170

4.3 Undetermined Coefficients

The method of undetermined coefficients applies to solve differen-
tial equations
(1) ay ′′ + by ′ + cy = f (x).
The method has restrictions: a, b, c are constant, a 6= 0, and f (x) is a
sum of terms of the general form

(2) p(x)ekx cos(mx) or p(x)ekx sin(mx)

with p(x) a polynomial and k, m constants. The method’s importance

is argued from its direct applicability to equations from mechanics and
circuit theory.
Included as possible functions f in (1) are sinh x and cos3 x, due to
identities from algebra and trigonometry. Specifically excluded are ln |x|,
2
|x|, ex and fractions like x/(1 + x2 ).
Happily, solving equation (1) for y = yh + yp is a routine application of
the linear equation recipe for yh plus an algorithm to find yp , called the
method of undetermined coefficients.
The library of special methods for finding yp (also called Kümmer’s
method) is presented on page 171. It uses only college algebra and
polynomial calculus. The trademark of this method is the absence of
linear algebra, tables or special cases, that can be found in other literature
on the subject. The alternative trial solution shortcut method, which
requires linear algebra, is presented on page 175.

The Algorithm for Undetermined Coefficients

A particular solution yp of (1) will be expressed as a sum

yp = y1 + · · · + yn

where each yk solves a related easily-solved differential equation.

The idea can be quickly communicated for n = 3. The superposition
principle applied to the three equations
ay1′′ + by1′ + cy1 = f1 (x),
(3) ay2′′ + by2′ + cy2 = f2 (x),
ay3′′ + by3′ + cy3 = f3 (x)

shows that y = y1 + y2 + y3 is a solution of

(4) ay ′′ + by ′ + cy = f1 + f2 + f3 .

If each equation in (3) is easily solved, then solving equation (4) is also
easy: add the three answers for the easily solved problems.
4.3 Undetermined Coefficients 171

To use the idea, it is necessary to start with f (x) and determine a de-
composition f = f1 + f2 + f3 so that equations (3) are easily solved.
The process is called the method of undetermined coefficients. This
method consists of decomposing (1) into a number of easy-to-solve
equations, each of which is ultimately solved by determining a polyno-
mial trial solution
xm
y = c0 + c1 x + · · · + cm
m!
with undetermined coefficients c0 , . . . , cm . Values for the undeter-
mined coefficients are found by college algebra back–substitution.

The Easily Solved Equations. Each easy-to-solve equation is en-

gineered to fit one of the solution methods described below in the library
of special methods. The objective is to isolate those terms in the right
side of the differential equation having one of the four forms below, each
of which is called an atom:
p(x) polynomial,
kx
p(x)e polynomial × exponential,
(5) kx
p(x)e cos mx polynomial × exponential × cosine,
p(x)ekx sin mx polynomial × exponential × sine.
To illustrate, consider
(6) ay ′′ + by ′ + cy = x + xex + x2 sin x − πe2x cos x + x3 .
The right side is decomposed as follows, in order to define the easily
solved equations (also called the atomic equations):
ay ′′ + by ′ + cy = x + x3 Polynomial.
ay ′′ + by ′ + cy = xex Polynomial × exponential.
ay ′′ + by ′ + cy = x2 sin x Polynomial × exponential × sine.
ay ′′ + by ′ + cy = −πe2x cos x Polynomial × exponential × cosine.
There are n = 4 equations. In the illustration, x3 is included with x,
but it could have caused creation of a fifth equation. To decrease effort,
minimize the number n of easily solved equations. One final checkpoint:
the right sides of the n equations must add to the right side of (6).

Library of Special Methods

Recorded here are special methods for efficiently solving the easy-to-
solve equations. It is emphasized that a given problem may already be
in easy-to-solve form, making the application direct. It is equally likely
that the problem requires a decomposition into easy-to-solve problems,
each solvable by the present methods; the desired solution is then the
sum of these answers.
172

Equilibrium and Quadrature Methods. The special case of

ay ′′ + by ′ + cy = k where k is a constant occurs so often that an ef-
ficient method has been isolated to find yp . It is called the equilibrium
method, because in the simplest case yp is a constant solution or an
equilibrium solution. The method in words:

Verify that the right side of the differential equation is con-

stant. Cancel on the left side all derivative terms except for
the lowest order and then solve for y by quadrature.
The method works to find a solution, because if a derivative y (n) is
constant, then all higher derivatives y (n+1) , y n+2 , etc., are zero. A precise
description follows.

Differential Equation Cancelled DE Particular Solution

k
ay ′′ + by ′ + cy = k, c 6= 0 cy = k yp =
c
k
ay ′′ + by ′ = k, b 6= 0 by ′ = k yp = x
b
k x2
ay ′′ = k, a 6= 0 ay ′′ = k yp =
a 2
The equilibrium method also applies to nth order linear differential equa-
tions ni=0 ai y (i) = k with constant coefficients a0 , . . . , an and constant
P

right side k.
A special case of the equilibrium method is the simple quadrature method,
illustrated in Example 5, page 177. This method is used in elementary
physics courses to solve falling body problems.

