Professional Documents
Culture Documents
3c3-NonhomgenLinEqns Stu PDF
3c3-NonhomgenLinEqns Stu PDF
In this section we learn how to solve second-order nonhomogeneous linear differential equa-
tions with constant coefficients, that is, equations of the form
where a, b, and c are constants and G is a continuous function. The related homogeneous
equation
2 ay by cy 0
is called the complementary equation and plays an important role in the solution of the
original nonhomogeneous equation (1).
r 2 r 2 r 1r 2 0
1
2 ■ NONHOMOGENEOUS LINEAR EQUATIONS
yc c1 e x c2 e2x
ypx Ax 2 Bx C
Then yp 2Ax B and yp 2A so, substituting into the given differential equation, we
have
2A 2Ax B 2Ax 2 Bx C x 2
FIGURE 1 y yc yp c1 e x c2 e2x 12 x 2 12 x 34
If Gx (the right side of Equation 1) is of the form Ce k x, where C and k are constants,
then we take as a trial solution a function of the same form, ypx Ae k x, because the
derivatives of e k x are constant multiples of e k x.
SOLUTION The auxiliary equation is r 2 4 0 with roots 2i, so the solution of the
■ ■ Figure 2 shows solutions of the differential complementary equation is
equation in Example 2 in terms of yp and the
functions f x cos 2x and tx sin 2x. ycx c1 cos 2x c2 sin 2x
Notice that all solutions approach as x l
and all solutions resemble sine functions when
x is negative. For a particular solution we try ypx Ae 3x. Then yp 3Ae 3x and yp 9Ae 3x. Substi-
4
tuting into the differential equation, we have
9Ae 3x 4Ae 3x e 3x
yp+f+g
yp+g
so 13Ae 3x e 3x and A 131 . Thus, a particular solution is
yp
_4 2
ypx 131 e 3x
yp+f
_2
and the general solution is
If Gx is either C cos kx or C sin kx, then, because of the rules for differentiating the
sine and cosine functions, we take as a trial particular solution a function of the form
A cos x B sin x A sin x B cos x 2A cos x B sin x sin x
This is true if
3A B 0 and A 3B 1
A 101 B 103
so a particular solution is
If Gx is a product of functions of the preceding types, then we take the trial solu-
tion to be a product of functions of the same type. For instance, in solving the differential
equation
y 2y 4y x cos 3x
we would try
If Gx is a sum of functions of these types, we use the easily verified principle of super-
position, which says that if yp1 and yp2 are solutions of
SOLUTION The auxiliary equation is r 2 4 0 with roots 2, so the solution of the com-
plementary equation is ycx c1 e 2x c2 e2x. For the equation y 4y xe x we try
Then yp1 Ax A Be x, yp1 Ax 2A Be x, so substitution in the equation
gives
Ax 2A Be x 4Ax Be x xe x
or 3Ax 2A 3Be x xe x
4 ■ NONHOMOGENEOUS LINEAR EQUATIONS
yp1x ( 13 x 29 )e x
Finally we note that the recommended trial solution yp sometimes turns out to be a solu-
tion of the complementary equation and therefore can’t be a solution of the nonhomoge-
neous equation. In such cases we multiply the recommended trial solution by x (or by x 2
if necessary) so that no term in ypx is a solution of the complementary equation.
SOLUTION The auxiliary equation is r 2 1 0 with roots i, so the solution of the com-
plementary equation is
so A 12 , B 0, and
_2π 2π
yp
ypx 12 x cos x
EXAMPLE 6 Determine the form of the trial solution for the differential equation
y 4y 13y e 2x cos 3x.
