Non-homogenous linear differential equation with constant coefficients CALENG3 Dr. Susan A. Roces Department of Chemical Engineering 2T, AY 2022 - 2023 1 Linear differential equation of order n II. Non-homogenous linear differential equation with constant coefficients Std. Form: dny d n −1 y dy a0 + a1 + ....... + an −1 + an y = R (x ) n n −1 dx dx dx (a n n −1 D + a D + .... + an −1 D + an 0 1 ) y = R( x) General Sol’n.: y = yc + y p where.: yc = complementary function which is the general solution of the homogenous linear d. e. 2 Complementary sol’n.: yc (a D 0 n + a1 D n −1 Auxiliary eq’n.: + .... + an −1 D + an ) y=0 f (m) = 0 yc will either have the following general solution depending on the roots of the auxiliary equation. yc = c1e m1 x + c2e m2 x + c3e 2 m3 x + .... + cn e mn x yc = (c1 + c2 x + c3 x + .... + cn x yc = c1 e a x sin bx + c2 e a x n −1 )e m x cos bx 3 n yc = (c1 + c2 x + ... + cn x )e n ax sin bx ax + (c3 + c4 x + ... + cm x )e cos bx where: c1 , c2 , c3 ,...cn , = arbitrary constants Particular solution y p : y p = particular solution of the original differential equation 4 Two methods in solving the particular solution ( y p ) 1. Method of Undetermined Coefficients (MUC) = R(x) itself is a solution of the homogenous linear d. e. with constant coefficients, and hence the roots can be determined from the given R(x). R (x ) = polynomial in x, exponential function, sine function or cosine function 5 Note: 1. y p will be based on the m’ of R(x) and treat the roots as roots from the auxiliary equation. 2. y p will either have the following solution. y p = Ae m1 x + Be m2 x + Ce 2 m3 x y p = ( A + Bx + Cx + .... + Zx y p = Ae a x sin bx + Be a x + .... + Ze n −1 )e mn x m x cos bx 6 n y p = ( A + Bx + ... + Cx )e n a x + ( D + Ex + ... + Zx )e sin bx a x cos bx where: A, B, C , ..., Z = constants to be determined numerically so that y p will satisfy the original d. e. 7 Solve the particular solution using MUC given the R(x): 1. R( x) = 3 + x − xe 2x + sin x term (3 + x) is associated with : m' = 0, 0 2x term xe is associated with : m' = 2, 2 term sin x is associated with : m' = 0 ± i Auxiliary equation: 2 2 [ 2 2 ] m (m − 2) (m − 0) + 1 = 0 2 2 2 m (m − 2) (m + 1) = 0 8 Particular Sol’n.: y p = ( A + Bx )e +Ee (0) x (0) x + (C + Dx)e sin x + F e 2x (0) x cos x 2x y p = A + Bx + (C + Dx)e + E sin x + F cos x Compare: R( x) = 3 + x − xe 2x + sin x A = 3, B = 1, C = 0, D = −1, E = 1, F = 0 9 2 2. R( x) = x + x e 4x x + 6 x e cos 2 x term x is