Solving second order non homogeneous differential equation

In summary, the problem is to solve y''-2y'+5y = e^{x}(cos^{2}(x)+x^{2}) using the method of undetermined coefficients. The associated homogeneous equation is y''-2y'+5y = 0 with a solution of y_{h} = e^{x}(C_{1}cos(2x)+C_{2}sin(2x)). To find the particular solution, the method of inverted operator techniques is used, with the final solution being y_p=e^x(\frac{1}{10}+\frac{1}{2} \cos 2x)+e^x(\frac{1}{5}x^2-\frac{2}{
  • #1
the0
14
0

Homework Statement



The problem is to solve:

[itex]y''-2y'+5y = e^{x}(cos^{2}(x)+x^{2})[/itex]


Homework Equations



The Attempt at a Solution



I (think I) have solved the associated homogeneous equation:

[itex]y''-2y'+5y = 0[/itex]

giving the solution as:

[itex]y_{h} = e^{x}(C_{1}cos(2x)+C_{2}sin(2x))[/itex]
(This could of course be rearranged using the trig identities... would that help?)

And now I don't know how to go about finding a particular solution, could somebody please point me in the right direction as to which method I could use?
Thanks a lot!
 
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  • #2
I would suggest the method of finding a particular solution with the method of Undetermined Coefficients, more formally known as the method of annihilators. Have you studied that?
 
  • #3
Yes I have studied this method (a little) however I am struggling to choose the right form for the particular solution:

Should [itex]y_{p} = Asin(2x)+Bcos(2x)+e^{x}(C+Dx+Ex^{2})[/itex] work?
 
  • #4
the0 said:
Yes I have studied this method (a little) however I am struggling to choose the right form for the particular solution:

Should [itex]y_{p} = Asin(2x)+Bcos(2x)+e^{x}(C+Dx+Ex^{2})[/itex] work?

That ##\cos^2x## on the right side of your DE is ##\frac{1+\cos(2x)} 2## so you basically have a term ##e^x(\frac{1+\cos(2x)} 2)## in the NH term. So there's no reason to expect ##\sin(2x)## and ##\cos(2x)## to work. You would want to multiply them by ##e^x##. But that is in the complementary solution. So how do you fix that?
 
  • #5
would simply multiplying by [itex]x[/itex] solve this?
i.e.
[itex]y_{p} = e^{x}(Axsin(2x)+Bxcos(2x)+C+Dx+Ex^{2})[/itex]
 
  • #6
the0 said:
would simply multiplying by [itex]x[/itex] solve this?
i.e.
[itex]y_{p} = e^{x}(Axsin(2x)+Bxcos(2x)+C+Dx+Ex^{2})[/itex]

Well, that's the standard fix for that situation. I think that is a good trial for the particular solution. Only way to be sure you haven't overlooked something is to go ahead and try it
 
  • #7
the0 said:
And now I don't know how to go about finding a particular solution, could somebody please point me in the right direction as to which method I could use?
Thanks a lot!
How about the method of inverted operator techniques? (which i personally find easier). Although some people use the Wronskian method, i think.

The D operator is simply [itex]\frac{d}{dx}[/itex].
Expressing first, the L.H.S. in terms of D: [itex]L(D)=D^2-2D+5[/itex], where L(D) is a function of D.
[tex]L(D)y_p=e^x(cos^{2}(x)+x^{2})[/tex]
So, [tex]y_p=\frac{1}{L(D)}(e^xcos^{2}(x)+e^xx^{2})
\\y_p=\frac{1}{L(D)}e^xcos^{2}(x)+\frac{1}{L(D)}e^xx^{2}[/tex]
Here, [itex]y_p=y_1+y_2[/itex],
[tex]y_1=\frac{1}{L(D)}e^xcos^{2}(x)[/tex]
[tex]y_2=\frac{1}{L(D)}e^xx^{2}[/tex]
Now, you have to use the Shift theorem to evaluate both [itex]y_1[/itex] and [itex]y_2[/itex].
The Shift theorem simply shifts D to (D+a) and simultaneously separates [itex]e^x[/itex] from [itex](cos^2x+x^2)[/itex].

To find [itex]y_1[/itex]:
[tex]y_1=\frac{1}{L(D)}e^xcos^{2}(x)=\frac{1}{(D^2-2D+5)}e^xcos^{2}(x)[/tex]
Applying the Shift theorem:
[tex]y_1=e^x\frac{1}{((D+1)^2-2(D+1)+5)}cos^{2}(x)
\\=e^x\frac{1}{(D^2+5)}cos^{2}(x)
\\=e^x\frac{1}{(D^2+5)}(\frac{1}{2}+\frac{1}{2} \cos 2x)
\\=e^x\frac{1}{(D^2+5)}(\frac{1}{2})+e^x\frac{1}{(D^2+5)}(\frac{1}{2} \cos 2x)
\\=e^x(\frac{1}{10})+e^x(\frac{1}{2} \cos 2x)
\\=e^x(\frac{1}{10}+\frac{1}{2} \cos 2x)
[/tex]
Now, find [itex]y_2[/itex]. Applying the Shift theorem again, you'll get:
[tex]y_2=e^x\frac{1}{(D^2+5)}x^2
\\=e^x(\frac{1}{5}-\frac{D^2}{25})x^2
\\=e^x(\frac{1}{5}x^2-\frac{2}{25})
[/tex]
Therefore, [tex]y_p=e^x(\frac{1}{10}+\frac{1}{2} \cos 2x)+e^x(\frac{1}{5}x^2-\frac{2}{25})
\\=\frac{1}{50}e^x+\frac{1}{5}e^xx^2+ \frac {1}{2} e^x \cos 2x[/tex]
The final answer (the general solution) is: [itex]y_c+y_p[/itex] where [itex]y_c[/itex] is the complementary function that you've already obtained in your first post.
 
Last edited:

1. What is a second order non-homogeneous differential equation?

A second order non-homogeneous differential equation is a mathematical equation that involves a second derivative of a function and contains terms that are not proportional to the function or its derivatives. This means that the equation cannot be expressed in the form of y'' + p(x)y' + q(x)y = g(x), where p(x) and q(x) are functions of x and g(x) is the non-homogeneous term.

2. How do you solve a second order non-homogeneous differential equation?

To solve a second order non-homogeneous differential equation, you will need to use a combination of techniques such as variation of parameters, undetermined coefficients, and Laplace transforms. First, you need to find the complementary function by solving the corresponding homogeneous equation. Then, you can use the method of undetermined coefficients to find a particular solution. Finally, the general solution can be obtained by adding the complementary function and the particular solution.

3. What is the difference between a homogeneous and non-homogeneous differential equation?

A homogeneous differential equation only contains terms that are proportional to the function or its derivatives, while a non-homogeneous differential equation contains additional terms that are not proportional to the function or its derivatives. This means that the solution to a homogeneous differential equation will only consist of a complementary function, while the solution to a non-homogeneous differential equation will include both a complementary function and a particular solution.

4. What is the role of initial conditions in solving a second order non-homogeneous differential equation?

Initial conditions are necessary to solve a second order non-homogeneous differential equation because they help determine the arbitrary constants in the complementary function, as well as the coefficients of the particular solution. These initial conditions can be given as values of the function or its derivatives at a specific point, or as a combination of values and derivatives at a point.

5. Can a second order non-homogeneous differential equation have multiple solutions?

Yes, a second order non-homogeneous differential equation can have multiple solutions. However, in order to obtain a unique solution, you will need to specify initial conditions. Otherwise, the general solution will have arbitrary constants that can result in an infinite number of solutions.

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