Ify1(x)andy2(x)are any two (linearly independent) solutions of a linear, homogeneous second orderdierential equation then the general solutionycf(x),is ycf(x) =Ay1(x) +By2(x) whereA, Bare constants. \[\begin{align*} a_1z_1+b_1z_2 &=r_1 \\[4pt] a_2z_1+b_2z_2 &=r_2 \end{align*}\], has a unique solution if and only if the determinant of the coefficients is not zero. 2.4 Equations With More Than One Variable, 2.9 Equations Reducible to Quadratic in Form, 4.1 Lines, Circles and Piecewise Functions, 1.5 Trig Equations with Calculators, Part I, 1.6 Trig Equations with Calculators, Part II, 3.6 Derivatives of Exponential and Logarithm Functions, 3.7 Derivatives of Inverse Trig Functions, 4.10 L'Hospital's Rule and Indeterminate Forms, 5.3 Substitution Rule for Indefinite Integrals, 5.8 Substitution Rule for Definite Integrals, 6.3 Volumes of Solids of Revolution / Method of Rings, 6.4 Volumes of Solids of Revolution/Method of Cylinders, A.2 Proof of Various Derivative Properties, A.4 Proofs of Derivative Applications Facts, 7.9 Comparison Test for Improper Integrals, 9. Expert Answer. In the preceding section, we learned how to solve homogeneous equations with constant coefficients. Site design / logo 2023 Stack Exchange Inc; user contributions licensed under CC BY-SA. \nonumber \], \[\begin{align*} y(x)+y(x) &=c_1 \cos xc_2 \sin x+c_1 \cos x+c_2 \sin x+x \\[4pt] &=x.\end{align*} \nonumber \]. Trying solutions of the form y = A e t leads to the auxiliary equation 5 2 + 6 + 5 = 0. Here the emphasis is on using the accompanying applet and tutorial worksheet to interpret (and even anticipate) the types of solutions obtained. Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. y 2y + y = et t2. As mentioned prior to the start of this example we need to make a guess as to the form of a particular solution to this differential equation. This differential equation has a sine so lets try the following guess for the particular solution. particular solution - Symbolab Lets first rewrite the function, All we did was move the 9. But since e 2 x is already solution of the homogeneous equation, you need to multiply by x the guess. On what basis are pardoning decisions made by presidents or governors when exercising their pardoning power? If we had assumed a solution of the form \(y_p=Ax\) (with no constant term), we would not have been able to find a solution. Lets take a look at the third and final type of basic \(g(t)\) that we can have. Substituting into the differential equation, we want to find a value of \(A\) so that, \[\begin{align*} x+2x+x &=4e^{t} \\[4pt] 2Ae^{t}4Ate^{t}+At^2e^{t}+2(2Ate^{t}At^2e^{t})+At^2e^{t} &=4e^{t} \\[4pt] 2Ae^{t}&=4e^{t}. Also, we're using . How to combine independent probability distributions? \end{align*} \nonumber \], \[x(t)=c_1e^{t}+c_2te^{t}+2t^2e^{t}.\nonumber \], \[\begin{align*}y2y+5y &=10x^23x3 \\[4pt] 2A2(2Ax+B)+5(Ax^2+Bx+C) &=10x^23x3 \\[4pt] 5Ax^2+(5B4A)x+(5C2B+2A) &=10x^23x3. When this happens we just drop the guess thats already included in the other term. . To find general solution, the initial conditions input field should be left blank. Forced vibration is when an alternating force or motion is applied to a mechanical system, for example when a washing machine shakes due to an imbalance. Particular integral and complementary function - The General Solution of the above equation is y = C.F .+ P.I. There are other types of \(g(t)\) that we can have, but as we will see they will all come back to two types that weve already done as well as the next one. Differential Equations - Variation of Parameters - Lamar University To fix this notice that we can combine some terms as follows. Circular damped frequency refers to the angular displacement per unit time. Let's define a variable $u$ and assign it to the choosen part, Now, in order to rewrite $dx$ in terms of $du$, we need to find the derivative of $u$. Particular integral of a fifth order linear ODE? In this section we will take a look at the first method that can be used to find a particular solution to a nonhomogeneous differential equation. Since the problem part arises from the first term the whole first term will get multiplied