MA 102: Lecture - 8

Methods for finding particular integral of linear

nonhomogeneous ODEs with constant coefficients

March-June 2022

Lecture-8

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 Finding P.I. using method of undetermined coefficients

Finding P.I. using method of undetermined coefficients

Example
Find a particular integral (P.I.) for the following nonhomogeneous ODE:

y 00 − 3y 0 + 2y = 2x2 + ex + 2xex + 4e3x .

Solution Step 1: Finding the general solution of the associated homogeneous

equation. ( This solution yc (x) is also known as the complimentary function)
The associated homogeneous equation is

y 00 − 3y 0 + 2y = 0, i.e., (D − 2)(D − 1)y = 0.

Thus the general solution is yc (x) = c1 ex + c2 e2x .

Now the nonhomogeneous term of the given equation is the linear combination of
the four functions x2 , ex , xex , e3x .

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 Finding P.I. using method of undetermined coefficients

Example
Step 2: Finding the terms that should appear in the expression of the P.I. yp (x)
• Terms appearing in the P.I. corresponding to the term x2 are {x2 , x, 1}.
• Term appearing in the P.I. corresponding to the term e3x is {e3x }.
• Term appearing in the P.I. corresponding to the term ex is {ex } and terms
corresponding to xex are {ex , xex }. We take the union of these two sets as
{ex , xex }.
• Notice that ex is a solution of the homogeneous equation. So we revised this
set {ex , xex } by multiplying it by x to get the new set {xex , x2 ex } which is
now free from any solution of the homogeneous equation.
Thus the P.I. yp is given by

yp (x) = Ax2 + Bx + C + De3x + Ex2 ex + F xex .

Substituting yp , yp0 and y 00 in the given nonhomogeneous ODE and comparing

the terms on both sides of the equation, we get
7
A = 1, B = 3, C = , D = 2, E = −1, F = −3.
2
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 Finding P.I. using Annihilator method

The Annihilator Method for Finding a Particular Integral

• This is another method 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).
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 Finding P.I. using Annihilator method

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.

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 Finding P.I. using Annihilator method

g(x) Annihilator of g

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

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 Finding P.I. using Annihilator method

g(x) Annihilator of g

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.

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 Finding P.I. using Annihilator method

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 . (∗)

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 Finding P.I. using Annihilator method

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.

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 Finding P.I. using Operator method

Operator Methods for Finding yp

Writing Ly = g as P (D)y = g(x), where
L = P (D) = an Dn + an−1 Dn−1 + · · · + a0 .

With each P (D), associate a polynomial

P (r) = an rn + an−1 rn−1 + · · · + a0
called the auxiliary polynomial of P (D).
If P (r) can be factored as product of n linear factors, say
P (r) = an (r − r1 )(r − r2 ) · · · (r − rn ),
then the corresponding factorization of P (D) has the form
P (D) = an (D − r1 )(D − r2 ) · · · (D − rn ),
where r1 , r2 , . . . , rn are the roots of P (r) = 0.
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 Finding P.I. using Operator method

Note that
• Dyp (x) = g(x) ⇒ yp (x) = g(x)dx. It is natural to define
R
Z
1
g(x) := g(x)dx.
D
• (D − r)yp = g(x), where r is a constant. Formally, we write
1
yp = g(x).
D−r
The solution of (D − r)yp = g(x) is
Z
yp (x) = erx
e−rx g(x)dx.
R
(Because e P (x)dx is an integrating factor for the ODE
dy
dx
+ P (x)y = q(x).)
R −rxThus, we define
1
D−r
g(x) := erx
e g(x)dx. Operators like D1 , D−r1
are called
inverse operators.
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 Finding P.I. using Operator method

1
Let P (D) be the inverse of the operator P (D). Then the particular
solution to P (D)y = g(x) is given by
1
yp (x) = g(x).
P (D)

Method 1:(Successive integrations)

If P (D) = (D − r1 )(D − r2 ) · · · (D − rn ), then
1 1
yp (x) = g(x) = g(x)
P (D) (D − r1 )(D − r2 ) · · · (D − rn )
1 1 1
= ··· g(x).
(D − r1 ) (D − r2 ) (D − rn )

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 Finding P.I. using Operator method

Example: Find a particular solution of y 00 − 3y 0 + 2y = xex .

