Chemical Engineering Department

LINEAR NONHOMOGENEOUS DIFFERENTIAL EQUATIONS WITH

CONSTANT COEFFICIENTS

SHORT AND SUCCESSIVE INTEGRAL-PARTIAL FRACTIONS

METHOD

COURSE CODE: KMÜ 237

COURSE TITLE: ENGINEERING MATHEMATICS

COURSE TEXTBOOK: Bronson, R., Costa, G., "Schaum's Outlines Differential

Equations" 3rd Ed., McGraw-Hill Companies, USA, 2006
 LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
Solution Methods
Linear nth-order nonhomogeneous differential equation:

(Dn+P0Dn-1+...+Pn-2D2+ Pn-1D+ +Pn)y = Q(x ) (1)

P(D)
where P0, P1,...,Pn are constants and Q(x) is a function of x. The
general solution of P(D)=Ø(x) is defined as the sum of the
complementary function (primitive of P(D)=0) and any
particular integral of Eq. (1).
If the equation is rewritten with the 1/P(D) operator, we obtain
1
y= Q(x)
P(D)
or after factoring,
1 1 1 1
y(x) = ! Q(x) (2)
D − m1 D − m2 D − m3 D − mn
 Solution Methods of Particular Integral
Successive Integral Method
FIRST METHOD:
The method consists of solving a succession of linear differential equations
of order one, as follows:
1 1 1 1
y(x) = ! Q(x)
D − m1 D − mn−2 D − mn−1 D − mn
y(x) w(x) v(x) u(x)
Setting the first order differential equations and solving them to obtain each function
1 du
u= Q( x) - mnu = Q(x) u = emn x ò Q( x)e- mn x dx
D - mn dx

1 dv v = emn-1x ò ue-mn-1x dx
v= u - mn -1v = u
D - mn -1 dx

1 dw w = emn-2 x ò ve- mn-2 x dx

w= v - mn -2 w = v
D - mn - 2 dx

1 dy
y= z - m1 y = z y = em1x ò ze-m1x dx
D - m1 dx
 Particular Integral
Successive Integral Method-Partial Fractions

SECOND METHOD :
This method consists of expressing 1/P(D) as the sum of n partial fractions:

C1 C2 Cn−1 Cn
y(x) = Q (x) + Q (x) +%+ Q (x) + Q (x)
D − m1 D − m2 D−m D − mn
!#"# $ !#"# $ !#"n−1#$ !#"# $
u1 u2 un−1 un

where C1, C2,...., Cn are constants and m1, m2 ,...., mn are the roots of the
polynomial, P(D).

After solution of each function ui, then particular integral of nth-order

differential equationis written as,

y p = C1e m1x ∫ Q(x) e−m1x dx + C2 e m2 x ∫ Q(x) e−m2 x dx +.... + Cn e mn x ∫ Q(x) e−mn x dx

 Particular Integral
Successive Integral Method-Partial Fractions/Examples

Example: Find the particular solution of (D 3 + 3D 2 − 4)y = xe−2 x

For particular solution;

Factoring the polynomial P(D),
(D 3 + 3D 2 − 4)y = xe−2 x
(D + 2) + (D 2 + D − 2)y = xe−2 x
(D + 2)(D −1)(D + 2)y = xe−2 x
Then, function y;
1
y= xe−2 x
(D + 2)(D + 2)(D −1)
v
u
To find the particular solution, this equation can be solved by succesive
integrating after defining the first order differential equations such as u
and v.
 Particular Integral
Successive Integral Method-Partial Fractions/Examples...
Integration of 1st order differential equation for u(x):
1 du
x e−2 x → − u = x e−2 x → ue ∫ = ∫ e∫
(−1)dx (−1)dx
u= (x e−2 x )dx
(D −1) dx
% 1 ( % 1 (
ue− x = ∫ x e−3x dx $int egration by parts
$$$$$ → ue− x = x ' − e−3x * − ∫ ' − e−3x *dx
x=u dv = e dx −3x & 3 ) & 3 )
1
dx = du v = − e−3x
3

1 1" 1 % 1 1
ue− x = − x e−3x + $ − e−3x ' ⇒ u= − x e−2 x − e−2 x
3 3# 3 & 3 9

Integration of 1st order differential equation for v(x):

1 " 1 −2 x 1 −2 x % dv " 1 1 %
v(x) = $− x e − e ' → + 2v = $ − x e−2 x − e−2 x '
(D + 2) # 3 9 & dx # 3 9 &
# 1 −2 x 1 −2 x & # 1 1&
ve∫ ∫ e∫
2 dx 2 dx 2x
= % − x e − e ( dx → v e = ∫ % − x − ( dx
$ 3 9 ' $ 3 9'
1 x2 1 1 1
2x
ve = − − x ⇒ v= − x 2 e−2 x − x e−2 x
3 2 9 6 9
 Particular Integral
Successive Integral Method-Partial Fractions/Examples...
After integration of 1st order differential equation for u(x) and v(x), we
obtain u(x) and v(x). Finally, 1st order differential equation for yp(x):

