Differential Equations (MTH401) VU

Lecture 17

Method of Undetermined Coefficients-Superposition Approach

Recall

1. That a non-homogeneous linear differential equation of order n is an equation of the

form
dny d n −1 y dy
a n n + a n −1 n −1 + + a1 + a 0 y = g ( x)
dx dx dx
The coefficients a 0 , a1 , …, a n can be functions of x . However, we will discuss
equations with constant coefficients.

2. That to obtain the general solution of a non-homogeneous linear differential equation

we must find:

‰ The complementary function y , which is general solution of the associated

c
homogeneous differential equation.
‰ Any particular solution y of the non-homogeneous differential equation.
p

3. That the general solution of the non-homogeneous linear differential equation is given
by

General solution = Complementary function + Particular Integral

Finding

Complementary function has been discussed in the previous lecture. In the next three
lectures we will discuss methods for finding a particular integral for the non-
homogeneous equation, namely

‰ The method of undetermined coefficients-superposition approach

‰ The method undetermined coefficients-annihilator operator approach.
‰ The method of variation of parameters.

The Method of Undetermined Coefficient

The method of undetermined coefficients developed here is limited to non-homogeneous

linear differential equations

‰ That have constant coefficients, and

‰ Where the function g (x ) has a specific form.

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The form of g (x )

The input function g (x ) can have one of the following forms:

‰ A constant function k.
‰ A polynomial function
x
‰ An exponential function e
‰ 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
Consist of performing the following steps.
Step 1 Determine the form of the input function g (x ) .
Step 2 Assume the general form of y according to the form of g (x )
p
Step 3 Substitute in the given non-homogeneous differential equation.
Step 4 Simplify and equate coefficients of like terms from both sides.
Step 5 Solve the resulting equations to find the unknown coefficients.
Step 6 Substitute the calculated values of coefficients in assumed y
p
Restriction on g ?
The input function g is restricted to have one of the above stated forms because of the
reason:

‰ The derivatives of sums and products of polynomials, exponentials etc are again
sums and products of similar kind of functions.
+ by + cy has to be identically equal to the input
// /
‰ The expression ay
p p p
function g (x ) .
Therefore, to make an educated guess, y p is assured to have the same form as g .

Caution!

‰ In addition to the form of the input function g ( x ) , the educated guess for y must
p
take into consideration the functions that make up the complementary function y .
c
‰ No function in the assumed y must be a solution of the associated homogeneous
p
differential equation. This means that the assumed y p should not contain terms
that duplicate terms in y .
c
Taking for granted that no function in the assumed y p is duplicated by a function in y ,
c
some forms of g and the corresponding forms of y p are given in the following table.

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Trial particular solutions

Number The input function g ( x ) The assumed particular solution y

p
1 Any constant e.g. 1 A
2 5x + 7 Ax + B
3 3x 2 − 2 Ax 2 + Bx + c
4 x3 − x + 1 Ax 3 + Bx 2 + Cx + D
5 sin 4 x A cos 4 x + B sin 4 x
6 cos 4 x A cos 4 x + B sin 4 x
7 e5 x Ae5 x
8 (9 x − 2)e 5 x ( Ax + B )e 5 x
9 x 2e5x ( Ax 2 + Bx + C )e 5 x
10 e3x sin 4 x A e 3x cos 4 x + B e 3x sin 4 x
11 5 x 2 sin 4 x ( A1 x 2 + B1 x + C1 ) cos 4 x + ( A2 x2 + B2 x + C2 ) sin 4 x

12 xe3x cos 4 x ( Ax + B )e 3 x cos 4 x + (Cx + D )e 3 x sin 4 x

If g ( x ) equals a sum?

Suppose that

‰ The input function g ( x ) consists of a sum of m terms of the kind listed in the
above table i.e.
g ( x ) = g1 ( x ) + g 2 ( x ) + + g m ( x ).
‰ The trial forms corresponding to g1 ( x ), g 2 ( x ), …, g m ( x ) be y p1 , y p 2 , …, y p m .