by \(t\). or y = yc + yp. such as the classical "Complementary Function and Particular Integral" method, or the "Laplace Transforms" method. If we simplify this equation by imposing the additional condition \(uy_1+vy_2=0\), the first two terms are zero, and this reduces to \(uy_1+vy_2=r(x)\). None of the terms in \(y_p(x)\) solve the complementary equation, so this is a valid guess (step 3). Thank you! What is scrcpy OTG mode and how does it work. As we will see, when we plug our guess into the differential equation we will only get two equations out of this. When is adding an x necessary, and when is it allowed? To subscribe to this RSS feed, copy and paste this URL into your RSS reader. \end{align*}\], \[\begin{align*}6A &=12 \\[4pt] 2A3B &=0. Solve a nonhomogeneous differential equation by the method of variation of parameters. The algebra can get messy on occasion, but for most of the problems it will not be terribly difficult. Notice however that if we were to multiply the exponential in the second term through we would end up with two terms that are essentially the same and would need to be combined. You can derive it by using the product rule of differentiation on the right-hand side. Now, lets take our experience from the first example and apply that here. One of the nicer aspects of this method is that when we guess wrong our work will often suggest a fix. The exponential function is perhaps the most efficient function in terms of the operations of calculus. In fact, the first term is exactly the complementary solution and so it will need a \(t\). Then add on a new guess for the polynomial with different coefficients and multiply that by the appropriate sine. Before proceeding any further lets again note that we started off the solution above by finding the complementary solution. PDF Second Order Differential Equations - University of Manchester \(y(t)=c_1e^{3t}+c_2e^{2t}5 \cos 2t+ \sin 2t\). We need to calculate $du$, we can do that by deriving the equation above, Substituting $u$ and $dx$ in the integral and simplify, Take the constant $\frac{1}{5}$ out of the integral, Apply the integral of the sine function: $\int\sin(x)dx=-\cos(x)$, Replace $u$ with the value that we assigned to it in the beginning: $5x$, Solve the integral $\int\sin\left(5x\right)dx$ and replace the result in the differential equation, As the integral that we are solving is an indefinite integral, when we finish integrating we must add the constant of integration $C$. All that we need to do it go back to the appropriate examples above and get the particular solution from that example and add them all together. Upon doing this we can see that weve really got a single cosine with a coefficient and a single sine with a coefficient and so we may as well just use. Then, \(y_p(x)=u(x)y_1(x)+v(x)y_2(x)\) is a particular solution to the equation. \(z_1=\frac{3x+3}{11x^2}\),\( z_2=\frac{2x+2}{11x}\), \[\begin{align*} ue^t+vte^t &=0 \\[4pt] ue^t+v(e^t+te^t) &= \dfrac{e^t}{t^2}. The complementary function is found to be A e 2 x + B e 3 x. Ordinarily I would let y = e 2 x to find the particular integral, but as this I a part of the complementary function it cannot satisfy the whole equation. This gives. A solution \(y_p(x)\) of a differential equation that contains no arbitrary constants is called a particular solution to the equation. What to do when particular integral is part of complementary function? Ask Question Asked 1 year, 11 months ago. \nonumber \], \[z(x)=c_1y_1(x)+c_2y_2(x)+y_p(x). complementary function and particular integral calculator There was nothing magical about the first equation. Find the general solution to the following differential equations. A particular solution for this differential equation is then. Types of Solution of Mass-Spring-Damper Systems and their Interpretation For this we will need the following guess for the particular solution. Consider the differential equation \(y+5y+6y=3e^{2x}\). The minus sign can also be ignored. Why are they called the complimentary function and the particular integral? What is the solution for this particular integral (ODE)? If you recall that a constant is nothing more