Ordinary Differential Equations

[FDM 1023]

Chapter 3

Linear Higher-Order
Differential Equations

Chapter 3: Linear Higher-Order Differential Equations

Overview
3.1. Definitions and Theorems
3.2. Reduction of Order
3.3. Homogeneous Linear Equations with
Constant Coefficients
3.4. Undetermined Coefficients
3.5. Variation of Parameters
3.6. Cauchy-Euler Equations

3.4 Undetermined Coefficients

Learning Outcome
At the end of this section , you should be able to:
Solve the non-homogeneous linear DE by using
the Undetermined Coefficients Superposition
Approach

3.4 Undetermined Coefficients

Recall
Given a non-homogeneous DE

  () +
  () + +
 
+
  = ()
The general solution is

 =  + 

3.4 Undetermined Coefficients

 is obtained by solving the associated homogeneous

  () +
  () + +
 

+
  = 0

 is the particular solution of

  () +
  () + +
 

+
  = ()
where () has various form.

3.4 Undetermined Coefficients

Remark

  () +
  () + +
 
+
  = ()

Constant Coefficients

3.4 Undetermined Coefficients

Remark

  () +
  () + +
 
+
  = ()

Constant Coefficients

Polynomial, Exponential, Sine, Cosine or combination of

these functions

3.4 Undetermined Coefficients

Some examples of the types of inputs
appropriate.
 = 10
 =   5
 = 15 10 + 3 
 = sin 3 5 cos 2
 =   sin  + 3  1  

()

that are

3.4 Undetermined Coefficients

The methods of undetermined coefficients is NOT
APPLICABLE to equations of the form

  () +
  () + +
 

+
  = ()
if
 = ln 
1
 =

 = tan 
 = sin 
and so on.

3.4 Undetermined Coefficients

Basic Idea
Making a smart guess of the general form of

yp
up

by referring to kind of functions that make

g (x).

3.4 Undetermined Coefficients

Trial Particular Solutions
Form of 

()
1) 5 (any constant)

&

2) 5 + 7

& + (

3) 3  2

&  + ( + )

4)  +  + 1

& + + (  + ) + ,

5) sin 4

& cos 4 + ( sin 4

6) cos 4

& cos 4 + ( sin 4

7) 

.

& .

3.4 Undetermined Coefficients

()
8) 9 2  .
9)    .
10)  + sin 4

Form of 
& + (  .
&  + ( + )  .
& + cos 4 + ( + sin 4

11) 5  sin 4

&  + ( + ) cos 4
+ 1  + 2 + 3 sin 4

12)  +

& + (  + cos 4
+ ) + ,  + sin 4

cos 4

** No function in the assumed particular solution  is

duplicated by a function in the complementary solution 

3.4 Undetermined Coefficients

CASE 1
No function in the assumed particular solution ,  is a
solution of the associated homogeneous DE.
Rule for Case 1
The form of  is a linear combination of all linearly
independent functions that are generated by repeated
differentiation of ()

3.4 Undetermined Coefficients

CASE 2
A function in the assumed particular solution ,  is also
a solution of the associated homogeneous DE
(duplicate of  ).
Rule for Case 2
If any 4 contains terms that duplicate terms in  , then
that 4 must be multiplied by   , where 5 is the
smallest positive integer that eliminates that duplication.

3.4 Undetermined Coefficients

Example 1
Solve 

+ 4
2 = 2  3 + 6
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation


+ 4
2 = 0
Change to auxiliary equation.
6 + 46 2 = 0

3.4 Undetermined Coefficients

6 + 46 2 = 0
The roots of the auxiliary equation are
6 = 2 6 and 6 = 2 + 6
The complementary solution is
 = 7  :;  + 7  :< 
 = 7 

 8 

+ 7 

9 8 

Case 1

3.4 Undetermined Coefficients

Step 2: Find the particular solution
Step 2.1: Assume particular solution


+ 4
2 = 2  3 + 6
Since the function () is a quadratic polynomial, lets
assume a particular solution is also in the form of
quadratic polynomial
 = &  + ( + )

= 2& + (


= 2&

Substitute into the DE

3.4 Undetermined Coefficients

Step 2.2: Substitute into the DE
 = &  + ( + )

= 2& + (


= 2&


+ 4
2 = 2  3 + 6
2& + 4 2& + ( 2 &  + ( + ) = 2  3 + 6
2&  + 8& 2(  + 2& + 4( 2) = 2  3 + 6

