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Solve the initial value problem. $$ y^{\prime \prime}-3 y^{\prime}+2 y=e^{3 x}[21 \cos x-(11+10 x) \sin x], y(0)=0, \quad y^{\prime}(0)=6 $$

Short Answer

Expert verified
Question: Determine the solution of the initial value problem for the second-order, non-homogeneous linear differential equation given by \(y'' - 3y' + 2y = 21e^{3x}\cos x - (11+10x)e^{3x}\sin x\), with initial conditions \(y(0) = 0\) and \(y'(0) = 6\). Answer: The solution to the given initial value problem is \(y(x) = -7e^x + 6e^{2x} + e^{3x}[\cos x - \sin x - 10(x\sin x) - 11(x\cos x)]\).

Step by step solution

01

Determine the complementary function

First, we need to consider the homogeneous part of the given equation: $$ y'' - 3y' + 2y = 0 $$ To find the complementary function, we will first solve the characteristic equation: $$ r^2 - 3r + 2 = 0 $$ Upon factoring, we get \((r-1)(r-2) = 0\). Thus, \(r_1 = 1\), and \(r_2 = 2\). The complementary function is therefore: $$ y_c(x) = C_1e^x + C_2e^{2x} $$
02

Determine the particular integral

Now we will find a particular integral for the given non-homogeneous equation. We can assume a solution of the same form as the inhomogeneous term in the equation: $$ y_p = e^{3x}[A\cos(x)+B\sin(x)+C(x \sin x) +D(x \cos x)] $$ Now we find the first and the second derivatives of the assumed particular integral: $$ y_p' = e^{3x}[(3A - B)\sin x + (A + 3B) \cos x - (C + D)x\sin x + (C - D)x\cos x] $$ $$ y_p'' = e^{3x} [(-B - 3A + 6B)\cos x + (-3B - 9A)\sin x - (C + D)(x-1)\sin x + (C - D)(1-x)\cos x] $$ We substitute \(y_p\), \(y_p'\), and \(y_p''\) back into the given non-homogeneous equation and group the similar terms to find \(A,B,C,\) and \(D\). $$ e^{3x}[21A\cos x+(11+10x)B\sin x] = e^{3x}[21\cos x - (11+10x)\sin x] $$ Comparing the coefficients of the trigonometric functions and their products, we find that $$ A=1,\quad B=-1,\quad C=-10,\quad D=-11 $$ Now, we can express the particular integral as: $$ y_p(x) = e^{3x}[\cos x - \sin x - 10(x\sin x) - 11(x\cos x)] $$
03

Compute the general solution and coefficients from initial values

Combining the complementary function and the particular integral, we obtain the general solution: $$ y(x) = C_1e^x + C_2e^{2x} + e^{3x}[\cos x - \sin x - 10(x\sin x) - 11(x\cos x)] $$ Now, we will use the initial values provided to find \(C_1\) and \(C_2\). Initial value for \(y(0)\) is given as: $$ y(0) = C_1e^0 + C_2e^0 + e^0[\cos 0 - \sin 0 - 10(0\sin 0) - 11(0\cos 0)] = 0 $$ Simplifying, we get: $$ C_1 + C_2 + 1 = 0 $$ Initial value for \(y'(0)\) is given as: $$ y'(0) = C_1e^0 + 2C_2e^{2\cdot 0} + e^{0}[(3 - 1)\sin 0 + (1 + 3) \cos 0 - (0 - 1)\sin 0 + (0 + 1)\cos 0] = 6 $$ Simplifying, we get: $$ C_1 + 2C_2 + 4 = 6 $$ Solving the system of equations for \(C_1\) and \(C_2\), we find that $$ C_1 = -7,\quad C_2 = 6 $$
04

Write the final solution

Substituting the values of \(C_1\) and \(C_2\) in the general solution, we have: $$ y(x) = -7e^x + 6e^{2x} + e^{3x}[\cos x - \sin x - 10(x\sin x) - 11(x\cos x)] $$ This is the final solution to the given initial value problem.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Complementary Function
The complementary function, often denoted as 'y_c', is a fundamental concept when solving differential equations, particularly those that are homogeneous or have constant coefficients. It represents the general solution of the associated homogeneous differential equation, which means, it describes all possible solutions when the equation is set equal to zero (without the non-homogeneous part).

The process starts with finding the value of the variable 'r' through the characteristic equation. Once the values are determined, we represent 'y_c' as a combination of exponential functions of the form:
  • \(y_c(x) = C_1e^{r_1x} + C_2e^{r_2x}\) if the roots are real and distinct,
  • \(y_c(x) = e^{ax}(C_1 \text{cos} bx + C_2 \text{sin} bx)\) if the roots are complex conjugates,
  • \(y_c(x) = e^{rx}(C_1 + C_2x)\) if the roots are real and repeated.

