Big Picture in Focus ULO.

recall and solve the linear differential equation of n th order

Metalanguage

In this section, equation modeling is a big task that you must undertake and master, by
this you can solve situational problems in growth and decay, half-life, cooling and heating
of an object, and mixtures. Being an engineer, you must contain this basic knowledge to
practice your field. Please refer to these definitions in case you will encounter difficulty in
the in understanding educational concepts. In addition, the theoretical structure and
methods of solution developed in the preceding chapter for second order linear equations
extend directly to linear equations of third and higher order.

The general solution of the nonhomogeneous equation can be written in the form

𝑦 = 𝜑(𝑡) = 𝑐1 𝑦1 (𝑡) + 𝑐2 𝑦2 (𝑡) + 𝑌(𝑡) → (𝑎)

where 𝑦1 and 𝑦2 are a fundamental set of solutions of the corresponding homogeneous

equation, 𝑐1 and 𝑐2 are arbitrary constants, and 𝑦 is some specific solution of the
nonhomogeneous equation (a).

Method of Undetermined Coefficients. The method of undetermined coefficients

requires us to make an initial assumption about the form of the particular solution 𝑦(𝑡),
but with the coefficients left unspecified. We then substitute the assumed expression into
Eq. (a) and attempt to determine the coefficients so as to satisfy that equation. If we are
successful, then we have found a solution of the differential equation (a) and can use it
for the particular solution Y(t). If we cannot determine the coefficients, then this means
that there is no solution of the form that we assumed. In this case we may modify the
initial assumption and try again

Essential Knowledge

The knowledge that you had gained from the previous topics will play a big role at this
part of the subject. Solving the general solution and particular solution, and deciding what
first order differential equation must be utilized to model/generate the solution.
Also, in this chapter we briefly review this generalization, taking particular note of those
instances where new phenomena may appear, because of the greater variety of
situations that can occur for equations of higher order

For you to be able to understand the concepts under this topic, here are steps involved
in finding the solution of an initial value problem consisting of a nonhomogeneous
equation of the form

𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 𝑔(𝑡) → (𝑏)

where the coefficients 𝑎, 𝑏, and 𝑐 are constants, together with a given set of initial
conditions.

1. Find the general solution of the corresponding homogeneous equation.

2. Make sure that the function 𝑔(𝑡) in Eq. (b) belongs to the class of functions discussed
in this section; that is, be sure it involves nothing more than exponential functions, sines,
cosines, polynomials, or sums or products of such functions. If this is not the case, use
the method of variation of parameters (discussed in the next section).

3. If 𝑔(𝑡) = 𝑔1 (𝑡) +··· + 𝑔𝑛(𝑡) that is, if 𝑔(𝑡) is a sum of n terms—then form n
subproblems, each of which contains only one of the terms 𝑔1 (𝑡), ... , 𝑔𝑛 (𝑡). The ith
subproblem consists of the equation

𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 𝑔𝑖 (𝑡),

where i runs from 1 𝑡𝑜 𝑛.

4. For the 𝑖 𝑡ℎ subproblem assume a particular solution 𝑌𝑖 (𝑡) consisting of the appropriate
exponential function, sine, cosine, polynomial, or combination thereof. If there is any
duplication in the assumed form of 𝑌𝑖 (𝑡) with the solutions of the homogeneous equation
(found in step 1), then multiply 𝑌𝑖 (𝑡) by 𝑡, or (if necessary) by 𝑡 2 , so as to remove the
duplication.

5. Find a particular solution 𝑌𝑖 (𝑡) for each of the subproblems. Then the sum 𝑌1 (𝑡) +···
+ 𝑌𝑛 (𝑡) is a particular solution of the full nonhomogeneous equation (b).

6. Form the sum of the general solution of the homogeneous equation (step 1) and the
particular solution of the nonhomogeneous equation (step 5). This is the general solution
of the nonhomogeneous equation.

