Internal problem ID [2237]
Internal file name [OUTPUT/2237_Monday_February_26_2024_09_18_37_AM_58340241/index.tex]
Book: Differential Equations by Alfred L. Nelson, Karl W. Folley, Max Coral. 3rd ed. DC heath.
Boston. 1964
Section: Exercise 24, page 109
Problem number: 4.
ODE order: 3.
ODE degree: 1.
The type(s) of ODE detected by this program : "higher_order_linear_constant_coefficients_ODE"
Maple gives the following as the ode type
[[_3rd_order, _missing_y]]
\[ \boxed {y^{\prime \prime \prime }+4 y^{\prime }={\mathrm e}^{x}+\sin \left (x \right )} \] This is higher order nonhomogeneous ODE. Let the solution be \[ y = y_h + y_p \] Where \(y_h\) is the solution to the homogeneous ODE And \(y_p\) is a particular solution to the nonhomogeneous ODE. \(y_h\) is the solution to \[ y^{\prime \prime \prime }+4 y^{\prime } = 0 \] The characteristic equation is \[ \lambda ^{3}+4 \lambda = 0 \] The roots of the above equation are \begin {align*} \lambda _1 &= 0\\ \lambda _2 &= 2 i\\ \lambda _3 &= -2 i \end {align*}
Therefore the homogeneous solution is \[ y_h(x)=c_{1} +{\mathrm e}^{-2 i x} c_{2} +{\mathrm e}^{2 i x} c_{3} \] The fundamental set of solutions for the homogeneous solution are the following \begin{align*} y_1 &= 1 \\ y_2 &= {\mathrm e}^{-2 i x} \\ y_3 &= {\mathrm e}^{2 i x} \\ \end{align*} Now the particular solution to the given ODE is found \[ y^{\prime \prime \prime }+4 y^{\prime } = {\mathrm e}^{x}+\sin \left (x \right ) \] The particular solution is found using the method of undetermined coefficients. Looking at the RHS of the ode, which is \[ {\mathrm e}^{x}+\sin \left (x \right ) \] Shows that the corresponding undetermined set of the basis functions (UC_set) for the trial solution is \[ [\{{\mathrm e}^{x}\}, \{\cos \left (x \right ), \sin \left (x \right )\}] \] While the set of the basis functions for the homogeneous solution found earlier is \[ \{1, {\mathrm e}^{-2 i x}, {\mathrm e}^{2 i x}\} \] Since there is no duplication between the basis function in the UC_set and the basis functions of the homogeneous solution, the trial solution is a linear combination of all the basis in the UC_set. \[ y_p = A_{1} {\mathrm e}^{x}+A_{2} \cos \left (x \right )+A_{3} \sin \left (x \right ) \] The unknowns \(\{A_{1}, A_{2}, A_{3}\}\) are found by substituting the above trial solution \(y_p\) into the ODE and comparing coefficients. Substituting the trial solution into the ODE and simplifying gives \[ 5 A_{1} {\mathrm e}^{x}-3 A_{2} \sin \left (x \right )+3 A_{3} \cos \left (x \right ) = {\mathrm e}^{x}+\sin \left (x \right ) \] Solving for the unknowns by comparing coefficients results in \[ \left [A_{1} = {\frac {1}{5}}, A_{2} = -{\frac {1}{3}}, A_{3} = 0\right ] \] Substituting the above back in the above trial solution \(y_p\), gives the particular solution \[ y_p = \frac {{\mathrm e}^{x}}{5}-\frac {\cos \left (x \right )}{3} \] Therefore the general solution is \begin{align*} y &= y_h + y_p \\ &= \left (c_{1} +{\mathrm e}^{-2 i x} c_{2} +{\mathrm e}^{2 i x} c_{3}\right ) + \left (\frac {{\mathrm e}^{x}}{5}-\frac {\cos \left (x \right )}{3}\right ) \\ \end{align*}
The solution(s) found are the following \begin{align*} \tag{1} y &= c_{1} +{\mathrm e}^{-2 i x} c_{2} +{\mathrm e}^{2 i x} c_{3} +\frac {{\mathrm e}^{x}}{5}-\frac {\cos \left (x \right )}{3} \\ \end{align*}
Verification of solutions
\[ y = c_{1} +{\mathrm e}^{-2 i x} c_{2} +{\mathrm e}^{2 i x} c_{3} +\frac {{\mathrm e}^{x}}{5}-\frac {\cos \left (x \right )}{3} \] Verified OK.
