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Non-Homogeneous

Differential equation
Wuletaw Desalew
10/16/2007

Advisor: Ato Biadgelign Asmare

Contents
Page
Acknowledgments................................................................................................................................... 3
Introduction ............................................................................................................................................ 4
Objective of study ................................................................................................................................... 5
Chapter one: Non homogenous system of differential equation ......................................................... 6
Basic Definitions .................................................................................................................................. 6
Method of solutions for characteristics equation .............................................................................. 6
Methods of finding a particular solution ............................................................................................ 7
Variation of parameters .................................................................................................................. 7
Method of undetermined coefficient ............................................................................................. 9
Chapter two: Application of non homogeneous differential equation ................................................ 11
Oscillations ........................................................................................................................................ 11
Electric circuits .................................................................................................................................. 13

Acknowledgments

First and above all I thanks to almighty god for his provision and protection in all aspects in
my life. Next, I would like to thanks my family who bring up to this stage of my life. At last I
would like to express my heartfelt appreciation to my advisor Ato Biadglign Asmare for his
constrictive comments and materials on preparing my project.

Introduction

Differential equation is an equation relating an unknown function and one or more of its
derivatives. First, we discuss the concept of differential equation and its classification that is
ordinary differential partial differential equation and next differential equation can be
classified as homogeneous and non-homogenous. And in this project we discuss on the
solution of ordinary differential equation on non-homogenous system of differential
equation by the method of variation of parameters and undetermined coefficients. Finally,
we discuss about many physical process can be modelled by linear differential equation. For
example oscillation, electrical circuits, which is an application of differential equations.

Objective of study

To find the solution of differential equations.


To be aware on definitions, solutions and properties of system of non-homogeneous
differential equations.
Present on the application of differential equation in a real situations.

Chapter one: Non homogenous system of differential equation


Basic Definitions
Definition 1: an equation involving derivative of one or more dependent variables with
respect to one or more independent variables is called differential equations.
Definition 2: A differential equation is either non-homogeneous or homogeneous. A
( )
(
)
differential equation of the form
+
+ +
+
= ( ). If g(x)=0, a
differential equation is called homogeneous differential equation. If g(x)0 ,a differential
equation is called non-homogeneous differential equation.
( )

A general solution of
form,

+ +

= ( ) if g(x) 0 is the

Where Yh is the solution of homogenous or characteristic equation and Yp is a particular


solution depending on g(x).
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Example 1: Given a differential equation


Therefore, g(x)0. Hence
equation.
Example 2: Given

+3

+9 =

+9 =
is a non-homogeneous differential

= 0. Then, g(x)=0. Hence, the equation is homogeneous.

Method of solutions for characteristics equation


+

Let
+
,

=
= 0;be characteristic equation .Let =
be a solution of
+
= .Then, =
and
=
substitute the value of
in the equation
+
+
= 0.
+

It becomes;
=

=0

+ ]=

+
cases.

+ = 0 (which is a quadratic equation). Therefore, it has three different

Case 1: If

and

.Thus,

> 0.Then, the quadratic equation has two distinct real solutions, say
and

are linear independent solutions. Hence,

Case 2: If

is a solution of

= 0.

= 0;the equation has exactly one real solution. Hence,

< 0.

=-i. Then, =

,the equation has two complex solutions. Say


)

and

Example: Solve the differential equation

+ 1 = 0,

and

=0

=+i and
)

=
+

=
=0

<
.let

.Then

form quadratic. Hence,

0. herefore,it has complex solutions. Since

.hence,

Solution: Let =
be a solution of
+ + = 0,
.Then, substitute in the equation it becomes;

and

Case 3: If

= +

cos(

sin(

= 0.

