- •Донецьк 2006
- •Integral calculus lecture no. 19. Primitive and indefinite integral
- •Point 1. Primitive
- •Properties of primitives
- •Point 2. Indefinite integral and its properties
- •Point 3. Integration by substitution (change of a variable)
- •Point 4. Integration by parts
- •Lecture no.20. Classes of integrable functions
- •Point 1. Rational functions (rational fractions)
- •Point 2. Trigonometric functions
- •Universal trigonometrical substitution
- •Other substitutions
- •Point 3. Irrational functions
- •Quadratic irrationalities. Trigonometric substitutions
- •Quadratic irrationalities (general case)
- •Indefinite integral: Basic Terminology
- •Lecture no. 21. Definite integral
- •Point 1. Problems leading to the concept ofa definite integral
- •Point 2. Definite integral
- •Point 3. Properties of a definite integral
- •I ntegration of inequalities
- •Point 4. Definite integral as a function of its upper variable limit
- •Point 5. Newton-leibniz formula
- •Point 6. Main methods of evaluation a definite integral Change of a variable (substitution method)
- •Integration by parts
- •Lecture no.22. Applications of definite integral
- •Point 1. Problem – solving schemes. Areas
- •Additional remarks about the areas of plane figures
- •Point 2. Arс length
- •Point 3. Volumes
- •Volume of a body with known areas of its parallel cross-sections
- •Volume of a body of rotation
- •Point 4. Economic applications
- •Lecture no. 23. Definite integral: additional questions
- •Point 1. Approximate integration
- •Rectangular Formulas
- •Trapezium Formula
- •Simpson10 formula (parabolic formula)
- •Point 2. Improper integrals
- •Improper integrals of the first kind
- •Improper integrals of the second kind
- •Convergence tests
- •Point 3. Euler г- function
- •Definite integral: Basic Terminology
- •Lecture no. 24. Double integral
- •Point 1. Double integral
- •Point 2. Evaluation of a double integral in cartesian coordinates
- •Point 3. Improper double integrals. Poisson formula
- •Point 4. Double integral in polar coordinates
- •Double integral: Basic Terminology
- •Differential equations lecture no.25. First and second order differential equations
- •Point 1. General notions
- •Point 2. Integrable types of the first order differential equations (of de - 1)
- •1. Separated de-1 (de-1 with separated variables)
- •2. Separable de-1 (de-1 with separable variables)
- •3. Homogeneous de-1
- •4. Linear de-1
- •5. Bernoulli de-1
- •Point 3. Order reducing second order differential equations
- •Lecture no.26. Second order linear differential equations
- •Point 1. General notions
- •Point 2. Linear dependence and independence
- •Point 3. Homogeneous equations Structure of the general solution of so lhde
- •So lhde with constant coefficients
- •Point 4. Nonhomogeneous equations Structure of the general solution of so lnde
- •Method of variation of arbitrary constants
- •Method of undetermined coefficients for so lnde with constant coefficients
- •Lecture no. 27. Systems of differential equations. Approximate integration of differential equations
- •Point 1. Normal systems of differential equations
- •Point 2. Approximate integration of differential equations Successive approximations method
- •Euler method
- •Differential equations: Basic Terminology
- •Bibliography textbooks
- •Problem books
- •Contents
Method of undetermined coefficients for so lnde with constant coefficients
Let be given the second order linear nonhomogeneous differential equation with constant coefficients
( 23 )
If the second term has a specific form, it’s possible to find a particular solution of the equation with the help of the method of undetermined coefficients, without integration.
1. If
, ( 24 )
we find a particular solution in the form
, ( 25 )
where are undetermined coefficients and
( 26 )
If in particular
, ( 27 )
then we find a particular solution in the form
, ( 28 )
( 29 )
2. If , ( 30 )
we find a particular solution of the form
, ( 31 )
where M, N are undetermined coefficients and
( 32 )
If in particular
, ( 33 )
then we find a particular solution of the form
, ( 34 )
( 35 )
Ex. 14. .
1. The corresponding homogeneous equation (see Ex. 7). Roots of its characteristic equation are – 2, - 3, general solution is
.
2. We find a particular solution of the given equation in correspondence with the formulas (24), (25), (26) ( , is a simple root of the characteristic equation, )
.
Finding the derivatives of ,
,
,
we substitute the values of in the given equation, and after reducing similar terms we get
.
Equating coefficients of the same powers of x leads to a system of linear equations in , namely
Therefore
,
and the general solution of the given differential equation is
.
Ex. 15. .
1. The corresponding homogeneous equation (see Ex. 8). Its characteristic equation has real equal roots , and
.
2. By the same formulas (24), (25), (26) ( is a double root of the characteristic equation, ) we seek a particular solution of the given equation in the form
,
and so
.
Substitution of in the given equation gives
and so ,
.
Ex. 16. .
1. Corresponding homogeneous equation was studied in the Ex. 9. Its characteristic equation has complex roots , and the general solution
.
2. To find a particular solution of the given equation we use the formulas (33), (34), (35) ( because isn’t a root of the characteristic equation). We find in the form
.
Since
,
substitution of values of in the given equation gives
.
Equating coefficients of we obtain a system of equations in M, N
.
Ex. 17. Solve Cauchy problem .
1. For corresponding homogeneous equation we have the characteristic equation with complex roots , and so
.
2. To get a particular solution of the given equation we take into account the formulas (30), (31), (32) ( is the root of the characteristic equation, and so ), and we put
with undetermined coefficients . Finding
,
and substituting the values of in the given equation we obtain the equality
.
Equating coefficients of we get the system of equations in M, N
and therefore
.
3. Taking into account the initial conditions.
.
Answer. The solution of Cauchy problem for the given equation is
.
Remark (superposition principle). We often meet with situations when a se-cond term of a differential equation (23) is a sum of several different summands of a specific form. Let for example
. ( 36 )
A particular solution of the equation (36) equals the sum of particular solutions of the next equations
.
■Let . Then , and therefore
.
It means that the sum is a particular solution of the equation (36), that is
.■
In practice one can find with the help of one procedure.
Ex. 18. Find the general solution of a differential equation
.
1. The general solution of the associated homogeneous equation
is
because of the characteristic equation has two equal real roots .
2. The second term of the given differential equation is the sum of three summands
.
On the base of the superposition principle and the formulas (27) - (28), (25) - (26), (33) - (34) we can sequentially seek three corresponding particular solutions
and then take their sum. But it’s better to find at once the particular solution of the given equation as the sum of such solutions
.
Since
the substitution of the values of in the given equation gives
.
After convenient grouping of the summands
we get
.
Therefore
,
and the general solution of the differential equation is
.