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2. Method of undetermined coefficients
Differential equations
Lecture 1: Introduction
LEARNING OUTCOME
Motivation
Identification
Mathematical examples
Applications
Homework
Motivation
Example 8 from 2.2
Use the method of undetermined coefficients to solve the following IVP:
𝑑2𝑦 𝑑𝑦 𝑑𝑦
− 3 = 9 if, for 𝑥 = 0, 𝑦 = 0 and = 0.
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
Identify "special cases" ("snags")
The particular integral
𝒇(𝒙) Trial solution 𝒀 𝒚𝒄 and special 𝒀
𝑓 𝑥 = 𝑀 + 𝑁𝑥 + 𝑃𝑥 2 + ⋯ 𝑌 = 𝑎 + 𝑏𝑥 + 𝑐𝑥 2 + ⋯
𝑓 𝑥 = 𝐷𝑒 𝑘𝑥 𝑌 = 𝑎𝑒 𝑘𝑥 𝑦𝑐 contains 𝑒 𝑘𝑐 ⇒ 𝑌 = 𝑎𝑥𝑒 𝑘𝑥
m 2 − 3m = 0 Y = ax y = A + Be3 x − 3x
m1 = 0 or m2 = 3 Y'=a y ' = 3Be3 x − 3
yc = A + Be3x
Y"=0 0 = 3B − 3 B = 1
−3a = 9 0 = A + B A = −1
a = −3
y = e3 x − 1 − 3 x
Why no special case?
d 2x
y ''+ y '− 2 y = 3sin x 2
+ 6 x = 8t
dt
yc = Ae −2 x + Be x xc = A cos 6t + B sin 6t
No sin 𝑥 in 𝑦𝑐 No polynomial in 𝑥𝑐
d 2i di −3t
+ 3 + 2i = 5e
dt 2 dt
ic = Ae −2t + Be − t
No 𝑒 −3𝑡 in 𝑖𝑐
Mathematical examples
Example 1 Snag 𝑌 = 𝑎𝑒 2𝑡
Solve 𝑦" − 𝑦 = 2𝑒 𝑡 + 6𝑒 2𝑡 .
m −1 = 0
2
Y " = 4ae 2t + b et + et + tet
m = 1
Y " = 4ae 2t + 2bet + btet
yc = Ae − t + Bet
4ae + 2be + bte − ( ae + bte ) = 2e + 6e
2t t t 2t t t 2t
Y = ae + bte2t t
e 2 t : 4a − a = 6 a = 2
Y ' = 2ae 2t + b ( et + tet ) et : 2b = 2 b = 1
y = Ae − t + Bet + 2e 2t + tet
Y ' = 2ae + be + bte
2t t t
Example 2
Solve 𝑦" + 𝑦 = 4 cos 𝑥
m +1 = 0
2
m=j
yc = A cos x + B sin x
No special case
Example 3
𝑑2𝑦 𝑑𝑦 4𝑥 2 𝑑𝑦 1
Solve: − 2 + 𝑦 = 3𝑒 given 𝑥 = 0, 𝑦 = − and = 4
𝑑𝑥 2 𝑑𝑥 3 𝑑𝑥 3
1 4x
m − 2m + 1 = 0 y = e ( A + Bx ) + e
2 x
3
1 4x
m = 1 twice 4 4x y = e ( 4 x − 1) + e
x
y ' = e ( A + Bx ) + Be + e
x x
3
3
yc = e x ( A + Bx )
2 1
− = A+ A = −1
Y = ae 4 x 3 3
13 4
= A+ B + B=4
4 3
1 4x
yp = e
3
Example 4 (DIY)
𝑑2𝑦
Solve: + 16𝑦 = 10 cos 4𝑥 given 𝑦(0) = 3 and 𝑦′(0) = 4
𝑑𝑥 2
Particular integral
m 2 + 16 = 0
5
y p = x sin 4 x
Complementary function 4
yc = A cos 4 x + B sin 4 x
General solution
5
Trial solution y = A cos 4 x + B sin 4 x + x sin 4 x
4
Y = x(a cos 4 x + b sin 4 x)
Particular solution
a = 0; b = 5 4 5
y = 3cos 4 x + sin 4 x + x sin 4 x
4
No special case
Example 5 (DIY)
𝑑2𝑦 𝑑𝑦
Solve: + − 6𝑦 = 12𝑥 − 50 sin 𝑥
𝑑𝑥 2 𝑑𝑥
Complementary function
yc = Ae 2 x + Be −3 x
Trial solution
Y = ax + b + e sin x + f cos x
General solution
−3 x 1
y = Ae + Be
2x
− 2 x − + 7 sin x + cos x
3
Applications
Example 6
𝑑2 𝑦
Consider the + 16𝑦 = 10 cos 4𝑥 subject to 𝑦 0 = 0 and 𝑦′(0) = −1.
following IVP: 2
𝑑𝑥
Without solving the problem, which of the following graphs represents the solution of
the problem? Motivate your answer.
A B
A load P is applied to each end of a column of length L. A force F is applied to the column
at 𝑥 = 𝐿/2. Let 𝑦 = 𝑦(𝑥) be the deflection of the column at the point 𝑥. The deflection
of the column is governed by
𝑑2 𝑦 𝐹 𝐿
𝐸𝐼 2 + 𝑃𝑦 + 𝑥 = 0, 0≤𝑥≤
𝑑𝑥 2 2
F
𝑑𝑦
Assume 𝑦 0 = 0 and ቚ = 0.
