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p(x)ekx cos(mx)
or
p(x)ekx sin(mx)
ay + by + cy = f1 + f2 + f3 .
If each equation in (3) is easily solved, then solving equation (4) is also
easy: add the three answers for the easily solved problems.
171
To use the idea, it is necessary to start with f (x) and determine a decomposition f = f1 + f2 + f3 so that equations (3) are easily solved.
The process is called the method of undetermined coefficients. This
method consists of decomposing (1) into a number of easy-to-solve
equations, each of which is ultimately solved by determining a polynomial trial solution
xm
y = c0 + c1 x + + cm
m!
with undetermined coefficients c0 , . . . , cm . Values for the undetermined coefficients are found by college algebra backsubstitution.
The Easily Solved Equations. Each easy-to-solve equation is engineered to fit one of the solution methods described below in the library
of special methods. The objective is to isolate those terms in the right
side of the differential equation having one of the four forms below, each
of which is called an atom:
p(x)
polynomial,
kx
p(x)e
polynomial exponential,
(5)
kx
p(x)e cos mx polynomial exponential cosine,
p(x)ekx sin mx polynomial exponential sine.
To illustrate, consider
(6)
Polynomial.
ay + by + cy = xex
Polynomial exponential.
ay
+ by
ay
+ by
+ cy =
x2 sin x
+ cy =
e2x
cos x
172
Verify that the right side of the differential equation is constant. Cancel on the left side all derivative terms except for
the lowest order and then solve for y by quadrature.
The method works to find a solution, because if a derivative y (n) is
constant, then all higher derivatives y (n+1) , y n+2 , etc., are zero. A precise
description follows.
Differential Equation
Cancelled DE
ay + by + cy = k, c 6= 0
cy = k
ay + by = k, b 6= 0
by = k
ay = k, a 6= 0
ay = k
Particular Solution
k
c
k
yp = x
b
k x2
yp =
a 2
yp =
The equilibrium method also applies to nth order linear differential equaP
tions ni=0 ai y (i) = k with constant coefficients a0 , . . . , an and constant
right side k.
A special case of the equilibrium method is the simple quadrature method,
illustrated in Example 5, page 177. This method is used in elementary
physics courses to solve falling body problems.
(7)
ay
ay
ay iv
+ by
+ by
+ by
+ cy
+ cy
+ cy
= p(x),
= p (x),
= p (x),
..
.
xm
+ + c0 .
m!
173
It will emerge that y(x) always has n + 1 terms, but its degree can be
either n, n + 1 or n + 2. The undetermined coefficients c0 , . . . , cm
are resolved by setting x = 0 in equations (7). The Taylor polynomial
relations c0 = y(0), . . . , cm = y (m) (0) give the equations
(8)
ac2
ac3
ac4
+ bc1
+ bc2
+ bc3
+ cc0
+ cc1
+ cc2
= p(0),
= p (0),
= p (0),
..
.
174
D=
d
.
dx
z = k + im,
D=
d
.
dx
z = k + im,
D=
d
.
dx
175
K
ummers Method. The methods known above as the polynomial
exponential method, the polynomial exponential cosine method,
and the polynomial exponential sine method, are collectively called
K
ummers method, because of their origin.
How K
ummers Method Predicts Trial Solutions. Given
ay + by + cy = f (x) where f (x) =(polynomial)ekx cos mx, then the
method of K
ummer predicts y = ekx Re (Y (x)(cos mx + i sin mx)), where
Y (x) is a polynomial solution of a different, associated differential equaP
P
tion. In the simplest case, Y (x) = nj=0 Aj xj + i nj=0 Bj xj , a polynomial of degree n with complex coefficients, matching the degree of
the polynomial in f (x). Expansion of the K
ummer formula for y plus
definitions aj = Aj Bj , bj = Bj + Aj gives a trial solution
(9)
y = cos(mx)
n
X
j=0
aj xj + sin(mx)
n
X
j=0
bj xj ekx .
176
Once the corrected trial solution y is determined, then substitute
y into the differential equation. Find the undetermined coefficients by
matching terms of the form xj ekx cos(mx) and xj ekx sin(mx), which appear on the left and right side of the equation after substitution.
There is a penalty, in general, for using the trial solution shortcut method:
the differentiation of the trial solution y can be a lot of work, with many
opportunities for errors. Further, the equations that result by matching terms can be so complicated that a full course in linear algebra is
required to solve them.