In the example given, the characteristic equation was \(r^2 - 3r + 2 = 0\), which factors to provide the roots \(r_1 = 1\) and \(r_2 = 2\). Therefore, the complementary function is found as \(y_c(x) = C_1e^x + C_2e^{2x}\). This solution encompasses all solutions to the homogeneous differential equation, providing the groundwork for solving the initial value problem.
Particular Integral
Alongside the complementary function, the particular integral or 'y_p' is essential for solving non-homogeneous differential equations. While the complementary function addresses the associated homogeneous equation, the particular integral is the specific solution that accounts for the non-homogeneous part of the equation.

To find 'y_p', we assume a form that is similar to the non-homogenous term. This means that if the differential equation has terms involving exponentials, sines, cosines, or polynomials, the assumed solution will include similar terms, often with undetermined coefficients.

Continuing with our illustrative exercise, since the non-homogeneous part of the equation involves an exponential function multiplied by a combination of sines, cosines, and polynomials, the assumed form for 'y_p' consists of these elements, leading us to consider:
\(y_p = e^{3x}[A\text{cos}(x)+B\text{sin}(x)+C(x \text{ sin } x) +D(x \text{ cos } x)]\).

We then calculate the derivatives of this assumed 'y_p' and substitute them back into the original differential equation. By comparing coefficients on both sides of the equation, we can solve for the undetermined coefficients, A, B, C, and D. Once we determine these coefficients, we get the particular integral, which directly accounts for the presence of the non-homogeneous term in the original equation.
Characteristic Equation
A cornerstone in solving linear differential equations with constant coefficients is the characteristic equation. It is a polynomial equation whose roots are used to construct the complementary function. Derived from the differential equation's coefficients, the characteristic equation is pivotal in simplifying and solving these types of equations.

The form of the characteristic equation corresponds to the order of the differential equation. For a second-order differential equation, the characteristic equation is quadratic, as seen in the example: \(r^2 - 3r + 2 = 0\). Factoring or using the quadratic formula yields the values for 'r' which provide the exponential solutions that compose the complementary function.

The roots of the characteristic equation guide us as to whether the complementary function will involve real, distinct roots; complex, conjugate roots; or real, repeated roots. In our case, the roots were real and distinct, and this significantly simplifies the process of finding the complementary function. Thus, understanding how to construct and solve the characteristic equation is a vital skill for any student dealing with differential equations.

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Most popular questions from this chapter

In Exercises \(1-14\) find a particular solution. $$ 9 y^{\prime \prime}+6 y^{\prime}+y=e^{-x / 3}\left(2-4 x+4 x^{2}\right) $$

Use the method of Exercise 38 to evaluate the integral. (a) \(\int e^{x}(4+x) d x\) (b) \(\int e^{-x}\left(-1+x^{2}\right) d x\) (c) \(\int x^{3} e^{-2 x} d x\) (d) \(\int e^{x}(1+x)^{2} d x\) (e) \(\int e^{3 x}\left(-14+30 x+27 x^{2}\right) d x\) (f) \(\int e^{-x}\left(1+6 x^{2}-14 x^{3}+3 x^{4}\right) d x\)

Exercises \(31-36\) treat the equations considered in Examples \(5.4 .1-5.4 .6 .\) Substitute the suggested form of \(y_{p}\) into the equation and equate the resulting coefficients of like functions on the two sides of the resulting equation to derive a set of simultaneous equations for the coefficients in \(y_{p}\). Then solve for the coefficients to obtain \(y_{p}\). Compare the work you've done with the work required to obtain the same results in Examples \(5.4 .1-5.4 .6 .\) Write \(y=u e^{\alpha x}\) to find the general solution. (a) \(y^{\prime \prime}+2 y^{\prime}+y=\frac{e^{-x}}{\sqrt{x}}\) (b) \(y^{\prime \prime}+6 y^{\prime}+9 y=e^{-3 x} \ln x\) (c) \(y^{\prime \prime}-4 y^{\prime}+4 y=\frac{e^{2 x}}{1+x}\) (d) \(4 y^{\prime \prime}+4 y^{\prime}+y=4 e^{-x / 2}\left(\frac{1}{x}+x\right)\)

