Ordinary Differential Equations

(MA102 Mathematics II)

Shyamashree Upadhyay

IIT Guwahati

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Method of Undetermined Coefficients

To solve a nonhomogeneous linear differential equation

an y(n) + an−1 y(n−1) + · · · + a1 y0 + a0 y = g(x) (1)

we must do two things:

(i) Find a complementary function yc .
(ii) Find any particular solution y p of the nonhomogeneous equation.
Then the general solution of (1) is y = yc + y p . We already know how to find yc when the
coefficients an , an−1 , . . . , a0 are constants. We will now prescribe a method to find a
particular solution y p called the method of undetermined coefficients.
The underlying idea in this method is an educated guess, about the form of y p , motivated
by the kind of functions that comprise g(x). This method is regretably limited to
nonhomogeneous linear equations like (1) where
the coefficients ai , i = 0, 1, . . . , n are constants and
g(x) is a constant k, or a polynomial function, or an exponential function eαx , or sine
or cosine function (like sinβx, cosβx), or finite sums and products of these functions.

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Undetermined Coefficients contd ...

That is, g(x) is a linear combination of functions of the type

k(constant), xn , xn eαx , xn eαx cos βx, xn eαx sin βx,

where n is a nonnegative integer and α and β are real numbers. The method of
undetermined coefficients is not applicable to equations of form (1) when
1
g(x) = ln x, g(x) = , g(x) = tan x, g(x) = sin−1 x,
x
ad so on. The set of functions that consists of constants, polynomials, exponentials, sines
and cosines has the remarkable property that derivatives of their sums and products are
again sums and products of constants, polynomials, exponentials, sines and cosines.
p + an−1 y p
Since the lienar combination of derivatives an y(n) + · · · + a1 y0p + a0 y p must be
(n−1)

identical to g(x), it seems reasonable to assume that y p has the same form as g(x).

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Examples

Example
Solve y00 + 4y0 − 2y = 2x2 − 3x + 6.√ √
It is easy to check that yc = c1 e−(2+ 6)x + c2 e(−2+ 6)x . Now since the function g(x) is a
quadratic polynomial, let us assume that a particular solution y p is also of the same form.
So take
y p = Ax2 + Bx + C.
Then we get y00p + 4y0p − 2y p = 2A + 8Ax + 4B − 2Ax2 − 2Bx − 2C . We want y00p + 4y0p − 2y p to
be equal to g(x) = 2x2 − 3x + 6. So equating 2A + 8Ax + 4B − 2Ax2 − 2Bx − 2C with
2x2 − 3x + 6, we can get the values of the coefficients A, B and C . Here we get
A = −1, B = − 52 , C = −9. Thus a particular solution is y p = −x2 − 25 x − 9 and the general
solution is
√ √ 5
y = yc + y p = c1 e−(2+ 6)x
+ c2 e(−2+ 6)x
− x2 − x − 9.
2

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Examples contd ...

Example
Solve y00 − y0 + y = 2sin 3x.
A natural first guess for a particular solution would be Asin 3x. But since successive
differentiations of sin 3x produce sin 3x as well as cos 3x, therefore we are prompted
instead to assume a particular solution that includes both sin 3x and cos 3x. So we take

y p = Acos 3x + Bsin 3x.

And then we proceed similarly as in the previous example to compute the values of A and
B.

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Example: Forming y p by superposition

Example
Solve y00 − 2y0 − 3y = 4x − 5 + 6xe2x .
In this example, the presence of 4x − 5 in g(x) suggests that the particular solution must
include a linear polynomial. Furthermore, the presence of 6xe2x in g(x) and the fact that
derivative of the product xe2x produces 2xe2x and e2x , suggest that the particular solution
must include both xe2x and e2x . In other words, g is the sum of two basic kinds of functions:

g(x) = g1 (x) + g2 (x) = polynomial + exponential.

Correspondingly, the superposition principle for nonhomogeneous equations suggest that

we seek a particular solution
y p = y p1 + y p2
where y p1 = Ax + B and y p2 = Cxe + De2x . So take y p = Ax + B + Cxe2x + De2x and solve
2x

the DE as in the earlier example.