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & y^{\prime \prime \prime }+4 y^{\prime }={\mathrm e}^{x}+\sin \left (x \right ) \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 3 \\ {} & {} & y^{\prime \prime \prime } \\ \square & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{1}\left (x \right ) \\ {} & {} & y_{1}\left (x \right )=y \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{2}\left (x \right ) \\ {} & {} & y_{2}\left (x \right )=y^{\prime } \\ {} & \circ & \textrm {Define new variable}\hspace {3pt} y_{3}\left (x \right ) \\ {} & {} & y_{3}\left (x \right )=y^{\prime \prime } \\ {} & \circ & \textrm {Isolate for}\hspace {3pt} y_{3}^{\prime }\left (x \right )\hspace {3pt}\textrm {using original ODE}\hspace {3pt} \\ {} & {} & y_{3}^{\prime }\left (x \right )={\mathrm e}^{x}+\sin \left (x \right )-4 y_{2}\left (x \right ) \\ & {} & \textrm {Convert linear ODE into a system of first order ODEs}\hspace {3pt} \\ {} & {} & \left [y_{2}\left (x \right )=y_{1}^{\prime }\left (x \right ), y_{3}\left (x \right )=y_{2}^{\prime }\left (x \right ), y_{3}^{\prime }\left (x \right )={\mathrm e}^{x}+\sin \left (x \right )-4 y_{2}\left (x \right )\right ] \\ \bullet & {} & \textrm {Define vector}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}\left (x \right )=\left [\begin {array}{c} y_{1}\left (x \right ) \\ y_{2}\left (x \right ) \\ y_{3}\left (x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {System to solve}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}^{\prime }\left (x \right )=\left [\begin {array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & -4 & 0 \end {array}\right ]\cdot {\moverset {\rightarrow }{y}}\left (x \right )+\left [\begin {array}{c} 0 \\ 0 \\ {\mathrm e}^{x}+\sin \left (x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {Define the forcing function}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{f}}\left (x \right )=\left [\begin {array}{c} 0 \\ 0 \\ {\mathrm e}^{x}+\sin \left (x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {Define the coefficient matrix}\hspace {3pt} \\ {} & {} & A =\left [\begin {array}{ccc} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & -4 & 0 \end {array}\right ] \\ \bullet & {} & \textrm {Rewrite the system as}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}^{\prime }\left (x \right )=A \cdot {\moverset {\rightarrow }{y}}\left (x \right )+{\moverset {\rightarrow }{f}} \\ \bullet & {} & \textrm {To solve the system, find the eigenvalues and eigenvectors of}\hspace {3pt} A \\ \bullet & {} & \textrm {Eigenpairs of}\hspace {3pt} A \\ {} & {} & \left [\left [0, \left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ]\right ], \left [-2 \,\mathrm {I}, \left [\begin {array}{c} -\frac {1}{4} \\ \frac {\mathrm {I}}{2} \\ 1 \end {array}\right ]\right ], \left [2 \,\mathrm {I}, \left [\begin {array}{c} -\frac {1}{4} \\ -\frac {\mathrm {I}}{2} \\ 1 \end {array}\right ]\right ]\right ] \\ \bullet & {} & \textrm {Consider eigenpair}\hspace {3pt} \\ {} & {} & \left [0, \left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution to homogeneous system from eigenpair}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{1}=\left [\begin {array}{c} 1 \\ 0 \\ 0 \end {array}\right ] \\ \bullet & {} & \textrm {Consider complex eigenpair, complex conjugate eigenvalue can be ignored}\hspace {3pt} \\ {} & {} & \left [-2 \,\mathrm {I}, \left [\begin {array}{c} -\frac {1}{4} \\ \frac {\mathrm {I}}{2} \\ 1 \end {array}\right ]\right ] \\ \bullet & {} & \textrm {Solution from eigenpair}\hspace {3pt} \\ {} & {} & {\mathrm e}^{-2 \,\mathrm {I} x}\cdot \left [\begin {array}{c} -\frac {1}{4} \\ \frac {\mathrm {I}}{2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Use Euler identity to write solution in terms of}\hspace {3pt} \sin \hspace {3pt}\textrm {and}\hspace {3pt} \cos \\ {} & {} & \left (\cos \left (2 x \right )-\mathrm {I} \sin \left (2 x \right )\right )\cdot \left [\begin {array}{c} -\frac {1}{4} \\ \frac {\mathrm {I}}{2} \\ 1 \end {array}\right ] \\ \bullet & {} & \textrm {Simplify expression}\hspace {3pt} \\ {} & {} & \left [\begin {array}{c} -\frac {\cos \left (2 x \right )}{4}+\frac {\mathrm {I} \sin \left (2 x \right )}{4} \\ \frac {\mathrm {I}}{2} \left (\cos \left (2 x \right )-\mathrm {I} \sin \left (2 x \right )\right ) \\ \cos \left (2 x \right )-\mathrm {I} \sin \left (2 x \right ) \end {array}\right ] \\ \bullet & {} & \textrm {Both real and imaginary parts are solutions to the homogeneous system}\hspace {3pt} \\ {} & {} & \left [{\moverset {\rightarrow }{y}}_{2}\left (x \right )=\left [\begin {array}{c} -\frac {\cos \left (2 x \right )}{4} \\ \frac {\sin \left (2 x \right )}{2} \\ \cos \left (2 x \right ) \end {array}\right ], {\moverset {\rightarrow }{y}}_{3}\left (x \right )=\left [\begin {array}{c} \frac {\sin \left (2 x \right )}{4} \\ \frac {\cos \left (2 x \right )}{2} \\ -\sin \left (2 x \right ) \end {array}\right ]\right ] \\ \bullet & {} & \textrm {General solution of the system of ODEs can be written in terms of the particular solution}\hspace {3pt} {\moverset {\rightarrow }{y}}_{p}\left (x \right ) \\ {} & {} & {\moverset {\rightarrow }{y}}\left (x \right )=c_{1} {\moverset {\rightarrow }{y}}_{1}+c_{2} {\moverset {\rightarrow }{y}}_{2}\left (x \right )+c_{3} {\moverset {\rightarrow }{y}}_{3}\left (x \right )+{\moverset {\rightarrow }{y}}_{p}\left (x \right ) \\ \square & {} & \textrm {Fundamental matrix}\hspace {3pt} \\ {} & \circ & \textrm {Let}\hspace {3pt} \phi \left (x \right )\hspace {3pt}\textrm {be the matrix whose columns are the independent solutions of the homogeneous system.}\hspace {3pt} \\ {} & {} & \phi \left (x \right )=\left [\begin {array}{ccc} 1 & -\frac {\cos \left (2 x \right )}{4} & \frac {\sin \left (2 x \right )}{4} \\ 0 & \frac {\sin \left (2 x \right )}{2} & \frac {\cos \left (2 x \right )}{2} \\ 0 & \cos \left (2 x \right ) & -\sin \left (2 x \right ) \end {array}\right ] \\ {} & \circ & \textrm {The fundamental matrix,}\hspace {3pt} \Phi \left (x \right )\hspace {3pt}\textrm {is a normalized version of}\hspace {3pt} \phi \left (x \right )\hspace {3pt}\textrm {satisfying}\hspace {3pt} \Phi \left (0\right )=I \hspace {3pt}\textrm {where}\hspace {3pt} I \hspace {3pt}\textrm {is the identity matrix}\hspace {3pt} \\ {} & {} & \Phi \left (x \right )=\phi \left (x \right )\cdot \frac {1}{\phi \left (0\right )} \\ {} & \circ & \textrm {Substitute the value of}\hspace {3pt} \phi \left (x \right )\hspace {3pt}\textrm {and}\hspace {3pt} \phi \left (0\right ) \\ {} & {} & \Phi \left (x \right )=\left [\begin {array}{ccc} 1 & -\frac {\cos \left (2 x \right )}{4} & \frac {\sin \left (2 x \right )}{4} \\ 0 & \frac {\sin \left (2 x \right )}{2} & \frac {\cos \left (2 x \right )}{2} \\ 0 & \cos \left (2 x \right ) & -\sin \left (2 x \right ) \end {array}\right ]\cdot \frac {1}{\left [\begin {array}{ccc} 1 & -\frac {1}{4} & 0 \\ 0 & 0 & \frac {1}{2} \\ 0 & 1 & 0 \end {array}\right ]} \\ {} & \circ & \textrm {Evaluate and simplify to get the fundamental matrix}\hspace {3pt} \\ {} & {} & \Phi \left (x \right )=\left [\begin {array}{ccc} 1 & \frac {\sin \left (2 x \right )}{2} & \frac {1}{4}-\frac {\cos \left (2 x \right )}{4} \\ 0 & \cos \left (2 x \right ) & \frac {\sin \left (2 x \right )}{2} \\ 0 & -2 \sin \left (2 x \right ) & \cos \left (2 x \right ) \end {array}\right ] \\ \square & {} & \textrm {Find a particular solution of the system of ODEs using variation of parameters}\hspace {3pt} \\ {} & \circ & \textrm {Let the particular solution be the fundamental matrix multiplied by}\hspace {3pt} {\moverset {\rightarrow }{v}}\left (x \right )\hspace {3pt}\textrm {and solve for}\hspace {3pt} {\moverset {\rightarrow }{v}}\left (x \right ) \\ {} & {} & {\moverset {\rightarrow }{y}}_{p}\left (x \right )=\Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}\left (x \right ) \\ {} & \circ & \textrm {Take the derivative of the particular solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{p}^{\prime }\left (x \right )=\Phi ^{\prime }\left (x \right )\cdot {\moverset {\rightarrow }{v}}\left (x \right )+\Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}^{\prime }\left (x \right ) \\ {} & \circ & \textrm {Substitute particular solution and its derivative into the system of ODEs}\hspace {3pt} \\ {} & {} & \Phi ^{\prime }\left (x \right )\cdot {\moverset {\rightarrow }{v}}\left (x \right )+\Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}^{\prime }\left (x \right )=A \cdot \Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}\left (x \right )+{\moverset {\rightarrow }{f}}\left (x \right ) \\ {} & \circ & \textrm {The fundamental matrix has columns that are solutions to the homogeneous system so its derivative follows that of the homogeneous system}\hspace {3pt} \\ {} & {} & A \cdot \Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}\left (x \right )+\Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}^{\prime }\left (x \right )=A \cdot \Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}\left (x \right )+{\moverset {\rightarrow }{f}}\left (x \right ) \\ {} & \circ & \textrm {Cancel like terms}\hspace {3pt} \\ {} & {} & \Phi \left (x \right )\cdot {\moverset {\rightarrow }{v}}^{\prime }\left (x \right )={\moverset {\rightarrow }{f}}\left (x \right ) \\ {} & \circ & \textrm {Multiply by the inverse of the fundamental matrix}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{v}}^{\prime }\left (x \right )=\frac {1}{\Phi \left (x \right )}\cdot {\moverset {\rightarrow }{f}}\left (x \right ) \\ {} & \circ & \textrm {Integrate to solve for}\hspace {3pt} {\moverset {\rightarrow }{v}}\left (x \right ) \\ {} & {} & {\moverset {\rightarrow }{v}}\left (x \right )=\int _{0}^{x}\frac {1}{\Phi \left (s \right )}\cdot {\moverset {\rightarrow }{f}}\left (s \right )d s \\ {} & \circ & \textrm {Plug}\hspace {3pt} {\moverset {\rightarrow }{v}}\left (x \right )\hspace {3pt}\textrm {into the equation for the particular solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{p}\left (x \right )=\Phi \left (x \right )\cdot \left (\int _{0}^{x}\frac {1}{\Phi \left (s \right )}\cdot {\moverset {\rightarrow }{f}}\left (s \right )d