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Non-homogeneous Equation; Method of Undetermined Coefficients

                                                               Title 

Non-homogeneous Equation; Method of Undetermined Coefficients

                                                            Overview

           The topic is about Non-homogeneous equation, with method of undetermined Coefficients. For our better understanding we all should know what homogeneous equation is. Homogeneous equation is a differential equation, which is equal to zero. However, before we proceed to solve the Non-homogeneous equation, with method of undetermined Coefficients, we must look for some key factors into our differential equation. For example, the differential equations must be linear and should not be more than second order. The method of undetermined coefficients is a use full technique determining a particular solution to a differential equation with linear constant-Coefficient.

    Theorem

The form of the nonhomogeneous second-order differential equation, looks like this y”+p(t)y’+q(t)y=g(t) Where p, q and g are given continuous function on an open interval I. On the other hand, the homogenous part will look like, y’’+p(t)y’+q(t)y=0

Sample problem

A Sample Problem of Non-homogeneous Equation; Method of Undetermined Coefficients below:

  1. y” – 4y’+ 3y= – 168e7t , particular solution satisfying y(0)= 9 and y’(0)= -15.

Step 1:

Make this differential as a homogeneous differential equation

y” – 4y’+ 3y= 0 Note: The differential equation is now homogenous

Step 2:

Now we can write the homogenous differential to a characteristic equation.

r2­ – 4r + 3 = 0 Note: The differential equation is now characteristic polynomial.

Step 3:

Solve the characteristic equation

 r2­ – 4r + 3 = 0r2 – 3r – r +3 = 0r ( r -3 ) – 1 (r – 3)=0

(r – 3) ( r -1)=0

Note: 3 and 1 are the roots of the characteristic polynomial. After we find the roots of the polynomial, the Y1 and Y2 will take form of eat. However, there are some exceptions and we will address it later ( at the end of the page )
(r – 3)=0

r= 3

( r -1)=0

Or  r = 1

Y1 = e3t Y2 = et
y(t)= C1 e3t + C2 et Note: This is homogeneous part of solution. Where C1 and C2 are the arbitrary constants.

Step 4:

Guessing Table

If the right side g(t)     We will guess
  Ae7t                     Ce7t
Example: – 168e7t    Ce7t       Note: C is for arbitrary constants and e7t is from the differential equation.
A sin(t)                C sin (t) + D Cos (t)
A cos (t)         C sin (t) + D Cos (t)
  t2+ 7                    Ct2 + Dt + E

Step 5:

After appropriate guessing, now, we can process to solve the Non-homogeneous part of differential equation. Now we have to take the first and second derivative guess.

Guess:

Y(t) = Ce7t

y’ = C (7e7t )

y’’= C (49e7t)

Then plug in the y(t), y’(t) and y’’(t) into the original differential equation. In this case, we will plug it into y” – 4y’+ 3y= – 168e7t.

Non-homogeneous part of differential equation

y” – 4y’+ 3y= – 168e7t 

C (49e7t) – C (4*7e7t ) + C (3e7t)= – 168e7t

C =(- 168e7t)/(24e7t)

C = -7e7t

Note:   Non-homogeneous solution to   differential equation is -7e7t
Y(t)= C1 e3t + C2 et -7e7t  Note: General solution is ,Y(t)= C1 e3t +  C2et -7e7t

 

 

Step 6:

Particular solution

Condition I, y(0) = 9
9 = C1 + C2 – 7
9 + 7 = C1 + C2
C1 = 9 + 7 – C2
C1 = 9 + 7 – 7
C1 = 9

Note: Set 9 equal to our General solution, but make sure do not take the whole mathematical expression. Instated, take only arbitrary constants as a
C1 and C2. Then write the differential equation expression in tram of C1.

