Linear Second Order ODE/y'' + 2 y' + 5 y = x sin x
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Theorem
The second order ODE:
- $(1): \quad y + 2 y' + 5 y = x \sin x$
has the general solution:
- $y = e^{-x} \paren {C_1 \cos 2 x + C_2 \sin 2 x} + \ldots$
Proof
It can be seen that $(1)$ is a nonhomogeneous linear second order ODE in the form:
- $y + p y' + q y = \map R x$
where:
- $p = 2$
- $q = 5$
- $\map R x = x \sin x$
First we establish the solution of the corresponding constant coefficient homogeneous linear second order ODE:
- $y + 2 y' + 5 y = 0$
From Linear Second Order ODE: $y + 2 y' + 5 y = 0$, this has the general solution:
- $y_g = e^{-x} \paren {C_1 \cos 2 x + C_2 \sin 2 x}$
It remains to find a particular solution $y_p$ to $(1)$.
We have that:
- $\map R x = x e^{-x}$
and so from the Method of Undetermined Coefficients for Product of Polynomial and Function of Sine and Cosine, we assume a solution:
\(\ds y_p\) | \(=\) | \(\ds \paren {A_1 \sin x + A_2 \cos x} \paren {B_1 x + B_2}\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds {y_p}'\) | \(=\) | \(\ds \paren {A_1 \cos x - A_2 \sin x} \paren {B_1 x + B_2} + B_1 \paren {A_1 \sin x + A_2 \cos x}\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds {y_p}\) | \(=\) | \(\ds \paren {-A_1 \sin x - A_2 \cos x} \paren {B_1 x + B_2} + B_1 \paren {A_1 \cos x - A_2 \sin x} + B_1 \paren {A_1 \cos x - A_2 \sin x}\) | |||||||||||
\(\ds \) | \(=\) | \(\ds \paren {-A_1 \sin x - A_2 \cos x} \paren {B_1 x + B_2} + 2 B_1 \paren {A_1 \cos x - A_2 \sin x}\) |
Substituting in $(1)$:
\(\ds \) | \(\) | \(\ds \paren {-A_1 \sin x - A_2 \cos x} \paren {B_1 x + B_2} + 2 B_1 \paren {A_1 \cos x - A_2 \sin x}\) | ||||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds 2 \paren {\paren {A_1 \cos x - A_2 \sin x} \paren {B_1 x + B_2} + B_1 \paren {A_1 \sin x + A_2 \cos x} }\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds 5 \paren {\paren {A_1 \sin x + A_2 \cos x} \paren {B_1 x + B_2} }\) | |||||||||||
\(\ds \) | \(=\) | \(\ds x \sin x\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds \) | \(\) | \(\ds x \sin x \paren {-A_1 B_1 - 2 A_2 B_1 + 5 A_1 B_1}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds x \cos x \paren {-A_2 B_1 + 2 A_1 B_1 + 5 A_2 B_1}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds \sin x \paren {-A_1 B_2 - 2 A_2 B_1 - 2 A_2 B_2 + 2 A_1 B_1 + 5 A_1 B_2}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds \cos x \paren {-A_2 B_2 + 2 A_1 B_1 + 2 A_1 B_2 + 2 A_2 B_1 + 5 A_2 B_2}\) | |||||||||||
\(\ds \) | \(=\) | \(\ds x \sin x\) | ||||||||||||
\(\text {(2)}: \quad\) | \(\ds \leadsto \ \ \) | \(\ds \) | \(\) | \(\ds x \sin x \paren {4 A_1 B_1 - 2 A_2 B_1}\) | ||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds x \cos x \paren {4 A_2 B_1 + 2 A_1 B_1}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds \sin x \paren {4 A_1 B_2 - 2 A_2 B_1 - 2 A_2 B_2 + 2 A_1 B_1}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds \cos x \paren {4 A_2 B_2 + 2 A_1 B_1 + 2 A_1 B_2 + 2 A_2 B_1}\) | |||||||||||
\(\ds \) | \(=\) | \(\ds x \sin x\) |
Hence by equating coefficients:
\(\ds 4 A_1 B_1 - 2 A_2 B_1\) | \(=\) | \(\ds 1\) | ||||||||||||
\(\ds 4 A_2 B_1 + 2 A_1 B_1\) | \(=\) | \(\ds 0\) | ||||||||||||
\(\ds 4 A_1 B_2 - 2 A_2 B_1 - 2 A_2 B_2 + 2 A_1 B_1\) | \(=\) | \(\ds 0\) | ||||||||||||
\(\ds 4 A_2 B_2 + 2 A_1 B_1 + 2 A_1 B_2 + 2 A_2 B_1\) | \(=\) | \(\ds 0\) |
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So from General Solution of Linear 2nd Order ODE from Homogeneous 2nd Order ODE and Particular Solution:
- $y = y_g + y_p = e^{-x} \paren {C_1 \cos 2 x + C_2 \sin 2 x} + \ldots$
Sources
- 1958: G.E.H. Reuter: Elementary Differential Equations & Operators ... (previous) ... (next): Chapter $1$: Linear Differential Equations with Constant Coefficients: Problems for Chapter $1$: $10$