The Polynomial Method. The method applies to find a particular

solution of ay ′′ + by ′ + cy = p(x), where p(x) represents a polynomial of
degree n ≥ 1. Such equations always have a polynomial solution.
Let a, b and c be given with a 6= 0. Differentiate the differential equation
successively until the right side is constant:
ay ′′ + by ′ + cy = p(x),
ay ′′′ + by ′′ + cy ′ = p′ (x),
(7) ay iv + by ′′′ + cy ′′ = p′′ (x),
..
.
ay (n+2) + by (n+1) + cy (n) = p(n) (x).
Apply the equilibrium method to the last equation in order to find a
polynomial trial solution
xm
y(x) = cm + · · · + c0 .
m!
4.3 Undetermined Coefficients 173

It will emerge that y(x) always has n + 1 terms, but its degree can be
either n, n + 1 or n + 2. The undetermined coefficients c0 , . . . , cm
are resolved by setting x = 0 in equations (7). The Taylor polynomial
relations c0 = y(0), . . . , cm = y (m) (0) give the equations
ac2 + bc1 + cc0 = p(0),
ac3 + bc2 + cc1 = p′ (0),
(8) ac4 + bc3 + cc2 = p′′ (0),
..
.
acn+2 + bcn+1 + ccn = p(n) (0).
These equations can always be solved by back-substitution; linear al-
gebra is not required. Three cases arise, according to the number of
zero roots of the characteristic equation ar 2 + br + c = 0. The values
m = n, n + 1, n + 2 correspond to zero, one or two roots r = 0.
Case 1: [No root r = 0]. Then c 6= 0. There were n integrations to find
the trial solution, so cn+2 = cn+1 = 0. The unknowns are c0 to cn . The
system can be solved by simple back-substitution to uniquely determine
c0 , . . . , cn . The resulting polynomial y(x) is the desired solution yp (x).
Case 2: [One root r = 0]. Then c = 0, b 6= 0. The unknowns are
c0 , . . . , cn+1 . There is no condition on c0 ; simplify the trial solution by
taking c0 = 0. Solve (8) for unknowns c1 to cn+1 , as in Case 1.
Case 3: [Double root r = 0]. Then c = b = 0 and a 6= 0. The
equilibrium method gives a polynomial trial solution y(x) involving c0 ,
. . . , cn+2 . There are no conditions on c0 and c1 . Simplify y by taking
c0 = c1 = 0. Solve (8) for unknowns c2 to cn+2 , as in Case 1.
College algebra back-substitution applied to (8) is illustrated in Example
7, page 178. A complete justification of the polynomial method appears
in the proof of Theorem 9, page 184.

Recursive Polynomial Shortcut.

A recursive method based upon quadrature appears in Example 9, page
180. This method, independent from the polynomial method above, is
useful when the number of equations in (7) is two or three.
Some researchers (see [Gupta]) advertise the recursive method as easy to
remember, easy to use and faster than other methods. This method is
advertised in this textbook as a shortcut: equations in (7) are written
down, but equations (8) are not. Instead, the undetermined coefficients
are found recursively, by repeated quadrature and back-substitution.
Classroom testing of the recursive polynomial method reveals it is best
suited to algebraic helmsmen with flawless talents. The method should
be applied when conditions suggest rapid and reliable computation de-
tails. Error propagation possibilities dictate that systems of size 4 or
larger be subjected to an answer check.
174

Polynomial × Exponential Method.

The method applies to special equations ay ′′ + by ′ + cy = p(x)ekx where
p(x) is a polynomial. The idea, due to Kümmer, uses the transformation
y = ekx Y to obtain the auxiliary equation

d
[a(D + k)2 + b(D + k) + c]Y = p(x), D= .
dx

The polynomial method applies to find Y . Multiplication by ekx gives y.

Computational details are in Example 10, page 180. Justification ap-
pears in Theorem 10. In words, to find the differential equation for Y :

In the differential equation, replace D by D + k and cancel

ekx on the RHS.

Polynomial × Exponential × Cosine Method.

The method applies to equations ay ′′ + by ′ + cy = p(x)ekx cos(mx) where
p(x) is a polynomial. Kümmer’s transformation y = ekx Re(eimx Y ) gives
the auxiliary problem

d
[a(D + z)2 + b(D + z) + c]Y = p(x), z = k + im, D= .
dx
The polynomial method applies to find Y . Symbol Re extracts the real
part of a complex number. Details are in Example 11, page 181. The
formula is justified in Theorem 11. In words, to find the equation for Y :

In the differential equation, replace D by D + k + im and

cancel ekx cos mx on the RHS.

Polynomial × Exponential × Sine Method.

The method applies to equations ay ′′ + by ′ + cy = p(x)ekx sin(mx) where
p(x) is a polynomial. Kümmer’s transformation y = ekx Im(eimx Y )
gives the auxiliary problem

d
[a(D + z)2 + b(D + z) + c]Y = p(x), z = k + im, D= .
dx
The polynomial method applies to find Y . Symbol Im extracts the
imaginary part of a complex number. Details are in Example 12, page
182. The formula is justified in Theorem 11. In words, to find the
equation for Y :

In the differential equation, replace D by D + k + im and

cancel ekx sin mx on the RHS.
4.3 Undetermined Coefficients 175

Kümmer’s Method. The methods known above as the polynomial

× exponential method, the polynomial × exponential × cosine method,
and the polynomial × exponential × sine method, are collectively called
Kümmer’s method, because of their origin.

Trial Solution Shortcut

The library of special methods leads to a related method for finding
a particular solution, called the trial solution method. The idea of
the method is to write down a trial solution having undetermined coeffi-
cients, then substitute this trial solution into the full differential equation
in order to determine the values of the coefficients. The method is per-
haps the most popular one, possibly because of advertisement in leading
differential equation textbooks published over the past 50 years.

How Kümmer’s Method Predicts Trial Solutions. Given

ay ′′ + by ′ + cy = f (x) where f (x) =(polynomial)ekx cos mx, then the
method of Kümmer predicts y = ekx Re (Y (x)(cos mx + i sin mx)), where
Y (x) is a polynomial solution of a different, associated differential equa-
tion. In the simplest case, Y (x) = nj=0 Aj xj + i nj=0 Bj xj , a poly-
P P

nomial of degree n with complex coefficients, matching the degree of

the polynomial in f (x). Expansion of the Kümmer formula for y plus
definitions aj = Aj − Bj , bj = Bj + Aj gives a trial solution
 
n n
aj xj + sin(mx) bj xj  ekx .
X X
(9) y = cos(mx)
j=0 j=0

The undetermined coefficients are a0 , . . . , an , b0 ,. . . , bn . Exactly the

same trial solution results when f (x) =(polynomial)ekx sin mx.
A root r = 0 of the characteristic equation for the
√ associated differential
equation corresponds exactly to root r = k + m −1 for ar 2 + br√+ c = 0.
Therefore, Y must be multiplied by x for each time k + m −1 is a
root of ar 2 + br + c = 0. The result is that y must be multiplied by x,
correspondingly.
Shortcuts using (9) have been known for some time. The shortcuts are
called trial solution table lookup methods. The results can be
summarized in words as follows.