Then the particular solution of the given non-homogeneous differential equation is

y p = y p1 + y p 2 + + y p m
In other words, the form of y p is a linear combination of all the linearly independent
functions generated by repeated differentiation of the input function g ( x ) .

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Example 1
Solve y // + 4 y / − 2 y = 2 x 2 − 3x + 6
Solution:

Complementary function
To find y , we first solve the associated homogeneous equation
c
y // + 4 y / − 2 y = 0
We put y = e mx , y ′ = me mx , y ′′ = m 2 e mx
Then the associated homogeneous equation gives
( m 2 + 4m − 2)e mx = 0
Therefore, the auxiliary equation is
m 2 + 4m − 2 = 0 as e mx ≠ 0, ∀ x
Using the quadratic formula, roots of the auxiliary equation are
m = −2 ± 6
Thus we have real and distinct roots of the auxiliary equation
m1 = −2 − 6 and m 2 = −2 + 6
Hence the complementary function is
− (2 + 6 ) x ( −2 + 6 ) x
y = c1e + c2 e
c

Next we find a particular solution of the non-homogeneous differential equation.

Particular Integral

Since the input function

g ( x) = 2 x 2 − 3x + 6

is a quadratic polynomial. Therefore, we assume that

y p = Ax 2 + Bx + C
y p = 2 Ax + B and y p = 2 A
/ //
Then
y p + 4 y p − 2 y p = 2 A + 8 Ax + 4 B − 2 Ax 2 − 2 Bx − 2C
// /
Therefore

Substituting in the given equation, we have

2 A + 8 Ax + 4 B − 2 Ax 2 − 2 Bx − 2C = 2 x 2 − 3 x + 6
or − 2 Ax 2 + (8 A − 2 B) x + (2 A + 4 B − 2C ) = 2 x 2 − 3x + 6
Equating the coefficients of the like powers of x , we have

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- 2A = 2 , 8A - 2B = - 3 , 2A + 4B - 2C = 6

Solving this system of equations leads to the values

A = −1, B = − 5 2, C = −9.

Thus a particular solution of the given equation is

5
y p = −x2 − x−9.
2

Hence, the general solution of the given non-homogeneous differential equation is given
by
y = y + yp
c

x − 9 + c1e − (2 + 6 ) x + c2 e (−2 + 6 ) x
5
or y = −x2 −
2

Example 2

Solve the differential equation

y // − y / + y = 2 sin 3x
Solution:

Complementary function
To find y , we solve the associated homogeneous differential equation
c
y // − y / + y = 0
Put y = e mx , y ′ = me mx , y′′ = m 2e mx
Substitute in the given differential equation to obtain the auxiliary equation
1± i 3
m2 − m +1 = 0 or m=
2
Hence, the auxiliary equation has complex roots. Hence the complementary function is
(1 / 2) x ⎛⎜ 3 3 ⎞
y =e ⎜ c1 cos x + c 2 sin x ⎟⎟
c 2 2
⎝ ⎠
Particular Integral
Since successive differentiation of
g ( x) = sin 3x
produce sin 3x and cos 3x
Therefore, we include both of these terms in the assumed particular solution, see table

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y = A cos 3 x + B sin 3x.

