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Old May 25th, 2008, 01:23 AM
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Technique #2 : The "Annihilator" Method:


An alternative to the first technique would be the Annihilator method. As it's name foretells, we annihilate the non-homogeneous term and make the equation homogeneous.

To use the Annihilator technique, you must rewrite the DE using Differential Operator Notation:


a\frac{d^2y}{dx^2}+b\frac{dy}{dx}+cy=f(x) \implies aD^2y+bDy+cy=f(x) \implies \left(aD^2+bD+c\right)(y)=f(x)

Note that we "factor" out a y (I use this term very loosely; you really can't factor out the y, but as you will see, it will work out to our advantage )

You can apply the annihilator to any of the following families of functions that f(x) can be:

1. 1,x,x^2,x^3,\cdots ,x^{n-1}

2. e^{\alpha x}, xe^{\alpha x}, x^2e^{\alpha x},\cdots ,x^{n-1}e^{\alpha x}

3. e^{\alpha x}\cos(\beta x), xe^{\alpha x}\cos(\beta x), x^2e^{\alpha x}\cos(\beta x),\cdots,x^{n-1}e^{\alpha x}\cos(\beta x)

4. e^{\alpha x}\sin(\beta x), xe^{\alpha x}\sin(\beta x), x^2e^{\alpha x}\sin(\beta x),\cdots,x^{n-1}e^{\alpha x}\sin(\beta x)

The Annihilators
:

\color{red}\boxed{D^{n}} will annihilate 1,x,x^2,x^3,\cdots ,x^{n-1}.

I will leave it for you to prove the other two:

\color{red}\boxed{\left(D-\alpha\right)^n} will annihilate e^{\alpha x}, xe^{\alpha x}, x^2e^{\alpha x},\cdots ,x^{n-1}e^{\alpha x}.

\color{red}\boxed{\left(D^2-2\alpha D+(\alpha^2+\beta^2)\right)^n} will annihilate e^{\alpha x}\cos(\beta x), xe^{\alpha x}\cos(\beta x), x^2e^{\alpha x}\cos(\beta x),\cdots,x^{n-1}e^{\alpha x}\cos(\beta x) and
e^{\alpha x}\sin(\beta x), xe^{\alpha x}\sin(\beta x), x^2e^{\alpha x}\sin(\beta x),\cdots,x^{n-1}e^{\alpha x}\sin(\beta x).

Example 17:

Solve y''-4y=\cosh (2x).

Solving the homogeneous equation y'' -4y=0, we see that r^2-4=0 \implies r=\pm 2. Thus the complimentary solution is y_c=c_1e^{-2x}+c_2e^{2x}.

Now, to apply the annihilator to the DE, we need to rewrite it in differential form:

y''-4y=\cosh (2x) \implies \left(D^2-4\right)(y)=\cosh (2x)

noting that \cosh u =\frac{1}{2}\left( e^{u}+e^{-u}\right), we have the DE:

\left(D^2-4\right)(y)=\frac{1}{2}\left(e^{2x}+e^{-2x}\right)

Let us determine the proper annihilator:

D-2 \ \text{annihilates} \ e^{2x} \ \text{and} \ D+2 \ \text{annihilates} \ e^{-2x}. This may pose a problem: we have two different annihilators! so which one do we apply to the DE? the answer is both. There is a theorem that states something like the following:

If there are two functions f(x) \ \text{and} \ g(x) and their annihilators are L_1 \ \text{and} \ L_2 respectively,
then the product of the two annihilators \left(L_1L_2\right) will annihilate f(x)+g(x).

Thus, \left(D-2\right)\left(D+2\right) will annihilate \frac{1}{2}\left(e^{2x}+e^{-2x}\right).

Applying the newly found annihilator to both sides we get:

\left(D+2\right)\left(D-2\right)\left(D^2-4\right)(y)=0

Now rewrite the equation so we get the characteristic equation:

\left(r+2\right)\left(r-2\right)\left(r^2-4\right)=0

Solving for r, we get r=2 with multiplicity 2 and r=-2 with multiplicity 2.

Note that 2 of the r values were values used to determine the complimentary solution! Thus, the general solution will be:

y=\underbrace{c_1e^{-2x}+c_2e^{2x}}_{y_c}+\underbrace{c_3xe^{-2x}+c_4xe^{2x}}_{y_p}

Now find the coefficients c_3 \ \text{and} \ c_4 (which I will denote by A and B, respectively).

y_p=Axe^{-2x}+Bxe^{2x}
y_{p}^{/}=\left(A-2Ax\right)e^{-2x}+\left(2Bx+B\right)e^{2x}
y_{p}^{//}=\left(4Ax-4A\right)e^{-2x}+\left(4Bx+4B\right)e^{2x}

Substituting these values into the DE, we get:

\left(4Ax-4A\right)e^{-2x}+\left(4Bx+4B\right)e^{2x}-4\left[Axe^{-2x}+Bxe^{2x}\right]=\frac{1}{2}\left(e^{2x}+e^{-2x}\right)

