Differential Equations (MTH401) VU

Lecture 19
Undetermined Coefficients:
Annihilator Operator Approach
The method of undetermined coefficients that utilizes the concept of annihilator operator
approach is also limited to non-homogeneous linear differential equations
‰ That have constant coefficients, and
‰ Where the function g (x ) has a specific form.

The form of g (x ) :The input function g (x ) has to have one of the following forms:
‰ A constant function k .
‰ A polynomial function

‰ An exponential function e
x
‰ The trigonometric functions sin(β x), cos(β x)
‰ Finite sums and products of these functions.
Otherwise, we cannot apply the method of undetermined coefficients.

The Method

Consider the following non-homogeneous linear differential equation with constant

coefficients of order n
dny d n −1 y dy
a n n + a n −1 n −1 + + a1 + a 0 y = g ( x)
dx dx dx
If L denotes the following differential operator
L = a n D n + a n −1 D n −1 + + a1 D + a 0
Then the non-homogeneous linear differential equation of order n can be written as
L( y ) = g ( x)
The function g ( x ) should consist of finite sums and products of the proper kind of
functions as already explained.

The method of undetermined coefficients, annihilator operator approach, for finding a

particular integral of the non-homogeneous equation consists of the following steps:

Step 1 Write the given non-homogeneous linear differential equation in the form
L( y ) = g ( x)
Step 2 Find the complementary solution yc by finding the general solution of the
associated homogeneous differential equation:
L( y ) = 0
Step 3 Operate on both sides of the non-homogeneous equation with a differential
operator L1 that annihilates the function g(x).
Step 4 Find the general solution of the higher-order homogeneous differential equation

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L1 L( y ) = 0
Step 5 Delete all those terms from the solution in step 4 that are duplicated in the
complementary solution yc, found in step 2.
Step 6 Form a linear combination yp of the terms that remain. This is the form of a
particular solution of the non-homogeneous differential equation
L (y) = g ( x )
Step 7 Substitute yp found in step 6 into the given non-homogeneous linear differential
equation
L( y ) = g ( x)
Match coefficients of various functions on each side of the equality and solve the
resulting system of equations for the unknown coefficients in yp .
Step 8 With the particular integral found in step 7, form the general solution of the given
differential equation as:
y = yc + y p

Example 1
d2y dy
Solve 2
+ 3 + 2 y = 4x 2 .
dx dx
Solution:
dy d2y
Step 1 Since = Dy, = D2 y
dx 2
dx
Therefore, the given differential equation can be written as
( D 2 + 3D + 2 ) y = 4 x 2
Step 2 To find the complementary function y c , we consider the associated homogeneous
differential equation
( D 2 + 3D + 2 ) y = 0
The auxiliary equation is
m 2 + 3m + 2 = (m + 1)(m + 2) = 0
⇒ m = −1, −2
Therefore, the auxiliary equation has two distinct real roots.
m1 = −1 , m2 = −2 ,
Thus, the complementary function is given by
y c = c1e − x + c 2 e − 2 x
Step 3 In this case the input function is
g ( x) = 4 x 2
Further D 3 g ( x) = 4 D 3 x 2 = 0

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Therefore, the differential operator D 3 annihilates the function g . Operating on both

sides of the equation in step 1, we have

D 3 ( D 2 + 3D + 2) y = 4 D 3 x 2
D 3 ( D 2 + 3D + 2) y = 0

This is the homogeneous equation of order 5. Next we solve this higher order equation.

Step 4 The auxiliary equation of the differential equation in step 3 is

m 3 (m 2 + 3m + 2) = 0
m 3 (m + 1)(m + 2) = 0
m = 0, 0, 0, − 1, − 2
Thus its general solution of the differential equation must be
y = c1 + c 2 x + c3 x 2 + c 4 e − x + c5 e −2 x

Step 5 The following terms constitute y c

c 4 e − x + c 5 e −2 x
Therefore, we remove these terms and the remaining terms are
c1 + c2 x + c3 x 2
Step 6 This means that the basic structure of the particular solution y p is

y p = A + Bx + Cx 2 ,
Where the constants c1 , c2 and c3 have been replaced, with A, B, and C, respectively.
Step 7 Since y p = A + Bx + Cx 2
y ′p = B + 2Cx,
y ′p′ = 2C
Therefore y ′p′ + 3 y ′p + 2 y p = 2C + 3B + 6Cx + 2 A + 2 Bx + 2Cx 2

or y ′p′ + 3 y ′p + 2 y p = (2C ) x 2 + (2 B + 6C ) x + (2 A + 3B + 2C )
Substituting into the given differential equation, we have
(2C ) x 2 + (2 B + 6C ) x + (2 A + 3B + 2C ) = 4 x 2 + 0 x + 0
Equating the coefficients of x 2 , x and the constant terms, we have
2C = 4
2 B + 6C = 0
2 A + 3B + 2C = 0
Solving these equations, we obtain
A = 7, B = −6, C = 2

