Differential Equations 1

Table of Contents
1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 1.10 1.11 1.12 1.13 1.14 1.15 Classification of differential equations.............................................. 2 Verifying a solution to a differential equation ................................... 3 Solving differential equations ............................................................ 4 Type I.................................................................................................. 5 Type II ................................................................................................ 6 Type III ............................................................................................... 9 Growth and decay problems............................................................. 10 The law of natural decay .................................................................. 12 Newton's law of cooling .................................................................. 14 Electrical problems ......................................................................... 16 Integrating factor............................................................................. 18 Homogeneous first order................................................................. 20 Second order differential equations ................................................ 22 Second order constant coefficients ................................................. 23 Second order constant coefficients non-homogeneous................... 29 Written and typed by R.Rozen 2008

Differential Equations 2

1.1

Classification of differential equations

A differential equation ( often abbreviated to simply d.e. ) is merely an equation involving the differential co-efficients. It is of the form f ( x, y , dy d 2 y , ,.....) = 0 dx dx 2

It contains the unknown function y the dependant variable, x the independant variable and the various derivatives. We will consider only ORDINARY differential equations that is where we have functions of only one variable y = f ( x) . We can further classify differential equations according to their order of degree. The ORDER of a differential equations is the order of the highest derivative present. The DEGREE of a differential equations is the degree of the highest power of the highest derivative. A LINEAR differential equations is one which is linear in y and various derivatives.

Some examples of differential equations are (a)

dy = a + bx dx
x tx + 2 x = t

(b)

d2y +2x = 0 2 dx d2y =0 dx 2

(c)

(d)

(e)

dy dy x + 3 + 5y = 0 dx dx

(f)

Dt x = x 2 + 1
3

Note that (a) and (e) are first order, while (b),(c) and (d) are second order, (f) is third order, (e) has a degree of 3, all others have a degree of one, while all are linear except for d 2x (e) and (f). Notice that there are many different notations for derivatives, x = 2 and dt 2 d x Dt2 x = 2 dt Differential equations are extremely important in the study of mathematics and appear in almost every branch of science.

Differential Equations 3

1.2

Verifying a solution to a differential equation

Given a solution to a differential equation it is a relatively easy matter to check that the given solution does indeed satisfy the differential equation using the process of differentiation and substitution.
Example

Verify that y = 5e 3 x satisfies the differential equation

Solution

dy + 3y = 0 dx

Given y = 5e 3 x then differentating gives

dy = 15e3 x now substituting gives dx

dy + 3 y = 15e3 x + 15e3 x = 0 so we have verified the solution. dx

Example

Verify that y = (3 x + 5)e3 x satisfies the differential equation

Solution

d2y dy 6 + 9y = 0 2 dx dx

Given y = (3 x + 5)e3 x we need to find

dy d d = (3x + 5) (e3 x ) + e3 x (3 x + 5) dx dx dx 3x 3x = 3e (3 x + 5) + 3e = (9 x + 18)e3 x We need to obtain

dy , differentiating using the product rule dx

d2y , differentiating again using the product rule dx 2 d2y d d = (9 x + 18) (e3 x ) + e3 x (9 x + 18) 2 dx dx dx 3x 3x = 3e (9 x + 18) + 9e = (27 x + 63)e3 x

d2y dy Now substituting into 6 + 9 y gives 2 dx dx 2 d y dy LHS = 2 6 + 9 y dx dx 3x = (27 x + 63)e 6e3 x (9 x + 18) + 9e3 x (3 x + 5)
= e3 x (27 x + 63 54 x 108 + 27 x + 45) = 0 = RHS

Differential Equations 4
Example

If y = Ax cos ( 4 x ) satisfies the differential equation find the value of A

Solution

d2y + 16 y = 16sin ( 4 x ) dx 2

Given y = Ax cos ( 4 x ) we need to find

dy , differentiating using the product rule dx

dy = A cos ( 4 x ) 4 Ax sin ( 4 x ) differentiating again dx d2y = 4 A sin ( 4 x ) 4 A sin ( 4 x ) 16 Ax cos ( 4 x ) substituting dx 2 d2y + 16 y = 8 A sin ( 4 x ) 16 Ax cos ( 4 x ) + 16 Ax cos ( 4 x ) = 8 A sin ( 4 x ) = 16sin ( 4 x ) dx 2 so it follows from equating coefficients that A = 2

1.3

Solving differential equations

The solution of a differential equation can be complicated and is usually obtained by the process of integration. Since the integration process produces an arbitrary constant of integration, the solution of differential equation are classified as follows, A GENERAL SOLUTION is one which contains arbitrary constants and satisfies the differential equation. A PARTICULAR SOLUTION is one which satisfies the differential equation and some other initial value condition ( or boundary value ) which enable the constants of integration to be found. In general the number of arbitrary constants to be found is equal to the order of the differential equation. Throughout this course we will study only special types of differential equations.

Differential Equations 5

First Order Differential Equations 1.4 Type I

This is of the form dy = f ( x) y ( x0 ) = y0 integrating wrt x gives dx

y = f ( x) dx + C this is the general solution to find C , use x = x0 when y = y0 this is then the particular solution.

Example

Express y in terms of x given

Solution

dy + 6x = 0 dx

y (1) = 2

Given

dy + 6x = 0 dx y = 6 x dx

y (1) = 2 it follows that

dy = 6 x integrating once wrt x gives dx

= 3 x 2 + C this is the general solution to find the value of C use y (1) = 2 this means that when x = 1 y = 2 substituting 2 = 3 + C so C = 5 y = 3 x 2 + 5 is the particular solution

Example

Express y in terms of x given

Solution

dy 1 = dx (3 2 x) 2

y (0) = 0

This is of Type I

dy 1 = integrating wrt x gives dx (3 2 x) 2 to find this integral let

dx y= 2 (3 2x )

Differential Equations 6

u = 3 2 x so

du = 2 or dx = 1 du so 2 dx 1 +C y = u 2 dx = 1 u 2 du = 1 u 1 + C = 2 2 2u 1 + C this is the general solution y= 2(3 2 x) to find C use x = 0 when y = 0 y=

0 = 1 + C so C = 1 6 6 1 1 3 (3 2 x) 2x = = 2(3 2 x) 6 6(3 2 x) 6(3 2 x) x y= is the particular solution 3(3 2 x)

