NON-HOMOGENEOUS SECOND ORDER

DIFFERENTIAL EQUATIONS
Procedure for solving non-homogeneous second order differential equations:
y" p( x) y'q( x) y  g ( x)

1. Determine the general solution yh  C1 y( x)  C2 y( x) to a homogeneous

second order differential equation: y" p( x) y'q( x) y  0
2. Find the particular solution y p of the non-homogeneous equation, using
one of the methods below.
3. The general solution of the non-homogeneous equation is:
y( x)  C1 y( x)  C2 y( x)  y p where C1 and C2 are arbitrary constants.

METHODS FOR FINDING THE PARTICULAR SOLUTION (yp ) OF A NON-

HOMOGENOUS EQUATION
Undetermined 1. Write down g(x). Start taking derivatives of g(x). List all the
Coefficients. terms of g (x) and its derivatives while ignoring the coefficients.
Restrictions: Keep taking the derivatives until no new terms are obtained.
1. D.E must have constant 2. Compare the listed terms to the terms of the homogeneous
coefficients: solution. If one or more terms are repeating, then the recurring
ay"by'c  g ( x) expression needs to be modified by multiplying all the repeating
2. g(x) must be of a terms by x.
certain, “easy to guess” 3. Based on step 1 and 2 create an initial guess for yp.
form. 4. Take the 1st and the 2nd derivatives of yp. Plug into the
differential equation. Solve for the constants.
5. Plug the values of the constants into yp.

Variation of y 2 ( x) g ( x) y ( x) g ( x )
Parameters. y p ( x)   y1  dx  y2  1 dx
W ( y1 , y 2 )( x) W ( y1 , y2 )( x)
where y1 and y2 are solutions to the homogeneous equation and
y y2
W ( y1 , y 2 )( x)  1  y1 y 2  y 2 y1
y1 y 2
The set of solutions is linearly independent in I if
W ( y1 , y2 )( x)  0 for every x in the interval.
Or equivalently:
y p ( x)  v1 y1  v2 y2
where y1 and y2 are solutions to the homogeneous equation and
v1 and v2 are unknown functions of x.
To determine v1 and v2, solve the following system of equations
for v′1 and v′2.
y1v1  y 2 v2  0
y1v1  y 2 v2  g ( x)
Integrate v′1 and v′2 to find v1 and v2.
Substitute v1 and v2 into y p ( x)  v1 y1  v2 y2

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Example #1. Solve the differential equation: y   2 y   t  e t
Solution:
1. Homogeneous equation: y  2 y  0
Characteristic equation: r 2  2r  0
r ( r  2)  0
r  0, r  2

 yh  C1  C2 e
2t

2. Particular solution:
The constant is already in the
g (t )  t  e t t, et homogeneous solution.
Multiplying it by t will repeat the
g ' (t )  1  e t  Terms: C , e t terms of g(t). So we need to
modify both the constant and the t.
g" (t )  e t et No new terms.

Initial guess of yp At  B)  Ce t
y p  (
 
Part of a homogeneous solution.
Both terms need to be modified

Modify yp: y p  t ( At  B)  Ce t  At 2  Bt  Ce t
y p  2 At  B  Cet
y" p  2 A  Cet
Plug the yp and its derivatives into the original differential equation:
y   2 y   t  e t implies 2 A  Cet  22 At  B  Cet   t  et

2 A  2B  4 At  Cet  t  et 
 C  1  C  1
1
 4A  1  A  
4
1
2 A  2B  0  B  
4
t2 t t
So y p     e t   (t  1)  e t and the general solution is:
4 4 4

y  yh  y p
t
y  C1  C 2 e 2t  (t  1)  e t
4

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 et
Example #2. Solve the differential equation: y  2 y  y 
t

1. Homogeneous equation: y  2 y  y  0

Characteristic equation: r 2  2r  1  0
(r  1) 2  0
Not an “easy to guess”
r  1, r  1 function. It is a quotient so the
derivatives will get more
 yh  C1e  C2te
t t
complicated, making it
impossible to list all terms.
y1  e t and y 2  tet
y'1  e t and y' 2  tet  e t

2. Particular solution:

W ( y1 , y 2 )( x)  det
y1
y1
y2
y 2
et
 det t
tet
 
 e t tet  e t  tet  e t  te2t  e 2t  te2t  e 2t
e te  e
t t

So
y 2 ( x) g ( x) y ( x) g ( x)
y p ( x)   y1  dx  y 2  1 dx 
W ( y1 , y 2 )( x) W ( y1 , y 2 )( x)
et et
tet  et 
 e t  t dt  e t 1dt  tet 1dt  tet  tet ln t
  t
t dt  tet
2t 2t
e e

y p (t )  tet  tet ln t and the general solution is:

y  C1e t  C2 tet  tet  tet ln t  C1e t  C3tet  tet ln t

You try it:

1. y" y'2 y  sin 2x

2. y"2 y' y  xe x
3. y" y  secx

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Solutions:
3 1
#1: y  C1e  x  C 2 e 2 x sin 2 x  cos 2 x
20 20
1
#2: y  C1e x  C 2 xe x  x 3 e x
6
#3: y  C1 cos x  C2 sin x  cos x ln cos x   x sin x

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