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[FDM 1023]
Chapter 3
Linear Higher-Order
Differential Equations
Overview
3.1. Definitions and Theorems
3.2. Reduction of Order
3.3. Homogeneous Linear Equations with
Constant Coefficients
3.4. Undetermined Coefficients
3.5. Variation of Parameters
3.6. Cauchy-Euler Equations
Learning Outcome
At the end of this section , you should be able to:
Solve the non-homogeneous linear DE by using
the Undetermined Coefficients Superposition
Approach
= +
Remark
() + () + +
+ =
()
Constant Coefficients
Remark
() + () + +
+ =
()
Constant Coefficients
()
that are
Basic Idea
Making a smart guess of the general form of
yp
up
g (x).
()
1) 5 (any constant)
&
2) 5 + 7
& + (
3) 3 2
& + ( + )
4) + + 1
& + + ( + ) + ,
5) sin 4
6) cos 4
7)
.
& .
Form of
& + ( .
& + ( + ) .
& + cos 4 + ( + sin 4
11) 5 sin 4
& + ( + ) cos 4
+ 1 + 2 + 3 sin 4
12) +
& + ( + cos 4
+ ) + , + sin 4
cos 4
Example 1
Solve
+ 4
2 = 2 3 + 6
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
+ 4
2 = 0
Change to auxiliary equation.
6 + 46 2 = 0
8
+ 7
9 8
Case 1
+ 4
2 = 2 3 + 6
Since the function
() is a quadratic polynomial, lets
assume a particular solution is also in the form of
quadratic polynomial
= & + ( + )
= 2& + (
= 2&
= 2&
+ 4
2 = 2 3 + 6
2& + 4 2& + ( 2 & + ( + ) = 2 3 + 6
2& + 8& 2( + 2& + 4( 2) = 2 3 + 6
& = 1
8& 2( = 3
5
(=
2
Constant 2& + 4( 2) = 6 ) = 9
Step 2.4: Particular solution
The particular solution is
= & + ( + )
5
= 9
2
8
+ 7
9 8
5
9
2
Example 2
Find the general solution of
+ = 2 sin 3
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
+ = 0
Change to auxiliary equation.
6 6 + 1 = 0
1A 3
6 =
2
7 cos
+
+ 7 sin
+
Case 3
+ = 2 sin 3
= & cos 3 + ( sin 3
= 3& sin 3 + 3( cos 3
+ = 2 sin 3
9& cos 3 9( sin 3 (3& sin 3 + 3( cos 3)
+ & cos 3 + ( sin 3 = 2 sin 3
8& 3( cos 3 + 3& 8( sin 3 = 2 sin 3
7 cos
+
+ 7 sin
+
6
16
+ cos 3 sin 3
73
73
Example 3
Find the general solution of
2
3 = 4 5 + 6
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
2
3 = 0
Change to auxiliary equation.
6 26 3 = 0
6 = 1
Case 1
2
3 = 4 5 + 6
= the sum of two basic kinds of functions
= polynomials + (Polynomial*exponentials)
=
+
()
= ; + <
2
3 = 4 5
; = & + (
; = &
; = 0
2
3 = 6
< = ) + ,
< = 2) + ) + 2,
; = 0
2
3 = 4 5
0 2& 3 & + ( = 4 5
3& + 2& 3( = 4 5
4
& =
3
23
( =
9
2
3 = 6
4) + 4) + 4, 2 2) + ) + 2,
3 ) + , = 6
2) 3, 3) = 6
) = 2
2) 3, = 0
Step 2.7: Particular solution
4
, =
3
4
3
+
+ 7
4
23
4
+
2
3
9
3
Example 4
Find the particular solution of
5
+ 4 = 8
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
5
+ 4 = 0
Change to auxiliary equation.
6 56 + 4 = 0
6 = 1
Case 1
5
+ 4 = 8
= &
= &
= &
= &
5
+ 4 = 8
& 5& + 4& = 8
0 = 8
We have made the wrong guess of
= & + 2&
= 7 F + 7
= & + 2&
5
+ 4 = 8
& + 2& 5 & + & + 4& = 8
3& = 8
=8
8
&=
3
F
+ 7
8
3
Example 5
Find the particular solution of
9
+ 14 = 3 5 sin 2 + 7 8
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
9
+ 14 = 0
The complementary solution is
= 7 + 7 J
9
+ 14 = 3 5 sin 2 + 7 8
g(x)= 3 5 sin 2 + 7 8
The assumption for = ; + < + M
3
Corresponding to 5 sin 2
Corresponding to 7 8
; = & + ( + )
< = 1 cos 2 + 2 sin 2
M = 3 + N 8
= 7 + 7 J
No terms in this assumption duplicates a term in
Example 6
Solve
6
+ 9 = 6 + 2 12 +
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation
6
+ 9 = 0
The complementary solution is
= 7 + + 7 +
6
+ 9 = 6 + 2 12 +
g(x) = 6 + 2 12 +
; = & + ( + )
< = , +
< = , +
= 7 + + 7 +
< = , +