) ]

Methods of finding a particular solution


Variation of parameters

Consider the equation


+
+
= ( ) and assume that and are solutions of
homogenous part of a differential equations so that
=
+
is the solution of
homogenous part. The particular solution is obtained by assuming that
are not
constants, means change by variables by
interns of
respectively.Then,a
particular solution =
+
.variation of parameters works for functions ,such as
( )is the form like : and tan ,which do not have such characteristics it is better to use a
more general method is called variations of parameters.
+

To find the general solution of the equation


steps:
Step 1: find
constants.

from the equation

Step 2: Replace the constants


=
+
.

by variables

+
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= 0and

respectively to form

Step 3: solve the system for

= ( ) use the following

=0

are

+
Step 4: Integrate to find

= ( )

Step 5: Finally, write the general solution in the form:

Theorem: Formula for variation of parameters;


Consider a differential equation
+
+
= ( ) and let
a linear
independent solution of the corresponding homogeneous differential equation .Then,
+
,
( )

Where,

( )

W( ,

and

)=

is called Wronskian of

.
Example 1: using the theorem solve the differential equation
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Solution:

,x>0.

and x

=
( ,

+
)=

Therefore,
=

by the formula:
(

is

=
=

= 0.Then, =

( )
(

and
)

.
.

=-

+
=

+
=

)=

Hence,

is the solution of

.Therefore,the general solution of


+

and let

Example 2: solve the differential equation

= tan

Solution: the characteristics equation


+ =0
+1=0
= c cos + c sin .To find the characteristics equation; replace
to produces = cos + sin .

= .then
by

The result system of equation is :

cos + sin =0..........(1)

sin +

Multiplying the first equation by sin

cos

cos to get

sin cos +

sin cos +

cos

Adding these to equations produces ; = sin


=

=0

sin
cos
cos

= sin

= sin

= cos and
.Therefore,

= sin ln |sec + tan | .


|sec + tan | sin cos
|sec + tan |

= sin cos cos


= cos
+

sin

= cos sec .Then, integrate to get the value of

= (cos sec )

= tan ......(2)

|sec + tan | .

cos + c sin cos

Method of undetermined coefficient


( )
(
)
Consider a non homogeneous differential equation
+
+ +
= ( )
.Recall that the general solution of such equation of the form: =
+ , ,
the
general solution of homogeneous equation and is the particular solution. The method of
undetermined coefficient determines the particular solution in the following cases.

Case 1:
( )=

( ) is a product of a polynomial and exponential.


( )

, Then,

+ +

Where s is the number of times p appears on the list of zeros of the characteristic equation
and , ,
are undetermined coefficients.

Case 2:

( ) a product of a polynomial, exponential and trigonometric function.

If ( ) =
cos
as; = [
+
]
sin .

( )=

sin

Case 3:

+ +

Where s is the number of times and

,then,the particular solution guess


cos + [
+
+ +

are undetermined coefficients.

( ) is trigonometric function.

( ) = cos

or sin

.Then,

cos

sin

Case 4: ( ) is a product of exponential and trigonometric function.


( )=

cos

sin

.Then,

[ cos

+ Bsin

].

Example: solve the differential equation of

Solution: The differential equation family of

is{

}and it is assumed that

,then,
=
=
and substituting in to
=
leads to the equation
= =

= 0.which is impossible ,Because


the solution of
homogeneous equation corresponding to
= .
And hence, the preceding method does not apply .In this particular instance it is helpful to
note that if one assume that
=
has solution of the form particularly
(this
}) instead of { } ,then,
is ,use the family {
=

+
+2

=
=

+2

And substituting

And it follow that the particular solution


equation is

and

Therefore, the general solution of


=

10

and the solution of the characteristics

is

in to

= .

for

Chapter two: Application of non homogeneous differential equation


Many physical processes can be modelled by linear differential equation .For example,
oscillation, electric circuits and more.

Oscillations
Consider a mass m on a spring. let ( ) denotes the position at time t.the following forces
acting on the spring with mass .

The gravitational force

The spring force

this is proportional to the total elongation

= ( + ( ))

plus ( ),

,
=

,
=

The damping or resistive force: that may arise because resistance from the air,
internal energy dissipation, friction between the masses. It is proportional to the
speed of the mass = ( ) .

The constant

direction of motion of the mass.

Possible external force ( )


is equal to the sum of all four forces.
=

= 0,we have the differential equation

The product of mass and acceleration


( ) + ( ).

