Forced ODE y'' + y' + y with constant and linear right sides
Question
Find the general solutions of (a) and (b) .
Short answer
(a) ; (b) , where . Try a polynomial of the same degree as the forcing: gives ; gives and .
Adapted from Zhou, A Practical Guide to Quantitative Finance Interviews, sec. 3.5 Ordinary Differential Equations, 'Nonhomogeneous linear ODE', p.48; question and answer rewritten by SelfMadeQuant.com.
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