1.5

Type II

This is of the form dy = f ( y ) y ( x0 ) = y0 dx this is solved by first inverting both sides 1 dx = dy f ( y ) integrating wrt y gives dy x= + C this is the general solution f ( y) Ofcourse we should try to re-arrange to make y the subject. to find C , use x = x0 when y = y0 this is then the particular solution.
Example

Express y in terms of x given

dy + 3y = 0 dx

y (0) = 5

Differential Equations 7
Solution

This is of Type II, rewriting as

dy = 3 y then inverting both sides gives dx

dx 1 integrating wrt y gives = dy 3y 1 dy x= 3 y 1 x = ln y + C 3

At this point we have two alternatives to follow (i) (ii) First find the value of C then transpose to make y the subject First transpose to make y the subject then find the value of C

Method I
1 x = ln y + C first find C then rearrange 3 Now y = 5 when x = 0 so that 1 1 0 = ln 5 + C so that C = ln 5 ( do not evaluate ) substituting gives 3 3 1 1 x = ln y + ln 5 3 3 1 x = [ ln 5 ln y ] 3 1 5 x = ln using log laws 3 y

5 5 = e3 x inverting again gives 3x = ln or y y y = e 3 x 5 so y = 5e 3 x

Differential Equations 8

Method II
1 x = ln y + C rearranging first then find C 3 1 ln y = C x 3 ln y = 3(C x) ln y = 3C 3 x ln y = B 3 x where B = 3C since C is a constant so is B in index form gives y = e B 3 x = e B .e 3 x = Ae 3 x where A = e B since B is a constant so is A Now to find A when y = 5 x = 0 it follows that A = 5 so y = 5e 3 x as before

Example

Express y in terms of x given

Solution

dy = (3 2 y ) 2 dx

y (0) = 0

dy dx 1 = (3 2 y ) 2 y (0) = 0 inverting = integrating wrt y dx dy (3 2 y ) 2 dy du x= = u 2 dy where u = 3 2 y Now = 2 so dy = 1 du 2 2 dy (3 2 y ) 1 1 x = 1 u 2 du = 1 u 1 + C = +C = + C to find C 2 2 2u 2(3 2 y ) 1 1 when x = 0 y = 0 so substituting 0 = + C so C = 6 6 1 1 x= transposing to make y the subject 2(3 2 y ) 6 1 1 x+ = 6 2(3 2 y ) 6x +1 1 3 = inverting 3 2 y = 6 2(3 2 y ) 6x +1 3 3(6 x + 1) 3 18 x 2y = 3 = = 6x + 1 6x + 1 6x +1 9x y= 6x +1

Differential Equations 9

1.6

Type III

Variables separable
This is of the form dy = f ( x) g ( y ) y ( x0 ) = y0 dx this is solved by separating the variables dy g ( y) = f ( x) dx + C this is the general solution If possible we should try to re-arrange to make y the subject. to find C , use x = x0 when y = y0 this is then the particular solution.
Example

Express y in terms of x given

Solution

dy + y = 6x2 y dx

rewriting as

dy = 6 x 2 y y = y (6 x 2 1) this is now of Type III, with variables separable dx

dy = (6 x 2 1) dx y ln y = 2 x 3 x + C
3 3

or

y = e 2 x x +C = Ae 2 x x where A = eC as the general solution.

Differential Equations 10

Applications of first order differential equations 1.7 Growth and decay problems

If N = N (t ) represents the population number at a certain time t, then the law of natural growth states that the rate of increase of population is proportional to the current population at that time. This leads to the equation dN dN N so that = kN dt dt where k is a positive constant. Assuming that the initial population number is N 0 then the particular solution of this differential equation is N = N 0 e kt In the absence of such factors as wars, famine etc, this equation has been found to model population growth, but only over a limited time frame, as the model predicts that as time increases the population number increases without bounds, that is as t N . The constant k can be interpreted as the excess birth rate over the death rate. We have considered N to be a continuous variable but is in fact a discrete quantity, this is of little consequence. It is easy to verify the given solution or integrate to solve the differential equation similar to previous examples. The model is called exponential growth.
N (t )

No time
Example

The population of a certain city increases at a rate proportional to the current population. In 1970 the population was half a million and in 1980 the population was one million, express the population number N in terms of t the time in years after 1970. i) What is the predicted population in 2000? ii) When does the population reach five million?

Differential Equations 11
Solution

If N represents the population number t years after 1970 then dN = kN the particular solution is N = N 0 e kt where N 0 and k are constants dt to be found, since in 1970 t = 0, N = 500, 000 N (0) = N 0 = 500, 000
to find the value of k in 1980, t = 10 N (10) = 1, 000, 000 N (t ) = 500, 000e kt so substituting gives 1, 000, 000 = 500, 000e10 k 2 = e10 k 1 k = ln(2) 0.0693 thus 10 N (t ) = 500, 000e0.0693t i) in the year 2000, t = 30 so N (30) = 500, 000e30 X 0.0693 = 4, 000, 000 there are 4 million people in 2000 ii) now to find t when N = 5 million 5, 000, 000 = 500, 000e0.0693t 10 = e0.063t 0.0693t = ln(10) 1 t= ln(10) 33.22 this works out to be in 2003 late February. 0.0693 the model predicts that the population will double every 10 years.

million

Differential Equations 12

1.8

The law of natural decay

In the mass of a radioactive substance, atoms disintegrate spontaneously, although the process is not a continuous one but averaged over the large number of atoms in a specimen, it is found that the time rate of decay is proportional to the mass of the radioactive substance present at that time. If we let m = m(t ) be the mass of the radioactive substance at a time t, dm dm then m so that = km the particular solution is m = m0 e kt dt dt where m0 = m(0) is the initial mass present. This is the law of exponential decay, as t , m 0 , an infinite time is required for all of the radioactive material to disintegrate. For this reason the rate of disintegration is often measured in terms of the half-life, that is the time required for half of the original mass to disintegrate, to find the half-life T, we need to find t = ? when m = 1 m0 2 Substituting gives kT 1 dividing by m0 gives 2 m0 = m0 e
1 2

