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6 - HOLDE Non-Homogeneous

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30 views27 pages

6 - HOLDE Non-Homogeneous

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crochetbyme25
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Recap: Case 1: Real and Distinct Roots

If the roots of the auxiliary equation 𝜙𝜙 𝑚𝑚 = 0 are real (not imaginary)


and distinct (not repeating), then the general solution to the differential
equation 𝜙𝜙 𝐷𝐷 𝑦𝑦 = 0 is given by

𝒚𝒚𝒄𝒄 = 𝒄𝒄𝟏𝟏 𝒆𝒆𝒓𝒓𝟏𝟏𝒙𝒙 + 𝒄𝒄𝟐𝟐 𝒆𝒆𝒓𝒓𝟐𝟐𝒙𝒙 + 𝒄𝒄𝟑𝟑 𝒆𝒆𝒓𝒓𝟑𝟑𝒙𝒙 + ⋯ + 𝒄𝒄𝒏𝒏 𝒆𝒆𝒓𝒓𝒏𝒏𝒙𝒙

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.

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


2
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Recap: Case 2: Real and Repeating Roots
If the roots of the auxiliary equation 𝜙𝜙 𝑚𝑚 = 0 are real (not imaginary)
and repeating, then the general solution to the differential equation
𝜙𝜙 𝐷𝐷 𝑦𝑦 = 0 is given by

𝒚𝒚𝒄𝒄 = 𝒄𝒄𝟏𝟏 + 𝒄𝒄𝟐𝟐 𝒙𝒙 + 𝒄𝒄𝟑𝟑 𝒙𝒙𝟐𝟐 + ⋯ + 𝒄𝒄𝒏𝒏 𝒙𝒙𝒏𝒏−𝟏𝟏 𝒆𝒆𝒓𝒓𝒓𝒓

where 𝑟𝑟1 = 𝑟𝑟2 = 𝑟𝑟3 = ⋯ = 𝑟𝑟𝑛𝑛 = 𝑟𝑟 are the real roots of the auxiliary
equation 𝜙𝜙 𝑚𝑚 = 0 that are repeated 𝑛𝑛 times.

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


3
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Recap: Case 3: Complex and Distinct Roots
If the roots of the auxiliary equation 𝜙𝜙 𝑚𝑚 = 0 are complex (involving
the imaginary number 𝑖𝑖) and distinct (not repeating), then the general
solution to the differential equation 𝜙𝜙 𝐷𝐷 𝑦𝑦 = 0 is given by

𝒚𝒚𝒄𝒄 = 𝒆𝒆𝜶𝜶𝜶𝜶 𝒄𝒄𝟏𝟏 𝐜𝐜𝐜𝐜𝐜𝐜 𝜷𝜷𝜷𝜷 + 𝒄𝒄𝟐𝟐 𝐬𝐬𝐬𝐬𝐬𝐬 𝜷𝜷𝜷𝜷

for a complex root 𝑚𝑚 = 𝛼𝛼 ± 𝑖𝑖𝑖𝑖 of the auxiliary equation 𝜙𝜙 𝑚𝑚 = 0,


where 𝛼𝛼 is the real component of the complex number, and ±𝑖𝑖𝑖𝑖 is the
imaginary component of the complex number.

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


4
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Recap: Case 4: Complex and Repeating Roots
If the roots of the auxiliary equation 𝜙𝜙 𝑚𝑚 = 0 are complex (involving
the imaginary number 𝑖𝑖) and repeating, then the general solution to the
differential equation 𝜙𝜙 𝐷𝐷 𝑦𝑦 = 0 is given by

