diff eqns

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diff eqns

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In this section we learn how to solve second-order nonhomogeneous linear differential equations with constant coefficients, that is, equations of the form

1

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).

3 Theorem The general solution of the nonhomogeneous differential equation (1)

can be written as

where yp is a particular solution of Equation 1 and yc is the general solution of the

complementary Equation 2.

Proof All we have to do is verify that if y is any solution of Equation 1, then y yp is a

solution of the complementary Equation 2. Indeed

ay by cy ayp byp cyp

tx tx 0

We know from Additional Topics: Second-Order Linear Differential Equations how to

solve the complementary equation. (Recall that the solution is yc c1 y1 c2 y2 , where y1

and y2 are linearly independent solutions of Equation 2.) Therefore, Theorem 3 says that

we know the general solution of the nonhomogeneous equation as soon as we know a particular solution yp . There are two methods for finding a particular solution: The method of

undetermined coefficients is straightforward but works only for a restricted class of functions G. The method of variation of parameters works for every function G but i0s usually

more difficult to apply in practice.

The Method of Undetermined Coefficients

We first illustrate the method of undetermined coefficients for the equation

ay by cy Gx

where Gx) is a polynomial. It is reasonable to guess that there is a particular solution

yp that is a polynomial of the same degree as G because if y is a polynomial, then

ay by cy is also a polynomial. We therefore substitute ypx a polynomial (of the

same degree as G ) into the differential equation and determine the coefficients.

EXAMPLE 1 Solve the equation y y 2y x 2.

SOLUTION The auxiliary equation of y y 2y 0 is

r 2 r 2 r 1r 2 0

1

yc c1 e x c2 e2x

Since Gx x 2 is a polynomial of degree 2, we seek a particular solution of the form

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

or

Figure 1 shows four solutions of the differential equation in Example 1 in terms of the particular solution yp and the functions f x e x

and tx e2 x.

2A 2B 0

2A B 2C 0

A 12

yp+2f+3g

yp+3g

2A 1

B 12

C 34

yp+2f

_3

ypx 12 x 2 12 x 34

yp

_5

y yc yp c1 e x c2 e2x 12 x 2 12 x 34

FIGURE 1

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.

EXAMPLE 2 Solve y 4y e 3x.

SOLUTION The auxiliary equation is r 2 4 0 with roots 2i, so the solution of the

Figure 2 shows solutions of the differential

equation in Example 2 in terms of yp and the

functions f x cos 2x and tx sin 2x.

Notice that all solutions approach as x l

and all solutions resemble sine functions when

x is negative.

complementary equation is

ycx c1 cos 2x c2 sin 2x

For a particular solution we try ypx Ae 3x. Then yp 3Ae 3x and yp 9Ae 3x. Substituting into the differential equation, we have

9Ae 3x 4Ae 3x e 3x

yp+f+g

yp+g

yp

_4

yp+f

_2

FIGURE 2

2

ypx 131 e 3x

and the general solution is

yx c1 cos 2x c2 sin 2x 131 e 3x

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

ypx A cos kx B sin kx

SOLUTION We try a particular solution

yp A sin x B cos x

Then

A cos x B sin x A sin x B cos x 2A cos x B sin x sin x

3A B cos x A 3B sin x sin x

or

This is true if

3A B 0

and

A 3B 1

A 101

B 103

so a particular solution is

ypx 101 cos x 103 sin x

In Example 1 we determined that the solution of the complementary equation is

yc c1 e x c2 e2x. Thus, the general solution of the given equation is

yx c1 e x c2 e2x 101 cos x 3 sin x

If Gx is a product of functions of the preceding types, then we take the trial solution 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

ypx Ax B cos 3x Cx D sin 3x

If Gx is a sum of functions of these types, we use the easily verified principle of superposition, which says that if yp1 and yp2 are solutions of

ay by cy G1x

ay by cy G1x G2x

EXAMPLE 4 Solve y 4y xe x cos 2x.

SOLUTION The auxiliary equation is r 2 4 0 with roots 2, so the solution of the com-

yp1x Ax Be x

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

yp1x ( 13 x 29 )e x

For the equation y 4y cos 2x, we try

yp2x C cos 2x D sin 2x

In Figure 3 we show the particular solution

yp yp1 yp 2 of the differential equation in

Example 4. The other solutions are given in

terms of f x e 2 x and tx e2 x.

Substitution gives

4C cos 2x 4D sin 2x 4C cos 2x D sin 2x cos 2x

8C cos 2x 8D sin 2x cos 2x

or

yp+2f+g

yp+g

yp+f

_4

yp2x 18 cos 2x

yp

_2

FIGURE 3

Finally we note that the recommended trial solution yp sometimes turns out to be a solution of the complementary equation and therefore cant be a solution of the nonhomogeneous 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.

EXAMPLE 5 Solve y y sin x.

