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Advanced Differential Equations

The document discusses the superposition principle and method of undetermined coefficients for solving non-homogeneous second-order linear differential equations. The superposition principle states that the sum of any two solutions is also a solution, allowing solutions to be combined. The method of undetermined coefficients involves finding a particular solution of a specific form involving powers of t and exponential or trigonometric terms to match the non-homogeneous part of the differential equation. Examples demonstrate applying these methods to find general solutions that are the sum of the particular solution and the general solution to the homogeneous equation.

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188 views2 pages

Advanced Differential Equations

The document discusses the superposition principle and method of undetermined coefficients for solving non-homogeneous second-order linear differential equations. The superposition principle states that the sum of any two solutions is also a solution, allowing solutions to be combined. The method of undetermined coefficients involves finding a particular solution of a specific form involving powers of t and exponential or trigonometric terms to match the non-homogeneous part of the differential equation. Examples demonstrate applying these methods to find general solutions that are the sum of the particular solution and the general solution to the homogeneous equation.

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sania ejaz
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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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4.

5 The Superposition Principle and Undetermined Coefficients Revisited


Theorem 3 (Superposition Principle). If y1 is a solution to the equation

ay 00 + by 0 + cy = f1 (t),

and y2 is 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).

Proof.

ay 00 + by 0 + cy = a(k1 y1 + k2 y2 )00 + b(k1 y1 + k2 y2 )0 + c(k1 y1 + k2 y2 )


= k1 (ay100 + by10 + cy1 ) + k2 (ay200 + by20 + cy2 )
= k1 f1 (t) + k2 f2 (t).

Example 1. Given that y1 (t) = (1/4) sin 2t is a solution to y 00 + 2y 0 + 4y = cos 2t and that y2 (t) = t/4 − 1/8
is a solution to y 00 + 2y 0 + 4y = t, find solutions to the following:
a) y 00 + 2y 0 + 4y = t + cos 2t.

b) y 00 + 2y 0 + 4y = 2t − 3 cos 2t.
c) y 00 + 2y 0 + 4y = 11t − 12 cos 2t.
Thus, by superposition principle, the general solution to a nonhomogeneous equation is the sum of the
general solution to the homogeneous equation and one particular solution. That is, if the general solution
to ay 00 + by 0 + cy = 0 is c1 y1 (t) + c2 y2 (t), and if a particular solution to ay 00 + by 0 + cy = f (t) is yp (t), then
the general solution to ay 00 + by 0 + cy = f (t) is c1 y1 (t) + c2 y2 (t) + yp (t).
Theorem 4 (Existence and Uniqueness: Nonhomogeneous Case). For any real numbers a, b, c, t0 , y0 , y1 ,
with a 6= 0, suppose yp (t) is a particular solution to

ay 00 + by 0 + cy = f (t) (1)

in an interval I containing t0 , and that y1 (t), y2 (t) are linearly independent solutions to the associated
homogeneous equation
ay 00 + by 0 + cy = 0 (2)
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 , (3)

and it is given by
y(t) = yp (t) + c1 y1 (t) + c2 y2 (t), (4)
for the appropriate choice of the constants c1 , c2 .

Example 2. Find a general solution to y 00 = 2y 0 − y + 2ex , if a particular solution is yp (x) = x2 ex .

1
To find a particular solution to the differential equation

ay 00 + by 0 + cy = Pm (t)ert ,

where Pm (T ) is a polynomial of degree m, use the form

yp (t) = ts (Am tm + · · · + A1 t + A0 )ert ; (5)

if r is not a root of the associated auxiliary equation, take s = 0; if r is a simple root of the associated
auxiliary equation, take s = 1; and if r is a double root of the associated auxiliary equation, take s = 2.
To find a particular solution to the differential equation

ay 00 + by 0 + cy = Pm (t)eαt cos βt + Qn (t)eαt sin βt, β 6= 0,

where Pm (t) is a polynomial of degree m and Qn (t) is a polynomial of degree n, use the form

yp (t) = ts (Ak tk + · · · + A1 t + A0 )eαt cos βt + ts (Bk tk + · · · + B1 t + B0 )eαt sin βt, (6)

where k is the larger of m and n. If α + iβ is not a root of the associated auxiliary equation, take s = 0; if
α + iβ is a root of the associated auxiliary equation, take s = 1.
Example 3. Decide whether the method of undetermined coefficients together with superposition principle
can be applied to find a particular solution of the following equation. Do not solve the equation.

2y 00 − y 0 + 6y = t2 e−t sin t − 8t cos 3t + 10t .

Example 4. Find a general solution to y 00 (x) + 6y 0 (x) + 10y(x) = 10x4 + 24x3 + 2x2 − 12x + 18.
Example 5. Find the solution to the initial value problem:

y 00 + y 0 − 12y = et + e2t − 1; y(0) = 1, y 0 (0) = 3.

Example 6. Determine the form of a particular solution for the differential equation. Do not solve.

y 00 + 5y 0 + 6y = sin t − cos 2t.

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