SOLUTION TO

LINEAR DIFFERENTIAL EQUATIONS WITH

CONSTANT-COEFFICIENTS (LCCDE)
BY DIRECT METHOD
• Homogeneous Solution
• Particular Solution
• Total Solution

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LINEAR CONSTANT-COEFFICIENT
DIFFERENTIAL EQUATION

n i
d y

i =0
ai i = f (t )
dt
where:
ai = constants
LCCDE is also called Linear Time-Invariant (LTI)
Differential Equation 2
SOLUTIONS TO LCCDE
• Classical Solution/Direct Method
y(t ) = yc (t ) + y p (t )

Roots of Method of
Characteristic Undetermined
Polynomial Coefficients

• Laplace Transform
LCCDE Laplace Y(s) Inverse y(t)
Laplace
Transform
Transform 3
CLASSICAL SOLUTION
Solution to
n i
d y

i =0
ai i = f (t )
dt
is of the form

y(t ) = yc (t ) + y p (t )
where:
yc (t ) = Characteristic solution (Homogeneous)
y p (t ) = Particular solution 4
HOMOGENEOUS SOLUTION
Steps in obtaining the
Homogeneous Solution
1. Equate f(t) to zero.
2. Create an auxiliary (characteristic) equation from
the differential equation.
3. Solve for the roots of the auxiliary equation.
4. Write the homogeneous solution from the
corresponding roots.
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Example:
CASE I: Real & Distinct Roots
Determine the Homogeneous Solution of the
Differential Equation
3 2
d y d y dy
3
− 4 2 + + 6 y = 3e 4t

dt dt dt
Solution: Equating the right side to zero
and writing the auxiliary equation

m − 4m + m + 6 = 0
3 2

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Example:
CASE I: Real & Distinct Roots
By using Synthetic Division or other root-finding
method

m = −1,2,3
The Homogeneous Solution is of the form

−t
yc (t ) = c1e + c2e + c3e2t 3t

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Example:
CASE II: Real & Repeated Roots
Determine the Homogeneous Solution of the
Differential Equation

4 3 2
d y d y d y
4
+ 2 3 + 2 = 4t
dt dt dt
Solution: Equating the right side to zero
and writing the auxiliary equation

m + 2m + m = 0
4 3 2

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Example:
CASE II: Real & Repeated Roots
By using Synthetic Division or other root-finding
method

m = 0,0,−1,−1
The Homogeneous Solution is of the form
−t −t
yc (t ) = c1e ( 0)t
+ c2te ( 0)t
+ c3e + c4te
or
−t −t
yc (t ) = c1 + c2t + c3e + c4te 9
CASE III: Complex Conjugate
Roots
For complex-conjugate roots m = a ± jb, the
Homogeneous Solution may be written as in Case I

( a + jb) t ( a − jb) t
yc (t ) = c1e + c2e
or
yc (t ) = e (c3 cos bt + c4 sin bt)
at

where: c3 = c1 + c 2
c4 = j (c1 − c2 ) 10
Example:
CASE III: Complex Conjugate
Roots
Determine the Homogeneous Solution of the
Differential Equation
2
d y dy −t
2
− 4 + 13 y = e
dt dt
Solution: Equating the right side to zero
and writing the auxiliary equation

m − 4m + 13 = 0
2

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Example:
CASE III: Complex Conjugate
Roots
By using Quadratic Formula

m = 2  j3
The Homogeneous Solution is of the form
( 2 + j 3) t ( 2 − j 3) t
yc (t ) = c1e + c2e
or
yc (t ) = e (c3 cos 3t + c4 sin 3t )
2t
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PARTICULAR SOLUTION
Steps in obtaining the
Particular Solution
1. Determine the form of f(t).
2. Write the particular solution corresponding to the given f(t).
3. Using Method of Undetermined Coefficients, solve for the
constants by evaluating the left side of the differential
equation.

