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Module 6 Non-Homogeneous Linear Differential Equations Introduction In this module, we shall learn how to solve non-homogencous higher-order linear differential equation. You will learn to use the method of undetermined coefficients and inspection for equations with constant coefficients. Also, the method of reduction of order and the variation of parameters will be discussed for you to be able to solve second-order equations Topic Outcomes 1, Show the particular solution of a non-homogencous linear differential equation with constant coefficient using the method of undetermined coefficient correctly. 2. Show the particular solution of a non-homogeneous linear differential equation with constant coefficient using the method of inspection correctly. 3. Show the particular solution of a non-homogeneous 2nd-order linear differential equation using the method of reduction of order correctly. 4, Show the particular solution of a non-homogeneous 2nd-order linear differential equation using the method of variation of parameters correctly The Method of Undetermined Coefficients Given an nth-order linear differential equation ey dy bs) pe tt boa (2) FE + bnle)y = Re) From the previous lecture it is found out that the general solution of a non-homogeneous equation is Y= UerYp where y, is the complementary function corresponding to the solution of the homogeneous equation ay ay dy + (RF +n a(2) + by(x)y = 0 Vie ta (qt only and yp is the particular solution that takes on the form of R(x) bol ‘The table shown, shows the forms of the particular solution for the different forms of R(x) Ray ‘Assumed Solution cet a* - Ae* Pala) = daw + Ae + Ay © (Bor + Ba + + Bye + By) Pa(aje™ a (Box® + Baa” 1 +--+ Bye t+ By e™ sinbe, cosba Acosbx } Bsinbs {er e(Acosbz + Bsin br) roe ee xie™[ (Agx” + Aye” 14 ---+ Ani + By) cos br +(Boa” By} +++ By it + Bp) sin ba] where: 5 is the smallest non-negative integer that will make yp(r) not of the same form as the corresponding homogeneous equation. OTE: This method is applicable only if R(x) is of the form similar to the solutions on. of a constant coefficient homogeneous linear differential equ: Example 11, Solve the equation (D-A)y =5 () Solution: The auxiliary equation is m-4=0 and its roots is m = 4. Ye Up then ditect substitution of y, to (1) yields (D—A)up Diy — Ap = , then Dip ~ Ayp = 5 DA~4A 5 Solving the equation we have A =~ Therefore Ue 4 Hence the general solution of (1) is given by, y=ae— Example 12. Solve the equation (D* + D)y = sine @ Solution: The auxiliary equation is m+m=0 m(m+1)=0 and its roots are m = 0,—1. Therefore we may write cr tone Asina + Boose Ye Up Using (1) where y = y, D?y, + Dyy = sine (2) Sinee Asinx + Boose Dyp = Acosx ~ Bsinz Dy Asinx ~ Bcosr then direct substitution of yp to (2) yields —Asinz — Beosx + Acosx — Bsinz = sinx (-A+ B)cosx + (—A~ B)sinx = sinx 2 epherefore . 1 Using equating coefficients we have A = —5 and B= 2 1 sinz + i cos Up 2 2 Hence the general solution of (1) is given by, 1 1 Sq tqe*+ssing + > cose ysates 3 3 Example 13. Solve the equation (D? 4D +4)y Solution: The auxiliary equation is m? —4m+4=0 (m-2)?=0 and its roots are m = 2,2. Ye = ce" + cgre™® tp = Act Using (1) where y = yp DPyy ~ ADity + Ayp = Sinee then direct substitution of yp to (2) yields Ac? — 4 Ac? +4 Solving the equation we have A= 1. Therefore w= Hence the general solution of (1) is given by, = ce + ere + Example 14, Solve the equation (D? — 3D + 2)y = 22741 Solution: The auxiliary equation is m? —3m+2=0 (m—2)(m—1) =9 and its roots are m = 1,2. Ye = C10" + ene Y= A+ Be+ Cx? Using (1) where y = y, D yy — 3D yp + 2yy = 227 +1 Sinee A+ Be+Cx Duy = B+ 2Cx Dy, =2C then direct substitution of yp to (2) yields 2C ~ 3B + 2Cr) + A+ Be + Cx?) = 2x" Solving the equation we have A= 4, B = 3,C =1, Therefore ie Hence the general solution of (1) is given by, yrae +e +22 +30$4 Example 15. Solve the equation (D* + 3D + 2)y = 2sin 3x (a Solution: The auxiliary equation is m?