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De Higher Order Ldes

The document discusses higher-order linear differential equations with constant coefficients. It defines the standard form of such equations and their auxiliary or characteristic equations. It explains that the solutions to homogeneous linear differential equations are the complementary functions, which are obtained by finding the roots of the auxiliary equation. Several examples are worked through to demonstrate finding the complementary functions from the roots and writing the general solution.

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KIN RED CUERDO
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100% found this document useful (1 vote)
727 views103 pages

De Higher Order Ldes

The document discusses higher-order linear differential equations with constant coefficients. It defines the standard form of such equations and their auxiliary or characteristic equations. It explains that the solutions to homogeneous linear differential equations are the complementary functions, which are obtained by finding the roots of the auxiliary equation. Several examples are worked through to demonstrate finding the complementary functions from the roots and writing the general solution.

Uploaded by

KIN RED CUERDO
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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DIFFERENTIAL

EQUATIONS
TOPIC 4 HIGHER-ORDER LINEAR
DIFFERENTIAL EQUATIONS
LEARNING OUTCOMES
• At the end of the discussion, the students
should be able to:
• distinguish homogeneous from nonhomogeneous linear differential
equations given the standard forms;
• solve homogeneous linear differential equations with constant
coefficients;
• apply the method of undetermined coefficients in solving
nonhomogeneous linear differential equations with constant
coefficients;
• utilize the principle of variation of parameters in solving
nonhomogeneous differential equations with constant coefficients; and
• solve higher order differential equations using computer.

joseemalyn.wordpress.com 2
R E V I E W
• Review ……Factoring
Review ……
Review ……Synthetic Division
Review …
Review …Quadratic Formula

joseemalyn.wordpress.com 3
R E V I E W cont.

• Synthetic Division cont.


• 8m4 + 36m3 − 66m2 + 35m − 6 = 0 -6 8 36 -66 35 -6
-48 72 -36 6
8m3 − 12m2 + 6m − 1 = 0 1/2 8 -12 6 -1 0
4 -4 1
8m2 − 8m + 2 = 0 1/2 8 -8 2 0
4 -2
8m − 4 = 0 1/2 8 -4 0
4
8 0

joseemalyn.wordpress.com 4
R E V I E W cont.
• Synthetic Division
-6 8 36 -66 35 -6 8 36 -66 35 -6 -6
-48 72 -36 6 -48 72 -36 6
1/2 8 -12 6 -1 0 8 -12 6 -1 0 1/2
4 -4 1 or 4 -4 1
1/2 8 -8 2 0 8 -8 2 0 1/2
4 -2 4 -2
1/2 8 -4 0 8 -4 0 1/2
4 4
8 0 8 0

joseemalyn.wordpress.com 5
R E V I E W cont.
• Quadratic Formula
−b ± b2 −4ac
x=
2a
➢ when ax 2 + bx + c = 0
a, b, c = constants; a ≠ 0
x = the unknown

joseemalyn.wordpress.com 6
Linear Differential Equations with
Constant Coefficients
• Standard Form
dn y dn−1 dy
an n + an−1 n−1 y + ⋯ + a1 + a0 y = R(x)
dx dx dx
In terms of the differential operator D
an Dn + an−1 Dn−1 + ⋯ + a1 D + a0 y = R x
dy d dy 𝑑2 y
where = Dy, = = D Dy = 𝐷2 y, …
dx dx dx 𝑑𝑥 2
dn y
In general, = Dn y
dxn

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Linear Differential Equations with
Constant Coefficients cont.
Standard Solution
y = complementary function + any particular solution
y = yc + y p

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Homogeneous Linear Differential
Equations with Constant Coefficients
Standard Form
dn y dn−1 y dy
an n + an−1 n−1 + ⋯ + a1 + a0 y = 0
dx dx dx
In terms of the differential operator D
an Dn + an−1 Dn−1 + ⋯ + a1 D + a0 y = 0
Standard Solution
y = yc

joseemalyn.wordpress.com 9
HLDEs with Constant Coefficients cont.
Auxiliary or characteristic equation (A.E.)
an mn + an−1 mn−1 + ⋯ + a1 m + a0 = 0
where
emx is a solution of the standard form if and only if
m is a root of the auxiliary equation

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HLDEs with Constant Coefficients cont.

Case 1. Roots of auxiliary equation are real and distinct


For roots m1 , m2 , m3 , … , mp
y = c1 em1x + c2 em2x + c3 em3x + ⋯ + cp empx
where c1 , c2 , c3 , … , cp = arbitrary constants

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HLDEs with Constant Coefficients cont.
Examples
Solve the following differential equations
1. D2 + 5D + 4 2D2 + 5D + 2 y = 0
Solution
Auxiliary Equation (A.E.)
m2 + 5m + 4 2m2 + 5m + 2 = 0
m + 4 m + 1 2m + 1 m + 2 = 0
joseemalyn.wordpress.com 12
HLDEs with Constant Coefficients cont.
m + 4 = 0; m + 1 = 0; 2m + 1 = 0; m+2=0
1
m = -4 m = -1 m= − m = -2
2
′ 1
∴ roots, m s = −4, −1, − , −2
2
1
−2x
y1 = e−4x y3 = e
y2 = e−x y4 = e−2x
General solution (g.s.)
1
−2x
y = c1 e−4x + c2 e−x + c3 e + c4 e−2x Answer
joseemalyn.wordpress.com 13
HLDEs with Constant Coefficients cont.