1 " 1 2 −2 x 1 −2 x %
y p (x) = $− x e − x e '
(D + 2) # 6 9 &

Integration of 1st order differential equation for yp(x):

# 1 2 −2 x 1 −2 x & # 1 2 1 &
ype ∫ ∫ e∫
2 dx 2 dx 2x
%=−
$ 6
x e −
9
x e (
'
dx → y p e = ∫ %$− 6 x − 9 x ('dx
2x
# 1 x3 1 x2 & 1 3 −2 x 1 2 −2 x
ype = %− − ( → yp = − x e − x e
$ 6 3 9 2' 18 18

Particular solution, yp:

1 −2 x 3 2
yp = − e ( x − x )
18
 Particular Integral
Successive Integral Method-Partial Fractions/Examples...

General solution of P(D)=xe-2x:

y(x)=yh(x)+yp(x)

Homogeneous solution, yh: For P(D)=0

Characteristic equation: (D −1)(D + 2)(D + 2)y = 0
Roots : m1 = 1, m2,3 = −2

yh = C1 e x + C2 e−2 x + C3 x e−2 x

General solution, y:

1 −2 x 3 2
x
y = C1 e + C2 e −2 x
+ C3 x e −2 x
− e (x − x )
18
 Particular Integral
Successive Integral Method-Partial Fractions/Examples

Example: Find the particular solution of (D 2 − 4D + 3)y = 1

For particular solution;

Factoring the polynomial P(D),
" 1 %
(D −1)(D − 3)y = 1 # y = &
$ (D −1)(D − 3) '
The 1/P(D) is expressed as the sum of two partial fractions:
C1 C2
y= +
(D −1) (D − 3)
To find the C1 and C2 by cross multipication:
1 1
C1 (D − 3) + C2 (D −1) = 1 ⇒ C1 = − ; C2 =
2 2
Finaly, the function y is written the sum of two 1 order differential equation:
st

−1 / 2 1/ 2
y= +
(D −1) (D − 3)
u1 u2
 Particular Integral
Successive Integral Method-Partial Fractions/Examples
Solution of 1st order differential equations for u1 and u2:
−1 / 2 du 1 (−1)dx $ 1 '
→ 1 − u1 = − → u1 e ∫ = ∫ e∫
(−1)dx
u1 = &− )dx
(D −1) dx 2 % 2 (
" 1 %
u1 e− x = $ − ' (−e− x ) ⇒ u1 =
1
# 2 & 2
1/ 2 du 1 (−3)dx $ 1 '
→ 2 − 3u2 = → u2 e ∫ = ∫ e∫
(−3)dx
u2 = & )dx
(D − 3) dx 2 %2 (
" 1 %" 1 % 1
u2 e−3x = $ '$ − e−3x ' ⇒ u2 = −
# 2 &# 3 & 6
Particular solution, yp:
1 1 1
yp = − =
2 6 3
--------------------------------------------------------------------------------------------------------------
Homogeneous solution, yh: x 3x
yh = C1 e + C2 e

General solution, y: x 1 3x
y = C1 e + C2 e +
3
(D 2 − 4D + 3)y = 1

Use successive integral method to solve this differential equation

! !
𝑦 = "#$ "#!1

!
u= "#!1 u=-1

!
yp= (-1) yp=1/3
"#$
Solve (D3-4D)y = x
&! &" &#
a) by successive integral method b) 𝑦𝑝 = 𝑥+ x+ x
" "#$ "%$
b) by partial fractions method 1=
&!
+
&"
+
&#
" "#$ "%$

Homogeneous solution: C1= -1/4 C2=1/8 C3=1/8

#!/( !/) !/)
D(D-2)(D+2)=0 𝑦𝑝 = 𝑥+ x+ x
" "#$ "%$

m1=0 m2=2 m3=-2 #! !/$ !/$

𝑦𝑝 = 1/4( " 𝑥 + "#$ x + "%$ x)
yh= C1 + C2 e-2x + C3e2x #!
u1= 𝑥 u1= -(1/2)x2
"
!/$
a) u2= x u2= -(1/4)x-(1/8)
"#$
! ! ! !/$
𝑦= x u3= x u3= (1/4)x-(1/8)
" "#$ "%$ "%$
u=
!
x u=(½)x-(1/4) 𝑦𝑝 = 1/4(−(1/2)x2 − (1/4)x − (1/8) + (1/4)x-(1/8))
"%$
!
v= ((½)x-(1/4)) 𝑦𝑝 = -(1/8)x2-(1/16)
"#$
yp= (-1/8)x2
y= C1 + C2 e-2x + C3e2x+ (-1/8)x2 y= C1 + C2 e-2x + C3e2x+ (-1/8)x2-(1/16)
y= (C1-(1/16)) + C2 e-2x + C3e2x+ (-1/8)x2
y= C4+ C2 e-2x + C3e2x+ (-1/8)x2
 Solution Methods of Particular Integral
Short Methods

