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chapter1_part2

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akml dniel
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Chapter 2 Part 2: Non-Homogenous equation:

Undetermined Coefficient Method


general form
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑓 𝑥

Homogenous Non-Homogenous
𝑓 𝑥 =0 𝑓 𝑥 ≠0
1. Undetermined coefficient method
2. Variation parameters method
 By using this method, the solution is given by
Solution = complimentary solution +particular solution
𝑦 = 𝑦𝑐 + 𝑦𝑝
 Complimentary solution ( 𝑦𝑐 ) = obtain similar to homogenous
equation.
 Particular solution (𝑦𝑝 ) = obtain by looking at 𝑓(𝑥) and solve by using
table. There are only 5 classes of functions.
1. Polynomial
2. Exponential
3. Sine or cosine
4. Linear combination (type 1 +/- type 2 +/- type 3)
5. Multiplication (type 1 × type 2 × type 3)
𝑥 𝑟 [𝑎 + 𝑏𝑥 + 𝑐𝑥 2 + ⋯ ]
Type Classes 𝒚𝒑
1 Polynomial 𝑥 𝑟 𝐵0 + 𝐵1 𝑥 + ⋯ + 𝐵𝑛 𝑥 𝑛
2 Exponential 𝑒 𝑎𝑥 𝑥 𝑟 𝑘𝑒 𝑎𝑥 𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 𝑓 𝑥
3 Sine or cosine 𝑥 𝑟 𝑝𝑐𝑜𝑠𝛽𝑥 + 𝑞𝑠𝑖𝑛𝛽𝑥
𝑠𝑖𝑛𝛽𝑥 𝑐𝑜𝑠𝛽𝑥

r is the least non-negative


integer (𝑟 = 0,1,2, 𝑒𝑡𝑐)
𝑓 𝑥 =8  𝑓 𝑥 = 𝑒5 determine such that there
 𝑦𝑝 = 𝑥 𝑟 𝑎  𝑦𝑝 = 𝑥 𝑟 𝑘𝑒 5𝑥 is no terms in 𝑦𝑝
corresponds to the 𝑦𝑐
 𝑓 𝑥 = 2𝑥 + 1  𝑓 𝑥 = sin 2𝑥
 𝑦𝑝 = 𝑥 𝑟 [𝑎 + 𝑏𝑥]  𝑦𝑝 = 𝑥 𝑟 [𝑝𝑐𝑜𝑠2𝑥 + 𝑞𝑠𝑖𝑛2𝑥]
Type of Roots Solution
Distinct and Real roots 𝑦 = 𝐴𝑒 𝑚1𝑥 + 𝐵𝑒 𝑚2𝑥
𝑚1 = 𝑟1
𝑚2 = 𝑟2
Real and Equal roots 𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥
𝑚1 = 𝑚2 = 𝑚
Find the general solution for Complex Roots 𝑦 = 𝑒 𝑎𝑥 (𝐴𝑐𝑜𝑠𝛽𝑥 + 𝐵𝑠𝑖𝑛𝛽𝑥)
𝑦 ′′ + 𝑦 ′ − 2𝑦 = 2𝑒 4𝑥 𝑚 = 𝛼 + 𝛽𝑖
1. Solution for 𝒚𝒄
𝑚2 + 𝑚 − 2 = 0
𝑚+2 𝑚−1 = 0
𝑚1 = −2
𝑚2 = 1
Eq 1
𝑦𝑐 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 𝑥
𝑦′′ + 𝑦′ − 2𝑦 = 2𝑒 4𝑥

2. Solution for 𝒚𝒑
𝑦𝑝 = 𝑥 𝑟 𝑘𝑒 4𝑥
If 𝑟 = 0; 𝑦𝑐 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 𝑥
4𝑥 Eq 2
Eq 1 𝑦𝑝 = 𝑘𝑒
By comparing Eq 1 and Eq 2, shown that Eq 2 not alike Eq 1. Then accept Eq 2 as 𝑦𝑝
then differentiate 𝑦𝑝 twice
𝑦𝑝 ′ = 4𝑘𝑒 4𝑥 Eq 3
𝑦𝑝 ′′ = 16𝑘𝑒 4𝑥 Eq 4

Substitute Eq 2, 3 & 4 into equation (question)