= e kT or e kT = 2 taking logs gives kT = ln(2) so that

1 T = k ln(2)

Notice that this half-life formula does not depend upon the initial mass m0 and is thus independent of the time when the particular observations have begun. Half-lives for radioactive substances can range from milliseconds to centuries. m(t)

m0

time

Differential Equations 13
Example

The rate of disintegration of a radioactive substance is proportional to the amount of the substance remaining at that time. If it takes three years for 20% to disintegrate, find the half-life of the substance.
Solution
Let m = m(t ) denote the mass present after t years dm = km so that m = m0 e kt where m0 = m(0) is the initial mass present dt Now when t = 3 20% disintegrates so 80% remains then m = 0.8m0 0.8m0 = m0 e 3k 0.8 = e 3k 3k = ln(0.8) k = 1 ln(0.8) 0.0744 3
1 so the half life T = k ln(2) =

ln(2) = 9.32 years 0.0744

Example

The rate of decay of a radioactive substance is proportional to the amount of the substance present at that time. Initially 50 milligrams of a radioactive substance is present and after one hour it is observed that 10% has disintegrated. Find the amount remaining after a further two hours.
Solution

Let m = m(t ) denote the mass present after t years dm = km so that m = m0 e kt where m0 = m(0) = 50 mg is the initial mass present dt Now when t = 1 10% is lost so m = 45 mg remains 45 = 50e k 45 = e k 50 50 k = ln 0.1053 45 so m = m(t ) = 50e 0.1053t Now after a further two hours, means when t = 3 m(3) = 50e 0.1053 X 3 = 36.457 so 36.46 mg remains

Differential Equations 14

1.9

Newton's law of cooling

Newton's Law of cooling states that the time rate of change of the temperature of a body is proportional to the difference between the temperature of the body and the surrounding medium. Let T denote the temperature of a body after a time t, and Tm denote the temperature of the surrounding medium, then Newton's Law of cooling can be written as dT dT (T Tm ) or = k (T Tm ) where k is a constant of proportionality. dt dt If we let be the difference in the temperature, so that = T Tm then d = k the general solution of this is = 0 e kt where dt ( 0 ) = 0 = T0 Tm and T0 is the initial temperature of the body.
Example

A metal ball is heated to a temperature of 200oC and is then placed in a room, which is maintained at a constant temperature of 30oC. After five minutes the temperature of the ball has dropped to 150oC, assuming Newton's law of cooling, i) find the temperature of the ball after a further 10 minutes ii) how long before the temperature of the ball reaches 40oC
Solution
dT = k (T Tm ) the surrounding room temperature is constant at Tm = 30o C dt d Let = T 30, then = k the general solution is = 0 e kt dt We need two sets of conditions, to find the two constants, now t = 0, T0 = 200o C so 0 = 170 and when t = 5, T = 150o C so = 120 substituting gives 120 = 170e5 k 120 = e5 k 170 12 5k = ln 17 1 12 k = ln 0.0696 5 17 so = 170e 0.0696t

Differential Equations 15

i) after a further ten minutes means we are required to find T when t = 15

(15) = 170e0.0696 X 15 = 59.79 so the temperature of the ball is T = + 30 or 89.79o C

ii) we are required to find the value of t when T = 40 that is = 10 10 = 170e 0.0696t 10 = e 0.0696t 170 10 0.0696t = ln 170 1 10 t= ln = 40.67 0.0696 170 after 40.67 minutes the temperature of the ball reaches 40o C

Example

A cold can of beer is taken from the refrigerator ( which is kept at a constant temperature of 3oC ) and placed in a warm summer's room at a temperature of 30oC. If after two minutes the temperature of the can is 4oC, find its temperature after a further three minutes.
Solution
dT = k (T Tm ) the surrounding room temperature is constant at Tm = 30o C dt d Let = T 30, then = k the general solution is = 0 e kt dt t = 0, T0 = 3o C so 0 = 27 and when t = 2, T = 4o C so = 26 26 = 27e 2 k 26 = e2k 27 26 2k = ln 27 1 26 k = ln 0.0189 2 27 so = 27e 0.0189t

after a further three minutes means we are required to find T when t = 5

(5) = 27e 0.0189 X 5 = 24.57 so the temperature of the can is T = + 30 or 5.43oC

Differential Equations 16

1.10 Electrical problems

Example

The charge Q coulombs at a time t seconds in a capacitor of capacitance C Farads when discharging through a resistance of R ohms, satisfies the differential equation dQ RC +Q = 0 dt i) Assuming an initial charge of Q0 solve the differential equation to obtain the charge Q at any time t after discharging commences. ii) A circuit contains a resistance of 400k and a capacitance of 7.3 F and after 225 milliseconds, the charge falls to 7.0 Coulombs, find the initial charge. iii) After how long is the charge half its initial value?
Solution

i) RC

dQ dQ + Q = 0 transposing gives RC = Q dt dt Now R and C are constants, the variables here are Q and t , inverting both sides gives 1 dt 1 = separating the variables and integrating gives RC dQ Q 1 dQ dt = Q so that RC t = ln(Q) + K where K is the contant of integration, to find K use Q = Q0 when t = 0 RC 0 = ln(Q0 ) + K so that K = ln(Q0 ) substituting gives Q t t = ln(Q) + ln(Q0 ) using log laws = ln 0 in index form RC RC Q

e RC =

t t Q0 Q inverting both sides e RC = so that Q = Q(t ) = Q0 e RC Q Q0

ii) given C = 7.3 F and R = 400k , the product RC = 2.92, to find Q0 use t = 0.225s when Q = 7.0C substituting gives 7.0 = Q0 e 0.077 so that Q0 = 7.0e0.077 = 7.56C so Q = Q(t ) = 7.56e 0.34t for t 0 iii) to find t = ? when Q = 1 Qo = 3.78 2
1 2

= e 0.34t so 0.34t = ln( 1 ) 2 1 ln(2) = 2.023 s 0.34

t=

Differential Equations 17
Example

The basic equation governing the amount of current i Amperes in an RL series circuit consisting of a resistance R ohms and an inductance L Henries connected to a voltage di source of E volts after a time t seconds satisfies the differential equation L + Ri = E dt Assuming the initial current is zero, find the current at any time t.
Solution

di di + Ri = E transposing gives L = E Ri dt dt Now R, L and E are constants while i and t are the variables, inverting di 1 dt 1 1 = separating the variables gives dt = integrating gives L di E Ri L E Ri t 1 = ln ( E Ri ) + C where C is the constant of integration, L R 1 1 to find C use i = 0 when t = 0 substituting gives 0 = ln( E ) + C so that C = ln( E ) R R t 1 1 1 1 E = ln( E Ri ) + ln( E ) = [ ln( E ) ln( E Ri ) ] = ln by log laws L R R R R E Ri L transposing Rt E = ln so that L E Ri
Rt E = e L inverting to i make the subject E Ri