SOLUTION Here Gx has the form of part 2 of the summary, where k 2, m 3, and
Px 1. So, at first glance, the form of the trial solution would be
This means that we have to multiply the suggested trial solution by x. So, instead, we
use
ypx xe 2xA cos 3x B sin 3x
Suppose we have already solved the homogeneous equation ay by cy 0 and writ-
ten the solution as
where y1 and y2 are linearly independent solutions. Let’s replace the constants (or parame-
ters) c1 and c2 in Equation 4 by arbitrary functions u1x and u2x. We look for a particu-
lar solution of the nonhomogeneous equation ay by cy Gx of the form
(This method is called variation of parameters because we have varied the parameters c1
and c2 to make them functions.) Differentiating Equation 5, we get
Since u1 and u2 are arbitrary functions, we can impose two conditions on them. One con-
dition is that yp is a solution of the differential equation; we can choose the other condition
so as to simplify our calculations. In view of the expression in Equation 6, let’s impose the
condition that
7 u1 y1 u2 y2 0
6 ■ NONHOMOGENEOUS LINEAR EQUATIONS
au1 y1 u2 y2 u1 y1 u2 y2 bu1 y1 u2 y2 cu1 y1 u2 y2 G
or
8 u1ay1 by1 cy1 u2ay2 by2 cy2 au1 y1 u2 y2 G
Equations 7 and 9 form a system of two equations in the unknown functions u1 and u2 .
After solving this system we may be able to integrate to find u1 and u2 and then the par-
ticular solution is given by Equation 5.
Set
(We seek a particular solution, so we don’t need a constant of integration here.) Then,
from Equation 10, we obtain
π
0 2 sin x sin 2x cos 2x 1
yp u2 u1 cos x sec x
cos x cos x cos x
_1
Exercises
16. y 3y 4 y x 3 xe x
A Click here for answers. S Click here for solutions.
17. y 2 y 10 y x 2ex cos 3x
1–10 Solve the differential equation or initial-value problem 18. y 4y e 3x x sin 2x
using the method of undetermined coefficients. ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
1. y 3y 2y x 2
2. y 9y e 3x
19–22 Solve the differential equation using (a) undetermined
3. y 2y sin 4x 4. y 6y 9y 1 x coefficients and (b) variation of parameters.
x 19. y 4y x
5. y 4y 5y e 6. y 2y y xex
20. y 3y 2y sin x
7. y y e x x 3, y0 2, y0 0
21. y 2y y e 2x
8. y 4y e x cos x, y0 1, y0 2
9. y y xe x, y0 2, y0 1 22. y y e x
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
13 –18 Write a trial solution for the method of undetermined 26. y 3y 2y sine x
coefficients. Do not determine the coefficients. 1
27. y y
13. y 9 y e 2x
x sin x2 x
e2x
14. y 9 y xe x
cos x 28. y 4y 4y
x3
15. y 9 y 1 xe 9x ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
8 ■ NONHOMOGENEOUS LINEAR EQUATIONS
Answers
1. y c1 e2x c2 ex 2 x 2 2 x
1 3 7
4
7. y 2 cos x 2 sin x 2 e x 3 6x
3 11 1 x
9. y e x ( 2 x 2 x 2)
1
_4
3. The auxiliary equation is r 2 − 2r = r(r − 2) = 0, so the complementary solution is yc (x) = c1 + c2 e2x . Try the
particular solution yp (x) = A cos 4x + B sin 4x, so yp0 = −4A sin 4x + 4B cos 4x
and yp00 = −16A cos 4x − 16B sin 4x. Substitution into the differential equation
gives (−16A cos 4x − 16B sin 4x) − 2(−4A sin 4x + 4B cos 4x) = sin 4x ⇒
1
(−16A − 8B) cos 4x + (8A − 16B) sin 4x = sin 4x. Then −16A − 8B = 0 and 8A − 16B = 1 ⇒ A= 40
1
and B = − 20 . Thus the general solution is y(x) = yc (x) + yp (x) = c1 + c2 e2x + 1
40
cos 4x − 1
20
sin 4x.
and 0 = y0 (0) = c2 + 1
2
−6 ⇒ c2 = 11
2
. Thus the solution to the initial-value problem is
y(x) = 3
2
cos x + 11
2
sin x + 12 ex + x3 − 6x.