16𝑘𝑒 4𝑥 + 4𝑘𝑒 4𝑥 − 2𝑘𝑒 4𝑥 = 2𝑒 4𝑥
18𝑘 = 2
2 1
𝑘= =
18 9
 Solution
𝑦 = 𝑦𝑐 + 𝑦𝑝

1
𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 𝑥 + 𝑒 4𝑥
9
Find the general solution for
𝑦" = 6𝑥 2 + 2𝑥 + 1
Solution for 𝑦𝑐
𝑦𝑐 = 𝐴 + 𝐵𝑥
Solution for 𝑦𝑝 (refer table)
𝑦𝑝 = 𝑥 𝑟 (𝑎𝑥 2 + 𝑏𝑥 + 𝑐)
Choose 𝑟 = 0
𝑦𝑝 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
Is 𝑦𝑝 = 𝑦𝑐 ??
Yes. Thus choose 𝑟 = 1
𝑦𝑝 = 𝑎𝑥 3 + 𝑏𝑥 2 + 𝑐𝑥
Is 𝑦𝑝 = 𝑦𝑐 ??
Yes. Thus choose 𝑟 = 2
𝑦𝑝 = 𝑎𝑥 4 + 𝑏𝑥 3 + 𝑐𝑥 2
Is 𝑦𝑝 = 𝑦𝑐 ?? NO!. Then, solve
 Particular solution (𝑦𝑝 ) = obtain by looking at 𝑓(𝑥) and solve by using
table. There are only 5 classes of functions.

1. Linear combination (type 1 +/- type 2 +/- type 3)


2. Multiplication (type 1 × type 2 × type 3)
Type Classes 𝒚𝒑
1 Polynomial 𝑥 𝑟 𝐵0 + 𝐵1 𝑥 + ⋯ + 𝐵𝑛 𝑥 𝑛
2 Exponential 𝑒 𝑎𝑥 𝑥 𝑟 𝑘𝑒 𝑎𝑥
3 Sine or cosine 𝑥 𝑟 𝑝𝑐𝑜𝑠𝛽𝑥 + 𝑞𝑠𝑖𝑛𝛽𝑥
𝑠𝑖𝑛𝛽𝑥 𝑐𝑜𝑠𝛽𝑥
4 Linear combination 2 methods to find 𝑦𝑝
i. Separate 𝑓(𝑥) and find 𝑦𝑝 one by one
ii. Combine 𝑦𝑝 if the value of r for 𝑦𝑝1 and 𝑦𝑝2 are same
𝑃𝑛 𝑥 𝑒 𝑎𝑥 𝑥 𝑟 𝐵𝑛 𝑥 𝑛 + ⋯ + 𝐵1𝑥 + 𝐵0 𝑒 𝑎𝑥
cos 𝛽𝑥 𝑥 𝑟 𝐵𝑛𝑥 𝑛 + ⋯ + 𝐵1𝑥 + 𝐵0 cos 𝛽𝑥 + 𝑥 𝑟 (𝐶𝑛 𝑥 𝑛 + ⋯ + 𝐶1 𝑥 + 𝐶0) 𝑠𝑖𝑛 𝛽𝑥
𝑃𝑛 (𝑥) ∙
sin 𝛽𝑥
5 cos 𝛽𝑥 𝑥 𝑟 𝑒 𝑎𝑥 𝑝𝑐𝑜𝑠𝛽𝑥 + 𝑞𝑠𝑖𝑛𝛽𝑥
𝑒 𝑎𝑥
sin 𝛽𝑥
cos 𝛽𝑥 𝑥 𝑟 𝐵𝑛𝑥 𝑛 + ⋯ + 𝐵1𝑥 + 𝐵0 𝑒 𝑎𝑥 cos 𝛽𝑥 + 𝑥 𝑟 (𝐶𝑛 𝑥 𝑛 + ⋯ + 𝐶1 𝑥 + 𝐶0)𝑒 𝑎𝑥 𝑠𝑖𝑛 𝛽𝑥
𝑃𝑛 (𝑥)𝑒 𝑎𝑥
sin 𝛽𝑥
Find the solution of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥 2 − 3𝑥 + sin 2𝑥
1. Solution for 𝒚𝒄
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
𝑚2 − 2𝑚 + 1 = 0 – equal roots 𝑚 = 1
𝑦𝑐 = (𝐴 + 𝐵𝑥)𝑒 𝑥
2. Solution for 𝒚𝒑𝟏 : 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥 2 − 3𝑥
𝑦𝑝1 = 𝑥 𝑟 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
If 𝑟 = 0 → 𝑦𝑝1 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 → 𝑦𝑝 ≠ 𝑦𝑐 →ok!
𝑦𝑝1 ′ = 2𝑎𝑥 + 𝑏 𝑦𝑝1 ′′ = 2𝑎𝑥
Substitute 𝑦𝑝′ and 𝑦𝑝′′ into equation 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥 2 − 3𝑥 to find a, b & c
1
𝑦𝑝1 = 𝑥 2 + 𝑥 repeat to find 𝑦𝑝2 = 𝑝𝑐𝑜𝑠 2𝑥 + 𝑞𝑠𝑖𝑛 2𝑥 = (4 cos 2𝑥 − 3 sin 2𝑥)
25
𝑦 = 𝑦𝑐 + 𝑦𝑝1 + 𝑦𝑝2

