4.6.12 · Maths › Ordinary Differential Equations
Constant-coefficient ODE a y ′′ + b y ′ + cy = 0 ke liye, jab characteristic equation ka repeated real root r ho (yaani discriminant b 2 − 4 a c = 0 ), tab do independent solutions hote hain e r x aur == x e r x == .
Definition Problem kya hai
Hum second-order linear homogeneous constant-coefficient ODE solve karte hain
a y ′′ + b y ′ + cy = 0.
Trial y = e r x substitute karne par characteristic equation milti hai
a r 2 + b r + c = 0.
Repeated root tab aata hai jab == b 2 − 4 a c = 0 == , aur ek hi root milta hai r = − 2 a b .
Intuition Problem kyun hai
Ek 2nd-order ODE ko general solution banane ke liye do independent solutions chahiye (solution space 2-dimensional hota hai). Characteristic root r se sirf ek solution milta hai y 1 = e r x . "Obvious" doosra solution kisi doosre root se aata — lekin yahan dono roots ek mein collapse ho gaye. Hum ek solution short hain. Is subtopic ka poora khel yahi hai: wo missing partner kaise banayein?
Hume pata hai ek solution y 1 = e r x . Reduction of order kehta hai: doosra solution y 2 = v ( x ) y 1 = v ( x ) e r x ke form mein dhundho, jahan v unknown hai. Isko plug karo aur v ki equation ek order lower ho jaayegi (isliye yeh naam hai) — solve karna aasaan ho jaata hai.
a y ′′ + b y ′ + cy = 0 se shuru karo aur y = v e r x lo.
Derivatives compute karo (product rule):
y ′ = e r x ( v ′ + r v ) , y ′′ = e r x ( v ′′ + 2 r v ′ + r 2 v ) .
Yeh step kyun? Hume y ′ , y ′′ ko v ke terms mein chahiye taaki substitute kar sakein.
Substitute karo aur e r x = 0 factor out karo:
a ( v ′′ + 2 r v ′ + r 2 v ) + b ( v ′ + r v ) + c v = 0.
v ′′ , v ′ , v ke hisaab se group karo:
a v ′′ + ( 2 a r + b ) v ′ + ( a r 2 + b r + c ) v = 0.
Yeh step kyun? Coefficients alag karte hain taaki r ke baare mein jo jaante hain woh use kar sakein.
Ab is case ki do facts use karo:
r ek root hai: == a r 2 + b r + c = 0 == → v -term vanish ho jaata hai.
r repeated root r = − b /2 a hai, isliye 2 a r + b = 2 a ( − b /2 a ) + b === 0 == → v ′ -term vanish ho jaata hai.
Sirf yeh bachta hai
a v ′′ = 0 ⇒ v ′′ = 0.
v aur v ′ dono terms sirf isliye mare kyunki root repeated hai . Distinct roots ke liye, 2 a r + b = 0 , v ′ term bachta hai, aur solve karne par exponential v milta hai — jo doosra root recover karta hai. Repeated-root case special hai precisely isliye kyunki do coefficients vanish ho jaate hain, sirf trivial v ′′ = 0 bachta hai.
Intuition Roots ko merge hote dekho
Maan lo roots hain r aur r + ε (distinct). Do solutions:
e r x and e ( r + ε ) x .
Koi bhi combination ek solution hai, toh yeh difference quotient bhi hai:
ε e ( r + ε ) x − e r x .
Jab ε → 0 (roots coalesce ho jaate hain), yeh → ∂ r ∂ e r x = x e r x ho jaata hai.
Toh x e r x literally solution family ka root ke saath derivative hai — yeh naturally tab appear hota hai jab do roots fuse ho jaate hain.
Intuition Kyun zaroorat hai
y 2 ko y 1 se linearly independent hona chahiye, warna kuch add nahi karta. Hum Wronskian W = y 1 y 2 ′ − y 1 ′ y 2 se test karte hain; agar W = 0 toh independent hain.
y 1 = e r x , y 2 = x e r x ke saath:
y 2 ′ = e r x + r x e r x = e r x ( 1 + r x ) .
W = e r x ⋅ e r x ( 1 + r x ) − r e r x ⋅ x e r x = e 2 r x [ ( 1 + r x ) − r x ] === e 2 r x == = 0.
Theek hai — har jagah independent. ✓
Worked example Example 1 — clean repeated root
y ′′ − 6 y ′ + 9 y = 0 solve karo.
Characteristic: r 2 − 6 r + 9 = 0 ⇒ ( r − 3 ) 2 = 0 ⇒ r = 3 (double).
Kyun? Discriminant 36 − 36 = 0 repeated root confirm karta hai.
Solutions: e 3 x aur x e 3 x .
General solution: y = ( C 1 + C 2 x ) e 3 x .