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PARTICULAR SOLUTIONS OF SOME
FUNCTIONS

f (t ) y p (t )
A K
At K1t + K 2
At 2
K1t + K 2t + K3
2

A cos t K1 cos t + K 2 sin t

A sin t K1 cos t + K 2 sin t
bt bt
Ae Ke
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Example:
Find the Particular Solution of the Differential
Equation
2
d y dy
2
+ − 2 y = 2t − 40 cos 2t
dt dt
Solution: From the Table, the Particular
solution corresponding to f (t ) = 2t − 40 cos 2t
y p (t ) = K1t + K 2 + K3 cos 2t + K 4 sin 2t

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Example:
In order to evaluate the left-side of the D.E., we will
need the first and second derivatives of yp

y p (t ) = K1t + K 2 + K3 cos 2t + K 4 sin 2t

dy p (t )
= K1 − 2 K 3 sin 2t + 2 K 4 cos 2t
dt
2
d y p (t )
2
= −4 K 3 cos 2t − 4 K 4 sin 2t
dt 16
Example:
The given D.E. can be written as

(−2 K1 )t + ( K1 − 2 K 2 ) + (−6 K 3 + 2 K 4 ) cos 2t

+ (−2 K 3 − 6 K 4 ) sin 2t = 2t − 40 cos 2t
Equating coefficients we can have the
following relationships to solve for K1,K2,K3
and K4
− 2 K1 = 2 (eq.1) − 6 K 3 + 2 K 4 = −40 (eq.3)

K1 − 2 K 2 = 0 (eq.2) − 2K3 − 6K 4 = 0 (eq.4) 17

Example:
We can find K1 and K2 from eq.1 and eq.2
2 K1 − 1
K1 = = −1 K2 = =
−2 2 2
We can find K3 and K4 from eq.3 and eq.4.
using Cramer’s Rule
 − 6 2   K 3  − 40
 − 2 − 6  K  =  0 
  4   
K3 = 6 K 4 = −2
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Example:

By substituting the constants, the particular solution

will be

1
y p (t ) = −t − + 6 cos 2t − 2 sin 2t
2

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TOTAL SOLUTION
After solving for the
Homogeneous and Particular Solutions

y(t ) = yc (t ) + y p (t )
The final task will be to determine the
constants from the Homogeneous Solution
by evaluating the Total Solution at given
Initial Conditions
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INITIAL CONDITIONS
Values of dy (t ) d 2 y (t ) d m y (t )
• y (t ), , 2
... at t=0.
dt dt dt m

We will assume that all initial conditions are

zero.

dy (t ) d 2 y (t ) d m y (t )
y (t ) = = 2
... m
=0
dt dt dt
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Example:
Find the Total Solution of the Differential
Equation (Assume all initial conditions=0)
2
d y dy
2
+ − 2 y = 2t − 40 cos 2t
dt dt
Solution: First, we will solve for the
Homogeneous Solution by getting the roots
of the auxiliary polynomial

m +m−2 = 0
2

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Example:
By using Synthetic Division or other root-finding
method

m = 1,−2
Case I: Real and Repeated Roots.
The Homogeneous Solution is of the form

−2t
yc (t ) = c1e + c2e
t

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Example:
After determining the Homogeneous Solution,
we will find the Particular Solution, which is
1
y p (t ) = −t − + 6 cos 2t − 2 sin 2t
2
(from previous example)

The Total Solution will be

− 2t 1
y (t ) = c1e + c2e
t
− t − + 6 cos 2t − 2 sin 2t
2

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Example:
To determine c1 and c2, we will evaluate y(t)
at t=0
1
y (0) = c1e + c2e − 0 − + 6 cos(0) + sin( 0) = 0
0 0

2
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c1 + c2 = − (eq.1)
2

and dy (t ) at t=0
dt
dy (t )
= c1et − 2c2e −2t − 1 − 2 sin 2t + 2 cos 2t
dt
dy (0)
= c1e0 − 2c2e0 − 1 − 2 sin( 0) + 2 cos(0) = 0
dt

c1 − 2c2 = 5 (eq.2) 25
Example:
Using eq.1 and eq.2 we can solve for c1 and c2
1 1   c1  − 11
1 − 2 c  =  2 
   2   5 

7
c2 = − c1 = −2
2

The Total Solution will be

7 − 2t 1
y (t ) = −2e − e − t − + 6 cos 2t − 2 sin 2t
t

2 2
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REFERENCES:
• Elementary Differential Equations,
7thedition,by Rainville E.D.,and Bedient P.E.
• Schaum’s Outline Series “Feedback and Control Systems”,
2nd edition, by DiStefano III, J.J., Stubberud A.R., and Williams
I.J.
• Control Systems Engineering, 3rd edition, by Nise N.S.

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