SOLUTION The auxiliary equation is r 2 1 0 with roots i, so the solution of the com-

plementary equation is

ycx c1 cos x c2 sin x

Ordinarily, we would use the trial solution

ypx A cos x B sin x

but we observe that it is a solution of the complementary equation, so instead we try

ypx Ax cos x Bx sin x

Then

ypx 2A sin x Ax cos x 2B cos x Bx sin x

The graphs of four solutions of the differential equation in Example 5 are shown in Figure 4.

so A 12 , B 0, and

_2

ypx 12 x cos x

yp

_4

FIGURE 4

yx c1 cos x c2 sin x 12 x cos x

1. If Gx e kxPx, where P is a polynomial of degree n, then try ypx e kxQx,

substituting in the differential equation.)

2. If Gx e kxPx cos mx or Gx e kxPx sin mx, where P is an nth-degree

ypx e kxQx cos mx e kxRx sin mx

where Q and R are nth-degree polynomials.

Modification: If any term of yp is a solution of the complementary equation, multiply yp

by x (or by x 2 if necessary).

EXAMPLE 6 Determine the form of the trial solution for the differential equation

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

ypx e 2xA cos 3x B sin 3x

of the complementary equation is

ycx e 2xc1 cos 3x c2 sin 3x

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 written the solution as

4

where y1 and y2 are linearly independent solutions. Lets replace the constants (or parameters) c1 and c2 in Equation 4 by arbitrary functions u1x and u2x. We look for a particular solution of the nonhomogeneous equation ay by cy Gx of the form

5

(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

6

Since u1 and u2 are arbitrary functions, we can impose two conditions on them. One condition 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, lets impose the

condition that

7

u1 y1 u2 y2 0

Then

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

ay1 by1 cy1 0

and

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 particular solution is given by Equation 5.

EXAMPLE 7 Solve the equation y y tan x, 0 x 2.

SOLUTION The auxiliary equation is r 2 1 0 with roots i, so the solution of

of the form

ypx u1x sin x u2x cos x

Then

Set

u1 sin x u2 cos x 0

10

Then

yp yp u1 cos x u2 sin x tan x

11

u1sin 2x cos 2x cos x tan x

differential equation in Example 7.

u1 sin x

2.5

u1x cos x

(We seek a particular solution, so we dont need a constant of integration here.) Then,

from Equation 10, we obtain

0

yp

u2

sin x

sin 2x

cos 2x 1

u1

cos x sec x

cos x

cos x

cos x

_1

FIGURE 5

So

ypx cos x sin x sin x lnsec x tan x cos x

cos x lnsec x tan x

and the general solution is

yx c1 sin x c2 cos x cos x lnsec x tan x

Exercises

A Click here for answers.

18. y 4y e 3x x sin 2x

110

using the method of undetermined coefficients.

1. y 3y 2y x

2. y 9y e

3. y 2y sin 4x

7. y y e x x 3,

y0 2,

8. y 4y e x cos x,

y0 2,

y0 0

; 1112

What characteristics do these solutions have in common?

13 18

13. y 9 y e

x sin x

2

x

14. y 9 y xe

cos x

15. y 9 y 1 xe 9x

2328

Solve the differential equation using the method of variation of parameters.

1

1 ex

25. y 3y 2y

coefficients. Do not determine the coefficients.

2x

22. y y e x

y0 1,

21. y 2y y e 2x

y0 2

y0 1

19. y 4y x

y0 0

y0 1,

coefficients and (b) variation of parameters.

6. y 2y y xex

5. y 4y 5y e

1922

4. y 6y 9y 1 x

x

9. y y xe x,

3x

27. y y

1

x

e2x

x3

28. y 4y 4y

Answers

S

1. y c1 e2x c2 ex 2 x 2 2 x

1

3. y c1 c2 e 2x

7

4

1

5. y e c1 cos x c2 sin x 10 ex

3

11

1 x

7. y 2 cos x 2 sin x 2 e x 3 6x

1

9. y e x ( 2 x 2 x 2)

5

11.

The solutions are all

asymptotic to yp e x10 as

x l . Except for yp ,

all solutions approach

_2

4

yp

either or as x l .

1

40

2x

_4

13.

15.

17.

19.

21.

23.

25.

27.

yp Ax Bx C e 9x

yp xex Ax 2 Bx C cos 3x Dx 2 Ex F sin 3x

y c1 cos 2x c2 sin 2x 14 x

y c1e x c2 xe x e 2x

y c1 x sin x c2 ln cos x cos x

y c1 ln1 ex e x c2 ex ln1 ex e 2x

y [c1 12 x e xx dx]ex [c2 12 x exx dx]e x

1. The auxiliary equation is r 2 + 3r + 2 = (r + 2)(r + 1) = 0, so the complementary solution is

yc (x) = c1 e2x + c2 ex . We try the particular solution yp (x) = Ax2 + Bx + C, so yp0 = 2Ax + B and

yp00 = 2A. Substituting into the differential equation, we have (2A) + 3(2Ax + B) + 2(Ax2 + Bx + C) = x2 or

2Ax2 + (6A + 2B)x + (2A + 3B + 2C) = x2 . Comparing coefficients gives 2A = 1, 6A + 2B = 0, and

2A + 3B + 2C = 0, so A = 12 , B = 32 , and C =

2x

+ c2 e

1 2

x

2

7

.