13. Here yc (x) = c1 cos 3x + c2 sin 3x. For y00 + 9y = e2x try yp1 (x) = Ae2x and for y 00 + 9y = x2 sin x try
yp2 (x) = (Bx2 + Cx + D) cos x + (Ex2 + F x + G) sin x. Thus a trial solution is
yp (x) = yp1 (x) + yp2 (x) = Ae2x + (Bx2 + Cx + D) cos x + (Ex2 + F x + G) sin x.
15. Here yc (x) = c1 + c2 e−9x . For y 00 + 9y0 = 1 try yp1 (x) = Ax (since y = A is a solution to the complementary
equation) and for y 00 + 9y0 = xe9x try yp2 (x) = (Bx + C)e9x .
Note: Solving Equations (7) and (9) in The Method of Variation of Parameters gives
Gy2 Gy1
u01 = − and u02 =
a (y1 y20 − y2 y10 ) a (y1 y20 − y2 y10 )
We will use these equations rather than resolving the system in each of the remaining exercises in this section.
19. (a) The complementary solution is yc (x) = c1 cos 2x + c2 sin 2x. A particular solution is of the form
1
yp (x) = Ax + B. Thus, 4Ax + 4B = x ⇒ A= 4
and B = 0 ⇒ yp (x) = 14 x. Thus, the general
solution is y = yc + yp = c1 cos 2x + c2 sin 2x + 14 x.
(b) In (a), yc (x) = c1 cos 2x + c2 sin 2x, so set y1 = cos 2x, y2 = sin 2x. Then
y1 y20 − y2 y10 = 2 cos2 2x + 2 sin2 2x = 2 so u01 = − 12 x sin 2x ⇒
R ¡ ¢
u1 (x) = − 12 x sin 2x dx = − 14 −x cos 2x + 12 sin 2x [by parts] and u02 = 12 x cos 2x
R ¡ ¢
⇒ u2 (x) = 12 x cos 2xdx = 14 x sin 2x + 12 cos 2x [by parts]. Hence
¡ ¢ ¡ ¢
yp (x) = − 14 −x cos 2x + 12 sin 2x cos 2x + 14 x sin 2x + 12 cos 2x sin 2x = 14 x. Thus
y(x) = yc (x) + yp (x) = c1 cos 2x + c2 sin 2x + 14 x.
(b) From (a), yc (x) = c1 ex + c2 xex , so set y1 = ex , y2 = xex . Then, y1 y20 − y2 y10 = e2x (1 + x) − xe2x = e2x
R
and so u01 = −xex ⇒ u1 (x) = − xex dx = −(x − 1)ex [by parts] and u02 = ex ⇒
R
u2 (x) = ex dx = ex . Hence yp (x) = (1 − x)e2x + xe2x = e2x and the general solution is
y(x) = yc (x) + yp (x) = c1 ex + c2 xex + e2x .
NONHOMOGENEOUS LINEAR EQUATIONS ■ 11
−e2x e−x
25. y1 = ex , y2 = e2x and y1 y20 − y2 y10 = e3x . So u01 = −x
=− and
(1 + e )e 3x 1 + e−x
Z
e−x ex ex
u1 (x) = − dx = ln(1 + e−x ). u02 = = 3x so
1 + e−x (1 + e−x )e3x e + e2x
Z µ ¶
ex ex + 1
u2 (x) = 3x 2x
dx = ln − e−x = ln(1 + e−x ) − e−x . Hence
e +e ex
yp (x) = ex ln(1 + e−x ) + e2x [ln(1 + e−x ) − e−x ] and the general solution is
y(x) = [c1 + ln(1 + e−x )]ex + [c2 − e−x + ln(1 + e−x )]e2x .
ex e−x
27. y1 = e−x , y2 = ex and y1 y20 − y2 y10 = 2. So u01 = − , u02 = and
2x 2x
Z x Z −x
e e
yp (x) = −e−x dx + ex dx. Hence the general solution is
2x 2x
µ Z x ¶ µ Z −x ¶
e e
y(x) = c1 − dx e−x + c2 + dx ex .
2x 2x