Linear Second Order ODE/y'' - 2 y' - 3 y = 64 x exp -x
Theorem
The second order ODE:
- $(1): \quad y - 2 y' - 3 y = 64 x e^{-x}$
has the general solution:
- $y = C_1 e^{3 x} + C_2 e^{-x} - e^{-x} \paren {8 x^2 + 4 x + 1}$
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:
- $p = -2$
- $q = -3$
- $\map R x = 64 x e^{-x}$
First we establish the solution of the corresponding constant coefficient homogeneous linear second order ODE:
- $y - 2 y' - 3 y = 0$
From Linear Second Order ODE: $y - 2 y' - 3 y = 0$, this has the general solution:
- $y_g = C_1 e^{3 x} + C_2 e^{-x}$
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:
\(\ds \map {y_1} x\) | \(=\) | \(\ds e^{3 x}\) | ||||||||||||
\(\ds \map {y_2} x\) | \(=\) | \(\ds e^{-x}\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds \map { {y_1}'} x\) | \(=\) | \(\ds 3 e^{3 x}\) | Derivative of Exponential Function | ||||||||||
\(\ds \map { {y_2}'} x\) | \(=\) | \(\ds -e^{-x}\) | Derivative of Exponential Function |
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 | |||||||||||
\(\ds \) | \(=\) | \(\ds e^{3 x} \paren {-e^{-x} } - e^{-x} \paren {3 e^{3 x} }\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -e^{2 x} - 3 e^{2 x}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -4 e^{2 x}\) |
Hence:
\(\ds v_1\) | \(=\) | \(\ds \int -\frac {y_2 \, \map R x} {\map W {y_1, y_2} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int -\frac {e^{-x} 64 x e^{-x} } {-4 e^{2 x} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 16 \int x e^{-4 x} \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds 16 \frac {e^{-4 x} } {-4} \paren {x - \frac 1 {-4} }\) | Primitive of $x e^{a x}$ | |||||||||||
\(\ds \) | \(=\) | \(\ds -4 e^{-4 x} \paren {x + \frac 1 4}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -4 x e^{-4 x} - e^{-4 x}\) |
\(\ds v_2\) | \(=\) | \(\ds \int \frac {y_1 \, \map R x} {\map W {y_1, y_2} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int \frac {e^{3 x} 64 x e^{-x} } {-4 e^{2 x} } \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds - 16 \int x \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -8 x^2\) | Primitive of Power |
It follows that:
\(\ds y_p\) | \(=\) | \(\ds \paren {-4 x e^{-4 x} - e^{-4 x} } e^{3 x} + \paren {-8 x^2} e^{-x}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -4 x e^{-x} - e^{-x} - 8 x^2 e^{-x}\) | simplifying | |||||||||||
\(\ds \) | \(=\) | \(\ds -e^{-x} \paren {8 x^2 + 4 x + 1}\) | simplifying |
So from General Solution of Linear 2nd Order ODE from Homogeneous 2nd Order ODE and Particular Solution:
- $y = y_g + y_p = C_1 e^{3 x} + C_2 e^{-x} - e^{-x} \paren {8 x^2 + 4 x + 1}$
is the general solution to $(1)$.
$\blacksquare$
Sources
- 1972: George F. Simmons: Differential Equations ... (previous) ... (next): $\S 3.19$: Problem $3 \ \text{(c)}$