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51
Second order differential equations of
d2 y dy
the form a dx2 + b dx + cy = f (x)
(iv) Since the term on the right hand side of the given
51.3 Worked problems on differential equation is a constant, i.e. f (x) = 4, let the P.I.
equations of the form also be a constant, say v = k (see Table 51.1(a)).
d2 y dy (v) Substituting v = k into (D2 + D − 2)v = 4
a 2 +b + cy = f (x) where gives (D2 + D − 2)k = 4. Since D(k) = 0 and
dx dx
f (x) is a constant or polynomial D2 (k) = 0 then −2k = 4, from which, k = −2.
Hence the P.I., v = −2.
(vi) The general solution is given by y = u + v, i.e.
Problem 1. Solve the differential equation y = Aex + Be−2x − 2.
d2 y dy
+ − 2y = 4.
dx 2 dx
Problem 2. Determine the particular solu-
d2 y dy
Using the procedure of Section 51.2: tion of the equation 2 − 3 = 9, given the
dx dx
d2 y dy boundary conditions that when x = 0, y = 0 and
(i) + − 2y = 4 in D-operator form is dy
dx 2 dx = 0.
(D2 + D − 2)y = 4. dx
(ii) Substituting m for D gives the auxiliary equa-
Using the procedure of Section 51.2:
tion m2 + m − 2 = 0. Factorising gives: (m − 1)
(m + 2) = 0, from which m = 1 or m = −2. d2 y dy
(i) − 3 = 9 in D-operator form is
(iii) Since the roots are real and different, the C.F., dx 2 dx
u = Aex + Be−2x . (D2 − 3D)y = 9.
SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 483
(ii) Substituting m for D gives the auxil- (2D2 − 11D + 12)v = 3x − 2 gives:
iary equation m2 − 3m = 0. Factorising gives: (2D2 − 11D + 12)(ax + b) = 3x − 2,
m(m − 3) = 0, from which, m = 0 or m = 3.
i.e. 2D2 (ax + b) − 11D(ax + b)
(iii) Since the roots are real and different, the C.F.,
u = Ae0 + Be3x , i.e. u = A + Be3x . + 12(ax + b) = 3x − 2
i.e. 0 − 11a + 12ax + 12b = 3x − 2
(iv) Since the C.F. contains a constant (i.e. A) then
let the P.I., v = kx (see Table 51.1(a)). Equating the coefficients of x gives: 12a = 3,
(v) Substituting v = kx into (D2 − 3D)v = 9
gives from which, a = 41 .
(D2 − 3D)kx = 9. Equating the constant terms gives:
D(kx) = k and D2 (kx) = 0. −11a + 12b = −2.
Hence (D2 − 3D)kx = 0 − 3k = 9, from which, ! "
k = −3. i.e. −11 41 + 12b = −2 from which,
Hence the P.I., v = −3x. 11 3 1
12b = −2 + = i.e. b =
(vi) The general solution is given by y = u + v, i.e. 4 4 16
y = A + Be3x −3x. 1 1
Hence the P.I., v = ax + b = x +
4 16
(vii) When x = 0, y = 0, thus 0 = A + Be0 − 0, i.e. (vi) The general solution is given by y = u + v, i.e.
0=A+B (1)
dy dy 3 1 1
3x
= 3Be − 3; = 0 when x = 0, thus y = Ae 2 x + Be4x + x +
dx dx 4 16
0
0 = 3Be − 3 from which, B = 1. From equa-
tion (1), A = −1. Now try the following exercise.
Hence the particular solution is
y = −1 + 1e3x − 3x, Exercise 190 Further problems on differen-
tial equations of the form
i.e. y = e3x − 3x − 1 d2 y dy
a 2 + b + cy = f (x) where f (x) is a
dx dx
constant or polynomial.