3.4 Undetermined Coefficients

Step 2.3: Compare the coefficients (like terms) and
constant
2&  + 8& 2(  + 2& + 4( 2) = 2  3 + 6
  2& = 2

& = 1

 8& 2( = 3

5
(=
2

Constant 2& + 4( 2) = 6 ) = 9
Step 2.4: Particular solution
The particular solution is

 = &  + ( + )
5

=   9
2

3.4 Undetermined Coefficients

Step 3: General solution
The general solution is
 =  + 
= 7 

 8 

+ 7 

9 8 



5
9
2

3.4 Undetermined Coefficients

Example 2
Find the general solution of 


+  = 2 sin 3
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation



+  = 0
Change to auxiliary equation.
6 6 + 1 = 0

3.4 Undetermined Coefficients

6 6 + 1 = 0
The roots of the auxiliary equation are
1 14
6=
2
1+A 3
6 =
2

1A 3
6 =
2

The complementary solution is

 =  B 7 cos C + 7 sin C
=

 

7 cos

+



+ 7 sin

+



Case 3

3.4 Undetermined Coefficients

Step 2: Find the particular solution
Step 2.1: Assume particular solution



+  = 2 sin 3
 = & cos 3 + ( sin 3

= 3& sin 3 + 3( cos 3


= 9& cos 3 9( sin 3

Substitute into the DE

3.4 Undetermined Coefficients

Step 2.2: Substitute into DE
 = & cos 3 + ( sin 3

= 3& sin 3 + 3( cos 3


= 9& cos 3 9( sin 3




+  = 2 sin 3
9& cos 3 9( sin 3 (3& sin 3 + 3( cos 3)
+ & cos 3 + ( sin 3 = 2 sin 3
8& 3( cos 3 + 3& 8( sin 3 = 2 sin 3

3.4 Undetermined Coefficients

Step 2.3: Compare the coefficients (like terms) and
constant
8& 3( cos 3 + 3& 8( sin 3 = 2 sin 3
3(
cos 3 8& 3( = 0 & = 8
16
6
sin 3 3& 8( = 2
(=
&=
73
73
Step 2.4: Particular Solution
The particular solution is
 = & cos 3 + ( sin 3
6
16
 =
cos 3 sin 3
73
73

3.4 Undetermined Coefficients

Step 3: General solution
The general solution is
 =  + 
=

 

7 cos

+


+ 7 sin

+


6
16
+ cos 3 sin 3
73
73

3.4 Undetermined Coefficients

Example 3
Find the general solution of 

2
3 = 4 5 + 6 
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation


2
3 = 0
Change to auxiliary equation.
6 26 3 = 0

3.4 Undetermined Coefficients

6 26 3 = 0
The roots of the auxiliary equation are
63 6+1 =0
6 = 3 ,

6 = 1

The complementary solution is

 = 7  :;  + 7  :< 
= 7  + + 7  

Case 1

3.4 Undetermined Coefficients

Step 2: Find the particular solution
Step 2.1: Assume particular solution


2
3 = 4 5 + 6 
 = the sum of two basic kinds of functions
= polynomials + (Polynomial*exponentials)
=   +  ()
 = ; + <

3.4 Undetermined Coefficients

 = 4 5 + 6 
 = ; + <

2
3 = 4 5

; = & + (

; = &


; = 0

Substitute into the DE

3.4 Undetermined Coefficients

 = 4 5 + 6 
 = ; + <


2
3 = 6 
< = )  + , 

< = 2)  + )  + 2, 


< = 4)  + 4)  + 4, 

Substitute into the DE

3.4 Undetermined Coefficients

Step 2.2: Substitute into DE
; = & + (

; = &


; = 0


2
3 = 4 5
0 2& 3 & + ( = 4 5
3& + 2& 3( = 4 5

3.4 Undetermined Coefficients

Step 2.3: Compare the coefficients (like terms) and
constant
3& + 2& 3( = 4 5
 3& = 4
Constant 2& 3( = 5

4
& =
3
23
( =
9

Step 2.4: Particular Solution

The particular solution is
; = & + (
4
23
= +
3
9

3.4 Undetermined Coefficients

Step 2.5: Substitute into DE
< = )  + , 

< = 2)  + )  + 2, 


< = 4)  + 4)  + 4, 



2
3 = 6 
4)  + 4)  + 4,  2 2)  + )  + 2, 
3 )  + ,  = 6 
2) 3,   3)  = 6 

3.4 Undetermined Coefficients

Step 2.6: Compare the coefficients (like terms) and
constant
2) 3,   3)  = 6 
  3) = 6

