Week 4
Week 4
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:
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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,
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)
y"−2 y '−3 y = 2e − x
m 2 − 2m − 3 = 0
(m + 1)(m − 3) = 0
m1 = −1, m2 = 3
(d) 1
y "+ 4 y = sin x
2
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(e) y"−2 y '−3 y = 4
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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
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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
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)
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
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
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Given the initial value y(0) = 5 and y’(0)=2. Thus
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Exercise 2.6