1
𝑦 = 𝐴 + 𝐵𝑥 𝑒𝑥 + 𝑥2 + 𝑥 + (4 cos 2𝑥 − 3 sin 2𝑥)
25

Or 𝑦𝑝 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 + 𝑝𝑐𝑜𝑠 2𝑥 + 𝑞𝑠𝑖𝑛 2𝑥 (If r for 𝒚𝒑𝟏 & 𝒚𝒑𝟐 is similar)

Determine 𝑦𝑝′ and 𝑦𝑝 ′′

Substitute 𝑦𝑝′ and 𝑦𝑝′′ into equation 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥 2 − 3𝑥 + sin 2𝑥

Find a, b, c, p and q
Find the general solution for 𝑦 ′′ − 2𝑦 + 3𝑦 = 𝑒 𝑥 𝑠𝑖𝑛2𝑥
1. Solution for 𝒚𝒄
𝑦 ′′ − 2𝑦 + 3𝑦 = 0
𝑚2 − 2𝑚 + 3 = 0 – complex roots 𝑚 = 1 ± 2𝑖
𝑦𝑐 = 𝑒 𝑥 (𝐴𝑐𝑜𝑠 2𝑥 + 𝐵𝑠𝑖𝑛 2𝑥)
2. Solution for 𝒚𝒑: 𝑦𝑝 = 𝑥 𝑟 𝑒 𝑥 (𝑝𝑐𝑜𝑠2𝑥 + 𝑞𝑠𝑖𝑛2𝑥)
If 𝑟 = 0; 𝑦𝑝 = 𝑒 𝑥 (𝑝𝑐𝑜𝑠2𝑥 + 𝑞𝑠𝑖𝑛2𝑥) → 𝑦𝑝 ≠ 𝑦𝑐 →ok!
𝑦𝑝′ = 𝑒 𝑥 𝑝 + 2𝑞 𝑐𝑜𝑠2𝑥 + −2𝑝 + 𝑞 𝑠𝑖𝑛2𝑥
𝑦′′𝑝 = 𝑒 𝑥 −3𝑝 + 4𝑞 𝑐𝑜𝑠2𝑥 − 4𝑝 + 3𝑞 𝑠𝑖𝑛2𝑥
Substitute 𝑦𝑝′ and 𝑦𝑝′′ into equation 𝑦 ′′ − 2𝑦 + 3𝑦 = 𝑒 𝑥 𝑠𝑖𝑛2𝑥 to find 𝑝 =? q =?
𝑒 𝑥 (−2𝑝 cos 2𝑥 − 2𝑞 sin 2𝑥) = 𝑒 𝑥 sin 2𝑥 ←after simplify
−2𝑝 cos 2𝑥 − 2𝑞 sin 2𝑥 = sin 2𝑥
Equating the coefficients
cos 2𝑥: −2𝑝 = 0, 𝑝 = 0
sin 2𝑥: −2𝑞 = 1, 𝑞 = −1/2

𝑦𝑝 = 𝑒 𝑥 (𝑝𝑐𝑜𝑠2𝑥 + 𝑞𝑠𝑖𝑛2𝑥)
𝑥 1
𝑦𝑝 = 𝑒 (− )𝑠𝑖𝑛2𝑥
2

𝑥 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑒 (𝐴𝑐𝑜𝑠 2𝑥 + 𝐵𝑠𝑖𝑛 2𝑥 − sin 2𝑥
2
Type of Roots Solution
Distinct and Real roots 𝑦 = 𝐴𝑒 𝑚1𝑥 + 𝐵𝑒 𝑚2𝑥
𝑚1 = 𝑟1
𝑚2 = 𝑟2

By using undetermined coefficients method, solve


1 3
1. 𝑦 ′′ + 4𝑦 = 𝑥 2 + 2 (Ans = 𝐴𝑐𝑜𝑠 2𝑥 + 𝐵𝑠𝑖𝑛 2𝑥 + 𝑥 2 + )
4 8

2.𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 10𝑒 𝑥 + 250 cos 3𝑥


𝑦 0 = 1; 𝑦 ′ 0 = 2
Answer
𝑦 = 𝐴𝑒 −4𝑥 + 𝐵𝑒 𝑥 + 2𝑥𝑒 𝑥 − 13 cos 3𝑥 + 9 sin 3𝑥 or
𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑒 −4𝑥 + 2𝑥𝑒 𝑥 − 13 cos 3𝑥 + 9 sin 3𝑥

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