Condition II, y’(0) = – 15
Y (t) = C1e3t + C2 et -7e7t
y’ (t)= 3C1e3t + C2et – 49 e7t
-15 = 3C1 + C2 – 49
-15 = 3 ( 9 + 7 – C2 ) + C2 – 49
– 15 = 3 (16 – C2 ) + C2 – 49
– 15 = 48 – 3 C2 + C2 – 49
– 15 – 48 + 49 = – 3 C2 + C2
– 14 = – 2 C2
C2 = (- 14 )/(– 2 )
C2 = 7
Note: In condition II, we have to take our general solution y(t) then take the first derivative . Then Set y’(0)= -15 equal to Coefficients of the differential equation with arbitrary constants as a  C1 and C2. Then plug in the value of C1 into our new differential equation expression. Finally, solve for C2.
The particular solution of differential equation is : Y(t)= 9e3t + 7 et – 7e7t

 

CAUTION: (very important) In step 3, before writing homogeneous part of the solution, we have to consider some of the important facts. If homogeneous part of the solution , contain same roots or double roots, such as, if we would find r = 7 0r r= 7 and r = 7, then we must introduce another t into our homogeneous part of the solution . How to identify homogeneous part of the solution has single root or double roots? Good question. If value of r is same as g(t) or in another word , value of r and the exponent of Nonhomogeneous equation are same then it has single root . If two values of r are same as an exponent of Nonhomogeneous,g(t), equation, then it has double roots. {An example, if r= 7 then Y1 = (e7t)*t}. In another case, we might find complex roots such as,   r = -4 ± 3i then y(t) = C1 e– 4tcos(3t) + C2 e– 4t sin(3t), because of imaginary part 3i, we have Cos (3t) and Sin (3t).

 

If you still have any questions and concerns then please contact me at Rana.Das@mail.citytech.cuny.edu

Thank you,

Rana das

 

 

 

 

 

 

 

 

 

Help with Partial Fraction Decomposition

Hi everyone,

As we launch into our next topic, you will see that one of the (forgotten?) skills you will need is that of re-writing a complicated fraction as a sum of simpler fractions (“partial fraction decomposition”).  For those that need some extra help/reminder of this process, here are a couple of videos:

Partial Fraction Decomposition – a basic example.  This is a good basic example.

https://www.youtube.com/watch?v=HZTv4zCgEnA

Partial Fraction Decomposition – another example. This is a slightly longer example, and it includes a good explanation of how to set up your partial fractions for different kinds of factors in the denominator.

https://www.youtube.com/watch?v=pZ9FfGy3Cfw

 

Second order ordinary homogeneous differential equations with constant coefficients

Here are some video resources showing complete examples (from Khan Academy).  I hope they help!

-Prof. Reitz

Example 1 — in which the characteristic equation has two distinct real roots.

 

Example 2 — in which the characteristic equation has one repeated (real) root.

 

Example 3 — in which the characteristic equation has complex roots.

Homework Hints Week 2: Objects Falling near sea level

Falling objects.  This video starts with some discussion of where the differential equation comes from, then carries out a problem from start to finish.  A couple of things to note:
1.  The problem uses U.S. Customary Units (feet, pounds, etc.) – in particular, acceleration due to gravity is 32 ft/sec^2  (instead of 9.8 m/sec^2).
2.  In solving the example, the differential equation is solved using the Integrating Factor method (which we will learn on Thursday).
3.  The “limiting velocity” is just another term for the terminal velocity.

 

 

Calculus Review – some helpful hints for WeBWorK #1

EDIT 2/2/15: Added an example for finding the tangent line to a function.

Having trouble with the WeBWorK?  First, don’t panic – it’s a lot to remember!!  But do be prepared to put in some time re-learning stuff from Calculus I and II.  I’ve picked out a few video resources for you that hit some of the most important techniques  (I tried to find videos that were focussed on examples, rather than theory, since this is meant to be review).

Comments are welcome (just click the “leave a comment” button above).

  • Like a video? Leave comment and let me know.
  • Dislike a video (it wasn’t helpful/ it was confusing)? Let me know.
  • Need help with another topic (like the product rule, or equations of tangent lines, or something else)?  Let me know.
  • Have a video or other resource to suggest? Let me know!

Derivatives: Equation of the tangent line to a curve (similar to Problem 2):  This gives an example of finding the equation of a tangent line, starting with just the function and the x-value.  (NOTE: In the video, the function is an exponential function, so the numbers running around the answer all tend to have e in them – this will not be the case in the WeBWorK problem, where you will find more familiar numbers in your answer).

 

Derivatives: The Chain Rule (similar to Problem 4):  This video is short and sweet, a single example using the chain rule with a logarithmic function.

 

Integrals: U-Substitution (similar to Problems 5 & 6):

This video has three examples – the first two are most similar to what you will see in WeBWorK (the last one is a little trickier – but could be useful in the future):

 

Integration by Parts (similar to Problems 7 & 8)

This video also has a few examples – the first two will be most useful for the WeBWorK: