Presentation 2

SOLUTION OF
NON-HOMOGENOUS
LINEAR DE WITH
CONSTANT
COEFFICIENTS
Consider the DE:
 n
an y  an 1 y  n 1
 ...  a1 y  a0 y  f ( x)
yG  yc  y p
yc The complementary (or homogenous) solution
yp The particular solution
yG The general solution

We have two methods for obtaining yp
The first is called:

undetermined coefficient method
The second called:

variation of parameter method
1- The Undetermined Coefficient Method:
The form of the particular solution depends on the form of
the inhomogeneous function f(x). This form contains arbitrary
constant which can be computed by substituting in the given
DE and we summarize this in the following table.
Notes:
Example
Find the general solution of the DE:
y  y  y  y  x 2  x
2
Solution y p  A x  Bx  C
y p  2 A x  B , y p  2 A , y p  0
3  2   1  0
 0  2A  2Ax  B  Ax 2  Bx C   x 2 x
1  1, 2,3  i
coeff . of x 2   A  1
y c  c1e 
x
coeff . of x  2A  B  1
c2 cos x  c3 sin x coeff . of x 0  B  2A  C  0
A  1, B  3, C  1
y p   x 2  3x  1
Example
2
y   y   12 x  6x
Solution

y p  x 2 A x 2  Bx  C 
3  2  0  24Ax  6B   12Ax 2  6Bx  2C  12x 2  6x
coeff . of x 2  12A  12
1  1, 2,3  0
coeff . of x  24A  6B  6
yc  c1  c2 x  c3e x coeff . of x 0  6B  2C  0
A  1, B  5, C  15
y p   x 4  5 x3  15 x 2
Example
5 x
 
y  10 y  25 y  4e
Solution
2
  10  25  0  
y p  A x 2 e 5x
1  2  5
 
y p  A 2 x  5x 2 e 5x
y p  A  2  20x  25x 2  e 5x

yc   c1  c2 x  e 5 x A 2
 
y p  2x e 2 5 x
Example
y   3y   2 y  x sin x
Solution
y p   A  Bx  cos x  C  Dx  sin x
 2  3  2  0
y p   A  D  Cx  cos x  C  B  Ax  sin x
1  1, 2  2
y p   2C  B  Ax  cos x   2A  D Cx  sin x

yc  c1e x
 c2e 2 x
 3 17 1 3
A , B  ,C  , D 
10 50 10 25
 3 17  1 3
y p   x   cos x   x   sin x
 10 50   10 25 
2- The Variation of Parameter Method:
The method of variation of parameter is more general than
the undetermined coefficient method.
Steps of Solution:
(1) Find the fundamental set of solution of the homogeneous D.E:
yc  c1 y1  c2 y2  ...  cn yn
(2) The particular solution will take the form:
y p  u1 ( x) y1 ( x)  u 2 ( x) y 2 ( x)  ...  u n ( x) y n ( x)
(3) Evaluate the value of 𝒖𝒊 𝒙 by the form:
y1 y2 ... yn
y1 y2 ... yn
W  y1, y2 , y3 ,..., yn   ... ... ... ...
y  n 1 
y2
n 1
... yn 
n 1
1
i th column
y1 y2 ... 0 yn
y1 y2 ... 0 yn
Wi  y1, y2 , y3 ,..., yn   ... ... ... 0 ...
y  n 1
y  n 1
... f  x yn
n 1
1 2
Wi ( x)
ui ( x)   , i  1,2,3,..., n
W ( x)
Example
ex
y   2 y   y 
x
Solution
y   2 y   y  0
y p  u1e  u2 xe
x x
ex xe x
W   e 2x
ex  x  1 e x
0 xe x ex 0 2x
2x e
W1  e x  e W2  x
e 
 x  1 e x ex x
x x
2x
W1 e
u1  
W
dx  
e 2x
dx   x
e2 x
dx   x dx  ln x
W2
u2  
W e2 x
Example
1
y   9 y 
4sin 3x
Solution
y   9 y  0
2
 90
1  3i, 2  3i
yc  c1 cos3x  c2 sin 3x
y p  u1 cos3 x  u2 sin 3 x
cos 3x sin 3x
W  3
3sin 3x 3cos 3x
0 sin 3 x cos3x 0
1 cos3x
W1  1  W2  1 
3cos3 x 4 3sin 3x 4sin 3x
4sin 3 x 4sin 3x
W1 1 1
u1   dx    dx   x
W 12 12
W2 1 cos3 x 1
u2   dx   dx  ln sin 3 x
W 12 sin 3 x 36

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SOLUTION OF

yc The complementary (or homogenous) solution

yp The particular solution

yG The general solution

The first is called:

The second called:

y p  A  2  20x  25x 2  e 5x

(2) The particular solution will take the form:

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