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Chapter 2 - Part 2

This document discusses the undetermined coefficients method for solving non-homogeneous differential equations. It explains that the solution is the complementary solution plus the particular solution. The complementary solution is obtained similar to the homogeneous equation, while the particular solution is obtained by looking at the function f(x) and using a table that lists three classes of functions - polynomials, exponentials, and sines/cosines - and their corresponding particular solutions. The document provides an example of using the method to find the general solution to the equation y'' + y' - 2y = 2e^4x.

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Shahril Shafiq
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60 views10 pages

Chapter 2 - Part 2

This document discusses the undetermined coefficients method for solving non-homogeneous differential equations. It explains that the solution is the complementary solution plus the particular solution. The complementary solution is obtained similar to the homogeneous equation, while the particular solution is obtained by looking at the function f(x) and using a table that lists three classes of functions - polynomials, exponentials, and sines/cosines - and their corresponding particular solutions. The document provides an example of using the method to find the general solution to the equation y'' + y' - 2y = 2e^4x.

Uploaded by

Shahril Shafiq
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Part 2: Non-Homogenous equation: Undetermined

Coefficient Method [email protected]


general form
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑓 𝑥

Homogenous Non-Homogenous
𝑓 𝑥 =0 𝑓 𝑥 ≠0
1. Undetermined coefficient method
2. Variation parameters method
3. Laplace transform
 By using this method, the solution is given by
Solution = complimentary solution +particular solution
𝑦 = 𝑦𝑐 + 𝑦𝑝
 Complimentary solution ( 𝑦𝑐 ) = obtain similar to homogenous
equation.
 Particular solution (𝑦𝑝 ) = obtain by looking at 𝑓(𝑥) and solve by using
table. There are only 5 classes of functions.
1. Polynomial
2. Exponential Focus in this course (1,2 & 3)
3. Sine or cosine
4. Linear combination (type 1 +/- type 2 +/- type 3)
5. Multiplication (type 1 × type 2 × type 3)
𝑥 𝑟 [𝑎 + 𝑏𝑥 + 𝑐𝑥 2 + ⋯ ]
Type Classes 𝒚𝒑
1 Polynomial 𝑥 𝑟 𝐵0 + 𝐵1 𝑥 + ⋯ + 𝐵𝑛 𝑥 𝑛
2 Exponential 𝑒 𝑎𝑥 𝑥 𝑟 𝑘𝑒 𝑎𝑥
3 Sine or cosine 𝑥 𝑟 𝑝𝑐𝑜𝑠𝛽𝑥 + 𝑞𝑠𝑖𝑛𝛽𝑥
𝑠𝑖𝑛𝛽𝑥 𝑐𝑜𝑠𝛽𝑥

𝑓 𝑥 =8  𝑓 𝑥 = 𝑒5
 𝑦𝑝 = 𝑥 𝑟 𝐵0  𝑦𝑝 = 𝑥 𝑟 𝑘𝑒 5𝑥

 𝑓 𝑥 = 2𝑥 + 1  𝑓 𝑥 = sin 2𝑥
 𝑦𝑝 = 𝑥 𝑟 [𝐵0 + 𝐵1 𝑥]  𝑦𝑝 = 𝑥 𝑟 [𝑝𝑐𝑜𝑠2𝑥 + 𝑞𝑠𝑖𝑛2𝑥]
Type of Roots Solution
Distinct and Real roots 𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2𝑥
𝑚1 = 𝑟1
𝑚2 = 𝑟2
Real and Equal roots 𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥
𝑚1 = 𝑚2 = 𝑚
Find the general solution for Complex Roots 𝑦 = 𝑒 𝑎𝑥 (𝐴𝑐𝑜𝑠𝛽𝑥 + 𝐵𝑠𝑖𝑛𝛽𝑥)
𝑦 ′′ + 𝑦 ′ − 2𝑦 = 2𝑒 4𝑥 𝑚 = 𝛼 + 𝛽𝑖
1. Solution for 𝒚𝒄
𝑚2 + 𝑚 − 2 = 0
𝑚+2 𝑚−1 =0
𝑚1 = −2
𝑚2 = 1
Eq 1
𝑦𝑐 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 𝑥
𝑦 ′′ + 𝑦 ′ − 2𝑦 = 2𝑒 4𝑥