7. Use the initial conditions to determine the values of the arbitrary constants remaining
in the general solution. For some problems this entire procedure is easy to carry out by
hand, but often the algebraic calculations are lengthy. Once you understand clearly how
the method works, a computer algebra system can be of great assistance in executing
the details.

LINEAR DIFFERENTIAL OPERATORS

Linear differential equations. The general linear ODE of order n is

𝐲 𝐧 + 𝐩𝟏 (𝐱)𝐲 𝐧−𝟏 + . . . + 𝐩𝐧 (𝐱)𝐲 = 𝐪(𝐱) (1)

If 𝐪(𝐱) ≠ 𝟎, the equation is inhomogeneous. We then call

𝐲 𝐧 + 𝐩𝟏 (𝐱)𝐲 𝐧−𝟏 + . . . + 𝐩𝐧 (𝐱)𝐲 = 𝟎 (2)

The associated homogeneous equation or the reduced equation.

The theory of the n-th order linear ODE runs parallel to that of the second order equation.
In particular, the general solution to the associated homogeneous equation (2) is called
the complementary function or solution, and it has the form

𝐲𝐂 = 𝐂𝟏 𝐲𝟏 + . . . + 𝐂𝐧 𝐲𝐧 (3)

Where, 𝐂𝐢 are constants,

where the 𝐲𝐢 are n solutions to (2) which are linearly independent, meaning that none of

them can be expressed as a linear combination of the others, i.e., by a relation of the form

(the left side could also be any of the other 𝐲𝐢 )

𝐲𝐧 = 𝐚𝟏 𝐲𝟏 + . . . + 𝐚𝐧 − 𝟏𝐲𝐧 − 𝟏

Where, 𝐚𝐢 are constants,

Once the associated homogeneous equation (2) has been solved by finding 𝐧
independent solutions, the solution to the original ODE (1) can be expressed as

𝐲 = 𝐲𝐩 + 𝐲𝐜 (4)

where 𝐲𝐩 is a particular solution to (1), and 𝐲𝐜 is as in (3).

 LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS

From now on we will consider only the case where (1) has constant coefficients. This type
of ODE can be written as

𝐲 𝐧 + 𝐚𝟏 (𝐱)𝐲 𝐧−𝟏 + . . . + 𝐚𝐧 (𝐱)𝐲 = 𝐪(𝐱) (5)

using the differentiation operator 𝐃, we can write (5) in the form

(𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧) 𝐲 = 𝐪(𝐱) (6)

𝐩(𝐃)𝐲 = 𝐪(𝐱) ,

Where

𝐩(𝐃) = 𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧 (7)

We call 𝐩(𝐃) a polynomial differential operator with constant coefficients. We think of the
formal polynomial p(D) as operating on a function 𝐲(𝐱), converting it into another function;
it is like a black box, in which the function 𝐲(𝐱) goes in, and 𝐩(𝐃)𝐲 (i.e., the left side of
(5)) comes out.

Our main goal in this section of the Notes is to develop methods for finding particular
solutions to the ODE (5) when 𝐪(𝐱) has a special form: an exponential, 𝐬𝐢𝐧𝐞 or 𝐜𝐨𝐬𝐢𝐧𝐞,
𝐱 𝐤 , or a product of these. (The function 𝐪(𝐱) can also be a sum of such special functions.)
These are the most important functions for the standard applications.
The reason for introducing the polynomial operator p(D) is that this allows us to use
polynomial algebra to help find the particular solutions. The rest of this chapter of the
Notes will illustrate this. Throughout, we let

𝐩(𝐃) = 𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧 (7)

OPERATOR RULES

Our work with these differential operators will be based on several rules they satisfy. In
stating these rules, we will always assume that the functions involved are sufficiently
differentiable, so that the operators can be applied to them.

