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Lesson 10 - Non-Homogeneous Linear Differential Equation With Constant Coefficients

This document covers non-homogeneous linear constant coefficients differential equations (LCCDE), detailing their general form and solution structure, which includes a complementary solution and a particular integral. It explains the method of undetermined coefficients for finding particular solutions, emphasizing the need for linear independence among terms. Examples and references for further study are also provided.

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172 views2 pages

Lesson 10 - Non-Homogeneous Linear Differential Equation With Constant Coefficients

This document covers non-homogeneous linear constant coefficients differential equations (LCCDE), detailing their general form and solution structure, which includes a complementary solution and a particular integral. It explains the method of undetermined coefficients for finding particular solutions, emphasizing the need for linear independence among terms. Examples and references for further study are also provided.

Uploaded by

Shainalee herreria
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Subject ENGGMATH 5 - Differential Equations Lesson No.

10
Instructor Engr. Kris Knowell Nugao Title Non-homogeneous Linear Constant Coefficients
Differential Equations

Non-homogeneous Linear Constant Coefficients Differential Equations

• An nth order non-homogeneous linear constant coefficients differential equation (LCCDE) has the
general form of an nth order linear differential equation:

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑛
+ 𝑎𝑛−1 𝑛−1 + ⋯ + 𝑎1 + 𝑎0 𝑦 = 𝑄(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

where: 𝑎𝑖 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒𝑠


𝑄(𝑥) 𝑖𝑠 𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑥 𝑎𝑛𝑑 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠 𝑎𝑙𝑙 𝑡𝑒𝑟𝑚𝑠 ℎ𝑎𝑣𝑖𝑛𝑔 𝑡ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑥

• The general solution of a non-homogeneous LCCDE has two parts and has the form:

General solution: 𝑦 = 𝑦𝑐 + 𝑦𝑝

Where: 𝑦𝑐 = 𝑐𝑜𝑚𝑝𝑙𝑒𝑚𝑒𝑛𝑡𝑎𝑟𝑦 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛


𝑦𝑝 = 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙

• The complementary solution, 𝑦𝑐 , can be solved using the solution of the homogeneous equation.
• The particular integral, 𝑦𝑝 , can be obtained using the method of undetermined coefficients.
• Following the principle of linearity, each solution on a linear combination of solutions must be
linearly independent with each other. This means that no term of the same form must be repeated
within the combination.

Method of Undetermined Coefficients

• The method of undetermined coefficients (MUC) is only limited for equations having constant
coefficients and when the function, Q(x), is either a polynomial, exponential, sine/cosine functions
or combinations of them.
• This method works by having a solution 𝑦𝑝 , that resembles the function 𝑄(𝑥).

Procedure to be employed for MUC:


1. Obtain 𝑦𝑐 from the homogeneous equation.
2. Compare the terms found on the 𝑦𝑐 with the terms found in the 𝑄(𝑥). If 𝑄(𝑥) contains terms
that are NOT similar to any terms in the 𝑦𝑐 , then 𝑦𝑝 takes the form of 𝑄(𝑥).
3. Let 𝑦𝑝 satisfy the non-homogeneous LCCDE and solve for the unknown coefficients.
4. Should there be terms found on the set value of 𝑦𝑝 that are similar in form with terms found
on the 𝑦𝑐 , then the term on the 𝑦𝑝 should be multiplied with “x” in order to make all terms
“linearly independent with each other”.

Choosing the set value for 𝑦𝑝 :

𝑸(𝒙) 𝒚𝒑
𝑎𝑒 𝑏𝑥 𝐴𝑒 𝑥
𝑎𝑥 + 𝑏 𝐴𝑥 + 𝐵
𝑎𝑥
𝑎𝑥 2 + 𝑏𝑥 + 𝑐 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
𝑎𝑥 2
𝑎 cos 𝑘𝑥 𝑜𝑟 𝑎 sin 𝑘𝑥 𝐴𝑐𝑜𝑠 𝑘𝑥 + 𝐵 sin 𝑘𝑥
𝑘𝑒 cos 𝑘𝑥 𝑜𝑟 𝑘𝑒 𝑎𝑥 sin 𝑘𝑥
𝑎𝑥 𝑎𝑥
𝑒 (𝐴 cos 𝑘𝑥 + 𝐵 sin 𝑘𝑥)

Examples:

1) 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = sin 2𝑥

1|Page engrkkn
Subject ENGGMATH 5 - Differential Equations Lesson No. 10
Instructor Engr. Kris Knowell Nugao Title Non-homogeneous Linear Constant Coefficients
Differential Equations

𝑑3𝑦 𝑑𝑦
2) − 3 − 2𝑦 − 3𝑥 = 0
𝑑𝑥 3 𝑑𝑥

3) 𝑦 ′′ + 𝑦 ′ − cos 𝑥 − 4 𝑒 −𝑥 = 0

4) 𝐷2 𝑦 − 𝑦 − 𝑥 = 0 ; 𝑦(0) = 1 ; 𝑦 ′ (0) = 0

TEXTBOOKS/REFERENCES:

A. Books
Nagy, G. (2021). Ordinary differential equations. Michigan State University.
Ricardo, H. (2020). A modern introduction to differential equations. Academic Press

B. Electronic Sources
https://tutorial.math.lamar.edu/

2|Page engrkkn

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