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Solutions of Nonhomogeneous Constant Coefficient Higher Order Linear Odes: Operator Methods

This document discusses four methods for finding particular solutions (yp) to nonhomogeneous, constant coefficient, higher order linear ordinary differential equations (ODEs). 1) The successive integrations method expresses yp as successive integrals of the nonhomogeneous term g(x) using the inverse operators of the factors of the ODE. 2) The partial fractions method decomposes the inverse operator into partial fractions to directly obtain yp. 3) The series expansions method expands the inverse operator as a power series to operate on g(x). 4) A method is described for when g(x) is an exponential function, using properties of the inverse operator evaluated at the exponential's constant. Examples are

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68 views9 pages

Solutions of Nonhomogeneous Constant Coefficient Higher Order Linear Odes: Operator Methods

This document discusses four methods for finding particular solutions (yp) to nonhomogeneous, constant coefficient, higher order linear ordinary differential equations (ODEs). 1) The successive integrations method expresses yp as successive integrals of the nonhomogeneous term g(x) using the inverse operators of the factors of the ODE. 2) The partial fractions method decomposes the inverse operator into partial fractions to directly obtain yp. 3) The series expansions method expands the inverse operator as a power series to operate on g(x). 4) A method is described for when g(x) is an exponential function, using properties of the inverse operator evaluated at the exponential's constant. Examples are

Uploaded by

akshay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Solutions of Nonhomogeneous Constant

Coefficient Higher Order Linear ODEs:


Operator Methods

Department of Mathematics
IIT Guwahati

SHB/SU MA-102 (2020)


Operator Methods for Finding yp
Writing Ly = g as P (D)y = g(x), where

L = P (D) = an Dn + an−1 Dn−1 + · · · + a0 .

With each P (D), associate a polynomial

P (r) = an rn + an−1 rn−1 + · · · + a0


called the auxiliary polynomial of P (D).
If P (r) can be factored as product of n linear factors, say
P (r) = an (r − r1 )(r − r2 ) · · · (r − rn ),

then the corresponding factorization of P (D) has the form


P (D) = an (D − r1 )(D − r2 ) · · · (D − rn ),
where r1 , r2 , . . . , rn are the roots of P (r) = 0.
SHB/SU MA-102 (2020)
Note that
R
• Dyp (x) = g(x) ⇒ yp (x) = g(x)dx. It is natural to
define Z
1
g(x) := g(x)dx.
D
• (D − r)yp = g(x), where r is a constant. Formally, we
write
1
yp = g(x).
D−r
The solution of (D − r)yp = g(x) is
Z
yp (x) = e rx
e−rx g(x)dx.

Thus, we define
Z
1
g(x) := erx e−rx g(x)dx.
D−r
1
Operator like , 1
D D−r
are called inverse operators.
SHB/SU MA-102 (2020)
1
Let P (D) be the inverse of the operator P (D). Then the
particular solution to P (D)y = g(x) is given by
1
yp (x) = g(x).
P (D)

Method 1:(Successive integrations)


If P (D) = (D − r1 )(D − r2 ) · · · (D − rn ), then
1 1
yp (x) = g(x) = g(x)
P (D) (D − r1 )(D − r2 ) · · · (D − rn )
1 1 1
= ··· g(x).
(D − r1 ) (D − r2 ) (D − rn )

SHB/SU MA-102 (2020)


Example: Find a particular solution of y 00 − 3y 0 + 2y = xex .
Here P (D)y = (D − 1)(D − 2)y = xex . The particular
solution yp is

1 1
yp (x) = xex
D−1D  Z− 2 
1 2x −2x x 1
= e e xe dx = [−(1 + x)ex ]
D−1 D−1
Z
1
= −ex e−x (1 + x)ex dx = − (1 + x)2 ex .
2
Note: The successive integrations are likely to become
complicated and time-consuming.

SHB/SU MA-102 (2020)


Method 2:(Partial fractions)
If the factors of P (D) are distinct, we can decompose
1
operator P (D) into partial fractions as
 
1 A1 A1 An
yp = g(x) = + + ··· + g(x),
P (D) (D − r1 ) (D − r2 ) (D − rn )
for suitable constants Ai ’s.

Example: Find a particular solution of y 00 − 3y 0 + 2y = xex .


 
1 1 1
yp (x) = = − xex
(D − 1)(D − 2) D−2 D−1
1 1
= xex − xex
D− Z 2 D − 1 Z
= e2x e−2x xex dx − ex e−x xex dx
1
= −(1 + x + x2 )ex .
2
SHB/SU MA-102 (2020)
Method 3:(Series expansions)
1
If g(x) = xn , expand the inverse operator P (D) in a power
series in D so that
1
yp (x) = g(x) = (c0 + c1 D + c2 D2 + · · · + cn Dn )g(x),
P (D)
where c0 + c1 D + c2 D2 + · · · + cn Dn is effectively the
1
expansion that corresponds to P (D) as Dk xn = 0 if k > n.
Example: Find yp of y 000 − 2y 00 + y = x4 + 2x + 5.
1
= 1 + 2D2 − D3 + 4D4 − 4D5 + · · · .
1 − 2D2 + D3

1
yp (x) = (x4 + 2x + 5)
1 − 2D2 + D3
= (1 + 2D2 − D3 + 4D4 + higher powers of D)(x4 + 2x + 5)
= (x4 + 2x + 5) + 2(12x2 ) − (24x) + 4(24)
= x4 + 24x2 − 22x + 101.
SHB/SU MA-102 (2020)
Method 4: If g(x) = eαx , α a constant, then
(D − r)eαx = (α − r)eαx .
Operating both sides of the above identity by
(α − r)−1 (D − r)−1 , we obtain
1 1
eαx = eαx ,
(D − r) (α − r)
provided α 6= r. Similarly, if P (D) = (D − r1 ) · · · (D − rn )
then
1 αx 1
e = eαx
P (D) (D − r1 ) · · · (D − rn )
1
= eαx ,
(α − r1 ) · · · (α − rn )
provided r1 , . . . , r2 are distinct from α.
• If P (D) is a polynomial in D such that P (α) 6= 0, then
1 αx eαx
e = .
P (D) P (α)
SHB/SU MA-102 (2020)
Example: Find a particular solution of

y 000 − y 00 + y 0 + y = 3e−2x .

1
yp = 3e−2x
P (D)
3e−2x
=
P (−2)
3e−2x
=
(−2)3 − (−2)2 − 2 + 1
3
= − e−2x .
13

*** End ***

SHB/SU MA-102 (2020)

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