Sum rule. If 𝐩(𝐃) and 𝐪(𝐃) are polynomial operators, then for any (sufficiently
differentiable) function 𝐮,

[𝐩(𝐃) + 𝐪(𝐃)]𝐮 = 𝐩(𝐃)𝐮 + 𝐪(𝐃)𝐮 (8)

Linearity rule. If 𝐮𝟏 and 𝐮𝟐 are functions, and 𝐜𝐢 constants,

𝐩(𝐃)(𝐜𝟏 𝐮𝟏 + 𝐜𝟐 𝐮𝟐 ) = 𝐜𝟏 𝐩(𝐃)𝐮𝟏 + 𝐜𝟐 𝐩(𝐃)𝐮𝟐 (9)

The linearity rule is a familiar property of the operator 𝐃𝐤 ; it extends to sums of these
operators, using the sum rule above, thus it is true for operators which are polynomials in
D. (It is still true if the coefficients ai in (7) are not constant, but functions of 𝐱.)

Multiplication rule. If 𝐩(𝐃) = 𝐠(𝐃) 𝐡(𝐃), as polynomials in 𝐃, then

𝐩(𝐃)𝐮 = 𝐠(𝐃)(𝐡(𝐃)𝐮) (10)

The picture illustrates the meaning of the right side of (10). The property is true when h(D)
is the simple operator 𝐚𝐃𝐤 , essentially because

𝐃𝐦 (𝐚𝐃𝐤 𝐮) = 𝐚𝐃𝐦+𝐤 𝐮

it extends to general polynomial operators h(D) by linearity. Note that a must be a

constant; it’s false otherwise.

An important corollary of the multiplication property is that polynomial operators with

constant coefficients commute; i.e., for every function 𝐮(𝐱),

𝐠(𝐃)(𝐡(𝐃)𝐮) = 𝐡(𝐃)(𝐠(𝐃)𝐮) (11)

For as polynomials, 𝐠(𝐃)𝐡(𝐃) = 𝐡(𝐃)𝐠(𝐃) = 𝐩(𝐃), say; therefore, by the multiplication

rule, both sides of (11) are equal to 𝐩(𝐃)𝐮, and therefore, equal to each other.

The remaining two rules are of a different type, and more concrete: they tell us how
polynomial operators behave when applied to exponential functions and products
involving exponential functions.

Substitution rule.

𝐩(𝐃)𝐞𝐚𝐱 = 𝐩(𝐚)𝐞𝐚𝐱

Proof. We have, by repeated differentiation,

𝐃𝐞𝐚𝐱 = 𝐚𝐞𝐚𝐱 , 𝐃𝟐 𝐞𝐚𝐱 = 𝐚𝟐 𝐞𝐚𝐱 , . . . , 𝐃𝐤 𝐞𝐚𝐱 = 𝐚𝐤 𝐞𝐚𝐱

Therefore,
 (𝐃𝐧 + 𝐂𝟏 𝐃𝐧−𝟏 + . . . + 𝐜𝐧 )𝐞𝐚𝐱 = (𝐚𝐧 + 𝐂𝟏 𝐚𝐧−𝟏 + . . . + 𝐜𝐧 ) 𝐞𝐚𝐱

which is the substitution rule (12)

The exponential-shift rule. This handles expressions such as 𝐱 𝐤 𝐞𝐚𝐱 and 𝐱 𝐤 𝐬𝐢𝐧 𝐚𝐱.

