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Lecture 4 - Differential Equation

This document discusses linear differential equations of nth order with constant coefficients. It covers the standard form of an nth order linear differential equation, the auxiliary equation method for solving homogeneous equations, and solution methods for repeated real roots in the auxiliary equation. Examples are provided to demonstrate determining linear independence, using differential operators, and solving homogeneous equations.
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© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
339 views

Lecture 4 - Differential Equation

This document discusses linear differential equations of nth order with constant coefficients. It covers the standard form of an nth order linear differential equation, the auxiliary equation method for solving homogeneous equations, and solution methods for repeated real roots in the auxiliary equation. Examples are provided to demonstrate determining linear independence, using differential operators, and solving homogeneous equations.
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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LINEAR DIFFERENTIAL EQUATION OF NTH

ORDER
DIFFERENTIAL EQUATIONS
MATH 132

Engr. CHRISTOPHER S. PALADIO


LINEAR DIFFERENTIAL EQUATION OF NTH ORDER

• STANDARD FORM OF NTH ORDER LINEAR DIFFERENTIAL EQUATION


• LINEAR INDEPENDENCE OF A SET OF FUNCTIONS
• DIFFERENTIAL OPERATORS
• HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH CONSTANT
COEFFICIENT
• NON-HOMOGENEOUS DIFFERNETIAL EQUATION WITH CONSTANT
COEFFICIENTS
• METHOD OF UNDETERMINED COEFFICIENTS
• VARIATION OF PARAMETERS

Engr. CHRISTOPHER S. PALADIO ASCOT


STANDARD FORM OF NTH ORDER LINEAR DIFFERENTIAL
EQUATION
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑏0 𝑥 𝑛
+ 𝑏1 𝑥 𝑛−1
+ ⋯ + 𝑏𝑛−1 𝑥 + 𝑏𝑛 𝑥 𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

if 𝑅 𝑥 = 0 for all 𝑥
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑏0 𝑥 + 𝑏1 𝑥 + ⋯ + 𝑏𝑛−1 𝑥 + 𝑏𝑛 𝑥 𝑦 = 0
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥

• homogeneous linear differential equation

Engr. CHRISTOPHER S. PALADIO ASCOT


LINEAR INDEPENDENCE OF A SET OF FUNCTIONS
• If there exist a function 𝑦1 , 𝑦2 , …, 𝑦𝑛 and 𝑐1 , 𝑐2 , …, 𝑐𝑛 are constants not all zeros
such that

𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛 = 0 1

• identically in some interval 𝑎 ≤ 𝑥 ≤ 𝑏, then the functions 𝑦1 , 𝑦2 , …, 𝑦𝑛 are said to be


linearly dependent.

• When no such solution exist, the functions are linearly independent

Engr. CHRISTOPHER S. PALADIO ASCOT


LINEAR INDEPENDENCE OF A SET OF FUNCTIONS

• Example 1: Determine whether the given equations are linearly dependent or


independent
• A) 𝑦1 = cos(𝑥)
• B) 𝑦2 = sin(2𝑥)
𝜋
• 𝑦3 = cos(2𝑥 + ).
3

• Example 2: Determine whether the given equations are linearly dependent or


independent in all values of x
• A) 𝑥, 𝑒 𝑥 , 𝑥𝑒 𝑥 , 2 − 3𝑥 𝑒 𝑥
• B) 𝑒 𝑥 , cos(𝑥), sin(𝑥)

Engr. CHRISTOPHER S. PALADIO ASCOT


LINEAR INDEPENDENCE OF A SET OF FUNCTIONS

• THE WRONSKIAN
if

𝑦1 𝑦2 𝑦3 … 𝑦𝑛
𝑦1 ′ 𝑦2 ′ 𝑦3 ′ … 𝑦𝑛 ′
𝑊 = 𝑦1 ′′ 𝑦2 ′′ 𝑦3 ′′ … 𝑦𝑛 ′′ ≠ 0 Wronskian
⋮ ⋮ ⋮ ⋱ ⋮
𝑦1 𝑛 𝑦2 𝑛 𝑦3 𝑛 … 𝑦𝑛 𝑛

then, the functions 𝑦1 , 𝑦2 , …, 𝑦𝑛 are linearly independent

Engr. CHRISTOPHER S. PALADIO ASCOT


DIFFERENTIAL OPERATORS

• if D denotes differentiation, then the differential equation


𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑏0 𝑥 𝑛
+ 𝑏1 𝑥 𝑛−1
+ ⋯ + 𝑏𝑛−1 𝑥 + 𝑏𝑛 𝑥 𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

can be written as
𝑏0 𝑥 𝐷 𝑛 + 𝑏1 𝑥 𝐷 𝑛−1 + ⋯ + 𝑏𝑛−1 𝑥 𝐷 + 𝑏𝑛 𝑥 = 𝑅(𝑥)

