Lecture-12 and 13

Methods for Solving 2st Order

Linear Ordinary Diff.
Equations

Instructor: Dr. J. K. Sahoo

The Method of Undetermined Coefficients
Consider a non homogeneous equation
y   P ( x) y   Q ( x ) y  R ( x ).

The general solution of the non homogeneous

equation will be of the form
y ( x)  y g ( x)  y p ( x),

where y g ( x ) is the general of the corresponding

homogeneous part.
The Method of Undetermined Coefficients
The method of undetermined coefficient is a
procedure of finding y p ( x), when the non
homogeneous equation of the form
y  py  qy  R ( x ),

where p, q are constants and R ( x) is

an Exponential, or a Sine, or a Cosine or
a Polynomial, or combination of such functions.
 When R(x) is Exponential functions
Consider the following equation
y   py   qy  e ax (R ( x )  e ax )     (1)
Case-I: (If a is not a root of the a uxiliary e quation )
We can assume y p ( x )  Ae ax (why) , where the
coeffici ent A to be de termined from the equation (1) .
Calculation of A :
Let y p  Ae ax be a solution of y   py   qy  e ax
 e ax A(a 2  pa  q )  e ax  A  1/(a 2  pa  q ).
 When R(x) is Exponential functions
Case-II: (If a is a simple root of the auxiliary equation)
We can assume y p ( x)  Axe ax (why), where the
coefficient A to be determined from the equation (1).
Calculation of A :
ax ax
Let y p  Axe  
be a solution of y  py  qy  e

 e ax Ax(a 2  pa  q )  Ae ax ( p  2a )  e ax
1
 A simple root means a 2  pa  q  0 
p  2a
 When R(x) is Exponential functions
Case-III: (If a is double root of the auxiliary eqn)
( a 2  pa  q  0 and p  2 a  0)
We can assume y p ( x )  Ax 2 e ax (why), where the
coefficient A to be determined from the equation (1).
Calculation of A :
2 ax ax
Let y p  Ax e  
be a solution of y  py  qy  e
ax 2 2 ax ax ax
e Ax (a  pa  q)  Axe ( p  2a)  2Ae  e
1
 A
2
 The Choices for yp(x)
ax 2
ax
yp (x)  Ae , A  k / (a  pa  q)
R( x)  ke provided ‘a’ is not a root of the auxiliary
equation

ax y p ( x)  Axeax , A  k / ( p  2a)
R ( x )  ke
provided ‘a’ is a simple root of the
auxiliary equation
2 ax
ax y p ( x)  Ax e , A  k / 2
R( x)  ke
provided ‘a’ is a double root of the
auxiliary equation
 Exercise Problems
2x
Ex-1: y  2 y  y  5e
5 2x
Ans-1: y p ( x)  e
x /2
9
Ex-2: 4y  4 y  y  2e
First devide by 4 and
.
then use the formula
given in previous slide. 1 2 x/2
Ans-2: y p ( x)  x e
3x
4
Ex-3: y  5y  6y  e
3x
Ans-3: y p ( x)  xe
 When R(x) is Sine or Cosine functions
If the equation is of the form
y   p y   qy  k sin bx or k cos bx    (2)
Then yp(x) will be chosen as per the following table
y p ( x )  A sin bx  B cos bx,
R(x)  k sin bx or k cos bx provided ‘sin bx , cos bx’ are not
the part of yg
R(x)  k sin bx or k cos bx yp ( x)  x( A sin bx  B cos bx),
provided ‘sin bx, cos bx’ are part of yg

where A, B are the unknown coefficients which should

be determined from the equation (2).
 Exercise Problems

Ex-1: y  4 y  2sin 3 x

2
Ans-1: y p ( x )   sin 3 x
5
.

Ex-2: y   y   y   sin x

Ans-2: y p ( x )  cos x
 Exercise Problems

Ex-1: y   y  sin x
Note: y  2 A cos x  2 B sin x  xA sin x  xB cos x
.
x
Ans-1: y p ( x)   cos x
2
 When R(x) is a Polynomial
If the equation is of the form
y   p y   q y  a 0  a 1 x    a n x n
Then yp(x) is given in the following table

R( x)  a0  a1x  an x n yp  A0  A1 x  An x n

provided q  0.

R( x)  a0  a1x  an x n yp  x (A0 A1 x  An x )

n

If q=0, p0.
where A0 , A1 , ….An are the undetermined coefficients.
 Exercise Problems

2
E x - 1 : y   2 y   y  x  1
E x - 2: 4 y   4 y   x  1
.
When R(x) is a combination of these functions
The choice of yp(x) is given as per the followings:

R( x)  xe ax y p ( x)  ( Ax  B)eax
provided a is not root of the
auxiliary equation.

y p ( x)  x( Ax  B)eax
R ( x)  xe ax provided a is simple root of the
auxiliary equation.
When R(x) is a combination of these functions
The choice of yp(x) is given as per the followings:

y p ( x)  eax ( A sin bx  B cos bx)

ax
R( x)  e sin bx provided a  ib is not root
of the auxiliary equation.
ax
y p ( x)  xe ( A cos bx  B sin bx)
R( x)  eax sin bx ax
provided e sin bx is part of yg
When R(x) is a combination of these functions
The choice of yp(x) is given as per the followings:

R( x)  x sin bx yp (x) (AxB) sin bx(CxD) cos bx

provided  i is not root of the auxiliary eqn

ax ax
(x) (AxB )e sinbx(CxD) e cos bx
R( x)  xe sin bx ypprovided
ax
a  ib is not root of the auxiliary eqn

Note: If R( x) is combination of more functions

then take their respective choice and combine
them together.
 Exercise Problems
Find the general solution of the following problem:
2x
 
(1) y  3 y  4 y  3e
(2) y  4 y  3sin x
4
 
(3) y  y  10 x  2
(4) y  4 y  12 y  xe 4 x
.

3x

(5) y  4 y  e sin x
 Principle of Superposition

If y1(x) and y2(x) are solutions of

y  P ( x) y   Q ( x) y  R1 ( x)
and
y  P ( x) y   Q ( x) y  R2 ( x)
Then y(x) = y1(x)+ y2(x) is a solution of

y  P ( x) y  Q ( x) y  R1 ( x)  R2 ( x).
 Exercise Problems

2 x  x  x
Ex-1: 4 y  16 y  17 y  e sin    6 x cos   .
2 2
2 x x x
Ex-2: 4 y   y  e sin    6 x cos   .
2 2
Choices for y p ( x)

(1) y  xe
p
2 x

     
A sin
x

2
 B cos
x

2
 Cx  D  cos x

2
 ( Ex  F ) sin 
x

2
.

(2) y  e
p
2 x

     
A sin
x

2
 B cos
x

2
 x Cx  D  cos x

2
 x( Ex  F ) sin  x