If the right side of ay ′′ + by ′ + cy = f (x) is a polynomial of

degree n times ekx cos(mx) or ekx sin(mx), then an initial
trial solution y is given by relation (9), with undetermined
coefficients a0 , . . . , an , b0 , . . . , bn . Correct the trial solution
√
y by multiplication by x, once for each time r = k + m −1
is a root of the characteristic equation ar 2 + br + c = 0.
176

Once the corrected trial solution y is determined, then substitute

y into the differential equation. Find the undetermined coefficients by
matching terms of the form xj ekx cos(mx) and xj ekx sin(mx), which ap-
pear on the left and right side of the equation after substitution.
There is a penalty, in general, for using the trial solution shortcut method:
the differentiation of the trial solution y can be a lot of work, with many
opportunities for errors. Further, the equations that result by match-
ing terms can be so complicated that a full course in linear algebra is
required to solve them.

A Table Lookup Method. The special cases of trial solution (9)

that are of interest in applications are (1) m = k = 0, (2) k 6= 0, m = 0,
(3) k = 0, m > 0. In addition, there is wide use of the case when the
polynomial is a constant. The table below summarizes the form of a trial
solution in these cases, according to the form of f (x).
Table 2. A Table Method for Trial Solutions.
The table predicts the initial trial solution y in the method of undetermined
coefficients. Then the fixup rule below is applied to find the corrected trial
solution. Symbol n is the degree of the polynomial in column 1.

Form of f (x) Values Initial Trial Solution

constant k=m=0 y = a0 =constant
Pn
polynomial k=m=0 y = j=0 aj xj
combination of k = 0, m > 0 y = a0 cos mx + b0 sin mx
cos mx and sin mx
P 
n
(polynomial)ekx m=0 y= aj xj ekx
j=0
P 
n
(polynomial)ekx cos mx y= j=0 a j xj
ekx cos mx
or m>0 P 
n
(polynomial)ekx sin mx + j=0 b j xj
ekx sin mx

The Fixup Rule. Table 2 was obtained by choosing values for k and
m in the trial solution formula (9). Accordingly, the corrected trial
solution is found by this rule:

Given an initial trial solution y for au′′ + by ′ + cy = f (x),

from Table 2, correct y√ by multiplication by x, once for each
time that r = k + m −1 is a root of the characteristic
equation ar 2 + br + c = 0.
After k, m and the corrected trial solution y are found, then find the
undetermined coefficients a0 , . . . , an , b0 , . . . , bn by substituting y into
the differential equation.
 4.3 Undetermined Coefficients 177

Details for lines 2-3 of Table 2 appear in Examples 6, 8 on page 179.

Key theorems
The following results, whose proofs are delayed to page 184, form the
theoretical basis for the method of undetermined coefficients. University
courses might have to assign the proofs as reading to save class time for
examples.

Theorem 9 (Polynomial Solutions)

Assume a, b, c are constants, a 6= 0. Let p(x) be a polynomial of degree d.
Then ay ′′ + by ′ + cy = p(x) has a polynomial solution y of degree d, d + 1
or d + 2. Precisely, these three cases hold:
xd
Case 1. ay ′′ + by ′ + cy = p(x) Then y = y0 + · · · + yd .
d!
c 6= 0.
!
xd
Case 2. ay ′′ + by ′ = p(x) Then y = y0 + · · · + yd x.
d!
b 6= 0.
!
xd
Case 3. ay ′′ = p(x) Then y = y0 + · · · + yd x2 .
d!
a 6= 0.

Theorem 10 (Polynomial × Exponential)

Assume a, b, c, k are constants, a 6= 0, and p(x) is a polynomial. If Y is a
solution of [a(D + k)2 + b(D + k) + c]Y = p(x), then y = ekx Y is a solution
of ay ′′ + by ′ + cy = p(x)ekx .

Theorem 11 (Polynomial × Exponential × Cosine or Sine)

Assume a, b, c, k, m are real, a 6= 0, m > 0. Let p(x) be a real polynomial
and z = k + im. If Y is a solution of [a(D + z)2 + b(D + z) + c]Y = p(x),
then y = ekx Re(eimx Y ) is a solution of ay ′′ + by ′ + cy = p(x)ekx cos(mx)
and y = ekx Im(eimx Y ) is a solution of ay ′′ + by ′ + cy = p(x)ekx sin(mx).

5 Example (Simple Quadrature)

Solve for yp in y ′′ = 2 − x + x3 using the fundamental theorem of calculus,
verifying yp = x2 − x3 /6 + x5 /20.

Solution: Two integrations using the fundamental theorem of calculus give

y = y0 +y1 x+x2 −x3 /6+x5/20. The terms y0 +y1 x represent the homogeneous
solution yh . Therefore, yp = x2 − x3 /6 + x5 /20 is reported. The method works
in general for ay ′′ + by ′ + cy = p(x), provided b = c = 0, that is, in case 3 of
Theorem 9. Some explicit details:
y (x)dx = (2 − x + x3 )dx
R ′′ R
Integrate across on x.
y ′ = y1 + 2x − x2 /2 + x4 /4 Fundamental theorem.
y (x)dx = (y1 + 2x − x2 /2 + x4 /4)dx
R ′ R
Integrate across again on x.
 178

y = y0 + y1 x + x2 − x3 /6 + x5 /20 Fundamental theorem.