𝒚𝒚𝒄𝒄 = 𝒆𝒆𝜶𝜶𝜶𝜶 𝑨𝑨𝟏𝟏 + 𝑨𝑨𝟐𝟐 𝒙𝒙 + 𝑨𝑨𝟑𝟑 𝒙𝒙𝟐𝟐 + ⋯ + 𝑨𝑨𝒏𝒏 𝒙𝒙𝒏𝒏−𝟏𝟏 𝐜𝐜𝐜𝐜𝐜𝐜 𝜷𝜷𝜷𝜷 + 𝑩𝑩𝟏𝟏 + 𝑩𝑩𝟐𝟐 𝒙𝒙 + 𝑩𝑩𝟑𝟑 𝒙𝒙𝟐𝟐 + ⋯ + 𝑩𝑩𝒏𝒏 𝒙𝒙𝒏𝒏−𝟏𝟏 𝐬𝐬𝐬𝐬𝐬𝐬 𝜷𝜷𝜷𝜷

for a complex root 𝑚𝑚 = 𝛼𝛼 ± 𝑖𝑖𝑖𝑖 𝑛𝑛 of the auxiliary equation 𝜙𝜙 𝑚𝑚 = 0,


that is, 𝛼𝛼 ± 𝑖𝑖𝑖𝑖 repeated 𝑛𝑛 times, where 𝛼𝛼 is the real component of the
complex number, and ±𝑖𝑖𝑖𝑖 is the imaginary component of the complex
number.

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


5
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Recap: General Solution of a Non-Homogeneous DE
For a non-homogeneous 𝑛𝑛𝑡𝑡𝑡 order linear equation

𝑑𝑑𝑛𝑛 𝑦𝑦 𝑑𝑑𝑛𝑛−1 𝑦𝑦 𝑑𝑑𝑑𝑑


𝑎𝑎0 𝑥𝑥 𝑛𝑛
+ 𝑎𝑎1 𝑥𝑥 𝑛𝑛−1
+ ⋯ + 𝑎𝑎𝑛𝑛−1 𝑥𝑥 + 𝑎𝑎𝑛𝑛 𝑥𝑥 𝑦𝑦 = 𝑓𝑓 𝑥𝑥
𝑑𝑑𝑥𝑥 𝑑𝑑𝑥𝑥 𝑑𝑑𝑑𝑑
the general solution 𝑦𝑦 is given as
𝐲𝐲 = 𝐲𝐲𝐜𝐜 + 𝐲𝐲𝐩𝐩
where 𝐲𝐲𝐜𝐜 is the solution to the homogeneous equation that
corresponds to the given non-homogeneous DE, that is, when 𝑓𝑓 𝑥𝑥 = 0, also
known as the complementary function or the homogeneous solution, and
𝐲𝐲𝐩𝐩 is the particular solution, also known as the non-
homogeneous solution.
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
6
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Method 1: Undetermined Coefficients
This method is used in determining the non-homogeneous solution 𝑦𝑦𝑝𝑝 .
This method can be used for a non-homogeneous HOLDE 𝜙𝜙 𝐷𝐷 𝑦𝑦 =
𝑓𝑓(𝑥𝑥) where 𝑓𝑓(𝑥𝑥) is in any of the following forms:

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

where 𝑛𝑛 ∈ {0, ℤ+ }, and 𝑎𝑎, 𝛽𝛽 ∈ ℝ.


ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
7
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Guidelines
1. Write the “variable part” of each term, together with their derivatives. For
a constant, write the “variable part” as 1.
2. Add all similar “variable parts” and multiply them by a common constant,
also known as the undetermined coefficient.
3. If a “variable part” is the same as any term in the complementary function
𝑦𝑦𝑐𝑐 , multiply this “variable part” by the least integral power of the
independent variable to make it different from any term in the
complementary function.
4. The non-homogeneous solution 𝑦𝑦𝑝𝑝 is the sum of all the “variable parts”
with undetermined coefficients.

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


8
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 1
Find the general solution to Step 2: Find the roots of the auxiliary
the differential equation equation.
𝐷𝐷2 − 5𝐷𝐷 + 6 𝑦𝑦 𝑚𝑚2 − 5𝑚𝑚 + 6 = 0
= 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥 𝑚𝑚 − 3 𝑚𝑚 − 2 = 0
𝑦𝑦 = 𝑦𝑦𝑐𝑐 + 𝑦𝑦𝑝𝑝 𝑟𝑟1 = 3, 𝑟𝑟2 = 2
Step 3: Write the general solution.
Part 1: 𝑦𝑦𝑐𝑐
Step 1: Write the auxiliary equation. 𝑦𝑦𝑐𝑐 = 𝑐𝑐1 𝑒𝑒 3𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥
𝜙𝜙 𝐷𝐷 = 𝐷𝐷 2 − 5𝐷𝐷 + 6
𝜙𝜙 𝑚𝑚 = 𝑚𝑚2 − 5𝑚𝑚 + 6 = 0 We can now proceed with obtaining
the non-homogeneous solution 𝑦𝑦𝑝𝑝 .
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
9
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 1
Part 2: 𝑦𝑦𝑝𝑝 Step 5: Add similar “variable parts”
Step 4: Write the “variable parts” for and multiply with undetermined
𝑓𝑓(𝑥𝑥) and their derivatives. coefficients.