Engr. CHRISTOPHER S. PALADIO ASCOT


DIFFERENTIAL OPERATORS

• FUNDAMENTAL LAWS OF OPERATION


Let A, B and C be any differential operators
• The commutative law of addition
• 𝐴+𝐵 =𝐵+𝐴
• The associative law of addition
• 𝐴 + 𝐵 + 𝐶 = 𝐴 + (𝐵 + 𝐶)
• The associative law of multiplication
• 𝐴𝐵 𝐶 = 𝐴(𝐵𝐶)
• The distributive law of multiplication with respect to addition
• 𝐴 𝐵 + 𝐶 = 𝐴𝐵 + 𝐴𝐶
Engr. CHRISTOPHER S. PALADIO ASCOT
DIFFERENTIAL OPERATORS

• FUNDAMENTAL LAWS OF OPERATION


Let A, B and C be any differential operators
• The commutative law of multiplication (if the coefficients are constant)
• 𝐴𝐵 = 𝐵𝐴
• If m and n are any two positive integers
• 𝐷 𝑚 𝐷 𝑛 = 𝐷 𝑚+𝑛

Engr. CHRISTOPHER S. PALADIO ASCOT


DIFFERENTIAL OPERATORS

• SOME PROPERTIES OF DIFFERENTIAL OPERATORS


Since for constant m and positive integral k
• 𝐷 𝑘 𝑒 𝑚𝑥 = 𝑚 𝑘 𝑒 𝑚𝑥
• Let 𝑓(𝐷) be a polynomial in D
• 𝑓 𝐷 = 𝑎0 𝐷 𝑛 + 𝑎1 𝐷 𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛
• Then
• 𝑓 𝐷 𝑒 𝑚𝑥 = 𝑎0 𝑚 𝑛 𝑒 𝑚𝑥 + 𝑎1 𝑚 𝑛−1 𝑒 𝑚𝑥 + ⋯ + 𝑎𝑛−1 𝑚𝑒 𝑚𝑥 + 𝑎𝑛 𝑒 𝑚𝑥
• So
• 𝑓 𝐷 𝑒 𝑚𝑥 = 𝑒 𝑚𝑥 𝑓(𝑚)
Engr. CHRISTOPHER S. PALADIO ASCOT
DIFFERENTIAL OPERATORS

• SOME PROPERTIES OF DIFFERENTIAL OPERATORS


• Consider the operator (𝐷 − 𝑎)
• 𝐷 − 𝑎 𝑒 𝑎𝑥 𝑦 = 𝐷 𝑒 𝑎𝑥 𝑦 − 𝑎𝑒 𝑎𝑥 𝑦 = 𝑒 𝑎𝑥 𝐷𝑦
• And
• 𝐷 − 𝑎 2 𝑒 𝑎𝑥 𝑦 = 𝐷 − 𝑎 𝑒 𝑎𝑥 𝐷𝑦 = 𝑒 𝑎𝑥 𝐷 2 𝑦
• Therefore it will lead us to
• 𝐷 − 𝑎 𝑛 𝑒 𝑎𝑥 𝑦 = 𝑒 𝑎𝑥 𝐷 𝑛 𝑦
• using the linearity of differential equation
• 𝑒 𝑎𝑥 𝑓 𝐷 𝑦 = 𝑓(𝐷 − 𝑎)𝑒 𝑎𝑥 𝑦
Engr. CHRISTOPHER S. PALADIO ASCOT
DIFFERENTIAL OPERATORS