associated with : m' = 0, 0 2 4x term x e is associated with : m' = 4, 4, 4 x term 6 xe cos 2 x is associated with : m' = 1 ± 2i, 1 ± 2i Auxiliary equation: 2 [ 3 ] 2 2 m (m − 4) (m − 1) + 2 = 0 2 3 2 2 m (m − 4) (m − 2m + 1 + 4) = 0 2 3 2 2 m (m − 4) (m − 2m + 5) = 0 2 10 Particular Sol’n.: y p = ( A + Bx )e (0) x 2 + (C + Dx + Ex )e x 4x x + ( F + Gx) e sin 2 x + ( H + Ix) e cos 2 x 2 y p = A + Bx + (C + Dx + Ex )e x 4x x + ( F + Gx) e sin 2 x + ( H + Ix) e cos 2 x 11 3. R( x) = sin 3x − 4 cos 3x + sin 2 x cos x Recall: 1 sin A cos B = [sin( A + B) + sin( A − B)] 2 1 1 1 sin 2 x cos x = [sin 3x + sin x] = sin 3x + sin x 2 2 2 Therefore: 1 1 R( x) = sin 3x − 4 cos 3x + sin 3x + sin x 2 2 3 1 R( x) = sin 3x − 4 cos 3 x + sin x 2 2 12 3 term sin 3x − 4 cos 3x : 2 1 term sin x : 2 m' = 0 ± 3i m' = 0 ± i Auxiliary equation: [(m − 0) 2 +3 2 2 ] [(m − 0) 2 2 ] +1 = 0 2 (m + 9) (m + 1) = 0 Particular Sol’n.: y p = A sin 3 x + B cos 3 x + C sin x + D cos x A = 3 / 2, B = −4, C = 1 / 2, D = 0 13 4. R( x) = sin x cos x + cosh 2 x Recall: sin 2 x = 2 sin x cos x sin 2 x sin x cos x = 2 2x e +e cosh 2 x = 2 −2x Therefore: 1 1 2x 1 −2x R( x) = sin 2 x + e + e 2 2 2 14 1 term sin 2 x : m' = 0 ± 2 i 2 1 2x term e : m' = 2 2 1 −2x term e : 2 m' = − 2 Auxiliary equation: [(m − 0) ] + 2 (m − 2) (m + 2) = 0 2 (m + 4) (m − 2)(m + 2) = 0 2 2 Particular Sol’n.: 2x y p = A sin 2 x + B cos 2 x + Ce + De − 2 x A = 1 / 2, B = 0, C = 1 / 2, D = 1 / 2 15 Solve the ff. non-homogenous d. e. using MUC: 1. y ' '+ y = cos x 2 D y + y = cos x 2 ( D + 1) y = cos x Complementary solution: 2 ( D + 1) y = 0 m2 + 1 = 0 m = 0 ± i (1st) a = 0, b = 1 yc : yc = c1 e ( 0) x sin x + c2 e ( 0) x cos x yc = c1 sin x + c2 cos x 16 Particular solution: R( x) = cos x term cos x : m = 0 ± i (2nd) y p : yp = A x e ( 0) x a = 0, b = 1 ( 0) x sin x + B x e cos x y p = A x sin x + B x cos x y' p =A [ x cos x + sin x]+ B [ x(− sin x) + cos x] y ' p = A x cos x + A sin x − B x sin x + B cos x y ' ' p = A [− x sin x + cos x] + A cos x − B [ x cos x + sin x] − B sin x 17 y ' ' p = − A x sin x + A cos x + A cos x − B x cos x − B sin x − B sin x y ' ' p = − A x sin x + 2 A cos x − Bx cos x − 2 B sin x Substitute to the original d. e.: 2 D y p + y p = cos x − A x sin x + 2 A cos x − Bx cos x − 2 B sin x + A x sin x + B x cos x = cos x 2 A cos x − 2 B sin x = cos x 18 2 A cos x − 2 B sin x = cos x coeff . of cos x : 2A = 1 1 A= 2 B=0 coeff . of sin x : − 2 B = 0 1 Therefore, yp: y p = x sin x + 0 2 Gen. sol’n.: y = yc + y p 1 y = c1 sin x + c2 cos x + x sin x 2 19 5 4 3 2 2. ( D + D − D + D − 2D) y = 2 2 x + 2 cosh 2 x − sin (1 / 2) x + 2 + 1 + cos x Complementary solution: 5 4 3 2 ( D + D − D + D − 2 D) y = 0 5 4 3 2 m + m − m + m − 2m = 0 5 roots 4 3 2 m(m + m − m + m − 2) = 0 2 m(m + 2)(m − 1)(m + 1) = 0 m = 0, − 2, 1, 0 ± i yc : ( 0) x −2 x ( 0) x ( 0) x x yc = c1 e + c2 e + c3 e + c4 e sin x + c5 e cos x 20 yc = c1 + c2 e −2 x x + c3 e + c4 sin x + c5 cos x Particular solution: 1 R( x) = x + 2 cosh 2 x − sin x + 2 + 1 + cos x 2 2 2 Recall: 1 sin x = [1 − cos 2 x] 2 1⎡ ⎛ 1 ⎞⎤ 1 1 2 1 sin x = ⎢1 − cos 2⎜ x ⎟⎥ = − cos x 2 2⎣ ⎝ 2 ⎠⎦ 2 2 2 21 2 cos 2 x = 2 cos x − 1 2 2 cos x = 1 + cos 2 x 1 2 cos x = (1 + cos 2 x) 2 2x ⎛e +e R( x) = x +2⎜⎜ 2 ⎝ x 1 cos = (1 + cos x) 2 2 x 1 + cos x cos = 2 2 x 1 + cos x = 2 cos 2 2 −2x ⎞ 1 x ⎟⎟ − (1 − cos x ) + 2 + 2 cos 2 ⎠ 2 1 1 x 2 2x −2x R( x) = x + e + e − + cos x + 2 + 2 cos 2 2 2 2 22 1 1 x R( x) = x + e + e − + cos x + 2 + 2 cos 2 2 2 x ⎡ 3 2 ⎤ 2x −2x 1 R( x) = ⎢ + x ⎥ + e + e + cos x + 2 cos 2 2 ⎣2 ⎦ 2 2x −2x m' = 0 (2nd) , 0(3rd) , 0 (4th) , 2, − 2 (2nd) , 0 ± i (2nd), 1 Note : yc : m = 0, − 2, 1, 0 ± i 0± i 2 y p : y p = Ax + Bx 2 + Cx 3 + De 2 x + E x e − 2 x x x + F x sin x + G x cos x + H sin + I cos 2 2 23 Gen. Sol’n.: y = yc + y p y = c1 + c2 e −2 x x + c3 e + c4 sin x + c5 cos x 2 3 + Ax + Bx + Cx + De 2x + E xe −2x x x + F x sin x + G x cos x + H sin + I cos 2 2 24 2 d I dI −t 3. +2 + 5I = 8e 2 dt dt dI when : t = 0, I = 0, =8 dt 2 D I + 2 DI + 5 I = 8e 2 ( D + 2 D + 5) I = 8e −t −t Complementary solution: 2 m + 2m + 5 = 0 m= −2± 4 − 4(1)(5) − 2 ± − 16 = 2 2(1) 25 − 2 ± 4i m= 2 m = −1± 2i Ic : a = −1, b = 2 −t I c = c1e sin 2t + c2 e −t cos 2t Particular solution: R(t ) = 8e −t m' = −1 −t I p = Ae −t I ' p = − Ae I ' ' p = Ae −t 26 Substitute Ip in the original d. e.: 2 D I p + 2 DI p + 5I p = 8e Ae −t −t + 2(− Ae ) + 5 Ae 4 Ae Therefore, Ip: Gen. Sol’n.: −t −t −t = 8e −t −t = 8e −t 8e A= =2 −t 4e −t I p = 2e I = Ic + I p 27 −t −t −t I = c1e sin 2t + c2e cos 2t + 2e (1) dI = c1[e −t (2 cos 2t ) + sin 2t (e −t )(−1)] dt −t −t + c2 [e (−2 sin 2t ) + cos 2t (e )(−1)] − 2e −t dI = c1e −t [2 cos 2t − sin 2t ] dt −t −t + c2e [−2 sin 2t − cos 2t ] − 2e ( 2) 28 when : t = 0, I = 0, use eq ' n. (1) : −0 −0 −0 0 = c1e sin 0 + c2 e cos 0 + 2e 0 = 0 + c2 + 2 c2 = − 2 dI when : t = 0, = 8, use eq ' n.