𝑓𝑓 𝑥𝑥 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥 Guess:


𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑥𝑥 2 + 𝐵𝐵𝐵𝐵 + 𝐶𝐶 + 𝐹𝐹𝑒𝑒 2𝑥𝑥
𝒙𝒙𝟐𝟐 𝒙𝒙 𝟏𝟏 𝒆𝒆𝟐𝟐𝟐𝟐
𝑦𝑦𝑐𝑐 = 𝑐𝑐1 𝑒𝑒 3𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑥𝑥
𝑥𝑥 2 𝐴𝐴𝑥𝑥 2
𝑥𝑥 𝑥𝑥 𝐵𝐵𝐵𝐵 Since the 𝐹𝐹𝑒𝑒 2𝑥𝑥 and 𝑐𝑐2 𝑒𝑒 2𝑥𝑥 are linearly
dependent, we multiply 𝐹𝐹𝑒𝑒 2𝑥𝑥 by 𝑥𝑥.
1 1 1 𝐶𝐶
𝑒𝑒 2𝑥𝑥 𝐹𝐹𝑒𝑒 2𝑥𝑥 𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑥𝑥 2 + 𝐵𝐵𝐵𝐵 + 𝐶𝐶 + 𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


10
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 1
Step 6: Substitute 𝑦𝑦𝑝𝑝 into the original differential equation.
𝐷𝐷 2 − 5𝐷𝐷 + 6 𝑦𝑦 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥
𝑑𝑑2 𝑦𝑦 𝑑𝑑𝑑𝑑 2 2𝑥𝑥
− 5 + 6𝑦𝑦 = 12𝑥𝑥 − 20𝑥𝑥 + 4 + 𝑒𝑒
𝑑𝑑𝑥𝑥 2 𝑑𝑑𝑑𝑑
𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑥𝑥 2 + 𝐵𝐵𝐵𝐵 + 𝐶𝐶 + 𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥
𝑑𝑑𝑑𝑑
= 2𝐴𝐴𝐴𝐴 + 𝐵𝐵 + 0 + 2𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 𝐹𝐹𝑒𝑒 2𝑥𝑥
𝑑𝑑𝑑𝑑
𝑑𝑑2 𝑦𝑦 2𝑥𝑥 2𝑥𝑥 2𝑥𝑥
= 2𝐴𝐴 + 0 + 0 + 4𝐹𝐹𝐹𝐹𝑒𝑒 + 2𝐹𝐹𝑒𝑒 + 2𝐹𝐹𝑒𝑒
𝑑𝑑𝑥𝑥 2
2𝐴𝐴 + 4𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 4𝐹𝐹𝑒𝑒 2𝑥𝑥 − 5 2𝐴𝐴𝐴𝐴 + 𝐵𝐵 + 2𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 𝐹𝐹𝑒𝑒 2𝑥𝑥
+ 6 𝐴𝐴𝑥𝑥 2 + 𝐵𝐵𝐵𝐵 + 𝐶𝐶 + 𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


11
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 1
2𝐴𝐴 + 4𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 4𝐹𝐹𝑒𝑒 2𝑥𝑥 − 5 2𝐴𝐴𝐴𝐴 + 𝐵𝐵 + 2𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 𝐹𝐹𝑒𝑒 2𝑥𝑥
+ 6 𝐴𝐴𝑥𝑥 2 + 𝐵𝐵𝐵𝐵 + 𝐶𝐶 + 𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥

2𝐴𝐴 + 4𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 + 4𝐹𝐹𝑒𝑒 2𝑥𝑥 − 10𝐴𝐴𝐴𝐴 − 5𝐵𝐵 − 10𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 − 5𝐹𝐹𝑒𝑒 2𝑥𝑥 + 6𝐴𝐴𝑥𝑥 2 + 6𝐵𝐵𝐵𝐵
+ 6𝐶𝐶 + 6𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥 = 12𝑥𝑥 2 − 20𝑥𝑥 + 4 + 𝑒𝑒 2𝑥𝑥

Step 7: Solve for the undetermined coefficients.


