12/19/2015 1 Non- homogeneous Differential Equation Chapter 4.
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Transcript of 12/19/2015 1 Non- homogeneous Differential Equation Chapter 4.
04/21/23 1Non- homogeneous Differential Equation Chapter 4
A differential equation of the type ay’’+by’+cy=0, a,b,c real numbers,is a homogeneous linear second order differential equation.
Second Order Differential EquationsDefinition
2e and e .mx mx mxy y me y m
2 20 e e e 0 0.mx mx mxay by cy am bm c am bm c
To solve the equation ay’’+by’+cy=0 substitute y = emx and try to determine m so that this substitution is a solution to the differential equation.
Compute as follows:
Homogeneous linear second order differential equations can always be solved by certain substitutions.
This follows since emx≠0 for all x.
Definition The equation am2 + bm+ c = 0 is the Characteristic Equation of the differential equation ay’’ + by’ + cy = 0.
04/21/23 2
Solving Homogeneous 2nd Order Linear Equations: Case I
Equation
Case I
1 21 2e em x m xy C C
CE has two different real solutions m1 and m2.
ay’’+by’+cy=0 CE am2+bm+c=0
In this case the functions y = em1x and y = em2x are both solutions to the original equation.
General Solution
Example 0y y CE 2 1 0m 1 or m 1.m
1 2e ex xy C C General Solution
The fact that all these functions are solutions can be verified by a direct calculation.
04/21/23 3
Solving Homogeneous 2nd Order Linear Equations: Case II
Equation
Case II
1 2e emx mxy C C x
CE has real double root m.
ay’’+by’+cy=0 CE
In this case the functions y = emx and y = xemx are both solutions to the original equation.
General Solution
Example 2 0y y y CE 2 2 1 0m m 1 (double root).m
1 2e ex xy C C xGeneral Solution
am2+bm+c=0
04/21/23 4
Solving Homogeneous 2nd Order Linear Equations: Case III
Equation
Case III
1 2e sin e cosx xy C x C x
ay’’+by’+cy=0 CE
General Solution
Example 2 5 0y y y
CE 2 2 5 0m m 1 2m i
1 2e sin 2 cos 2xy C x C xGeneral Solution
CE has two complex solutions .m i
In this case the functions are both solutions to the original equation.
e sin and e cosx xy x y x
am2+bm+c=0
1 2e sin cosxy C x C x
04/21/23 5
Real and Unequal Roots
If roots of characteristic polynomial P(m) are real and unequal, then there are n distinct solutions of the differential equation:
If these functions are linearly independent, then general solution of differential equation is
The Wronskian can be used to determine linear independence of solutions.
21 , , , nm x m xm xe e e
211 2( ) nm x m xm x
ny x c e c e c e
04/21/23 6
Non- homogeneous Differential Equation Chapter 4
Example 1: Distinct Real Roots (1 of 3)
Solve the differential equation
Assuming exponential soln leads to characteristic equation:
Thus the general solution is
4 3 2( ) 2 13 14 24 0
1 2 3 4 0
mxy x e m m m m
m m m m
2 3 41 2 3 3( ) x x x xy x c e c e c e c e
(4) 2 13 14 24 0y y y y y
04/21/23 7
Non- homogeneous Differential Equation Chapter 4
Complex Roots
If the characteristic polynomial P(r) has complex roots, then they must occur in conjugate pairs,
Note that not all the roots need be complex. i
In this case the functions are both solutions to the original equation.
e sin and e cosx xy x y x
1 2e sin cosxy C x C x
General Solution
04/21/23 8
Non- homogeneous Differential Equation Chapter 4
Example 2: Complex Roots
Consider the equation
Then
Now
Thus the general solution is
3 2( ) 1 0 1 1 0mty t e m m m m
0 yy
2 1 1 4 1 3 1 31 0
2 2 2 2
im m m i
/21 2 3( ) cos 3 / 2 sin 3 / 2x xy t c e e c x c x
04/21/23 9
Non- homogeneous Differential Equation Chapter 4
Example 3: Complex Roots (1 of 2)
Consider the initial value problem
Then
The roots are 1, -1, i, -i. Thus the general solution is
Using the initial conditions, we obtain
The graph of solution is given on right.
4 2 2( ) 1 0 1 1 0mxy x e r r r
2)0(,2/5)0(,4)0(,2/7)0(,0)4( yyyyyy
1 2 3 4( ) cos sinx xy x c e c e c x c x
1( ) 0 3 cos sin
2x xy x e e x x
04/21/23 10
Non- homogeneous Differential Equation Chapter 4
Repeated Roots
Suppose a root m of characteristic polynomial P(r) is a repeated root with multiplicity n. Then linearly independent solutions corresponding to this repeated root have the form
2 1, , , ,m x m x m x s mxe xe x e x e
04/21/23 11
Non- homogeneous Differential Equation Chapter 4
Example 4: Repeated Roots
Consider the equation
Then
The roots are 2i, 2i, -2i, -2i. Thus the general solution is
4 2 2( ) 8 16 0 4 4 0mxy x e m m m m
0168)4( yyy
1 2 3 4( ) cos 2 sin 2 cos 2 sin 2y x c x c x c x x c x x
04/21/23 12
Non- homogeneous Differential Equation Chapter 4
04/21/23 13Non- homogeneous Differential Equation Chapter 4
The general solution of the non homogeneous differential equation
There are two parts of the solution:1. solution of the homogeneous part of DE
2. particular solution
( )ay by cy f x
cy
py
04/21/23Non- homogeneous Differential Equation Chapter 4 14
General solution
c py y y
Complementary Function, solution of Homgeneous part
Particular Solution
04/21/23Non- homogeneous Differential Equation Chapter 4 15
The method can be applied for the non – homogeneous differential equations , if the
f(x) is of the form:
1. A constant C
2.A polynomial function
3.
4.
5.A finite sum, product of two or more functions of type (1- 4)
( )ay by cy f x
mxe
sin ,cos , sin , cos ,...x xx x e x e x
04/21/23Non- homogeneous Differential Equation Chapter 4 16
04/21/23Non- homogeneous Differential Equation Chapter 4 17
04/21/23Non- homogeneous Differential Equation Chapter 4 18
04/21/23Non- homogeneous Differential Equation Chapter 4 19