Nonhomogeneous Differential Equations: Undetermined
Coefficients
I. AUXILIARY EQUATIONS WITH DISTINCT ROOTS
Let m1,m2,….mn be the distinct roots of the auxiliary of the auxiliary
equations, the general solution is
m1 x m2 x m3 x mn x
y=C 1 e +C 2 e +C 3 e + …+C n e
II. AUXILIARY EQUATIONS WITH REPEATED ROOTS
Let m1 = m2 = m3 = ……= mn = b be the repeated roots of the
auxiliary equations, then the general solution is
y=( C1 +C 2 x +C 3 x 2 +…+C n x n−1 ) e bx
III. AUXILIARY EQUATIONS WITB IMAGINARY ROOTS
Let the roots be a complex conjugate m=( a ±bi ) → [ ( m−a )2 +b2 ] =0, then
the general solution is
m1 x m2 x m3 x mn x
y=C 1 e +C 2 e +C 3 e + …+C n e
IV. AUXILIARY EQUATIONS WITH REPEATED IMAGINARY ROOTS
Let the roots be a repeated complex conjugate m 2=( a ± bi )2 →
[ ( m−a )2 +b2 ] =0, then the general solution is
2
ax ax
y=( C1 +C 2 x ) e cos bx + ( C 3 +C 4 x ) e sin bx
CONSTRUCTION OF A HOMOGENEOUS EQUATION FROM A SPECIFIED
SOLUTION
Example 1: Find a homogeneous linear equation, with constant
coefficients, that has a particular solution
2x
y=7 e +2 x
7e2x → C1emx m=2 → (m-2)=0
2x → (C1+C2x)enx → m1=0,m2=0
AUXILIARY EQUATIONS:
(m-2)(m2)=0
m2(m-2)=0 → m3-2m2=0
f(d)y=0 P.S.
(D3-2D2)y=0 y=7e2x + 2x
D3y-2D2y=0 C1=7
3 2 C2=0
d y d y
3 – 2 n2 = 0 C3=2
dx dx
General solution:
y= C 1 e 2 x +(C ¿ ¿ 2+C 3 x)¿
Example 2: Find a homogeneous linear equation with real,
constant coefficients, that is satisfied by
x
y=6+3 x e −cos x
6 → C1emx, m=0 m-1=0
m-1=0
(m-
3xex → ( C + C x ) ebx → b= ? (m1=1, 1)2=0 m2=1) →
1 2
-cos → C1eaxcosbx+c2eaxsinbx
b=1, a=0 m=a±bi → m= ±i
[(m-a)2+b2] = 0 → (m2+1)= 0
(m2 +1=0 ) → -cosx
2
√ m =√−1
m=±i AUXILIARY EQUATION:
m(m-1)2(m2+1)=0
(m-1)2=(m-1)(m-1)=m2-m-m+1
=m2-2m+1
m(m-1)2=m(m2-2m+1)=m3-2m+m
(m2-1)[m(m-1)2] = (m2+1)(m3-2m+m)
=m5-2m4+m3+m3-2m2+m
= m5-2m4+2m3 -2m2+m
“f(m)=)0” m5-2m4+2m3 -2m2+m=0
f(D)y=0 (D5-2D+2D3-2D2+D)y=0
ⅆ5 y ⅆ4 y ⅆ3 y ⅆ 2 y dy
−2 +2 -2 + =0
ⅆ x5 ⅆ x4 ⅆx 3 ⅆ x 2 ⅆ x ❑
m1=0
m2,3=1
m4,5=±i(9=0,b=1)
GENERAL SOLUTION:
y=C1e0x+(C2+C3x)e2x+C4e0xcosx+C5ebxsinx
y=C1+(C2+C3x)x+C4cosx+c5sinx
PARTICULAR , y=6+3xex-cosx
C1=6
C2=0
C3=3
C4=-1
C5=0
Example 3: Find a homogeneous linear equation with real,
constant coefficients, that is satisfied by
x
y=4 x e sin 2 x
Example 3: Find a homogeneous linear equation with real,
constant coefficients, that is satisfied by
x
y=2e cos 3 x
GENERAL SOLUTION OF A NONHOMOGENEOUS EQUATIONS
Let y p be any particular solution (not necessarily involving any arbitrary
constants) of the equation
n n−1
d y d y dy
(
a0 x ) n
(
+ a1 x ) n−1
+…+ an−1 ( x ) +a n ( x ) y=R ( x ) → ( 1 )
dx dx dx
and let y c be a solution (complementary function) of the corresponding
homogeneous equation
n n−1
d y d y dy
a0( x ) n
+ a1 ( x ) n−1 +…+ an−1 ( x ) +a n ( x ) y=0
dx dx dx
Then,
y= y c + y p
is a solution of
n n−1
d y d y dy
a0( x ) n
+ a1 ( x ) n−1 +…+ an−1 ( x ) +a n ( x ) y=R ( x ) → ( 1 )
dx dx dx
THE METHOD OF UNDETERMINED COEFFICIENTS
- The method of undetermined coefficients is a technique for finding
particular solutions to certain types of nonhomogeneous differential
equations. This method is especially useful for linear differential equations
with constant coefficients where the nonhomogeneous term (“ R ( x ) -
forcing function”) is an exponential, polynomial, sine, cosine, or a
combination of these.
