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Lesson 3-2

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15 views

Lesson 3-2

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Kerven
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© © All Rights Reserved
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Chapter 3.

Second-Order Non-Homogeneous Linear DE with


Constant Coefficients
LEARNING OUTCOMES 3.2

At the end of this topic, you will be able to :

Solve second-order non-homogeneous linear DE with constant


coefficients using superposition approach.

MATB1024 Chapter 3.3


3.2.1 BASIC CONCEPT
Theorem 3.2 :
General solution of second-order non-homogeneous linear DE given by,
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑥) (1)
is
𝑦 = 𝑦𝑐 𝑥 + 𝑦𝑝 (𝑥)

where : • 𝑦𝑐 (𝑥) is a complementary solution obtained by solving,


𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
• 𝑦𝑝 (𝑥) is a particular solution of the given non-homogeneous DE (1).

In this section, we will discuss how to find the particular solution using the method of
superposition approach.

MATB2013 Chapter 3.2


3.2.2 Superposition Approach
Consider a second-order non-homogeneous linear DE,
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑥) (1)
Superposition approach can be used to find the particular solution, 𝑦𝑝 (𝑥) of (1)
if and only if 𝑔(𝑥) is either/combination of these following functions:

constant linear polynomials exponential sine cosine

How ???
• choose a trial 𝑦𝑝 (𝑥) that is similar to the function 𝑔(𝑥) and involving unknown
coefficients to be determined by substituting the choice of 𝑦𝑝 (𝑥) into the given
non-homogeneous DE (1).

MATB2013 Chapter 3.2


Example 1 : (Trial 𝒚𝒑 by Superposition Approach)

𝒈(𝒙) Trial 𝒚𝒑 (𝒙)

5 𝐴

2𝑥 + 1 𝐴𝑥 + 𝐵

𝑥 4 − 5𝑥 2 + 1 𝐴𝑥 4 + 𝐵𝑥 3 + 𝐶𝑥 2 + 𝐷𝑥 + 𝐸

5𝑒 2𝑥 𝐴𝑒 2𝑥

2 sin 4𝑥 𝐴 sin 4𝑥 + 𝐵cos 4𝑥

2𝑥𝑒 −3𝑥 cos 5𝑥 𝐴𝑥 + 𝐵 𝑒 −3𝑥 cos 5𝑥 + 𝐶𝑥 + 𝐷 𝑒 −3𝑥 sin 5𝑥

MATB2013 Chapter 3.2


How to determine the final 𝒚𝒑 by Superposition Approach?
Consider a second-order non-homogeneous linear DE,
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑥) (1)

Rule 1

If 𝑔(𝑥) consists of k different functions, 𝑔 𝑥 = 𝑔1 (𝑥) + 𝑔2 (𝑥) + ⋯ + 𝑔𝑘 (𝑥)


Then : 𝑦𝑝 𝑥 = 𝑦𝑝1 𝑥 + 𝑦𝑝2 𝑥 + ⋯ + 𝑦𝑝𝑘 (𝑥)

Rule 2

No duplicate terms between 𝑦𝑐 𝑥 and 𝑦𝑝 𝑥 .


If duplicate exist, 𝑦𝑝 𝑥 must be multiplied by 𝑥 𝑛 where 𝑛 is the smallest positive
integer that eliminate the duplication.