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Hence y p = 7 − 6x + 2x 2
Step 8 The general solution of the given non-homogeneous differential equation is
y = yc + y p
y = c1e − x + c 2 e −2 x + 7 − 6 x + 2 x 2 .

Example 2
d2y dy
Solve −3 = 8e 3 x + 4 sin x
dx 2 dx
Solution:
dy d2y
Step 1 Since = Dy, = D2 y
dx 2
dx
Therefore, the given differential equation can be written as
(D 2 − 3D) y = 8e3x + 4 sin x
Step 2 We first consider the associated homogeneous differential equation to find y c
The auxiliary equation is
m( m − 3) = 0 ⇒ m = 0, 3
Thus the auxiliary equation has real and distinct roots. So that we have
y c = c1 + c 2 e 3 x

Step 3 In this case the input function is given by

g ( x) = 8e 3 x + 4 sin x
Since ( D − 3)(8e 3 x ) = 0, ( D 2 + 1)(4 sin x) = 0
Therefore, the operators D − 3 and D 2 + 1 annihilate 8e 3 x and 4 sin x , respectively. So
the operator ( D − 3)( D 2 + 1) annihilates the input function g ( x). This means that
( D − 3)( D 2 + 1) g ( x) = ( D − 3)( D 2 + 1)(8e 3 x + sin x) = 0
We apply ( D − 3)( D 2 + 1) to both sides of the differential equation in step 1 to obtain
( D − 3)( D 2 + 1)( D 2 − 3D) y = 0 .
This is homogeneous differential equation of order 5.

Step 4 The auxiliary equation of the higher order equation found in step 3 is
(m − 3)(m 2 + 1)(m 2 − 3m) = 0
m(m − 3) 2 (m 2 + 1) = 0
⇒ m = 0, 3, 3, ± i
Thus, the general solution of the differential equation
y = c1 + c 2 e 3 x + c3 xe 3 x + c 4 cos x + c5 sin x

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Step 5 First two terms in this solution are already present in y c

c1 + c 2 e 3 x
Therefore, we eliminate these terms. The remaining terms are
c3 xe3 x + c4 cos x + c5 sin x

Step 6 Therefore, the basic structure of the particular solution y p must be

y p = Axe 3 x + B cos x + C sin x

The constants c3, c 4 and c5 have been replaced with the constants A, B and C ,
respectively.

Step 7 Since y p = Axe 3 x + B cos x + C sin x

Therefore y′′p − 3 y′p = 3 Ae3 x + (− B − 3C ) cos x + (3B − C )sin x

Substituting into the given differential equation, we have
3 Ae3 x + (− B − 3C ) cos x + (3B − C )sin x = 8e3x + 4sin x .
Equating coefficients of e 3 x , cos x and sin x , we obtain
3 A = 8, − B − 3C = 0, 3B − C = 4
Solving these equations we obtain
A = 8 / 3, B = 6 / 5, C = −2 / 5
8 6 2
y p = xe 3 x + cos x − sin x .
3 5 5

Step 8 The general solution of the differential equation is then

8 6 2
y = c1 + c2e3x + xe3x + cos x − sin x .
3 5 5
Example 3
d2y
Solve
2
+ 8 y = 5 x + 2e− x .
dx
Solution:
Step 1 The given differential equation can be written as
( D 2 + 8) y = 5 x + 2e − x

Step 2 The associated homogeneous differential equation is

( D 2 + 8) y = 0
Roots of the auxiliary equation are complex
m = ±2 2 i
Therefore, the complementary function is

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y c = c1 cos 2 2 x + c2 sin 2 2 x

Step 3 Since D 2 x = 0, ( D + 1)e −x = 0

Therefore the operators D 2 and D + 1 annihilate the functions 5x and 2e − x . We apply
D 2 ( D + 1) to the non-homogeneous differential equation
D 2 ( D + 1)( D 2 + 8) y = 0 .
This is a homogeneous differential equation of order 5.

