6 - HOLDE Non-Homogeneous
6 - HOLDE Non-Homogeneous
where 𝑟𝑟1 , 𝑟𝑟2 , 𝑟𝑟3 , … , 𝑟𝑟𝑛𝑛 are the real and distinct roots of the auxiliary
equation 𝜙𝜙 𝑚𝑚 = 0 to the 𝑛𝑛𝑡𝑡𝑡 order differential equation 𝜙𝜙 𝐷𝐷 𝑦𝑦 = 0.
where 𝑟𝑟1 = 𝑟𝑟2 = 𝑟𝑟3 = ⋯ = 𝑟𝑟𝑛𝑛 = 𝑟𝑟 are the real roots of the auxiliary
equation 𝜙𝜙 𝑚𝑚 = 0 that are repeated 𝑛𝑛 times.
𝒚𝒚𝒄𝒄 = 𝒆𝒆𝜶𝜶𝜶𝜶 𝑨𝑨𝟏𝟏 + 𝑨𝑨𝟐𝟐 𝒙𝒙 + 𝑨𝑨𝟑𝟑 𝒙𝒙𝟐𝟐 + ⋯ + 𝑨𝑨𝒏𝒏 𝒙𝒙𝒏𝒏−𝟏𝟏 𝐜𝐜𝐜𝐜𝐜𝐜 𝜷𝜷𝜷𝜷 + 𝑩𝑩𝟏𝟏 + 𝑩𝑩𝟐𝟐 𝒙𝒙 + 𝑩𝑩𝟑𝟑 𝒙𝒙𝟐𝟐 + ⋯ + 𝑩𝑩𝒏𝒏 𝒙𝒙𝒏𝒏−𝟏𝟏 𝐬𝐬𝐬𝐬𝐬𝐬 𝜷𝜷𝜷𝜷
𝑥𝑥 𝑛𝑛
𝑒𝑒 𝑎𝑎𝑎𝑎
𝑥𝑥 𝑛𝑛 𝑒𝑒 𝑎𝑎𝑎𝑎
cos 𝛽𝛽𝛽𝛽 , sin 𝛽𝛽𝛽𝛽
𝑥𝑥 𝑛𝑛 cos 𝛽𝛽𝛽𝛽 , 𝑥𝑥 𝑛𝑛 sin 𝛽𝛽𝛽𝛽
𝑥𝑥 𝑛𝑛 𝑒𝑒 𝑎𝑎𝑎𝑎 cos 𝛽𝛽𝛽𝛽 , 𝑥𝑥 𝑛𝑛 𝑒𝑒 𝑎𝑎𝑎𝑎 sin 𝛽𝛽𝛽𝛽
2𝐴𝐴 + 4𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 4𝐹𝐹𝑒𝑒 2𝑥𝑥 − 10𝐴𝐴𝐴𝐴 − 5𝐵𝐵 − 10𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 − 5𝐹𝐹𝑒𝑒 2𝑥𝑥 + 6𝐴𝐴𝑥𝑥 2 + 6𝐵𝐵𝐵𝐵
+ 6𝐶𝐶 + 6𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥
𝑥𝑥 2 ∶ 6𝐴𝐴 = 12
𝐴𝐴 = 2
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
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Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 1
2𝐴𝐴 + 4𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 4𝐹𝐹𝑒𝑒 2𝑥𝑥 − 10𝐴𝐴𝐴𝐴 − 5𝐵𝐵 − 10𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 − 5𝐹𝐹𝑒𝑒 2𝑥𝑥 + 6𝐴𝐴𝑥𝑥 2 + 6𝐵𝐵𝐵𝐵
+ 6𝐶𝐶 + 6𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥
1
=� − 4𝑒𝑒 −𝑥𝑥 + 𝑐𝑐1 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑
2
1 1
𝑦𝑦𝑒𝑒 = 𝑥𝑥 + 4𝑒𝑒 − 𝑐𝑐1 𝑒𝑒 −2𝑥𝑥 + 𝑐𝑐2
−𝑥𝑥 −𝑥𝑥
2 2
1 𝑥𝑥 1
𝑦𝑦 = 𝑥𝑥𝑒𝑒 + 4 − 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 𝑥𝑥
2 2
𝟏𝟏 𝒙𝒙
𝒚𝒚 = 𝒙𝒙𝒆𝒆 + 𝟒𝟒 − 𝒄𝒄𝟏𝟏 ′𝒆𝒆−𝒙𝒙 + 𝒄𝒄𝟐𝟐 𝒆𝒆𝒙𝒙
𝟐𝟐
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
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Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Method 3: Variation of Parameters
This method may be used when 𝑓𝑓 𝑥𝑥 is not in any of the forms listed in
Method 1.