• Example: Find the solution for the differential equation


𝑑2𝑦 𝑑𝑦
• 2 2 +5 − 12𝑦 = 0
𝑑𝑥 𝑑𝑥

• 𝐷 + 3 4𝑦 = 0
• 2𝐷 − 1 2 𝑦 = 0

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENOUS LINEAR DIFFERENTIAL
EQUATION WITH CONSTANT COEFFICIENTS
DIFFERENTIAL EQUATIONS
MATH 132

Engr. CHRISTOPHER S. PALADIO


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: DISTINCT REAL ROOTS
• Consider the differential equation with constant coefficients
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
• 𝑎0 𝑛 + 𝑎1 𝑛−1 + ⋯ + 𝑎𝑛−1 + 𝑎𝑛 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥

• can be written in the form


• 𝑓 𝐷 𝑦=0 Auxiliary equation
• If “m” is any root of the algebraic equation 𝑓 𝑚 = 0, then
• 𝑓 𝐷 𝑒 𝑚𝑥 = 0
• Which means that the solution of the equation is

Engr. CHRISTOPHER S. PALADIO


𝑦 = 𝑒 𝑚𝑥 ASCOT
HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: DISTINCT REAL ROOTS
• Example: Solve the equation
𝑑3𝑦 𝑑2𝑦 𝑑𝑦
• A) − 4 2 + + 6𝑦 = 0
𝑑𝑥 3 𝑑𝑥 𝑑𝑥

• B) 3𝐷 3 + 5𝐷 2 − 2𝐷 𝑦 = 0
𝑑2𝑥 𝑑𝑥
• C) − 4𝑥 = 0 with the condition that when 𝑡 = 0, 𝑥 = 0, and =3
𝑑𝑡 2 𝑑𝑡

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: REPEATED REAL ROOTS
• If
𝑓 𝐷 𝑦=0
• has “n” repeated roots, then
• 𝑓 𝐷 must have a factor 𝐷 − 𝑏 𝑛

• Therefore, the general solution will be

𝑦 = 𝑐1 𝑒 𝑏𝑥 + 𝑐2 𝑥𝑒 𝑏𝑥 + 𝑐3 𝑥 2 𝑒 𝑏𝑥 + ⋯ + 𝑐𝑛 𝑥 𝑛−1 𝑒 𝑏𝑥

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: REPEATED REAL ROOTS
• Example: Solve the equation
𝑑4𝑦 𝑑3𝑦 𝑑2𝑦
• A) + 2 3 + =0
𝑑𝑥 4 𝑑𝑥 𝑑𝑥 2

• B) 𝐷 4 − 7𝐷 3 + 18𝐷 2 − 20𝐷 + 8 𝑦 = 0

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: CONJUGATE COMPLEX ROOTS
• If
𝑓 𝐷 𝑦=0
• which the auxiliary equation
𝑓 𝑚 = 0 has real coefficients
• with roots
𝑚1 = 𝑎 + 𝑖𝑏 and 𝑚2 = 𝑎 − 𝑖𝑏
• Then, the general solution will be
𝑦 = 𝑐1 𝑒 𝑎𝑥 cos(𝑏𝑥) + 𝑐2 𝑒 𝑎𝑥 sin(𝑏𝑥)
Engr. CHRISTOPHER S. PALADIO ASCOT
HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: CONJUGATE COMPLEX ROOTS
Example: Solve the equation
• A) 𝐷 3 − 3𝐷 2 + 9𝐷 + 13 𝑦 = 0

• B) 𝐷 4 + 8𝐷 2 + 16 𝑦 = 0

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: REPEATED COJUGATE COMPLEX ROOTS
• For
𝑓 𝐷 𝑦=0
• If the roots
𝑚1 = 𝑎 + 𝑖𝑏 and 𝑚2 = 𝑎 − 𝑖𝑏 occur “p” times
• Then, the general solution will be
𝑐1 + 𝑐2 𝑥 + ⋯ + 𝑐𝑝−1 𝑥 𝑝−2 + 𝑐𝑝 𝑥 𝑝−1 cos 𝑏𝑥
𝑦 = 𝑒 𝑎𝑥
+ 𝑘1 + 𝑘2 𝑥 + ⋯ + 𝑘𝑝−1 𝑥 𝑝−2 + 𝑘𝑝 𝑥 𝑝−1 sin(𝑏𝑥)