MATB2013 Chapter 3.2


Example :
𝑔 𝑥 = 2𝑥 + 𝑒 3𝑥 − sin 𝑥

𝑔1 = 2𝑥 𝑔3 = sin 𝑥
𝑦𝑝1 = 𝐴𝑥 + 𝐵 𝑔2 = 𝑒 3𝑥 𝑦𝑝3 = 𝐷 sin 𝑥 + 𝐸 cos 𝑥
𝑦𝑝2 = 𝐶𝑒 3𝑥

Trial 𝑦𝑝 is : 𝑦𝑝 𝑥 = 𝐴𝑥 + 𝐵 + 𝐶𝑒 3𝑥 + 𝐷 sin 𝑥 + 𝐸 cos 𝑥

MATB2013 Chapter 3.2


Example :
𝑥 −𝑥 𝑥 Trial 𝑦𝑝 :
𝑦𝑐 = 𝑐1 𝑒 + 𝑐2 𝑒 , 𝑔 𝑥 = 2𝑒
𝑦𝑝 = 𝐴𝑒 𝑥

• Check duplications between 𝑦𝑐 and trial 𝑦𝑝 (if any)

• YES, 𝑦𝑝 duplicates with the term 𝑐1 𝑒 𝑥 in 𝑦𝑐


• To avoid duplications, modify the trial 𝑦𝑝 by multiplying it with x

• So final form of 𝑦𝑝 is :
𝑦𝑝 𝑥 = 𝐴𝑥𝑒 𝑥

MATB2013 Chapter 3.2


Finding a final form of particular solution by
Superposition Approach

Example 1 :
Determine the final form of particular solution for the given non-homogeneous
linear DE by superposition approach. (Do not solve the constants)

𝑦 ′′ − 4𝑦 ′ − 12𝑦 = 𝑥 + sin 2𝑥

Answer : 𝑦𝑝 = 𝐴𝑥 + 𝐵 + 𝐶 sin 2𝑥 + 𝐷 cos 2𝑥

MATB2013 Chapter 3.2


Solution Example 1 :
𝑦 ′′ − 4𝑦 ′ − 12𝑦 = 𝑥 + sin 2𝑥

• Find 𝑦𝑐 (𝑥) : • Find 𝑦𝑝 (𝑥) by superposition approach :


𝑦 ′′ − 4𝑦 ′ − 12𝑦 = 0 𝑔2 = sin 2𝑥
𝑔(𝑥) = 𝑥 + sin 2𝑥
𝑚2 − 4𝑚 − 12 = 0 → 𝑦𝑝2 = 𝐶 sin 2𝑥 + 𝐷 cos 2𝑥
𝑚 = 6, −2 Rule 2 No duplication with 𝑦𝑐 (𝑥)
𝑔1 = 𝑥 Rule 2
The corresponding solutions :
→ 𝑦𝑝1 = 𝐴𝑥 + 𝐵
𝑚1 = 6 → 𝑦1 = 𝑒 6𝑥 Final form :
No duplication with
𝑚2 = −2 → 𝑦2 = 𝑒 −2𝑥 𝑦𝑐 (𝑥) 𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2 Rule 1

𝑦𝑐 (𝑥) = 𝑐1 𝑒 6𝑥 + 𝑐2 𝑒 −2𝑥 𝑦𝑝 = 𝐴𝑥 + 𝐵 + 𝐶 sin 2𝑥 + 𝐷 cos 2𝑥

❖ Make sure no duplications


between 𝑦𝑐 𝑥 and 𝑦𝑝 𝑥
Example 2
Determine the final form of particular solution for the given non-
homogeneous linear DE by superposition approach. (Do not solve the
constants)

𝑦 ′′ − 4𝑦 = 2𝑒 2𝑥 + 𝑥 2

Answer : 𝑦𝑝 = 𝐴𝑥𝑒 2𝑥 + 𝐵𝑥 2 + 𝐶𝑥 + 𝐷

MATB2013 Chapter 3.2


Example 2 (Solution):
𝑦 ′′ − 4𝑦 = 2𝑒 2𝑥 + 𝑥 2

• Find 𝑦𝑐 (𝑥) : • Find 𝑦𝑝 (𝑥) by superposition approach :