Rt Rt E Ri = e L so E Ri = Ee L E Rt Rt L Ri = E Ee = E 1 e L Rt E i = i (t ) = 1 e L typical values are E = 20 V R = 4 and L = 2 H R

Differential Equations 18

1.11 Integrating factor

This method is applicable to first-order differential equations of the form dy + p ( x ) y = q ( x ) where p ( x ) and q ( x ) are given functions of x . dx If we can multiply both sides of the above equation by a suitable function r ( x ) giving dy + r ( x) p ( x) y = r ( x) q ( x) dx now if r ( x ) p ( x ) = r ( x ) then by the product rule r ( x) d (r ( x) y) = r ( x) q ( x) dx this is now a first-order separable differential equation which can be solved directly, then substitute back for r ( x ) to obtain the unknown function y = y ( x ) Now r ( x ) must satisfy r ( x ) p ( x ) = r ( x ) or dr = r ( x ) p ( x ) that is dx p ( x ) dx + C so that r ( x ) = e the function r ( x ) = e
Example Solution

dr = log r ( x ) = p ( x ) dx + C e r p ( x ) dx = Ae where A = ec

now the constant A can be omitted as it is a multiplying factor,

p ( x ) dx

is called the integrating factor. dy 4 y = 3e 2 x y ( 0 ) = 2 dx

Express y in terms of x given

dy 4 y = 3e 2 x y ( 0 ) = 2 dx here p ( x ) = 4 and q ( x ) = 3e 2 x r ( x ) = e
4 dx

= e4 x so the differential equation can be written as

d ( ye4 x ) = 3e2 xe4 x = 3e6 x so that dx 1 ye 4 x = 3e6 x dx = e6 x + C multiplying both sides by e4 x gives 2 1 y = e 2 x + Ce 4 x to find C use 2 1 5 y ( 0 ) = 2 = + C so that C = 2 2 1 y = ( 5e 4 x e 2 x ) 2 Often we may need to use the results

Differential Equations 19

eloge x = x e n loge x = eloge x = x n e a + n loge x = e a x n

Example
n

Express y in terms of x given dy x 2 y = 4 x 4 y (1) = 3 dx

Solution

dy 2 y = 4 x 4 y (1) = 3 dx we need to divide by x and write the differential equation in the form dy 2 y = 4 x 3 now in this form dx x 2 p ( x ) = and q ( x ) = 4 x3 x x r ( x ) = e
2 dx
x

= e 2loge x = eloge x = x 2 =

1 x2

d ( yx2 ) = 4 x3 .x 2 = 4 x dx y = 4 xdx = 2 x 2 + C 2 x y = 2 x 4 + Cx 2 to find C use y (1) = 3 = 2 + C so that C = 1 y = 2 x4 + x2

Differential Equations 20

1.12 Homogeneous first order

The first order differential equation of the form dy = f ( x, y ) can be reduced to a first dx y y or order separable type if f ( x, y ) = g that is if we let v = x x y = v.x then differentiating using the product rule dy dv =v+ x in this case the differential equation becomes dx dx dv v+x = g ( v ) we can then solve this using the variables separable techniques dx and back substitute for v, to obtain the solution for y = y ( x )
Sometimes it may not be possible to obtain an explicit solution.

Example Solution

Solve

dy y = 2 y2 dx

y (1) = 2

dy y = 2 y 2 y (1) = 2 dx dy dy y (1 + 2 y ) dividing by x, provided that x 0 gives let y = v.x x = y + 2 y2 = dx dx x dy dv = v + x = v (1 + 2vx ) = v + 2v 2 x dx dx dv dv x = 2v 2 x cancelling x ' s gives = 2v 2 now separating the variables dx dx dv 2 = 2 dx v 1 = 2x + C v y 1 v= = x 2x + C x to find C use y= 2x + C 5 1 so that 2 ( 2 + C ) = 1 hence C = y (1) = 2 = 2+C 2 2x x y= = 5 2x 2 5 4x x

Differential Equations 21
Example

Express y in terms of x given

Solution

2 x2

dy = x2 + y2 dx

y (1) = 2

dy = x 2 + y 2 y (1) = 2 dx dy x 2 + y 2 = dividing by x 2 gives 2 x2 dx let y = x.v 2 x2 dy dv x 2 + y 2 1 + v 2 =v+ x = = 2 x2 2 dx dx 1 2v + v 2 (1 v ) dv 1 + v 2 v = = x = 2 2 2 dx 2dv dx = 2 (1 v ) x

2

separating the variables gives

2 2 2x +C = +C = + C = log e x to find C use y (1) = 2 y 1 v 1 x x y 2 + C = log e 1 = 0 so that C = 2 1 2 2x + 2 = log e x transposing to make y the subject x y 2x = log e x 2 inverting x y x y 1 = 2x log e x 2 x y = y = x y= 2x log e x 2

x ( log e x 4 ) log e x 2

x ( log e x 2 ) 2 x 2x = log e x 2 log e x 2

Differential Equations 22

1.13 Second order differential equations

Type IV, this is of the form d2y = f ( x) this type of differential equation can easily be solved by direct integration dx 2 once, integrating both sides gives dy = f ( x)dx + C1 this is now of the form Type I, and can be solved by integrating dx again, however two sets of initial conditions must be given to find the two arbitrary constants of integration.
Example

d2y Given + 36 x = 0 dx 2
Solution

y '(1) = 2

y (1) = 3

express y in terms of x

transposing gives

d2y = 36 x integrating wrt x gives dx 2

dy = 36 xdx = 18 x 2 + C1 dx to find the value of C1 y '(1) = 2 means x = 1 when 2 = 18 + C1 so that C1 = 20, now dy = 18 x 2 + 20 integrating again wrt x gives dx y = (18 x 2 + 20)dx = 6 x 3 + 20 x + C2 to find the value of C2 y (1) = 3 means x = 1 when y = 3 substituting gives 3 = 6 + 20 + C2 so that C2 = 11 y = 6 x 3 + 20 x 11 dy = 2 substituting gives dx

Differential Equations 23

1.14 Second order constant coefficients

In this section we solve second order differential equations with constant coefficients of d2y dy the form a 2 + b + cy = 0 where a, b and c are real constants. Since this is a dx dx second order differential equation it must have two linearly independent solutions and assuming a solution exists it must be of the form y = Ae mx where A and m are constants to be found. Now if dy d2y mx mx y = Ae then differentiating = mAe and differentiating again = m 2 Aemx 2 dx dx 2 d y dy substituting into a 2 + b + cy = 0 gives dx dx 2 mx mx mx am Ae + bmAe + cAe = 0 taking out the common factor of Aemx
Ae mx am 2 + bm + c = 0 since Ae mx 0 since y 0 we want a non-trivial solution it follows that am 2 + bm + c = 0 this equation is called the auxilary equation.