6 Example (Classical Undetermined Coefficients)

Solve for yp in the equation y ′′ − y ′ + y = 2 − x + x3 by the classical method
of undetermined coefficients, verifying yp = −5 − x + 3x2 + x3 .

Solution: Let’s begin by calculating the trial solution y = c0 +c1 x+c2 x2 /2+x3 .
This is done by differentiation of y ′′ − y ′ + y = 2 − x + x3 until the right side
is constant:
y v − y iv + y ′′′ = 6.
The equilibrium method solves the truncated equation 0 + 0 + y ′′′ = 6 by
quadrature to give y = c0 + c1 x + c2 x2 /2 + x3 .
The undetermined coefficients c0 , c1 , c2 will be found by a classical tech-
nique in which the trial solution y is back-substituted into the differential equa-
tion. We begin by computing the derivatives of y:

y = c0 + c1 x + c2 x2 /2 + x3 Calculated above; see Theorem 9.

′ 2
y = c1 + c2 x + 3x Differentiate.
y ′′ = c2 + 6x Differentiate.

The relations above are back-substituted into the differential equation y ′′ − y ′ +

y = 2 − x + x3 as follows:

2 − x + x3 = y ′′ − y ′ + y Write the DE backwards.

= [c2 + 6x]
− [c1 + c2 x + 3x2 ] Substitute for y, y ′ , y ′′ .
+ [c0 + c1 x + c2 x2 /2 + x3 ]
= [c2 − c1 + c0 ]
+ [6 − c2 + c1 ]x
Collect on powers of x.
+ [−3 + c2 /2]x2
+ [1]x3

The coefficients c0 , c1 , c2 , c3 are found by matching powers on the LHS and

RHS of the expanded equation:

2 = [c2 − c1 + c0 ] match constant term,

(10) −1 = [6 − c2 + c1 ] match x-term,
0 = [−3 + c2 /2] match x2 -term.

These equations are solved by back-substitution, starting with the last equation
and proceeding to the first equation. The answers are successively c2 = 6,
c1 = −1, c0 = −5. For more detail on back-substitution, see the next example.
Substitution into y = c0 + c1 x + c2 x2 /2 + x3 gives the particular solution
yp = −5 − x + 3x2 + x3 .

7 Example (Undetermined Coefficients by Taylor’s Method)

Solve for yp in the equation y ′′ − y ′ + y = 2 − x + x3 by Taylor’s method,
verifying yp = −5 − x + 3x2 + x3 .
 4.3 Undetermined Coefficients 179

Solution: Theorem 9 implies that there is a polynomial solution y = c0 +

c1 x + c2 x2 /2 + c3 x3 /6. The undetermined coefficients c0 , c1 , c2 , c3 will
be found by a technique related to Taylor’s method in calculus. The Taylor
technique requires differential equations obtained by successive differentiation
of y ′′ − y ′ + y = 2 − x + x3 , as follows.
y ′′ − y ′ + y = 2 − x + x3 The original.
′′′ ′′ ′ 2
y − y + y = −1 + 3x Differentiate the original once.
iv ′′′ ′′
y −y + y = 6x Differentiate the original twice.
y v − y iv + y ′′′ = 6 Differentiate the original three times. The pro-
cess stops when the right side is constant.

Set x = 0 in the above differential equations. Then substitute the Taylor

polynomial derivative relations

y(0) = c0 , y ′ (0) = c1 , y ′′ (0) = c2 , y ′′′ (0) = c3 .

It is also true that y iv (0) = y v (0) = 0, since y is a cubic. This produces the
following equations for undetermined coefficients c0 , c1 , c2 , c3 :

c2 − c1 + c0 = 2
c3 − c2 + c1 = −1
−c3 + c2 = 0
c3 = 6

These equations are solved by back-substitution, working in reverse order.

No experience with linear algebra is required, because this is strictly a low-level
college algebra method. Successive back-substitutions, working from the last
equation in reverse order, give the answers
c3 = 6, Use the fourth equation first.
c2 = c3 Solve for c2 in the third equation.
= 6, Back-substitute c3 .
c1 = −1 + c2 − c3 Solve for c1 in the second equation.
= −1, Back-substitute c2 and c3 .
c0 = 2 + c1 − c2 Solve for c0 in the first equation.
= −5. Back-substitute c1 and c2 .

The result is c0 = −5, c1 = −1, c2 = 6, c3 = 6. Substitution into y =

c0 + c1 x + c2 x2 /2 + c3 x3 /6 gives the particular solution yp = −5 − x + 3x2 + x3 .

8 Example (Sine–Cosine Trial solution) Verify for y ′′ + 4y = sin x − cos x

that yp (x) = 5 cos x + 3 sin x, by using the trial solution y = A cos x +
B sin x.

Solution: Substitute y = A cos x + B sin x into the differential equation and

use u′′ = −u for u = sin x or u = cos x to obtain the relation

sin x − cos x = y ′′ + 4y
= (−A + 4) cos x + (−B + 4) sin x.
 180

Comparing sides, matching sine and cosine terms, gives

−A + 4 = −1,
−B + 4 = 1.

Solving, A = 5 and B = 3. The trial solution y = A cos x + B sin x becomes

yp (x) = 5 cos x + 3 sin x. Generally, this method produces linear algebraic equa-
tions that must be solved by linear algebra techniques (back-substitution is no
longer an option).

9 Example (Recursive Polynomial Method)

In the equation y ′′ − y ′ = 2 − x + x3 , verify yp = −7x − 5x2 /2 − x3 − x4 /4
by the recursive polynomial method.