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE AUXILIARY EQUATION: REPEATED COJUGATE COMPLEX ROOTS
Example:
• Find the solution for
𝐷 4 + 18𝐷 2 + 81 𝑦 = 0

Engr. CHRISTOPHER S. PALADIO ASCOT


HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• Exercises:
Find the general solution for the following homogeneous linear equations
• A) 𝐷 4 − 2𝐷 3 + 𝐷 2 𝑦 = 0
• B) 𝐷 4 − 81 𝑦 = 0
• C) 𝐷 5 + 8𝐷 3 + 16𝐷 𝑦 = 0
• D) 𝐷 5 + 9𝐷 3 𝑦 = 0
• E) 𝐷 6 − 4𝐷 4 + 4𝐷 2 𝑦 = 0

Engr. CHRISTOPHER S. PALADIO ASCOT


NONHOMOGENEOUS LINEAR DIFFERENTIAL
EQUATION WITH CONSTANT COEFFICIENTS
DIFFERENTIAL EQUATIONS
MATH 132

Engr. CHRISTOPHER S. PALADIO


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• The differential equation in standard form
𝑏0 𝑥 𝐷 𝑛 + 𝑏1 𝑥 𝐷 𝑛−1 + ⋯ + 𝑏𝑛−1 𝑥 𝐷 + 𝑏𝑛 𝑥 = 𝑅(𝑥)
• if 𝑅(𝑥) ≠ 0, then the differential equation is said to be nonhomogeneous.
• The general solution for nonhomogeneous differential equation will be
𝑦 = 𝑦𝑐 + 𝑦𝑝
• 𝑦𝑐 - complementary solution
• (determined from the solution of auxiliary equation using the left side of the
nonhomogeneous differential equation)
• 𝑦𝑝 - particular solution

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• METHODS OF DETERMINING THE PARTICULAR SOLUTION, 𝑦𝑝
• Method of Reduction of Order
• Method of Undetermined Coefficients
• Method of Variation of Parameters

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF REDUCTION OF ORDER
• Conditions:
• The roots of the auxiliary equation are all rea
• The order of derivative is not too large
• The functional operator ∅(𝐷) is expressible in the factored form
∅ 𝐷 = 𝑎0 𝐷 − 𝑟1 𝐷 − 𝑟2 … 𝐷 − 𝑟𝑛

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF REDUCTION OF ORDER
• Steps:
• Write the given equation in factored form based from the roots of the auxiliary
equation.
𝑎0 𝐷 − 𝑟1 𝐷 − 𝑟2 … 𝐷 − 𝑟𝑛 𝑦 = 𝑓(𝑥)
• Let
𝐷 − 𝑟2 𝐷 − 𝑟3 … 𝐷 − 𝑟𝑛 𝑦 = 𝑧 1
𝑎0 𝐷 − 𝑟1 𝑧 = 𝑓(𝑥)
𝑧 = 𝑔(𝑥)

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF REDUCTION OF ORDER
• Steps:
• Substitute this back to equation 1
𝐷 − 𝑟3 𝐷 − 𝑟3 … 𝐷 − 𝑟𝑛 𝑦 = 𝑔(𝑥) 2
• Let
𝐷 − 𝑟3 𝐷 − 𝑟4 … 𝐷 − 𝑟𝑛 𝑦 = 𝑣
𝐷 − 𝑟2 𝑣 = 𝑔(𝑥)
𝑣 = ℎ(𝑥)

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF REDUCTION OF ORDER
• Steps:
• Once more, substitute this back to equation 2 and repeat the process all over
until the last factor is reached.
𝐷 − 𝑟𝑛 𝑦 = ∅(𝑥)
• which will finally give the solution
𝑦 = 𝑦𝑝 = 𝐹(𝑥)

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF REDUCTION OF ORDER
• Example:
Find the general solution of
• A) 𝐷 2 − 4 𝑦 = 4𝑥 − 3𝑒 𝑥
• B) 𝐷 3 − 2𝐷 2 + 𝐷 𝑦 = 𝑥

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF UNDETERMINED COEFFICIENTS
• It requires no integration but only differentiation
• It can only be applied to special types of the right hand function, f(x):
𝑓 𝑥 = 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑞 = 0 𝑎𝑛𝑑 𝑞 ≠ 0
𝑓 𝑥 = 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑐𝑜𝑠𝑏𝑥 𝑜𝑟 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑠𝑖𝑛𝑏𝑥
• where: p - is a positive integer or zero
b&q - real constants including zero
K - constant

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF UNDETERMINED COEFFICIENTS
• For
𝑓 𝑥 = 𝐾𝑥 𝑝 𝑒 𝑞𝑥
with 𝑞 = 0 𝑎𝑛𝑑 𝑎𝑛 ≠ 0
𝑦𝑝 = 𝐴𝑥 𝑝 + 𝐵𝑥 𝑝−1 + ⋯ + 𝐿𝑥 + 𝑀
with 𝑞 = 0 𝑎𝑛𝑑 𝑎𝑛 = 0
𝑦𝑝 = 𝐴𝑥 𝑝 + 𝐵𝑥 𝑝−1 + ⋯ + 𝐿𝑥 + 𝑀 𝑥 𝑟
with 𝑞≠0

Engr. CHRISTOPHER S. PALADIO


𝑦𝑝 = 𝑒 𝑞𝑥 𝐴𝑥 𝑝 + 𝐵𝑥 𝑝−1 + ⋯ + 𝐿𝑥 + 𝑀 𝑥 𝑟 ASCOT
NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF UNDETERMINED COEFFICIENTS
• For
𝑓 𝑥 = 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑐𝑜𝑠𝑏𝑥 𝑜𝑟 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑠𝑖𝑛𝑏𝑥

𝑦𝑝 = 𝑒 𝑞𝑥 𝐴1 𝑥 𝑝 + 𝐵1 𝑥 𝑝−1 + ⋯ + 𝐿1 𝑥 + 𝑀1 𝑥 𝑟 𝑐𝑜𝑠𝑏𝑥
+𝑒 𝑞𝑥 𝐴2 𝑥 𝑝 + 𝐵2 𝑥 𝑝−1 + ⋯ + 𝐿2 𝑥 + 𝑀2 𝑥 𝑟 𝑠𝑖𝑛𝑏𝑥

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF UNDETERMINED COEFFICIENTS
Example: Find the solution of
• A) 𝐷 2 − 4 𝑦 = 4𝑥 − 3𝑒 𝑥
• B) 𝐷 2 + 2𝐷 + 5 𝑦 = 3𝑒 −3𝑥 𝑠𝑖𝑛𝑥 − 10

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF VARIATION OF PARAMETERS
• Developed by Lagrange (French mathematician)
• Applies to linear equation with either constant or variable coefficient.

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF VARIATION OF PARAMETERS
• Considering a second order ordinary differential equation
𝑎1 𝐷 2 + 𝑎2 𝐷 + 𝑎3 𝑦 = 𝑓(𝑥)
• the complimentary solution will be
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 1

• to solve for the particular solution, replace 𝑐1 & 𝑐2 in equation 1 by 𝑝 & 𝑞, so that
𝑦𝑝 = 𝑝𝑦1 + 𝑞𝑦2

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF VARIATION OF PARAMETERS
• Differentiate the particular solution with respect to p and q and equate to zero. Take it as
equation 1.
𝑓(𝑥)
• Differentiate equation 1 with respect to 𝑦1 and 𝑦2 , then, equate to . Take it as equation
𝑎
2. “a” is the coefficient of y”.
• Solve for the value of p’ and q’ by elimination and substitution. Integrate to solve for p and
q.
• Substitute the value of p and q in the particular equation, 𝑦𝑝
• Add 𝑦𝑐 and 𝑦𝑝 to determine the general solution for the ODE.

Engr. CHRISTOPHER S. PALADIO ASCOT


NON-HOMOGENEOUS DIFFERENTIAL EQUATION WITH
CONSTANT COEFFICIENT
• THE METHOD OF VARIATION OF PARAMETERS
Example: Find the solution to the differential equation
• A) 𝑦" + 𝑦 = 𝑡𝑎𝑛𝑥
• B) 𝐷 2 − 4 𝑦 = 4𝑥 − 3𝑒 𝑥
• C) 𝐷 3 − 2𝐷 2 + 𝐷 𝑦 = 𝑥
• D) 𝐷 3 − 𝐷 𝑦 = 4𝑒 −𝑥 + 3𝑒 2𝑥

Engr. CHRISTOPHER S. PALADIO ASCOT

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