2. 4D3 − 13D + 6 y = 0 -2 4 0 -13 6


-8 16 -6
Solution
1/2 4 -8 3 0
Auxiliary Equation 2 -3

4m3 − 13m + 6 = 0 3/2 4 -6 0


6
1 3
roots, m′ s = −2, , 4 0
2 2
1 3
x x
y = c1 e−2x + c2 e 2 + c3 e 2 g.s. Answer

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HLDEs with Constant Coefficients cont.
d3 x d2 x dx
3. − 2 2 − 3 =0
dt3 dt dt
Solution
(D3 − 2D2 − 3D)x = 0
Auxiliary Equation
m3 − 2m2 − 3m = 0 m(m2 − 2m − 3) = 0
roots, m′ s = 0, −1, 3 m(m +1)(m-3) = 0
x = c1 e0 + c2 e−t + c3 e3t
or x = c1 + c2 e−t + c3 e3t g.s. Answer
joseemalyn.wordpress.com 15
HLDEs with Constant Coefficients cont.
4. 4D3 − 13D − 6 y = 0 2 4 0 -13 -6
8 16 6
Solution -3/2 4 8 3 0
Auxiliary Equation -6 -3
-1/2 4 2 0
4m3 − 13m − 6 = 0
-2
3 1
roots, m′ s = 2, − , − 4 0
2 2
3 1
− x − x
y = c1 e2x + c2 e 2 + c3 e 2 g.s. Answer

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HLDEs with Constant Coefficients cont.
-2 1 0 -5 -2
5. D3 − 5D − 2 y = 0
-2 4 2
Solution
1 -2 -1 0
Auxiliary Equation
m3 − 5m − 2 = 0 m2 − 2m − 1 = 0
−(−2)± (−2)2 −4(1)(−1)
m=
2(1)
2 ± 4+ 4 2± 8 2 ±2 2
m= = = =1± 2
2 2 2
roots, m′ s = −2, 1 + 2, 1 − 2
y = c1 e−2x + c2 e 1+ 2 x + c3 e 1− 2 x g.s. Answer
joseemalyn.wordpress.com 17
HLDEs with Constant Coefficients cont.
6. D3 − 3D2 − 3D + 1 y = 0 -1 1 -3 -3 1

-1 4 -1
Solution
1 -4 1 0
Auxiliary equation
m3 − 3m2 − 3m + 1 = 0 m2 − 4m + 1 = 0
−(−4)± (−4)2 −4(1)(1)
m=
2(1)
4 ± 16− 4 4 ± 12 4 ±2 3
m= = = =2± 3
2 2 2
roots, m′ s = −1, 2 + 3, 2 − 3
y = c1 e−x + c2 e 2+ 3 x + c3 e 2− 3 x g.s. Answer
joseemalyn.wordpress.com 18
HLDEs with Constant Coefficients cont.
Case 2. Roots of auxiliary equation are real and repeated
For a root m, appearing p times
y = c1 emx + c2 xemx + ⋯ + Cp x p−1 emx
Examples
Solve the following differential equations
1. D2 D2 + 2D + 1 3 D2 + 3D + 2 y = 0
Solution
Auxiliary Equation
m2 m2 + 2m + 1 3 m2 + 3m + 2 = 0
joseemalyn.wordpress.com 19
HLDEs with Constant Coefficients cont.
m2 m + 1 6 m + 1 m + 2 = 0
m1 = 0 (double)
m2 = −1 (7 times)
m3 = −2
m’s = 0, 0, -1, -1, -1, -1, -1, -1, -1, -2 Cases 1 and 2
y = c1 + c2 x + c3 e−x + c4 xe−x + c5 x 2 e−x + c6 x 3 e−x + c7 x 4 e−x +
c8 x 5 e−x + c9 x 6 e−x + c10 e−2x
y = c1 + c2 x + (c3 + c4 x + c5 x 2 + c6 x 3 + c7 x 4 + c8 x 5 + c9 x 6 )e−x
+ c10 e−2x g.s. Answer
joseemalyn.wordpress.com 20
HLDEs with Constant Coefficients cont.
2. D2 + 6D + 9 y = 0
Solution
Auxiliary Equation
m2 + 6m + 9 = 0
(m + 3)(m + 3) = 0
m+3=0 m = −3
roots, m′ s = −3, −3
y = c1 e−3x + c2 xe−3x
y = c1 + c2 x e−3x g.s. Answer
joseemalyn.wordpress.com 21
HLDEs with Constant Coefficients cont.
3. 4D3 − 27D + 27 y = 0 -3 4 0 -27 27
-12 36 -27
Solution
3/2 4 -12 9 0
Auxiliary Equation 6 -9
4m3 − 27m + 27 = 0 3/2 4 -6 0

