EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 5
3.5 Nonhomogeneous Equations;
Method of Undetermined Coefficients
• Upto now, we studied the homogeneous equation:
(1)
• Now, let us study the nonhomogeneous equation:
(2)
2
1
1
Proof: and satisfy the equations
However,
This means that is a solution of
Finally, since by Theorem 3.2.4 all solutions of Eq. (2)
can be expressed as linear combinations of a fundamental
set of solutions, it follows that (3) holds.
Proof:
arbitrary sol’n specific sol’n
To solve a nonhomogeneous differential equation:
1) First, find the solution of the corresponding homogeneous
equation
This is called complementary solution.
2) Find a single solution to the nonhomogeneous
diff.equation.This is called the particular solution and
reperesented as
3) Add and
We will see two methods to find the particular solution:
1) The Method of Undetermined Coefficients
2) Variation of Parameters
The Method of Undetermined Coefficients
We make an assumption on the form of the solution
but we don’t specify the coefficients
We subtitute this expression to the equation and determine
the numerical values of the coefficients
It is a straightforward method.
However , it is of limited use,it is applicable for only certain
function in the nonhomogeneous term
(Proof: refer to pages 182-184)
Example Find a particular solution of
Assume
Example Find a particular solution of
Example Find a particular solution of
Assume
Substitute into the equation:
An important property
Now suppose that is the sum of two terms
Suppose that is the solution to
And is the solution to
Then is the solution to
Example Find a particular solution of
Split the right hand side and obtain:
The particular solution is obtained as:
Example Find a particular solution of
Proceeding as in previous examples, assume:
=0
The reason for this is that the nonhomogeneous term coincides
with one of the complementary solutions.
Consequently, it cannot possibly be a solution of the
nonhomogeneous equation.
Now, assume:
Substitute these in
=2 =0
3.6 Variation of Parameters (due to Lagrange)
This method does not need any assumptions about the form of
the solution, so it is a general method.
Example Find a particular solution of
Corresponding homogeneous equation
Now, assume that the solution of the nonhomogeneous
equation is:
Substitute this sol’n into the equation to determine and
Make the following important assumption:
If you don’t do this assumption, the problem will not get
simplified.
2 equations
2 unknowns
Solve these two equations for and
Substitute these expressions into
After simplification:
Hint:
If you put constants of integration you get the general solution
automatically.
If you don’t put constants of integration you get only
the particular solution.
The General Derivation
Consider
First find the complementary solution of the corresponding
homogeneous equation:
Now, assume a solution of the form:
We have to determine and
We have to make the following assumption:
=0 =0
2 equations
2 unknowns
Example
3.7 Mechanical and Electrical Vibrations (Pg. 192)
RLC Circuit
Mass-spring –damper system
In general:
Consider the homogeneous equation:
Characteristic Equation:
Overdamped Case: ( )
Critically dampled case ( )
and repeated
Underdamped case ( )
Undamped Free Vibrations
(No real part)
Example
A series circuit has a capacitor of and an inductor
of 1 H. If the initial charge on the capacitor is and there is
no initial current, find the charge Q on the capacitor at any time t.
Example
A series circuit has a capacitor of , a resistor of
and an inductor of The initial charge on the capacitor is ,
and there is no initial current. Find the charge Q on the
capacitor at any time t.
Example
If a series circuit has a capacitor of
and an inductor of , find the resistance R
so that the circuit is critically damped.
3.8. Forced Vibrations
An external input is applied to the system.
Example
A series circuit has a capacitor of ,, , a resistor
of , and an inductor of . The initial charge
on the capacitor is zero. If a 12-volt battery is connected to
the circuit and the circuit is closed at t = 0, determine the
charge on the capacitor at t = 0.001 s,
at t = 0.01 s, and at any time t. Also determine the
limiting charge as
Homogeneous Equation:
Assume:
CHAPTER 4
Higher Order Linear Equations
4.1 General Theory of nth Order Linear Equations
Assume that the functions are continuous on
some interval and that is nowhere zero in this
interval. Then we can divide by
is a linear differential operator of order n.
The mathematical theory is completely analogous to that for the
second order linear equation; therefore we simply state the
results for the nth order problem.
• n integrations are required, therefore n integration constants
are introduced.
• n initial conditions are needed.
Homogeneous equation
We first solve the homogeneous equation:
Solution:
Can every solution be expressed as a linear combination of
?
This will be true if, regardless of the initial conditions that are
prescribed, it is possible to choose the constants so
that the initial conditions are satisfied.
• This will be true if we can find constants such that for any choice of
and for any choice of we can determine
• such that:
• A necessary and sufficient condition for the existence of a solution for
arbitrary values of is that the Wronskian:
• is not zero at
A set of solutions whose Wronskian is nonzero is
referred to as a fundamental set of solutions.
We use the term general solution to refer to an arbitrary
linear combination of any fundamental set of solutions.
Linear Dependence and Independence
The functions are said to be linearly dependent
on an interval I if there exists a set of constants
not all zero, such that
for all t in I. The functions are said to be linearly
independent on I if they are not linearly dependent there or if
the above equality is satisfied only when
If functions are linearly dependent, you can express one in terms
of the others.
If are a fundamental set of solutions they must be
linearly independent .
If is satisfied, will be linearly
independent and form a fundamental set of solutions.
Example Determine whether the functions
are linearly independent or dependent on any interval I.
If
It is possible to write:
• Proof: Refer to page 225.
Nonhomogeneous Equation
Let and be two solutions of the nonhomogeneous
equation above. Then:
The difference of any two solutions of the nonhomogeneous
equation is a solution of the homogeneous equation.
Since any solution of the homogeneous equation can be
expressed as a linear combination of a fundamental set of
solutions any solution can be written as:
4.2 Homogeneous Equations with
Constant Coefficients
are real constants and
Assume is a solution.
where
Characteristic
polynomial
Characteristic
equation
For those values of r for which it follows that
and is a solution.
Since we know that is a polynomial of degree n
and therefore has n zeros.
The possibilities are:
1) Real and distinct roots.
2) Real and repeated roots
3) Complex conjugate roots
It is also possible to have repeated complex conjugate roots
Example Find the general solution of
Also find the solution that satisfies the initial conditions:
Assuming
IC’s
Example Find the general solution of
Also find the solution that satisfies the initial conditions
Substitute
IC’s
Example Find the general solution of
Characteristic equation:
