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Math_3 Lecture_6

The document discusses methods for solving non-homogeneous differential equations, specifically the method of undetermined coefficients and variational parameters. It provides examples of finding complementary and particular solutions for different forms of differential equations. Additionally, it includes exercises for practice and references for further reading on the topic.

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25 views32 pages

Math_3 Lecture_6

The document discusses methods for solving non-homogeneous differential equations, specifically the method of undetermined coefficients and variational parameters. It provides examples of finding complementary and particular solutions for different forms of differential equations. Additionally, it includes exercises for practice and references for further reading on the topic.

Uploaded by

amedalsaby
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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Example (5)

Solution

So 𝑚1 = 1 and the other roots are 𝑚2 = 𝑚3 = −2. Thus the general solution of the DE is
Example (6)

Solution

has complex roots

𝑚1 = 𝑚2 = i 𝑚3 = 𝑚4 = −i

Hence the general solution is


‫ جامعة المنصورة االهلية‬- ‫كلية الهندسة‬

MATHEMATICS METHODS FOR


ENGINEERING
LECTURE (6)
Content Lecture 6
➢Solving Non-Homogeneous Differential Equation

➢ Method of Undetermined Coefficient

➢Variational parameters
Nonhomogeneous DE

A linear nth-order nonhomogeneous differential equation of the form

The general Solution,

Where

which is the general solution of (Homog DE) , is called the complementary function for
equation (2).
Method of Undetermined Coefficient

The general method is limited to linear DEs such as (2) where

➢ The coefficients 𝑎𝑖 , 𝑖 = 0, 1, . . . , 𝑛 are constants and

➢ 𝑔(𝑥) is a constant k,
a polynomial function, an exponential function 𝑒 𝑘𝑥 ,
a sine or cosine function sin(𝑏𝑥) or cos(𝑏𝑥), or finite sums
and product of these functions.
The method of undetermined coefficients is not applicable to 𝑔(𝑥)
𝑔(𝑥) 𝑦𝑝
Constant 2, 4, . . 𝐴
𝑥, 2𝑥, 3𝑥 − 1 𝐴𝑥 + 𝐵
𝑥2, 2𝑥 2 + 𝑥, 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
sin 2𝑥 𝐴 sin 2𝑥 + 𝐵 cos 2𝑥
cos 3𝑥 𝐴 sin 3𝑥 + 𝐵 cos 3𝑥
sin 2𝑥 − cos 2𝑥 𝐴 sin 2𝑥 + 𝐵 cos 2𝑥
Solve the equation
𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 2

❖ 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 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥
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
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

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
A particular solution, therefore,

1 1 3
is: 𝑦𝑝 𝑥 = – 𝑥2 – 𝑥 –
2 2 4

The general solution

is: 𝑦 = 𝑦𝑐 + 𝑦𝑝

1 1 3
= 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥 – 𝑥2 – 𝑥 –
2 2 4
Example (1)

Solution 𝑦 = 𝑦𝑐 + 𝑦𝑝

Step 1 Get complementary solutions.


Step 2 𝑔 𝑥 = 3𝑥 2 − 3𝑥 + 6

Let particular solution that is also in the form of a quadratic polynomial:

Determine specific coefficients A, B, and C for which 𝑦𝑝 is a solution


Suppose g(x) (right side) 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 𝑒𝑘𝑥 are constant multiples of 𝑒𝑘𝑥.

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
For a particular solution, we try:

𝑦𝑝(𝑥) = 𝐴𝑒3𝑥

Then,
𝑦𝑝’ = 3𝐴𝑒3𝑥
𝑦𝑝’’ = 9𝐴𝑒3𝑥

Substituting into the differential equation, we have:


9𝐴𝑒3𝑥 + 4(𝐴𝑒3𝑥) = 𝑒3𝑥

◦ So, 13𝐴𝑒3𝑥 = 𝑒3𝑥


and
1
𝐴 =
13
Thus, a particular solution is:
1
𝑦𝑝 𝑥 = 𝑒3𝑥
13

The general solution is:


1 3𝑥
𝑦(𝑥) = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 + 𝑒
13
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

Solve 𝑦’’ + 𝑦’ – 2𝑦 = sin 𝑥


We try a particular solution

𝑦𝑝(𝑥) = 𝐴 cos 𝑥 + 𝐵 sin 𝑥

Then,
𝑦𝑝’ = – 𝐴 sin 𝑥 + 𝐵 cos 𝑥
𝑦𝑝’’ = – 𝐴 cos 𝑥 – 𝐵 sin 𝑥
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


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:
−1 3
𝑦𝑝(𝑥) = cos 𝑥 – sin 𝑥
10 10
In previous Example , we determined that the solution of the complementary
equation is:
– 2𝑥
𝑦𝑐 = 𝑐1𝑒𝑥 + 𝑐2𝑒

◦ So, the general solution of the given equation is:


1 3
𝑦(𝑥) = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥 – cos 𝑥 – sin 𝑥
10 10
Example (3)

Solution
Example (4)

Solution 𝑦 = 𝑦𝑐 + 𝑦𝑝

Step 1 Get complementary solutions.

Step 2
Assume particular solutions.
Example (5)

Solution
(a) 𝑦 = 𝑦𝑐 + 𝑦𝑝

Step 1 Get complementary solutions.

Step 2
Assume particular solutions.
Example (5)

Solution
(b) 𝑦 = 𝑦𝑐 + 𝑦𝑝

Step 1 Get complementary solutions.

Step 2
Assume particular solutions.
EXERCISES

Find the find a second solution 𝑦2 𝑥 of the given second-order differential equation.
EXERCISES

Final solution for odd numbers


EXERCISES

Solve the given differential equation by undetermined coefficients


EXERCISES

Final solution for odd numbers


Reference and Further Reading

Advanced Engineering Mathematics


Peter V. O'Neil. 7thed.

A First Course in Differential Equations with Modeling Applications 11th Edition


Dennis G. Zill
Thank You

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