Differential Equations (MTH401)

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 + L + a1 + a 0 y = g ( x)
dx dx dx
The coefficients a0 , a1 , K , 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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Differential Equations (MTH401)

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.
// /

The expression ay + by + cy has to be identically equal to the input
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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Differential Equations (MTH401)

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 e5x Ae5 x
8 (9 x − 2)e 5 x ( Ax + B )e 5 x
9 x 2 e5 x ( Ax 2 + Bx + C )e 5 x
10 e 3x 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 x 2 + 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 ) + L + g m ( x ).

The trial forms corresponding to g1 ( x ), g 2 ( x ), K , g m ( x ) be y p1 , y p 2 ,K, y p m .

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

y p = y p1 + y p 2 + L + 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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Differential Equations (MTH401)

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

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

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

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Differential Equations (MTH401)

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 = −x 2 − x−9.
2

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

5
or y = −x2 − x − 9 + c1e − (2 + 6 ) x + c2 e (−2 + 6 ) x
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 3 x and cos 3 x
Therefore, we include both of these terms in the assumed particular solution, see table

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

p

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Differential Equations (MTH401)

Then y ′ = −3 A sin 3 x + 3B cos 3x.

p
y ′′ = −9 A cos 3x − 9 B sin 3x.
p
// /
Therefore y p − y p + y p = (−8 A − 3B ) cos 3x + (3 A − 8B) sin 3x.
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 − 3B = 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  c1 cos x + c 2 sin x  + cos 3 x − sin 3 x
 2 2  73 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
The superposition principle suggests that we assume a particular solution

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Differential Equations (MTH401)

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 yc ?

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) + L + g n ( x)
and corresponding to this input function the assumed particular solution y p is
y p = y p + y p + L + y pn
1 2

If a y p contain terms that duplicate terms in yc , 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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Differential Equations (MTH401)

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

To find yc , 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 y c . 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 yc 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 e 4 x − (8 / 3) x e x

Example 5

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Differential Equations (MTH401)

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 y c 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 3 x)
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 y c .
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 y c and y p

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Differential Equations (MTH401)

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

Solution:
To find y c , 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 yc = e (1 / 2) x  c1 cos x + c2 sin x
 2 2 
Since g ( x) = 3 x 2 − 5sin 2 x + 7 xe6 x = g1 ( x) + g 2 ( x) + g3 ( x)

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 g3 ( x) = 7 xe6 x : y p 3 = ( 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 )e6x
No term in this assumption duplicate any term in the complementary function
yc = 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,
yc = c1e x + c 2 xe x

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Differential Equations (MTH401)

Since g ( x) = e x
Therefore, we assume that
y p = Ae x
This assumption fails because of duplication between yc 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
yc = 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
B = 0, A = 4, − 2C = 10, 2 D = 0

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Differential Equations (MTH401)

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 + c2 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 + c2 cos x + 4 + 5 x sin x − 5 cos x
Therefore y / (π ) = 2 ⇒ −9π sin π + c2 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 yc 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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Differential Equations (MTH401)

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

and y ′p′ = 2 A + 2 De 3 x + 6 Dxe 3 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 + m 2 = 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

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Differential Equations (MTH401)

Clearly, there is no duplication of terms between yc and y p .

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 yc and y p .
1
(ii) The exponential function e − x between yc 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

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Differential Equations (MTH401)

y p = Ax 3 + Bxe − x

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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