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Module 6.differential Equations

This document discusses methods for solving linear differential equations with constant coefficients, including both homogeneous and non-homogeneous equations. It covers four cases for solving the homogeneous equation based on the nature of the roots (real vs. complex, single vs. repeated). It then presents two methods for finding a particular solution to a non-homogeneous equation: the method of undetermined coefficients and the method of variation of parameters. Several examples are provided and higher-order non-homogeneous equations are also addressed.

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ALECXANDER COLLERA
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152 views18 pages

Module 6.differential Equations

This document discusses methods for solving linear differential equations with constant coefficients, including both homogeneous and non-homogeneous equations. It covers four cases for solving the homogeneous equation based on the nature of the roots (real vs. complex, single vs. repeated). It then presents two methods for finding a particular solution to a non-homogeneous equation: the method of undetermined coefficients and the method of variation of parameters. Several examples are provided and higher-order non-homogeneous equations are also addressed.

Uploaded by

ALECXANDER COLLERA
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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1.

Solutions of General Linear Homogeneous Equations


A. Case 1 Distinct Real Roots
B. Case 2 Repeated Roots of Auxiliary Equations
C. Case 3 Complex Roots
D. Case 4 Repeated Complex Roots
2. Solution of Nonhomogeneous linear DE with constant coefficients
A. Method of Undetermined Coefficient
B. Method of Variation of Parameters

6.1 Case 1: Distinct Real Roots

6.1.1 Case 1: Distinct Real Roots Example #2


6.1.2 Case 1: Distinct Real Roots Example #3

6.1.3 Case 1: Distinct Real roots Example # 4

6.2 Case 2: Repeated Roots of Auxiliary Equations


6.2.1 Case 2: Repeated Roots Example #2

6.2.2 Case 2: Repeated Roots Example #3

6.2.3 Case 2: Repeated Roots Example # 4


6.3 Case 3: Complex Roots

6.3.1 Case 3: Complex roots Example #2


6.3.2 Case 3: Complex Roots Example # 3

6.3.3 Case 3: Complex Roots Example #4

6.4 Case 4: Repeated Complex Roots


6.4.1 Case 4: Repeated Complex Roots Example # 2

6.4.2 Case 4: Repeated Complex Roots Example #3


6.5 Non-Homogeneous Higher Order Linear Differential Equations with Constant Coefficients by
Method of Undetermined Coefficients

Non-Homogeneous Higher Order Linear Differential Equations with Constant Coefficients

by Method of Undetermined Coefficients

Introduction:

This section presents the solution to a non-homogeneous higher order linear differential
equations with constant right-hand function in terms of the variable x. To solve this type of
equation we must do two things, find the complementary function by letting the right side of the
function to zero and any particular solution of the non-homogeneous equation. On this
discussion we will see how to find the particular solution by the method of undetermined
coefficients where in it requires an educated guess of a possible input function of g(x).

Definition. Non-Homogeneous Higher Order Linear Differential Equations with Constant


coefficients
Method of Undetermined Coefficients

To solve for the particular solution by method of undermined coefficients, first we will assume a
general form of yp (see list of assumed yp below) base from the right side function of the given
equation and take its derivative then substitute the yp, yp´, yp´´, … yp(n) to the equation which
will result to an identity equation. The coefficient of like terms in the identity equation are
equated and it will form simultaneous equations.

Note: For the method of undetermined coefficients g(x) is limited to a polynomial function,
exponential function, sine or cosine function or finite sum and products of these functions.

Remarks :

1. If any yp contains terms that duplicate term in yc , then that yp must be multiplied by xn ,
where n is the smallest positive integer that eliminates that duplication

2. If g(x) = g1(x) + g2(x) + … + gn(x) ; yp = yp1 + yp2 + … + ypn , This is called “Principle of
superposition”.

Sample Problems: Find the solution of the given differential equation.

1. y´´−10y´+25y=30x+3y´´−10y´+25y=30x+3
Solution:
2. y′′−y′+14y=3+ex2y″−y′+14y=3+ex2 Solution:
3. y´´+4y=3sin2xy´´+4y=3sin2x Solution:
Method of Undetermined Coefficients

To solve for the particular solution by method of undermined coefficients, first we will assume a
general form of yp and take its derivative then substitute the yp, yp´, yp´´, … yp(n) to the given
equation which will result to an identity equation. The coefficient of like terms in the identity
equation are equated and it will form simultaneous equations.

https://www.youtube.com/watch?v=P3fc6v191mA

6.6 Non-Homogeneous Linear Differential Equation with Constant Coefficient by Variation of


Parameters

Non-Homogeneous Higher Order Linear Differential Equations with Constant Coefficients by


Variation of Parameters

Introduction:

In this discussion we will examine the method of Variation of Parameters for determining a
particular solution yp of a nonhomogeneous linear DE that has, in theory, no such restriction on
it.

Definition. Non-Homogeneous Higher Order Linear Differential Equations with Constant


coefficients

Method of Variation of Parameters

To keep things simple, let’s start with a 2nd Order NHHOLDE:


a2y´´+a1y´+ a0y = g(x) , g(x) 0

Divide both side of the equation by the leading coefficient (a2) of y´´

y´´+ p(x)y´+ q(x)y = f(x)

Let

yc = C1y1 + C2y2

yp = u1y1 + u2y2

W is the Wronskian and can be determined by the following determinants

Sample Problems: Find the solution of the given differential equation.

1. y´´ - 4y´ + 4y = (x+1)e2x

Solution:
2. y´´ + y = sec x Solution:
Higher - Order Equations

Standard form of n-th order equation:

y(n) + pn-1(x)y(n-1) + … + p2(x)y´´+p1(x)y´+ p0(x)y = f(x)

If yc = C1y1 + C2y2 + C3y3 + … + Cnyn then a particular solution is

yp = u1y1 + u2y2 + … + unyn

Where uk´, k =1 ,2, … n is determined by the n equations

where W is the Wronskian of y1, y2 … yn and Wk is determined by replacing the kth column of the
Wronskian by the column of the right-hand side of the equation above that is the column of
consisting (0,0,0 … f(x)).

When n = 3,

let yc = C1y1 + C2y2 + C3y3

yp = u1y1 + u2y2 + u3y3


3. y´´´ + y´ = tan x Solution:
Method of Variation of Parameters

Variation of Parameters has a distinct advantage over the method of undetermined coefficient in
that it will always yield a particular solution yp provided that the associated homogeneous
equation can be solved. The present method is not limited to a function of f(x) such as
polynomial function, exponential function, sine or cosine function or finite sum and products of
these functions.

https://www.youtube.com/watch?v=Ik3YW1JGr_A

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