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A glitch in the method

Example
Find a particular solution of y00 − 5y0 + 4y = 8e x .
Here g(x) = 8e x and differentiation of e x produces no new functions. Thus it seems
reasonable to assume a particular solution of the form y p = Ae x . But substituting y p = Ae x
in the DE yields 0 = 8e x , which is absurd. So clearly we had made a wrong guess for y p .
The difficulty here is apparent upon examining the complementary function
yc = c1 e x + c2 e4x . Observe that our assumption Ae x is already present in yc in the form c1 e x .
This means that e x is a solution of the associated homogeneous DE, and a constant
multiple Ae x when substituted into the DE necessarily produces 0.
What then should be the form of y p ? Let us see whether we can find a particular solution of
the form y p = Axe x or not! Substituting y p = Axe x in the given DE, we get
y00p − 5y0p + 4y p = −3Ae x = 8e x . This implies that A = − 38 . Hence a particular solution of the
given DE is y p = − 38 xe x .

This example suggests us to consider 2 cases.

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Case I

Recall the equation

an y(n) + an−1 y(n−1) + · · · + a1 y0 + a0 y = g(x) (1)

Case I: No function in the assumed particular solution is a solution of the associated

homogeneous DE.
In the table that follows, we illustrate some specific examples of g(x) in (1) along with the
corresponding form of the particular solution. We are, of course, taking for granted that no
function in the assumed particular solution y p is duplicated by a function in the
complementary function yc .
Form Rule for Case I: The form of y p is a linear combination of all linearly independent
functions that are generated by repeated differentiations of g(x).

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Table for Case I

Trial particular solutions

g(x) Form o f y p

k(any constant) A
5x + 7 Ax + B
3x2 − 2 Ax2 + Bx + C
x3 − x + 1 Ax3 + Bx2 + Cx + D
sin βx Acos βx + Bsin βx
cos βx Acos βx + Bsin βx
eαx Aeαx
(9x − 2)eαx (Ax + B)eαx
x2 eαx (Ax2 + Bx + C)eαx
eαx sin βx Aeαx cos βx + Beαx sin βx
5x2 sin βx (Ax2 + Bx + C)cos βx + (Ex2 + F x + G)sin βx
xeαx cos βx (Ax + B)eαx cos βx + (Cx + D)eαx sin βx

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Example for Case I

Example
Find a particular solution of y00 − 9y0 + 14y = 3x2 − 5sin 2x + 7xe6x .
Solution: Corresponding to 3x2 we assume y p1 = Ax2 + Bx + C .
Corresponding to −5sin 2x we assume y p2 = Ecos 2x + F sin 2x.
Corresponding to 7xe6x we assume y p3 = (Gx + H)e6x .
The assumption for the particular solution for the given DE is then

y p = y p1 + y p2 + y p3 = Ax2 + Bx + C + Ecos 2x + F sin 2x + (Gx + H)e6x .

Observe that no term in this assumed y p duplicates any term in yc = c1 e2x + c2 e7x .

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Case II

Case II: A function in the assumed particular solution is also a solution of the associated
homogeneous DE.

Example
Problem: Find a particular solution of y00 − 2y0 + y = e x .
The complementary function is yc = c1 e x + c2 xe x . So the assumption y p = Ae x will fail since
it is apparent from yc that e x is a solution of the associated homogeneous equation
y00 − 2y0 + y = 0. Moreover, we will not be able to find a particular solution of the form
y p = Axe x since the term xe x is also duplicated in yc . We next try

y p = Ax2 e x .

Substituting into the given DE yields

1
2Ae x = e x and so A = .
2
Thus a particular solution is y p = 12 x2 e x .

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Case II contd ...

Suppose again that g(x) consists of m terms of the kind given in the previous table, and
suppose further that the usual assumption for a particular solution is

y p = y p1 + y p2 + · · · + y pm ,

where the y pi , i = 1, 2, · · · , m are the trial particular solution forms corresponding to these
terms. Under the circumstances described in Case II, we can make up the following
general rule:
Multiplication Rule for case II: If any y pi contains terms that duplicate terms in yc , then
that y pi must be multiplied by x s , where s is the smallest positive integer that eliminates that
duplication.

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Using the Multiplication Rule, Case II

Example
Problem: Solve y00 − 6y0 + 9y = 6x2 + 2 − 12e3x .
The complementary function is yc = c1 e3x + c2 xe3x . And so, the usual assumption (based
on the table) for a particular solution would be

y p = Ax2 + Bx + C + Ee3x

where y p1 = Ax2 + Bx + C and y p2 = Ee3x . Inspection of these functions show that the one
term in y p2 is duplicated in yc . If we multiply y p2 by x, we note that the term xe3x is still a
part of yc . But multiplying y p2 by x2 eliminates all duplications. Thus the operative form of a
particular solution is
y p = Ax2 + Bx + C + Ex2 e3x .

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A comprehensive list

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A comprehensive list contd ...

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