𝑑𝑥 𝑥=𝐿/2
𝑃 𝐹 𝑘𝐿
c) Let 𝑘 = . Is 𝑦 = sin 𝑘𝑥 sec − 𝑘𝑥 ? Justify your answer with relevant
𝐸𝐼 2𝑘𝑃 2
calculations.
F
2
d y P F Y = a + bx b=− 2
2
+ y = − x 2k EI
dx EI 2 EI
Y ' = b; Y '' = 0 2
𝑃
𝑘 𝐸𝐼 = 𝐸𝐼 = 𝑃
d2y F 𝐸𝐼
+ k 2
y = − x F
dx 2
2 EI k ( a + bx ) = −
2
x
2 Ei F
b = −
2P
m 2 + k 2 = 0 m = kj k 2a = 0 a = 0
F
yc = A cos kx + B sin kx F yp = − x PTO
k b=−
2
2P
2 EI
Singh, K. 2011. Engineering Mathematics through applications, p 765
Example 7 (cont.)
𝑑2 𝑦 𝐹 𝐿 𝑑𝑦
𝐸𝐼 2 + 𝑃𝑦 + 𝑥 = 0, 0 ≤ 𝑥 ≤ , 𝑦 0 = 0 and ቚ = 0.
𝑑𝑥 2 2 𝑑𝑥 𝑥=𝐿/2
𝑃 𝐹 𝑘𝐿
c) Let 𝑘 = . Is 𝑦 = sin 𝑘𝑥 sec − 𝑘𝑥 ? Justify your answer with relevant
𝐸𝐼 2𝑘𝑃 2
calculations.
F
yc = A cos kx + B sin kx 0 = A cos 0 + B sin 0 −
F
(0) B = sec ( kL 2 )
2P 2kP
F
yp = − x A=0
F F
sec ( 2 ) sin kx −
2P
y = kL x
F kL F 2kP 2P
y = A cos kx + B sin kx − x 0 = 0 + kB cos −
2P 2 2P
F
F y = sec ( kL 2 ) sin kx − kx
F B= 2P
2kP
y ' = − kA sin kx + kB cos kx − k cos ( kL 2 )
2P
Homework (Ms Spoelstra)
Solve before the next class (Voges)
2
1d x 2 4
a) 2
+ 4 x = 0, x(0) = , x '(0) = −
2 dt 3 3
d 2x
b) 2
+ 5 x '+ 4 x = 0, x(0) = 1, x '(0) = 1
dt
1 d 2x
c) 2
+ x '+ 5 x = 0, x(0) = −2, x '(0) = 0
2 dt
2
d x
d) 2
+ 8 x '+ 16 x = 0, x(0) = −2, x '(0) = −5
dt
The solutions will be used in the next theory class ☺
Exercise 2.4: Use MATLAB to conform your answers
.
.
𝑑2 𝑠
1. A body moves according to the equation: + 𝑠 = 𝑡 2 + 1. Determine the displacement s
𝑑𝑡 2
in terms of t if 𝑠 0 = 5 m and 𝑠 1 = 0 m.
𝑑2 𝑦 𝑑𝑦
3. Find the general solution of: 6 2 +4 − 2𝑦 = 3𝑥 − 2.
𝑑𝑥 𝑑𝑥
𝑑2𝜃 𝑑𝜃
4. In a galvanometer the deflection 𝜃 satisfies the differential equation: +4 + 4𝜃 = 8 .
𝑑𝑡 2 𝑑𝑡
𝑑𝜃
Solve the equation for given that when t = 0, 𝜃 = =2
𝑑𝑡
Self-test 2.4
This is not for marks. First 2 questions are revision from earlier work.
𝑑𝑦 sec2 𝑥−2𝑥𝑦
1. Consider the following differential equation: =
𝑑𝑥 𝑥 2 +𝑦
1a) Is this differential equation linear? Motivate your answer.
1b) Why is it impossible to determine the particular solution of this differential equation?
2. A Corona virus is spreading through a community. The rate at which the virus is spreading 𝑑𝑦ൗ𝑑𝑡
is directly proportional to the product of 2 quantities:
i. the percentage of people who have the disease at a certain time [𝑦(𝑡)], and
ii. the percentage people who have not yet contracted the disease at that time
Suppose that at the beginning of the epidemic 2% of people have Corona.
2a) Write down (but DO NOT SOLVE) the DE with the initial condition.
2b) Because of underlying assumptions, all mathematical models of the real world are wrong. For
models to be useful, the assumptions need to be known. Provide any reasonable assumption
made in the model above.
Self-test 2.4 (cont.)
𝑑2 𝑦 𝑑𝑦
3. The standard form of a second order linear DE with constant coefficients is 𝑎 2 +𝑏 + 𝑐𝑦 = 𝑓(𝑥).
𝑑𝑥 𝑑𝑥
This DE can be solved using the method of undetermined coefficients. This method requires you to find a
trial solution (𝑌) in order to find the particular integral. Complete the following table to indicate the trial
solution you would use if 𝑓 𝑥 is given. You can assume that no special cases are involved.
𝑓 𝑥 = 4 sin 3𝑥
𝑓 𝑥 = 7𝑒 2𝑥
𝑓 𝑥 = 4𝑥 + cos 𝑥
𝑓 𝑥 = 2𝑥 3 − 7