Second Order Nonhomogenous Differential Equation

In summary, the solutions to the differential equation (of the form: a+by+cy=f(t)) are given by the sum of one particular solution of the differential equation and the general solution. The solutions of the differential equation build a linear subspace in the vector space of twice differentiable functions.
  • #1
Legaldose
74
6
Hello everyone, I'm having trouble understanding the solutions to DE's of the form:

[tex]ay''+by'+cy=f(t)[/tex]

We've gone over them in class, I've talked with my friends, and it just doesn't make any sense to me. I was wondering if anyone on here would help me understand the solutions, it would be much appreciated.
 
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  • #2
It's a linear equation (supposed that [itex]a, \quad b, \quad c[/itex] are functions of the independent variable [itex]x[/itex] but not of the unknown function [itex]y[/itex]), which makes the task to solve it easier.

First of all, suppose you have two solutions [itex]y_1(x)[/itex] and [itex]y_2(x)[/itex]. Now consider [itex]y(x)=y_1(x)-y_2(x)[/itex]. Now, because differentiation wrt. [itex]x[/itex] is a linear operation we have
[tex]a y''+b y' + c y = (a y_1''+by_1'+c y_1)-(a y_2''+b y_2' +c y_2)=f-f=0.[/tex]
This means that the difference of two solutions of the inhomogeneous equations is always a solution of the homogeneous equations.

In turn we can conclude that any solution of the inhomogeneous equation is given as the sum of one particular solution of the inhomogeneous equation [itex]y_p(x)[/itex] and the general solution of the homogeneous equation [itex]y_h(x)[/itex].

Further it's clear that with any set of solutions of the homogeneous equation also any linear combination of such solutions is again a solution of the homogeneous equation. The solutions of the homogeneous equation thus build a linear subspace in the vector space of twice differentiable functions. One can prove that this subspace is two-dimensional (look for "Wronskian Determinant" in your textbook or online), i.e., you need to find two linearly independent solutions of the homogeneous equation [itex]y_{h1}(x)[/itex] and [itex]y_{h2}(x)[/itex]. Linearly independent means simply that [itex]y_{h1}(x)/y_{h2}(x) \neq \text{const}[/itex]. Then the general solution of the inhomogeneous system reads
[tex]y(t)=C_1 y_{h1}(x) + C_2 y_{h2}(x)+y_p(x).[/tex]
Here, [itex]C_1[/itex] and [itex]C_2[/itex] are arbitrary constants.

A solution can be uniquely determined by imposing, e.g., initial conditions,
[tex]y(t_0)=y_0, \quad y'(t_0)=y_0'.[/tex]
 
  • #3
Thank you for spelling this out for me. It already is starting to make more sense. I'll have to spend the next couple of days studying your reply though, as I am busy all weekend. :)
 

What is a second order nonhomogenous differential equation?

A second order nonhomogenous differential equation is a mathematical equation that describes the relationship between a function, its derivatives, and other variables. It is called nonhomogenous because it includes a term that is not dependent on the function or its derivatives.

What is the difference between a second order nonhomogenous differential equation and a first order differential equation?

The main difference is the number of derivatives present in the equation. A second order nonhomogenous differential equation includes a second derivative of the function, while a first order differential equation only includes a first derivative. This means that a second order equation is more complex and requires more information to solve.

How do you solve a second order nonhomogenous differential equation?

There are several methods for solving a second order nonhomogenous differential equation, including the method of undetermined coefficients, variation of parameters, and using Laplace transforms. The method used depends on the specific form of the equation and the initial conditions given.

What are some real-world applications of second order nonhomogenous differential equations?

Second order nonhomogenous differential equations are commonly used in physics, engineering, and other scientific fields to model real-world phenomena such as motion, vibrations, and electrical circuits. They can also be used to describe population growth and decay, as well as the spread of diseases.

What are some common mistakes when solving a second order nonhomogenous differential equation?

Some common mistakes include forgetting to include the nonhomogenous term, making errors in the algebraic manipulation of the equation, and not properly applying initial conditions. It is also important to check the solution for extraneous roots and to make sure the final answer satisfies the original equation.

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