Problem 3. Solve the differential equation
d2 y dy In Problems 1 and 2, find the general solutions
2 2 − 11 + 12y = 3x − 2. of the given differential equations.
dx dx
d2 y dy
1. 2 2
+ 5 − 3y = 6
dx dx
Using the procedure of Section 51.2: #
1
$
d2 y y = Ae 2 x + Be−3x − 2
dy
(i) 2 2 − 11 + 12y = 3x − 2 in D-operator I
dx dx
form is d2 y dy
2. 6 + 4 − 2y = 3x − 2
(2D2 − 11D + 12)y = 3x − 2. dx 2 dx
# $
1
x −x 3
(ii) Substituting m for D gives the auxiliary equa- y = Ae + Be − 2 − 2 x
3
tion 2m2 − 11m + 12 = 0. Factorising gives:
(2m − 3)(m − 4) = 0, from which, m = 23 or In Problems 3 and 4 find the particular solutions
m = 4. of the given differential equations.
(iii) Since the roots are real and different, the C.F., d2 y dy
3 3. 3 2 + − 4y = 8; when x = 0, y = 0 and
u = Ae 2 x + Be4x dx dx
dy
= 0.
(iv) Since f (x) = 3x − 2 is a polynomial, let the P.I., dx # $
v = ax + b (see Table 51.1(b)). 4
y = 27 (3e− 3 x + 4ex ) − 2
(v) Substituting v = ax + b into
484 DIFFERENTIAL EQUATIONS
d2 y (iii) Since the roots are real and different the C.F.,
3. + 9y = 26e2x 5
dx 2 u = Aex + Be− 2 x .
[y = A cos 3x + B sin 3x + 2e2x ] (iv) Let the P.I., v = A sin 2x + B cos 2x (see
Table 51.1(d)).
d2 y dy t
4. 9 − 6 + y = 12e 3 (v) Substituting v = A sin 2x + B cos 2x into
dt 2 dt (2D2 + 3D − 5)v = 6 sin 2x gives:
! "
1 1
t 2 2 3t
y = (At + B)e + 3 t e
3 (2D2 + 3D − 5)(A sin 2x + B cos 2x) = 6 sin 2x.
D(A sin 2x + B cos 2x)
In problems 5 and 6 find the particular solutions = 2A cos 2x − 2B sin 2x
of the given differential equations.
D2 (A sin 2x + B cos 2x)
d2 y dy 1 = D(2A cos 2x − 2B sin 2x)
5. 5 2
+ 9 − 2y = 3ex ; when x = 0, y =
dx dx 4 = −4A sin 2x − 4B cos 2x
dy
and = 0. Hence (2D2 + 3D − 5)(A sin 2x + B cos 2x)
dx ! # $ "
5 1 1 = − 8A sin 2x − 8B cos 2x + 6A cos 2x
y= e−2x − e 5 x + ex
44 4 − 6B sin 2x − 5A sin 2x − 5B cos 2x
= 6 sin 2x
d2 y dy Equating coefficient of sin 2x gives:
6. 2
− 6 + 9y = 4e3t ; when t = 0, y = 2
dt dt
dy −13A − 6B = 6 (1)
and =0 [y = 2e3t (1 − 3t + t 2 )]
dt Equating coefficients of cos 2x gives:
6A − 13B = 0 (2)
6 × (1)gives : − 78A − 36B = 36 (3)
13 × (2)gives : 78A − 169B = 0 (4)
51.5 Worked problems on differential
equations of the form (3) + (4)gives : − 205B = 36
d2 y dy −36
a 2 + b + cy = f (x) where f (x) from which, B=
dx dx 205
is a sine or cosine function −36
Substituting B = into equation (1) or (2)
205
Problem 7. Solve the differential equation −78
gives A =
d2 y dy 205
2 2 + 3 − 5y = 6 sin 2x. −78 36
dx dx Hence the P.I., v = sin 2x − cos 2x.
205 205
(vi) The general solution, y = u + v, i.e.
