Non-homogenous Second Order Linear ODE

Calculus Level 3

Consider the following non-homogenous second order linear ODE: x 2 d 2 y d x 2 x d y d x + y = x 2 x^2 \frac{d^2y}{{dx}^{2}}-x\frac{dy}{dx}+y=x^2 .

Given that y ( 1 ) = 2 y(1)=2 and y ( e ) = 2 e y'(e)=2e , y ( 3 ) = a 1 2 ln b y(3)=a-\frac{1}{2}\ln{b} where a a and b b are positive integers. What is a + b a+b ?


The answer is 39.

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1 solution

Nick Turtle
Oct 27, 2017

x 2 d 2 y d x 2 x d y d x + y = x 2 x^2 \frac{d^2y}{{dx}^{2}}-x\frac{dy}{dx}+y=x^2

Guess that a particular solution is of the form y = a x 2 + b x + c y=ax^2+bx+c . Then, d y d x = 2 a x + b \frac{dy}{dx}=2ax+b and d 2 y d x 2 = 2 a \frac{d^2y}{{dx}^2}=2a . Substituting this in and equating coefficients, we obtain that a = 1 , b = 0 , c = 0 a=1, b=0, c=0 . Thus, one particular solution is of the form y p = x 2 y_p=x^2 .

In order to find the general solution, we need to add the particular solution to the general solution of the associated homogenous differential equation: x 2 d 2 y d x 2 x d y d x + y = 0 x^2 \frac{d^2y}{{dx}^{2}}-x\frac{dy}{dx}+y=0 . This is harder to solve, but we notice by inspection that one solution is y 1 = x y_1=x .

Thus, using reduction of order, we guess that another solution is of the form y 2 = v y 1 = v x y_2=vy_1=vx , where v v is a function of x x . Then, d y 2 d x = d v d x x + v \frac{dy_2}{dx}=\frac{dv}{dx}x+v and d 2 y 2 d x 2 = d 2 v d x 2 x + 2 d v d x \frac{d^2y_2}{{dx}^2}=\frac{d^2v}{{dx}^2}x+2\frac{dv}{dx} .

Substituting in, we obtain d 2 v d x 2 x 3 + d v d x x 2 = 0 \frac{d^2v}{{dx}^2}x^3+\frac{dv}{dx}x^2=0 . Substitute w = d v d x w=\frac{dv}{dx} and d w d x = d 2 v d x 2 \frac{dw}{dx}=\frac{d^2v}{{dx}^2} gives a separable differential equation which we get w = 1 x w=\frac{1}{x} and thus v = ln x v=\ln{x} . From this, we get that y 2 = x ln x y_2=x \ln{x} .

Since y 1 y_1 and y 2 y_2 are not linearly dependent on each other, the general solution to the associated homogeneous differential equation is c 1 y 1 + c 2 y 2 = c 1 x + c 2 x ln x c_1y_1+c_2y_2=c_1x+c_2 x \ln{x} .

Finally, our general solution to the original nonhomogenous equation is x 2 + c 1 x + c 2 x ln x x^2+c_1x+c_2 x \ln{x} . The derivative of this is 2 x + c 1 + c 2 ( 1 + ln x ) 2x+c_1+c_2(1+\ln{x}) .

Using the initial conditions, we get c 1 = 1 c_1=1 and c 2 = 1 2 c_2=-\frac{1}{2} . Thus, y ( x ) = x 2 + x 1 2 x ln x y(x)=x^2+x- \frac{1}{2} x \ln{x} and y ( 3 ) = 12 1 2 ln 27 y(3)=12-\frac{1}{2}\ln{27} .

The answer is 12 + 27 = 39 12+27=39 .

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