than a zeroth degree polynomial the guess becomes clear. So, \(y(x)\) is a solution to \(y+y=x\). If \(Y_{P1}(t)\) is a particular solution for, and if \(Y_{P2}(t)\) is a particular solution for, then \(Y_{P1}(t)\) + \(Y_{P2}(t)\) is a particular solution for. This fact can be used to both find particular solutions to differential equations that have sums in them and to write down guess for functions that have sums in them. e^{-3x}y & = -xe^{-x} + Ae^{-x} + B \\ So, what went wrong? As this last set of examples has shown, we really should have the complementary solution in hand before even writing down the first guess for the particular solution. Now, apply the initial conditions to these. Check whether any term in the guess for\(y_p(x)\) is a solution to the complementary equation. First multiply the polynomial through as follows. Here is how the Complementary function calculation can be explained with given input values -> 4.813663 = 0.01*cos(6-0.785398163397301). If we multiplied the \(t\) and the exponential through, the last term will still be in the complementary solution. Now, lets take a look at sums of the basic components and/or products of the basic components. Lets first look at products. (Verify this!) This still causes problems however. Sometimes, \(r(x)\) is not a combination of polynomials, exponentials, or sines and cosines. PDF Second Order Linear Nonhomogeneous Differential Equations; Method of Did the Golden Gate Bridge 'flatten' under the weight of 300,000 people in 1987? We have, \[y(x)=c_1 \sin x+c_2 \cos x+1 \nonumber \], \[y(x)=c_1 \cos xc_2 \sin x. This time there really are three terms and we will need a guess for each term. $$ The meaning of COMPLEMENTARY FUNCTION is the general solution of the auxiliary equation of a linear differential equation. $y = Ae^{2x} + Be^{3x} + Cxe^{2x}$. So, this look like weve got a sum of three terms here. Once, again we will generally want the complementary solution in hand first, but again were working with the same homogeneous differential equation (youll eventually see why we keep working with the same homogeneous problem) so well again just refer to the first example. Now, as weve done in the previous examples we will need the coefficients of the terms on both sides of the equal sign to be the same so set coefficients equal and solve. In order for the cosine to drop out, as it must in order for the guess to satisfy the differential equation, we need to set \(A = 0\), but if \(A = 0\), the sine will also drop out and that cant happen. This is easy to fix however. Second Order Differential Equation - Solver, Types, Examples - Cuemath Something seems wrong here. Section 3.9 : Undetermined Coefficients. The complementary function is a part of the solution of the differential equation. Also, in what cases can we simply add an x for the solution to work? In this case weve got two terms whose guess without the polynomials in front of them would be the same. Then, we want to find functions \(u(t)\) and \(v(t)\) so that, The complementary equation is \(y+y=0\) with associated general solution \(c_1 \cos x+c_2 \sin x\). In other words, the operator $D - a$ is similar to $D$, via the change of basis $e^{ax}$. We now want to find values for \(A\), \(B\), and \(C\), so we substitute \(y_p\) into the differential equation. The method of undetermined coefficients also works with products of polynomials, exponentials, sines, and cosines. Upon multiplying this out none of the terms are in the complementary solution and so it will be okay. Connect and share knowledge within a single location that is structured and easy to search. \(g\left( t \right) = 4\cos \left( {6t} \right) - 9\sin \left( {6t} \right)\), \(g\left( t \right) = - 2\sin t + \sin \left( {14t} \right) - 5\cos \left( {14t} \right)\), \(g\left( t \right) = {{\bf{e}}^{7t}} + 6\), \(g\left( t \right) = 6{t^2} - 7\sin \left( {3t} \right) + 9\), \(g\left( t \right) = 10{{\bf{e}}^t} - 5t{{\bf{e}}^{ - 8t}} + 2{{\bf{e}}^{ - 8t}}\), \(g\left( t \right) = {t^2}\cos t - 5t\sin t\), \(g\left( t \right) = 5{{\bf{e}}^{ - 3t}} + {{\bf{e}}^{ - 3t}}\cos \left( {6t} \right) - \sin \left( {6t} \right)\), \(y'' + 3y' - 