Solution: A recursive method will be applied, based upon the fundamental

theorem of calculus, as in Example 5.
Step 1. Differentiate y ′′ − y ′ = 2 − x + x3 until the right side is constant, to
obtain
Equation 1: y ′′ − y ′ = 2 − x + x3 The original.
′′′ ′′ 2
Equation 2: y − y = −1 + 3x Differentiate the original once.
Equation 3: y iv − y ′′′ = 6x Differentiate the original twice.
Equation 4: y v − y iv = 6 Differentiate the original three times.
The process stops when the right side
is constant.
Step 2. There are 4 equations. Theorem 9 implies that there is a polynomial
solution y of degree 4. Then y v = 0.
The last equation y v − y iv = 6 then gives y iv = −6, which can be solved for y ′′′
by the fundamental theorem of calculus. Then y ′′′ = −6x + c. Evaluate c by
requiring that y satisfy equation 3: y iv −y ′′′ = 6x. Substitution of y ′′′ = −6x+c,
followed by setting x = 0 gives −6 − c = 0. Hence c = −6. The conclusion:
y ′′′ = −6x − 6.
Step 3. Solve y ′′′ = −6x − 6, giving y ′′ = −3x2 − 6x + c. Evaluate c as in Step
2 using equation 2: y ′′′ − y ′′ = −1 + 3x2 . Then −6 − c = −1 gives c = −5. The
conclusion: y ′′ = −3x2 − 6x − 5.
Step 4. Solve y ′′ = −3x2 − 6x − 5, giving y ′ = −x3 − 3x2 − 5x + c. Evaluate
c as in Step 2 using equation 1: y ′′ − y ′ = 2 − x + x3 . Then −5 − c = 2 gives
c = −7. The conclusion: y ′ = −x3 − 3x2 − 5x − 7.
Step 5. Solve y ′ = −x3 − 3x2 − 5x − 7, giving y = −x4 /4 − x3 − 5x2 /2 − 7x + c.
Just one solution is sought, so take c = 0. Then y = −7x − 5x2 /2 − x3 −
x4 /4. Theorem 9 also drops the constant term, because it is included in the
homogeneous solution yh . While this method duplicates all the steps in Example
7, it remains attractive due to its simplistic implementation. The method is
best appreciated when it terminates at step 2 or 3.

10 Example (Polynomial × Exponential)

Solve for yp in y ′′ − y ′ + y = (2 − x + x3 )e2x , verifying that yp = e2x (x3 /3 −
x2 + x + 1/3).
 4.3 Undetermined Coefficients 181

Solution: Let y = e2x Y and [(D + 2)2 − (D + 2) + 1]Y = 2 − x + x3 , as per the

polynomial × exponential method, page 174. The equation Y ′′ + 3Y ′ + 3Y =
2 − x + x3 will be solved by the polynomial method of Example 7.
Differentiate Y ′′ + 3Y ′ + 3Y = 2 − x + x3 until the right side is constant.

Y ′′ + 3Y ′ + 3Y = 2 − x + x3
Y ′′′ + 3Y ′′ + 3Y ′ = −1 + 3x2
Y iv + 3Y ′′′ + 3Y ′′ = 6x
Y v + 3Y iv + 3Y ′′′ = 6

The last equation, by the equilibrium method, implies Y is a polynomial of

degree 4, Y = c0 + c1 x + c2 x2 /2 + c3 x3 /6. Set x = 0 and ci = Y (i) (0) in the
preceding equations to get the system

c2 + 3c1 + 3c0 = 2
c3 + 3c2 + 3c1 = −1
c4 + 3c3 + 3c2 = 0
c5 + 3c4 + 3c3 = 6

in which c4 = c5 = 0. Solving by back-substitution gives the answers c3 = 2,

c2 = −2, c1 = 1, c0 = 1/3. Then Y = x3 /3 − x2 + x + 1/3.
Finally, Kümmer’s transformation y = e2x Y implies y = e2x (x3 /3−x2 +x+1/3).

11 Example (Polynomial × Exponential × Cosine)

Solve in y ′′ − y ′ + y = (3 − x)e2x cos(3x) for yp , verifying that yp =
1 2x 2x
507 ((26x − 107)e cos(3x) + (115 − 39x)e sin(3x)).

Solution: Let z = 2 + 3i. If Y satisfies [(D + z)2 − (D + z) + 1]Y = 3 − x,

then y = e2x Re(e3ix Y ), by the method on page 174. The differential equation
simplifies into Y ′′ + (3 + 6i)Y ′ + (9i − 6)Y = 3 − x. It will be solved by the
recursion method of Example 9.
Step 1. Differentiate Y ′′ + (3 + 6i)Y ′ + (9i − 6)Y = 3 − x until the right side
is constant, to obtain Y ′′′ + (3 + 6i)Y ′′ + (9i − 6)Y ′ = −1. The conclusion:
Y ′ = 1/(6 − 9i).
Step 2. Solve Y ′ = 1/(6 − 9i) for Y = x/(6 − 9i) + c. Evaluate c by requiring Y
to satisfy the original equation Y ′′ +(3+6i)Y ′ +(9i−6)Y = 3−x. Substitution of
Y ′ = x/(6−9i)+c, followed by setting x = 0 gives 0+(3+6i)/(6−9i)+(9i−6)c =
3. Hence c = (−15 + 33i)/(6 − 9i)2 . The conclusion: Y = x/(6 − 9i) + (−15 +
33i)/(6 − 9i)2 .
Step 3. Use variable y = e2x Re(e3ix Y ) to complete the solution. This is
the point where complex arithmetic must be used. Let y = e2x Y where Y =
Re(e3ix Y ). Some details:
x −15 + 33i
Y = + The plan: write Y = Y1 + iY2 .
6 − 9i (6 − 9i)2
6 + 9i (−15 + 33i)(6 + 9i)2
=x + Use 1/Z = Z/|Z|2 , Z = a+ib,
62 + 92 (62 + 92 )2
Z = a − ib, |Z| = a2 + b2 .
2x xi −2889 − 3105i
= + + Use 62 + 92 = 117 = (9)(13).
39 13 1172
 182

26x − 107 39x − 115

= +i Split off real and imaginary.
507 507
26x − 107 39x − 115
Y1 = , Y2 = Decomposition found.
507 507
Y = Re((cos 3x + i sin 3x)(Y1 + iY2 )) Use e3ix = cos 3x + i sin 3x.
= Y1 cos 3x − Y2 sin 3x Take the real part.
26x − 107 115 − 39x
= cos 3x + sin 3x Substitute for Y1 , Y2 .
507 507

The solution y = e2x Y multiplies the above display by e2x . This verifies the
1
formula yp = 507 ((26x − 107)e2x cos(3x) + (115 − 39x)e2x sin(3x)).

