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Solutions of Nonhomogeneous Constant Coefficient Higher Order Linear Odes: Method of Undetermined Coefficients and Annihilator Method

This document discusses methods for finding particular solutions to nonhomogeneous linear constant coefficient ordinary differential equations (ODEs). It describes the method of undetermined coefficients, where an appropriate function form is chosen for the particular solution based on the form of the nonhomogeneous term. It also presents the annihilator method, which transforms the given nonhomogeneous ODE into a homogeneous one to determine the particular solution form. Examples are provided to demonstrate both methods.

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85 views

Solutions of Nonhomogeneous Constant Coefficient Higher Order Linear Odes: Method of Undetermined Coefficients and Annihilator Method

This document discusses methods for finding particular solutions to nonhomogeneous linear constant coefficient ordinary differential equations (ODEs). It describes the method of undetermined coefficients, where an appropriate function form is chosen for the particular solution based on the form of the nonhomogeneous term. It also presents the annihilator method, which transforms the given nonhomogeneous ODE into a homogeneous one to determine the particular solution form. Examples are provided to demonstrate both methods.

Uploaded by

akshay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Solutions of Nonhomogeneous Constant

Coefficient Higher Order Linear ODEs:


Method of Undetermined Coefficients and
Annihilator Method

Department of Mathematics
IIT Guwahati

SHB/SU MA-102 (2020)


Finding particular solutions of constant coefficients linear
ODEs

Given any n-th order linear ODE of the form Ly = g, recall


that a general solution is of the form
n
X
y= ci y i + y p
i=0

where {y1 , . . . , yn } is a fundamental solution set of Ly = 0


and yp is a particular solution of Ly = g.

We discuss some methods for finding yp . Most of them work


under the assumption that Ly = g is a constant coefficient
linear ODE.

SHB/SU MA-102 (2020)


Method of Undetermined Coefficients for Finding yp

This is a simple procedure for finding a particular solution


(yp ) of a non-homogeneous equation L(y) = g, when L is a
linear differential operator with constant coefficients
and when g(x) is of the following types:
• a polynomial in x,
• an exponential function eαx ,
• trigonometric functions sin(βx), cos(βx)
or finite sums and products of these functions.

SHB/SU MA-102 (2020)


Case I. For finding yp to the equation L(y) = pn (x), where
pn (x) is a polynomial of degree n. Try a solution of the form
yp (x) = An xn + · · · + A1 x + A0
and match the coefficients of L(yp ) with those of pn (x):

L(yp ) = pn (x).

Remark: This procedure yields n + 1 linear equations in n + 1


unknowns A0 , . . . , An .

SHB/SU MA-102 (2020)


Example: Find yp to L(y)(x) := y 00 + 3y 0 + 2y = 3x + 1.

Try the form yp (x) = Ax + B and attempt to match up L(yp )


with 3x + 1. Since

L(yp ) = 2Ax + (3A + 2B),


equating
2Ax + (3A + 2B) = 3x + 1 =⇒ A = 3/2 and B = −7/4.

Thus, yp (x) = 23 x − 74 .

SHB/SU MA-102 (2020)


Case II: The method of undetermined coefficients will also
work for equations of the form
L(y) = aeαx ,

where a and α are given constants. Try yp of the form


yp (x) = Aeαx
and solve L(yp )(x) = aeαx for the unknown coefficients A.

Example: Find yp to L(y)(x) := y 00 + 3y 0 + 2y = e3x .


Seek yp (x) = Ae3x . Then
L(yp ) = 9Ae3x + 3(3Ae3x ) + 2(Ae3x ) = 20Ae3x .

Now, L(yp ) = e3x =⇒ 20Ae3x = e3x =⇒ A = 1/20.


Thus, yp (x) = (1/20)e3x .

SHB/SU MA-102 (2020)


Case III: For an equation of the form
L(y) = a cos βx + b sin βx,

try yp of the form


yp (x) = A cos βx + B sin βx
and solve L(yp ) = a cos βx + b sin βx for the unknowns A and
B.

Example: Find yp to L(y) := y 00 − y 0 − y = sin x.


Seek yp (x) of the form yp (x) = A cos x + B sin x. Then
L(yp ) = sin x =⇒ A = 1/5, B = −2/5.

Thus, yp (x) = 15 cos x − 25 sin x.

SHB/SU MA-102 (2020)


Example: Find yp to L(y) := y 00 − y 0 − 12y = e4x .
Note that yh (x) = c1 e4x + c2 e−3x . Try finding yp with the
guess yp (x) = Ae4x as before. Since e4x is a solution to the
corresponding homogeneous equation L(y) = 0, we replace
this choice of yp by yp (x) = Axe4x . Since L(xe4x ) 6= 0, there
exists a particular solution of the form
yp (x) = Axe4x .

