Nonhomogeneous Linear Differential Equation With Constant Coefficients
Nonhomogeneous Linear Differential Equation With Constant Coefficients
𝒃𝒐 𝒚(𝒏) + 𝒃𝟏 𝒚(𝒏−𝟏) + ⋯ + 𝒃𝒏−𝟏 𝒚′ + 𝒃𝒏 𝒚 = 𝑹(𝒙) → (𝟏) 1. Write the variable of R(x) together with the variable part as unity
2. Take the variable parts and the derivative multiplied by the constant A, B, C,
And let 𝒚𝒄 be a solution of the corresponding homogeneous equation etc. Which are to be determined.
3. If 𝑦𝑝 is similar to certain term in 𝑦𝑐 , multiply 𝑦𝑝 by the smallest degree of x which
𝒃𝒐 𝒚(𝒏) + 𝒃𝟏 𝒚(𝒏−𝟏) + ⋯ + 𝒃𝒏−𝟏 𝒚′ + 𝒃𝒏 𝒚 = 𝟎 → (𝟐)
Then, will make it different from 𝑦𝑐
𝒚 = 𝒚𝒄 + 𝒚𝒑 → (𝟑) Note: The method of Undetermined Coefficients fails when the derivative of the
functions in right neither terminate nor repeat.
Is a solution of equation (1). For, using the y of equation (3) we see that
Example Problem:
𝒃𝒐 𝒚(𝒏) + ⋯ + 𝒃𝒏 𝒚 = (𝒃𝒐 𝒚𝒐 (𝒏) + ⋯ + 𝒃𝒏 𝒚𝒄 ) + (𝒃𝒐 𝒚𝒑 (𝒏) + ⋯ + 𝒃𝒏 𝒚𝒑 ) = 𝟎 + 𝑹(𝒙)
1. (𝐷2 − 3𝐷 + 2)𝑦 = 2𝑥 3 − 9𝑥 2 + 6𝑥
2. (𝐷2 + 4)𝑦 = 5𝑒 𝑥 − 4𝑥
If {𝑦1 , 𝑦2 , … , 𝑦𝑛} are linearly independent solutions of equation (2), then
3. (𝐷2 + 𝐷)𝑦 = 𝑠𝑖𝑛𝑥
𝒚𝒄 = 𝑪𝟏 𝒚𝟏 + 𝑪𝟐 𝒚𝟐 + ⋯ + 𝑪𝒏 𝒚𝒏 → (𝟒) 4. 𝑦 ′′ + 2𝑦 ′ + 5𝑦 = 8𝑒 −𝑥 when x=0, y=0, y’=8
In which the C’s are arbitrary constants, is the general solution of equation (2). The 7.3 SOLUTION BY VARIATION OF PARAMETERS
right member of equation (4) is called the complementary function for equation (1).
Consider the differential equation,
The general solution of the nonhomogeneous equation (1) is the sum of the 𝑦 ′′ + 𝑞 (𝑥 )𝑦 ′ + 𝑟(𝑥 )𝑦 = 𝑓(𝑥 )
complementary function and any particular solution.
Assume that 𝑦1 (𝑥 ) and 𝑦2 (𝑥 ) are a fundamental set of solutions for
𝒚 = 𝒚𝒄 + 𝒚𝒑
𝑦 ′′ + 𝑞(𝑥 )𝑦 ′ + 𝑟(𝑥 )𝑦 = 0
𝒚𝟐 𝒇(𝒙) 𝒚𝟏 𝒇(𝒙)
𝒚𝒑 = −𝒚𝟏 ∫ 𝒅𝒙 + 𝒚𝟐 ∫ 𝒅𝒙
𝑾(𝒚𝟏 , 𝒚𝟐 ) 𝑾(𝒚𝟏 , 𝒚𝟐 )
Where,
𝑦2 𝑓(𝑥)
𝐴 = −∫ 𝑑𝑥
𝑊(𝑦1 , 𝑦2 )
𝑦1 𝑓(𝑥)
𝐵=∫ 𝑑𝑥
𝑊(𝑦1 , 𝑦2 )
𝑦1 𝑦2
𝑊 (𝑦1 , 𝑦2 ) = |𝑦′ |
1 𝑦′2 = 𝑦1 𝑦′2 − 𝑦2 𝑦′1
Example Problem:
1. (𝐷2 − 1)𝑦 = 𝑒 𝑥 + 1
2. (𝐷2 + 1)𝑦 = 𝑐𝑠𝑐𝑥 cot 𝑥
References