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Non- homogeneous Differential Equation Chapter 4
A differential equation of the type
ay+by+cy=0, a,b,c real numbers,
is a homogeneous linear second order differential equation.
Second Order Differential Equations
Definition
' '' = = =
2
e and e .
mx mx mx
y y me y m
'' ' + + = + + = + + =
2 2
0 e e e 0 0.
mx mx mx
ay by cy am bm c am bm c
To solve the equation ay+by+cy=0 substitute y = e
mx
and try to determine m so that
this substitution is a solution to the differential equation.
Compute as follows:
Homogeneous linear second order differential equations can always be solved by
certain substitutions.
This follows since e
mx
0 for all x.
Definition
The equation am
2
+ bm+ c = 0 is the Characteristic Equation of the
differential equation ay + by + cy = 0.
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Solving Homogeneous 2
nd
Order Linear
Equations: Case I
Equation
Case I
= +
1 2
1 2
e e
m x m x
y C C
CE has two different real solutions m
1
and m
2
.
ay+by+cy=0 CE am
2
+bm+c=0
In this case the functions y = e
m
1
x
and y = e
m
2
x
are both solutions to the original
equation.
General Solution
Example
0 y y '' = CE =
2
1 0 m = = 1 or m 1. m
1 2
e e
x x
y C C

= +
General Solution
The fact that all these functions are solutions can be verified by a direct calculation.
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Solving Homogeneous 2
nd
Order Linear
Equations: Case II
Equation
Case II
= +
1 2
e e
mx mx
y C C x
CE has real double root m.
ay+by+cy=0 CE
In this case the functions y = e
mx
and y = xe
mx
are both solutions to the original
equation.
General Solution
Example 2 0 y y y '' ' + = CE + =
2
2 1 0 m m
= 1 (double root). m
= +
1 2
e e
x x
y C C x
General Solution
am
2
+bm+c=0
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Solving Homogeneous 2
nd
Order Linear
Equations: Case III
Equation
Case III
( ) ( )
o o
| | = +
1 2
e sin e cos
x x
y C x C x
ay+by+cy=0 CE
General Solution
Example 2 5 0 y y y '' ' + + =
CE + + =
2
2 5 0 m m = 1 2 m i
( ) ( )

( = +

1 2
e sin 2 cos 2
x
y C x C x
General Solution
CE has two complex solutions
o | = . m i
In this case the functions
are both solutions to the original equation.
( ) ( )
o o
| | = = e sin and e cos
x x
y x y x
am
2
+bm+c=0
( ) ( ) ( )
o
| | = +
1 2
e sin cos
x
y C x C x
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Real and Unequal Roots
If roots of characteristic polynomial P(m) are real and
unequal, then there are n distinct solutions of the differential
equation:


If these functions are linearly independent, then general
solution of differential equation is

The Wronskian can be used to determine linear
independence of solutions.

2
1
, , ,
n
m x m x
m x
e e e
2
1
1 2
( )
n
m x m x
m x
n
y x c e c e c e = + + +
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Non- homogeneous Differential Equation
Chapter 4
Example 1: Distinct Real Roots (1 of 3)
Solve the differential equation



Assuming exponential soln leads to characteristic equation:



Thus the general solution is
( )( )( )( )
4 3 2
( ) 2 13 14 24 0
1 2 3 4 0
mx
y x e m m m m
m m m m
= + + =
+ + =
2 3 4
1 2 3 3
( )
x x x x
y x c e c e c e c e

= + + +
(4)
2 13 14 24 0 y y y y y
''' '' '
+ + =
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Non- homogeneous Differential Equation
Chapter 4
Complex Roots
If the characteristic polynomial P(r) has complex roots, then
they must occur in conjugate pairs,
Note that not all the roots need be complex.


i o |
In this case the functions
are both solutions to the original equation.
( ) ( )
o o
| | = = e sin and e cos
x x
y x y x
( ) ( ) ( )
o
| | = +
1 2
e sin cos
x
y C x C x
General Solution
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Non- homogeneous Differential Equation
Chapter 4
Example 2: Complex Roots
Consider the equation

Then

Now


Thus the general solution is
( )
( )
3 2
( ) 1 0 1 1 0
mt
y t e m m m m = = + + =
0 =
' ' '
y y
2
1 1 4 1 3 1 3
1 0
2 2 2 2
i
m m m i

+ + = = = =
( ) ( )
/ 2
1 2 3
( ) cos 3 / 2 sin 3 / 2
x x
y t c e e c x c x

(
= + +

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Non- homogeneous Differential Equation
Chapter 4
Example 3: Complex Roots (1 of 2)
Consider the initial value problem


Then


The roots are 1, -1, i, -i. Thus the general solution is


Using the initial conditions, we obtain


The graph of solution is given on right.
( )( )
4 2 2
( ) 1 0 1 1 0
mx
y x e r r r = = + =
2 ) 0 ( , 2 / 5 ) 0 ( , 4 ) 0 ( , 2 / 7 ) 0 ( , 0
) 4 (
=
' ' '
=
' '
=
'
= = y y y y y y
( ) ( )
1 2 3 4
( ) cos sin
x x
y x c e c e c x c x

= + + +
( ) ( )
1
( ) 0 3 cos sin
2
x x
y x e e x x

= + +
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Non- homogeneous Differential Equation
Chapter 4
Repeated Roots
Suppose a root m of characteristic polynomial P(r) is a
repeated root with multiplicity n. Then linearly independent
solutions corresponding to this repeated root have the form


2 1
, , , ,
mx mx mx s mx
e xe x e x e

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Non- homogeneous Differential Equation
Chapter 4
Example 4: Repeated Roots
Consider the equation

Then

The roots are 2i, 2i, -2i, -2i. Thus the general solution is
( )( )
4 2 2
( ) 8 16 0 4 4 0
mx
y x e m m m m = + + = + + =
0 16 8
) 4 (
= +
' '
+ y y y
( ) ( )
1 2 3 4
( ) cos2 sin2 cos 2 sin 2 y x c x c x c x x c x x = + + +
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Non- homogeneous Differential Equation
Chapter 4
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Non- homogeneous Differential Equation Chapter 4
The general solution of the non homogeneous
differential equation


There are two parts of the solution:
1. solution of the homogeneous part of DE

2. particular solution

( ) ay by cy f x
'' '
+ + =
c
y
p
y
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Non- homogeneous Differential Equation Chapter 4
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General solution


c p
y y y = +
Complementary Function,
solution of Homgeneous part
Particular Solution
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Non- homogeneous Differential Equation Chapter 4
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The method can be applied for the non homogeneous differential equations , if the
f(x) is of the form:


1. A constant C

2. A polynomial function

3.

4.

5. A finite sum, product of two or more functions of type (1- 4)


( ) ay by cy f x
'' '
+ + =
mx
e
sin , cos , sin , cos ,...
x x
x x e x e x
o o
| | | |
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Non- homogeneous Differential Equation Chapter 4
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