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Week 4

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0% found this document useful (0 votes)
33 views

Week 4

Uploaded by

suren dran
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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DEKA 2333 CHAPTER 2:

D I F F E R E N T I A L E Q U AT I O N S SECOND ORDER
LINEAR
Solving Nonhomogeneous DIFFERENTIAL
Dif ferential Equation EQUATIONS
- M etho d o f U ndeter m i ned C o ef fi cients
Pn. Irma Wani Jamaludin
LEARNING OUTCOMES
When you have completed this chapter, you will be able to:

✓Find the particular solution for nonhomogeneous


differential equation.
✓Understand the method of undetermined coefficients for
solving nonhomogeneous differential equation.
✓Find the solution of the nonhomogeneous differential
equations using the method of undetermined coefficients .

[email protected] 2
SOLVING NONHOMOGENEOUS
EQUATIONS
A second order linear differential equation is nonhomogeneous
if the term f(x) is not zero.
The general form of nonhomogeneous equation is
d2y dy
a 2
+b + cy = f ( x)
dx dx
where f (x) ≠ 0.
It can also be written in the form,

ay ' '+by '+ cy = f ( x )


[email protected] 3
SOLVING NONHOMOGENEOUS
EQUATIONS
There are two common methods for solving
nonhomogeneous equation which are:

 undetermined coefficient
 variation of parameters.

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METHOD OF UNDETERMINED
COEFFICIENT
Step 1: Find the general solution of the corresponding
homogeneous equation, yh.
Step 2: Choose the suitable form of particular solution, yp from
Table 2.2
Step 3: Find yp' and yp". Insert both differentiations into the
equation given, and solve for the coefficients.
Step 4: Find the sum of yh and yp . This is the general solution of
the nonhomogeneous equation.

y ( x ) = yh ( x ) + y p ( x )
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Form of f(x) Roots y p ( x)

 n x n +  n −1 x n −1 + ... + 1 x +  0 m10 and m20 a n x n + a n −1 x n −1 + ... + a1 x + a 0

 n x n +  n −1 x n −1 + ... + 1 x +  0 m1=0 or m2=0 x(an x n + a n−1 x n−1 + ... + a1 x + a0 )


(either one)
m1 and m2 Cex
kex

kex m1= or m2= Cxex


(either one)
kex m1=m2= Cx 2 ex

m1i and m2i p cos x + q sin x


k cos x or k sin x

k cos x or k sin x m1=i or m2=i x ( p cos x + q sin x )


(either one)

Table 2.2 [email protected] 6


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EXAMPLE 2.4

y"−2 y '−3 y = 2e − x

m 2 − 2m − 3 = 0
(m + 1)(m − 3) = 0
m1 = −1, m2 = 3

y p = Cxe− x Table 2.2


[email protected] 10
Exercise 2.4
Complete the table below:

Linear Differential Eqn Roots Choice of yp

(a) y"+2 y '+ y = 2 x + 3 m 2 + 2m + 1 = 0


y k = a1 x + a 0
(m + 1)(m + 1) = 0
m1 = m 2 = −1

(b) y "+ 2 y ' = x 2

(c) y"− y '−2 y = 2 cos 2 x

(d) 1
y "+ 4 y = sin x
2

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(e) y"−2 y '−3 y = 4

(f) y"+2 y '+ y = 3e − x

(g) y"+3 y '−4 y = 2e3 x

(h) y"−2 y '−3 y = 8 x + cos x

(i) y"+2 y '−8 y = 2e −4 x sin 2 x

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METHOD OF UNDETERMINED
COEFFICIENT
Step 1: Find the general solution of the corresponding
homogeneous equation, yh.
Step 2: Choose the suitable form of particular solution, yp from
Table 2.2
Step 3: Find yp' and yp". Insert both differentiations into the
equation given, and solve for the coefficients.
Step 4: Find the sum of yh and yp . This is the general solution of
the nonhomogeneous equation.

y ( x ) = yh ( x ) + y p ( x )
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EXAMPLE 2.5
Find the general solution of
d2y dy
2
− 3 − 4 y = 2 x 3
+4
dx dx
by using the method of Undetermined Coefficients.

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d2y dy
2
− 3 − 4 y = 2 x 3
+4
dx dx
SOLUTION:

Step 1
The characteristic equation and its roots are
m 2 − 3m − 4 = 0
(m + 1)(m − 4) = 0
 m1 = −1, m2 = 4

The general solution of the corresponding


homogeneous is
y h ( x) = Ae − x + Be 4 x
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Step 2
We have f ( x) = 2 x 3 + 4 .
From Table 2.2, we will choose
y p ( x) = a3 x 3 + a 2 x 2 + a1 x + a0 -----------(1)
as a particular solution.