- The method is called undetermined coefficients because, in this
approach, we make an initial “educated guess” for the particular solution
in terms of unknown, or undetermined, coefficients.
THE METHOD OF UNDETERMINED COEFFICIENTS
- Let mn ( n=1 ,2 , 3 , … ) be the roots of the auxiliary equation f ( m) =0, from the
homogeneous equation, and m ' n ( n=1 ,2 , 3 , … ) be the roots of the
nonhomogeneous term R ( x ).
- The general solution is
y= y c + y p
Example 4: Solve the equation
2
d y dy
2
+ −2 y =2 x−40 cos 2 x
d x dx
COMPLEMENTARY FUNCTION, YC :
ⅆ 2 y dy
− −2 y =0
ⅆ x 2 ⅆx
“f(D)y=0”
(D2+D-2)y=0
A.E. m 2+m-2=0
(m+2)(m-1)=0
m=-2,1
yc=C1emx+c2em2x , m 1=-2
m 2=1
yc=C1e-2x+c2ex
yp→ “ R(x) = 2x -40cos2x
2x → (A+Bx)ebx , b=m1=0
2x → A+Bx
-40cos2x →C 1 e ax cos bx +C 2eax sin bx
→Ccos2x+Esin2x
yp=(A+Bx)+(Ccos2x+Esin2x)
2
d y dy
2
+ −2 y =2 x−40 cos 2 x
d x dx
y’’+y’p-2yp=2x-40cos2x
y’’=-2c(2cos2x)+2E(2-sin2x)
=-4cos2x-4Esin2X
ⅆ 2 y dy
− −2 y =2x-40-cos2x y’’+y’p-
ⅆ x 2 ⅆx
2yp=2x-40cos2x
yp=A+Bx+Ccos2x+Esin2x
yP’=B-2Csinx+2Ecos2x
yP’’=-4Ccosx-4Esin2x
ⅆ 2 y dy
− −2 y=2x-4cos2x
ⅆ x 2 ⅆx
yp=A+Bx+Ccos2x+Esin2x
yp’=-4cos2x-4Esin2x
yp”=-4Ccos2x-4Esin2x’
(-4Ccos2x-4Esin2x)+(B-2Csin2x+2Ecos2x)
-2(A+Bx+Ccos2x+Esin2x)=2x-4cos2x
(-4c+2E-2C)cos2X+(-4E-2C-2t)sin2x
(B-2A)+Bx=2x-4cos2x
Coefficient of x: Constant:
B=2 B-2A=0
B=1
Coefficient of cos2x:
-6c+2E=-40
Coefficient of sin2x:
-6E-2C=0 → -6E=2C
C=-3E
C=-3(-2)
C=6
Eq 1:
-6(-3E)+2E=-40
20E=-40
E=-2
yp=A+Bx+Ccos2x+Esin2x
yp=1+2x+6cos2x-2sin2x
yc=C1e-2x+C2ex
yp=1+2x+6cos2x-2sin2x
GENERAL SOLUTION:
y=yc+yp
y= C1e-2x+C2ex+1+2x+6cos2x-2sin2x
2
d y dy
2
+ −2 y =2 x−40 cos 2 x
d x dx
Example 5: Solve the equation
2
d y
2
+ y=sin x
dx
Example 6: Solve the equation
' '' −x 2x
y − y=4 e +3 e