𝐩(𝐃)𝐞𝐚𝐱 𝐮 = 𝐞𝐚𝐱 𝐩(𝐃 + 𝐚)𝐮 (13)

Proof. We prove it in successive stages. First, it is true when 𝐩(𝐃) = 𝐃, since by the
product rule for differentiation,

𝐃𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 𝐃𝐮(𝐱) + 𝐚𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 (𝐃 + 𝐚)𝐮(𝐱) (14)

To show the rule is true for 𝐃𝐤 , we apply (14) to 𝐃 repeatedly:

𝐃𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 𝐃𝐮(𝐱) + 𝐚𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 (𝐃 + 𝐚)𝐮(𝐱) by

(14)

= 𝐞𝐚𝐱 (𝐃 + 𝐚)((𝐃 + 𝐚)𝐮) by (14)

= 𝐞𝐚𝐱 (𝐃 + 𝐚)𝟐 𝐮 by
(10)

In the same way,

𝐃𝟑 𝐞𝐚𝐱 𝐮 = 𝐃(𝐃𝟐 𝐞𝐚𝐱 𝐮) = 𝐃(𝐞𝐚𝐱 (𝐃 + 𝐚)𝟐 𝐮) by the previous

 = 𝐞𝐚𝐱 (𝐃 + 𝐚)((𝐃 + 𝐚)𝟐 𝐮) by (14)

= 𝐞𝐚𝐱 (𝐃 + 𝐚)𝟑 𝐮 by (10)

and so on. This shows that (13) is true for an operator of the form 𝐃𝐤 . To show it is true

for a general operator

𝐩(𝐃) = 𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧 ,

we write (13) for each 𝐃𝐤 (𝐞𝐚𝐱 𝐮), multiply both sides by the coefficient 𝐚𝐤 , and add up the
resulting equations for the different values of 𝐤.

Example 1

Evaluate (𝐃 − 𝟏)𝟑 𝐲 = 𝟎

We can expand (𝐃 − 𝟏)𝟑 = 𝐃𝟑 − 𝟑𝐃𝟐 + 𝟑𝐃 − 𝟏 that denotes a differential operator of

order 3. When applied to a function y (which we assume to be thrice differentiable) it
yields

(𝐃𝟑 − 𝟑𝐃𝟐 + 𝟑𝐃 − 𝟏)𝐲 = 𝐃𝟑 𝐲 − 𝟑𝐃𝟐 𝐲 + 𝟑𝐃𝐲 − 𝐲

𝐝𝟑 𝐲 𝐝𝟐 𝐲 𝐝𝐲
𝟑
−𝟑 𝟐 +𝟑 −𝐲 = 𝟎
𝐝𝐱 𝐝𝐱 𝐝𝐱

Example 2

Find 𝐃𝟑 𝐞−𝐱 𝐬𝐢𝐧 𝐱

Using exponential shifting.

𝐃𝟑 𝐞−𝐱 𝐬𝐢𝐧 𝐱 = 𝐞−𝐱 (𝐃 − 𝟏)𝟑 𝐬𝐢𝐧 𝐱 = 𝐞−𝐱 (𝐃𝟑 − 𝟑𝐃𝟐 + 𝟑𝐃 − 𝟏) 𝐬𝐢𝐧 𝐱

= 𝐞−𝐱 (𝟐 𝐜𝐨𝐬 𝐱 + 𝟐 𝐬𝐢𝐧 𝐱)

Since, 𝐃𝟐 𝐬𝐢𝐧 𝐱 = − 𝐬𝐢𝐧 𝐱 , and 𝐃𝟑 𝐬𝐢𝐧 𝐱 = − 𝐜𝐨𝐬 𝐱

Example 3
𝟑
Perform the operation (𝐃𝟐 + 𝟓𝐃 − 𝟏)(𝐭𝐚𝐧 𝟐𝐱 − 𝐱 )

First, we need to distribute,

𝟑 𝟑
𝐃𝟐 𝐭𝐚𝐧 𝟐𝐱 + 𝟓𝐃 𝐭𝐚𝐧 𝟐𝐱 − 𝐭𝐚𝐧 𝟐𝐱 − 𝐃𝟐 − 𝟓𝐃 +
𝐱 𝐱
Then differential accordingly,