p
Then y ′ = −3 A sin 3 x + 3B cos 3x.
p
y ′′ = −9 A cos 3x − 9 B sin 3 x.
p
y p − y p + y p = (−8 A − 3B) cos 3x + (3 A − 8B) sin 3x.
// /
Therefore
Substituting in the given differential equation
( −8 A − 3B ) cos 3 x + (3 A − 8 B ) sin 3 x = 0 cos 3 x + 2 sin 3 x.
From the resulting equations
− 8 A − 3 B = 0, 3 A − 8 B = 2
Solving these equations, we obtain
A = 6 / 73, B = −16 / 73
A particular solution of the equation is
6 16
y = cos 3 x − sin 3 x
p 73 73
Hence the general solution of the given non-homogeneous differential equation is
(1 / 2) x ⎛⎜ 3 3 ⎞ 6 16
y=e c cos x + c sin x ⎟ + cos 3 x − sin 3 x
⎜ 2
2 ⎟⎠ 73
1
⎝ 2 73
Example 3
Solve y // − 2 y / − 3 y = 4 x − 5 + 6 xe 2 x
Solution:
Complementary function
To find y , we solve the associated homogeneous equation
c
y // − 2 y / − 3 y = 0
Put y = e mx , y′ = me mx , y ′′ = m 2e mx
Substitute in the given differential equation to obtain the auxiliary equation
m 2 − 2m − 3 = 0
⇒ (m + 1)(m − 3) = 0
m = −1, 3
Therefore, the auxiliary equation has real distinct root
m1 = −1, m = 3
2
Thus the complementary function is
y = c1e − x + c e 3x .
c 2
Particular integral
Since g ( x ) = ( 4 x − 5) + 6 xe 2 x = g ( x ) + g ( x )
1 2

Corresponding to g1 ( x) y = Ax + B
p
1

Corresponding to g 2 ( x) y = (Cx + D)e 2 x

p
2

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The superposition principle suggests that we assume a particular solution

yp = yp + yp
1 2
i.e. y p = Ax + B + (Cx + D) e 2 x

Then y ′p = A + 2(Cx + D) e 2 x + Ce 2 x

y ′p′ = 4(Cx + D) e 2 x + 4Ce 2 x

Substituting in the given
y p // − 2 y p / − 3 y p = 4Cxe 2 x + 4 De 2 x + 4Ce 2 x − 2 A − 4Cxe 2 x

− 4 De 2 x − 2Ce 2 x − 3 Ax − 3B − 3Cxe 2 x − 3De 2 x

Simplifying and grouping like terms

y p // − 2 y p / − 3 y p = −3 Ax − 2 A − 3B − 3Cxe 2 x + (2C − 3D)e 2 x = 4 x − 5 + 6 xe 2 x .

Substituting in the non-homogeneous differential equation, we have
− 3 Ax − 2 A − 3B − 3Cxe 2 x + (2C − 3D)e 2 x = 4 x − 5 + 6 xe 2 x + 0e 2 x
Now equating constant terms and coefficients of x , xe 2 x and e 2 x , we obtain
− 2 A − 3B = −5 , − 3A =4
− 3C = 6, 2C − 3D = 0
Solving these algebraic equations, we find
A = − 4 3, B = 23 9
C = −2, D = -4 3
Thus, a particular solution of the non-homogeneous equation is
y p = −(4 3) x + (23 9) − 2 xe 2 x − (4 3)e 2 x
The general solution of the equation is

y = y c + y p = c1e − x + c 2 e 3 x − ( 4 3 ) x + (23 9) − 2 x e 2x - (4 3)e 2 x

Duplication between y p and y c ?

‰ If a function in the assumed y p is also present in y c then this function is a

solution of the associated homogeneous differential equation. In this case the

obvious assumption for the form of y p is not correct.
‰ In this case we suppose that the input function is made up of terms of n kinds i.e.
g ( x) = g1 ( x) + g 2 ( x) + + g n ( x)
and corresponding to this input function the assumed particular solution y p is
y p = y p + y p + + y pn
1 2
‰ If a y p contain terms that duplicate terms in y c , then that y p must be multiplied
i i

with x n , n being the least positive integer that eliminates the duplication.

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Example 4
Find a particular solution of the following non-homogeneous differential equation
y // − 5 y / + 4 y = 8e x
Solution:

To find y c , we solve the associated homogeneous differential equation

y // − 5 y / + 4 y = 0
We put y = e mx in the given equation, so that the auxiliary equation is
m 2 − 5m + 4 = 0 ⇒ m = 1, 4
Thus yc = c1e x + c2e 4 x
Since g ( x) = 8e x
Therefore, y p = Ae x
Substituting in the given non-homogeneous differential equation, we obtain
Ae x − 5 Ae x + 4 Ae x = 8e x
So 0 = 8e x
Clearly we have made a wrong assumption for y p , as we did not remove the duplication.