s \right ) \\ {} & \circ & \textrm {Plug in the fundamental matrix and the forcing function and compute}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}_{p}\left (x \right )=\left [\begin {array}{c} \frac {4 \cos \left (x \right )^{2}}{15}+\frac {\left (-3 \sin \left (x \right )-5\right ) \cos \left (x \right )}{15}+\frac {{\mathrm e}^{x}}{5}-\frac {2}{15} \\ \frac {\left (-8 \cos \left (x \right )+5\right ) \sin \left (x \right )}{15}-\frac {2 \cos \left (x \right )^{2}}{5}+\frac {{\mathrm e}^{x}}{5}+\frac {1}{5} \\ \frac {4 \sin \left (x \right ) \cos \left (x \right )}{5}-\frac {16 \cos \left (x \right )^{2}}{15}+\frac {{\mathrm e}^{x}}{5}+\frac {\cos \left (x \right )}{3}+\frac {8}{15} \end {array}\right ] \\ \bullet & {} & \textrm {Plug particular solution back into general solution}\hspace {3pt} \\ {} & {} & {\moverset {\rightarrow }{y}}\left (x \right )=c_{1} {\moverset {\rightarrow }{y}}_{1}+c_{2} {\moverset {\rightarrow }{y}}_{2}\left (x \right )+c_{3} {\moverset {\rightarrow }{y}}_{3}\left (x \right )+\left [\begin {array}{c} \frac {4 \cos \left (x \right )^{2}}{15}+\frac {\left (-3 \sin \left (x \right )-5\right ) \cos \left (x \right )}{15}+\frac {{\mathrm e}^{x}}{5}-\frac {2}{15} \\ \frac {\left (-8 \cos \left (x \right )+5\right ) \sin \left (x \right )}{15}-\frac {2 \cos \left (x \right )^{2}}{5}+\frac {{\mathrm e}^{x}}{5}+\frac {1}{5} \\ \frac {4 \sin \left (x \right ) \cos \left (x \right )}{5}-\frac {16 \cos \left (x \right )^{2}}{15}+\frac {{\mathrm e}^{x}}{5}+\frac {\cos \left (x \right )}{3}+\frac {8}{15} \end {array}\right ] \\ \bullet & {} & \textrm {First component of the vector is the solution to the ODE}\hspace {3pt} \\ {} & {} & y=\frac {\left (-30 c_{2} +16\right ) \cos \left (x \right )^{2}}{60}+\frac {\left (-20+\left (30 c_{3} -12\right ) \sin \left (x \right )\right ) \cos \left (x \right )}{60}+c_{1} +\frac {c_{2}}{4}+\frac {{\mathrm e}^{x}}{5}-\frac {2}{15} \end {array} \]
Maple trace
`Methods for third order ODEs: --- Trying classification methods --- trying a quadrature trying high order exact linear fully integrable trying differential order: 3; linear nonhomogeneous with symmetry [0,1] -> Calling odsolve with the ODE`, diff(diff(_b(_a), _a), _a) = -4*_b(_a)+exp(_a)+sin(_a), _b(_a)` *** Sublevel 2 *** Methods for second order ODEs: --- Trying classification methods --- trying a quadrature trying high order exact linear fully integrable trying differential order: 2; linear nonhomogeneous with symmetry [0,1] trying a double symmetry of the form [xi=0, eta=F(x)] -> Try solving first the homogeneous part of the ODE checking if the LODE has constant coefficients <- constant coefficients successful <- solving first the homogeneous part of the ODE successful <- differential order: 3; linear nonhomogeneous with symmetry [0,1] successful`
✓ Solution by Maple
Time used: 0.016 (sec). Leaf size: 28
dsolve(diff(y(x),x$3)+4*diff(y(x),x)=exp(x)+sin(x),y(x), singsol=all)
\[ y \left (x \right ) = \frac {\sin \left (2 x \right ) c_{1}}{2}-\frac {c_{2} \cos \left (2 x \right )}{2}+\frac {{\mathrm e}^{x}}{5}-\frac {\cos \left (x \right )}{3}+c_{3} \]
✓ Solution by Mathematica
Time used: 0.241 (sec). Leaf size: 37
DSolve[y'''[x]+4*y'[x]==Exp[x]+Sin[x],y[x],x,IncludeSingularSolutions -> True]
\[ y(x)\to \frac {e^x}{5}-\frac {1}{2} c_2 \cos (2 x)+\cos (x) \left (-\frac {1}{3}+c_1 \sin (x)\right )+c_3 \]