𝟔 𝟏𝟓 𝟑
𝟖 𝐬𝐞𝐜 𝟐 𝟐𝐱 (𝐭𝐚𝐧𝟐𝐱) – 𝟑
+ 𝟏𝟎 𝐬𝐞𝐜 𝟐 𝟐𝐱 + 𝟐 – 𝐭𝐚𝐧𝟐𝐱 +
𝐱 𝐱 𝐱

HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT

COEFFICIENTS

Solve 𝐧𝐭𝐡 order homogeneous linear equations

𝐚𝐧 𝐲 (𝐧) + 𝐚𝐧−𝟏 𝐲 (𝐧−𝟏) + . . . +𝐚𝟏 𝐲 ′ + 𝐚𝐨 𝐲 = 𝟎

Where 𝐚𝐧 , … , 𝐚𝟏 , 𝐚𝐨 are constant with 𝐚𝐧 ≠ 𝟎

Solution method:

1. Find the roots of the characteristic polynomial

𝐚𝐧 𝐲 (𝐧) + 𝐚𝐧−𝟏 𝐲 (𝐧−𝟏) + . . . +𝐚𝟏 𝐲 ′ + 𝐚𝐨 𝐲 = 𝟎

2. Evaluate the roots.

3. Use the proper formula and substitute.

Case I

If the roots from the auxiliary equation are real and distinct

𝐲 = 𝐂𝟏 𝐞𝐫𝟏 + 𝐂𝟐 𝐞𝐫𝟐 + 𝐂𝐧 𝐞𝐫𝐧𝐱 + 𝐂𝐧−𝟏 𝐞𝐫𝐧−𝟏𝐱 (1)

Example 4

Solve the IVP of the differential equation 𝐲 ′′ + 𝟏𝟏𝐲 ′ + 𝟐𝟒𝐲 = 𝟎, but 𝐲(𝟎) = 𝟎 and 𝐲 ′ (𝟎) =
−𝟕

Transform the equation

(𝐃𝟐 + 𝟏𝟏𝐃 + 𝟐𝟒)𝐲 = 𝟎

Now, take the isolated equation, and we will have an auxiliary equation of
 𝐦𝟐 + 𝟏𝟏𝐦 + 𝟐𝟒 = 𝟎

Solve for the roots, 𝐌𝟏 = −𝟖 and 𝐌𝟏 = −𝟑. As we can observe the roots are under CASE
I, Using (1)

𝐲 = 𝐂𝟏 𝐞−𝟖𝐱 + 𝐂𝟐 𝐞−𝟑𝐱

You can either start with −𝟑 and −𝟖. The answer will be the same

For the particular solution, It requires second derivative. So, we will differentiate our
general solution, which results

𝐲 ′ = −𝟖𝐂𝟏 𝐞−𝟖𝐱 − 𝟑𝐂𝟐 𝐞−𝟑𝐱

Now, plug in the initial conditions to get the following system of equations.

𝟎 = 𝐂𝟏 + 𝐂𝟐

−𝟕 = −𝟖𝐂𝟏 − 𝟑𝐂𝟐

𝟕 𝟕
Solving this system gives 𝐂𝟏 = 𝟓 and 𝐂𝟐 = − 𝟓 . The actual solution to the differential
equation is then

𝟕 −𝟑𝐱 𝟕 −𝟖𝐱
𝐲𝐩 = 𝐞 − 𝐞
𝟓 𝟓
Example 5

𝐝𝟑 𝐲 𝐝𝟐 𝐲 𝐝𝐲
Solve for the general solution of 𝐝𝐱𝟑 + 𝟒 𝐝𝐱𝟐 − 𝟕 𝐝𝐱 − 𝟏𝟎𝐲 = 𝟎

The equation will be transformed into

(𝐃𝟑 + 𝟒𝐃𝟐 − 𝟕𝐃 − 𝟏𝟎)𝐲 = 𝟎

And we will have an auxiliary equation of

𝐦𝟑 + 𝟒𝐦𝟐 − 𝟕𝐦 − 𝟏𝟎 = 𝟎

For the roots, 𝐦𝟏 = −𝟏. 𝐦𝟐 = 𝟐, and 𝐦𝟑 = −𝟓 which are real and distinct, so therefore,
our general solution will be