This method will yield only the non-homogeneous solution 𝑦𝑦𝑝𝑝 .
This method may be applied to any linear differential equation,
including those with variable coefficients, e.g.
𝑦𝑦 ′′ + 𝑃𝑃 𝑥𝑥 𝑦𝑦 ′ + 𝑄𝑄 𝑥𝑥 𝑦𝑦 = 𝐹𝐹 𝑥𝑥
provided that a complete solution of the corresponding
homogeneous equation is known.
Unlike Method 1, this method involves integration, which is where the
term “particular integral” (other term for the non-homogeneous solution)
comes from.
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
20
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 3
Find the general solution to Step 2: Set up the non-homogeneous
the differential equation solution 𝑦𝑦𝑝𝑝 with the same variable
𝐷𝐷 2 + 9 𝑦𝑦 = 18 − 9 sec 3𝑥𝑥 parts as the complementary function
𝑦𝑦𝑐𝑐 .
Step 1: Find the complementary 𝑦𝑦𝑝𝑝 = 𝐴𝐴 cos 3𝑥𝑥 + 𝐵𝐵 sin 3𝑥𝑥
function 𝑦𝑦𝑐𝑐 .
𝜙𝜙 𝐷𝐷 = 𝐷𝐷 2 + 9
𝜙𝜙 𝑚𝑚 = 𝑚𝑚2 + 9 = 0 where 𝐴𝐴 and 𝐵𝐵 are functions
𝑚𝑚2 = −9
𝑚𝑚 = 0 ± 3𝑖𝑖 of 𝑥𝑥, unlike Method 1 where these
are constant coefficients.
𝑦𝑦𝑐𝑐 = 𝑒𝑒 0𝑥𝑥 𝑐𝑐1 cos 3𝑥𝑥 + 𝑐𝑐2 sin 3𝑥𝑥
𝑦𝑦𝑐𝑐 = 𝑐𝑐1 cos 3𝑥𝑥 + 𝑐𝑐2 sin 3𝑥𝑥
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
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Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 3
Step 3: Substitute 𝑦𝑦𝑝𝑝 into the original differential equation.
𝐷𝐷 2 + 9 𝑦𝑦 = 18 − 9 sec 3𝑥𝑥
𝑦𝑦𝑝𝑝 = 𝐴𝐴 cos 3𝑥𝑥 + 𝐵𝐵 sin 3𝑥𝑥
𝑑𝑑𝑑𝑑
= −3𝐴𝐴 sin 3𝑥𝑥 + 𝐴𝐴′ cos 3𝑥𝑥 + 3𝐵𝐵 cos 3𝑥𝑥 + 𝐵𝐵′ sin 3𝑥𝑥
𝑑𝑑𝑑𝑑
Step 4: Find the value of 𝐴𝐴′ or 𝐵𝐵′ such that they are eliminated in the first derivative,
that is
𝐴𝐴′ cos 3𝑥𝑥 + 𝐵𝐵′ sin 3𝑥𝑥 = 0
𝐵𝐵 ′ sin 3𝑥𝑥
𝐴𝐴′ = − , [𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 1]
cos 3𝑥𝑥
The first derivative is now
𝑑𝑑𝑑𝑑
= −3𝐴𝐴 sin 3𝑥𝑥 + 3𝐵𝐵 cos 3𝑥𝑥
𝑑𝑑𝑑𝑑
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
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Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 3
Since we need the second derivative, we continue differentiating.