\implies -4Ae^{-2x}+4Be^{2x}=\frac{1}{2}\left(e^{2x}+e^{-2x}\right)

Comparing the coefficients, we get:

\begin{aligned}-4A &= \frac{1}{2}\\4B &= \frac{1}{2}\end{aligned}

This gives us A=-\frac{1}{8} and B=\frac{1}{8}

Therefore the general solution is:

\color{red}\boxed{y=c_1e^{-2x}+c_2e^{2x}-\frac{1}{8}\left(xe^{-2x}-xe^{2x}\right)}


Example 18:

Solve y''-6y'+13y=xe^{3x}\sin(2x) (WARNING!! THIS IS A VERY TEDIOUS PROBLEM TO SOLVE!!! )

Here's the easy part (solve the homogeneous equation):

y''-6y+13=0 \implies r^2-6r+13=0\implies r=\frac{6\pm \sqrt{36-52}}{2}
\implies r=\frac{6\pm \sqrt{-16}}{2}\implies r=3\pm 2i

Thus the complimentary solution will be y_c=e^{3x}\left(c_1\cos(2x)+c_2\sin(2x)\right)

The next part isn't that bad (solving the non-homogeneous equation):

y''-6y+13=xe^{3x}\sin(2x) \implies \left(D^2-6D+13\right)(y)=xe^{3x}\sin(2x)

Now we can find the annihilator:

\left(D^2-2(3)D+(3^2+2^2)\right)^2 \implies \left(D^2-6D+13\right)^2 will annihilate xe^{3x}\sin(2x).

Applying the annihilator to both sides, we get:

\left(D^2-6D+13\right)^3(y)=0

Converting it to the characteristic equation, we have:

\left(r^2-6r+13\right)^3=0 \implies r=3\pm 2i with multiplicity three (note that one of these roots form the complementary solution)

Now here comes the nasty part: find y_p

y_p=xe^{3x}\left(A\cos(2x)+B\sin(2x)\right)+x^2e^{3x}\left(C\cos(2x)+D\sin(2x)\right)
\implies y_p=\left(Ax+Cx^2\right)e^{3x}\cos(2x)+\left(Bx+Dx^2\right)e^{3x}\sin(2x)

I'll leave it for you to show that

\begin{aligned}y_{p}^{/}=&\left[\left(3A+2B+2C\right)x+\left(3C+2D\right)x^2+A\right]e^{3x}cos(2x)\\&+\left[\left(3B-2A+2D\right)x+\left(3D-2C\right)x^2+B\right]e^{3x}\sin(2x)\end{aligned}

\begin{aligned}y_{p}^{//}=&\left[\left(5A+12B+12C+8D\right)x+\left(12D+5C\right)x^2+3A+2B\right]e^{3x}\cos(2x)\\&+\left[\left(5B-12A-8C+12D\right)x+\left(5D-12C\right)x^2+3B-2A\right]e^{3x}\sin(2x)\end{aligned}

Substituting this into the DE (), we have (...get ready...)

\begin{aligned}&\left(\left[\left(5A+12B+12C+8D\right)x+\left(12D+5C\right)x^2+3A+2B\right]e^{3x}\cos(2x)\right.\\&+\left.\left[\left(5B-12A-8C+12D\right)x+\left(5D-12C\right)x^2+3B-2A\right]e^{3x}\sin(2x)\right)\\&-6\left[\left[\left(3A+2B+2C\right)x+\left(3C+2D\right)x^2+A\right]e^{3x}cos(2x)\right.\end{aligned}
\begin{aligned}&+\left.\left[\left(3B-2A+2D\right)x+\left(3D-2C\right)x^2+B\right]e^{3x}\sin(2x)\right]\\&+13\left[\left(Ax+Cx^2\right)e^{3x}\cos(2x)+\left(Bx+Dx^2\right)e^{3x}\sin(2x)\right]=xe^{3x}\sin(2x)\end{aligned}

...well, after a decent amount of cancellations, we get:

\left[2D-3A+8Dx\right]e^{3x}\cos(2x)+\left[-3B-2A-8Cx\right]e^{3x}\sin(2x)=xe^{3x}\sin(2x)

Comparing the coefficients, we get:

\begin{aligned}2D-3A&=0 \\8D&=0 \\-8C&=1 \\-3B-2A&=0\end{aligned}

Solving this system, we get A=0 \text{,} \ B=0 \text{,} \ C=-\frac{1}{8} \text{,} \ \text{and} \ D=0

Therefore, y_p=-\frac{1}{8}x^2e^{3x}\cos(2x)

Therefore, the general solution is:

\color{red}\boxed{y=e^{3x}\left(c_1\cos(2x)+c_2\sin(2x)\right)-\frac{1}{8}x^2e^{3x}\cos(2x)}


I will discuss Variation of Parameters tomorrow (hopefully)
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Last edited by Chris L T521; May 26th, 2008 at 11:06 PM. Reason: Added Two Examples
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