Now to find the values of m we merely need to solve the quadratic equation. However there are three cases to consider, depending upon the sign of the discriminant = b 2 4ac

Case I
If = b 2 4ac > 0 then there are two real distinct roots say m = m1 and m = m2 and in this case the general solution of the differential equation is of the form y = C1e m1x + C2 e m2 x where C1 and C2 are the constants of integration and can only be found if there is extra information called initial values or boundary values.

Case II
If = b 2 4ac = 0 then the two roots are equal say m = m1 and in this case to get two linearly independent solutions it can be shown that the general solution of the differential equation is of the form y = ( C1 + C2 x ) e m1x where C1 and C2 are again the constants of integration and can only be found if there is extra information called initial values or boundary values.

Differential Equations 24

Case III
If = b 2 4ac < 0 then since a,b and c are real, the two roots are complex conjugates of each other and can be written in the form say m1 = + i and m2 = i
4ac b 2 b and = where = 2a 2a In this case the general solution of the differential equation is similar to case I y = C1e( +i ) x + C2 e( i ) x but this can be simplified

y = C1e x +i x + C2 e x i x y = C1e e
x i x

using index laws taking out the common factor of e x now using the definition of the complex exponential

y = e x C1ei x + C2 e i x

+ C2 e e

x i x

y = e x C1 ( cos ( x ) + i sin ( x ) ) + C2 ( cos ( x ) i sin ( x ) ) y = e x ( ( C1 + C2 ) cos ( x ) + i ( C1 C2 ) sin ( x ) ) y = e x ( A cos ( x ) + B sin ( x ) )

simplifying

the constants A and B are real since C1 and C2 are complex conjugates.

The following worked examples will illustrate all these possible cases and some special situations which can apply.

Summary
d2y dy To solve a 2 + b + cy = 0 Let y = Ae mx dx dx Then solve the auxilary equation am 2 + bm + c = 0

Case I
If = b 2 4ac > 0 y = C1e m1x + C2 e m2 x

Case II
If = b 2 4ac = 0 y = ( C1 + C2 x ) e m1x

Case III
If = b 2 4ac < 0 m1 = + i and m2 = i

y = e x ( C1 cos ( x ) + C2 sin ( x ) )

where C1 and C2 are the constants of integration and can only be found if there is extra information called initial values or boundary values.

Differential Equations 25 d2y dy + 5 36 y = 0 2 dx dx y ( 0 ) = 5 y ( 0 ) = 8

Example Solution

Express y in terms of x given

d2y dy + 5 36 y = 0 y ( 0 ) = 5 y ( 0 ) = 8 2 dx dx Let y = Ae mx substituting gives the auxilary equation m 2 + 5m 36 = 0

( m + 9 )( m 4 ) = 0

this corresponds to case I with two distinct roots

m = 4, 9 in this case the general solution can be written as using y ( 0 ) = 5 = C1 + C2 differentiating 9 x (1) C1 = y = C1e 4 x + C2 e 9 x to find C1 and C2

(1)

dy = 4C1e 4 x 9C2 e 9 x dx using y ( 0 ) = 8 = 4C1 9C2 ( 2 ) 45 = 9C1 + 9C2 adding gives 13C1 = 53

53 12 and C2 = the particular solution is 13 13 1 53e 4 x + 12e 9 x y= 13 d2y dy Example Express y in terms of x given +5 = 0 2 dx dx

y ( 0 ) = 5 y ( 0 ) = 8

Solution
d2y dy +5 = 0 y ( 0 ) = 5 y ( 0 ) = 8 2 dx dx Let y = Ae mx substituting gives the auxilary equation m 2 + 5m = 0 m ( m + 5 ) = 0 this corresponds to case I with two distinct roots m = 0, 5 in this case the general solution can be written as y = C1 + C2 e 5 x to find C1 and C2 dy = 5C2 e 5 x dx 8 33 using y ( 0 ) = 8 = 5C2 so that C2 = and C1 = 5 5 1 the particular solution is y = 33 8e 5 x 5 using y ( 0 ) = 5 = C1 + C2 differentiating

Differential Equations 26
Example Solution

Express y in terms of x given Method I

d2y 36 y = 0 dx 2

y ( 0 ) = 5 y ( 0 ) = 8

d2y 36 y = 0 y ( 0 ) = 5 y ( 0 ) = 8 dx 2 Let y = Ae mx substituting gives the auxilary equation m 2 36 = 0

( m + 6 )( m 6 ) = 0

this corresponds to case I with two distinct roots

m = 6, 6 in this case the general solution can be written as using y ( 0 ) = 5 = C1 + C2 differentiating 6 x (1) C1 = y = C1e6 x + C2 e 6 x to find C1 and C2

(1)

dy = 6C1e6 x 6C2 e 6 x dx using y ( 0 ) = 8 = 6C1 6C2 ( 2 ) 30 = 6C1 + 6C2 adding gives 12C1 = 38 19 11 and C2 = 6 6 1 y = (19e6 x + 11e 6 x ) 6 Method II

Solution

d2y 36 y = 0 y ( 0 ) = 5 y ( 0 ) = 8 dx 2 Let y = Ae mx substituting gives the auxilary equation m 2 36 = 0

( m + 6 )( m 6 ) = 0
m = 6, 6 alternatively this can be written in terms of hyperbolic functions y = C1 sinh ( 6 x ) + C2 cosh ( 6 x ) to find C1 and C2 using y ( 0 ) = 5 = C2 differentiating dy = 6C1 cosh ( 6 x ) + 30sinh ( 6 x ) dx 4 using y ( 0 ) = 8 = 6C1 C1 = 3 4 y = sinh ( 6 x ) + 5cosh ( 6 x ) 3

Differential Equations 27
Example

Express y in terms of x given d2y y ( 0 ) = 5 y ( 0 ) = 8 + 36 y = 0 dx 2

Solution
d2y y ( 0 ) = 5 y ( 0 ) = 8 + 36 y = 0 dx 2 Let y = Ae mx substituting gives the auxilary equation m 2 + 36 = 0