Solution for 𝒚𝒑
𝑦𝑝 = 𝑥 𝑟 𝑘𝑒 4𝑥
If 𝑟 = 0; 𝑦𝑐 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 𝑥
𝑦𝑝 = 𝑘𝑒 4𝑥 Eq 2

By comparing Eq 1 and Eq 2, shown that Eq 2 not alike Eq 1. Then accept Eq 2 as 𝑦𝑝


then differentiate 𝑦𝑝 twice
𝑦𝑝 ′ = 4𝑘𝑒 4𝑥 Eq 3
𝑦𝑝 ′′ = 16𝑘𝑒 4𝑥 Eq 4

Substitute Eq 2, 3 & 4 into equation (question)


16𝑘𝑒 4𝑥 + 4𝑘𝑒 4𝑥 − 2𝑘𝑒 4𝑥 = 2𝑒 4𝑥
18𝑘 = 2
2 1
𝑘= =
18 9
 Solution
𝑦 = 𝑦𝑐 + 𝑦𝑝

1
𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 𝑥 + 𝑒 4𝑥
9
Find the general solution for
𝑦" = 6𝑥 2 + 2𝑥 + 1
Solution for 𝑦𝑐
𝑦𝑐 = 𝐴 + 𝐵𝑥
Solution for 𝑦𝑝 (refer table)
𝑦𝑝 = 𝑥 𝑟 (𝑎𝑥 2 + 𝑏𝑥 + 𝑐)
Choose 𝑟 = 0
𝑦𝑝 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
Is 𝑦𝑝 = 𝑦𝑐 ??
Yes. Thus choose 𝑟 = 1
𝑦𝑝 = 𝑎𝑥 3 + 𝑏𝑥 2 + 𝑐𝑥
Is 𝑦𝑝 = 𝑦𝑐 ??
Yes. Thus choose 𝑟 = 2
𝑦𝑝 = 𝑎𝑥 4 + 𝑏𝑥 3 + 𝑐𝑥 2
Is 𝑦𝑝 = 𝑦𝑐 ?? NO!. Then, solve
Solve the equation by using undetermined coefficient
1 3
1. 𝑦 ′′ + 4𝑦 = 𝑥 2 + 2 (Ans = 𝐴𝑐𝑜𝑠 2𝑥 + 𝐵𝑠𝑖𝑛 2𝑥 + 𝑥 2 + )
4 8
𝑑2𝑦 𝑑𝑦
2. 2 −2 + 𝑦 = 6𝑒 𝑥 (Ans: 𝑦 = 𝐴 + 𝐵𝑥 𝑒 𝑥 + 3𝑥 2 𝑒 𝑥
𝑑𝑥 𝑑𝑥

Type of Roots 𝒚𝒄 Methods


2. Real and Equal roots 𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥 Factorization
𝑚1 = 𝑚2 = 𝑚 𝑚±𝑎 𝑚±𝑏 =0
𝑚1 = 𝑚2
𝑏2 = 4𝑎𝑐
3. Complex Roots 𝑦 = 𝑒 𝑎𝑥 (𝐴𝑐𝑜𝑠𝛽𝑥 + 𝐵𝑠𝑖𝑛𝛽𝑥) 𝑏2 < 4𝑎𝑐
𝑚 = 𝛼 + 𝛽𝑖 −𝑏 ± 𝑏2 − 4𝑎𝑐
𝑚=
2𝑎

Type Classes 𝒚𝒑
1 Polynomial 𝑥 𝑟 𝐵0 + 𝐵1 𝑥 + ⋯ + 𝐵𝑛 𝑥 𝑛
2 Exponential 𝑒 𝑎𝑥 𝑥 𝑟 𝑘𝑒 𝑎𝑥

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