4.6.11 · Maths › Ordinary Differential Equations
Context: homogeneous linear ODE with constant coefficients solve karna
a y ′′ + b y ′ + cy = 0 , a = 0.
Is note mein woh case cover hota hai jahan characteristic equation ke do alag real roots hote hain.
e r x show up?
Hum ek aisi function y dhundh rahe hain jo, jab derivatives lo aur unhe constant weights a , b , c ke saath add karo, to zero mile. Ek hi "shape" ki function hoti hai jiske derivatives bas khud ka scaled copy hote hain — woh hai exponential: d x d e r x = r e r x .
To agar y = e r x ho, to har derivative e r x times r ki koi power hogi, e r x common factor ban jaata hai,
aur poora ODE ek simple algebra problem mein collapse ho jaata hai r mein. Wahi algebra problem hai
characteristic equation .
Hum guess karte hain (ansatz) y = e r x kisi unknown constant r ke liye, aur poochte hain: kin r ke liye yeh kaam karta hai?
Hum KYA compute karte hain:
y = e r x , y ′ = r e r x , y ′′ = r 2 e r x .
KAISE substitute karte hain a y ′′ + b y ′ + cy = 0 mein:
a r 2 e r x + b r e r x + c e r x = 0.
Yeh step kyun? Har derivative bas r ki ek power neeche le aati hai, isliye e r x ek common factor ban jaata hai.
Usse factor out karo:
e r x ( a r 2 + b r + c ) = 0.
Kyunki e r x = 0 sabhi real x ke liye, bracket ka zero hona zaroori hai:
Har root ek solution deta hai: y 1 = e r 1 x aur y 2 = e r 2 x .
WHY combine karte hain unhe? ODE linear aur second-order hai. Linear ⇒ solutions ka koi bhi sum/scaling phir se ek solution hoga (superposition). Second-order ⇒ general solution ko exactly do arbitrary constants chahiye. To:
e r 1 x aur e r 2 x independent (redundant nahi)?
Kyunki r 1 = r 2 hai, ratio y 2 y 1 = e ( r 1 − r 2 ) x constant nahi hai — yeh
x ke saath genuinely change karta hai. Do functions jo ek-doosre ka constant multiple nahi hain, woh
independent information carry karti hain, isliye woh saare solutions span karti hain. Hum isse Wronskian se verify karte hain:
= (r_2 - r_1)e^{(r_1+r_2)x} \neq 0,$$
to woh har jagah independent hain. ✔
Worked example Example 1 — dono roots negative (decay)
y ′′ + 5 y ′ + 6 y = 0 solve karo.
Characteristic equation: r 2 + 5 r + 6 = 0 .
Kyun? y ′′ → r 2 , y ′ → r , y → 1 replace karo.
Factor karo: ( r + 2 ) ( r + 3 ) = 0 ⇒ r 1 = − 2 , r 2 = − 3 .
Kyun? Yeh distinct real roots hain; discriminant = 25 − 24 = 1 > 0 . ✔ Case 1.
General solution: y = C 1 e − 2 x + C 2 e − 3 x .
Kyun? Do independent exponentials ko superpose karo.
Worked example Example 2 — initial conditions ke saath
y ′′ − y ′ − 2 y = 0 , y ( 0 ) = 1 , y ′ ( 0 ) = 4 solve karo.
r 2 − r − 2 = 0 ⇒ ( r − 2 ) ( r + 1 ) = 0 ⇒ r 1 = 2 , r 2 = − 1 .
y = C 1 e 2 x + C 2 e − x .
y ( 0 ) = 1 apply karo: C 1 + C 2 = 1 .
Kyun? x = 0 par, dono exponentials 1 ke barabar hote hain.
Differentiate karo: y ′ = 2 C 1 e 2 x − C 2 e − x . y ′ ( 0 ) = 4 apply karo: 2 C 1 − C 2 = 4 .
Kyun? Dono constants pin karne ke liye ek doosri equation chahiye.
Dono add karo: 3 C 1 = 5 ⇒ C 1 = 3 5 , phir C 2 = 1 − 3 5 = − 3 2 .
Answer: y = 3 5 e 2 x − 3 2 e − x .
Worked example Example 3 — opposite-sign roots (saddle behaviour)
y ′′ − 9 y = 0 solve karo.
r 2 − 9 = 0 ⇒ r = ± 3 . (Yahan b = 0 hai, phir bhi do distinct reals.)
y = C 1 e 3 x + C 2 e − 3 x .
Kyun yeh important hai: ek term blow up karta hai, ek decay karta hai — generic solutions badhte hain jab tak C 1 = 0 na ho.