Since Ae x is present in yc . Therefore, it is a solution of the associated homogeneous

differential equation
y // − 5 y / + 4 y = 0
To avoid this we find a particular solution of the form
y p = Axe x
We notice that there is no duplication between y c and this new assumption for y p
Now y p / = Axe x + Ae x , y p // = Axe x + 2 Ae x
Substituting in the given differential equation, we obtain
Axe x + 2 Ae x − 5 Axe x − 5 Ae x + 4 Axe x = 8e x .
or − 3 Ae x = 8e x ⇒ A = − 8 3 .
So that a particular solution of the given equation is given by
y p = −(8 3)e x
Hence, the general solution of the given equation is

y = c1e x + c2 e4 x − (8 / 3) x e x

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Example 5

Determine the form of the particular solution

(a) y // − 8 y / + 25 y = 5 x 3e − x − 7e − x
(b) y // + 4 y = x cos x.

Solution:

(a) To find yc we solve the associated homogeneous differential equation

y // − 8 y / + 25 y = 0
Put y = e mx
Then the auxiliary equation is
m 2 − 8m + 25 = 0 ⇒ m = 4 ± 3i
Roots of the auxiliary equation are complex
yc = e 4 x (c1 cos 3x + c2 sin 3x)
The input function is
g ( x ) = 5 x 3e − x − 7e − x = (5 x 3 − 7)e − x
Therefore, we assume a particular solution of the form
y p = ( Ax 3 + Bx 2 + Cx + D )e − x
Notice that there is no duplication between the terms in y p and the terms in yc .
Therefore, while proceeding further we can easily calculate the value A, B, C and D .

(b) Consider the associated homogeneous differential equation

y // + 4 y = 0
Since g ( x) = x cos x
Therefore, we assume a particular solution of the form
y p = ( Ax + B ) cos x + (Cx + D ) sin x
Again observe that there is no duplication of terms between yc and y p

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Example 6
Determine the form of a particular solution of
y // − y / + y = 3x 2 − 5sin 2 x + 7 xe6 x

Solution:
To find yc , we solve the associated homogeneous differential equation
y // − y / + y = 0
Put y = e mx
Then the auxiliary equation is
1± i 3
m2 − m + 1 = 0 ⇒ m =
2
⎛ 3 3 ⎞
Therefore y c = e (1 / 2) x ⎜⎜ c1 cos x + c 2 sin x ⎟⎟
⎝ 2 2 ⎠
Since g ( x ) = 3 x − 5sin 2 x + 7 xe = g1 ( x) + g 2 ( x) + g 3 ( x )
2 6x

Corresponding to g1 ( x) = 3x 2 : y p1 = Ax 2 + Bx + C
Corresponding to g 2 ( x) = −5sin 2 x : y p2 = D cos 2 x + E sin 2 x
Corresponding to g 3 ( x ) = 7 xe6 x : y p3 = ( Fx + G) e6x

Hence, the assumption for the particular solution is

y p = y p1 + y p2 + y p3
or y p = Ax 2 + Bx + C + D cos 2 x + E sin 2 x + ( Fx + G )e 6x
No term in this assumption duplicate any term in the complementary function
y c = c1e 2 x + c 2 e 7 x
Example 7
Find a particular solution of
y // − 2 y / + y = e x
Solution:
Consider the associated homogeneous equation
y // − 2 y / + y = 0
Put y = e mx
Then the auxiliary equation is
m 2 − 2m + 1 = (m − 1) 2 = 0
⇒m = 1, 1
Roots of the auxiliary equation are real and equal. Therefore,
y c = c1e x + c 2 xe x