12 Example (Polynomial × Exponential × Sine)

Solve in y ′′ − y ′ + y = (3 − x)e2x sin(3x) for yp , verifying that a particular
1
(39x − 115)e2x cos(3x) + (26x − 107)e2x sin(3x) .


solution is yp = 507

Solution: Let z = 2 + 3i. Kümmer’s transformation y = e2x Im(e3ix Y ) as on

page 174 implies that Y satisfies [(D+z)2 −(D+z)+1]Y = 3−x. This equation
has been solved in the previous example: Y = Y1 +iY2 with Y1 = (26x−107)/507
and Y2 = (39x − 115)/507. Let Y = Im(e3ix Y ). Then
Y = Im((cos 3x + i sin 3x)(Y1 + iY2 )) Expand complex factors.
= Y2 cos 3x + Y1 sin 3x Extract the imaginary part.
(39x − 115) cos 3x + (26x − 107) sin 3x
= Substitute for Y1 and Y2 .
507
The solution y = e2x Y multiplies the display by e2x . This

verifies the formula
1
y = 507 (39x − 115)e2x cos(3x) + (26x − 107)e2x sin(3x) .

13 Example (Undetermined Coefficient Algorithm) √

Solve y ′′ −√y ′ + y = 1 + ex + cos(x), verifying y = c1 ex/2 cos( 3x/2) +
c2 ex/2 sin( 3x/2) + 1 + ex − sin(x).

Solution: There are n = 3 easily solved equations: y1′′ − y1′ + y1 = 1, y2′′ −

y2′ + y2 = ex and y3′′ − y3′ + y3 = cos(x). The plan is that each such equation is
solvable by one of the library methods. Then yp = y1 + y2 + y3 is the sought
particular solution.
Equation 1: y1′′ − y1′ + y1 = 1. It is solved by the equilibrium method, which
gives immediately solution y1 = 1.
Equation 2: y2′′ − y2′ + y2 = ex . Then y2 = ex Y and [(D + 1)2 − (D + 1) +
1]Y = 1, by the polynomial × exponential method. The equation simplifies to
Y ′′ + Y ′ + Y = 1. Obtain Y = 1 by the equilibrium method, then y2 = ex .
Equation 3: y3′′ − y3′ + y3 = cos(x). Then [(D + i)2 − (D + i) + 1]Y = 1
and y3 = Re(eix Y ), by the polynomial × exponential × cosine method. The
equation simplifies to Y ′′ +(2i−1)Y ′ −iY = 1. Obtain Y = i by the equilibrium
method. Then y3 = Re(eix Y ) implies y3 = − sin(x).
Solution yp . The particular solution is given by addition, yp = y1 + y2 + y3 .
Therefore, yp = 1 + ex − sin(x).
 4.3 Undetermined Coefficients 183

Solution yh . The homogeneous solution yh is the linear equation recipe solution

the characteristic equation r2 − r√+ 1 = 0.
for y ′′ − y ′ + y = 0, which uses √
The latter√has roots r = (1 ± i 3)/2 and then yh = c1 ex/2 cos( 3x/2) +
c2 ex/2 sin( 3x/2) where c1 and c2 are arbitrary constants.
General Solution. Add yh and yp to obtain the general solution
√ √
y = c1 ex/2 cos( 3x/2) + c2 ex/2 sin( 3x/2) + 1 + ex − sin(x).

14 Example (Trial Solution Shortcut I)

ex + sin(x) by the trial
Solve y ′′ − y ′ + y = 2 +√ √ solution shortcut method,
x/2 x/2 x
verifying y = c1 e cos( 3x/2) + c2 e sin( 3x/2) + 2 + e + cos(x).

Solution: There are n = 3 easily solved equations: y1′′ − y1′ + y1 = 2, y2′′ −

y2′ + y2 = ex and y3′′ − y3′ + y3 = sin(x). The plan is that each such equation is
solvable by trial solution methods, giving y1 = 2, y2 = ex and y3 = cos x. Then
yp = y1 + y2 + y3 is the sought particular solution.
Equation 1: y1′′ − y1′ + y1 = 2. An initial trial solution√ by Table 2 is y = a0 .
The values are k = 0, m = 0 and the root r = k + m −1 is r = 0. Because
r = 0 is not a root of the characteristic equation r2 − r + 1 = 0, then the Fixup
Rule implies y = a0 is the corrected trial solution. Substitution gives a0 = 2.
Then y1 = 2.
Equation 2: y2′′ − y2′ + y2 = ex . Table 2 says y = √ a0 ex is the initial trial
solution. The values are k = 1, m = 0 and r = k + m −1 is r = 1, which is
not a root of the characteristic equation r2 − r + 1 = 0. The Fixup Rule says
y = a0 ex is the corrected trial solution. Substitution into y ′′ − y ′ + y = ex gives
(a0 − a0 + a0 )ex = ex . Hence a0 = 1. Then y2 = ex .
Equation 3: y3′′ − y3′ + y3 = sin(x). Table 2 says y = a0 cos x + √ b0 sin x is the
initial trial solution. The values are k = 0, m = 1 and r = k + m −1 is r = i,
which is not a root of the characteristic equation r2 − r + 1 = 0. The Fixup
Rule says y = a0 cos x + b0 sin x is the corrected trial solution. Substitution into
y ′′ − y ′ + y = ex gives −a0 cos x − b0 sin x − (−a0 sin x + b0 cos x) + (a0 cos x +
b0 sin x) = sin x. Matching sine and cosine terms left and right gives −b0 = 0,
a0 = 1. Then y3 = cos x.
Solution yp . The particular solution is given by addition, yp = y1 + y2 + y3 .
Therefore, yp = 2 + ex + cos(x).
Solution yh . The homogeneous solution yh is the linear equation recipe solution
the characteristic equation r2 − r√+ 1 = 0.
for y ′′ − y ′ + y = 0, which uses √
The latter√has roots r = (1 ± i 3)/2 and then yh = c1 ex/2 cos( 3x/2) +
c2 ex/2 sin( 3x/2) where c1 and c2 are arbitrary constants.
General Solution. Add yh and yp to obtain the general solution
√ √
y = c1 ex/2 cos( 3x/2) + c2 ex/2 sin( 3x/2) + 2 + ex + cos(x).