28y = 7t + {{\bf{e}}^{ - 7t}} - 1\), \(y'' - 100y = 9{t^2}{{\bf{e}}^{10t}} + \cos t - t\sin t\), \(4y'' + y = {{\bf{e}}^{ - 2t}}\sin \left( {\frac{t}{2}} \right) + 6t\cos \left( {\frac{t}{2}} \right)\), \(4y'' + 16y' + 17y = {{\bf{e}}^{ - 2t}}\sin \left( {\frac{t}{2}} \right) + 6t\cos \left( {\frac{t}{2}} \right)\), \(y'' + 8y' + 16y = {{\bf{e}}^{ - 4t}} + \left( {{t^2} + 5} \right){{\bf{e}}^{ - 4t}}\). So, \(y_1(x)= \cos x\) and \(y_2(x)= \sin x\) (step 1). Complementary function Calculator | Calculate Complementary function What does to integrate mean? We will get one set for the sine with just a \(t\) as its argument and well get another set for the sine and cosine with the 14\(t\) as their arguments. I would like to calculate an interesting integral. However, we see that the constant term in this guess solves the complementary equation, so we must multiply by \(t\), which gives a new guess: \(y_p(t)=At^2+Bt\) (step 3). So, we have an exponential in the function. On whose turn does the fright from a terror dive end? Which was the first Sci-Fi story to predict obnoxious "robo calls"? Now, back to the work at hand. It is an exponential function, which does not change form after differentiation: an exponential function's derivative will remain an exponential function with the same exponent (although its coefficient might change due to the effect of the . Interpreting non-statistically significant results: Do we have "no evidence" or "insufficient evidence" to reject the null? If you can remember these two rules you cant go wrong with products. However, we will have problems with this. Also, because we arent going to give an actual differential equation we cant deal with finding the complementary solution first. C.F. When solving ordinary differential equation, why use specific formula for particular integral. Add the general solution to the complementary equation and the particular solution found in step 3 to obtain the general solution to the nonhomogeneous equation. Solved Q1. Solve the following initial value problem using - Chegg All common integration techniques and even special functions are supported. We now examine two techniques for this: the method of undetermined coefficients and the method of variation of parameters. With only two equations we wont be able to solve for all the constants. The general rule of thumb for writing down guesses for functions that involve sums is to always combine like terms into single terms with single coefficients. Plugging this into the differential equation and collecting like terms gives. This is a general rule that we will use when faced with a product of a polynomial and a trig function. p(t)y + q(t)y + r(t)y = 0 Also recall that in order to write down the complementary solution we know that y1(t) and y2(t) are a fundamental set of solutions. Boundary Value Problems & Fourier Series, 8.3 Periodic Functions & Orthogonal Functions, 9.6 Heat Equation with Non-Zero Temperature Boundaries, 1.14 Absolute Value Equations and Inequalities, \(A\cos \left( {\beta t} \right) + B\sin \left( {\beta t} \right)\), \(a\cos \left( {\beta t} \right) + b\sin \left( {\beta t} \right)\), \({A_n}{t^n} + {A_{n - 1}}{t^{n - 1}} + \cdots {A_1}t + {A_0}\), \(g\left( t \right) = 16{{\bf{e}}^{7t}}\sin \left( {10t} \right)\), \(g\left( t \right) = \left( {9{t^2} - 103t} \right)\cos t\), \(g\left( t \right) = - {{\bf{e}}^{ - 2t}}\left( {3 - 5t} \right)\cos \left( {9t} \right)\). If this is the case, then we have \(y_p(x)=A\) and \(y_p(x)=0\). \nonumber \], \[u=\int 3 \sin^3 x dx=3 \bigg[ \dfrac{1}{3} \sin ^2 x \cos x+\dfrac{2}{3} \int \sin x dx \bigg]= \sin^2 x \cos x+2 \cos x. The complementary equation is \(y2y+y=0\) with associated general solution \(c_1e^t+c_2te^t\). When we take derivatives of polynomials, exponential functions, sines, and cosines, we get polynomials, exponential functions, sines, and cosines. This last example illustrated the general rule that we will follow when products involve an exponential. This however, is incorrect. The first equation gave \(A\). Based on the form of \(r(x)=6 \cos 3x,\) our initial guess for the particular solution is \(y_p(x)=A \cos 3x+B \sin 