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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192 LESSON 22. NON-HOMOG. EQS.W/ CONST. COEFF. this into C and including a new constant of integration C ′ gives ye −7t = − 9 ∫ e −7t sin tdt − 3 ∫ e −7t cos ttdt + Ce −4t + C ′ (22.36) 10 10 = − 9 ( − 1 ) 10 50 e−7t (cos t + 7 sin t) − 3 ( ) 1 10 50 (sin t − 7 cos t) + Ce −4t + C ′ (22.37) ( 9 = e −7t 63 cos t + 500 500 sin t − 3 ) 21 sin t + 500 500 cos t + Ce −4t + C ′ (22.38) = 1 50 e−7t (3 cos t + 6 sin t) + Ce −4t + C ′ (22.39) y = 1 50 (3 cos t + 6 sin t) + Ce3t + C ′ e −7t (22.40) The first initial condition, y(0) = 1, gives us 1 = 3 50 + C + C′ (22.41) To apply the second initial condition, y ′ (0) = 0, we need to differentiate (22.40) y ′ = 1 50 (−3 sin t + 6 cos t) + 3Ce3t − 7C ′ e −7t (22.42) Hence 0 = 6 50 + 3C − 7C′ (22.43) Multiplying equation (22.41) by 7 Adding equations (22.43) and (22.44) 7 = 21 50 + 7C + 7C′ (22.44) 7 = 27 323 + 10C =⇒ C = 50 500 Substituting this back into any of (22.41), (22.43), or (22.44) gives C ′ = 147 500 hence the solution of the initial value problem is (22.45) (22.46) y = 1 323 (3 cos t + 6 sin t) + 50 500 e3t + 147 500 e−7t (22.47)

193 Theorem 22.5. Properties of the Linear Differential Operator. Let and denote its characteristic polynomial by Then for any function y(t) and any scalar r, L = aD 2 + bD + c (22.48) P (r) = ar 2 + br + c (22.49) Ly = P (D)y (22.50) Le rt = P (r)e rt (22.51) Lye rt = e rt P (D + r)y (22.52) Proof. To demonstrate (22.50) we replace r by D in (22.49): To derive (22.51), we calculate P (D)y = (aD 2 + bD + c)y = Ly (22.53) Le rt = a(e rt ) ′′ + b(e rt ) ′ + c(e rt (22.54) = ar 2 e rt + bre rt + ce rt (22.55) = (ar 2 + br + c)e rt (22.56) = P (r)e rt (22.57) To derive (22.52) we apply the differential operator to the product ye rt and expand all of the derivatives: Lye rt = aD 2 (ye rt ) + bD(ye rt ) + cye rt (22.58) = a(ye rt ) ′′ + b(ye rt ) ′ + cye rt (22.59) = a(y ′ e rt + rye rt ) ′ + b(y ′ e rt + rye rt ) + cye rt (22.60) = a(y ′′ e rt + 2ry ′ e rt + r 2 ye rt ) + b(y ′ e rt + rye rt ) + cye rt (22.61) = e rt [a(y ′′ + 2ry ′ + r 2 y) + b(y ′ + ry) + cy] (22.62) = e rt [ a(D 2 + 2Dr + r 2 )y + b(D + r)y + cy ] (22.63) = e rt [ a(D + r) 2 y + b(D + r)y + cy ] (22.64) = e rt [ a(D + r) 2 + b(D + r) + c ] y (22.65) = e rt P (D + r)y (22.66)

192 LESSON 22. NON-HOMOG. EQS.W/ CONST. COEFF.<br />

this <strong>in</strong>to C and <strong>in</strong>clud<strong>in</strong>g a new constant of <strong>in</strong>tegration C ′ gives<br />

ye −7t = − 9 ∫<br />

e −7t s<strong>in</strong> tdt − 3 ∫<br />

e −7t cos ttdt + Ce −4t + C ′ (22.36)<br />

10<br />

10<br />

= − 9 (<br />

− 1 )<br />

10 50 e−7t (cos t + 7 s<strong>in</strong> t)<br />

− 3 ( )<br />

1<br />

10 50 (s<strong>in</strong> t − 7 cos t) + Ce −4t + C ′ (22.37)<br />

( 9<br />

= e −7t 63<br />

cos t +<br />

500 500 s<strong>in</strong> t − 3<br />

)<br />

21<br />

s<strong>in</strong> t +<br />

500 500 cos t<br />

+ Ce −4t + C ′ (22.38)<br />

= 1<br />

50 e−7t (3 cos t + 6 s<strong>in</strong> t) + Ce −4t + C ′ (22.39)<br />

y = 1<br />

50 (3 cos t + 6 s<strong>in</strong> t) + Ce3t + C ′ e −7t (22.40)<br />

The first <strong>in</strong>itial condition, y(0) = 1, gives us<br />

1 = 3<br />

50 + C + C′ (22.41)<br />

To apply the second <strong>in</strong>itial condition, y ′ (0) = 0, we need to differentiate<br />

(22.40)<br />

y ′ = 1<br />

50 (−3 s<strong>in</strong> t + 6 cos t) + 3Ce3t − 7C ′ e −7t (22.42)<br />

Hence<br />

0 = 6 50 + 3C − 7C′ (22.43)<br />

Multiply<strong>in</strong>g equation (22.41) by 7<br />

Add<strong>in</strong>g equations (22.43) and (22.44)<br />

7 = 21<br />

50 + 7C + 7C′ (22.44)<br />

7 = 27<br />

323<br />

+ 10C =⇒ C =<br />

50 500<br />

Substitut<strong>in</strong>g this back <strong>in</strong>to any of (22.41), (22.43), or (22.44) gives<br />

C ′ = 147<br />

500<br />

hence the solution of the <strong>in</strong>itial value problem is<br />

(22.45)<br />

(22.46)<br />

y = 1<br />

323<br />

(3 cos t + 6 s<strong>in</strong> t) +<br />

50 500 e3t + 147<br />

500 e−7t (22.47)

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