( m + 6i )( m 6i ) = 0
using y ( 0 ) = 5 = C2 differentiating

this corresponds to case III with = 0

m = 6i in this case the general solution can be written in terms of trigonometric functions y = C1 sin ( 6 x ) + C2 cos ( 6 x ) to find C1 and C2 dy = 6C1 cos ( 6 x ) 6C2 sin ( 6 x ) dx 4 using y ( 0 ) = 8 = 6C1 C1 = 3 4 y = sin ( 6 x ) + 5cos ( 6 x ) 3

Example

Express y in terms of x given d2y dy y ( 0 ) = 5 y ( 0 ) = 8 + 12 + 36 y = 0 2 dx dx

Solution

d2y dy + 12 + 36 y = 0 y ( 0 ) = 5 y ( 0 ) = 8 2 dx dx Let y = Ae mx substituting gives the auxilary equation m 2 + 12m + 36 = 0

( m + 6)

= 0 this corresponds to case II with

m = 6 as a repeated factor, in this case the general solution can be written as y = ( C1 + C2 x ) e 6 x to find C1 and C2 using y ( 0 ) = 5 = C1 differentiating using the product rule y = ( 5 + 38 x ) e 6 x dy = C2 e 6 x 6 ( C1 + C2 x ) e6 x dx using y ( 0 ) = 8 = C2 6C1 so that C2 = 38

Differential Equations 28
Example

Express y in terms of x given d2y dy + 4 + 13 y = 0 y ( 0 ) = 5 y ( 0 ) = 8 2 dx dx

Solution

d2y dy + 4 + 13 y = 0 y ( 0 ) = 5 y ( 0 ) = 8 2 dx dx Let y = Ae mx substituting gives the auxilary equation m 2 + 4m + 13 = 0 completing the square m 2 + 4m + 4 = 13 + 4

( m + 2)

= 9 = 9i 2

m + 2 = 3i m = 2 3i this corresponds to case III and the general solution can be written as y = e 2 x ( C1 cos ( 3x ) + C2 sin ( 3 x ) ) to find C1 and C2 using y ( 0 ) = 5 = C1 differentiating using the product rule dy = 2e 2 x ( C1 cos ( 3x ) + C2 sin ( 3 x ) ) + e 2 x ( 3C1 sin ( 3 x ) + 3C2 cos ( 3 x ) ) dx using y ( 0 ) = 8 = 2C1 + 3C2 so that C2 = 6 the particular solution is y = e 2 x ( 5cos ( 3x ) + 6sin ( 3x ) )

Differential Equations 29

1.15 Second order constant coefficients non-homogeneous

In this section we solve second order differential equations with constant coefficients of d2y dy the form a 2 + b + cy = f ( x ) where a, b and c are real constants and f ( x ) is now dx dx a non zero given function of x. Since we have already solved the corresponding second d2y dy order homogeneous differential equation a 2 + b + cy = 0 when the right hand side dx dx was identically zero, it follows that the solution of the homogeneous case is still a d2y dy solution of the non-homogenous case. Let the solution of a 2 + b + cy = 0 be dx dx y = yh the homogeneous part of the solution is called the complementary function and d2y dy + b + cy = f ( x ) is y = yh + y p where y = y p is called the 2 dx dx particular solution or integral of the non-homogenous equation. To determine the form of y p we use the method of undetermined coefficients, by the solution of a guessing the form of y p up to arbitrary multiplicative constants. These arbitrary constants are then evaluated by substituting the proposed solution into the given differential equation and equating coefficients. Again there are a couple of general cases to consider, depending on the form for f ( x ) which can be a polynomial, exponential or trigonometric function.

Case I
f ( x ) = pn ( x ) an nth degree polynomial in x. Assume a solution of the form y p = An x n + An 1 x n 1 + ...... + A1 x + A0

Case II
f ( x ) = Ce x
Assume a solution of the form

y p = Ae x

Case III
f ( x ) = C sin ( x ) + D cos ( x ) Assume a solution of the form y p = A sin ( x ) + B cos ( x )

Differential Equations 30

The aim is to equate coefficients and find the values of As and Bs given the Cs and Ds. All of the above will work fine provided that the form of f ( x ) is not already part of the solution of the homogeneous case y = yh . If any form of the assumed solution for y = y p is already part of y = yh then the assumed solution must be modified and multiplied by a factor of x, ( possibly even x 2 ) such that the assumed solution with the product of xs now has no terms in common with y = yh Notice that to determine the constants of integration, first we find the general solution of d2y dy a 2 + b + cy = f ( x ) as y = yh + y p then proceed to use the boundary values to dx dx determine the constants C1 and C2 . The following examples will illustrate the above cases.
Example

Express y in terms of x given

Solution
d2y + 36 y = 72 dx 2

d2y + 36 y = 72 dx 2

y ( 0 ) = 5 y ( 0 ) = 8

y ( 0 ) = 5 y ( 0 ) = 8

d2y + 36 y = 0 dx 2 from previously yh = C1 sin ( 6 x ) + C2 cos ( 6 x ) first we solve the homogeneous equation Since f ( x ) = 72 a constant, we now try dy = 0 substituting gives dx 36 A = 72 so that A = 2 the general solution is y p = A since y = 2 + C1 sin ( 6 x ) + C2 cos ( 6 x ) using y ( 0 ) = 5 = 2 + C2 differentiating Now to find C1 and C2 C2 = 3

dy = 6C1 cos ( 6 x ) 6C2 sin ( 6 x ) dx 4 using y ( 0 ) = 8 = 6C1 so that C1 = 3 4 y = 2 + sin ( 6 x ) + 3cos ( 6 x ) 3

Differential Equations 31
Example

d2y dy + 5 36 y = 21e 3 x 2 dx dx 2 d y dy + 5 36 y = 576 x 2 b) Find the general solution of 2 dx dx d2y dy + 5 36 y = 84e 3 x 288 x 2 c) Hence find the general solution of 2 dx dx Solution a) Find the general solution of In both parts a) and b) first we solve the homogeneous equation yh = C1e 4 x + C2 e 9 x d2y dy a) + 5 36 y = 21e 3 x Since f ( x ) = 21e3 x an exponential function 2 dx dx dy d2y = 3 Ae 3 x and = 9 Ae 3 x let y p = Ae 3 x then dx dx 2 substituting gives ( 9 15 36 ) Ae 3 x = 21e3 x so that d2y dy + 5 36 y = 0 2 dx dx this has been solved previously to give the general solution