𝑒𝑒 2𝑥𝑥 ∶ 4𝐹𝐹 − 5𝐹𝐹 = 1
−𝐹𝐹 = 1, 𝐹𝐹 = −1

𝑥𝑥 2 ∶ 6𝐴𝐴 = 12
𝐴𝐴 = 2
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
12
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

Step 7: Solve for the undetermined coefficients.


𝑥𝑥 ∶ −10𝐴𝐴 + 6𝐵𝐵 = −20
−10 2 + 6𝐵𝐵 = −20
𝐵𝐵 = 0
𝑘𝑘 ∶ 2𝐴𝐴 − 5𝐵𝐵 + 6𝐶𝐶 = 4
2 2 − 5 0 + 6𝐶𝐶 = 4
𝐶𝐶 = 0
Looking at the 𝑥𝑥𝑒𝑒 2𝑥𝑥 term would not be productive since it would yield
an inconclusive equation, and we have already solved for the value of 𝐹𝐹.
ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay
13
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 1
The non-homogeneous solution is now
𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑥𝑥 2 + 𝐵𝐵𝐵𝐵 + 𝐶𝐶 + 𝐹𝐹𝐹𝐹𝑒𝑒 2𝑥𝑥
𝑦𝑦𝑝𝑝 = 2 𝑥𝑥 2 + 0 𝑥𝑥 + 0 + −1 𝑥𝑥𝑒𝑒 2𝑥𝑥

𝑦𝑦𝑝𝑝 = 2𝑥𝑥 2 − 𝑥𝑥𝑒𝑒 2𝑥𝑥

Step 8: Add the complementary function 𝑦𝑦𝑐𝑐 and the non-homogeneous


solution 𝑦𝑦𝑝𝑝 to get the general solution 𝑦𝑦.
𝑦𝑦 = 𝑦𝑦𝑐𝑐 + 𝑦𝑦𝑝𝑝

𝒚𝒚 = 𝒄𝒄𝟏𝟏 𝒆𝒆𝟑𝟑𝟑𝟑 + 𝒄𝒄𝟐𝟐 𝒆𝒆𝟐𝟐𝟐𝟐 + 𝟐𝟐𝒙𝒙𝟐𝟐 − 𝒙𝒙𝒆𝒆𝟐𝟐𝟐𝟐

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


14
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Method 2: Reduction of Order
An 𝑛𝑛𝑡𝑡𝑡 order equation is reduced to the first order by means of
substitution.
This method will yield the complete general solution, as both the
complementary function 𝑦𝑦𝑐𝑐 and the non-homogeneous solution 𝑦𝑦𝑝𝑝 are
obtained simultaneously.
This method is only applicable where the roots of the auxiliary
equation are real.