Values
constant
k=m=0
polynomial
k=m=0
combination of
cos mx and sin mx
k = 0, m > 0
y = a0 =constant
Pn
y = j=0 aj xj
y = a0 cos mx + b0 sin mx
(polynomial)ekx
m=0
y=
(polynomial)ekx cos mx
or
(polynomial)ekx sin mx
m>0
aj xj ekx
P
n
j
y=
ekx cos mx
a
x
j
j=0
P
n
j=0
P
n
j
ekx sin mx
b
x
j
j=0
The Fixup Rule. Table 2 was obtained by choosing values for k and
m in the trial solution formula (9). Accordingly, the corrected trial
solution is found by this rule:
177
Key theorems
The following results, whose proofs are delayed to page 184, form the
theoretical basis for the method of undetermined coefficients. University
courses might have to assign the proofs as reading to save class time for
examples.
Theorem 9 (Polynomial Solutions)
Assume a, b, c are constants, a 6= 0. Let p(x) be a polynomial of degree d.
Then ay + by + cy = p(x) has a polynomial solution y of degree d, d + 1
or d + 2. Precisely, these three cases hold:
Case 1. ay + by + cy = p(x)
c 6= 0.
Then y = y0 + + yd
Case 2. ay + by = p(x)
b 6= 0.
Case 3.
a 6= 0.
ay
= p(x)
xd
.
d!
Then y =
xd
y0 + + yd
d!
x.
Then y =
xd
y0 + + yd
d!
x2 .
Fundamental theorem.
178
y = y0 + y1 x + x2 x3 /6 + x5 /20
Fundamental theorem.
y = c1 + c2 x + 3x
Differentiate.
y = c2 + 6x
Differentiate.
[c2 c1 + c0 ]
+ [6 c2 + c1 ]x
+ [3 + c2 /2]x2
+ [1]x3
Collect on powers of x.
2 =
1 =
0 =
[c2 c1 + c0 ]
[6 c2 + c1 ]
[3 + c2 /2]
These equations are solved by back-substitution, starting with the last equation
and proceeding to the first equation. The answers are successively c2 = 6,
c1 = 1, c0 = 5. For more detail on back-substitution, see the next example.
Substitution into y = c0 + c1 x + c2 x2 /2 + x3 gives the particular solution
yp = 5 x + 3x2 + x3 .
179
iv
y + y = 1 + 3x
y
+ y = 6x
y v y iv + y = 6
The original.
Differentiate the original once.
Differentiate the original twice.
Differentiate the original three times. The process stops when the right side is constant.
=
2
= 1
=
0
=
6
c2 = c3
= 6,
Back-substitute c3 .
c1 = 1 + c2 c3
c0 = 2 + c1 c2
= 1,
= 5.
Back-substitute c2 and c3 .
Back-substitute c1 and c2 .
180
Comparing sides, matching sine and cosine terms, gives
A + 4
B + 4
= 1,
=
1.
Equation 2: y
y = 1 + 3x
Equation 3: y iv y = 6x
Equation 4: y v y iv = 6
The original.
Differentiate the original once.
Differentiate the original twice.
Differentiate the original three times.
The process stops when the right side
is constant.
181
=
=
=
=
2
1
0
6
Finally, K
ummers transformation y = e2x Y implies y = e2x (x3 /3x2 +x+1/3).
then y = e2x Re(e3ix Y ), by the method on page 174. The differential equation
simplifies into Y + (3 + 6i)Y + (9i 6)Y = 3 x. It will be solved by the
recursion method of Example 9.
15 + 33i
x
+
6 9i
(6 9i)2
=x
=
2x xi
2889 3105i
+
+
39 13
1172
182
=
Y1 =
26x 107
39x 115
+i
507
507
26x 107
,
507
Y2 =
39x 115
507
= Y1 cos 3x Y2 sin 3x
26x 107
115 39x
=
cos 3x +
sin 3x
507
507
The solution y = e2x Y multiplies the above display by e2x . This verifies the
1
formula yp = 507
((26x 107)e2x cos(3x) + (115 39x)e2x sin(3x)).
page 174 implies that Y satisfies [(D+z)2 (D+z)+1]Y = 3x. This equation
has been solved in the previous example: Y = Y1 +iY2 with Y1 = (26x107)/507
and Y2 = (39x 115)/507. Let Y = Im(e3ix Y ). Then
Y = Im((cos 3x + i sin 3x)(Y1 + iY2 ))
= Y2 cos 3x + Y1 sin 3x
(39x 115) cos 3x + (26x 107) sin 3x
=
507
183
184
Solution: An initial trial solution by Table 2 isy = (a0 + a1 x + a2 x2 )ex . The
y 2y + y
[q(x)ex ] 2[q(x)ex ] + q(x)ex
q(x)ex + 2q (x)ex + q (x)ex 2q (x)ex 2q(x)ex + q(x)ex
q (x)e2x
[2a0 + 6a1 x + 12a2 x2 ]e2x .
Because LHS = RHS = (1+xx2 )ex , then ex cancels and 2a0 +6a1 x+12a2 x2 =
1 + x x2 . Matching powers of x gives 2a0 = 1, 6a1 = 1, 12a2 = 1. Then
y = x2 (1/2 + x/6 x2 /12)ex.