3x\) (step 2). Then once we knew \(A\) the second equation gave \(B\), etc. Then, the general solution to the nonhomogeneous equation is given by, \[y(x)=c_1y_1(x)+c_2y_2(x)+y_p(x). Given that \(y_p(x)=2\) is a particular solution to \(y3y4y=8,\) write the general solution and verify that the general solution satisfies the equation. Checking this new guess, we see that none of the terms in \(y_p(t)\) solve the complementary equation, so this is a valid guess (step 3 again). An ordinary differential equation (ODE) relates the sum of a function and its derivatives. This page titled 17.2: Nonhomogeneous Linear Equations is shared under a CC BY-NC-SA 4.0 license and was authored, remixed, and/or curated by Gilbert Strang & Edwin Jed Herman (OpenStax) via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is available upon request. We found constants and this time we guessed correctly. Notice that there are really only three kinds of functions given above. Here is how the Complementary function calculation can be explained with given input values -> 4.813663 = 0.01*cos (6-0.785398163397301). The second and third terms in our guess dont have the exponential in them and so they dont differ from the complementary solution by only a constant. Since \(r(x)=3x\), the particular solution might have the form \(y_p(x)=Ax+B\). What was the actual cockpit layout and crew of the Mi-24A? Plugging this into our differential equation gives. So, in general, if you were to multiply out a guess and if any term in the result shows up in the complementary solution, then the whole term will get a \(t\) not just the problem portion of the term. We will never be able to solve for each of the constants. Complementary Function - Statistics How To Second, it is generally only useful for constant coefficient differential equations. Generic Doubly-Linked-Lists C implementation. In other words, we had better have gotten zero by plugging our guess into the differential equation, it is a solution to the homogeneous differential equation! In the previous checkpoint, \(r(x)\) included both sine and cosine terms. You appear to be on a device with a "narrow" screen width (. Thank you for your reply! Stack Exchange network consists of 181 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers. Differential Equations - Undetermined Coefficients - Lamar University and g is called the complementary function (C.F.). The guess for the \(t\) would be, while the guess for the exponential would be, Now, since weve got a product of two functions it seems like taking a product of the guesses for the individual pieces might work. We will see that solving the complementary equation is an important step in solving a nonhomogeneous differential equation. rev2023.4.21.43403. The actual solution is then. So, differential equation will have complementary solution only if the form : dy/dx + (a)y = r (x) ? (D - 2)^2(D - 3)y = 0. Solve the complementary equation and write down the general solution. Modified 1 year, 11 months ago. \end{align*}\], Applying Cramers rule (Equation \ref{cramer}), we have, \[u=\dfrac{\begin{array}{|lc|}0 te^t \\ \frac{e^t}{t^2} e^t+te^t \end{array}}{ \begin{array}{|lc|}e^t te^t \\ e^t e^t+te^t \end{array}} =\dfrac{0te^t(\frac{e^t}{t^2})}{e^t(e^t+te^t)e^tte^t}=\dfrac{\frac{e^{2t}}{t}}{e^{2t}}=\dfrac{1}{t} \nonumber \], \[v= \dfrac{\begin{array}{|ll|}e^t 0 \\ e^t \frac{e^t}{t^2} \end{array} }{\begin{array}{|lc|}e^t te^t \\ e^t e^t+te^t \end{array} } =\dfrac{e^t(\frac{e^t}{t^2})}{e^{2t}}=\dfrac{1}{t^2}\quad(\text{step 2}). Checking this new guess, we see that it, too, solves the complementary equation, so we must multiply by, The complementary equation is \(y2y+5y=0\), which has the general solution \(c_1e^x \cos 2x+c_2 e^x \sin 2x\) (step 1). I just need some help with that first step? Complementary function / particular integral. This is a case where the guess for one term is completely contained in the guess for a different term. Our new guess is. \nonumber \]. Complementary function is denoted by x1 symbol. This will greatly simplify the work required to find the coefficients. Amplitude of vibration is the greatest distance that a