42 A = 21 and A =

1 1 the general solution is y = C1e 4 x + C2 e 9 x e3 x 2 2

d2y dy + 5 36 y = 576 x 2 Since f ( x ) = 576 x 2 a quadratic polynomial b) 2 dx dx dy d2y = 2 Ax + B and = 2A let y p = Ax 2 + Bx + C then dx dx 2 substituting gives 2 A + 5 ( 2 Ax + B ) 36 Ax 2 + Bx + C = 576 x 2 36 Ax 2 + x (10 A 36 B ) + ( 5B + 2 A 36C ) = 576 x 2 equating coefficients of x 2 's gives 5 40 A= 18 9 1 1 200 122 also 5B + 2 A 36C = 0 so that C = ( 5 B + 2 A ) = 32 = 36 36 9 81 122 40 the general solution is y = C1e 4 x + C2 e 9 x x 16 x 2 81 9 2 d y dy c) + 5 36 y = 84e 3 x 288 x 2 2 dx dx 1 the particular integral is 4y pa y pb and the general solution is thus 2 61 20 y = C1e 4 x + C2 e 9 x 2e 3 x + + x + 8x2 81 9 36 A = 576 so that A = 16 coefficients of x ' s 10 A 36 B = 0 and B =

Differential Equations 32
Example

Express y in terms of x given d2y dy + 5 = 58sin ( 2 x ) 2 dx dx

Solution

y ( 0 ) = 5 y ( 0 ) = 8

First solve the homogeneous solution

Since f ( x ) = 58sin ( 2 x ) a trigonometric function let y p = A sin ( 2 x ) + B cos ( 2 x )

d2y dy +5 = 0 2 dx dx this has been solved previously the general solution is yh = C1 + C2 e 5 x

dy = 2 A cos ( 2 x ) 2 B sin ( 2 x ) dx d2y = 4 A sin ( 2 x ) 4 B cos ( 2 x ) substituting gives dx 2 sin ( 2 x )( 4 A 10 B ) + cos ( 2 x )( 4 B + 10 A ) = 58sin ( 2 x ) 4 A 10 B = 58 (1) coefficients of sin ( 2 x ) 4 B + 10 A = 0 2 x (1) 5x ( 2 )

( 2)

coefficients of cos ( 2 x ) 58 A = 116 so that A = 2 and B = 5

8 A 20 B = 116 50 A + 20 B = 0

the general solution is y = C1 + C2 e 5 x 2sin ( 2 x ) 5cos ( 2 x ) now to find C1 and C2 using y ( 0 ) = 5 = C1 + C2 5 so that 10 = C1 + C2 differentiating gives dy = 5C2 e 5 x 4 cos ( 2 x ) + 10sin ( 2 x ) dx 12 62 using y ( 0 ) = 8 = 5C2 4 so that C2 = and C1 = 5 5 1 y = 62 12e 5 x 2sin ( 2 x ) 5cos ( 2 x ) 5

Differential Equations 33
Example

Express y in terms of x given d2y + 36 y = 4 cos ( 6 x ) y ( 0 ) = 5 y ( 0 ) = 8 dx 2

Solution

d2y + 36 y = 4 cos ( 6 x ) dx 2

y ( 0 ) = 5 y ( 0 ) = 8

d2y + 36 y = 0 dx 2 from previously the complementary function is yh = C1 sin ( 6 x ) + C2 cos ( 6 x ) first we solve the homogeneous equation since the form for the particular integral for f ( x ) = 4 cos ( 6 x ) is already part of the complementary function we must try y p = x ( A sin ( 6 x ) + B cos ( 6 x ) ) differentiating using the product rule dy = x ( 6 A cos ( 6 x ) 6 B sin ( 6 x ) ) + ( A sin ( 6 x ) + B cos ( 6 x ) ) dx d2y = x ( 36 A sin ( 6 x ) 36 B cos ( 6 x ) ) + ( 6 A cos ( 6 x ) 6 B sin ( 6 x ) ) + ( 6 A cos ( 6 x ) 6 B sin ( 6 x ) ) dx 2 d2y = x ( 36 A sin ( 6 x ) 36 B cos ( 6 x ) ) + (12 A cos ( 6 x ) 12 B sin ( 6 x ) ) dx 2 d2y + 36 y = 4 cos ( 6 x ) gives substituting into dx 2 x ( 36 A sin ( 6 x ) 36 B cos ( 6 x ) ) + (12 A cos ( 6 x ) 12 B sin ( 6 x ) ) + 36 x ( A sin ( 6 x ) + B cos ( 6 x ) ) = 12 A cos ( 6 x ) 12 B sin ( 6 x ) = 4 cos ( 6 x ) equating coefficients A = x the general solution is y = C1 sin ( 6 x ) + C2 cos ( 6 x ) + sin ( 6 x ) 3 Now to find C1 and C2 1 and B = 0 3

using y ( 0 ) = 5 = C2 differentiating

dy 1 = 6C1 cos 6 x 6C2 sin 6 x + sin 6 x + 2 x cos 6 x dx 3 4 using y ( 0 ) = 8 = 6C1 so that C1 = 3 1 y = ( 4 + x ) sin ( 6 x ) + 5cos ( 6 x ) 3

Differential Equations 34
Example

Express y in terms of x given d2y dy y ( 0 ) = 5 y ( 0 ) = 8 + 12 + 36 y = 6e 6 x 2 dx dx

Solution
d2y dy First consider the homogeneous case when + 12 + 36 y = 0 2 dx dx In this case the solution for the complementary function has previously found to be yh = ( C1 + C2 x ) e 6 x since this already contains the e 6 x and xe 6 x for the particular integral we must now try y p = Ax 2 e 6 x differentiating using the product rule dy = 2 xAe 6 x 6 Ax 2 e 6 x = A 2 x 6 x 2 e6 x dx d2y = A ( 2 12 x ) e 6 x 6 A 2 x 6 x 2 e 6 x = Ae 6 x 2 24 x + 36 x 2 2 dx d2y dy + 12 + 36 y = 6e 6 x gives substituting into 2 dx dx

Ae 6 x 2 24 x + 36 x 2 + 12 A 2 x 6 x 2 e 6 x + 36 Ax 2 e6 x = 2 Ae6 x = 6e6 x so that A = 3 the general solution is y = C1 + C2 x + 3 x 2 e 6 x using y ( 0 ) = 5 = C1 differentiating using y ( 0 ) = 8 = C2 6C1 so that y = 5 + 38 x + 3 x 2 e 6 x dy = ( C2 + 6 x ) e 6 x 6 C1 + C2 x + 3 x 2 e 6 x dx C2 = 38

Applications to electrical circuits

In an RLC series circuit consisting of a resistor R ohms an inductance L Henries and a capacitance L Farads, the rise of current i Amperes at time t seconds satisfies d 2i di i L 2 + R + = V0 sin (t ) dt dt c where V0 sin (t ) Volts is an external voltage source.