+3m+2=0 (m+2)(m+1) =0 and its roots are m Ye = ce + ce Up = Asin 3x + B cos 3x Using (1) where y = y, D? yy + 3D yp + 2yp = 2sin 3 (2) Since Asin 30 + B cos 3 Dy, = 3A cos3r ~ 3B sin 3x D?y = —9Asin 3x — 9B cos 3x then direct substitution of yp to (2) yields 9A sin 32 — 9B cos3x + 3(3A cos 32 ~ 3B sin 3x) + 2(Asin 3x + B cos 3x) = 2sin3x (-7A ~ 9B) sin 3x + (9A — 7B) cos 3x = 2sin 3x Using equating coefficients we have A = -Z and B= -2 ‘Therefore 7 9 Up = —GysinBe — —& cos 3x Hence the general solution of (1) is given by, 7 9 * — — sin 3x — — cos3r 6 rs y= ae + ee Example 16. Solve the equation (D? — 3D + 2)y = 2x5 — 927 + 6r Solution: The auxiliary equation is m? —3m+2=0 (m—2)(m—1) =9 and its roots are m = 1,2. Yo = ce” + ce™™ Y= At Br+ Cx? + Ex? Using (1) where y = yp Dy, — 3D yy + 2yp = 22° — 92? + Gr Since Yp = A+ Bat Cx? + Ex® Dy, — B+2Cxr+3Ez* Dy, = 2C + 6Er then direct substitution of y, to (2) yields 2C + 6Ex — 3(B +2Cx + 3Ex”) + 2(A+ Br t+ Cx? + Ex’) = 225 — 92? +62 Solving the equation we have A = 0,B = 0,C =0,# = 1. Therefore a Up Hence the general solution of (1) is given by, y= cet + ene +28 (2) Example 17. Solve the equation (D? + 4)y = Se" — 40 (a Solution: The auxiliary equation is m+4=0 and its roots are m = +2 1 cos 2 + ep sin 2 A+ Br+Ce Using (1) where y = yp D yy — 3D yp + 2p = 5e* — dr (2) Since Up = A+ Br+Cet Dy = B+ Ce* Dy = Ce* then dixect substitution of y, to (2) yields Ce? + 4(A + Ba + Ce*) = 5e* — Ae = 1. Therefore Solving the equation we have A =0,B = -1,C yarn be Hence the general solution of (1) is given by, y= 0, cos 2x + cysin 2x — ax + e* Example 18. Solve the equation (D? + 4)y = 5e* — 4x? (a Solution: The auxiliary equation is m+4=0 and its roots are m = +2 1 608 2 + ep sin 2 A+ Br+Cx? + Ke® Up Using (1) where y = yp Dy, — 3D yp + 2yy = Se* — 4x? (2) Since up = A+ Bat Cx? + Bet Dy = B+2Cr+ Ket Dry = 20 + Be then dixect substitution of y, to (2) yields 2C + De™4(A + Bx + Cx? + De®) = Se" — 4x* 1 Solving the equation we have A = =, B = 0, = —1, 8 = 1 Therefore Hence the general solution of (1) is given by, 1 Y= 61.008 2x + cz sin 2x +5 — 2? + e* Example 19. Solve the equation Solution: The auxiliary equation is m? 90 (m—3)(m+3) =0 and its roots are m = —3, 3. Yo = ce + ene” tp = Ac Using (1) where y = yp (DP — 9) yp = ae @) Since Ac Dyp = 2Ae* Dy, = 4Ac* then direct substitution of yp to (2) yields AAe™ — 9Ac* = 4e* = -4 ‘Therefore Solving the equation we have Hence the general solution of (1) is given by, y= ce +e Example 20. Solve the equation y' — By! — dy = Ge* Solution: Rowrite (1) as (D? -3D Ay = 6e* The auxiliary equation is m?—3m—4=0 (m=4)(m+1) <0 and its roots are m = 1,4. as Yo = Ce? + exe Up = Ae? Using (2) where y = yp (D? 3D -A)yy Since Up = Ac* Dyp = Ac* Dy = Act then direct substitution of y, to (3) yields Ac? ~ 3Ac* — 4Ac* = Ge Solving the equation we have A= ~1, Therefore Yp = Hence the general solution of (1) is given by, y=ce *+ exe —e* Particular Solution by Inspection y to obtain a particular solution dy ny yu y= + naa) oe + ba(z)y = R(x) It is frequently a non-homogeneous equation ay bo(x). + bi(x) Pr Tet * by inspection if R(x) is a constant. Say that R(x) = Ro and if b, £0, then is a solution of ay ay dy d(x) + (2) by 2(o)S + boy 02) Faw + ea + bn a(2) Ge + ba(e)y = Ro Suppose b, = 0 and let D*y the lowest ordered derivative, then _ Rot Ye Bb Example 1. Solve the equation (D? + 4)y = 12 () Solution: The auxiliary equation is and its roots are m = +2. Hence the complimentary function is given by Ye = c1 C08 2x + cy sin 2x By inspection a particular solution of (1) is ‘Therefore the general solution of (1) is y = cy c08 2x + ey sin2x +3 Example 2. Solve the equation (D?+4D+4)y () Solution: ‘The auxiliary equation is m+4m+4=0 (m+2)?