+ ( )
describing the motion:

If

depending on the

= ( )

= 0, the oscillation are said to be undammed oscillation, otherwise they are damped. If
( ) = ;the oscillation are said to be free, otherwise they are forced.

Undammed free oscillation :the equation of motion for undamped free oscillation is
+
= 0.
Note: The characteristics equation of this system
=
=

.If we denote
cos

sin

by
+

= 0 and has the solution

,the general solution of this equation is

sin

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The constant

is called the natural frequency and the constant

motion .If we put. =Rcos


u= cos
cos + sin

the period of the

= sin ,R is the amplitude


= cos(
).

sin

is the phase angle and

Damped free oscillation: The equation of motion for damped free oscillation is
+

= 0.The solution of the characteristic equation are:

There are three cases

Case 1: If
Case2:

> 0, the equation has two different real solutions. Because

<

= 0,

Case 3:

, =

< 0,the equations has two complex solutions.

so the solution is

4
,

.
[

sin ].

cos +

Note :1. frequency (


2.

,so the solution is

)= ,where T is a period.
(

3. Amplitude(R)=
4. Phase angle ( )=cos

)=

+
( )=sin (

Example 1:A mass of 0.1 kg stretches aspiring 0.05 .If the mass is set in motion from its
equilibrium position with a downward velocity of 10cm/sec, and if there is no damping
,determine the position u as a function of t.
Solution: given m=0.1kg ,k=

are free.Thus,0.1u+19.6u=0

( . )( . )
.

= 19.6.since,therwe is no damping and oscillation

+ 196 = 0.
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Thus, the general solution is = cos 14 + sin 14 .since, the mass set in motion from
the equilibrium position u(0)=0.The initial velocity is 10m/sec so u(0)=10.From the initial
condition =0 and =5/7.Hence,u=5/7sin 14
. These are un damped free oscillation.
Example 2: a mass of 20kg is oscillating on aspiring with the spring constant of 3920 in
a medium with the damping constant of 400kg/sec .If the mass is pulled down additional 2m
and then, released, determine the position uas the function of t.
Solution:
given

Required

M=20k

u(t) as a function of t

=400kg/sec
K=3920N/m
The equation of motion is 20
20

400

+ 3920 = 0.the roots of characteristics equation

+ 400 + 3920 = 0 are -1046 .so the general solution is u=

46 ].The initial condition are u(0)=2 and u(0)=0.Thus,


=

solution is

[2 cos 46 +

=2

[
=

cos 46 +

and the

46 ].The oscillation is damped free oscillation.

Electric circuits
Consider an electric circuit with resistance R the capacitance C and the inductance
containing producing the voltage E(t) at time t.The current and the charge Q are related
by =

The 2

.
=

The voltage drops across the resistor is

The voltage drops across the capacitor is

The voltage drops across the inductance is

=
=

Kirchhoffs law tells us the applied voltage E(t) is equal to the sum of voltage drops

in the rest of the circuit.i.e

= ( ).since, =

and we have a

second order differential equation. That is:


+

= ( ).

Example: a series circuit has capacitor of capacitance C=0.2510 farad and the inductance
of the inductor L=1H,if the initial charge on the capacitor is 10 coulomb and there is no
initial charge. Find Q as a function of t.

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Solution: given

Required

C=0.2510

Q(t)=?

L=1H
Q(0)=10
The equation (circuit equation) is

"+

= ( ), ( ) = 0, " +

0.Implies " + 4 10 = 0,Te general solution of " + 4 10 = 0 is


sin 200 .The initial condition Q(0)=10 .Implies
Q (0) =0.It gives,

= 10

= 0.

= cos 200

cos 200 +

solution.

References:
[Dennis G. Zill] A first course in differential equation.
[Martin Braun] Differential equation and their application, Springerverlag 1993
[R.L. Ross] Introduction to ordinary differential equation,4
ed.wiley,1989
[Erwin Kreyzing] Advanced engineering mathematics10 , .Wiley,
2000.

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