Here P (D)y = (D − 1)(D − 2)y = xex . The particular solution yp is

1 1
yp (x) = xex
D−1D  Z− 2 
1 2x −2x x 1
= e e xe dx = [−(1 + x)ex ]
D−1 D−1
Z
1
= −ex
e−x (1 + x)ex dx = − (1 + x)2 ex .
2
Note: The successive integrations are likely to become complicated
and time-consuming.

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 Finding P.I. using Operator method

Method 2:(Partial fractions)

1
If the factors of P (D) are distinct, we can decompose operator P (D)
into partial fractions as
 
1 A1 A1 An
yp = g(x) = + + ··· + g(x),
P (D) (D − r1 ) (D − r2 ) (D − rn )
for suitable constants Ai ’s.

Example: Find a particular solution of y 00 − 3y 0 + 2y = xex .

 
1 1 1
yp (x) = = − xex
(D − 1)(D − 2) D−2 D−1
1 1
= xex − xex
D− Z 2 D − 1 Z
= e2x e−2x xex dx − ex e−x xex dx
1
= −(1 + x + x2 )ex .
2
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 Finding P.I. using Operator method

Recall:::
∞
X
f (x) = bn (x − x0 )n
n=0

1
= 1 + x + x2 + x3 + x4 · · · for |x| < 1.
1−x

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 Finding P.I. using Operator method

Method 3:(Series expansions)

1
If g(x) = xn , expand the inverse operator P (D) in a power series in D so that

1
yp (x) = g(x) = (a0 + a1 D + a2 D2 + · · · + an Dn )g(x),
P (D)
1
where (a0 + a1 D + a2 D2 + · · · + an Dn ) is the expansion of P (D) to n + 1 terms
as Dk xn = 0 if k > n.
Example: Find yp of y 000 − 2y 00 + y = x4 + 2x + 5.
1 1 1
= = = 1 + Z + Z2 + Z3 + Z4 + · · ·
1 − 2D2 + D3 2 3
1 − [2D − D ] 1−Z
= 1 + 2D2 − D3 + 4D4 − 4D5 + · · · .

1
yp (x) = (x4 + 2x + 5)
1 − 2D2 + D3
= (1 + 2D2 − D3 + 4D4 − 4D5 + · · · )(x4 + 2x + 5)
= (x4 + 2x + 5) + 2(12x2 ) − (24x) + 4(24)
= x4 + 24x2 − 22x + 101.
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 Finding P.I. using Operator method

Method 4: If g(x) = eαx , α a constant, then

(D − r)eαx = (α − r)eαx .
Operating both sides of the above identity by (α − r)−1 (D − r)−1 , we
obtain
1 1
eαx = eαx ,
(D − r) (α − r)
provided α 6= r.
Similarly, if P (D) = (D − r1 ) · · · (D − rn ) then
1 αx 1
e = eαx
P (D) (D − r1 ) · · · (D − rn )
1
= eαx ,
(α − r1 ) · · · (α − rn )
provided r1 , . . . , r2 are distinct from α.
• If P (D) is a polynomial in D such that P (α) 6= 0, then
1 αx
P (D)
eαx = Pe(α) .
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 Finding P.I. using Operator method

Example: Find a particular solution of

y 000 − y 00 + y 0 + y = 3e−2x .

1
yp = 3e−2x
P (D)
3e−2x
=
P (−2)
3e−2x
=
(−2)3 − (−2)2 − 2 + 1
3
= − e−2x .
13

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