15 Example (Trial Solution Shortcut II)

Solve for yp in y ′′ − 2y ′ + y = (1 + x − x2 )ex by the trial solution shortcut
method, verifying that yp = (x2 /2 + x3 /6 − x4 /12)ex .
184

Solution: An initial trial solution by Table 2 is√y = (a0 + a1 x + a2 x2 )ex . The

values are k = 1, m = 0 and the root r = k + m −1 is r = 1. Because r = 1 is
a root of the characteristic equation r2 − 2r + 1 = 0, of multiplicity 2, then the
Fixup Rule implies y should be multiplied twice by x to obtain the corrected
trial solution y = x2 (a0 + a1 x + a2 x2 )ex .
Substitute the corrected trial solution into the full differential equation in order
to find the undetermined coefficients a0 , a1 , a2 . To present the details, let
q(x) = x2 (a0 + a1 x + a2 x2 ), then
LHS = y ′′ − 2y ′ + y
= [q(x)ex ]′′ − 2[q(x)ex ]′ + q(x)ex
= q(x)ex + 2q ′ (x)ex + q ′′ (x)ex − 2q ′ (x)ex − 2q(x)ex + q(x)ex
= q ′′ (x)e2x
= [2a0 + 6a1 x + 12a2 x2 ]e2x .
Because LHS = RHS = (1+x−x2 )ex , then ex cancels and 2a0 +6a1 x+12a2 x2 =
1 + x − x2 . Matching powers of x gives 2a0 = 1, 6a1 = 1, 12a2 = −1. Then
y = x2 (1/2 + x/6 − x2 /12)ex.
It is visible that Kümmer’s substitution y = q(x)ex was made in the first four
(4) lines of the details. Knowing Kümmer’s result is useful to reduce labor on
this type of problem. For instance, lines 2, 3 of the details could be skipped,
knowing that line 4 must be [(D + 1)2 − 2(D + 1) + 1]q(x) times ex .

Historical Notes. The classical method of undetermined coefficients

can be presented using only the idea of a trial solution; see Trial So-
lution Shortcut above, Page 175. Textbooks that present this method
appear in the references, especially [EP2] and [Krey].
If f (x) is a polynomial, then the trial solution is a polynomial y =
a0 + · · · + ad xd with unknown coefficients. It is substituted into the
differential equation Ly = f (x) to determine the coefficients a0 , . . . , ad ,
as in Example 6. The Taylor method in Example 7 implements the same
ideas. In the classical presentation, the three theorems of this section
are replaced by Table 2 and the Fixup Rule on page 176. Attempts
have been made to integrate the fixup rule into the table itself; see [EP]
and [EP2].
The method of annihilators has been used as an alternative approach;
see [KKOP]. The approach gives a deeper insight into higher order
differential equations. It requires substantial knowledge of linear algebra.
The idea to employ a recursive method seems to appear first in a paper by
Love [LV]. A generalization and expansion of details appears in [Gupta].
While the method is certainly worth learning, doing so does not excuse
the reader from also learning the polynomial method. The recursive
method is a worthwhile shortcut for special circumstances.
Proof of Theorem 9: The three cases correspond to zero, one or two roots r =
0 for the characteristic equation ar2 + br + c = 0. The missing constant and x-
terms in case 2 and case 3 are justified by including them in the homogeneous
solution yh , instead of in the particular solution yp .
4.3 Undetermined Coefficients 185

Assume p(x) has degree d and succinctly write down the successive derivatives
of the differential equation as

(11) ay (2+k) + by (1+k) + cy (k) = p(k) (x), k = 0, . . . , d.

Assume, to consider simultaneously all three cases, that

xm+d
y = y0 + y1 + · · · + ym+d
(m + d)!
where m = 0, 1, 2 corresponding to cases 1,2,3, respectively. It has to be shown
that there are coefficients y0 , . . . , ym+d such that y is a solution of ay ′′ + by ′ +
cy = p(x).
Let x = 0 in equations (11) and use the definition of polynomial y to obtain
the equations

(12) ay2+k + by1+k + cyk = p(k) (0), k = 0, . . . , d.

In case 1 (c 6= 0), m = 0 and the last equation in (12) gives ym+d = p(d) (0)/c.
Back-substitution succeeds in finding the other coefficients, in reverse order,
because y (d+1) (0) = y (d+2) (0) = 0, in this case. Define the constants y0 to yd
to be the solutions of (12). Define yd+1 = yd+2 = 0.
In case 2 (c = 0, b 6= 0), m = 1 and the last equation in (12) gives ym+d =
p(d) (0)/b. Back-substitution succeeds in finding the other coefficients, in reverse
order, because y (d+2) (0) = 0, in this case. However, y0 is undetermined. Take
it to be zero, then define y1 to yd+1 to be the solutions of (12). Define yd+2 = 0.
In case 3 (c = b = 0), m = 2 and the last equation in (12) gives ym+d =
p(d) (0)/a. Back-substitution succeeds in finding the other coefficients, in reverse
order. However, y0 and y1 are undetermined. Take them to be zero, then define
y2 to yd+2 to be the solutions of (12).
It remains to prove that the polynomial y so defined is a solution of the dif-
ferential equation ay ′′ + by ′ + cy = p(x). Begin by applying quadrature to the
last differentiated equation ay (2+d) + by (1+d) + cy (d) = p(d) (x). The result is
ay (1+d) +by (d) +cy (d−1) = p(d−1) (x)+C with C undetermined. Set x = 0 in this
equation. Then relations (12) say that C = 0. This process can be continued
until ay ′′ + by ′ + cy = q(x) is obtained, hence y is a solution.

