Math 220: Lecture 17 § 4.5 Professor Nicholls Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago Math 220: Lecture 17 Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 1 / 32 Chapter 4: Linear Second Order Equations For second order ODE we can only solve linear equations, and we only have a general method for constant coefficients. We have seen in Sections 4.1–4.3 how to solve the homogeneous problem. We now extend the method to accommodate the inhomogeneous problem ay 00 (t) + by 0 (t) + cy (t) = f (t), a, b, c ∈ R. We propose two techniques: The Method of Undetermined Coefficients (MUC) [§ 4.4, 4.5, today] The Method of Variation of Parameters (VOP) [§ 4.6] Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 2 / 32 4.5: The Superposition Principle and Undetermined Coefficients Revisited Recall, we are considering the linear, constant coefficient, inhomogeneous second order ODE ay 00 (t) + by 0 (t) + cy (t) = f (t), a, b, c ∈ R. The “Method of Undetermined Coefficients” is based upon a good guess: The inhomogeneous problem has solution which “looks like” the inhomogeneity! This only works for f which are (combinations of): Polynomials, Exponentials, Sines and Cosines. Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 3 / 32 The Superposition Principle Theorem 1: Let y1 be a solution to the differential equation ay 00 + by 0 + cy = f1 (t), and y2 be a solution to ay 00 + by 0 + cy = f2 (t). Then for any constants k1 and k2 the function k1 y1 + k2 y2 is a solution to the differential equation ay 00 + by 0 + cy = k1 f1 (t) + k2 f2 (t). Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 4 / 32 Example # 1 Example #1: Recall from last time that a particular solution of y 00 − 3y 0 + 2y = 2t is y1 = t + 3/2, and a particular solution of y 00 − 3y 0 + 2y = e−t is y2 = (1/6)e−t . Thus, a particular solution of y 00 − 3y 0 + 2y = 2(2t) − 3e−t is y = 2y1 − 3y2 = 2t + 3 − (1/2)e−t . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 5 / 32 Existence and Uniqueness Theorem Theorem 2: For any real numbers a 6= 0, b, c, t0 , Y0 , Y1 , suppose yp (t) is a particular solution to ay 00 + by 0 + cy = f (t) in an interval I containing t0 and that y1 (t) and y2 (t) are linearly independent solutions to the associated homogeneous equation ay 00 + by 0 + cy = 0 in I. Then there exists a unique solution in I to the initial value problem ay 00 + by 0 + cy = f (t), y (t0 ) = Y0 , y 0 (t0 ) = Y1 , and it is given by y (t) = yp (t) + c1 y1 (t) + c2 y2 (t), for the appropriate choice of the constants c1 , c2 . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 6 / 32 Method of Undetermined Coefficients To find a particular solution to the differential equation ay 00 + by 0 + cy = Ct m ert , where m is a nonnegative integer, use the form yp (t) = t s (Am t m + . . . + A1 t + A0 ) ert , with 1 s = 0 if r is not a root of the associated characteristic equation; 2 s = 1 if r is a simple root of the associated characteristic equation; 3 s = 2 if r is a double root of the associated characteristic equation. Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 7 / 32 Method of Undetermined Coefficients, cont. To find a particular solution to the differential equation ( Ct m eαt cos(βt) 00 0 ay + by + cy = Ct m eαt sin(βt) for β 6= 0, use the form yp (t) = t s (Am t m + . . . + A1 t + A0 ) eαt cos(βt) + t s (Bm t m + . . . + B1 t + B0 ) eαt sin(βt), with 1 s = 0 if (α + iβ) is not a root of the associated characteristic equation; 2 s = 1 if (α + iβ) is a simple root of the associated characteristic equation. Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 8 / 32 Example # 2 Example #2: (NSS 4.5 # 9): Decide whether the method of undetermined coefficients together with superposition can be applied to find a particular solution of the given equation. Do not solve the equation. y 00 − y 0 + y = (et + t)2 . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 9 / 32 Work Space Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 10 / 32 Solution: Example # 2 Solution #2: At first it doesn’t look like we can use MUC, however, if we expand the right hand side f (t) = (et + t)2 = e2t + 2tet + t 2 , we see that we can write f (t) = f1 (t) + f2 (t) + f3 (t) = e2t + 2tet + t 2 , and for each of these fj (t) we can use the MUC: yp,1 (t) = Ae2t , Professor Nicholls (UIC) yp,2 (t) = (Bt + C)et , Math 220: Lecture 17 yp,3 (t) = Dt 2 + Et + F . Math 220: Lecture 17 11 / 32 Example # 3 Example #3: (NSS 4.5 # 13): Decide whether the method of undetermined coefficients together with superposition can be applied to find a particular solution of the given equation. Do not solve the equation. 2y 00 + 3y 0 − 4y = 2t + sin2 (t) + 3. Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 12 / 32 Work Space Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 13 / 32 Solution: Example # 3 Solution #3: At first it doesn’t look like we can use MUC, however, if we use the trigonometric identity sin2 (t) = (1/2)(1 − cos(2t)) we see that we can write f (t) = f1 (t) + f2 (t) = 2t + (7/2) − (1/2) cos(2t), and for each of these fj (t) we can use the MUC: yp,1 (t) = At + B, Professor Nicholls (UIC) yp,2 (t) = C cos(2t) + D sin(2t). Math 220: Lecture 17 Math 220: Lecture 17 14 / 32 Example # 4 Example #4: (NSS 4.5 # 18): Find a general solution to the differential equation. y 00 − 2y 0 − 3y = 3t 2 − 5. Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 15 / 32 Work Space Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 16 / 32 Solution: Example # 4 Solution #4: First, we find the homogeneous solution by considering the homogeneous equation y 00 − 2y 0 − 3y = 0. We seek a solution of the form y = ert which gives us the characteristic equation r 2 − 2r − 3 = 0. We can use the Quadratic Formula or simply factor (r − 3)(r + 1) = 0, and deduce the roots r1 = 3, r2 = −1. From these we find the homogeneous solution: yh (t) = C1 e3t + C2 e−t . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 17 / 32 Example # 4, cont. Solution: Now, we need to find a particular solution to y 00 − 2y 0 − 3y = 3t 2 − 5. We use the Method of Undetermined Coefficients and seek a solution that “looks like” the right hand side: yp (t) = At 2 + Bt + C. Computing yp0 = 2At + B, yp00 = 2A, we insert this into the ODE 2A − 2(2At + B) − 3(At 2 + Bt + C) = 3t 2 − 5. Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 18 / 32 Example # 4, cont. Matching the powers of t we find −3A = 3, −4A − 3B = 0, 2A − 2B − 3C = −5, and thus A = −1, B = 4/3, C = 1/9. Putting this all together we find the general solution: y = yh + yp = C1 e3t + C2 e−t − t 2 + (4/3)t + (1/9). Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 19 / 32 Example # 5 Example #5: (NSS 4.5 # 25): Find the solution to the initial value problem. z 00 (x) + z(x) = 2e−x , Professor Nicholls (UIC) z(0) = 0, Math 220: Lecture 17 z 0 (0) = 0. Math 220: Lecture 17 20 / 32 Work Space Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 21 / 32 Solution: Example # 5 Solution #5: First, we find the homogeneous solution by considering the homogeneous equation z 00 + z = 0. We seek a solution of the form z = erx which gives us the characteristic equation r 2 + 1 = 0. We can use the Quadratic Formula q r = −0 ± 02 − 4(1)(1) /(2(1)) = ±i, and deduce the roots r1 = i, r2 = −i. From these we find the homogeneous solution: zh (x) = C1 cos(x) + C2 sin(x). Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 22 / 32 Example # 5, cont. Solution: Now, we need to find a particular solution to z 00 (x) + z(x) = 2e−x . We use the Method of Undetermined Coefficients and seek a solution that “looks like” the right hand side: zp (x) = Ae−x . Computing zp0 = −Ae−x , zp00 = Ae−x , we insert this into the ODE Ae−x + Ae−x = 2e−x . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 23 / 32 Example # 5, cont. Matching the exponential we find A = 1. Putting this all together we find the general solution: z = zh + zp = C1 cos(x) + C2 sin(x) + e−x . Finally, we need to consider the initial conditions. First 0 = z(0) = C1 + 1 so that C1 = −1, and second 0 = z 0 (0) = C2 − 1 so that C2 = 1. Thus, the unique solution is z(x) = − cos(x) + sin(x) + e−x . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 24 / 32 Example # 6 Example #6: (NSS 4.5 # 31): Determine the form of a particular solution for the differential equation. Do not solve. y 00 + y = sin(t) + t cos(t) + 10t . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 25 / 32 Work Space Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 26 / 32 Solution: Example # 6 Solution #6: First, we solve the homogeneous solution so that we know how to modify the “guess,” if necessary. The homogeneous equation is y 00 + y = 0, which has characteristic equation r 2 + 1 = 0, and roots r1 = i and r2 = −i. This has solutions y1 (t) = cos(t), Professor Nicholls (UIC) y2 (t) = sin(t). Math 220: Lecture 17 Math 220: Lecture 17 27 / 32 Example # 6, cont. Consider the right hand side f (t) = sin(t) + t cos(t) + 10t , which we rewrite as t f (t) = sin(t) + t cos(t) + eln(10 ) = sin(t) + t cos(t) + eln(10)t . So, we would guess yp (t) = (At + B) cos(t) + (Ct + D) sin(t) + Eeln(10)t , however, cos(t) and sin(t) are homogeneous solutions so we multiply the trigonometric terms by one power of t: yp (t) = t(At + B) cos(t) + t(Ct + D) sin(t) + Eeln(10)t . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 28 / 32 Example # 7 Example #7: (NSS 4.5 # 32): Determine the form of a particular solution for the differential equation. Do not solve. y 00 − y = e2t + te2t + t 2 e2t . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 29 / 32 Work Space Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 30 / 32 Solution: Example # 7 Solution #7: First, we solve the homogeneous solution so that we know how to modify the “guess,” if necessary. The homogeneous equation is y 00 − y = 0, which has characteristic equation r 2 − 1 = 0, and roots r1 = 1 and r2 = −1. This has solutions y1 (t) = et , Professor Nicholls (UIC) y2 (t) = e−t . Math 220: Lecture 17 Math 220: Lecture 17 31 / 32 Example # 7, cont. Consider the right hand side f (t) = e2t + te2t + t 2 e2t , which we rewrite as f (t) = (1 + t + t 2 )e2t . So, we guess yp (t) = (At 2 + Bt + C)e2t . Professor Nicholls (UIC) Math 220: Lecture 17 Math 220: Lecture 17 32 / 32
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