Module 9
9.1 The Method of Undetermined Coefficients
Recall that the linear nth order differential equation with constants coefficients is of the form
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) + 𝑎𝑛−1 (𝑥) + 𝑎𝑛−2 (𝑥) + ⋯ + 𝑎1 (𝑥) + 𝑎𝑜 (𝑥)𝑦 = 𝑔(𝑥). (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2 𝑑𝑥
This is also called the nth Order Nonhomogeneous Differential Equation. In terms of operator
𝐷, it can also be written as
𝑎𝑛 (𝑥)𝐷 𝑦 + 𝑎𝑛−1 (𝑥)𝐷 𝑦 + 𝑎𝑛−2 (𝑥)𝐷 𝑛−2 𝑦 + ⋯ + 𝑎1 (𝑥)𝐷𝑦 + 𝑎𝑜 (𝑥)𝑦 = 𝑔(𝑥)
𝑛 𝑛−1 (2)
The general solution of this equation is 𝑦 = 𝑦𝑐 + 𝑦𝑝 ,
g(x)
where: 𝑦𝑐 = the complementary solution of the equation when 𝑓(𝑥) = 0,
and 𝑦𝑝 = the particular solution of the equation determined by solving the coefficients of the trial
form (assumed form) as shown in Table 1 based on the given 𝑓(𝑥).
g(x)
Example 1. Evaluate ℒ{1}.
Solution:
Example 1. Solve the differential equation 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 6.
Solution: To find 𝑦𝑐 , the Auxiliary Equation is 𝑚2 + 3𝑚 + 2 = 0
or
(𝑚 + 1)(𝑚 + 2) = 0
and
𝑚1 = −1 𝑎𝑛𝑑 𝑚2 = −2.
Thus,
𝑦𝑐 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥
g(x)
To find 𝑦𝑝 , since 𝑓(𝑥) = 6 is just a constant, from Table 1, the trial particular solution is
𝑦𝑝 = 𝐴.
Differentiating twice, we have
𝑦′𝑝 = 0
and
𝑦′′𝑝 = 0
By substitution,
0 + 3(0) + 2(𝐴) = 6
or
2𝐴 = 6
and
𝐴 = 3.
Thus,
𝑦𝑝 = 3.
Hence, the general solution of the given differential equation is
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 + 3
Example 2. Solve the differential equation 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 2𝑥.
Solution:
To find 𝑦𝑐 , the Auxiliary Equation is
𝑚2 + 𝑚 − 6 = 0
or
(𝑚 + 3)(𝑚 − 2) = 0
and
𝑚1 = −3 𝑎𝑛𝑑 𝑚2 = 2.
Thus,
𝑦𝑐 = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 2𝑥
To find 𝑦𝑝 , since 𝑓(𝑥) = 2𝑥 and is a linear function, then from Table 1, the trial particular
solution is
𝑦𝑝 = 𝐴𝑥 + 𝐵.
Differentiating twice, we have
𝑦′𝑝 = 𝐴
and
𝑦′′𝑝 = 0
By substitution,
0 + 𝐴 − 6(𝐴𝑥 + 𝐵) = 2𝑥
or
𝐴 − 6𝐴𝑥 − 6𝐵 = 2𝑥.
Equating the terms with 𝑥, we have
−6𝐴𝑥 = 2𝑥.
or
1
𝐴=−
3
Similarly, equating the constants, we have
𝐴 − 6𝐵 = 0
or
1
− − 6𝐵 = 0
3
and
1
𝐵=− .
18
Thus,
1 1
𝑦𝑝 = − 𝑥 − .
3 18
Hence, the general solution of the given differential equation is
1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 2𝑥 − 𝑥 −
3 18
Note. When the assumed 𝑦𝑝 is already in 𝑦𝑐 , revise 𝑦𝑝 by multiplying 𝑥, 𝑥 2 , and so on as the need
arises.
Example 3. Solve the differential equation 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑒 𝑥 .
