SECOND-ORDER DIFFERENTIAL EQUATIONS

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17. SECOND-ORDER DIFFERENTIAL EQUATIONS. SECOND-ORDER DIFFERENTIAL EQUATIONS. 17.2 Nonhomogeneous Linear Equations. In this section, we will learn how to solve: Second-order nonhomogeneous linear differential equations with constant coefficients. NONHOMOGENEOUS LNR. EQNS. Equation 1.

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17

SECOND-ORDER DIFFERENTIAL EQUATIONS

SECOND-ORDER DIFFERENTIAL EQUATIONS

17.2

Nonhomogeneous Linear Equations

• In this section, we will learn how to solve:
• Second-order nonhomogeneous linear
• differential equations with constant coefficients.
NONHOMOGENEOUS LNR. EQNS.

Equation 1

• Second-order nonhomogeneous linear differential equations with constant coefficients are equations of the form ay’’ + by’ + cy = G(x)
• where:
• a, b, and c are constants.
• G is a continuous function.
COMPLEMENTARY EQUATION

Equation 2

• The related homogeneous equation ay’’ + by’ + cy = 0is called the complementary equation.
• It plays an important role in the solution of the original nonhomogeneous equation 1.
NONHOMOGENEOUS LNR. EQNS.

Theorem 3

• The general solution of the nonhomogeneous differential equation 1 can be written as y(x) = yp(x) + yc(x)
• where:
• yp is a particular solution of Equation 1.
• yc is the general solution of Equation 2.
NONHOMOGENEOUS LNR. EQNS.

Proof

• All we have to do is verify that, if y is any solution of Equation 1, then y – yp is a solution of the complementary Equation 2.
• Indeed, a(y – yp)’’ + b(y – yp)’ + c(y – yp) = ay’’ – ayp’’ + by’ – byp’ + cy – cyp= (ay’’ + by’ + cy) – (ayp’’ + byp’ + cyp) = g(x) – g(x) = 0
NONHOMOGENEOUS LNR. EQNS.
• We know from Section 17.1 how to solve the complementary equation.
• Recall that the solution is: yc = c1y1 + c2y2 where y1 and y2 are linearly independent solutions of Equation 2.
NONHOMOGENEOUS LNR. EQNS.
• Thus, Theorem 3 says that:
• We know the general solution of the nonhomogeneous equation as soon as we know a particular solution yp.
METHODS TO FIND PARTICULAR SOLUTION
• There are two methods for finding a particular solution:
• The method of undetermined coefficients is straightforward, but works only for a restricted class of functions G.
• The method of variation of parameters works for every function G, but is usually more difficult to apply in practice.
UNDETERMINED COEFFICIENTS
• We first illustrate the method of undetermined coefficients for the equation
• ay’’ + by’ + cy = G(x)
• where G(x) is a polynomial.
UNDETERMINED COEFFICIENTS
• It is reasonable to guess that there is a particular solution yp that is a polynomial of the same degree as G:
• If y is a polynomial, then ay’’ + by’ + cyis also a polynomial.
UNDETERMINED COEFFICIENTS
• Thus, we substitute yp(x) = a polynomial (of the same degree as G) into the differential equation and determine the coefficients.
UNDETERMINED COEFFICIENTS

Example 1

• Solve the equation y’’ + y’ – 2y = x2
• The auxiliary equation of y’’ + y’ – 2y = 0 is: r2 + r – 2 = (r – 1)(r + 2) = 0 with roots r = 1, –2.
• So, the solution of the complementary equation is: yc = c1ex + c2e–2x
UNDETERMINED COEFFICIENTS

Example 1

• Since G(x) = x2 is a polynomial of degree 2, we seek a particular solution of the form
• yp(x) = Ax2 + Bx + C
• Then,
• yp’ = 2Ax + B
• yp’’ = 2A
UNDETERMINED COEFFICIENTS

Example 1

• So, substituting into the given differential equation, we have:
• (2A) + (2Ax +B) – 2(Ax2 + Bx +C) = x2
• or
• –2Ax2 + (2A – 2B)x + (2A +B – 2C) = x2
UNDETERMINED COEFFICIENTS

Example 1

• Polynomials are equal when their coefficients are equal.
• Thus, –2A = 1 2A – 2B = 0 2A + B – 2C = 0
• The solution of this system of equations is: A = –½ B = –½ C = –¾
UNDETERMINED COEFFICIENTS

