Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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168 LESSON 19. METHOD OF UNDETERMINED COEFFICIENTS The second initial condition is y ′ (0) = −1 so that − 1 = 2C 2 (19.58) hence y = − 1 2 sin 2t + 3 t sin 2t (19.59) 4 Example 19.5. Solve the initial value problem ⎫ y ′′ − y = t + e 2t ⎪⎬ y(0) = 0 ⎪⎭ y ′ (0) = 1 (19.60) The characteristic equation is r 2 − 1 = 0 so that y H = C 1 e t + C 2 e −t (19.61) For a particular solution we try a linear combination of particular solutions for each of the two forcing functions, Substituting into the differential equation, y P = At + B + Ce 2t (19.62) y ′ P = A + 2Ce 2t (19.63) y ′′ P = 4Ce 2t (19.64) 4Ce 2t − At − B − Ce 2t = t + e 2t (19.65) 3Ce 2t − At − B = t + e 2t (19.66) A = −1 (19.67) B = 0 (19.68) C = 1 3 (19.69) Hence y = C 1 e t + C 2 e −t − t + 1 3 e2t (19.70) From the first initial condition, y(0) = 0, 0 = C 1 + C 2 + 1 3 (19.71) From the second initial condition y ′ (0) = 1, 1 = C 1 − C 2 + 2 3 (19.72)

169 Adding the two equations gives us C 1 = 0 and substitution back into either equation gives C 2 = −1/3. Hence y = − 1 3 e−t − t + 1 3 e2t (19.73) Here are some typical guesses for the particular solution that will work for common types of forcing functions. Forcing Function Particular Solution Constant A t At + B at 2 + bt + c At 2 + Bt + C a n t n + · · · + a 0 A n t n + · · · + A 0 a cos ωt A cos ωt + B sin ωt b sin ωt A cos ωt + B sin ωt t cos ωt (At + B) cos ωt + (Ct + D) sin ωt t sin ωt (At + B) cos ωt + (Ct + D) sin ωt (a n t n + · · · + a 0 ) sin ωt (A n t n + · · · + A 0 ) cos ωt+ (A n t n + · · · + A 0 ) sin ωt (a n t n + · · · + a 0 ) cos ωt (A n t n + · · · + A 0 ) cos ωt+ (A n t n + · · · + A 0 ) sin ωt e at e a t te at (At + B)e a t t sin ωte at e a t((At + B) sin ωt + (Ct + D) cos ωt) (a n t n + · · · + a 0 )e at (A n t n + · · · + A 0 )e at (a n t n + · · · + a 0 )e at cos ωt (A n t n + · · · + A 0 )e at cos ωt+ (A n t n + · · · + A 0 )e at sin ωt If the particular solution shown is already part of the homogeneous solution you should multiply by factors of t until it no longer is a term in the homogeneous solution.

169<br />

Add<strong>in</strong>g the two equations gives us C 1 = 0 and substitution back <strong>in</strong>to either<br />

equation gives C 2 = −1/3. Hence<br />

y = − 1 3 e−t − t + 1 3 e2t (19.73)<br />

Here are some typical guesses for the particular solution that will work for<br />

common types of forc<strong>in</strong>g functions.<br />

Forc<strong>in</strong>g Function<br />

Particular Solution<br />

Constant<br />

A<br />

t<br />

At + B<br />

at 2 + bt + c<br />

At 2 + Bt + C<br />

a n t n + · · · + a 0 A n t n + · · · + A 0<br />

a cos ωt<br />

A cos ωt + B s<strong>in</strong> ωt<br />

b s<strong>in</strong> ωt<br />

A cos ωt + B s<strong>in</strong> ωt<br />

t cos ωt<br />

(At + B) cos ωt + (Ct + D) s<strong>in</strong> ωt<br />

t s<strong>in</strong> ωt<br />

(At + B) cos ωt + (Ct + D) s<strong>in</strong> ωt<br />

(a n t n + · · · + a 0 ) s<strong>in</strong> ωt (A n t n + · · · + A 0 ) cos ωt+<br />

(A n t n + · · · + A 0 ) s<strong>in</strong> ωt<br />

(a n t n + · · · + a 0 ) cos ωt (A n t n + · · · + A 0 ) cos ωt+<br />

(A n t n + · · · + A 0 ) s<strong>in</strong> ωt<br />

e at<br />

e a t<br />

te at<br />

(At + B)e a t<br />

t s<strong>in</strong> ωte at<br />

e a t((At + B) s<strong>in</strong> ωt + (Ct + D) cos ωt)<br />

(a n t n + · · · + a 0 )e at (A n t n + · · · + A 0 )e at<br />

(a n t n + · · · + a 0 )e at cos ωt (A n t n + · · · + A 0 )e at cos ωt+<br />

(A n t n + · · · + A 0 )e at s<strong>in</strong> ωt<br />

If the particular solution shown is already part of the homogeneous solution<br />

you should multiply by factors of t until it no longer is a term <strong>in</strong> the<br />

homogeneous solution.

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