ODE4.5

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Find the general solution of the equation u''+\omega^2 u=f(t)\, where \omega\isin\mathbb{R}\,.


Two linearly independent solutions to the homogeneous equation are u^1=cos \omega t, u^2=\sin \omega t\,.

So the fundamental matrix is

X=\begin{bmatrix} cos\omega t & \sin \omega t \\ -\omega \sin \omega t & \omega \cos \omega t \end{bmatrix}\,

The Wronskian is

W = \omega \cos^2\omega t + \omega \sin^2 \omega t = \omega\,

From ODE theory, the particular solution is

u_p(t)=\int_a^t \frac{f(s)}{W(s)}\left[u^2(t)u^1(s)-u^1(t)u^2(s)\right] ds\,

 = \frac{1}{\omega} \int_a^t f(s)\left[ \sin \omega t \cos \omega s - \cos\omega t \sin\omega s\right] ds\,

 = \frac{1}{\omega}\int_a^t f(s)\sin \omega(t-s)ds\,

So the general solution is

u(t) = \cos\omega t + \sin\omega t + \frac{1}{\omega} \int_a^t f(s) \sin \omega (t-s) ds\,


Main Page : Ordinary Differential Equations : Second order, linear, nonhomogeneous equations

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