Example 1

• A particular solution, therefore, is: yp(x) = –½x2 –½x – ¾
• By Theorem 3, the general solution is: y = yc + yp = c1ex + c2e-2x – ½x2 – ½x – ¾
UNDETERMINED COEFFICIENTS
• Suppose G(x) (right side of Equation 1) is of the form Cekx, where C and k are constants.
• Then, we take as a trial solution a function of the same form, yp(x) = Aekx.
• This is because the derivatives of ekxare constant multiples of ekx.
UNDETERMINED COEFFICIENTS
• The figure shows four solutions of the differential equation in Example 1 in terms of:
• The particular solution yp
• The functions f(x) = ex and g(x) = e–2x
UNDETERMINED COEFFICIENTS

Example 2

• Solve y’’ + 4y = e3x
• The auxiliary equation is:

r2 + 4 = 0

with roots ±2i.

• So, the solution of the complementary equation is: yc(x) = c1 cos 2x + c2 sin 2x
UNDETERMINED COEFFICIENTS

Example 2

• For a particular solution, we try: yp(x) = Ae3x
• Then,
• yp’ = 3Ae3x
• yp’’ = 9Ae3x
UNDETERMINED COEFFICIENTS

Example 2

• Substituting into the differential equation, we have:
• 9Ae3x + 4(Ae3x) = e3x
• So, 13Ae3x = e3xand A = 1/13
UNDETERMINED COEFFICIENTS

Example 2

• Thus, a particular solution is:
• yp(x) = 1/13 e3x
• The general solution is:
• y(x) = c1 cos 2x + c2 sin 2x + 1/13 e3x
UNDETERMINED COEFFICIENTS
• Suppose G(x) is either C cos kx or C sin kx.
• Then, because of the rules for differentiating the sine and cosine functions, we take as a trial particular solution a function of the form yp(x) = A cos kx + B sin kx
UNDETERMINED COEFFICIENTS
• The figure shows solutions of the differential equation in Example 2 in terms of yp and the functions f(x) = cos 2x and g(x) = sin 2x.
UNDETERMINED COEFFICIENTS
• Notice that:
• All solutions approach ∞as x→ ∞.
• All solutions (except yp) resemble sine functions when x is negative.
UNDETERMINED COEFFICIENTS

Example 3

• Solve y’’ + y’ – 2y = sin x
• We try a particular solutionyp(x) = A cos x + B sin x
• Then, yp’ = –A sin x +B cos x yp’’ = –A cos x – B sin x
UNDETERMINED COEFFICIENTS

Example 3

• So, substitution in the differential equation gives: (–A cos x – B sin x) + (–A sin x +B cos x) – 2(A cos x +B sin x) = sin x
• or
• (–3A +B) cos x + (–A – 3B) sin x = sin x
UNDETERMINED COEFFICIENTS

Example 3

• This is true if:
• –3A + B = 0 and –A – 3B = 1
• The solution of this system is: A = –1/10 B = –3/10
• So, a particular solution is:

yp(x) = –1/10 cos x – 3/10 sin x

UNDETERMINED COEFFICIENTS

Example 3

• In Example 1, we determined that the solution of the complementary equation is:
• yc = c1ex + c2e–2x
• So, the general solution of the given equation is: y(x) = c1ex + c2e–2x – 1/10 (cos x – 3 sin x)
UNDETERMINED COEFFICIENTS
• If G(x) is a product of functions of the preceding types, we take the trial solution to be a product of functions of the same type.
• For instance, in solving the differential equation y’’ + 2y’ + 4y =x cos 3x we could try yp(x) = (Ax +B) cos 3x + (Cx +D) sin 3x
UNDETERMINED COEFFICIENTS
• If G(x) is a sum of functions of these types, we use the principle of superposition, which says that:
• If yp1 and yp2 are solutions of ay’’ + by’ + cy =G1(x) ay’’ + by’ + cy =G2(x)respectively, then yp1 + yp2 is a solution of ay’’ + by’ + cy =G1(x) + G2(x)
UNDETERMINED COEFFICIENTS

Example 4

• Solve y’’ – 4y =xex + cos 2x
• The auxiliary equation is: r2 – 4 = 0 with roots ±2.
• So, the solution of the complementary equation is: yc(x) = c1e2x +c2e–2x
UNDETERMINED COEFFICIENTS

Example 4

• For the equation y’’ – 4y = xex, we try:
• yp1(x) = (Ax +B)ex
• Then,
• y’p1= (Ax +A + B)ex
• y’’p1= (Ax + 2A + B)ex
UNDETERMINED COEFFICIENTS