Using the procedure of Section 51.2: 5
y = Aex + Be− 2 x
d2 y dy 2
(i) 2 +3 −5y = 6 sin 2x in D-operator form − (39 sin 2x + 18 cos 2x)
dx 2 dx 205
is (2D2 + 3D − 5)y = 6 sin 2x
(ii) The auxiliary equation is 2m2 + 3m − 5 = 0, d2 y
from which, Problem 8. Solve + 16y = 10 cos 4x
dx 2
(m − 1)(2m + 5) = 0, dy
given y = 3 and = 4 when x = 0.
i.e. m = 1 or m = −25 dx
SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 487
Using the procedure of Section 51.2: (vi) The general solution, y = u + v, i.e.
d2 y y = A cos 4x + B sin 4x + 45 x sin 4x
(i) + 16y = 10 cos 4x in D-operator form is
dx 2 (vii) When x = 0, y = 3, thus
2
(D + 16)y = 10 cos 4x 3 = A cos 0 + B sin 0 + 0, i.e. A = 3.
2 dy
√ equation is m + 16 = 0, from
(ii) The auxiliary
dx
= −4A sin 4x + 4B cos 4x
which m = −16 = ± j4.
+ 45 x(4 cos 4x) + 45 sin 4x
(iii) Since the roots are complex the C.F.,
u = e0 (A cos 4x + B sin 4x) dy
When x = 0, = 4, thus
dx
i.e. u = Acos 4x + B sin 4x
4 = −4A sin 0 + 4B cos 0 + 0 + 45 sin 0
(iv) Since sin 4x occurs in the C.F. and in the i.e. 4 = 4B, from which, B = 1
right hand side of the given differential equa- Hence the particular solution is
tion, let the P.I., v = x(C sin 4x + D cos 4x) (see
Table 51.1(d), snag case—constants C and D y = 3 cos 4x + sin 4x + 45 x sin 4x
are used since A and B have already been used
in the C.F.). Now try the following exercise.
(v) Substituting v = x(C sin 4x + D cos 4x) into
(D2 + 16)v = 10 cos 4x gives: Exercise 192 Further problems on differen-
tial equations of the form
(D2 + 16)[x(C sin 4x + D cos 4x)] d2 y dy
a 2 +b + cy = f (x) where f (x) is a sine
= 10 cos 4x dx dx
or cosine function
D[x(C sin 4x + D cos 4x)]
In Problems 1 to 3, find the general solutions of
= x(4C cos 4x − 4D sin 4x) the given differential equations.
+ (C sin 4x + D cos 4x)(1),
d2 y dy
by the product rule 1. 2 − − 3y = 25 sin 2x
dx 2 dx
# $
D2 [x(C sin 4x + D cos 4x)] 3
y = Ae 2 x + Be−x
= x(−16C sin 4x − 16D cos 4x) − 15 (11 sin 2x − 2 cos 2x)
+ (4C cos 4x − 4D sin 4x)
d2 y dy
+ (4C cos 4x − 4D sin 4x) 2. 2
− 4 + 4y = 5 cos x
dx dx
% &
Hence (D2 + 16)[x(C sin 4x + D cos 4x)] y = (Ax + B)e2x − 45 sin x + 35 cos x I
= − 16Cx sin 4x−16Dx cos 4x + 4C cos 4x
d2 y
− 4D sin 4x + 4C cos 4x − 4D sin 4x 3. + y = 4 cos x
dx 2
+ 16Cx sin 4x + 16Dx cos 4x
[y = A cos x + B sin x + 2x sin x]
= 10 cos 4x,
4. Find the particular solution of the differential
i.e. −8D sin 4x + 8C cos 4x = 10 cos 4x d2 y dy
equation 2 − 3 − 4y = 3 sin x; when
Equating coefficients of cos 4x gives: dx dx
10 5 dy
8C = 10, from which, C = = x = 0, y = 0 and = 0.
8 4 dx
1
y= 4x
(6e − 51e ) −x
Equating coefficients of sin 4x gives:
−8D = 0, from which, D = 0.
170
! " 1
Hence the P.I., v = x 45 sin 4x . − (15 sin x − 9 cos x)
34
488 DIFFERENTIAL EQUATIONS
Using the procedure of Section 51.2: Solving equations (2) and (3) gives: c = 7 and
d = 1.
d2 y dy Hence the P.I.,
(i) + − 6y = 12x − 50 sin x in D-operator
dx 2 dx υ = −2x − 1
+ 7 sin x + cos x
form is 3
SECOND ORDER DIFFERENTIAL EQUATIONS (NON-HOMOGENEOUS) 489