3 3 6
roots, m′ s = −3, , 4 0
2 2
3 3
x x
y = c1 e−3x + c2 e 2 + c3 xe 2
3x
y = ce−3x + c2 + c3 x e 2 g.s. Answer
joseemalyn.wordpress.com 22
HLDEs with Constant Coefficients cont.
4. 4D4 − 4D3 − 23D2 + 12D + 36 y = 0
Solution 4 -4 -23 12 36 2
8 8 -30 -36
Auxiliary Equation 4 4 -15 -18 0 2
4m4 − 4m3 − 23m2 + 12m + 36 = 0 8 24 18
3 3 4 12 9 0 -3/2
roots, m′ s = 2, 2, − , −
2 2 -6 -9
4 6 0 -3/2
-6
4 0

joseemalyn.wordpress.com 23
HLDEs with Constant Coefficients cont.
3 3
− x − x
y = c1 e2x + c2 xe2x + c3 e 2 + c4 xe 2
3
− x
y = c1 + c2 x e2x + c3 + c4 x e 2 g.s. Answer

joseemalyn.wordpress.com 24
HLDEs with Constant Coefficients cont.
5. D4 − 5D2 − 6D − 2 y = 0 -1 1 0 -5 -6 -2
-1 1 4 2
Solution -1 1 -1 -4 -2 0
Auxiliary Equation -1 2 2

m4 − 5m2 − 6m − 2 = 0 1 -2 -2 0

m2 − 2m − 2 = 0
−(−2)± (−2)2 −4(1)(−2)
m=
2(1)
2 ± 4+8 2 ± 12 2 ±2 3
m= = = =1± 3
2 2 2
joseemalyn.wordpress.com 25
HLDEs with Constant Coefficients cont.
roots, m′ s = −1, −1, 1 + 3, 1 − 3
y = c1 e−x + c2 xe−x + c3 e 1+ 3 x + c4 e 1− 3 x
y = c1 + c2 x e−x + c3 e 1+ 3 x
+ c4 e 1− 3 x
g.s. Answer

joseemalyn.wordpress.com 26
HLDEs with Constant Coefficients cont.
6. D4 + 3D3 + 2D2 y = 0; when x = 0, y = 0, y ′ = 4, y ′′ = −6,
Solution y ′′′ = 14
Auxiliary Equation
m4 + 3m3 + 2m2 = 0
m2 (m2 + 3m + 2) = 0
m2 m + 1 m + 2 = 0
roots, m′ s = 0, 0, −1, −2
y = c1 e0 + c2 xe0 + c3 e−x + c4 e−2x
y = c1 + c2 x + c3 e−x + c4 e−2x g.s.
joseemalyn.wordpress.com 27
HLDEs with Constant Coefficients cont.
y = c1 + c2 x + c3 e−x + c4 e−2x g.s. rewritten
when x = 0, y = 0 : 0 = c1 + c3 + c4
when x = 0, y ′ = 4 : y ′ = c2 − c3 e−x − 2c4 e−2x
4 = c2 − c3 − 2c4
when x = 0, y ′′ = −6 : y ′′ = c3 e−x + 4c4 e−2x
−6 = c3 + 4c4
when x = 0, y ′′′ = 14 : y ′′′ = −c3 e−x − 8c4 e−2x
14 = −c3 − 8c4
joseemalyn.wordpress.com 28
HLDEs with Constant Coefficients cont.
Solve for c1 , c2 , c3 , and c4
c1 = 0, c2 = 2, c3 = 2, c4 = −2
y = c1 + c2 x + c3 e−x + c4 e−2x g.s. rewritten
y = 2x + 2e−x − 2e−2x
y = 2 x + e−x − e−2x p.s. Answer

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HLDEs with Constant Coefficients cont.
Case 3. Auxiliary equation has complex (imaginary)
and distinct roots
For m = a ± bi
y = eax c1 cos bx + c2 sin bx

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HLDEs with Constant Coefficients cont.
Examples
Solve the following differential equations
1. D − 3 D2 + 4D + 4 D2 + 2D + 3 y = 0
Solution
Auxiliary Equation
m − 3 m2 + 4m + 4 m2 + 2m + 3 = 0
m − 3 m + 2 2 m2 + 2m + 3 = 0

joseemalyn.wordpress.com 31
HLDEs with Constant Coefficients cont.
For m2 + 2m + 3 = 0
−(2) ± (2)2 −4(1)(3)
m=
2(1)
−2 ± 4−12 −2 ± −8 −2 ±2 2 i
m= = = = −1 ± 2 i
2 2 2
roots, m’s = 3, -2, -2, −1 ± 2 i
y = c1 e3x + c2 e−2x + c3 xe−2x + e−x c4 cos 2x + c5 sin 2x
y = c1 e3x + (c2 +c3 x)e−2x + e−x c4 cos 2x + c5 sin 2x
g.s. Answer
joseemalyn.wordpress.com 32
HLDEs with Constant Coefficients cont.
2. D2 − 2D + 5 y = 0 Verify your answer.
Solution
Auxiliary Equation
m2 − 2m + 5 = 0
− −2 ± (−2)2 −4(1)(5) 2 ± 4 − 20
m= =
2(1) 2
2± −16 2±4i
m= =
2 2

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HLDEs with Constant Coefficients cont.
roots, m′ s = 1 ± 2 i
y = ex (c1 cos 2x + c2 sin 2x) g.s. Answer

joseemalyn.wordpress.com 34
HLDEs with Constant Coefficients cont.
Verify the answer
Obtain first y′ and y′′
y ′ = ex −2c1 sin 2x + 2c2 sin 2x + ex c1 cos 2x + c2 sin 2x
y ′′ = ex −3c1 cos 2x − 3c2 sin 2x + ex −4c1 sin 2x + 4c2 cos 2x
Substitute the equations into the given d.e.
−3c1 ex cos 2x − 3c2 ex sin 2x − 4c1 ex sin 2x + 4c2 ex cos 2x + 4c1 ex sin 2x −
4c2 ex sin 2x − 2c1 ex cos 2x − 2c2 ex sin 2x + 5c1 ex cos 2x + 5c2 ex sin 2x = 0
0 = 0 Verified!