Remark: If L(yp ) = 0 then replace yp (x) by xyp (x). If


L(xyp ) = 0 the replace xyp by x2 yp and so on. Thus,
employing xs yp , where s is the smallest nonnegative integer
such that L(xs yp ) 6= 0.

SHB/SU MA-102 (2020)


Form of yp :

• g(x) = pn (x) = an xn + · · · + a1 x + a0 ,
yp (x) = xs Pn (x) = xs {An xn + . . . + A1 x + A0 }

• g(x) = aeαx , yp (x) = xs Aeαx

• g(x) = a cos βx + b sin βx,


yp (x) = xs {A cos βx + B sin βx}

• g(x) = pn (x)eαx , yp (x) = xs Pn (x)eαx

• g(x) = pn (x) cos βx + qm (x) sin βx,


where qm (x) = bm xm + · · · + b1 x + b0 .
yp (x) = xs {PN (x) cos βx + QN (x) sin βx},
where QN (x) = BN xN + · · · + B1 x + B0 and
N = max(n, m)

SHB/SU MA-102 (2020)


• g(x) = aeαx cos βx + beαx sin βx,
yp (x) = xs {Aeαx cos βx + Beαx sin βx}

• g(x) = pn (x)eαx cos βx + qm (x)eαx sin βx,


yp (x) = xs eαx {PN (x) cos βx + QN (x) sin βx}, where
N = max(n, m).

Note:
1. The nonnegative integer s is chosen to be the smallest
integer so that no term in yp is a solution to L(y) = 0.
2. Pn (x) or PN (x) must include all its terms even if pn (x) has
some terms that are zero. Similarly for QN (x).

SHB/SU MA-102 (2020)


The Annihilator Method for Finding yp

• This method provides a procedure for finding a particular


solution (yp ) such that L(yp ) = g, where L is a linear
differential operator with constant coefficients and g(x) is
a given function. The basic idea is to transform the given
nonhomogeneous equation into a homogeneous one.

Definition: A linear differential operator Q is said to annihilate


a function f (x) in (a, b) if
Q(f )(x) = 0 for all x ∈ (a, b).

Example:
1. f (x) = ex , Q = D − 1 (Q annihilates ex ).
2. f (x) = xex , Q = (D − 1)2 .
3. f (x) = e2x sin(4x), Q = (D2 − 4D + 20).

SHB/SU MA-102 (2020)


Consider
L(y) = g(x), L(y) := an y (n) + an−1 y (n−1) + · · · + a0 y,

where ai ’s are constants.


Suppose Q(g)(x) = 0, then Q(L(y))(x) = Q(g)(x) = 0.

QL(y)(x) = 0 =⇒ y ∈ Ker(QL).

Determine Ker(QL) and then compare with the general


solution of L(y) = 0 (i.e., Ker(L)) to determine the form of
the particular solution to L(y) = g.

SHB/SU MA-102 (2020)


g(x) Annihilator of f

xn−1 Dn

eαx (D − α)

xn−1 eαx (D − α)n

cos(βx) or sin(βx) D2 + β 2

xn−1 cos(βx) or xn−1 sin(βx) (D2 + β 2 )n

SHB/SU MA-102 (2020)


g(x) Annihilator of f

eαx cos(βx) or eαx sin(βx) D2 − 2αD + (α2 + β 2 )

xn−1 eαx cos(βx) or xn−1 eαx sin(βx) [D2 − 2αD + (α2 + β 2 )]n
2
Note: If g(x) has the form ex , log x, x1 , tan x or sin−1 x the
annihilator method will not work.

SHB/SU MA-102 (2020)


Example: Find a particular solution of
Ly := y 00 + y = e2x + 1.

Note that (D − 2)(e2x ) = 0 and D(1) = 0. Hence,


D(D − 2)(e2x + 1) = 0, Q = D(D − 2).

Now,
QL(y) = Q(e2x + 1) = 0 =⇒ D(D − 2)(D2 + 1)(y) = 0.
Since Ker(QL) = span {cos x, sin x, e2x , 1}, the general
solution to QL(y) = 0 is
y(x) = c1 cos x + c2 sin x + c3 e2x + c4 . (∗)

SHB/SU MA-102 (2020)


Since every solution of L(y) = g is also a solution to
QL(y) = 0 and the general solution of L(y) = g is
y(x) = c1 cos x + c2 sin x + yp (x),

where Ker(L) = span{cos x, sin x} and L(yp ) = e2x + 1.


Thus, comparing with (∗), we obtain yp = c3 e2x + c4 .

L(yp ) = e2x +1 =⇒ 5c3 e2x +c4 = e2x +1 =⇒ c3 = 1/5, c4 = 1.


So, the particular solution is yp (x) = (1/5)e2x + 1.
Note: The general solution of y 00 + y = e2x + 1 is

y(x) = c1 cos x + c2 sin x + (1/5)e2x + 1.

SHB/SU MA-102 (2020)

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