Solution:
To find 𝑦𝑐 , the Auxiliary Equation is
𝑚2 − 2𝑚 + 1 = 0
or
(𝑚 − 1)(𝑚 − 1) = 0
and
𝑚1 = 𝑚2 = 1.
Thus,
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥
To find 𝑦𝑝 , since 𝑓(𝑥) = 𝑒 𝑥 and is an exponential function, then from Table 1, the trial
particular solution is
𝑦𝑝 = 𝐴𝑒 𝑥 .
Differentiating twice, we have
𝑦′𝑝 = 𝐴𝑒 𝑥
and
𝑦′′𝑝 = 𝐴𝑒 𝑥
By substitution,
𝐴𝑒 𝑥 − 2𝐴𝑒 𝑥 + 𝐴𝑒 𝑥 = 𝑒 𝑥 .
Observe that this equation will not help us solve the value of 𝐴. This is because 𝑦𝑝 = 𝐴𝑒 𝑥 is already
in 𝑦𝑐 and so is 𝑦𝑝 = 𝐴𝑥𝑒 𝑥 . So,
𝑦𝑝 = 𝐴𝑥 2 𝑒 𝑥
is a good choice. Differentiating twice, we have,
or
𝑦′𝑝 = 𝐴[𝑥 2 𝑒 𝑥 + 𝑒 𝑥 (2𝑥)] = 𝐴𝑒 𝑥 (𝑥 2 + 2𝑥)
and
𝑦′′𝑝 = 𝐴[𝑒 𝑥 (2𝑥 + 2) + (𝑥 2 + 2𝑥)𝑒 𝑥 ] = 𝐴𝑒 𝑥 (𝑥 2 + 4𝑥 + 2).
By substitution,
𝐴𝑒 𝑥 (𝑥 2 + 4𝑥 + 2) − 2𝐴𝑒 𝑥 (𝑥 2 + 2𝑥) + 𝐴𝑥 2 𝑒 𝑥 = 𝑒 𝑥
Equating the terms with 𝑒 𝑥 , we have
2𝐴𝑒 𝑥 = 𝑒 𝑥 .
or
1
𝐴=
2
Thus,
1
𝑦𝑝 = 𝑥 2 𝑒 𝑥 .
2
Hence, the general solution of the given differential equation is
1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 + 𝑥 2 𝑒 𝑥
2
Example 4. Solve the differential equation 𝑦 ′′ + 𝑦 = 4𝑥 + 10𝑠𝑖𝑛𝑥; 𝑦(𝜋) = 0, 𝑦 ′ (𝜋) = 2.
Solution:
To find 𝑦𝑐 , the Auxiliary Equation is
𝑚2 + 1 = 0
or
𝑚2 = −1
and
𝑚1 = 0 ± 𝑖
Thus,
𝑦𝑐 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥
To find 𝑦𝑝 , since 𝑓(𝑥) = 4𝑥 + 10𝑠𝑖𝑛𝑥 is a combination of a linear and complex roots, then
from Table 1, the trial particular solution is
𝑦𝑝 = 𝐴𝑥 + 𝐵 + 𝐶𝑐𝑜𝑠𝑥 + 𝐷𝑠𝑖𝑛𝑥.