joseemalyn.wordpress.com 35
HLDEs with Constant Coefficients cont.
3. D2 + 9 y = 0 Verify your answer.
Solution
Auxiliary Equation
m2 + 9 = 0
m2 = −9
m = −9
roots, m′ s = ±3 i
y = e0 (c1 cos 3x + c2 sin 3x)
y = c1 cos 3x + c2 sin 3x g. s. Answer
joseemalyn.wordpress.com 36
HLDEs with Constant Coefficients cont.
Verify the answer
y = c1 cos 3x + c2 sin 3x rewritten
y ′ = −3c1 sin 3x + 3c2 cos 3x
y ′′ = −9c1 cos 3x − 9c2 sin 3x
Substitute the equations into the given differential equation
D2 + 9 y = 0 rewritten
−9c1 cos 3x − 9c2 sin 3x + 9c1 cos 3x + 9c2 sin 3x = 0
0=0
Verified!
joseemalyn.wordpress.com 37
HLDEs with Constant Coefficients cont.
4. D2− 4D + 7 y = 0 −(−4) ± (−4)2 −4(1)(7)
m=
2(1)
Solution
4 ± 16−28 4 ± −12
Auxiliary Equation = =
2 2
m2 − 4m + 1 = 0 4 ±2 3 i
=
roots, m′ s =2± 3i 2

y = e2x c1 cos 3x + c2 sin 3x g.s. Answer

joseemalyn.wordpress.com 38
HLDEs with Constant Coefficients cont.
5. D3 + 7D2 + 19D + 13 y = 0; when x = 0, y = 0, y ′ = 2, y ′′ = −12
Solution -1 1 7 19 13

Auxiliary Equation -1 -6 -13


1 6 13 0
3 2
m + 7m + 19m + 13 = 0
m2 + 6m + 13 = 0

−6± (6)2 −4(1)(13) −6 ± 36−52 −6 ± −16 −6 ±4i


m= = = = = −3 ± 2i
2(1) 2 2 2
m′ s = −1, −3 ± 2i
joseemalyn.wordpress.com 39
HLDEs with Constant Coefficients cont.
y = c1 e−x + e−3x c2 cos 2x + c3 sin 2x g.s.
when x = 0, y = 0 : 0 = c1 + c2
when x = 0, y ′ = 2 : y ′ = −c1 e−x + e−3x (−2c2 sin 2x +
2c3 cos 2x) − 3e−3x c2 cos 2x + c3 sin 2x
2 = −c1 + 2c3 − 3c2
when x = 0, y ′′ = −12 : y ′′ = c1 e−x + e−3x (5c2 cos 2x +
5c3 sin 2x) − e−3x −12c2 sin 2x + 12c3 cos 2x
−12 = c1 + 5c2 − 12c3

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HLDEs with Constant Coefficients cont.

Solve for c1 , c2 , and c3

c1 = c2 = 0, c3 = 1

y = e−3x sin 2x p.s. Answer

joseemalyn.wordpress.com 41
HLDEs with Constant Coefficients cont.
6. 2D3 − D2 + 36D − 18 y = 0 1/2 2 -1 36 -18
Solution 1 0 18
2 0 36 0
Auxiliary Equation
2m3 − m2 + 36m − 18 = 0 2m2 + 36 = 0
1
m′ s = , ±3 2 i m2 + 18 = 0
2
m2 = −18 m = −18 m = ±3 −2
1
x
y = c1 e 2 + e0 c2 cos 3 2 x + c3 sin 3 2 x
1
x
y = c1 e 2 + c2 cos 3 2 x + c3 sin 3 2 x
joseemalyn.wordpress.com 42
HLDEs with Constant Coefficients cont.
Case 4. Auxiliary equation has complex (imaginary) and
repeated roots
For m = a ± bi, appearing p times
y = eax c1 cos bx + c2 sin bx + xeax (c3 cos bx +
c4 sin bx) + ⋯ + x p eax c2p−1 cos bx + c2p sin bx

joseemalyn.wordpress.com 43
HLDEs with Constant Coefficients cont.
Examples
Solve the following differential equations
1. D4 + 18D2 + 81 y = 0
Solution
Auxiliary Equation
m4 + 18m2 + 81 = 0
(m2 + 9) (m2 + 9) = 0
m′ s = ±3i, ±3i

joseemalyn.wordpress.com 44
HLDEs with Constant Coefficients cont.
y = e0 (c1 cos 3x + c2 sin 3x) + e0 x c3 cos 3x + c4 sin 3x
y = (c1 + c3 x)cos 3x + (c2 +c4 x)sin 3x g.s. Answer

joseemalyn.wordpress.com 45
HLDEs with Constant Coefficients cont.
2. D6 + 9D4 + 24D2 + 16 y = 0
Solution
Auxiliary Equation
m6 + 9m4 + 24m2 + 16 = 0
(m2 + 1)(m2 + 4)(m2 +4) = 0
m′ s = ±i, ±2i, ±2i
y = e0 (c1 cos x + c2 sin x) + e0 c3 cos 2x + c4 sin 2x + e0 x c5 cos 2x + c6 sin 2x
y = c1 cos x + c2 sin x + c3 + c5 x cos 2x + c4 + c6 x sin 2x
g.s. Answer
joseemalyn.wordpress.com 46
HLDEs with Constant Coefficients cont.
3. D2 + 2D + 4 3 D2 + 1 2 y = 0
Solution
Auxiliary Equation
m2 + 2m + 4 3 m2 + 1 2
=0
m2 + 2m + 4 = 0 m2 + 1 = 0
m′ s = ± i, ± i

joseemalyn.wordpress.com 47
HLDEs with Constant Coefficients cont.
For m2 + 2m + 4 = 0
−2± (−2)2 −4(1) 4 −2± 4−16 −2± −12 −2±2 −3
m= = = =
2(1) 2 2 2

m′ s = −1 ± 3 i, −1 ± 3 i, −1 ± 3 i

For the given d.e.


m′ s = ± i, ± i, −1 ± 3 i, −1 ± 3 i, −1 ± 3 i

joseemalyn.wordpress.com 48
HLDEs with Constant Coefficients cont.