wave, especially a sound or radio wave, moves up and down. Everywhere we see a product of constants we will rename it and call it a single constant. One of the more common mistakes in these problems is to find the complementary solution and then, because were probably in the habit of doing it, apply the initial conditions to the complementary solution to find the constants. My text book then says to let y = x e 2 x without justification. is called the complementary equation. Find the general solution to the complementary equation. We also acknowledge previous National Science Foundation support under grant numbers 1246120, 1525057, and 1413739. Recall that we will only have a problem with a term in our guess if it only differs from the complementary solution by a constant. So, with this additional condition, we have a system of two equations in two unknowns: \[\begin{align*} uy_1+vy_2 &= 0 \\[4pt] uy_1+vy_2 &=r(x). Or. The characteristic equation for this differential equation and its roots are. \end{align*}\], \[y(t)=c_1e^{3t}+c_2+2t^2+\dfrac{4}{3}t.\nonumber \]. Thus, we have, \[(uy_1+vy_2)+p(uy_1+vy_2)+(uy_1+vy_2)=r(x). We can still use the method of undetermined coefficients in this case, but we have to alter our guess by multiplying it by \(x\). and we already have both the complementary and particular solution from the first example so we dont really need to do any extra work for this problem. So, to avoid this we will do the same thing that we did in the previous example. Particular integral for $\textrm{sech}(x)$. 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"complementary equation", "particular solution", "method of variation of parameters", "authorname:openstax", "license:ccbyncsa", "showtoc:no", "program:openstax", "licenseversion:40", "source@https://openstax.org/details/books/calculus-volume-1", "author@Gilbert Strang", "author@Edwin \u201cJed\u201d Herman" ], https://math.libretexts.org/@app/auth/3/login?returnto=https%3A%2F%2Fmath.libretexts.org%2FBookshelves%2FCalculus%2FCalculus_(OpenStax)%2F17%253A_Second-Order_Differential_Equations%2F17.02%253A_Nonhomogeneous_Linear_Equations, \( \newcommand{\vecs}[1]{\overset { \scriptstyle \rightharpoonup} {\mathbf{#1}}}\) \( \newcommand{\vecd}[1]{\overset{-\!-\!\rightharpoonup}{\vphantom{a}\smash{#1}}} \)\(\newcommand{\id}{\mathrm{id}}\) \( \newcommand{\Span}{\mathrm{span}}\) \( \newcommand{\kernel}{\mathrm{null}\,}\) \( \newcommand{\range}{\mathrm{range}\,}\) \( \newcommand{\RealPart}{\mathrm{Re}}\) \( \newcommand{\ImaginaryPart}{\mathrm{Im}}\) \( \newcommand{\Argument}{\mathrm{Arg}}\) \( \newcommand{\norm}[1]{\| #1 \|}\) \( \newcommand{\inner}[2]{\langle #1, #2 \rangle}\) \( \newcommand{\Span}{\mathrm{span}}\) \(\newcommand{\id}{\mathrm{id}}\) \( \newcommand{\Span}{\mathrm{span}}\) \( \newcommand{\kernel}{\mathrm{null}\,}\) \( \newcommand{\range}{\mathrm{range}\,}\) \( \newcommand{\RealPart}{\mathrm{Re}}\) \( \newcommand{\ImaginaryPart}{\mathrm{Im}}\) \( \newcommand{\Argument}{\mathrm{Arg}}\) \( \newcommand{\norm}[1]{\| #1 \|}\) \( \newcommand{\inner}[2]{\langle #1, #2 \rangle}\) \( \newcommand{\Span}{\mathrm{span}}\)\(\newcommand{\AA}{\unicode[.8,0]{x212B}}\), GENERAL Solution TO A NONHOMOGENEOUS EQUATION, Example \(\PageIndex{1}\): Verifying the General Solution, Example \(\PageIndex{2}\): Undetermined Coefficients When \(r(x)\) Is a Polynomial, Example \(\PageIndex{3}\): Undetermined Coefficients When \(r(x)\) Is an Exponential, PROBLEM-SOLVING STRATEGY: METHOD OF UNDETERMINED COEFFICIENTS, Example \(\PageIndex{3}\): Solving Nonhomogeneous Equations, Example \(\PageIndex{4}\): Using Cramers Rule, PROBLEM-SOLVING STRATEGY: METHOD OF VARIATION OF PARAMETERS, Example \(\PageIndex{5}\): Using the Method of Variation of Parameters, General Solution to a Nonhomogeneous Linear Equation, source@https://openstax.org/details/books/calculus-volume-1, \((a_2x^2+a_1x+a0) \cos x \\ +(b_2x^2+b_1x+b_0) \sin x\), \((A_2x^2+A_1x+A_0) \cos x \\ +(B_2x^2+B_1x+B_0) \sin x \), \((a_2x^2+a_1x+a_0)e^{x} \cos x \\ +(b_2x^2+b_1x+b_0)e^{x} \sin x \), \((A_2x^2+A_1x+A_0)e^{x} \cos x \\ +(B_2x^2+B_1x+B_0)e^{x} \sin x \).
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