( 2) : dt 8 = c1e −0 [2 cos 0 − sin 0] −0 + c2 e [−2 sin 0 − cos 0] − 2e 8 = 2c1 − c2 − 2 P.S.: −t 8 = 2c1 + 2 − 2 −t −0 c1 = 4 I = 4e sin 2t − 2e cos 2t + 2e −t 29 2. Method of Variation of Parameters = R(x) is not a particular solution of some homogeneous linear d. e. with constant coefficient Complementary sol’n.: yc Auxiliary eq’n.: f (m) = 0 yc will either have the following general solution depending on the roots of the auxiliary equation. m3 x m1 x m2 x mn x yc = c1e + c2e + c3e + .... + cn e 31 2 yc = (c1 + c2 x + c3 x + .... + cn x yc = c1 e a x sin bx + c2 e a x n −1 )e m x cos bx n yc = (c1 + c2 x + ... + cn x )e n ax sin bx ax + (c3 + c4 x + ... + cm x )e cos bx where: c1 , c2 , c3 ,...cn , = arbitrary constants Particular solution y p: y p will be based on the solved yc above except for the arbitrary constants and will either have the following solutions: 32 y p = A( x)e m1 x + B ( x )e m2 x + .... + Z ( x)e [ y p = A( x) + B( x) x + .... + Z ( x) x y p = A( x)e a x sin bx + B( x)e a x n −1 ]e mn x m x cos bx [ ]e + [D( x) + E ( x) x + ... + Z ( x) x ] e n a x sin bx n a x cos bx y p = A( x) + B( x) x + ... + C ( x) x where: A, B, C , ..., Z =functions of x to be determined numerically so that y p will satisfy the original d. e. 33 Solve the ff. non-homogenous d. e.: 1. y ' '+ y = tan x 2 D y + y = tan x 2 ( D + 1) y = tan x Complementary solution: 2 ( D + 1) y = 0 m2 + 1 = 0 m = 0±i yc : yc = c1 e ( 0) x a = 0, b = 1 sin x + c2 e ( 0) x cos x yc = c1 sin x + c2 cos x 34 Particular solution y p : y p = A( x) sin x + B ( x) cos x y p = A sin x + B cos x y ' p = A cos x + A' sin x − B sin x + B' cos x Let: A' sin x + B' cos x = 0 (1) y ' p = A cos x − B sin x y ' ' p = − A sin x + A' cos x − B cos x − B ' sin x Substitute in original d. e.: 2 D y p + y p = tan x 35 − A sin x + A' cos x − B cos x − B ' sin x + A sin x + B cos x = tan x A' cos x − B ' sin x = tan x ( 2) From eq’n. (1): A' sin x + B' cos x = 0 B' cos x A' = − sin x Subs’t. A’ in eq’n. (2): B ' cos x (cos x) − B' sin x = tan x − sin x 36 2 ⎛ cos x ⎞ − B' ⎜⎜ + sin x ⎟⎟ = tan x ⎝ sin x ⎠ ⎛ cos 2 x + sin 2 x ⎞ ⎟⎟ = − tan x B' ⎜⎜ sin x ⎝ ⎠ ⎛ sin x ⎞ B ' = − sin x⎜ ⎟ ⎝ cos x ⎠ 2 2 (1 − cos x) dB sin x =− =− cos x dx cos x 37 ∫ dB = ∫ (cos x − sec x)dx B = sin x − ln sec x + tan x From eq’n. (1): B' cos x A' = − sin x dA ⎛ sin 2 x ⎞ cos x = − ⎜⎜ − ⎟⎟ dx ⎝ cos x ⎠ sin x dA = sin x dx 38 ∫ dA = ∫ sin x dx A = − cos x Particular solution y p : y p = − cos x sin x + (sin x − ln sec x + tan x ) cos x y p = − cos x sin x + cos x sin x − (cos x) ln sec x + tan x y p = −(cos x) ln sec x + tan x 39 Gen. Sol’n: y = yc + y p y = c1 