• y = c1 cos x + c2 sin x + x c3 cos x + c4 sin x + e−x ൫c5 cos 3x +


c6 sin 3x൯ + xe−x c7 cos 3x + c8 sin 3x + x 2 e−x ൫c9 cos 3x +
c10 sin 3x൯
• y = (c1 + c3 x) cos x + (c2 + c4 x) sin x + e−x (c5 + c7 x + c9 x 2 ) cos 3x
+ e−x (c6 +c8 x + c10 x 2 )sin 3x g.s. Answer

joseemalyn.wordpress.com 49
Nonhomogeneous Linear Differential Equations
(NHLDEs) with Constant Coefficients
• Standard Form
dn y dn−1 dy
an n + a𝑛−1 n−1 y + ⋯ + a1 + a0 y = R(x)
dx dx dx
or an Dn + a𝑛−1 Dn−1 + ⋯ + a1 D + a0 y = R x
• Standard Solution
y = complementary function + any particular solution
y = yc + y p

joseemalyn.wordpress.com 50
Trial Particular Solutions
𝐑(𝐱) Form of 𝐲𝐩
1. 1 (any constant) A
2. 5x + 7 Ax + B
3. 3x 2 − 2 Ax 2 + Bx + C
4. x 3 − x + 1 Ax 3 + Bx 2 + Cx + E
5. sin 4x A cos 4x + B sin 4x
6. cos 4x A cos 4x + B sin 4x
7. e5x Ae5x
8. 9x − 2 e5x Ax + B e5x
9. x 2 e5x Ax 2 + Bx + C e5x
10. e3x sin 4x Ae3x cos 4x + Be3x sin 4x
11. 5x 2 sin 4x Ax 2 + Bx + C cos 4x + Ex 2 + Fx + G sin 4x
12. xe3x cos 4x Ax + B e3x cos 4x + Cx + E e3x sin 4x
joseemalyn.wordpress.com 51
Method of Undetermined Coefficients (MUCs)
➢ applicable if R x is a particular solution of a homogeneous
linear differential equation
➢ i.e., the roots of the auxiliary equation can be obtained from R(x)
Examples
Solve the following d.e.
1. D3 − 3D + 2 y = −7
Solution
y = yc + yp
Auxiliary Equation m3 − 3m + 2 = 0
joseemalyn.wordpress.com 52
MUCs cont.
m3 − 3m + 2 = 0 rewritten
m’s = -2, 1, 1 Cases 1 and 2
yc = c1 e−2x + c2 ex + c3 xex -2 1 0 -3 2
-2 4 -2
R(x) = -7; n = 0 1 1 -2 1 0
yp = A 1 -1

Dyp = 0 1 1 -1 0
1
2
D yp = 0 1 0

D3 yp = 0

joseemalyn.wordpress.com 53
MUCs cont.
Substitute yp into the given d.e.
D3 − 3D + 2 y = −7
0 + 0 + 2A = -7
−7
A=
2
−7
yp =
2
y = yc + yp
−2x x x 7
∴ y = c1 e + c2 e + c3 xe − g.s. Answer
2
joseemalyn.wordpress.com 54
MUCs cont.
2. D2 − D − 2 y = 1 − 2x − 9e−x
Solution
y = yc + yp
Auxiliary Equation
m2 − m −2 = 0
(m −2)(m+1) = 0
m’s = 2, −1
yc = c1 e−x + c2 e2x
joseemalyn.wordpress.com 55
MUCs cont.
R(x) = 1 − 2x − 9e−x
n’s = 0, 0, -1
−1, appears two times
yp = A + Bx + Cxe−x
y ′p = B + C −xe−x + e−x
y ′′p = C xe−x − e−x − e−x
y ′′p = C(xe−x − 2e−x )
joseemalyn.wordpress.com 56
MUCs cont.
Substitute yp into the given differential equation
D2 − D − 2 y = 1 − 2x − 9e−x rewritten
C xe−x − 2e−x − B + C −xe−x + e−x − 2(A + Bx + Cxe−x ) = 1 − 2x − 9e−x
Cxe−x − 2Ce−x − B + Cxe−x − Ce−x − 2A − 2Bx − 2Cxe−x = 1 − 2x − 9e−x

−3Ce−x − B − 2A − 2Bx = 1 − 2x − 9e−x


coefficients of e−x : −3C = −9 C=3
coefficients of x: −2B = −2 B=1
constants: −B − 2A = 1; B = −2A − 1
1 = −2A − 1; A = −1
joseemalyn.wordpress.com 57
MUCs cont.
yp = A + Bx + Cxe−x
yp = −1 + x + 3xe−x
➢ yc = c1 e−x + c2 e2x
y = c1 e−x + c2 e2x − 1 + x + 3xe−x g.s. Answer

joseemalyn.wordpress.com 58
METHOD OF VARIATION OF
PARAMETERS (MVPs)
➢ applicable as long as the complementary function is known