Differential Equations 35
Example

In a particular circuit R = 10 L = 0.5H C = 102 F V0 = 12.5V and = 5 Find the current assuming that initially the current is zero and its initial charging rate is also zero.
Solution

0.5

d 2i di + 10 + 100i = 12.5sin ( 5t ) 2 dt dt 2 d i di + 20 + 200i = 25sin ( 5t ) let i = Ae mt first finding the complementary function 2 dt dt 2 m + 20m + 200 = 0 completing the square m 2 + 20m + 100 = 200 + 100
2

( m + 10 )

= 100 = 100i 2

so that m + 10 = 10i

m = 10 10i this corresponds to case III ih = e 10t ( C1 cos (10t ) + C2 sin (10t ) ) as the complementary function. For the particular integral try i p = A sin ( 5t ) + B cos ( 5t ) differentiating gives di d 2i = 5 A cos ( 5t ) 5 B sin ( 5t ) and = 25 A sin ( 5t ) 25 B cos ( 5t ) substituting gives dt dt 2 ( 25 A 100 B + 200 A) sin ( 5t ) + ( 25B + 100 A + 200 B ) cos ( 5t ) = 25sin ( 5t ) so that 25 A 100 B + 200 A = 25 coefficients of sin ( 5t ) and 25B + 100 A + 200 B = 0 A= coefficients of cos ( 5t ) the solution of these simultaneous equations is 7 4 and B = so that the general solution is 65 65 1 i = i ( t ) = e 10t ( C1 cos (10t ) + C2 sin (10t ) ) + ( 7 sin ( 5t ) 4 cos ( 5t ) ) 65 4 4 Now initially when t = 0 i = 0 so that 0 = C1 this gives C1 = , now differentiating 65 65 di = 10e 10t ( C1 cos (10t ) + C2 sin (10t ) ) + e 10t ( 10C1 sin (10t ) + 10C2 cos (10t ) ) dt 1 + ( 35cos ( 5t ) + 20sin ( 5t ) ) 65 di = 0 the initial charging rate is also zero, this gives Now initially when t = 0 dt 35 1 0 = 10C1 + 10C2 + so that C2 = the particular solution is 65 130 e 10t 1 i = i (t ) = (8cos (10t ) + sin (10t ) ) + 65 ( 7 sin ( 5t ) 4 cos ( 5t ) ) 130

Differential Equations 36

Applications to vibrating springs

Consider a particle of mass m attached horizontally to a spring, if it is acted upon by a restoring force from the spring given by Hookes law as kx and a force due to air resistance being proportional to the velocity cx and a time dependant external force of f ( t ) then by Newtons second law of motion we have that mx = kx cx + f ( t ) or d 2x dx m 2 + c + kx = f ( t ) that is dt dt mx + cx + kx = f ( t ) where x is the displacement at a time t. If initially the displacement is x ( 0 ) = x0 and the initial velocity is x ( 0 ) = v0 then we can find the particular solution of the differential equation. There are a number of cases to consider if f ( t ) = 0 and c = 0 the motion is free and undamped, if f ( t ) = 0 and c 0 the motion is free and damped. for damped motion the are three cases to consider as to the value of = c 2 4mk if = c 2 4mk > 0 the roots of the auxiliary equation are real and distinct, the motion is classified as overdamped or strongly damped. if = c 2 4mk = 0 the roots of the auxiliary equation are equal then the motion is classified as critically damped. if = c 2 4mk < 0 the roots of the auxiliary equation are complex conjugates then the motion is classified as oscillatory damped or weakly damped. if f ( t ) 0 the motion is forced and termed transient if as t the complementary function component diminishes ( and dies away ) leaving only the forced component of the particular integral component, called the steady state solution.

Differential Equations 37
Example

A particle of mass 10 kilograms is attached to a spring having a stiffness of 140 N/m, if c = 90 and f ( t ) = 5sin ( t ) classify the motion and find solution if initially the mass is started in the equilibrium position with a initial velocity of 1 m/s
Solution

d 2x dx + c + kx = f ( t ) becomes with m = 10 c = 90 k = 140 and f ( t ) = 5sin ( t ) 2 dt dt x + 9 x + 14 x = 0.5sin ( t ) x ( 0 ) = 0 and x ( 0 ) = 1

Letting x = Ae mt gives the auxilary equation as m 2 + 9m + 14 = 0

( m + 2 )( m + 7 ) = 0

two distinct real roots, so the motion is overdamped

m = 2 and m = 7 xh = C1e 2t + C2 e 7 t as the homogenenous part of the solution. To find the particular integral using the method of undetermined coefficients, let x p = A sin ( t ) + B cos ( t ) it follows that A 9 B + 14 A = 0.5 B + 9 A + 14 B = 0 9 A + 13B = 0 A=

( coefficient of sin ( t ) ) and that ( coefficient of cos ( t ) )

9x ( 2 ) 81A + 117 B = 0

13 A 9 B = 0.5 (1) Now 13x (1) 169 A 117 B = 6.5

( 2)

13 9 and that B = 500 500 the general solution is 1 x = x ( t ) = C1e 2t + C2 e 7 t + (13sin ( t ) 9 cos ( t ) ) 500 9 Applying x ( 0 ) = 0 gives 0 = C1 + C2 500 dx 1 = 2C1e 2t 7C2 e 7 t + (13cos ( t ) + 9sin ( t ) ) dt 500 13 and x ( 0 ) = 1 = 2C1 7C2 + solving gives 500 90 99 C1 = and C2 = the particular solution is 500 500 1 90e 2t + 99e 7 t + 13sin ( t ) 9 cos ( t ) x = x (t ) = 500 as t the terms from xh 0 the terms from x p are the steady state part of the solution.