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Since g ( x) = e x
Therefore, we assume that
y p = Ae x
This assumption fails because of duplication between y c and y p . We multiply with x
Therefore, we now assume
y p = Axe x
However, the duplication is still there. Therefore, we again multiply with x and assume
y p = Ax 2 e x
Since there is no duplication, this is acceptable form of the trial y p
1
y p = x 2e x
2
Example 8
Solve the initial value problem
y // + y = 4 x + 10 sin x,
y(π ) = 0, y / (π ) = 2
Solution
Consider the associated homogeneous differential equation
y // + y = 0
Put y = e mx
Then the auxiliary equation is
m2 +1 = 0 ⇒ m = ± i
The roots of the auxiliary equation are complex. Therefore, the complementary function
is
y c = c1 cos x + c 2 sin x
Since g ( x) = 4 x + 10 sin x = g1 ( x) + g 2 ( x)
Therefore, we assume that
y p1 = Ax + B , y p 2 = C cos x + D sin x
So that y p = Ax + B + C cos x + D sin x
Clearly, there is duplication of the functions cos x and sin x . To remove this duplication
we multiply y p 2 with x . Therefore, we assume that
y p = Ax + B + C x cos x + Dx sin x.
y ′′p = −2C sin x − Cx cos x + 2 D cos x − Dx sin x
So that y p // + y p = Ax + B − 2C sin x + 2 Dx cos x
Substituting into the given non-homogeneous differential equation, we have
Ax + B − 2C sin x + 2 Dx cos x = 4 x + 10 sin x
Equating constant terms and coefficients of x , sin x , x cos x , we obtain

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B = 0, A = 4, − 2C = 10, 2 D = 0
So that A = 4, B = 0, C = −5, D = 0
Thus y p = 4 x − 5 x cos x
Hence the general solution of the differential equation is
y = yc + y p = c1 cos x + c 2 sin x + 4 x - 5 x cos x
We now apply the initial conditions to find c1 and c 2 .
y (π ) = 0 ⇒ c1 cos π + c2 sin π + 4π − 5π cos π = 0
Since sin π = 0, cos π = −1
Therefore c1 = 9π
Now y / = −9π sin x + c 2 cos x + 4 + 5 x sin x − 5 cos x
Therefore y / (π ) = 2 ⇒ −9π sin π + c 2 cos π + 4 + 5π sin π − 5 cos π = 2
∴ c 2 = 7.
Hence the solution of the initial value problem is
y = 9π cos x + 7 sin x + 4 x − 5 x cos x.
Example 9
Solve the differential equation
y // − 6 y / + 9 y = 6 x 2 + 2 − 12e 3 x
Solution:
The associated homogeneous differential equation is
y // − 6 y / + 9 y = 0
Put y = e mx
Then the auxiliary equation is
m 2 − 6m + 9 = 0 ⇒ m = 3, 3
Thus the complementary function is
y c = c1e 3 x + c 2 xe 3 x
Since g ( x) = ( x 2 + 2) − 12e 3 x = g1 ( x) + g 2 ( x)
We assume that
Corresponding to g1 ( x) = x 2 + 2 : y p1 = Ax 2 + Bx + C
Corresponding to g 2 ( x) = −12e 3 x : y p 2 = De 3 x
Thus the assumed form of the particular solution is
y p = Ax 2 + Bx + C + De 3 x
The function e 3 x in y p 2 is duplicated between y c and y p . Multiplication with x does
not remove this duplication. However, if we multiply y p 2 with x 2 , this duplication is
removed.
Thus the operative from of a particular solution is
y p = Ax 2 + Bx + C + Dx 2 e 3 x

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Then y ′p = 2 Ax + B + 2 Dxe 3 x + 3Dx 2 e 3 x

and y ′p′ = 2 A + 2 De3 x + 6 Dxe3 x + 9 Dx 2 e 3 x
Substituting into the given differential equation and collecting like term, we obtain
y p // − 6 y p / + y p = 9 Ax 2 + ( −12 A + 9 B ) x + 2 A − 6 B + 9C + 2 De 3 x = 6 x 2 + 2 − 12e 3 x

Equating constant terms and coefficients of x, x 2 and e 3 x yields

2 A − 6 B + 9C = 2, − 12 A + 9 B = 0
9 A = 6, 2 D = −12
Solving these equations, we have the values of the unknown coefficients
A = 2 3, B = 8 9 , C = 2 3 and D = -6
2 8 2
Thus y p = x 2 + x + − 6 x 2e3x
3 9 3
Hence the general solution
2 8 2
y = yc + yp = c1e3x + c2 xe3x + x2 + x + − 6x2e3x .
3 9 3
Higher –Order Equation
The method of undetermined coefficients can also be used for higher order equations of
the form
dny d n −1 y dy
an n
+ a n −1 n −1
+ ... + a1 + a 0 y = g ( x)
dx dx dx
with constant coefficients. The only requirement is that g ( x ) consists of the proper kinds
of functions as discussed earlier.

