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:

\(\ds 4 A_1 B_1 - 2 A_2 B_1\) \(=\) \(\ds 1\)
\(\ds 4 A_2 B_1 + 2 A_1 B_1\) \(=\) \(\ds 0\)
\(\ds 4 A_1 B_2 - 2 A_2 B_1 - 2 A_2 B_2 + 2 A_1 B_1\) \(=\) \(\ds 0\)
\(\ds 4 A_2 B_2 + 2 A_1 B_1 + 2 A_1 B_2 + 2 A_2 B_1\) \(=\) \(\ds 0\)



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