BUM2133 Ordinary Differential
Equations
Second Order DE
Dr Norhafizah Md Sarif
Centre for Mathematical Sciences
College of Computing & Applied Sciences
Universiti Malaysia Pahang
2.2 LINEAR NON- HOMOGENEOUS EQUATION
If yc is a complementary solution of
d2y dy
a 2+b + cy = 0
dx dx
and yp is a particular integral solution of nonhomogeneous
equation
d2y dy
a 2+b + cy = f(x)
dx dx
Then, the general solution of nonhomogeneous equation is given
by
y(x) = yc + yp
Procedure for finding the general solution for nonhomogeneous d.e.
For the general solution
d2y dy
a 2+b + cy = f(x)
dx dx
General solution of yc General solution of yp
d2y dy d2y dy
a 2+b + cy = 0 a 2+b + cy = f(x)
dx dx dx dx
y = yc + yp
METHOD OF UNDETERMINED COEFFICIENTS
2.2.1
Now, we will study the method of undetermined coefficients in order to
determineparticular integrals yp for linear nonhomogeneous equations
d2y dy
a 2+b + cy = f(x) -----(i)
dx dx
This method is applicable only when the nonhomogenous term f(x) on the
r.h.s of Equation (i) is one of this term;
CASE (1): f ( x) is a polynomial of nth degree
CASE (2): f ( x) = Ce x where C and are constants
CASE (3): f ( x) = P cos ax or Q sin ax where P, Q and a are constants
Case f(x) Assumed trial solution, yp(x)
1 A0+ A1x+ ⋯ +Anxn B0+ B1x+ ⋯ + Bnxn
2 e𝛼x Ce𝛼x
3 cos 𝛽x or sin𝛽x pcos 𝛽x + qsin𝛽x
4 (A0+ A1x+ ⋯ +Anxn) e𝛼x (B0+ B1x+ ⋯ + Bnxn) e𝛼x
cos 𝛽x (B0+ B1x+ ⋯ + Bnxn) cos 𝛽x +
5 (A0+ A1x+ ⋯ +An xn)ቊ
sin𝛽x (C0+ C1x+ ⋯ + Cnxn) sin𝛽x
cos 𝛽x
6 e𝛼x ቊ e𝛼x(pcos 𝛽x + qsin𝛽x )
sin𝛽x
cos 𝛽x (B0+ B1x+ ⋯ + Bnxn) e𝛼xcos 𝛽x +
7 (A0+ A1x+ ⋯ +An xn) e𝛼x ቊ
sin𝛽x (C0+ C1x+ ⋯ + Cnxn) e𝛼x sin𝛽x
Sums of any or some of the above entries Sums of the corresponding trial solutions
Example
Case 1: f(x) is a
polynomial of
Find the solution of the differential equation: nth degree
y’’− 2y’+ y = 2x2 −1
Solution:
Find yc : Repeat what you have done for homogeneous d.e.
m 2 − 2m + 1 = 0
(m − 1)(m − 1) = 0
m=1 *repeated roots
The complementary solution is : yc(x) = (A + Bx) ex ----(1)
Find yp : We can see that nonhomogeneous term yp(x) = 2x2 −1
So,
f(x) = 2x2 −1 yp(x) = Cx2 +Dx + E
no term in yp which is common with those of yc
Then, yp = Cx2 +Dx +E
yp’ = 2Cx + D
yp’’= 2C
Substitute this result into: y’’− 2y’+ y = 2x2 −1
We get,
Solution:
2C − 2(2Cx + D) +Cx2 +Dx +E = 2x2 −1
Cx2 +(D − 4C)x + 2C − 2D + E = 2x2 −1
Equating the coefficients, we obtain
x2 : C = 2
x : D − 4C = 0 ∴ D=8
x0 : 2C − 2D + E = −1 ∴ E = 11
Therefore, yp = 2x2 +8x +11
Hence, y = yc + yp
= (A + Bx) ex + 2x2 +8x +11
Example
Find the solution of the differential equation:
Case 2: f(x) =
d2y dy Pekx
+ 14 + 49y = 4e5x
dx2 dx
Solution:
Find yc : Repeat what you have done for homogeneous d.e.
