Linear Second Order ODE/y'' + 2 y' + 5 y = exp -x secant 2 x
Theorem
The second order ODE:
- $(1): \quad y + 2 y' + 5 y = e^{-x} \sec 2 x$
has the general solution:
- $y = e^{-x} \paren {C_1 \cos 2 x + C_2 \sin 2 x} + \dfrac {x e^{-x} \sin 2 x} 2 + \dfrac {e^{-x} \cos 2 x \ln \cos 2 x} 4$
Proof
It can be seen that $(1)$ is a nonhomogeneous linear second order ODE in the form:
- $y + p y' + q y = \map R x$
where:
- $p = 2$
- $q = 5$
- $\map R x = e^{-x} \sec 2 x$
First we establish the solution of the corresponding constant coefficient homogeneous linear second order ODE:
- $y + 2 y' + 5 y = 0$
From Linear Second Order ODE: $y + 2 y' + 5 y = 0$, this has the general solution:
- $y_g = e^{-x} \paren {C_1 \cos 2 x + C_2 \sin 2 x}$
It remains to find a particular solution $y_p$ to $(1)$.
Expressing $y_g$ in the form:
- $y_g = C_1 \, \map {y_1} x + C_2 \, \map {y_2} x$
we have:
\(\ds \map {y_1} x\) | \(=\) | \(\ds e^{-x} \cos 2 x\) | ||||||||||||
\(\ds \map {y_2} x\) | \(=\) | \(\ds e^{-x} \sin 2 x\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds \map { {y_1}'} x\) | \(=\) | \(\ds -e^{-x} \cos 2 x - 2 e^{-x} \sin 2 x\) | Derivative of Exponential Function | ||||||||||
\(\ds \) | \(=\) | \(\ds -e^{-x} \paren {\cos 2 x + 2 \sin 2 x}\) | ||||||||||||
\(\ds \map { {y_2}'} x\) | \(=\) | \(\ds -e^{-x} \sin 2 x + 2 e^{-x} \cos 2 x\) | Derivative of Exponential Function | |||||||||||
\(\ds \) | \(=\) | \(\ds e^{-x} \paren {2 \cos 2 x - \sin 2 x}\) |
By the Method of Variation of Parameters, we have that:
- $y_p = v_1 y_1 + v_2 y_2$
where:
\(\ds v_1\) | \(=\) | \(\ds \int -\frac {y_2 \, \map R x} {\map W {y_1, y_2} } \rd x\) | ||||||||||||
\(\ds v_2\) | \(=\) | \(\ds \int \frac {y_1 \, \map R x} {\map W {y_1, y_2} } \rd x\) |
where $\map W {y_1, y_2}$ is the Wronskian of $y_1$ and $y_2$.
We have that:
\(\ds \map W {y_1, y_2}\) | \(=\) | \(\ds y_1 {y_2}' - y_2 {y_1}'\) | Definition of Wronskian | |||||||||||
\(\ds \) | \(=\) | \(\ds e^{-x} \cos 2 x \paren {e^{-x} \paren {2 \cos 2 x - \sin 2 x} } - e^{-x} \sin 2 x \paren {-e^{-x} \paren {\cos 2 x + 2 \sin 2 x} }\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds e^{-2 x} \paren {2 \cos^2 2 x - \cos 2 x \sin 2 x + \sin 2 x \cos 2 x + 2 \sin^2 2 x}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 2 e^{-2 x} \paren {\cos^2 2 x + \sin^2 2 x}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 2 e^{-2 x}\) | Sum of Squares of Sine and Cosine |
Hence:
\(\ds v_1\) | \(=\) | \(\ds \int -\frac {y_2 \, \map R x} {\map W {y_1, y_2} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int -\frac {e^{-x} \sin 2 x e^{-x} \sec 2 x} {2 e^{-2 x} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -\frac 1 2 \int \sin 2 x \sec 2 x \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -\frac 1 2 \int \frac {\sin 2 x} {\cos 2 x} \rd x\) | Secant is Reciprocal of Cosine | |||||||||||
\(\ds \) | \(=\) | \(\ds -\frac 1 2 \int \tan 2 x \rd x\) | Tangent is Sine divided by Cosine | |||||||||||
\(\ds \) | \(=\) | \(\ds \frac 1 4 \ln \cos 2 x\) | Primitive of $\tan a x$ |
\(\ds v_2\) | \(=\) | \(\ds \int \frac {y_1 \, \map R x} {\map W {y_1, y_2} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int \frac {e^{-x} \cos 2 x e^{-x} \sec 2 x} {2 e^{-2 x} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \frac 1 2 \int \cos 2 x \sec 2 x \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \frac 1 2 \int \rd x\) | Secant is Reciprocal of Cosine | |||||||||||
\(\ds \) | \(=\) | \(\ds \frac x 2\) | Primitive of Constant |
It follows that:
\(\ds y_p\) | \(=\) | \(\ds \paren {\frac 1 4 \ln \cos 2 x} e^{-x} \cos 2 x + \paren {\frac x 2} e^{-x} \sin 2 x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \frac {x e^{-x} \sin 2 x} 2 + \frac {e^{-x} \cos 2 x \ln \cos 2 x} 4\) | rearranging |
So from General Solution of Linear 2nd Order ODE from Homogeneous 2nd Order ODE and Particular Solution:
- $y = y_g + y_p = e^{-x} \paren {C_1 \cos 2 x + C_2 \sin 2 x} + \dfrac {x e^{-x} \sin 2 x} 2 + \dfrac {e^{-x} \cos 2 x \ln \cos 2 x} 4$
is the general solution to $(1)$.
$\blacksquare$
Sources
- 1972: George F. Simmons: Differential Equations ... (previous) ... (next): $\S 3.19$: Problem $3 \ \text{(d)}$