ES 21: Differential Equations for Engineers | Engr. Zephaniah G. Silabay


15
Unit 5 – Non-Homogeneous Higher Order Linear Differential Equation with Constant Coefficients
Non-Homogeneous: Example 2
Find the general solution to Step 2: Check if the roots of the
the differential equation auxiliary equation are real.
𝜙𝜙 𝐷𝐷 = 𝐷𝐷 2 − 1
𝑦𝑦 ′′ − 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 − 4 𝜙𝜙 𝑚𝑚 = 𝑚𝑚2 − 1 = 0
𝑚𝑚 = 1, 𝑚𝑚 = −1
Step 1: Write the equation in terms Since roots are real, we can proceed
of the differential operator 𝐷𝐷. with reduction of order.
𝑑𝑑2 𝑦𝑦
− 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 − 4 Step 3: Rewrite 𝜙𝜙(𝐷𝐷) as the roots of
𝑑𝑑𝑥𝑥 2 the auxiliary equation.
𝐷𝐷2 𝑦𝑦 − 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 − 4 𝜙𝜙 𝐷𝐷 = 𝐷𝐷 2 − 1
𝜙𝜙 𝐷𝐷 = 𝐷𝐷 + 1 𝐷𝐷 − 1
𝐷𝐷2 − 1 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 − 4
𝜙𝜙 𝐷𝐷 𝑦𝑦 = 𝐷𝐷 + 1 𝐷𝐷 − 1 𝑦𝑦
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 2
𝜙𝜙 𝐷𝐷 𝑦𝑦 = 𝐷𝐷 + 1 𝐷𝐷 − 1 𝑦𝑦 Step 5: Find the solution using techniques
for first order linear differential equation.
Step 4: Perform the necessary Since this is a linear DE,
substitution such that the resulting 𝐹𝐹 𝑥𝑥 = 𝑒𝑒 ∫ 1𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑥𝑥
differential equation is first order.
𝑢𝑢 = 𝐷𝐷 − 1 𝑦𝑦 𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑 + 𝑢𝑢 𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑥𝑥 𝑒𝑒 𝑥𝑥 − 4 𝑑𝑑𝑑𝑑
𝑑𝑑 𝑒𝑒 𝑥𝑥 � 𝑢𝑢 = 𝑒𝑒 2𝑥𝑥 − 4𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
𝐷𝐷 + 1 𝐷𝐷 − 1 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 − 4
� 𝑑𝑑 𝑒𝑒 𝑥𝑥 � 𝑢𝑢 = � 𝑒𝑒 2𝑥𝑥 − 4𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
𝐷𝐷 + 1 𝑢𝑢 = 𝑒𝑒 𝑥𝑥 − 4
𝐷𝐷𝐷𝐷 + 𝑢𝑢 = 𝑒𝑒 𝑥𝑥 − 4 1 2𝑥𝑥
𝑑𝑑𝑑𝑑 𝑢𝑢𝑒𝑒 = 𝑒𝑒 − 4𝑒𝑒 𝑥𝑥 + 𝑐𝑐1
𝑥𝑥
+ 𝑢𝑢 = 𝑒𝑒 𝑥𝑥 − 4 2
𝑑𝑑𝑑𝑑 1 𝑥𝑥
𝑢𝑢 = 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥
𝑑𝑑𝑑𝑑 + 𝑢𝑢 𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑥𝑥 − 4 𝑑𝑑𝑑𝑑 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 2
1 𝑥𝑥 Step 7: Find the solution using
𝑢𝑢 = 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥
2 techniques for first order DEs.
Step 6: Revert to the original value of 𝐹𝐹 𝑥𝑥 = 𝑒𝑒 ∫ −1𝑑𝑑𝑑𝑑 = 𝑒𝑒 −𝑥𝑥
the substitution parameters.
𝑢𝑢 = 𝐷𝐷 − 1 𝑦𝑦 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑 + 𝑦𝑦 𝑑𝑑𝑑𝑑
−𝑥𝑥
1 𝑥𝑥
1 𝑥𝑥 = 𝑒𝑒 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑
2
𝐷𝐷 − 1 𝑦𝑦 = 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 1
2 −𝑥𝑥
1 𝑥𝑥 𝑑𝑑 𝑒𝑒 � 𝑦𝑦 = − 4𝑒𝑒 −𝑥𝑥 + 𝑐𝑐1 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑
𝐷𝐷𝐷𝐷 − 𝑦𝑦 = 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 2
2
𝑑𝑑𝑑𝑑 1 𝑥𝑥 � 𝑑𝑑 𝑒𝑒 −𝑥𝑥 � 𝑦𝑦
− 𝑦𝑦 = 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥
𝑑𝑑𝑑𝑑 2
1 𝑥𝑥 1
𝑑𝑑𝑑𝑑 − 𝑦𝑦 𝑑𝑑𝑑𝑑 = 𝑒𝑒 − 4 + 𝑐𝑐1 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑 =� − 4𝑒𝑒 −𝑥𝑥 + 𝑐𝑐1 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑
2 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 2
� 𝑑𝑑 𝑒𝑒 −𝑥𝑥 � 𝑦𝑦