m 2 + 14m + 49 = 0
(m + 7)(m + 7) = 0
m = −7 *repeated roots
The complementary solution is : yc(x) = (A + Bx) e-7x ----(1)
Find yp : We can see that nonhomogeneous term yp(x) = 4e5x
So,
f(x) = 4e5x yp(x) = Ce5x
Then, yp = Ce5x
yp’ = 5Ce5x
yp’’= 25Ce5x
Substitute this result into: y’’+ 14y’+ 49y = 4e5x
Solution:
We get,
25Ce5x +14(5Ce5x ) +49 Ce5x = 4e5x
144Ce5x = 4e5x
∴ C = 1/36
1 5x
Therefore, yp = e
36
Hence, y = yc + yp
1 5x
= (A + Bx) e-7x + e
36
Example
Find the solution of the differential equation: Case 3: f(x) =
Psin kx or Pcos
y’’− 5y’+ 6y = 2sin 4x kx
Solution:
Find yc : Repeat what you have done for homogeneous d.e.
m 2 − 5m + 6 = 0
(m − 3)(m − 2) = 0
m = 3,2 *real and distinct roots
The complementary solution is : yc(x) = Ae3x + Be2x ----(1)
Find yp : We can see that nonhomogeneous term yp(x) = 2sin 4x
So,
f(x) = 2sin 4x yp(x) = Ccos4x + Dsin4x
Then, yp = Ccos4x + Dsin4x
yp’ = − 4Csin4x + 4Dcos4x
yp’’= − 16Ccos4x − 16Dsin4x
Substitute this result into: y’’− 5y’+ 6y = 2sin 4x
Solution:
We get,
− 16Ccos4x − 16Dsin4x −5(− 4Csin4x + 4Dcos4x )
+ 6(Ccos4x + Dsin4x ) = 2sin 4x
− 10Ccos4x − 20Dcos4x − 10Dsin4x + 20Csin4x = 2sin 4x
Solving simultaneous equation
cos x: − 10C− 20D = 0 2 1
∴ C= ,D=−
25 25
sin x: − 10D + 20C = 2
2 1
Therefore, y = yc + yp = Ae3x + Be2x + cos4x − sin4x
25 25
Exercise 2.2.1
1.Find the general solution for each of the following differential equations
d2y dy d2y dy
(a) − 5 + 6y = 25 (b) + 2 =x
dx2 dx dx2 dx
d2y d2x dx
(c) = 6t2+2t + 1 (d) − − 2x = 2e3t
dt 2 dt 2 dt
d2y dy 1 d2x dx
(e) + 2 − 3y = e−3x (f) + 4 = 3cos2t
dx2 dx 2 dt 2 dt
2.Find the particular solution of
d2y
(a) + y = 3− 2x2, y(0) = 5, y’(0) = 1
dx2
d2y dy
(b) + 2 +5y = 4ex, y(0) = 0, y’(0) = 0
dx2 dx
d2y dy
(c) + 2 + 2y = sin x, y(0) = 2, y’(0) = −1
dx2 dx
Solution:
25
1. (a) y(x) = Ae2x + Be3x +
6
1
(b) y(x) = A + Be−2x + (x2− x)
4
1 1 1
(c) y(t) = At + B + t4+ t3+ t2
2 3 2
1
(d) x(t) = Ae−t + Be2t + e3t
2
1
(e) y(x) = Ae−3x + Bex − xe−3x
8
3 3
(f) x(t) = A+ Be−4t + sin 2t − cos 2t
10 20
Solution:
1. (a) y(x) = sin x− 2cos x + 7 − 2x2
1 1 1
(b) y(x) = − e-xsin 2x− e-xcos 2x+ ex
2 2 2
6 12 2 1
(c) y(x) = e-xsin x + e-xcos x − cos x+ sin x
5 5 5 5
+h{an}k
Ỿₒ∪