Recall Forecast:
y ′′ + 7 y ′ + 12 y = 0 solve karne se pehle, roots ke signs aur long-term behaviour predict karo.
Forecast: b , c > 0 hain aur b 2 > 4 a c hai, to dono roots real aur negative hain ⇒ solution decay karke 0 ho jaayega.
Verify: r 2 + 7 r + 12 = ( r + 3 ) ( r + 4 ) = 0 , roots − 3 , − 4 (dono negative). y = C 1 e − 3 x + C 2 e − 4 x → 0 . ✔
Common mistake "Do roots hain, to bas
y = e r 1 x + e r 2 x likh deta hoon."
Kyun sahi lagta hai: dono exponentials ODE solve karte hain, to unhe add karna natural lagta hai.
Fix: C 1 , C 2 arbitrary constants ZAROOR rakhne chahiye. Ek 2nd-order ODE mein
2-parameter family of solutions hoti hai; constants hataane se ek ke siwa saare solutions chale jaate hain.
Common mistake "Discriminant
= 0 ? Main phir bhi do exponentials use karunga."
Kyun sahi lagta hai: quadratic formula phir bhi "ek root deta hai."
Fix: agar b 2 − 4 a c = 0 ho to roots coincide karte hain (r 1 = r 2 ), aur e r 1 x , e r 2 x ek hi
function hai — independent nahi. Woh hai Case 2 (repeated root), jisme extra
factor x chahiye: y = ( C 1 + C 2 x ) e r 1 x . Case 1 ke liye strict inequality b 2 − 4 a c > 0 zaroori hai.
Common mistake "Sign error:
r 2 − r − 2 = 0 ke roots − 2 aur 1 hain."
Kyun sahi lagta hai: factoring mein jaldi ki gayi.
Fix: expand karke check karo. ( r − 2 ) ( r + 1 ) = r 2 − r − 2 ✔. Roots + 2 aur − 1 hain. Hamesha
apne factors ko re-multiply karo.
Recall Feynman: ek 12-saal ke bachche ko explain karo
Socho ek function jo apni khud ki size ke proportion mein badhti ya ghatti hai — jaise
bank mein paisa interest ke saath, e r x . Equation pooch rahi hai: "woh growth rates r dhundho jisse
jab main function ko, uski speed ko aur uski acceleration ko fixed weights ke saath stack karun, to woh zero mein cancel ho jaayein." Woh cancelling bas ek chota sa quadratic puzzle hai. Agar puzzle ke do alag
answers r 1 aur r 2 hain, to DONO growth patterns kaam karte hain, aur poora answer bas ek mix
hai (C 1 pehle ka plus C 2 doosre ka), jahan tum mix isliye choose karte ho taaki woh wahan se start ho jahan se tumhara system shuru hota hai.
"Replace, Solve, Superpose"
R eplace karo derivatives ko r ki powers se → S olve karo quadratic → S uperpose karo:
y = C 1 e r 1 x + C 2 e r 2 x . (Aur yaad rakho: D istinct D iscriminant > 0 .)
a y ′′ + b y ′ + cy = 0 ke liye hum kaun sa ansatz try karte hain?y = e r x , kyunki iske derivatives khud ka scaled copy hote hain.
a y ′′ + b y ′ + cy = 0 ki characteristic equation kya hai?a r 2 + b r + c = 0 .
Case 1 (two distinct real roots) ki condition kya hai? Discriminant b 2 − 4 a c > 0 .
Jab roots distinct reals r 1 = r 2 hon to general solution kya hoti hai? y = C 1 e r 1 x + C 2 e r 2 x .
Kyun chahiye do constants C 1 , C 2 ? ODE 2nd-order hai, isliye iske solution family mein do free parameters hote hain.
Jab r 1 = r 2 ho to e r 1 x aur e r 2 x linearly independent kyun hain? Unka ratio e ( r 1 − r 2 ) x non-constant hai; Wronskian ( r 2 − r 1 ) e ( r 1 + r 2 ) x = 0 .
y ′′ + 5 y ′ + 6 y = 0 ke roots kya hain?r = − 2 , − 3 , to y = C 1 e − 2 x + C 2 e − 3 x .
Agar b 2 − 4 a c = 0 ho to kaun sa case aur kya change hota hai? Case 2 (repeated root); solution ban jaata hai ( C 1 + C 2 x ) e r 1 x .
Characteristic eqn ar^2+br+c=0
Discriminant b^2-4ac gt 0
Two distinct real roots r1, r2
General y=C1 e^r1x + C2 e^r2x