Example
Solve D2 + 1 y = sec x
Solution
y = yc + yp
Auxiliary Equation
m2 + 1 = 0 m’s = ±i
joseemalyn.wordpress.com 59
MVPs cont.
yc = c1 cos x + c2 sin x
yp is obtained from yc by replacing c1 and c2 by A x and
B(x), respectively
yp = A cos x + B sin x A and B = f(x)
Dyp = y ′p = −A sin x + A′ cos x + B cos x + B′ sin x
Let
A′ cos x + B′ sin x = 0 eq. 1
Dyp = y ′p = −A sin x + B cos x
D2 yp = y ′′p = −A cos x − A′ sin x − B sin x + B′ cos x
joseemalyn.wordpress.com 60
MVPs cont.
Substitute yp into the given d.e.
D2 + 1 y = sec x rewritten
−A cos x − A′ sin x − B sin x + B′ cos x + A cos x + B sin x = sec x
−A′ sin x + B′ cos x = sec x eq. 2
Solve for A′ and B′
B′ sin x
from eq. 1, A′ = −
cos x

joseemalyn.wordpress.com 61
MVPs cont.
Substitute the above equation into eq. 2
−A′ sin x + B′ cos x = sec x eq. 2 rewritten
B′ sin x
sin x + B′ cos x = sec x
cos x
B′ sin2 x+B′ cos2 x
= sec x
cos x
=1
B’ (sin2 x+cos2 x
= sec x
cos x
B’ = sec x (cos x) = 1
joseemalyn.wordpress.com 62
MVPs cont.

B = න dx = x

′ B′ sin x
from eq. 1, A = −
cos x
(1) sin x sin x
A′ = − = −
cos x cos x
sin x dx
A = −න = ln cos x
cos x

joseemalyn.wordpress.com 63
MVPs cont.
yp = A cos x + B sin x rewritten
yp = cos x ln cos x + x sin x
y = yc + yp
➢ yc = c1 cos x + c2 sin x
∴ y = c1 cos x + c2 sin x + cos x ln cos x + x sin x g.s. Answer

joseemalyn.wordpress.com 64
NHLDEs with Constant Coefficients

SUPPLEMENTARY
EXERCISES …

joseemalyn.wordpress.com 65
MUCs cont.
1. D4 + D2 y = −12
D2 D2 + 1 y = −12
Solution
y = yc + yp
Auxiliary Equation
m2 m2 + 1 = 0 m’s = 0, 0, ±i Cases 2 and 3

joseemalyn.wordpress.com 66
MUCs cont.
Complementary function, yc
yc = c1 e0 + c2 xe0 + e0 (c3 cos 𝑥 + c4 sin 𝑥)
yc = c1 + c2 x + c3 cos x + c4 sin x
R(x) = -12; n=0
yp = Ax 2
Dyp = 2Ax
D2 yp = 2A
D3 yp = 0
D4 yp = 0
joseemalyn.wordpress.com 67
MUCs cont.
Substitute yp into the given d.e.
D4 + D2 y = −12 rewritten
0 + 2A = −12
−12
A=
2
−12 2
yp = x = −6x 2
2
y = y c + yp
∴ y = c1 + c2 x + c3 cos x + c4 sin x − 6x 2 g.s. Answer
joseemalyn.wordpress.com 68
MUCs cont.
2. D2 + D y = sin x
Solution
y = yc + yp
Auxiliary Equation
m2 + m = 0
m(m+1) = 0
m′ s = 0, −1
yc = c1 + c2 e−x
joseemalyn.wordpress.com 69
MUCs cont.
R(x) = sin x n′ s = ±i
yp = A cos x + B sin x
Dyp = y ′p = −A sin x + B cos x
D2 yp = y ′′p = −A cos x − B sin x
Substitute yp into the given differential equation
D2 + D y = sin x rewritten
−A cos x − B sin x − A sin x + B cos x = sin x

joseemalyn.wordpress.com 70
MUCs cont.
−A cos x − B sin x − A sin x + B cos x = sin x
Solve for A and B
coefficients of cos x: −A + B = 0; A = B
coefficients of sin x: −B − A = 1; −A − A = 1
−2A = 1
1
A= −
2
1
B=A= −
2

joseemalyn.wordpress.com 71
MUCs cont.
1 1 1
yp = − cos x − sin x = − (cos x + sin x)
2 2 2
y = yc + yp
➢ yc = c1 + c2 e−x
−x 1
y = c1 + c2 e − cos x + sin x g.s. Answer
2

joseemalyn.wordpress.com 72
MUCs cont.
3. D2 − 3D − 4 y = 2e−x + cos x
Solution
y = yc + yp
Auxiliary Equation m2 − 3m − 4 = 0
(m – 4)(m + 1) = 0
Roots (left) = m′ s = 4, −1
yc = c1 e4x + c2 e−x
joseemalyn.wordpress.com 73
MUCs cont.
R x = 2e−x + cos x ; n′ s = −1, ±i
Note: m′ s = 4, −1 n′ s = −1, ±i
−1, appears two times
yp = Axe−x + B cos x + C sin x
Dyp = y ′p = A −xe−x + e−x − B sin x + C cos x
D2 yp = y ′′p = A xe−x − e−x − e−x − B cos x − C sin x
D2 yp = y ′′p = A xe−x − 2e−x − B cos x − C sin x