𝑦 ′′ − 4𝑦 = 0
𝑔(𝑥) = 2𝑒 2𝑥 + 𝑥 2 𝑔2 = 𝑥 2 Rule 2
𝑚2 − 4 = 0 𝑚 = ±2
→ 𝑦𝑝2 = 𝐵𝑥 2 + 𝐶𝑥 + 𝐷
The corresponding solutions : No duplication with 𝑦𝑐 (𝑥)
𝑔1 = 2𝑒 2𝑥
𝑚1 = 2 → 𝑦1 = 𝑒 2𝑥
→ 𝑦𝑝1 = 𝐴𝑒 2𝑥
𝑚2 = −2 → 𝑦2 = 𝑒 −2𝑥 Rule 2
duplicates with 𝑦𝑐 (𝑥)
𝑦𝑐 (𝑥) = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥 Modify this !!
Final form : 𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2
𝑦𝑝1 = 𝐴𝑥𝑒 2𝑥
Rule 1
❖ Make sure no duplications
between 𝑦𝑐 𝑥 and 𝑦𝑝 𝑥
𝑦𝑝 = 𝐴𝑥𝑒 2𝑥 + 𝐵𝑥 2 + 𝐶𝑥 + 𝐷
Exercise: Q2 from Tutorial 3.2
Determine the final form of particular solution for the given non-
homogeneous linear DE by superposition approach. (Do not solve the
constants)
′′ −2𝑥 2𝑥
𝑦 − 4𝑦 = 2𝑥 − 5𝑒 + 𝑥𝑒

MATB2013 Chapter 3.2


Exercise: Q4 from Tutorial 3.2
Determine the final form of particular solution for the given non-
homogeneous linear DE by superposition approach. (Do not solve the
constants)
′′ ′ −2𝑥
𝑦 + 4𝑦 + 13𝑦 = −2 + 𝑒 cos 3𝑥

MATB2013 Chapter 3.2


Exercise: Q5 from Tutorial 3.2
Determine the final form of particular solution for the given non-
homogeneous linear DE by superposition approach. (Do not solve the
constants)
′′
𝑦 + 13𝑦′ + 36𝑦 = sin 2𝑥 + cos 3𝑥

MATB2013 Chapter 3.2


Solving Linear Non-Homogeneous DE using
Superposition Approach
Example : Solve the given second-order linear non-homogeneous DE by
using superposition approach.

𝑦 ′′ − 3𝑦′ = 5 sin 𝑥

Answer :
3𝑥
1 3
𝑦 = 𝑐1 + 𝑐2 𝑒 + − sin 𝑥 + cos 𝑥
2 2

MATB2013 Chapter 3.2


Example 2 (Solution):

𝑦 ′′ − 3𝑦′ = 5 sin 𝑥

Step 1 : Find 𝑦𝑐 (𝑥) : Step 2 : Find 𝑦𝑝 (𝑥) using superposition approach :


𝑦 ′′ − 3𝑦′ = 0 𝑔 𝑥 = 5 sin 𝑥 → 𝑦𝑝 = 𝐴 sin 𝑥 + 𝐵 cos 𝑥
𝑚2 − 3𝑚 = 0 no duplications between 𝑦𝑐 𝑥 and 𝑦𝑝 𝑥

𝑚(𝑚 − 3) = 0 Find the constants, A and B :


𝑚 = 0, 3 • Substitute 𝑦𝑝 , 𝑦𝑝′ and 𝑦𝑝′′ into the given DE

The corresponding solutions : 𝑦𝑝′ = 𝐴 cos 𝑥 − 𝐵 sin 𝑥 𝑦𝑝′′ = −𝐴 sin 𝑥 − 𝐵 cos 𝑥


𝑚1 = 0 → 𝑦1 = 𝑒 0𝑥 = 1
−𝐴 sin 𝑥 − 𝐵 cos 𝑥 − 3 𝐴 cos 𝑥 − 𝐵 sin 𝑥 = 5 sin 𝑥
𝑚2 = 3 → 𝑦2 = 𝑒 3𝑥
3𝑥 −𝐴 + 3𝐵 sin 𝑥 + −𝐵 − 3𝐴 cos 𝑥 = 5 sin 𝑥
𝑦𝑐 𝑥 = 𝑐1 + 𝑐2 𝑒
′′
𝑦 − 3𝑦′ = 5 sin 𝑥 𝑦𝑐 𝑥 = 𝑐1 + 𝑐2 𝑒 3𝑥

Step 2 : Find 𝑦𝑝 (𝑥) using superposition approach :

Find the constants, A and B : • Substitute 𝑦𝑝 , 𝑦𝑝′ and 𝑦𝑝′′ into the given DE

−𝐴 + 3𝐵 sin 𝑥 + −𝐵 − 3𝐴 cos 𝑥 = 5 sin 𝑥

−𝐴 + 3𝐵 = 5 (1) 1 3
𝐴 = −1/2 , 𝐵 = 3/2 → 𝑦𝑝 = − sin 𝑥 + cos 𝑥
−𝐵 − 3𝐴 = 0 (2) 2 2

Step 3 : Write the general solution,


𝑦 = 𝑦𝑐 𝑥 + 𝑦𝑝 (𝑥)

3𝑥
1 3
𝑦 = 𝑐1 + 𝑐2 𝑒 + − sin 𝑥 + cos 𝑥
2 2
Exercise 2
Use the superposition approach to find the general solution for,
𝑦 ′′ − 𝑦 = 3𝑒 𝑥

𝑥 −𝑥
3 𝑥
Answer : 𝑦 = 𝑐1 𝑒 + 𝑐2 𝑒 + 𝑥𝑒
2

MATB2013 Chapter 3.2


Tutorial Chapter 3.2 : Q1 : 𝑦 ′′ + 9𝑦 = 3𝑥 cos 𝑥
Find 𝑦𝑐 (𝑥) : Find 𝑦𝑝 (𝑥) :
𝑦 ′′ + 9𝑦 = 0 𝑔 𝑥 = 3𝑥 cos 𝑥
𝑚2 + 9 = 0 𝑚 = ±3𝑖
𝑦1 = cos 3𝑥 𝑦𝑝 = 𝐴𝑥 + 𝐵 cos 𝑥 + 𝐶𝑥 + 𝐷 sin 𝑥
𝑦2 = sin 3𝑥 Check duplications between 𝑦𝑐 𝑥 and 𝑦𝑝 𝑥

𝑦𝑐 (𝑥) = 𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥


NO duplications between 𝑦𝑐 𝑥 and 𝑦𝑝 𝑥

Final form of 𝑦𝑝 (𝑥) is :


𝑦𝑝 = 𝐴𝑥 + 𝐵 cos 𝑥 + 𝐶𝑥 + 𝐷 sin 𝑥

MATB2013 Chapter 3.2


Tutorial Chapter 3.2 : Q3 :
𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 2𝑒 𝑡 sin 𝑡 + 𝑡 2 + 𝑡𝑒 −3𝑡

Find 𝑦𝑐 (𝑡) :

𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 0
𝑚2 + 2𝑚 − 3 = 0
𝑚 = 1, −3
𝑦1 = 𝑒 𝑡
𝑦2 = 𝑒 −3𝑡

𝑦𝑐 (𝑡) = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −3𝑡

MATB2013 Chapter 3.2


′′ ′ 𝑡 2 −3𝑡
Tutorial Chapter 3.2 : Q3 : 𝑦 + 2𝑦 − 3𝑦 = 2𝑒 sin 𝑡 + 𝑡 + 𝑡𝑒
𝑦𝑐 (𝑥) = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −3𝑡
Find 𝑦𝑝 (𝑡) : 𝑔 𝑡 = 2𝑒 𝑡 sin 𝑡 + 𝑡 2 + 𝑡𝑒 −3𝑡

𝑦𝑝1 = 𝐴𝑒 𝑡 sin 𝑡 + 𝐵𝑒 𝑡 cos 𝑡 𝑦𝑝3 = (𝐹𝑡 + 𝐺)𝑒 −3𝑡


Any duplicate terms with 𝑦𝑐 ? Any duplicate terms with 𝑦𝑐 ?