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
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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]

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

Now that we have 𝐵𝐵′, we integrate that ′
𝐴𝐴 = −
𝐵𝐵 sin 3𝑥𝑥
, 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 1
to get 𝐵𝐵. cos 3𝑥𝑥
sin 3𝑥𝑥
𝐵𝐵′ = 6 cos 3𝑥𝑥 − 3, [𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 3] ′
𝐴𝐴 = − 6 cos 3𝑥𝑥 − 3
cos 3𝑥𝑥
𝐵𝐵 = � 6 cos 3𝑥𝑥 − 3 𝑑𝑑𝑑𝑑 ′
3 sin 3𝑥𝑥
𝐴𝐴 = −6 sin 3𝑥𝑥 +
cos 3𝑥𝑥
6 To get 𝐴𝐴, we integrate 𝐴𝐴′.
𝐵𝐵 = sin 3𝑥𝑥 − 3𝑥𝑥 + 𝑐𝑐
3 3 sin 3𝑥𝑥
𝐴𝐴 = � −6 sin 3𝑥𝑥 + 𝑑𝑑𝑑𝑑
For now, we drop the integration cos 3𝑥𝑥
constant at this point, which will make
sense at the end of the solution. For the second term, we use 𝑢𝑢 =
𝐵𝐵 = 2 sin 3𝑥𝑥 − 3𝑥𝑥 cos 3𝑥𝑥, giving us 𝑑𝑑𝑑𝑑 = −3 sin 3𝑥𝑥 𝑑𝑑𝑑𝑑
6
To get 𝐴𝐴′, we plug in Equation 3 to 𝐴𝐴 = cos 3𝑥𝑥 − ln cos 3𝑥𝑥 + 𝑐𝑐
3
Equation 1. 𝐴𝐴 = 2 cos 3𝑥𝑥 − ln cos 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 4: Substitute the values of 𝐴𝐴 and 𝐵𝐵 into the equation for 𝑦𝑦𝑝𝑝 .
𝑦𝑦𝑝𝑝 = 𝐴𝐴 cos 3𝑥𝑥 + 𝐵𝐵 sin 3𝑥𝑥
𝐴𝐴 = 2 cos 3𝑥𝑥 − ln cos 3𝑥𝑥
𝐵𝐵 = 2 sin 3𝑥𝑥 − 3𝑥𝑥
𝑦𝑦𝑝𝑝 = 2 cos 3𝑥𝑥 − ln cos 3𝑥𝑥 cos 3𝑥𝑥 + 2 sin 3𝑥𝑥 − 3𝑥𝑥 sin 3𝑥𝑥
𝑦𝑦𝑝𝑝 = 2 cos 2 3𝑥𝑥 − cos 3𝑥𝑥 ln cos 3𝑥𝑥 + 2 sin2 3𝑥𝑥 − 3𝑥𝑥 sin 3𝑥𝑥
𝑦𝑦𝑝𝑝 = 2(cos 2 3𝑥𝑥 + sin2 3𝑥𝑥) − cos 3𝑥𝑥 ln cos 3𝑥𝑥 − 3𝑥𝑥 sin 3𝑥𝑥

Step 5: Write the general solution.


𝑦𝑦 = 𝑦𝑦𝑐𝑐 + 𝑦𝑦𝑝𝑝

𝒚𝒚 = 𝒄𝒄𝟏𝟏 𝐜𝐜𝐜𝐜𝐜𝐜 𝟑𝟑𝟑𝟑 + 𝒄𝒄𝟐𝟐 𝐬𝐬𝐬𝐬𝐬𝐬 𝟑𝟑𝟑𝟑 + 𝟐𝟐 − 𝐜𝐜𝐜𝐜𝐜𝐜 𝟑𝟑𝟑𝟑 𝐥𝐥𝐥𝐥 𝐜𝐜𝐜𝐜𝐜𝐜 𝟑𝟑𝟑𝟑 − 𝟑𝟑𝟑𝟑 𝐬𝐬𝐬𝐬𝐬𝐬 𝟑𝟑𝟑𝟑

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
Exercise*
Find the particular solution for

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

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

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