DEText Ch20
DEText Ch20
DEText Ch20
Now that we know how to solve a couple of rather broad classes of homogeneous equations, it
is time to start looking at nonhomogeneous equations.
dN y d N −1 y d2 y dy
a0 N
+ a 1 N −1
+ · · · + a N −2 2
+ a N −1 + aN y = g .
dx dx dx dx
Remember, g and the ak ’s denote known functions of x over some interval of interest, I . As
usual, we will assume these functions are continuous and that a0 is never zero on this interval.
As before, it is convenient to let L denote the corresponding differential operator from the
left side of the equation,
dN d N −1 d2 d
L = a0 N
+ a 1 N −1
+ · · · + a N −2 2
+ a N −1 + aN .
dx dx dx dx
That is, given any sufficiently differentiable function φ(x) on I ,
dNφ d N −1 φ d 2φ dφ
L[φ] = a0 N
+ a 1 N −1
+ · · · + a N −2 2
+ a N −1 + aN φ .
dx dx dx dx
Using this operator, we can write our generic differential equation as
L[y] = g .
Remember, this equation is said to be homogeneous if g is always zero on our interval, and
nonhomogeneous otherwise. Since we have already discussed the homogeneous case, let us now
assume g(x) is a function that is nonzero over at least a portion of our interval of interest.
Don’t forget, however, that, for each nonhomogeneous equation
L[y(x)] = g(x) ,
∗ You may want to briefly review the material in chapter 12.
409
410 Nonhomogeneous Equations in General
L[y(x)] = 0
where we simply replace g(x) with 0 . This equation will play a significant role in solving the
nonhomogeneous equation.
L[y(x)] = g(x)
yq (x) − y p (x)
between these two particular solutions to our nonhomogeneous equation. Plugging this into L
gives us
So
yq (x) − y p (x) = a solution to the corresponding homogeneous equation .
Let me rephrase this:
If y p and yq are any two solutions to a given nonhomogeneous linear differential
equation, then
where y p is any particular solution to the nonhomogeneous equation and y0 is any solution to
the corresponding homogeneous equation
i.e., L[y p (x)] = g(x) and L[y0 (x)] = 0 ,
then
L[yq (x)] = L[y p (x) + y0 (x)] = L[y p (x)] + L[y0 ] = g(x) + 0 = g(x) .
Thus:
If you think about it, you will realize that we’ve just derived the form for a general solution
to a given nonhomogeneous linear differential equation. We only need one particular solution
to that nonhomogeneous differential equation and the general formula describing all solutions
to the corresponding homogeneous linear differential equation. To be precise, the two results
derived above, combined, yield the following theorem.
where y p is any particular solution to the nonhomogeneous equation, and yh is a general solution
to the corresponding homogeneous differential equation.1
If we limit ourselves to second-order equations and recall how we can construct general
solutions to the corresponding homogeneous equations, then we get the following corollary of
the above theorem:
ay ′′ + by ′ + cy = g
is given by
y(x) = y p (x) + c1 y1 (x) + c2 y2 (x) (20.1)
1 Many texts refer to the general solution of the corresponding homogeneous differential equation as “the comple-
mentary solution” and denote it by yc instead of yh . We are using yh to help remind us that this is the general
solution to the corresponding homogeneous differential equation.
412 Nonhomogeneous Equations in General
where y p is any particular solution to the nonhomogeneous equation, and {y1 , y2 } is any fun-
damental set of solutions for the corresponding homogeneous equation
ay ′′ + by ′ + cy = 0 .
Do note that there are only two arbitrary constants c1 and c2 in formula (20.1), and that
they are multiplying only particular solutions to the corresponding homogeneous equation. The
particular solution to the nonhomogeneous equation, y p , is NOT multiplied by an arbitrary
constant!
is a fundamental set of solutions to this homogeneous equation. According to our work above
(summarized in theorem 20.1 and corollary 20.2), the general solution to the nonhomogeneous
differential equation (20.2) is
y(x) = y p (x) + c1 y1 (x) + c2 y2 (x)
= e3x + c1 e2x + c2 e−2x .
Of course, if we don’t limit ourselves to second-order equations, but still recall how to
construct general solutions to homogeneous equations from a fundamental set of solutions to
that homogeneous equation, then we get the N th -order analog of the last corollary:
then
L[y1 (x) + y2 (x)] = L[y1 (x)] + L[y2 (x)] = g1 (x) + g2 (x) .
This fact is sometimes called the principle of superposition for nonhomogeneous equations.2 It
tells us that a particular solution to
L[y(x)] = g1 (x)
to a particular solution of
L[y(x)] = g2 (x) .
L[y] = g1 + g2 + · · · + gk .
Thus, if we have a problem involving an equation whose right side is the sum of several
functions, we can convert this probem to a collection of somewhat simpler problems, and then
add up the solutions to those simpler problems to get a solution to the original problem.
Additional Exercises
y ′′ + y = g(x)
y ′′ + y = g(x) ?
y ′′ + 4y = 24e2x .
y p (x) = 3e2x .
y ′′ + 2y ′ − 8y = 8x 2 − 3 .
y ′′ − 9y = 36 .
y p (x) = −4 .
y ′′ + 6y ′ + 9y = 169 sin(2x) .
y ′′ − 3y ′ − 10y = −6e4x .
y p (x) = e4x .
y ′′ − 3y ′ − 10y = 7e5x .
416 Nonhomogeneous Equations in General
y p (x) = xe5x .
y p (x) = 5x + 2 .
y (4) + y ′′ = 1 .
20.12. In exercises 20.8 and 20.9 you saw that y p (x) = e4x is a particular solution to
y ′′ − 3y ′ − 10y = −6e4x ,
y ′′ − 3y ′ − 10y = 7e5x .