NO YES

Modify 𝑦𝑝
𝑦𝑝2 = 𝐶𝑡 2 + 𝐷𝑡 + 𝐸
𝑦𝑝3 = (𝐹𝑡 + 𝐺)𝑡𝑒 −3𝑡
Any duplicate terms with 𝑦𝑐 ?
or
NO 𝑦𝑝3 = (𝐹𝑡 2 + 𝐺𝑡)𝑒 −3𝑡

Final form of 𝑦𝑝 (𝑡) is :


𝑦𝑝 = 𝐴𝑒 𝑡 sin 𝑡 + 𝐵𝑒 𝑡 cos 𝑡 + 𝐶𝑡 2 + 𝐷𝑡 + 𝐸 + (𝐹𝑡 2 + 𝐺𝑡)𝑒 −3𝑡
MATB2013 Chapter 3.2
Tutorial Chapter 3.2 : Q6 :
𝑦 ′′ − 9𝑦 ′ − 36𝑦 = 4 + 2𝑥 3 − 𝑥 2 𝑒 −3𝑥

Find 𝑦𝑐 (𝑥) :

𝑦 ′′ − 9𝑦 ′ − 36𝑦 = 0
𝑚2 − 9𝑚 − 36 = 0
𝑚 = −3, 12
𝑦1 = 𝑒 −3𝑥
𝑦2 = 𝑒12𝑥

𝑦𝑐 (𝑥) = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒12𝑥

MATB2013 Chapter 3.2


′′ ′ 3 2 −3𝑥
Tutorial Chapter 3.2 : Q6 : 𝑦 − 9𝑦 − 36𝑦 = 4 + 2𝑥 − 𝑥 𝑒
𝑦𝑐 (𝑥) = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒12𝑥
Find 𝑦𝑝 (𝑥) : 𝑔 𝑥 = 4 + 2𝑥 3 − 𝑥 2 𝑒 −3𝑥

𝑦𝑝2 = (𝐸𝑥 2 + 𝐹𝑥 + 𝐺)𝑒 −3𝑥


3 2 Any duplicate terms with 𝑦𝑐 ?
𝑦𝑝1 = 𝐴𝑥 + 𝐵𝑥 + 𝐶𝑥 + 𝐷
Any duplicate terms with 𝑦𝑐 𝑥 ? YES

NO Modify 𝑦𝑝

𝑦𝑝2 = (𝐸𝑥 2 + 𝐹𝑥 + 𝐺)𝑥𝑒 −3𝑥


or
𝑦𝑝2 = (𝐸𝑥 3 + 𝐹𝑥 2 + 𝐺𝑥)𝑒 −3𝑥
Final form of 𝑦𝑝 (𝑡) is :

𝑦𝑝 = 𝐴𝑥 3 + 𝐵𝑥 2 + 𝐶𝑥 + 𝐷 + (𝐸𝑥 3 + 𝐹𝑥 2 + 𝐺𝑥)𝑒 −3𝑥

MATB2013 Chapter 3.2


Tutorial Chapter 3.2 : Q7
𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 4𝑒 𝑥

MATB2013 Chapter 3.2


Tutorial Chapter 3.2 : Q10
𝑦 ′′ + 16𝑦 = 5𝑥 ; 𝑦 0 = 2, 𝑦 ′ 0 = −2

MATB2013 Chapter 3.2


Tutorial Chapter 3.2 : Q12
𝑦 ′′ − 4𝑦 = 𝑒 2𝑥 + 5 ; 𝑦 0 = 0, 𝑦 ′ 0 = 1

MATB2013 Chapter 3.2

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