Example 10
Solve y /// + y // = e x cos x
Solution:
To find the complementary function we solve the associated homogeneous differential
equation
y /// + y // = 0
Put y = e mx , y ′ = me mx , y ′′ = m 2 e mx
Then the auxiliary equation is
m3 + m2 = 0
or m 2 (m + 1) = 0 ⇒ m = 0,0,−1
The auxiliary equation has equal and distinct real roots. Therefore, the complementary
function is
y c = c1 + c 2 x + c3 e − x
Since g ( x) = e x cos x
Therefore, we assume that
y p = Ae x cos x + Be x sin x
Clearly, there is no duplication of terms between y c and y p .

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Substituting the derivatives of y p in the given differential equation and grouping the like
terms, we have
y p + y p = (−2 A + 4 B)e x cos x + (−4 A − 2 B)e x sin x = e x cos x.
/// //

Equating the coefficients, of e x cos x and e x sin x , yields

− 2 A + 4 B = 1,−4 A − 2 B = 0
Solving these equations, we obtain
A = −1 / 10, B = 1 / 5
So that a particular solution is
y p = c1 + c2 x + c3e − x − (1 / 10)e x cos x + (1 / 5)e x sin x
Hence the general solution of the given differential equation is
y p = c1 + c 2 x + c3e − x − (1 / 10)e x cos x + (1 / 5)e x sin x
Example 12
Determine the form of a particular solution of the equation
y ′′′′ + y ′′′ = 1 − e − x
Solution:
Consider the associated homogeneous differential equation
y ′′′′ + y ′′′ = 0
The auxiliary equation is
m 4 + m 3 = 0 ⇒ m = 0, 0, 0, − 1
Therefore, the complementary function is
yc = c1 + c2 x + c3 x 2 + c4e − x

Since g ( x) = 1 − e − x = g1 ( x) + g 2 ( x)

Corresponding to g1 ( x) = 1 : y p1 = A
Corresponding to g 2 ( x) = −e − x : y p 2 = Be − x
Therefore, the normal assumption for the particular solution is
y p = A + Be − x
Clearly there is duplication of
(i) The constant function between y c and y p .
1
(ii) The exponential function e − x between y c and y p .
2
To remove this duplication, we multiply y p with x 3 and y p 2 with x . This duplication
1
can’t be removed by multiplying with x and x 2 . Hence, the correct assumption for the
particular solution y p is
y p = Ax 3 + Bxe − x

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Exercise
Solve the following differential equations using the undetermined coefficients.

1 //
1. y + y / + y = x 2 + 2x
4

2. y // − 8 y / + 20 y = 100 x 2 − 26 xe x

3. y // + 3 y = −48 x 2 e 3 x

4. 4 y // − 4 y / − 3 y = cos 2 x

5. y // + 4 y = ( x 2 − 3) sin 2 x

6. y // − 5 y / = 2 x 3 − 4 x 2 − x + 6

7. y // − 2 y / + 2 y = e 2 x (cos x − 3 sin x)

Solve the following initial value problems.

8. y // + 4 y / + 4 y = (3 + x)e −2 x , y( 0 ) = 2,y / ( 0 ) = 5

d 2x
9. 2
+ ω 2 x = F0 cos γt , x(0) = 0, x / (0) = 0
dt

10. y /// + 8 y = 2 x − 5 + 8e −2 x , y( 0 ) = −5, y / ( 0 ) = 3, y // (0) = −4

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