In calculus you learned that \(e^{u}, \cos u,\) and \(\sin u\) can be represented by the infinite series $$ \begin{array}{c} e^{u}=\sum_{n=0}^{\infty} \frac{u^{n}}{n !}=1+\frac{u}{1 !}+\frac{u^{2}}{2 !}+\frac{u^{3}}{3 !}+\cdots+\frac{u^{n}}{n !}+\cdots \\ \cos u=\sum_{n=0}^{\infty}(-1)^{n} \frac{u^{2 n}}{(2 n) !}=1-\frac{u^{2}}{2 !}+\frac{u^{4}}{4 !}+\cdots+(-1)^{n} \frac{u^{2 n}}{(2 n) !}+\cdots, \end{array} $$ and $$ \sin u=\sum_{n=0}^{\infty}(-1)^{n} \frac{u^{2 n+1}}{(2 n+1) !}=u-\frac{u^{3}}{3 !}+\frac{u^{5}}{5 !}+\cdots+(-1)^{n} \frac{u^{2 n+1}}{(2 n+1) !}+\cdots $$ for all real values of \(u\). Even though you have previously considered (A) only for real values of \(u\), we can set \(u=i \theta,\) where \(\theta\) is real, to obtain $$ e^{i \theta}=\sum_{n=0}^{\infty} \frac{(i \theta)^{n}}{n !} $$ Given the proper background in the theory of infinite series with complex terms, it can be shown that the series in (D) converges for all real \(\theta\). (a) Recalling that \(i^{2}=-1,\) write enough terms of the sequence \(\left\\{i^{n}\right\\}\) to convince yourself that the sequence is repetitive: $$ 1, i,-1,-i, 1, i,-1,-i, 1, i,-1,-i, 1, i,-1,-i, \cdots $$ Use this to group the terms in (D) as $$ \begin{aligned} e^{i \theta} &=\left(1-\frac{\theta^{2}}{2}+\frac{\theta^{4}}{4}+\cdots\right)+i\left(\theta-\frac{\theta^{3}}{3 !}+\frac{\theta^{5}}{5 !}+\cdots\right) \\ &=\sum_{n=0}^{\infty}(-1)^{n} \frac{\theta^{2 n}}{(2 n) !}+i \sum_{n=0}^{\infty}(-1)^{n} \frac{\theta^{2 n+1}}{(2 n+1) !} \end{aligned} $$ In calculus you learned that \(e^{u}, \cos u,\) and \(\sin u\) can be represented by the infinite series $$ \begin{array}{c} e^{u}=\sum_{n=0}^{\infty} \frac{u^{n}}{n !}=1+\frac{u}{1 !}+\frac{u^{2}}{2 !}+\frac{u^{3}}{3 !}+\cdots+\frac{u^{n}}{n !}+\cdots \\ \cos u=\sum_{n=0}^{\infty}(-1)^{n} \frac{u^{2 n}}{(2 n) !}=1-\frac{u^{2}}{2 !}+\frac{u^{4}}{4 !}+\cdots+(-1)^{n} \frac{u^{2 n}}{(2 n) !}+\cdots, \end{array} $$ and $$ \sin u=\sum_{n=0}^{\infty}(-1)^{n} \frac{u^{2 n+1}}{(2 n+1) !}=u-\frac{u^{3}}{3 !}+\frac{u^{5}}{5 !}+\cdots+(-1)^{n} \frac{u^{2 n+1}}{(2 n+1) !}+\cdots $$ for all real values of \(u\). Even though you have previously considered (A) only for real values of \(u\), we can set \(u=i \theta,\) where \(\theta\) is real, to obtain $$ e^{i \theta}=\sum_{n=0}^{\infty} \frac{(i \theta)^{n}}{n !} $$ Given the proper background in the theory of infinite series with complex terms, it can be shown that the series in (D) converges for all real \(\theta\). (a) Recalling that \(i^{2}=-1,\) write enough terms of the sequence \(\left\\{i^{n}\right\\}\) to convince yourself that the sequence is repetitive: $$ 1, i,-1,-i, 1, i,-1,-i, 1, i,-1,-i, 1, i,-1,-i, \cdots $$ Use this to group the terms in (D) as $$ \begin{aligned} e^{i \theta} &=\left(1-\frac{\theta^{2}}{2}+\frac{\theta^{4}}{4}+\cdots\right)+i\left(\theta-\frac{\theta^{3}}{3 !}+\frac{\theta^{5}}{5 !}+\cdots\right) \\ &=\sum_{n=0}^{\infty}(-1)^{n} \frac{\theta^{2 n}}{(2 n) !}+i \sum_{n=0}^{\infty}(-1)^{n} \frac{\theta^{2 n+1}}{(2 n+1) !} \end{aligned} $$ (c) If \(\alpha\) and \(\beta\) are real numbers, define $$ e^{\alpha+i \beta}=e^{\alpha} e^{i \beta}=e^{\alpha}(\cos \beta+i \sin \beta) $$ Show that if \(z_{1}=\alpha_{1}+i \beta_{1}\) and \(z_{2}=\alpha_{2}+i \beta_{2}\) then $$ e^{z_{1}+z_{2}}=e^{z_{1}} e^{z_{2}} $$ (d) Let \(a, b,\) and \(c\) be real numbers, with \(a \neq 0 .\) Let \(z=u+i v\) where \(u\) and \(v\) are real-valued functions of \(x .\) Then we say that \(z\) is a solution of $$ a y^{\prime \prime}+b y^{\prime}+c y=0 $$ if \(u\) and \(v\) are both solutions of (G). Use Theorem \(5.2 .1(\mathbf{c})\) to verify that if the characteristic equation of (G) has complex conjugate roots \(\lambda \pm i \omega\) then \(z_{1}=e^{(\lambda+i \omega) x}\) and \(z_{2}=e^{(\lambda-i \omega) x}\) are both solutions of (G).

In Exercises \(15-19\) find the general solution. $$ y^{\prime \prime}-2 y^{\prime}+y=e^{x}(2-12 x) $$

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