Worked example Example 2 — IVP ke saath
y ′′ + 4 y ′ + 4 y = 0 , y ( 0 ) = 1 , y ′ ( 0 ) = 1 solve karo.
r 2 + 4 r + 4 = ( r + 2 ) 2 = 0 ⇒ r = − 2 (double).
y = ( C 1 + C 2 x ) e − 2 x .
y ( 0 ) = 1 apply karo: C 1 = 1 . Kyun? x = 0 par, e 0 = 1 , x = 0 se C 2 term zero ho jaata hai.
y ′ = C 2 e − 2 x − 2 ( C 1 + C 2 x ) e − 2 x . x = 0 par: y ′ ( 0 ) = C 2 − 2 C 1 = 1 ⇒ C 2 = 3 .
Answer: y = ( 1 + 3 x ) e − 2 x .
Common mistake "Dono roots equal hain toh main
y = C 1 e r x + C 2 e r x likhta hoon."
Kyun sahi lagta hai: distinct roots ne C 1 e r 1 x + C 2 e r 2 x diya tha, toh r 1 = r 2 = r plug karna natural lagta hai.
Kyun galat hai: C 1 e r x + C 2 e r x = ( C 1 + C 2 ) e r x sirf ek constant times ek function hai — yeh 1-dimensional family hai, lekin 2nd-order ODE ko 2-dimensional solution space chahiye. Do initial conditions meet karna impossible ho jaayega.
Fix: missing partner x e r x hai → y = ( C 1 + C 2 x ) e r x .
x bhool jaana (y = C 1 e r x + C 2 likhna).
Kyun sahi lagta hai: "v constant ya linear hai, toh shayad sirf ek constant add kar do."
Kyun galat hai: Ek bara constant C 2 solution nahi hai jab tak c = 0 na ho. Reduction ne v = C 1 + C 2 x diya, e r x se multiply kiya, toh naya term C 2 x e r x hai, na ki C 2 .
Fix: poore v ko hamesha y 1 = e r x se multiply karo.
r = − b /2 a use karna lekin galat sign plug karna.
Fix: characteristic polynomial ko perfect square ( r − r 0 ) 2 ki tarah factor karo taaki r 0 unambiguously padha ja sake.
Constant-coefficient ODE a y ′′ + b y ′ + cy = 0 ka repeated root kab aata hai? Jab discriminant b 2 − 4 a c = 0 ho; single root hai r = − b /2 a .
Repeated real root r ke liye do independent solutions kya hain? e r x aur x e r x .
Reduction of order mein hum 2nd solution ke liye kya form assume karte hain? y 2 = v ( x ) y 1 = v ( x ) e r x , jahan v unknown ho.
y = v e r x ko repeated-root ODE mein substitute karne ke baad v ke liye kya equation bachti hai?a v ′′ = 0 , yaani v ′′ = 0 , jisse v = C 1 + C 2 x milta hai.
Repeated-root reduction mein v aur v ′ dono terms kyun vanish ho jaate hain? v -term: a r 2 + b r + c = 0 (root). v ′ -term: 2 a r + b = 0 kyunki r = − b /2 a (repeated root).
e r x aur x e r x ka Wronskian kya hai?W = e 2 r x = 0 , toh yeh linearly independent hain.
y ′′ − 6 y ′ + 9 y = 0 ka general solution?y = ( C 1 + C 2 x ) e 3 x .
C 1 e r x + C 2 e r x valid general solution kyun nahi hai?Yeh ek function ( C 1 + C 2 ) e r x mein collapse ho jaata hai — 1D space, jo 2nd-order ODE ke liye bahut chhota hai.
x e r x ki limit interpretation kya hai?lim ε → 0 ε e ( r + ε ) x − e r x = ∂ r ∂ e r x = x e r x .
Recall Feynman: ek 12-saal ke bachche ko explain karo
Socho tumhe koi bhi tower (solution) banane ke liye do alag building blocks chahiye. Normally do roots do blocks dete hain. Lekin kabhi kabhi do roots same number nikalta hai — toh sirf ek block milta hai, aur sab kuch nahi bana sakte. Trick: apna ek block e r x lo aur usmein x chipka do taaki doosra, genuinely alag block x e r x bane. Ab phir se do blocks hain aur koi bhi tower bana sakte ho. x kyun kaam karta hai: socho do roots almost-but-not-quite equal hain aur unhe slide karke milao, unke do solutions ka difference exactly x e r x ban jaata hai.
"Repeated root? Root-variable x se multiply karo."
Double root → x chipka ke double up karo: { e r x , x e r x } . (Triple root mein x 2 e r x add hoga — pattern chalta rehta hai.)
Characteristic equation of linear ODEs — jahan se root r aata hai.
Case 1 distinct real roots — contrast: do roots, do clean exponentials.
Case 3 complex roots — jab discriminant < 0 ho.
Reduction of order (general method) — yahan use ki gayi technique, kisi bhi known y 1 ke liye kaam karti hai.
Wronskian and linear independence — prove karta hai ki e r x , x e r x independent hain.
Higher-order repeated roots — multiplicity m ka root e r x , x e r x , … , x m − 1 e r x deta hai.
substitute and factor e^rx
Characteristic eqn ar^2+br+c=0
Repeated real root r = -b/2a
Need 2nd independent solution
a v'' + 2ar+b v' + ar^2+br+c v = 0
General y = C1+C2 x times e^rx