4

3

x

2

+ 74 .

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

(16A 8B) cos 4x + (8A 16B) sin 4x = sin 4x. Then 16A 8B = 0 and 8A 16B = 1

1

and B = 20

. Thus the general solution is y(x) = yc (x) + yp (x) = c1 + c2 e2x +

1

40

cos 4x

1

20

A=

1

40

sin 4x.

yc (x) = e2x (c1 cos x + c2 sin x). Try yp (x) = Aex , so yp0 = Aex and yp00 = Aex . Substitution gives

Aex 4(Aex ) + 5(Aex ) = ex

2x

10Aex = ex

A=

1

.

10

1 x

e .

10

yc (x) = c1 cos x + c2 sin x. For y00 + y = ex try yp1 (x) = Aex . Then yp0 1 = yp001 = Aex and substitution gives

Aex + Aex = ex

Then yp0 2 = 3Ax2 + 2Bx + C and yp002 = 6Ax + 2B. Substituting, we have

6Ax + 2B + Ax3 + Bx2 + Cx + D = x3 , so A = 1, B = 0, 6A + C = 0 C = 6, and 2B + D = 0

y(x) = yc (x) + yp1 (x) + yp2 (x) = c1 cos x + c2 sin x + 12 ex + x3 6x. But 2 = y(0) = c1 +

and 0 = y0 (0) = c2 +

y(x) =

3

2

cos x +

11

2

1

2

c2 =

11

.

2

1

2

c1 =

3

2

sin x + 12 ex + x3 6x.

Try yp (x) = x(Ax + B)ex so that no term in yp is a solution of the complementary equation. Then

yp0 = (Ax2 + (2A + B)x + B)ex and yp00 = (Ax2 + (4A + B)x + (2A + 2B))ex . Substitution into the

differential equation gives (Ax2 + (4A + B)x + (2A + 2B))ex (Ax2 + (2A + B)x + B)ex = xex

(2Ax + (2A + B))ex = xex A = 12 , B = 1. Thus yp (x) = 12 x2 x ex and the general solution is

10Aex = ex , so A =

1

10

y(x) = c1 ex/4 + c2 ex +

1 x

e .

10

solution (which approaches 0 as x ), they all approach

either or as x . As x , all solutions are

asymptotic to yp =

1 x

e .

10

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 e9x . 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 .

17. Since yc (x) = ex (c1 cos 3x + c2 sin 3x) we try

yp (x) = x(Ax2 + Bx + C)ex cos 3x + x(Dx2 + Ex + F )ex sin 3x (so that no term of yp is a solution of the

complementary equation).

Note: Solving Equations (7) and (9) in The Method of Variation of Parameters gives

u01 =

Gy2

a (y1 y20 y2 y10 )

u02 =

and

Gy1

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

yp (x) = Ax + B. Thus, 4Ax + 4B = x

A=

1

4

(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

R

y(x) = yc (x) + yp (x) = c1 cos 2x + c2 sin 2x + 14 x.

solution is of the form yp (x) = Ae2x . Thus 4Ae2x 4Ae2x + Ae2x = e2x

2x

Ae2x = e2x

x

A=1

(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 .

sec x cos x

y1 y20 y2 y10 = sin2 x cos2 x = 1, so u01 =

= 1 u1 (x) = x and

1

R

sec x sin x

u02 =

= tan x u2 (x) = tan xdx = ln |cos x| = ln(cos x) on 0 < x < 2 . Hence

1

yp (x) = x sin x + cos x ln(cos x) and the general solution is y(x) = (c1 + x) sin x + [c2 + ln(cos x)] cos x.

25. y1 = ex , y2 = e2x and y1 y20 y2 y10 = e3x . So u01 =

Z

e2x

ex

=

and

x

3x

(1 + e )e

1 + ex

ex

ex

ex

dx = ln(1 + ex ). u02 =

= 3x

so

1 + ex

(1 + ex )e3x

e + e2x

Z

ex

ex + 1

u2 (x) =

ex = ln(1 + ex ) ex . Hence

dx = ln

3x

2x

e +e

ex

u1 (x) =

ex

ex

and

27. y1 = ex , y2 = ex and y1 y20 y2 y10 = 2. So u01 = , u02 =

2x

2x

Z x

Z x

e

e

dx + ex

dx. Hence the general solution is

yp (x) = ex

2x

2x

Z x

Z x

e

e

y(x) = c1

dx ex + c2 +

dx ex .

2x

2x

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