A particular integral of a linear differential equation P(D)y=Ø(x) with

constant coefficients is given by
1
y= Q(x)
P(D)
When P(D) is factorized, we write it in form of;

1
y= Q(x)
F(D)

The symbol 1/F(D) may be evaluated via the short method for certain
forms of Q(x) to find particular integral of the differential equation.
 Solution Methods of Particular Integral
Short Methods…

Particular integral for certain forms of Q(x):

If Q(x) is of the form eax,

1 ax 1 ax
y= e → yp = e F(a) ≠ 0
F(D) F(a)
If Q(x) is of the form sin(ax+b) or cos(ax+b),
1 1
y= sin(ax + b) → y p = sin(ax + b) F(−a 2 ) ≠ 0
F(D 2 ) F(−a 2 )

If Q(x) is of the form xn,

1
y= xn → y p = (a0 + a1D + a2 D 2 +!+ an D n )x n a0 ≠ 0
F(D)
 Short Method-Particular Integral
Examples
Example : Solve (D 3 − 2D 2 − 5D + 6)y = e 4 x
Solution: y = yh + yp
Homogeneous solution, yh: For P(D)=0
(D 3 − 2D 2 − 5D + 6)y = 0
(D − 3)(D 2 − D − 6)y = 0
(D − 3)(D −1)(D + 2)y = 0
Roots;m1 = 1, m2 = −2, m3 = 3 yh = C1 e x + C2 e−2 x + C3 e3x
Particular solution, yp: For P(D)=e4x
By using short method, yp is obtained as:
For Q(x)=e4x
1 1 1 4x
yp = e4 x ⇒ yp = e4 x yp = e
(D − 3)(D −1)(D + 2) (4 − 3)(4 −1)(4 + 2) 18

General solution, y: y = C e x + C e−2 x + C e3x + 1 e 4 x

1 2 3
18
 Short Method-Particular Integral
Examples…
Example : Solve (D 2 + 4)y = sin 3x
Solution: y = yh + yp
Homogeneous solution, yh: For P(D)=0
(D 2 + 4)y = 0
± −16
Roots;m1,2 = = ±2i yh = e 0 (C1 cos2x + C2 sin 2x)
2

Particular solution, yp: For P(D)=sin3x

By using short method, yp is obtained as:
For Q(x)=sin3x
1 1 1
yp = 2
sin 3x ⇒ y p = 2
sin 3x y p = − sin 3x
(D + 4) (−(3) + 4) 5

1
General solution, y: y = C1 cos2x + C2 sin 2x − sin 3x
5
 Short Method-Particular Integral
Examples…
Example : Solve (2D 2 + 2D + 3)y = x 2 + 2x −1
Solution: y = yh + yp
Homogeneous solution, yh: For P(D)=0
(2D 2 + 2D + 3)y = 0
−1
−2 ± 4 − 4 * 6 1 1 2 "x
"1 % "1 % %
Roots;m1,2 = =− ± 5 yh = e $ C1 cos $ 5 ' x + C2 sin $ 5' x'
4 2 2 # #2 & #2 & &
Division of 1/P(D)
Particular solution, yp: For P(D)=x2+2x-1 " 1
$
3+ 2D + 2D 2 &
$
$ ∓1∓ 2 D ∓ 2 D 2 1 2 2
By using short method, yp is obtained as: $ 3 3
− D − D2 $
3 9 27 $
$$ 2 2 $$
For Q(x)=x2+2x-1 # − D − D2
$ 3 3
'
$
$ 2 4 2 4 3 $
$ ± 3 D± 9 D ± 9 D $
1 2 #1 2 2 2& 2 $
!
$
yp = (x + 2x −1) ⇒ y p = % − D − D ( (x + 2x −1) %$ $(
(2D 2 + 2D + 3) $3 9 27 '
1 2 25
yp = x 2 + x −
3 9 27
−1
"x
"1 % "1 % % 1 2 2 25
General solution, y:
2
y = e $ C1 cos $ 5 ' x + C2 sin $ 5' x' + x + x −
# #2 & #2 & & 3 9 27