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y p ( x) = a3 x 3 + a 2 x 2 + a1 x + a0
Step 3
Differentiate yp.
y p ' = 3a3 x 2 + 2a 2 x + a1 ----------------(2)
y p " = 6a 3 x + 2a 2 ----------------(3)

d2y dy
Substitute (1), (2) and (3) into 2 − 3 − 4 y = 2 x + 4
3
.
dx dx

( ) ( )
6a3 x + 2a 2 − 3 3a3 x 2 + 2a 2 x + a1 − 4 a3 x 3 + a 2 x 2 + a1 x + a 0 = 2 x 3 + 4

Yp’
Yp’’ Yp
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(6a3 x + 2a2 ) − 3(3a3 x 2 + 2a2 x + a1 ) − 4(a3 x 3 + a2 x 2 + a1 x + a0 ) = 2 x 3 + 4
6a3 x + 2a2 − 9a3 x 2 − 6a2 x − 3a1 − 4a3 x 3 − 4a2 x 2 − 4a1 x − 4a0 = 2 x 3 + 4

For x3:
1
− 4a3 = 2  a3 = −
2

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Equate the coefficients. 6a3 x + 2a2 − 9a3 x 2 − 6a2 x − 3a1 − 4a3 x 3 − 4a2 x 2 − 4a1 x − 4a0 = 2 x 3 + 4

For x3: 1 ------------------- (4)


− 4a3 = 2  a3 = −
For x2: 2
− 9a3 − 4a2 = 0
 1
− 9 −  − 4a2 = 0
 2
9 9
4a2 =  a2 =
2 8 ------------------ (5)
For x1: 6a3 − 6a 2 − 4a1 = 0
 1 9
6 −  − 6  − 4a1 = 0
 2 8
27 39 39
−3− = 4a1 4 a = −  a = − --------------(6)
4 1
4
1
16
2a 2 − 3a1 − 4a 0 = 4
For x0:  9   39 
2  − 3 −  − 4a 0 = 4
 8   16 
89
9 117
+ − 4 = 4a 0  a0 = [email protected]
(7)
4 16 64 19
Step 4
Substitute (4), (5), (6) and (7) into (1). Thus
1 3 9 2 39 89
yp = − x + x − x +
2 8 16 64

Therefore the general solution of the nonhomogeneus equation


is
y ( x) = y h ( x) + y p ( x)
−x 1 3 9 2 39 89
= Ae + Be − x + x − x +
4x

2 8 16 64

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EXAMPLE 2.6
Find the general solution of
y"+3 y ' = 2 cos t
by using the method of Undetermined coefficient
Solution:
Step 1
The characteristic equation and its roots are
m 2 + 3m = 0
m(m + 3) = 0
 m1 = 0, m2 = −3
The general solution of the corresponding homogeneous is

y h (t ) = Ae 0t + Be −3t
= A + Be −3t [email protected] 24
Step 2
We have f (t ) = 2 cos t .
From Table 2.2, we will choose
y p (t ) = p cos t + q sin t ------------------(1)
as a particular solution.
Step 3
Differentiate yp.
y p ' = − p sin t + q cos t ----------------(2)
y p " = − p cos t − q sin t ----------------(3)

Substitute (1), (2) and (3) into y"+3 y ' = 2 cos t

− p cos t − q sin t + 3(− p sin t + q cos t ) = 2 cos t


− p cos t − q sin t − 3 p sin t + 3q cos t = 2 cos t
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Equate the coefficients.
− p cos t − q sin t − 3 p sin t + 3q cos t = 2 cos t
For sin t:
− q − 3p = 0
q = −3 p ----------------- (4)

For cos t:

− p + 3q = 2
− p + 3(−3 p ) = 2
− p −9p = 2
1
− 10 p = 2  p = −
5
 1 3
 q = −3 −  =
 5 5 ---------------- (5) [email protected] 26
Step 4
Substitute (4) and (5)into (1). Thus

1 3
y p (t ) = − cos t + sin t
5 5
Therefore the general solution of the nonhomogeneus equation
is

y ( x) = y h ( x) + y p ( x)
1 3
= A + Be −3 x − cos t + sin t
5 5

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Exercise 2.5
Find the general solution of 𝑦" + 𝑦′ − 6𝑦 = 3𝑒 −2𝑥
by using the method of Undetermined Coefficients.

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EXAMPLE (INITIAL VALUE
PROBLEM)
Find the solution of the given initial value problem
𝑑2 𝑦
+ 4𝑦 = 15𝑒 𝑡 ; y(0) = 5, y’(0)=2
𝑑𝑡 2
by using the method of Undetermined Coefficients.
Solution:
The characteristic equation and its roots are
m2 + 4 = 0
m = 2i
The general solution of the corresponding homogeneous is

y h = e 0t ( A cos 2t + B sin 2t ) = A cos 2t + B sin 2t


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We have 𝑓 𝑥 = 15𝑒 𝑡
Thus, we will choose
y k = Ce t ------------------(1)
as a particular solution.
Differentiate yk.
y k ' = Ce t ----------------(2)
y k " = Ce t ----------------(3)
Substitute (1), (2) and (3) into y"+4 y = .15e t

Ce t + 4Ce t = 15e t
5Ce t = 15e t  C = 3
We then have the general solution and its derivative of the
nonhomogeneous equation as
y (t ) = y h (t ) + y k (t ) = A cos 2t + B sin 2t + 3e t
y ' (t ) = −2 A sin 2t + 2 B cos 2t + 3e t
[email protected] 30
Given the initial value y(0) = 5 and y’(0)=2. Thus

y (0) = A cos 0 + B sin 0 + 3e 0


5 = A+0+3 A = 2
y ' (0) = −2 A sin 0 + 2 B cos 0 + 3e 0
1
2 = 0 + 2B + 3  B = −
2
Hence the solution is
1
y (t ) = 2 cos 2t − sin 2t + 3e t
2

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Exercise 2.6

Solve y "− 2 y '+ y = 3et


y (0) = 4, y '(0) = 2

by using the method of Undetermined Coefficients.

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