sin x + c2 cos x − (cos x) ln sec x + tan x 40 2x e 2 2. ( D − 3D + 2) y = 2x 1+ e Complementary solution: 2 m − 3m + 2 = 0 (m − 2)(m − 1) = 0 m = 2, 1 2x x yc : yc = c1 e + c2 e yp : y p = A( x) e yp = Ae 2x 2x + B( x) e + Be x x 41 yp = Ae 2x y' p = 2 A e A' e + Be 2x 2x y' p = 2 A e x + A' e 2x + B e x + B' e x x + B' e = 0 2x y' ' p = 2[2 A e y' ' p = 4 A e + Be 2x 2x (1) x + A' e 2x + 2 A' e 2x x ] + B e + B' e x + Be + B' e x x 42 Substitute in original d. e.: 2x e D y p − 3Dy p + 2 y p = 2x 1+ e 2 4Ae 2x + 2 A' e + 2( A e 4Ae 2x + 2 A' e 2x x + Be + B' e − 3(2 A e 2x 2x + 2Ae x e x + Be ) = x x + 2B e = + Be ) 2x + Be + B' e − 6 A e 2x x 2x 1+ e x 2x e 2x − 3B e x 2x 1+ e 2x 43 2 A' e 2x e x + B' e = From eq’n. (1): A' e 2x 1+ e 2x ( 2) 2x x + B' e = 0 x B' e B' A' = − 2 x = − x e e Subs’t. in eq’n. (2): 2x e B' ⎞ 2 x ⎛ x 2 ⎜ − x ⎟ e + B' e = 2x 1+ e ⎝ e ⎠ 44 − 2 B' e x x x + B' e = − B' e = e 2x e 2x 1+ e 2x 2x 1+ e 2x −e x dB −e = x 2x = dx e (1 + e ) 1+ e 2 x x x e u=e dB = − dx ∫ ∫ 1+ e2 x x du = e dx x B = − arctan e 45 B' A' = − x e dA 1 = − x dx e ⎛ −e x ⎜ ⎜ 1 + e2 x ⎝ 1 ∫ dA = ∫ 1 + e 2 x dx 2 sec θ dθ A= ∫ 2 [1 + (tan θ ) ] tan θ dθ A= ∫ tan θ By trig. Sub: ⎞ ⎟ ⎟ ⎠ a = 1, u = e u = a tan θ x e = tan θ 1+ e 2 x θ e x x 1 x 2 e dx = sec θ dθ sec 2 θ dθ dx = tan θ 46 e A = ∫ cot θ dθ = ln sin θ = ln yp : yp = e Gen. Sol’n: y = c1 e + e 2x 2x 2x e ln x 1+ e y = yc + y p + c2 e ln x 1 + e2 x x 2x − e arctan e x x e x 1+ e x 2x − e arctan e x 47 2 3. ( D + 4 D + 4) y = e −2 x ln x Complementary solution: 2 m + 4m + 4 = 0 2 (m + 2) = 0 m = −2, − 2 yc : yp : yc = c1 e −2x y p = A( x) e yp = Ae + c2 x e −2x −2 x − 2x + B( x) [ x]e + B xe −2 x −2 x 48 yp = Ae −2 x y' p = −2 A e + B xe −2 x − 2B x e A' e −2 x y' p = −2 Ae + A'e −2 x −2 x −2 x −2 x −2 x −2 x −2 x + A' e −2 x −2 x (1) +B e −2 x +B e + B 'e + B' x e =0 − 2B x e − 2[−2 B x e − 2B e −2 x +B e + B' x e y' ' p = −2[−2 Ae −2 x −2 x ] −2 x + B'xe −2 x ] −2 x 49 −2 x −2 x −2 x y' ' p = 4 Ae − 2 A' e + 4 B x e − 2 B e −2 x −2 x −2 x −2B ' x e − 2B e + B 'e −2 x −2 x −2 x y' ' p = 4 Ae − 2 A' e −2 x −2 x −2 x −2 x + 4B x e − 4B e − 2B ' x e + B ' e Substitute in original d. e.: 2 D y p + 4D y p + 4 y p = e −2 x −2 x −2 x −2 x ln x −2 x 4 Ae − 2 A' e + 4B x e − 4B e − 2B ' x e −2 x −2 x −2 x − 8 Ae − 8B x e + 4 Be + 4Ae −2 x + 4B x e −2 x =e −2 x −2 x + B 'e −2 x ln x 50 − 2 A' e−2 x + B' e−2 x (1 − 2 x) = e−2 x ln x ( 2) From eq’n. (1): A' e −2 x + B' x e −2 x = 0 A' = − B' x Sub. A’ in eq’n. (2): − 