Example 4

• So, substitution in the equation gives:
• (Ax + 2A +B)ex – 4(Ax +B)ex =xex
• or
• (–3Ax + 2A – 3B)ex = xex
UNDETERMINED COEFFICIENTS

Example 4

• Thus, –3A = 1 and 2A – 3B = 0
• So, A = –⅓, B = –2/9, and yp1(x) = (–⅓x – 2/9)ex
UNDETERMINED COEFFICIENTS

Example 4

• For the equation y’’ – 4y = cos 2x, we try:yp2(x) = C cos 2x +D sin 2x
• Substitution gives: –4C cos 2x – 4D sin 2x – 4(C cos 2x +D sin 2x) = cos 2x or – 8C cos 2x – 8D sin 2x = cos 2x
UNDETERMINED COEFFICIENTS

Example 4

• Thus, –8C = 1, –8D = 0, andyp2(x) = –1/8 cos 2x
• By the superposition principle, the general solution is: y =yc +yp1 + yp2

= c1e2x +c2e-2x– (1/3 x + 2/9)ex–1/8 cos 2x

UNDETERMINED COEFFICIENTS
• Here, we show the particular solution yp = yp1 + yp2 of the differential equation in Example 4.
• The other solutions are given in terms of f(x) = e2xand g(x) = e–2x.
UNDETERMINED COEFFICIENTS
• Finally, we note that the recommended trial solution yp sometimes turns out to be a solution of the complementary equation.
• So, it can’t be a solution of the nonhomogeneous equation.
• In such cases, we multiply the recommended trial solution by x (or by x2 if necessary) so that no term in yp(x) is a solution of the complementary equation.
UNDETERMINED COEFFICIENTS

Example 5

• Solve y’’ + y = sin x
• The auxiliary equation is: r2 + 1 = 0 with roots ±i.
• So, the solution of the complementary equation is: yc(x) = c1 cos x + c2 sin x
UNDETERMINED COEFFICIENTS

Example 5

• Ordinarily, we would use the trial solution
• yp(x) = A cos x +B sin x
• However, we observe that it is a solution of the complementary equation.
• So, instead, we try: yp(x) = Ax cos x +Bx sin x
UNDETERMINED COEFFICIENTS

Example 5

• Then,
• yp’(x) = A cos x –Ax sin x +B sin x +Bx cos x
• yp’’(x) = –2A sin x –Ax cos x + 2B cos x –Bx sin x
UNDETERMINED COEFFICIENTS

Example 5

• Substitution in the differential equation gives:
• yp’’ + yp = –2A sin x + 2B cos x = sin x
• So, A = –½ , B = 0, and yp(x) = –½x cos x
• The general solution is: y(x) = c1 cos x +c2 sin x – ½ x cos x
UNDETERMINED COEFFICIENTS
• The graphs of four solutions of the differential equation in Example 5 are shown here.
UNDETERMINED COEFFICIENTS
• We summarize the method of undetermined coefficients as follows.
SUMMARY—PART 1
• If G(x) = ekxP(x), where P is a polynomial of degree n, then try:
• yp(x) = ekxQ(x)
• where Q(x) is an nth-degree polynomial (whose coefficients are determined by substituting in the differential equation).
SUMMARY—PART 2
• If G(x) = ekxP(x)cos mx or G(x) = ekxP(x) sin mx
• where P is an nth-degree polynomial, then try:
• yp(x) = ekxQ(x) cos mx +ekxR(x) sin mx
• where Q and R are nth-degree polynomials.
SUMMARY—MODIFICATION
• If any term of yp is a solution of the complementary equation, multiply ypby x (or by x2 if necessary).
UNDETERMINED COEFFICIENTS

Example 6

• Determine the form of the trial solution for the differential equation
• y’’ – 4y’ + 13y =e2xcos 3x
UNDETERMINED COEFFICIENTS

Example 6

• G(x) has the form of part 2 of the summary, where k = 2, m = 3, and P(x) = 1.
• So, at first glance, the form of the trial solution would be: yp(x) = e2x(A cos 3x +B sin 3x)
UNDETERMINED COEFFICIENTS

Example 6

• However, the auxiliary equation is: r2 – 4r + 13 = 0 with roots r = 2 ± 3i.
• So, the solution of the complementary equation is: yc(x) = e2x(c1 cos 3x +c2 sin 3x)
UNDETERMINED COEFFICIENTS