𝑑𝑑𝑑𝑑
= −3𝐴𝐴 sin 3𝑥𝑥 + 3𝐵𝐵 cos 3𝑥𝑥
2
𝑑𝑑𝑑𝑑
𝑑𝑑 𝑦𝑦 ′ ′
2
= −9𝐴𝐴 cos 3𝑥𝑥 − 3𝐴𝐴 sin 3𝑥𝑥 − 9𝐵𝐵 sin 3𝑥𝑥 + 3𝐵𝐵 cos 3𝑥𝑥
𝑑𝑑𝑥𝑥
𝑦𝑦𝑝𝑝 = 𝐴𝐴 cos 3𝑥𝑥 + 𝐵𝐵 sin 3𝑥𝑥
𝐷𝐷 2 + 9 𝑦𝑦 = 18 − 9 sec 3𝑥𝑥
𝐷𝐷 2 𝑦𝑦 + 9𝑦𝑦 = 18 − 9 sec 3𝑥𝑥
−9𝐴𝐴 cos 3𝑥𝑥 − 3𝐴𝐴′ sin 3𝑥𝑥 − 9𝐵𝐵 sin 3𝑥𝑥 + 3𝐵𝐵′ cos 3𝑥𝑥 + 9 𝐴𝐴 cos 3𝑥𝑥 + 𝐵𝐵 sin 3𝑥𝑥
= 18 − 9 sec 3𝑥𝑥
−3𝐴𝐴′ sin 3𝑥𝑥 + 3𝐵𝐵′ cos 3𝑥𝑥 = 18 − 9 sec 3𝑥𝑥
−𝐴𝐴′ sin 3𝑥𝑥 + 𝐵𝐵′ cos 3𝑥𝑥 = 6 − 3 sec 3𝑥𝑥 , [𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 2]
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
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Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 3
Substituting Equation 1 to Equation 2,
′
′
𝐵𝐵 sin 3𝑥𝑥
𝐴𝐴 = − , [𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 1]
′ ′
cos 3𝑥𝑥
−𝐴𝐴 sin 3𝑥𝑥 + 𝐵𝐵 cos 3𝑥𝑥 = 6 − 3 sec 3𝑥𝑥 , [𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 2]
𝐵𝐵′ sin 3𝑥𝑥
sin 3𝑥𝑥 + 𝐵𝐵′ cos 3𝑥𝑥 = 6 − 3 sec 3𝑥𝑥
cos′3𝑥𝑥 2
𝐵𝐵 sin 3𝑥𝑥 𝐵𝐵′ cos 2 3𝑥𝑥 3
+ =6−
cos 3𝑥𝑥 cos 3𝑥𝑥 cos 3𝑥𝑥
𝐵𝐵′ sin2 3𝑥𝑥 + 𝐵𝐵′ cos 2 3𝑥𝑥 = 6 cos 3𝑥𝑥 − 3
𝐵𝐵′ (sin2 3𝑥𝑥 + cos 2 3𝑥𝑥) = 6 cos 3𝑥𝑥 − 3
𝐵𝐵′ = 6 cos 3𝑥𝑥 − 3, [𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 3]
𝒚𝒚 = 𝒄𝒄𝟏𝟏 𝐜𝐜𝐜𝐜𝐜𝐜 𝟑𝟑𝟑𝟑 + 𝒄𝒄𝟐𝟐 𝐬𝐬𝐬𝐬𝐬𝐬 𝟑𝟑𝟑𝟑 + 𝟐𝟐 − 𝐜𝐜𝐜𝐜𝐜𝐜 𝟑𝟑𝟑𝟑 𝐥𝐥𝐥𝐥 𝐜𝐜𝐜𝐜𝐜𝐜 𝟑𝟑𝟑𝟑 − 𝟑𝟑𝟑𝟑 𝐬𝐬𝐬𝐬𝐬𝐬 𝟑𝟑𝟑𝟑
𝑑𝑑2 𝑥𝑥 𝑑𝑑𝑑𝑑
2
+4 + 5𝑥𝑥 = 10
𝑑𝑑𝑡𝑡 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
where at 𝑡𝑡 = 0, 𝑥𝑥 = 0, 𝑑𝑑𝑑𝑑 = 0.
Answer to Exercise:
𝑥𝑥 = −2𝑒𝑒 −2𝑡𝑡 cos 𝑡𝑡 − 4𝑒𝑒 −2𝑡𝑡 sin 𝑡𝑡 + 2