joseemalyn.wordpress.com 74
MUCs cont.
Substitute yp into the given differential equation to determine the
values of A, B and C
D2 − 3D − 4 y = 2e−x + cos x rewritten
A xe−x − 2e−x − B cos x − C sin x − 3[A −xe−x + e−x − B sin x
+ C cos x] − 4 Axe−x + B cos x + C sin x = 2e−x + cos x
Axe−x − 2Ae−x − B cos x − C sin x + 3Axe−x − 3Ae−x + 3B sin x
− 3C cos x − 4Axe−x − 4B cos x − 4C sin x = 2e−x + cos x
−5Ae−x − 5B cos x − 3C cos x − 5C sin x + 3B sin x = 2e−x + cos x

joseemalyn.wordpress.com 75
MUCs cont.
−5Ae−x − 5B cos x − 3C cos x − 5C sin x + 3B sin x = 2e−x + cos x rewritten
−x 2
coefficients of e ∶ −5A = 2 A= −
5
5C
coefficients of cos x: −5B − 3C = 1; −5 − 3C = 1
3
coefficients of sin x: −5C + 3B = 0
3B = 5C
5C
B=
3
joseemalyn.wordpress.com 76
MUCs cont.
5C
• −5 − 3C = 1
3
25C
• − − 3C = 1
3
−25C−9C
• =1
3
3
• −34C = 3 C=−
34
5C 5 3 5
• B= = − B= −
3 3 34 34
joseemalyn.wordpress.com 77
MUCs cont.
yp = Axe−x + B cos x + C sin x rewritten
2 5 3
yp = − xe−x − cos x − sin x
5 34 24
y = yc + yp
➢yc = ce4x + c2 e−x
2 5 3
∴ y = c1 e4x + c2 e−x − xe−x − cos x − sin x g.s. Answer
5 34 24

joseemalyn.wordpress.com 78
MUCs cont.
4. D2 + 4 y = 5ex − 4x
Solution
y = yc + yp
Auxiliary Equation
m2 + 4 = 0
m′ s = ±2i
yc = c1 cos 2x + c2 sin 2x

joseemalyn.wordpress.com 79
MUCs cont.
R(x) = 5ex − 4x; n’s = 1, 0, 0
yp = A + Bx + Cex
Dyp = y ′p = B + Cex
D2 yp = y ′′p = Cex
Substitute yp into the given differential equation
D2 + 4 y = 5ex − 4x rewritten
Cex + 4(A + Bx + Cex ) = 5ex − 4x
joseemalyn.wordpress.com 80
MUCs cont.
Cex + 4A + 4Bx + 4Cex = 5ex − 4x
5Cex + 4A + 4Bx = 5ex − 4x
Comparing coefficients of the left-hand side part with right-hand
side part of the above equation
coefficients of ex : 5C = 5 C =1
coefficients of x: 4B = −4 B = −1
constant: 4A = 0 A=0
yp = A + Bx + Cex
yp = 0 – x + ex
joseemalyn.wordpress.com 81
MUCs cont.
yp = – x + ex
y = yc + yp
➢ yc = c1 cos 2x + c2 sin 2x
∴ y = c1 cos 2x + c2 sin 2x − x + ex g.s. Answer

joseemalyn.wordpress.com 82
MVPs cont.
5. D2 + 1 y = csc x
Solution
y = yc + yp
Auxiliary Equation
m2 + 1 = 0
m’s = ±i
yc = c1 sin x + c2 cos x
yp = A sin x + B cos x A and B = f(x)
Dyp = y′p = A cos x + A′ sin x − B sin x + B′ cos x
joseemalyn.wordpress.com 83
MVPs cont.
Let
A′ sin x + B′ cos x = 0 eq. 1
Dyp = y′p = A cos x − B sin x = 0
D2 yp = y′′p = −A sin x + A′ cos x − B cos x − B′ sin x
Substitute yp into the given d.e.
D2 + 1 y = csc x rewritten
−A sin x + A′ cos x − B cos x − B′ sin x + A sin x + B cos x = csc x
′ ′
1
A cos x − B sin x = csc x =
sin x
joseemalyn.wordpress.com 84
MVPs cont.
B′ cos x
from eq. 1, A′ = −
sin x
1
A′ cos x − B′ sin x = csc x = rewritten
sin x
B′ cos x ′ 1
− cos x − B sin x =
sin x sin x
−B′ cos2 x − B′ sin2 x 1
=
sin x sin x
=1
B′ (cos2 x + sin2 x) 1
− =
sin x sin x
joseemalyn.wordpress.com 85
MVPs cont.
B′ 1
− =
sin x sin x

B = −1
B = −x
′ B′ cos x −1 cos x
A = − = −
sin x sin x

cos x
A =
sin x
A = ln sin x
yp = A sin x + B cos x
yp = ln sin x sin x − x cos x = sin x ln sin x − x cos x
joseemalyn.wordpress.com 86
MVPs cont.
➢ yc = c1 sin x + c2 cos x
y = c1 sin x + c2 cos x − x cos x + sin x ln sin x g.s. Answer

joseemalyn.wordpress.com 87
MVPs cont.
6. D2 + 1 y = tan x
Solution
y = yc + yp
Auxiliary Equation
m2 + 1 = 0
m’s = ±i
yc = c1 cos x + c2 sin x
yp = A cos x + B sin x
joseemalyn.wordpress.com 88
MVPs cont.
yp = A cos x + B sin x A and B = f(x)
Dyp = y ′p = −A sin x + A′ cos x + B cos x + B′ sin x
Let
A′ cos x + B′ sin x = 0 eq. 1
Dyp = y ′p = −A sin x + B cos x
D2 yp = y ′′p = −A cos x − A′ sin x − B sin x + B′ cos x