Proof of Theorem 10: Kümmer’s transformation y = ekx Y is differentiated

twice to give the formulas

y = ekx Y,
y′ = kekx Y + ekx Y ′
= ekx (D + k)Y,
y ′′ = k 2 ekx Y + 2kekx Y ′ + ekx Y ′′
= ekx (D + k)2 Y.

Insert them into the differential equation a(D + k)2 Y + b(D + k)Y + cY = p(x).
Then multiply through by ekx to remove the common factor e−kx on the left,
giving ay ′′ + by ′ + cy = p(x)ekx . This completes the proof.

Proof of Theorem 11: Abbreviate ay ′′ +by ′ +cy by Ly. Consider the complex
equation Lu = p(x)ezx , to be solved for u = u1 + iu2 . According to Theorem
186

10, u can be computed as u = ezx Y where [a(D + z)2 + b(D + z) + c]Y = p(x).
Take the real and imaginary parts of u = ezx Y and Lu = p(x)ezx . Then u1 =
Re(ezx Y ) and u2 = Im(ezx Y ) satisfy Lu1 = Re(p(x)ezx ) = p(x) cos(mx)ekx
and Lu2 = Im(p(x)ezx ) = p(x) sin(mx)ekx . This completes the proof.

Exercises 4.3
Polynomial Solutions. Determine a 20. y ′′ − y = (x − 1)e−2x
polynomial solution yp for the given
′′ ′ 2x
differential equation. Apply Theorem 21. y − y = (x + 3)e
9, page 177, and model the solution af-
ter Examples 5, 6, 7 and 9. 22. y ′′ − y ′ = (x − 2)e−2x

1. y ′′ = x 23. y ′′ − 3y ′ + 2y = (x2 + 3)e3x

2. y ′′ = x − 1 24. y ′′ − 3y ′ + 2y = (x2 − 2)e−3x

3. y ′′ = x2 − x Sine and Cosine Solutions. Deter-

mine a solution yp for the given differ-
4. y ′′ = x2 + x − 1
ential equation. Apply Theorem 11,
5. y ′′ − y ′ = 1 page 177, and model the solution after
Examples 11 and 12.
6. y ′′ − 5y ′ = 10
25. y ′′ = sin(x)
′′ ′
7. y − y = x
26. y ′′ = cos(x)
8. y ′′ − y ′ = x − 1
27. y ′′ + y = sin(x)
′′ ′
9. y − y + y = 1
28. y ′′ + y = cos(x)
10. y ′′ − y ′ + y = −2
29. y ′′ = (x + 1) sin(x)
11. y ′′ + y = 1 − x
30. y ′′ = (x + 1) cos(x)
12. y ′′ + y = 2 + x
31. y ′′ − y = (x + 1)ex sin(2x)
13. y ′′ − y = x2
32. y ′′ − y = (x + 1)ex cos(2x)
14. y ′′ − y = x3
33. y ′′ − y ′ − y = (x2 + x)ex sin(2x)
Polynomial-Exponential Solutions.
Determine a solution yp for the given 34. y ′′ − y ′ − y = (x2 + x)ex cos(2x)
differential equation. Apply Theorem
10, page 177, and model the solution Undetermined Coefficients Algo-
after Example 10. rithm. Determine a solution yp for the
given differential equation. Apply the
15. y ′′ + y = ex
polynomial algorithm, page 172, and
16. y ′′ + y = e−x model the solution after Example 13.

17. y ′′ = e2x 35. y ′′ = x + sin(x)

18. y ′′ = e−2x 36. y ′′ = 1 + x + cos(x)

19. y ′′ − y = (x + 1)e2x 37. y ′′ + y = x + sin(x)

4.3 Undetermined Coefficients 187

38. y ′′ + y = 1 + x + cos(x) 48. (Easily Solved Equations) Let

Ly denote ay ′′ + by ′ + cy. Let
39. y ′′ + y = sin(x) + cos(x) Lyk = fk (x) for k = 1, . . . , n
and define y = y1 + · · · + yn ,
40. y ′′ + y = sin(x) − cos(x) f = f1 + · · · + fn . Show that
Ly = f (x).
41. y ′′ = x + xex + sin(x)

42. y ′′ = x − xex + cos(x) 49. (Theorem 9) Supply the details

in the proof of Theorem 9 for case
43. y ′′ − y = sinh(x) + cos2 (x) 1. In particular, give the details
for back-substitution.
44. y ′′ − y = cosh(x) + sin2 (x)
50. (Theorem 9) Supply the details
45. y ′′ + y ′ − y = x2 ex + xex cos(2x) in the proof of Theorem 9 for case
2. In particular, give the details
46. y ′′ + y ′ − y = x2 e−x + xex sin(2x) for back-substitution and explain
fully why it is possible to select
Additional Proofs. The exercises be- y0 = 0.
low fill in details in the text.
51. (Theorem 9) Supply the details
47. (Superposition) Let Ly denote in the proof of Theorem 9 for
ay ′′ + by ′ + cy. Show that solu- case 3. In particular, explain why
tions of Lu = f (x) and Lv = g(x) back-substitution leaves y0 and y1
add to give y = u + v as a solution undetermined, and why it is pos-
of Ly = f (x) + g(x). sible to select y0 = y1 = 0.