NON-HOMOGENOUS

SECOND ORDER DE
• Please
Please check the e
check the e‐advantage:
advantage: Assignment 1 
Assignment 1
will be uploaded on 25th Jan 2011
Submission due date at 27th Jan 2011, 06.00 
• Submission due date at 27 Jan 2011 06 00
PM 
 Summary
To solve non
non-homogenous
homogenous 2nd order DE, we need to find a
complementary solution from its associated homogenous
DE and then find a particular solution based on the right
side
id term.
Then, a pparticular solution of non-homogenous
g second
order DE can be obtained by:
1. Undetermined coefficient method (provided that the
right side is of common type).
2 Variation of parameters method (Wronskian equation).
2. equation)
 Non‐homogenous 2
g nd order DE

A second order non-homogenous DE has the form:

r(t)
(t) …(1)
(1)

With r(t)≠0

The associated homogeneous differential equation to (1) is:

…(2)
 Proof
To prove that Y1(t) - Y2(t) is a solution to (2) all we need to do
i plug
is l this
thi into
i t the
th differential
diff ti l equation
ti andd check
h k it.
it

() ()
r(t)-r(t)=0

Let s suppose that y(t) is the general solution to (1) and that
Let’s
YP(t) is any solution to (1), then using the second part of our
theorem we know that:
 Solution to non-homogenous 2nd order DE
The general solution to a 2nd order non-homogenous DE can then
be written as:

yc(t)
( ) is
i called
ll d as complimentary
li solution
l i andd Yp(t)
( ) is
i called
ll d as
particular solution.

So, to solve a non-homogeneous DE, we will need to solve the

associated homogeneous DE (2).
There are two common methods for finding g pparticular solutions:
Undetermined Coefficients and Variation of Parameters. Both
have their advantages and disadvantages.
 Solution by Undetermined Coefficient
y
One of the main advantages of this method is that it reduces
the problem down to an algebra problem.
The method is quite simple:
• All that we need to do is look at r(t) and make a guess to the
f
form off YP(t)
( ) leaving
l i the h coefficients
ffi i undetermined.
d i d
• Plug the guess YP(t) into the DE.

There are disadvantages to this method.

• First, it will only work for a common class of r(t). However,
there are many
man functions
f nctions out
o t there for which
hich undetermined
ndetermined
coefficients simply won’t work.
• Second, it is generally only useful for constant coefficient DE.
• Third, sometimes the solution may not be obtained by the
guess provided in the table.
Solution by Undetermined Coefficient
Solution by Undetermined Coefficient
Summary of guess for Yp(t)

r(t)
 Example 1:
Find the general solution for the following non-homogenous DE:
y ' '−4 y '−12 y = 3e5t
Solution:
First we need to solve the corresponding homogenous DE to find yc(t).
First, (t) The
corresponding homogenous DE is:
y ' '−4 y '−12 y = 0
The auxiliary equation is:

From our previous lecture, we know the solution. The solution will be the
complimentary solution as:
y c (t ) = c1e −2t + c 2 e 6t
Second then we look for Yp(t),
Second, (t) we can use the table for guessing.
guessing

Since : g (t
r(t) ) = e 5t
⎯guess
⎯⎯→ Y p (t ) = Ae 5t
Thus: Y p' = 5 Ae 5t → Y p'' = 25 Ae 5t
E
Example
l 1 cont’d….
’d
 Example 2:

Obtain a particular solution for this DE:

Solution
We can make guess from the table:
Differentiate and plug into the DE,

The particular solution is:

Example 3: Guess Yp(t) from r(t)

The followings are examples of particular solutions (Yp) for non-

non
homogenous DE with the respective r(t):
1. r (t ) = te 4t
Æ Y p (t ) = ( At + B)Ce
C 4t → Y p (t ) = ( At + B)e 4t

2. r (t ) = 16e 7 t sin((10t )
Æ

3
3. r (t ) = (9t 2 − 10t ) cos t

4. r (t ) = 6t 2 − 7 sin(3t ) + 9
Æ
 Solution by Variation of Parameters
Consider the differential equation:
y ' '+ p ( t ) y '+ q ( t ) = r ( t )

Assume that y1(t) and y2(t) are fundamental set of solutions

for the associated homogenous DE:

y ' '+ p ( t ) y '+ q ( t ) = 0

Then a particular solution to the non-homogenous DE is:

y 2 r (t ) y1 r (t )
Yp = − y1 ∫ dt + y 2 ∫ dt
W ( y1 , y 2 ) W ( y1, y2 )

Notice that W is Wronskian of y1, y2.

And y1, y2 we get from the complementary solution of the corresponding
homogenous DE:
 S l ti b V i ti
Solution by Variation of Parameters
fP t
Wronskian is written as:
y1 y2
W=
y1 ' y2 '

Example 4:

Find the general solution for the following DE:
 Exercise:

1. Find the general solution to:   y ' '+2 y '+5 y = 3 sin 2t

2. Obtain the general solution of this non‐homogeneous differential 
equation using variation of parameters method (Wronskian):
y ' '−4 y '+4 y = ( x + 1)e 2x