) .

3.5.26.

 

 

 

 

 

 

sin x

 

y

y cos2 x

2 .

 

 

3.5.28.

y 2y y 3

xe x .

3.5.30.

 

y 2y y ex 1 x .

Topic 4. Simultaneous differential equations

Normal simultaneous differential equations. Methods of eliminating and integrated combinations of solving simultaneous differential equations in normal form. Simultaneous differential equations with constant coefficients. Generalized Euler’s method.

Bibliography: [2, 3, chapter 3.3], [3, chapter 8, §6], [4, chapter 8, §26], [6, chapter 11, item 11.5], [7, chapter 13, §§29–30], [8, 2 chapter, §§6].

T 4. General theoretical information

4.1. Normal simultaneous differential equations

Simultaneous differential equations of 1st kind (or first order):

 

dy1

 

 

f (t, y , y

, .., y

),

 

 

 

 

 

1

1

2

 

n

 

 

 

dt

 

 

 

 

 

 

 

 

 

 

dy

2

 

f

(t, y

, y

 

, .., y

 

),

 

 

 

 

 

 

 

 

 

 

 

 

dt

2

1

2

n

 

(3.33)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

dyn

 

 

f

(t, y

, y

 

, .., y

 

),

 

 

 

 

 

 

 

 

 

 

 

n

1

2

n

 

 

dt

 

 

 

 

 

 

 

 

 

 

238

where y1 (t), y2 (t), , yn (t) are the unknown functions, t is independent

variable containing system in a normal form or system, which can be obtained concerning derivatives of unknown functions yi (t) , i 1, 2, , n .

The solution of the system (3.33) on interval ( a, b ) is the set of n of continuously differentiated functions

y1 1 (t), y2 2 (t), ..., yn n (t), which transform each equation of this system into equality.

Cauchy’s test for system (3.33) is to find such a solution, which depends on the initial condition:

y1 (t0 ) a1 , y2 (t0 ) a2 , ..., yn (t0 ) an , where a1 , a2 , ..., an – are the real values.

For solving simultaneous differential equations in normal form we use the following methods:

1)method of eliminating;

2)method of integrated combinations.

General form of the method of eliminating. After simultaneous equations differentiating and eliminating all unknown functions yi (x) , except one, we

obtain a differential equation of n order concerning the one function (for example, y1 ). After integration of this equation it is possible to find other

unknown functions.

The meaning of the method of integrated combinations is to make socalled integrated combinations from the equation of the given system with the help of arithmetical operations, that is that the equation concerning some new

function u u(t, y1 , y2 , .., yn ), which can be easily integrated.

4.2. Euler’s method for solving simultaneous differential equations with constant coefficients

The system of normal linear differential equations with constant coefficients we can name such system

 

dy1

 

 

a y

a y

... a

y

f (t),

 

 

 

 

 

11

1

12

2

1n

n

 

1

 

 

dt

 

 

 

 

 

 

 

 

 

 

 

 

dy

2

 

 

a

y

a

y

... a

y

f

(t),

 

 

 

 

 

 

 

 

 

 

dt

21

1

22

2

2n

n

2

 

(3.34 )

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

dyn

 

 

a

y

a

y

... a

y

f

(t),

 

 

 

 

 

 

 

 

 

n1

1

n2

2

nn

n

n

 

 

dt

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

239

where

y1 , y2 ,

...,

yn are unknown functions of

independent

variable

t ; f1 ,

f 2 , ...,

fn

are given and continuously on interval (a,b) functions;

aij

are constant

values

(i, j

 

) . If fi (x) 0 (i

 

) ,

then system

(3.34)

is

1, n

1, n

called homogeneous, in other case – right hand member not zero.

Let’s consider algebraic method of solving linear homogeneous simultaneous differential equation (generalized Euler’s method).

For example;

 

dy1

 

a

y

a

y

 

,

 

 

2

 

11

1

12

 

 

 

 

 

 

 

 

 

 

(3.35 )

dt

 

 

 

 

 

 

dy2

 

a21 y1 a22 y2 .

 

dt

 

 

 

 

 

 

 

 

 

This system can be written as a single matrix equation as follows;

 

 

 

dY

AY .

 

Here

 

 

dt

 

 

 

 

 

 

 

 

 

a

a

 

 

y

 

 

11

12

 

, Y

1

 

,

A

 

 

 

 

a21

a22

 

y2

 

 

dy1

dY dt . dx dy2dt

General solution of the system (3.35) can be written as

 

 

 

y

 

y(1)

 

y

(2)

 

 

 

 

 

1

 

 

1

 

1

 

,

 

 

 

C1

(1)

 

C2

(2)

 

 

 

y2

 

y2

 

y2

 

 

where y(1)

, y(1)

and y(2)

, y(2)

are linear independent partial solutions of the

1

2

1

 

2

 

 

 

 

 

 

 

given system.

 

 

 

 

 

 

 

 

 

 

Partial solution of the system can be found from

 

 

 

 

 

y

p ekt ,

y

2

p ekt

,

 

(3.36)

 

 

 

1

 

1

 

2

 

 

 

where p1 , p2 ,

k are unknown

constants. After

substituting of the formula

(3.36) in system (3.35) we obtain homogeneous system of linear algebraic

equations concerning the unknown p1

and

p2

of the equations

 

(a

k) p

a p

 

0,

(3.37)

 

11

1

12

 

2

 

a21 p1 (a22 k) p2 0.

The obtained system should be not equal to zero. So,

240

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