𝐲 = 𝐂𝟏 𝐞−𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝟓𝐱

Case II

If the roots from the auxiliary equation are real and repeating

𝐲 = 𝐞𝐫𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱 + ⋯ + 𝐂𝐧 𝐱 𝐧−𝟏 ) (2)

Example 6

Solve the IVP 𝐲 ′′ − 𝟒𝐲 ′ + 𝟒𝐲 = 𝟎 when 𝐲(𝟎) = 𝟏𝟐 and 𝐲 ′ (𝟎) = 𝟑

Solve for the roots, for the equation 𝐦𝟐 − 𝟒𝐦 + 𝟒 = 𝟎

 𝐦𝟏 = 𝟐 = 𝐦𝟐

We can observe that the roots are equal and real, so we will be using (2) for the general
solution

𝐲 = 𝐞𝟐𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱)

Now, for the particular solution we need to differentiate our general solution once

𝐲 = 𝐞𝟐𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱)

𝐲 ′ = 𝟐𝐞𝟐𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱) + 𝐂𝟐 𝐞𝟐 𝐱

Plugging in the initial conditions gives the following system

𝟏𝟐 = 𝐂𝟏

−𝟑 = 𝟐𝐂𝟏 + 𝐂𝟐

So, we have values for 𝐂𝟏 = 𝟏𝟐 and 𝐂𝟐 = −𝟐𝟕

Therefore, our particular solution will be

𝐲𝐩 = 𝟏𝟐𝐞𝟐𝐱 − 𝟐𝟕𝐱𝐞𝟐𝐱
Problem 7

Solve the differential equation 𝟏𝟔𝐲 ′′ − 𝟒𝟎𝐲 + 𝟐𝟓 = 𝟎

𝟓
Solve for the roots, for the equation 𝐦𝟐 − 𝟏𝟒𝐦 + 𝟐𝟓 = 𝟎. 𝐦𝟏 = 𝐦𝟐 = 𝟒

𝟓
𝐲 = 𝐞𝟒𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱)

CASE III

If the roots of the auxiliary equation are distinct and conjugate

𝐲 = 𝐞𝐚𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝐛𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝐛𝐱) (3)

Example 8

Solve the differential equation 𝐲 ′′ − 𝟒𝐲 ′ + 𝟏𝟑𝐲 = 𝟎

We have 𝐦𝟏 = 𝟐 + 𝟑𝐢 and 𝐦𝟐 = 𝟐 − 𝟑𝐢, clearly this is under CASE III, using (3). Our
values for 𝐚 = 𝟐 and 𝐛 = 𝟑. Plugging in all the values and we will have

𝐲 = 𝐞𝟐𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝟑𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟑𝐱)

Example 9

Solve the differential equation 𝐲 ′′ − 𝟏𝟎𝐲 ′ + 𝟐𝟗 = 𝟎 if 𝐲(𝟎) = 𝟏 and 𝐲 ′ (𝟎) = 𝟑.

We have 𝐦𝟏 = 𝟓 + 𝟐𝐢 and 𝐦𝟐 = 𝟓 − 𝟐𝐢, clearly this is under CASE III, using (3). Our
values for 𝐚 = 𝟓 and 𝐛 = 𝟐. Plugging in all the values and we will have
 𝐲 = 𝐞𝟓𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟐𝐱)

CASE IV

If the roots of the auxiliary equation are repeated and conjugate

𝐲 = 𝐞𝐚𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝐛𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝐛𝐱) + 𝐞𝐚𝐱 (𝐂𝟏 𝐱 𝐬𝐢𝐧 𝐛𝐱 + 𝐂𝟐 𝐱 𝐜𝐨𝐬 𝐛𝐱) (4)

