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NTH Order Non Hom

1. The document discusses methods for solving nonhomogeneous higher order linear differential equations. 2. It describes the method of undetermined coefficients, where a particular solution is obtained by making an informed guess of the form of the solution based on the right hand side of the equation. 3. Several examples are worked through step-by-step to demonstrate finding the general solution using the method of undetermined coefficients.

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Klevin Lloyd
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78 views2 pages

NTH Order Non Hom

1. The document discusses methods for solving nonhomogeneous higher order linear differential equations. 2. It describes the method of undetermined coefficients, where a particular solution is obtained by making an informed guess of the form of the solution based on the right hand side of the equation. 3. Several examples are worked through step-by-step to demonstrate finding the general solution using the method of undetermined coefficients.

Uploaded by

Klevin Lloyd
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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Kenyon College paquind@kenyon.

edu

Math 333
Higher Order Linear Differential Equations
Nonhomogeneous Equations: The Method of Undetermined
Coefficients

Recall that the general solution of the nonhomogeneous n-th order linear differential equation

y (n) + p1 (t)y (n−1) + · · · + pn−1 (t)y 0 + pn (t)y = g(t)

is given by the sum


yh (t) + yp (t),
where yh (t) is the general solution of the associated homogeneous equation

y (n) + p1 (t)y (n−1) + · · · + pn−1 (t)y 0 + pn (t)y = 0

and yp (t) is one particular solution of the nonhomogeneous equation. Using the method of the
characteristic polynomial, we have seen how to find yh (t) for the case in which the differential
equation has constant coefficients:

a0 y (n) + a1 y (n−1) + · · · + an−1 y 0 + an y = 0.

We can obtain a particular solution yp (t) of the nonhomogeneous n-th order linear differential
equation using the method of undetermined coefficients, provided that g(t) is of an appropriate
form.

Examples.

1. Find the general solution of the differential equation

y 000 − 3y 00 + 3y 0 − y = 4et .

Solution. The general solution of the associated homogeneous equation is

yh (t) = c1 et + c2 tet + c3 t2 et .

To find a particular solution yp (t), we start by assuming that yp (t) is of the form yp (t) = αet .
However, since et , tet , and t2 et are all solutions of the homogeneous equation, we must
multiply our initial choice by t3 . Thus, our final assumption is that yp (t) is of the form

yp (t) = αt3 et .

Substituting yp and its derivatives into the differential equation and equating terms, we obtain
α = 2/3. Thus, the general solution of the differential equation is
2
y(t) = c1 et + c2 tet + c3 t2 et + t3 et .
3

Math 333: Diff Eq 1 Higher Order DE’s


Kenyon College [email protected]

2. Find the general solution of the differential equation

y (4) + 2y 00 + y = 3 sin t − 5 cos t.

Solution. The general solution of the associated homogeneous equation is

yh (t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t.

Our initial assumption for a particular solution is yp (t) = α sin t+β cos t, but we must multiply
this initial choice by t2 . Thus, our final assumption is that yp (t) is of the form

yp (t) = αt2 sin t + βt2 cos t.

Substituting yp and its derivatives into the differential equation and equating terms, we obtain
α = −3/8 and β = 5/8. Thus, the general solution of the differential equation is
−3 2 5
y(t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t + t sin t + t2 cos t.
8 8

3. Find the general solution of the differential equation

y 000 − 4y 0 = t + 3 cos t + e−2t .

Solution. The general solution of the associated homogeneous equation is

yh (t) = c1 + c2 e2t + c3 e−2t .

Recall that we can write a particular solution of the differential equation as a sum of particular
solutions of the differential equations

y 000 − 4y 0 = t,
y 000 − 4y 0 = 3 cos t,
y 000 − 4y 0 = e−2t .

Our initial choice for a particular solution of the first equation is y1 (t) = At + B, but since a
constant is a solution of the homogeneous equation, we multiply by t. Thus, we choose

y1 (t) = At2 + Bt.

For the second equation, we choose

y2 (t) = C cos t + D sin t.

For the third equation, we choose


y3 (t) = Ete−2t .
We obtain A = −1/8, B = 0, C = 0, D = −3/5, and E = 1/8. Thus, the general solution of
the differential equation is
1 3 1
y(t) = c1 + c2 e2t + c3 e−2t − t2 − sin t + te−2t .
8 5 8

Math 333: Diff Eq 2 Higher Order DE’s

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