joseemalyn.wordpress.com 89
MVPs cont.
Substitute yp into the given d.e.
D2 + 1 y = tan x rewritten
−A cos x − A′ sin x − B sin x + B′ cos x + A cos x + B sin x = tan x
−A′ sin x + B′ cos x = tan x eq. 2
Solve for A′ and B′
B′ sin x
from eq. 1, A′ = −
cos x

joseemalyn.wordpress.com 90
MVPs cont.
Substitute the above equation into eq. 2
−A′ sin x + B′ cos x = tan x eq. 2 rewritten
B′ sin x
sin x + B′ cos x = tan x
cos x
B′ sin2 x+B′ cos2 x
= tan x
cos x
=1
B’ (sin2 x+cos2 x
= tan x
cos x
joseemalyn.wordpress.com 91
MVPs cont.
=1
B’(sin2 x+cos2 x sin x
=
cos x cos x
sin x
B’ = cos x
cos x
B’ = sin x
B = ‫ ׬‬sin x dx
B = − cos x

joseemalyn.wordpress.com 92
MVPs cont.
B ′ sin x sin x sin x

A =− =−
cos x cos x
2

sin x
A =−
cos x
(1−cos2 x) 1
A′ = − =− − cos x = −sec x + cos x
cos x cos x

A = න − sec x + cos x dx

A = −ln sec x + tan x + sin x


joseemalyn.wordpress.com 93
MVPs cont.
➢ yc = c1 cos x + c2 sin x
➢ yp = A cos x + B sin x
= −ln sec x + tan x + sin x cos x + (−cos x) sin x
= −cos x ln sec x + tan x

∴ y = c1 cos x + c2 sin x −cos x ln sec x + tan x g.s. Answer

joseemalyn.wordpress.com 94
MVPs cont.
7. D2 + 1 y = sec x csc x
Solution
y = yc + yp
Auxiliary Equation
m2 + 1 = 0
m’s = ±i
yc = c1 cos x + c2 sin x
yp = A cos x + B sin x

joseemalyn.wordpress.com 95
MVPs cont.
yp = A cos x + B sin x A and B = f(x)
Dyp = y ′p = −A sin x + A′ cos x + B cos x + B′ sin x
Let
A′ cos x + B′ sin x = 0 eq. 1
Dyp = y ′p = −A sin x + B cos x
D2 yp = y ′′p = −A cos x − A′ sin x − B sin x + B′ cos x

joseemalyn.wordpress.com 96
MVPs cont.
Substitute yp into the given d.e.
D2 + 1 y = sec x csc x rewritten
−A cos x − A′ sin x − B sin x + B′ cos x + A cos x + B sin x = sec x csc x
−A′ sin x + B′ cos x = sec x csc x eq. 2
Solve for A′ and B′
B′ sin x
from eq. 1, A′ = −
cos x

joseemalyn.wordpress.com 97
MVPs cont.
Substitute the above equation into eq. 2
−A′ sin x + B ′ cos x = sec x csc x eq. 2 rewritten
B′ sin x
sin x + B′ cos x = sec x csc x
cos x
B′ sin2 x+B′ cos2 x
= sec x csc x
cos x
=1
B’(sin2 x+cos2 x
= sec x csc x
cos x
joseemalyn.wordpress.com 98
MVPs cont.
B′ = cos x (sec x csc x)
B′ = csc x
B = ‫ ׬‬csc x dx
B = −ln csc x + cot x
B′ sin x
A′ = − B′ = csc x
cos x
csc x sin x 1
A′ = − = − = − sec 𝑥
cos x cos x
A = −ln sec x + tan x
joseemalyn.wordpress.com 99
MVPs cont.
➢ yc = c1 cos x + c2 sin x
➢ yp = A cos x + B sin x
= (−ln sec x + tan x ) cos x + (−ln csc x + cot x )sin x
y = yc + yp
y = c1 cos x + c2 sin x −cos x ln sec x + tan x − sin x ln csc x + cot x g.s. Answer

joseemalyn.wordpress.com 100
EXERCISES
• Solve the following differential equations
1. D3 + 6D2 + 12D + 8 y = 0; when x = 0, y = 1, y ′ = −2, y ′′ = 2
2. D4 − 2D3 + 5D2 − 8D + 4 y = 0
3. D5 + D4 − 9D3 − 13D2 + 8D + 12 y = 0
4. 4D3 + 28D2 + 61D + 37 y = 0
5. D5 − 2D3 − 2D2 − 3D − 2 y = 0

joseemalyn.wordpress.com 101
EXERCISES cont.
d2 x dx dx
6. + 4 + 5x = 10; when t = 0, x = 0, =0
dt2 dt dt
7. xሷ + 4xሶ + 5x = 8 sin t; when t = 0, x = 0, xሶ = 0
8. y ′′ + 2y ′ + y = x; at x = 0, y = −2, y ′ = 2
9. D2 + 2D + 2 y = e−x csc x
10. D2 + 1 y = tan2 x

joseemalyn.wordpress.com 102
REFERENCES
Rainville, E. D., Bedient, P. E., & Bedient, R. E.
(2002). Elementary differential equations (8th ed.).
Singapore: Pearson Education Asia Pte. Ltd.
Zill, D. G. & Wright, W. S. (2013). Differential equations
with boundary-value problems (8th ed.). Boston:
Brooks/Cole, Cengage Learning.

joseemalyn.wordpress.com 103

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