Step 4 The auxiliary equation of this differential equation is

m 2 (m + 1)(m 2 + 8) = 0
⇒ m = 0, 0, − 1, ± 2 2 i
Therefore, the general solution of this equation must be
y = c1 cos 2 2 x + c2 sin 2 2 x + c3 + c4 x + c5e− x

Step 5 Since the following terms are already present in y c

c1 cos 2 2 x + c2 sin 2 2 x
Thus we remove these terms. The remaining ones are
c3 + c 4 x + c5 e − x

Step 6 The basic form of the particular solution of the equation is

y p = A + Bx + Ce − x
The constants c3 , c 4 and c5 have been replaced with A, B and C .

Step 7 Since y p = A + Bx + Ce − x

Therefore y ′p′ + 8 y p = 8 A + 8Bx + 9Ce − x

Substituting in the given differential equation, we have
8 A + 8Bx + 9Ce− x = 5 x + 2e− x
Equating coefficients of x, e − x and the constant terms, we have
A = 0, B = 5 / 8, C = 2 / 9
5 2
Thus y p = x + e− x
8 9

Step 8 Hence, the general solution of the given differential equation is

y = yc + y p

y = c1 cos 2 2 x + c2 sin 2 2 x + x + e− x .
5 2
or
8 9

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Example 4
d2y
Solve + y = x cos x − cos x
dx 2
Solution:

Step 1 The given differential equation can be written as

( D 2 + 1) y = x cos x − cos x

Step 2 Consider the associated differential equation

( D 2 + 1) y = 0
The auxiliary equation is
m2 +1 = 0 ⇒ m = ± i
Therefore y c = c1 cos x + c 2 sin x

Step 3 Since ( D 2 + 1) 2 ( x cos x) = 0

( D 2 + 1) 2 cos x = 0 ; ∵ x ≠ 0
Therefore, the operator ( D 2 + 1) 2 annihilates the input function
x cos x − cos x
Thus operating on both sides of the non-homogeneous equation with ( D 2 + 1) 2 , we have
( D 2 + 1) 2 ( D 2 + 1) y = 0
or ( D 2 + 1) 3 y = 0
This is a homogeneous equation of order 6.

Step 4 The auxiliary equation of this higher order differential equation is

(m 2 + 1) 3 = 0 ⇒ m = i, i, i, − i, − i, − i
Therefore, the auxiliary equation has complex roots i , and − i both of multiplicity 3. We
conclude that
y = c1 cos x + c 2 sin x + c3 x cos x + c 4 x sin x + c5 x 2 cos x + c 6 x 2 sin x

Step 5 Since first two terms in the above solution are already present in y c
c1 cos x + c2 sin x
Therefore, we remove these terms.

Step 6 The basic form of the particular solution is

y p = Ax cos x + Bx sin x + Cx 2 cos x + Ex 2 sin x

Step 7 Since y p = Ax cos x + Bx sin x + Cx 2 cos x + Ex 2 sin x

Therefore
y ′p′ + y p = 4 Ex cos x − 4Cx sin x + (2 B + 2C ) cos x + (−2 A + 2 E ) sin x

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Substituting in the given differential equation, we obtain

4 Ex cos x − 4Cx sin x + (2 B + 2C ) cos x + ( −2 A + 2 E ) sin x = x cos x − cos x
Equating coefficients of x cos x, x sin x, cos x and sin x , we obtain
4E = 1, − 4C =0
2 B + 2C = −1, − 2 A + 2 E = 0
Solving these equations we obtain
A = 1 / 4, B = −1 / 2, C = 0, E = 1 / 4
1 1 1
Thus y p = x cos x − x sin x + x 2 sin x
4 2 4

Step 8 Hence the general solution of the differential equation is

1 1 1
y = c1 cos x + c 2 sin x + x cos x − x sin x + x 2 sin x .
4 2 4

Example 5
Determine the form of a particular solution for
d2y dy
−2 + y = 10e − 2 x cos x
dx 2 dx
Solution

Step 1 The given differential equation can be written as

( D 2 − 2 D + 1) y = 10e −2 x cos x

Step 2 To find the complementary function, we consider

y ′′ − 2 y ′ + y = 0
The auxiliary equation is
m 2 − 2m + 1 = 0 ⇒ (m − 1) 2 = 0 ⇒ m = 1, 1
The complementary function for the given equation is
y c = c1e x + c 2 xe x

Step 3 Since ( D 2 + 4 D + 5)e −2 x cos x = 0

Applying the operator ( D 2 + 4 D + 5) to both sides of the equation, we have
( D 2 + 4 D + 5)( D 2 − 2 D + 1) y = 0
This is homogeneous differential equation of order 4.