It is visible that K
ummers substitution y = q(x)ex was made in the first four
(4) lines of the details. Knowing K
ummers result is useful to reduce labor on
this type of problem. For instance, lines 2, 3 of the details could be skipped,
knowing that line 4 must be [(D + 1)2 2(D + 1) + 1]q(x) times ex .
185
Assume p(x) has degree d and succinctly write down the successive derivatives
of the differential equation as
(11)
k = 0, . . . , d.
xm+d
(m + d)!
k = 0, . . . , d.
In case 1 (c 6= 0), m = 0 and the last equation in (12) gives ym+d = p(d) (0)/c.
Back-substitution succeeds in finding the other coefficients, in reverse order,
because y (d+1) (0) = y (d+2) (0) = 0, in this case. Define the constants y0 to yd
to be the solutions of (12). Define yd+1 = yd+2 = 0.
In case 2 (c = 0, b 6= 0), m = 1 and the last equation in (12) gives ym+d =
p(d) (0)/b. Back-substitution succeeds in finding the other coefficients, in reverse
order, because y (d+2) (0) = 0, in this case. However, y0 is undetermined. Take
it to be zero, then define y1 to yd+1 to be the solutions of (12). Define yd+2 = 0.
In case 3 (c = b = 0), m = 2 and the last equation in (12) gives ym+d =
p(d) (0)/a. Back-substitution succeeds in finding the other coefficients, in reverse
order. However, y0 and y1 are undetermined. Take them to be zero, then define
y2 to yd+2 to be the solutions of (12).
It remains to prove that the polynomial y so defined is a solution of the differential equation ay + by + cy = p(x). Begin by applying quadrature to the
last differentiated equation ay (2+d) + by (1+d) + cy (d) = p(d) (x). The result is
ay (1+d) +by (d) +cy (d1) = p(d1) (x)+C with C undetermined. Set x = 0 in this
equation. Then relations (12) say that C = 0. This process can be continued
until ay + by + cy = q(x) is obtained, hence y is a solution.
=
=
=
=
=
ekx Y,
kekx Y + ekx Y
ekx (D + k)Y,
k 2 ekx Y + 2kekx Y + ekx Y
ekx (D + k)2 Y.
Insert them into the differential equation a(D + k)2 Y + b(D + k)Y + cY = p(x).
Then multiply through by ekx to remove the common factor ekx on the left,
giving ay + by + cy = p(x)ekx . This completes the proof.
Proof of Theorem 11: Abbreviate ay +by +cy by Ly. Consider the complex
equation Lu = p(x)ezx , to be solved for u = u1 + iu2 . According to Theorem
186
10, u can be computed as u = ezx Y where [a(D + z)2 + b(D + z) + c]Y = p(x).
Take the real and imaginary parts of u = ezx Y and Lu = p(x)ezx . Then u1 =
Re(ezx Y ) and u2 = Im(ezx Y ) satisfy Lu1 = Re(p(x)ezx ) = p(x) cos(mx)ekx
and Lu2 = Im(p(x)ezx ) = p(x) sin(mx)ekx . This completes the proof.
Exercises 4.3
Polynomial Solutions. Determine a 20. y y = (x 1)e2x
2x
differential equation. Apply Theorem 21. y y = (x + 3)e
9, page 177, and model the solution af22. y y = (x 2)e2x
ter Examples 5, 6, 7 and 9.
1. y = x
2. y = x 1
3. y = x2 x
5. y y = 1
mine a solution yp for the given differential equation. Apply Theorem 11,
page 177, and model the solution after
Examples 11 and 12.
6. y 5y = 10
25. y = sin(x)
4. y = x2 + x 1
7. y y = x
26. y = cos(x)
8. y y = x 1
27. y + y = sin(x)
9. y y + y = 1
10. y y + y = 2
11. y + y = 1 x
12. y + y = 2 + x
13. y y = x2
14. y y = x3
Polynomial-Exponential Solutions.
28. y + y = cos(x)
29. y = (x + 1) sin(x)
30. y = (x + 1) cos(x)
31. y y = (x + 1)ex sin(2x)
32. y y = (x + 1)ex cos(2x)
33. y y y = (x2 + x)ex sin(2x)
16. y + y = ex
17. y = e2x
35. y = x + sin(x)
18. y = e2x
36. y = 1 + x + cos(x)
19. y y = (x + 1)e2x
37. y + y = x + sin(x)
15. y + y = ex
187
48. (Easily Solved Equations) Let
Ly denote ay + by + cy. Let
Lyk = fk (x) for k = 1, . . . , n
and define y = y1 + + yn ,
f = f1 + + fn . Show that
Ly = f (x).
49. (Theorem 9) Supply the details
in the proof of Theorem 9 for case
1. In particular, give the details
for back-substitution.