Example 6

• This means that we have to multiply the suggested trial solution by x.
• So, instead, we use: yp(x) = xe2x(A cos 3x +B sin 3x)
VARIATION OF PARAMETERS

Equation 4

• Suppose we have already solved the homogeneous equation ay’’ + by’ + cy = 0 and written the solution as:
• y(x) = c1y1(x) + c2y2(x)
• where y1 and y2 are linearly independent solutions.
VARIATION OF PARAMETERS
• Let’s replace the constants (or parameters) c1 and c2 in Equation 4 by arbitrary functions u1(x)and u2(x).
VARIATION OF PARAMETERS

Equation 5

• We look for a particular solution of the nonhomogeneous equation ay’’ + by’ + cy = G(x) of the form
• yp(x) = u1(x) y1(x) + u2(x) y2(x)
VARIATION OF PARAMETERS
• This method is called variation of parameters because we have varied the parameters c1 and c2 to make them functions.
VARIATION OF PARAMETERS

Equation 6

• Differentiating Equation 5, we get:
• yp’ = (u1’y1 + u2’y2) + (u1y1’ + u2y2’)
VARIATION OF PARAMETERS
• Since u1 and u2 are arbitrary functions, we can impose two conditions on them.
• One condition is that yp is a solution of the differential equation.
• We can choose the other condition so as to simplify our calculations.
VARIATION OF PARAMETERS

Equation 7

• In view of the expression in Equation 6, let’s impose the condition that:
• u1’y1 + u2’y2 = 0
• Then, yp’’ = u1’y1’ + u2’y2’ + u1y1’’ + u2y2’’
VARIATION OF PARAMETERS

Equation 8

• Substituting in the differential equation, we get: a(u1’y1’ + u2’y2’ + u1y1’’ + u2y2’’) + b(u1y1’ + u2y2’) + c(u1y1 + u2y2) = Goru1(ay1” + by1’ + cy1) + u2(ay2” + by2” + cy2) + a(u1’y1’ + u2’y2’) = G
VARIATION OF PARAMETERS
• However, y1 and y2 are solutions of the complementary equation.
• So, ay1’’ + by1’ + cy1 = 0 and ay2’’ + by2’ + cy2 = 0
VARIATION OF PARAMETERS

Equation 9

• Thus, Equation 8 simplifies to: a(u1’y1’ + u2’y2’) = G
VARIATION OF PARAMETERS
• Equations 7 and 9 form a system of two equations in the unknown functions u1’ and u2’.
• After solving this system, we may be able to integrate to find u1 and u2 .
• Then, the particular solution is given by Equation 5.
VARIATION OF PARAMETERS

Example 7

• Solve the equation y’’ + y = tan x, 0 < x < π/2
• The auxiliary equation is:r2 + 1 = 0 with roots ±i.
• So, the solution of y’’ + y = 0 is: c1 sin x +c2 cos x
VARIATION OF PARAMETERS

Example 7

• Using variation of parameters, we seek a solution of the form
• yp(x) = u1(x) sin x +u2(x) cos x
• Then, yp’ = (u1’ sin x +u2’ cos x) + (u1 cos x –u2 sin x)
VARIATION OF PARAMETERS

E. g. 7—Equation 10

• Set
• u1’ sin x +u2’ cos x = 0
• Then,yp’’ = u1’ cos x –u2’ sin x –u1 sin x –u2 cos x
VARIATION OF PARAMETERS

E. g. 7—Equation 11

• For yp to be a solution, we must have:yp’’ + yp =u1’ cos x –u2’ sin x = tan x
VARIATION OF PARAMETERS

Example 7

• Solving Equations 10 and 11, we get:
• u1’(sin2x + cos2x) = cos x tan x
• u1’ = sin x u1(x) = –cos x
• We seek a particular solution.
• So, we don’t need a constant of integration here.
VARIATION OF PARAMETERS

Example 7

• Then, from Equation 10, we obtain:
VARIATION OF PARAMETERS

Example 7

• So, u2(x) = sin x –ln(sec x + tan x)
• Note that: sec x + tan x > 0 for 0 < x < π/2
VARIATION OF PARAMETERS

Example 7

• Therefore,
• yp(x) = –cos x sin x + [sin x –ln(sec x + tan x)] cos x
• = –cos xln(sec x + tan x)
• The general solution is: y(x) = c1 sin x +c2 cos x – cos x ln(sec x + tan x)
VARIATION OF PARAMETERS
• The figure shows four solutions of the differential equation in Example 7.