) = 2

  2) 3, = 0
Step 2.7: Particular solution

4
, =
3

The particular solution is

< = )  + , 
= 2



4 

3

3.4 Undetermined Coefficients

Step 3: General solution
The general solution is
 =  + 
=  + ; + <
= 7

 +

+ 7

 

4
23
4 

+
2 
3
9
3

3.4 Undetermined Coefficients

Example 4
Find the particular solution of 

5
+ 4 = 8 
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation


5
+ 4 = 0
Change to auxiliary equation.
6 56 + 4 = 0

3.4 Undetermined Coefficients

6 56 + 4 = 0
The roots of the auxiliary equation are
64 61 =0
6 = 4 ,

6 = 1

The complementary solution is

 = 7  :;  + 7  :< 
= 7  F + 7  

Case 1

3.4 Undetermined Coefficients

Step 2: Find the particular solution
Step 2.1: Assume particular solution


5
+ 4 = 8 
 = & 

= & 


= & 

Substitute into the DE

3.4 Undetermined Coefficients

 = & 

= & 


= & 


5
+ 4 = 8 
&  5&  + 4&  = 8 
0 = 8 
We have made the wrong guess of 

3.4 Undetermined Coefficients

Our assumption  = &  is already present in 
 = 7  F + 7  
This means that   is a solution of the associated
homogeneous DE

3.4 Undetermined Coefficients

CASE 2
A function in the assumed particular solution ,  is also
a solution of the associated homogeneous DE
(duplicate of  ).
Rule for Case 2
If any 4 contains terms that duplicate terms in  , then
that 4 must be multiplied by GH , where 5 is the
smallest positive integer that eliminates that duplication.

3.4 Undetermined Coefficients

Our assumption  = &  is already present in 
 = 7  F + 7  
This means that   is a solution of the associated
homogeneous DE
Lets assume
 = & 

= &  + & 

Substitute into the DE



= &  + 2& 
 = 7  F + 7  

3.4 Undetermined Coefficients

Step 2.2: Substitute into DE
 = & 

= &  + & 


= &  + 2& 


5
+ 4 = 8 
&  + 2&  5 &  + &  + 4&  = 8 
3&  = 8 

3.4 Undetermined Coefficients

Step 2.3: Compare the coefficients (like terms) and
constant
3&  = 8 
  : 3&

=8

8
&=
3

Step 2.4: Particular solution

The particular solution is
 = & 
8 
 = 
3

3.4 Undetermined Coefficients

Step 3: General solution
The general solution is
 =  + 
= 7

 F

+ 7



8 

3

3.4 Undetermined Coefficients

Example 5
Find the particular solution of


9
+ 14 = 3  5 sin 2 + 7 8
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation


9
+ 14 = 0
The complementary solution is
 = 7   + 7  J

3.4 Undetermined Coefficients

Step 2: Find the particular solution
Step 2.1: Assume particular solution


9
+ 14 = 3  5 sin 2 + 7 8
g(x)= 3  5 sin 2 + 7 8
The assumption for  = ; + < + M

3.4 Undetermined Coefficients

g(x)= 3  5 sin 2 + 7 8
Corresponding to

3 

Corresponding to 5 sin 2
Corresponding to 7 8

; = &  + ( + )
< = 1 cos 2 + 2 sin 2
M = 3 + N  8

 = 7   + 7  J
No terms in this assumption duplicates a term in 

3.4 Undetermined Coefficients

Example 6
Solve 

6
+ 9 = 6  + 2 12 +
Solution
Step 1: Find the complementary solution
Solve the associated homogeneous equation


6
+ 9 = 0
The complementary solution is
 = 7  + + 7  +

3.4 Undetermined Coefficients

Step 2: Find the particular solution
Step 2.1: Assume particular solution


6
+ 9 = 6  + 2 12 +
g(x) = 6  + 2 12 +

The assumption for  = ; + <

3.4 Undetermined Coefficients

g(x) = 6  + 2 12 +
Corresponding to 6  + 2
Corresponding to 12 +

; = &  + ( + )
< = , +

< = ,   +

 = 7  + + 7  +

If we multiply < by  , the term  + is still part of 

< = , +

But multiplying < by   , eliminates all duplications

< = ,   +