2 ( − B ' x )e −2 x + B' e −2 x (1 − 2 x) = e 2 B ' x + B '−2 B ' x = ln x By parts: ∫ dB = ∫ ln xdx u = ln x B = x ln x − x dx du = x −2 x ln x ∫ dv = ∫ dx v=x 51 From eq’n. (1): ∫ A' = − B' x A' = − (ln x ) x dA = − ∫ x ln x dx By parts: u = ln x dx du = x ⎡ x2 ⎤ 1 A = − ⎢ ln x − ∫ x dx ⎥ 2 ⎣2 ⎦ 2 2 x x A=− ln x + 2 4 dv = x dx ∫ ∫2 x v= 2 52 Particular Sol’n.: 2 2 ⎛ x x ln x + y p = ⎜⎜ − 4 ⎝ 2 2 2 x −2 x ⎛ x ⎜⎜ yp = e − 2 ⎝ 4 ⎞ −2 x −2 x ⎟⎟ e + ( x ln x − x) x e ⎠ 2 2⎞ ln x + x ln x − x ⎟⎟ ⎠ 2 2 2 ⎡ ⎛ x ⎞⎤ −2 x x − 4 x 2 ⎟⎟⎥ yp = e + ln x⎜⎜ x − ⎢ 4 2 ⎠⎦ ⎝ ⎣ 2 2 ⎡ ⎛ ⎞⎤ − 3 x x −2 x ⎟⎟⎥ yp = e + ln x⎜⎜ ⎢ ⎝ 2 ⎠⎦ ⎣ 4 53 2 x −2 x ⎛ 3⎞ yp = e ⎜ ln x − ⎟ 2 2⎠ ⎝ 2 x −2 x ⎛ 2 ln x − 3 ⎞ yp = e ⎜ ⎟ 2 2 ⎝ ⎠ 2 x −2 x (2 ln x − 3) yp = e 4 Gen. Sol’n.: y = yc + y p y = c1 e −2x + c2 x e − 2x 2 x −2 x (2 ln x − 3) + e 4 54 Problem Set: Non-homogeneous Linear Differential Equations 1. y '' + y ' − 2 y = x 2 x Ans. y = c1e + c2 e −2 x 1 2 1 3 − x − x− 2 2 4 2. y '' + y ' − 2 y = sin x x Ans. y = c1e + c2 e −2 x 1 − (cos x + 3sin x) 10 3. y ''− 4y '+ 5y = e− x 1 −x Ans. y = e (c1 cos x + c2 sin x) + e 10 2x 4. y ''− 4y = e x cos x; y(0) = 1, y '(0) = 2 1 5. y '' − 3y ' + 2 y = −x 1+ e −x ⎤ x ⎡ Ans. y = ⎣c1 + ln(1+ e )⎦ e + ⎡⎣c2 − e− x + ln(1+ e− x )⎤⎦ e 2 x ex 6. y '' − 2 y ' + y = 1+ x 2 ⎤ 1 x⎡ 2 Ans. y = e ⎢c1 + c2 x − ln(1+ x ) + x arctan x ⎥ ⎣ ⎦ 2 7. y ''+ y '− 2 y = x + sin 2 x; y(0) = 1, y '(0) = 0 8. y ''+ 3y '− 4y = (x 3 + x) e x 9. y '' + 4 y = e3 x + x sin 2 x (Do not det er min e the coefficients) 10. y '' + 3y ' + 2 y = sin(e x ) Assignment 13_Non-Homogenous Linear DE or order n 1. y '' + 4y ' + 3y = x −1 Ans. y = c1e −x + c2 e x 2. y ''− y = e + 2e −3 x x 7 + − 3 9 2x x Ans. y = c1e + c2 e −x xe + 2 x 2x 2e + 3 3. y ''− 2 y ' = sin 4x Ans. y = c1 + c2 e 2x 1 1 + cos 4x − sin 4x 40 20 4. y '' − 2 y ' + y = xe x − e x 3 x 2 x x e x e Ans. y = c1e + c2 x e + − 6 2 −2 x 5. y '' + 4y ' + 4y = e ln x 2 ⎛ ⎞ x −2 x Ans. y = e ⎜ c1 + c2 x + (2 ln x − 3)⎟ 4 ⎝ ⎠ x x x 3 6. y '' + y = e + x ; y(0) = 2, y '(0) = 0 3 11 1 x 3 Ans. y = cos x + sin x + e + x − 6 x 2 2 2 7. y '' − y ' = xe x ; y(0) = 2, y '(0) = 1 ⎞ x⎛1 2 Ans. y = e ⎜ x − x + 2 ⎟ ⎝2 ⎠ 8. y '' + 9 y = e 2 x + x 2 sin x (Do not det er min e the coefficients) Ans. y p = Ae 2 x + (Bx 2 + Cx + D)cos x + (Ex 2 + Fx + G)sin x 9. y ''+ y = sec 2 x Ans. y = c1 sin x + c2 cos x + (sin x ) ln(sec x + tan x) −1 10. y '' + 2 y ' +10 y = x 2 e− x cos3x Ans. y p = x e− x ⎡⎣(Ax 2 + Bx + C)cos3x + (Dx 2 + Ex + F)sin 3x ⎤⎦