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Video Lectures for MBA

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Non-Homogeneous
Second Order
Differential Equation

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A non-homogeneous second order differential equation is of the form


d2y
dy
a 2 b cy f x
dx
dx
Step 1

We find the general solution of the homogeneous


equation as before

The general solution to the equation


d2y
dy
a 2 b cy 0
dx
dx
is known as the complementary function.

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Step 2

Find a particular solution to the non homogeneous equation.


This solution is called the particular integral and looks
similar to f(x)
Step 3

The general solution of the non-homogeneous differential


equation is the sum of the complementary function and
the particular integral

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How to find the particular integral


f x 2 x 1 particular integral is y px q

f x x 2 1 particular integral is y px 2 qx r
note : f x x 2 0 x 1
f x 4e 2 x particular integral is y pe 2 x

f x 2sin x cos x particular integral is y p sin x q cos x

f x 3sin 2 x particular integral is y p sin 2 x q cos 2 x


note : f x 3sin 2 x 0cos 2 x

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Find the general solution of the second


order differential equation
d 2 y dy
2 y 4x 1
2
dx
dx
Complementary Function
k2 k 2 0

k 2 k 1 0
k 2 and k 1
y Ae 2 x Be x

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Particular Integral
y px q

dy
d2y
p and
0
2
dx
dx
d 2 y dy
2 y 4x 1
2
dx
dx
0 p 2 px q 4 x 1
p 2 px 2q 4 x 1
2 px p 2q 4 x 1
4 x 2 px

2 p 4 and p 2
1 p 2q

2 2q 1
2 2q 1
1
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q
2

equate coefficients

y px q with p 2 and q

1
2

1
2
The general solution of the non-homogeneous differential
equation is the sum of the complementary function and
the particular integral
y 2 x

y Ae 2 x Be x 2 x

1
2

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Find the general solution of the second


order differential equation
d2y
dy
2

4
y

2
x
1
2
dx
dx
Complementary Function
k 2 4k 4 0

k 2 k 2 0
k 2 equal roots
y Ax B e 2 x

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Particular Integral
y px 2 qx r

dy
d2y
2 px q and
2p
2
dx
dx
d2y
dy
2

4
y

2
x
1
2
dx
dx
2
2
2
p

4
2
px

4
px

qx

2
x
1

2 p 8 px 4q 4 px 2 4qx 4r 2 x 2 1
4 px 2 4q 8 p x 2 p 4q 4r 2 x 2 1
1
4 p 2 p
2
4q 8 p 0

2 p 4q 4r 1

4q 8 12 0

2 12 4 1 4r 1

4q 4 q 1

4r 4 r 1

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equate coefficients

1
y px qx r with p , q 1 and r 1
2
1 2
y x x 1
2
2

The general solution of the non-homogeneous differential


equation is the sum of the complementary function and
the particular integral
1 2
y Ax B e x x 1
2
2x

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Find the general solution of the second


order differential equation
d2y
dy
2x

3
y

10
e
dx 2
dx
Complementary Function
k 2 2k 3 0

k 3 k 1 0
k 3 or k 1
y Ae 3 x Be x

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Particular Integral
y pe 2 x

dy
d2y
2x
2x
2 pe and

4
pe
dx
dx 2
d2y
dy
2x

3
y

10
e
dx 2
dx
2x
2x
2x
2x
4
pe

2
2
pe

3
pe

10
e



4 pe 2 x 4 pe 2 x 3 pe 2 x 10e 2 x
5 pe 2 x 10e 2 x
p2

The complementary function y Ae3 x Be x


The particular intergral is y 2e 2 x
y Ae3 x Be x 2e2 x

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Find the general solution of the second


order differential equation
d2y
2 x

16
y

e
dx 2
Complementary Function
k 2 16 0
k 2 16 16i 2
k 4i

y e0 x A sin 4 x B cos 4 x
y A sin 4 x B cos 4 x

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Particular Integral
y pe 2 x

dy
d2y
2 x
2 x
2 pe and

4
pe
dx
dx 2
d2y
2 x

16
y

e
dx 2
4 pe2 x 16 pe2 x e2 x
20 pe 2 x e 2 x
20 p 1
1
p
20
y A sin 4 x B cos 4 x

1 2 x
e
20

1 2 x
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A sin 4 x B cos 4 x e
20

Find the general solution of the second


order differential equation
d2y
dy
4 3 y 10sin x
2
dx
dx
Complementary Function
k 2 4k 3 0

k 3 k 1 0
k 3 and k 1

y Ae3x Be x

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Particular Integral
y p sin x q cos x
dy
d2y
p cos x q sin x and
p sin x q cos x
2
dx
dx
d2y
dy

4
3 y 10sin x
2
dx
dx
p sin x q cos x 4 p cos x q sin x 3 p sin x q cos x 10sin x
p sin x q cos x 4 p cos x 4q sin x 3 p sin x 3q cos x 10sin x
p sin x 4q sin x 3 p sin x 10sin x 2 p 4q 10
q cos x 4 p cos x 3q cos x 0 4 p 2q 0
2 p 4q 10 2 4 p 8q 20
4 p 2q
y sin x 2 cos x
y Ae3x Be x

4 p 2q 0
10q 20 q 2 and p 1

y Ae3 x Be x sin x 2cos x


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Find the particular solution of the second


order differential equation
d2y
dy
x

4
y

e
dx 2
dx
dy
x 0, y 2 and
1
dx

Complementary Function
k 2 4k 4 0

k 2 0
k 2 equal roots
y Ax b e 2 x

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Particular Integral
y pe x
2
dy
d
y
x
x
pe and

pe
dx
dx 2
d2y
dy
x

4
y

e
dx 2
dx
pe x 4 pe x 4 pe x e x

pe x e x p 1

y pe x
y ex

y Ax B e 2 x

y ( Ax B)e2 x e x

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y ( Ax B)e 2 x e x
2 A 0 B e

2 0

x 0, y 2

e0

2 B 1 B 1
y ( Ax B )e 2 x e x
dy
Ae 2 x 2e 2 x Ax B e x
dx
dy
1, x 0 and B 1
dx

1 Ae

2 0

2e

2 0

A
0

1 A 2 1 1 A 2
y (1 2 x)e2 x e x

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Product and Sum Rule