Step 4 The auxiliary equation is

(m 2 + 4m + 5)(m 2 − 2m + 1) = 0
⇒ m = −2 ± i, 1, 1
Therefore, general solution of the 4th order homogeneous equation is
y = c1e x + c2 xe x + c3e−2 x cos x + c4e−2 x sin x

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Step 5 Since the terms c1e x + c 2 xe x are already present in y c , therefore, we remove these
and the remaining terms are c3e −2 x cos x + c4e −2 x sin x

Step 6 Therefore, the form of the particular solution of the non-homogeneous equation is
∴ y p = Ae −2 x cos x + Be −2 x sin x
Note that the steps 7 and 8 are not needed, as we don’t have to solve the given
differential equation.

Example 6
Determine the form of a particular solution for
d3y d2y dy
−4 +4 = 5 x 2 − 6 x + 4 x 2 e 2 x + 3e 5 x .
3 2 dx
dx dx
Solution:

Step 1 The given differential can be rewritten as

(D 3 − 4D 2 + 4D ) y = 5x 2 − 6x + 4x 2 e 2 x + 3e 5x
Step 2 To find the complementary function, we consider the equation
(D 3 − 4D 2 + 4D) y = 0
The auxiliary equation is
m 3 − 4m 2 + 4m = 0
m ( m 2 − 4 m + 4) = 0
m(m − 2) 2 = 0 ⇒ m = 0, 2, 2

Thus the complementary function is

y c = c1 + c 2 e 2 x + c3 xe 2 x

Step 3 Since g ( x) = 5 x 2 − 6 x + 4 x 2 e 2 x + 3e 5 x

Further D 3 (5 x 2 − 6 x) = 0
( D − 2) 3 x 2 e 2 x = 0
( D − 5)e 5 x = 0
Therefore the following operator must annihilate the input function g (x ) . Therefore,
applying the operator D 3 ( D − 2) 3 ( D − 5) to both sides of the non-homogeneous equation,
we have
D 3 ( D − 2) 3 ( D − 5)( D 3 − D 2 + 4 D) y = 0
or D 4 ( D − 2) 5 ( D − 5) y = 0
This is homogeneous differential equation of order 10.

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Step 4 The auxiliary equation for the 10th order differential equation is
m 4 (m − 2) 5 (m − 5) = 0
⇒ m = 0, 0, 0, 0, 2, 2, 2, 2, 2, 5
Hence the general solution of the 10th order equation is
y = c1 + c 2 x + c3 x 2 + c 4 x 3 + c5 e 2 x + c6 xe 2 x + c7 x 2 e 2 x + c8 x 3 e 2 x + c9 x 4 e 2 x + c10 e 5 x

Step 5 Since the following terms constitute the complementary function y c , we remove
these c1 + c5 e 2 x + c6 xe 2 x

Thus the remaining terms are

c 2 x + c3 x 2 + c 4 x 3 + c7 x 2 e 2 x + c8 x 3 e 2 x + c9 x 4 e 2 x + c10 e 5 x

Hence, the form of the particular solution of the given equation is

y p = Ax + Bx 2 + Cx3 + Ex2e2 x + Fx3e2 x + Gx4e2 x + He5 x

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Exercise
Solve the given differential equation by the undetermined coefficients.

1. 2 y ′′ − 7 y ′ + 5 y = −29
2. y ′′ + 3 y ′ = 4 x − 5
3. y ′′ + 2 y ′ + 2 y = 5e 6 x
4. y ′′ + 4 y = 4 cos x + 3 sin x − 8
5. y ′′ + 2 y ′ + y = x 2 e − x
6. y ′′ + y = 4 cos x − sin x
7. y ′′′ − y ′′ + y ′ − y = xe x − e − x + 7
8. y ′′ + y = 8 cos 2 x − 4 sin x , y (π / 2) = −1 , y ′(π / 2) = 0
9. y ′′′ − 2 y ′′ + y ′ = xe x + 5 , y(0)=2, y ′(0) = 2 , y ′′(0) = −1
10. y ( 4 ) − y ′′′ = x + e x , y(0)=0, y ′(0) = 0 , y ′′(0) = 0 , y ′′′(0) = 0

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