=0 and its roots are m = —2, 2. Hence the complimentary function is given by Ye = C16 + cn By inspection a particular solution of (1) is 8 Sao w= F Therefore the general solution of (1) is + ce 42 Example 3. Solve the equation (D? + 4D)y = 12 (ly Solution: The auxiliary equation is m?+4m=0 m(m+4)=0 and its roots are m = 0,—4. Hence the complimentary function is given by wera tae By inspection a particular solution of (1) is 12 = =3 My = = 8e ‘Therefore the general solution of (1) is y=oq tee +30 Example 4. Solve the equation (D8 3D +2)y () Solution: ‘The auxiliary equation is mS —3m+ (m1) (m+ 2) and its roots are m = 1,1,—2. Hence the complimentary function is given by Ye = Ce + cyte + eye By inspection a particular solution of (1) is Thorefore the general solution of (1) is a _7 y= ce" + care” + Ce — 3 Example 5. Solve the equation (Dt — 4D*)y = 24 a) Solution: The auxiliary equation is m*—4m? =0 (m)*(m? — 4) = 0 and its roots are m = 0,0, ~2,2. Hence the complimentary function is given by Yo = er + eg t+ ese + cge™* By inspection a particular solution of (1) is _ 24x? Up = a4) Therefore the general solution of (1) is = -327 yey tenet ese" + eye* — 30? Example 6. Solve the equation (D* — Dy = 24 () Solution: The auxiliary equation is mé—m?=0 mi(m? 1) =0 and its roots are m = 0,0,0,—1, 1. Hence the complimentary function is given by Ye =e + eat + cyt? + eue* + ese By inspection a particular solution of (1) is ‘Therefore the general solution of (1) is y= cy + ct + cyt” + eye + c5e* — A? Example 7. Solve the equation (D? + 9)y = 18 ( Solution: ‘The auxiliary equation is m+9=0 and its roots are m = +3. Hence the complimentary function is given by Yo = 1 60831 + cy sin 3x By inspection a particular solution of (1) is ‘Therefore the general solution of (1) is y= Cycos3x + Crsin3r +9 Example 8. Solve the equation (Dt +4D? + 4)y = -20 q@) Solution: The auxiliary equation is m! + 4mi (m? +2)? =0 and its roots are m = +jV2. Hence the complimentary function is giv Ye = c1 008 V2x + e sin V2x By inspection a particular solution of (1) is ‘Therefore the general solution of (1) is e1cos V2x + 02 Example 9. Solve the equation (D> — 9D*)y = 27 (a) Solution: The auxiliary equation is m® — 9m =0 am3(m? — 9) = 0 and its roots are m = 0,0,0,—3,3. Hence the complimentary function is given by Ve = er ter + car + eye + ese By inspection a particular solution of (1) is _ 2x8 Up = i) ‘Therefore the general solution of (1) is 1 yar tear tenn bese bese — 508 Example 10. Solve the equation (D' + D*)y = -12 () Solution: ‘The auxiliary equation is mi+m=0 m?(m? +1) =0 and its roots are m = 0,0, 4. Hence the complimentary function is given by Ye = C1 + ext + cs cos + cgsin By inspection a particular solution of (1) is 120? > Y= Day — 62" Therefore the general solution of (1) is y= scart cycosr + cysine ~ 6x? Bibliography [Bergeron, 2017] Bergeron, C. (2017). Differential Equation, Fall 2017, [Boyce and Diprima, 2001] Boyce, W. and Diprima, R. (2001). Elementary Differential Equations with Boundary Value Problems. John Wylie & Sons, Inc. [Bronson and Costa, 2009] Bronson, R. and Costa, G. (2009). Schaum's Outline of Differential Equations. McGraw-Hill Education, 3rd edition. (Chasnov, 2016] Chasnov, J. (2016). Introduction to Differential Equations. [Dawkins, 2018] Dawkins, P. (2018). Paul's Online fotes. {Lebl, 2019] Lebl, J. (2019). Notes on Diffy Qs: Differential Equations for Engineers. Independently Published. [Rainville et al., 2013] Rainville, D., Bedient, P., and Bedient, R. (2013). Elementary Differential Equations: Pearson New International Edition. Pearson Education, Limited (Trench, 2013] Trench, W. (2013). Elementary Differential Equations. [William and Grossman, 1997] William, D. and Grossman, S$. (1997). Elementary Differential Equations. Addison - Wesley Educational Publisher Inc., 4th edition, (Zill, 2012] Zill, D. (2012). A First Course in Differential Equations with Modeling Applications. Cengage Leaming.

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