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Nonhomogeneous Linear Differential Equation With Constant Coefficients

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Nonhomogeneous Linear Differential Equation With Constant Coefficients

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BACHELOR OF SCIENCE IN CIVIL ENGINEERING

BACHELOR OF SCIENCE IN CIVIL ENGINEERING 7.2 SOLUTION BY METHOD OF UNDETERMINED COEFFICIENTS


MATH 104 – DIFFERENTIAL EQUATIONS
1st Semester, S.Y 2023 – 2024 Consider equation
𝑓 (𝐷 )𝑦 = 𝑅 (𝑥 ), 𝑤ℎ𝑒𝑟𝑒 𝑅(𝑥) ≠ 0
CHAPTER 7 Page | 1
General solution:
NONHOMOGENEOUS LINEAR DIFFERENTIAL EQUATION 𝒚 = 𝒚𝒄 + 𝒚𝒑
WITH CONSTANT COEFFICIENTS
Where:
7.1 GENERAL SOLUTION OF A NONHOMOGENEOUS EQUATION 𝑦𝑐 = the complementary function
𝑦𝑝 = the particular function
Let 𝒚𝒑 be any particular solution (not necessarily involving any arbitrary constants) of
the equation Steps in finding 𝑦𝑝

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

ENGR. MELANIE ROSE P. PASCUA


BACHELOR OF SCIENCE IN CIVIL ENGINEERING
Then a complimentary solution is, 4. Rainville, Earl D. & Bedient, Phillip E. (1981). Elementary Differential
Equations, 6th Edition. United States of America: Macmillan Publishing Co.,
𝑦𝑐 = 𝐶1 𝑦1 (𝑥) + 𝐶2 𝑦2 (𝑥) Inc.
5. Gillesania, DIT (2014). Engineering Mathematics Volume 2, 3rd Edition.
Replacing both of the constants 𝐶1 and 𝐶2 by A and B respectively with functions of x, Philippines: Diego Inocencio Tapang Gillesania
6. Problems and Solutions in Elementary Differential Equations by Mark Page | 2
𝑦𝑝 = 𝐴𝑦1 (𝑥) + 𝐵𝑦2 (𝑥) Jefferson B. Castro, MSCE and Rodel P. Hacla, MME

And then a particular solution to the nonhomogeneous differential equation is,

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

1. Holzner, Steven (2008). Differential Equations for Dummies, Indianapolis,


Indiana: Wiley Publishing, Inc.
2. O’Neil, Peter V. (2012). Advanced Engineering Mathematics, 7th Edition.
Philippines: Cengage Learning Asia Pte Ltd.
3. Rainville, Earl D. & Bedient, Phillip E. (2002). Elementary Differential
Equations, 8th Edition. Singapore: Pearson Education Asia Pte Ltd.

ENGR. MELANIE ROSE P. PASCUA

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