Notice that (𝐶𝑐𝑜𝑠𝑥 + 𝐷𝑠𝑖𝑛𝑥) is already in 𝑦𝑐 , then
𝑦𝑝 = 𝐴𝑥 + 𝐵 + 𝑥(𝐶𝑐𝑜𝑠𝑥 + 𝐷𝑠𝑖𝑛𝑥)
is a good choice. Differentiating twice, we have
𝑦′𝑝 = 𝐴 + 𝑥(−𝐶𝑠𝑖𝑛𝑥 + 𝐷𝑐𝑜𝑠𝑥) + 𝐶𝑐𝑜𝑠𝑥 + 𝐷𝑠𝑖𝑛𝑥
and
𝑦′′𝑝 = 𝑥(−𝐶𝑐𝑜𝑠𝑥 − 𝐷𝑠𝑖𝑛𝑥) + (−𝐶𝑠𝑖𝑛𝑥 + 𝐷𝑐𝑜𝑠𝑥) − 𝐶𝑠𝑖𝑛𝑥 + 𝐷𝑐𝑜𝑠𝑥
or
𝑦′′𝑝 = −𝑥𝐶𝑐𝑜𝑠𝑥 − 𝑥𝐷𝑠𝑖𝑛𝑥 + −2𝐶𝑠𝑖𝑛𝑥 + 2𝐷𝑐𝑜𝑠𝑥
By substitution,
−𝑥𝐶𝑐𝑜𝑠𝑥 − 𝑥𝐷𝑠𝑖𝑛𝑥 + −2𝐶𝑠𝑖𝑛𝑥 + 2𝐷𝑐𝑜𝑠𝑥 + 𝐴𝑥 + 𝐵 + 𝑥(𝐶𝑐𝑜𝑠𝑥 + 𝐷𝑠𝑖𝑛𝑥) = 4𝑥 + 10𝑠𝑖𝑛𝑥
Equating the terms with 𝑠𝑖𝑛𝑥, we have
−2𝐶𝑠𝑖𝑛𝑥 = 10𝑠𝑖𝑛𝑥.
Then
−2𝐶 = 10
or
𝑪 = −𝟓
Similarly, equating terms with 𝑥, we have
𝐴𝑥 = 4𝑥
or
𝑨 = 𝟒.
Also, equating terms with 𝑐𝑜𝑠𝑥, we have
2𝐷𝑐𝑜𝑠𝑥 = 0
or
𝑫 = 𝟎.
Lastly, equating the constant terms, we have
𝑩 = 𝟎.
Thus,
𝑦𝑝 = 4𝑥 + 𝑥(−5𝑐𝑜𝑠𝑥) = 4𝑥 − 5𝑥𝑐𝑜𝑠𝑥
Hence, the general solution of the given differential equation is
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 + 4𝑥 − 5𝑥𝑐𝑜𝑠𝑥
Since we have initial conditions given, we need to solve the constants 𝑐1 and 𝑐2 .
At 𝑥 = 𝜋 and 𝑦 = 0, we have
0 = 𝑐1 𝑐𝑜𝑠𝜋 + 𝑐2 𝑠𝑖𝑛𝜋 + 4𝜋 − 5𝜋𝑐𝑜𝑠𝜋
or
0 = 𝑐1 (−1) + 𝑐2 (0) + 4𝜋 − 5𝜋(−1)
and
𝒄𝟏 = 𝟗𝝅.
Differentiating 𝑦, we have
𝑦 ′ = −𝑐1 𝑠𝑖𝑛𝑥 + 𝑐2 𝑐𝑜𝑠𝑥 + 4 − 5(−𝑥𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥).
At 𝑥 = 𝜋 and 𝑦′ = 2, we have
2 = −𝑐1 𝑠𝑖𝑛𝜋 + 𝑐2 𝑐𝑜𝑠𝜋 + 4 − 5(−𝜋𝑠𝑖𝑛𝜋 + 𝑐𝑜𝑠𝜋)
or
2 = −9𝜋(0) + 𝑐2 (−1) + 4 − 5(−𝜋(0) − 1)
or
𝒄𝟐 = 𝟕.
Hence, the complete solution of the given differential equation is
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 9𝜋𝑐𝑜𝑠𝑥 + 7𝑠𝑖𝑛𝑥 + 4𝑥 − 5𝑥𝑐𝑜𝑠𝑥
Try this!
Solve the following differential Equations.
1. 𝑦 ′′ − 𝑦 ′ = −3
2. (𝐷 2 + 3𝐷 + 2)𝑦 = 12𝑥 2
3. 𝑦" − 3𝑦′ − 4𝑦 = 30𝑒 4𝑥
4. (𝐷 2 + 1)𝑦 = 𝑐𝑜𝑠𝑥
𝑑2 𝑥 𝑑𝑥 𝑑𝑥
5. +4 + 5𝑥 = 10; when 𝑡 = 0, 𝑥 = 0, =0
𝑑𝑡 2 𝑑𝑡 𝑑𝑡