Example 10

Solve the general solution of the differential equation 𝐲 (𝟒) + 𝟖𝐲 ′′ + 𝟏𝟔𝐲 = 𝟎

For the roots of the equation we have, 𝐦𝟏 = 𝐦𝟑 = 𝟐𝐢 and 𝐦𝟐 = 𝐦𝟒 = −𝟐𝐢

Clearly, this is under CASE IV. We will use (4) and substitute all the values 𝐚 = 𝟎 and
𝐛=𝟐

𝐲 = 𝐞𝟎𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟐𝐱) + 𝐞𝟎𝐱 (𝐂𝟑 𝐱 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟒 𝐱 𝐜𝐨𝐬 𝟐𝐱)

𝐲 = (𝐂𝟏 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟐𝐱) + (𝐂𝟑 𝐱 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟒 𝐱 𝐜𝐨𝐬 𝟐𝐱)

Example 11

Solve the general solution of the differential equation 𝐲 (𝟒) + 𝟒𝐲 (𝟑) + 𝟖𝐲 ′′ + 𝟖𝐲 ′ + 𝟒𝐲 = 𝟎

For the roots of the equation we have, 𝐦𝟏 = 𝐦𝟑 = −𝟏 + 𝐢 and 𝐦𝟐 = 𝐦𝟒 = −𝟏 − 𝐢

Substitute the values, where 𝐚 = −𝟏 and 𝐛 = 𝟏, and we will have an answer of

𝐲 = 𝐞−𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝐱) + 𝐞−𝐱 (𝐂𝟑 𝐱 𝐬𝐢𝐧 𝐱 + 𝐂𝟒 𝐱 𝐜𝐨𝐬 𝐱)

NON-HOMOGENEOUS EQUATIONS: UNDETERMINED COEFFICIENTS

Unlike the homogeneous equation, non-homogeneous equation has a function at the right
side of its equation

𝐚𝐧 𝐲 𝐧 + 𝐚𝐧−𝟏 𝐲 𝐧−𝟏 + ⋯ + 𝐚𝟏 𝐲 ′ + 𝐚𝟎 𝐲 = 𝐟(𝐭)

The way that we will be solving the non-homogeneous equation is one step different to
the homogeneous equation. The formula of the solution is

𝐲 = 𝐲𝐜 + 𝐲𝐩

Which 𝐲𝐜 is the complementary equation, we can solve 𝐲𝐜 by utilizing what we have

learned from the previous lecture.

And 𝐲𝐩 is the particular solution of the given non – homogeneous equation.

Equivalent value for the functions at the right side of the non – homogeneous equation.

𝐚𝐱 𝟐 + 𝐛𝐱 + 𝐜 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂

𝐚𝐞𝐛𝐱 𝐀𝐞𝐛𝐱
 𝐚 𝐬𝐢𝐧 𝐛𝐱 or 𝐚 𝐜𝐨𝐬 𝐛𝐱 𝐀 𝐬𝐢𝐧 𝐛𝐱 + 𝐁 𝐜𝐨𝐬 𝐛𝐱

𝐚𝐱 𝐧 𝐞𝐛𝐱 𝐀𝐱 𝐧 𝐞𝐛𝐱

𝐚𝐱 𝐧 𝐬𝐢𝐧 𝐛𝐱 or 𝐚𝐱 𝐧 𝐜𝐨𝐬 𝐛𝐱 𝐀𝐱 𝐧 𝐬𝐢𝐧 𝐛𝐱 + 𝐁𝐱 𝐧 𝐜𝐨𝐬 𝐛𝐱

We can observe all the coefficients at the left side (𝐚, 𝐛, 𝐜) are disregarded at the left side,
in which they are replaced by our undetermined coefficients (𝐀, 𝐁, 𝐂), hence, the functions
of 𝐞, 𝐬𝐢𝐧𝐞, and 𝐜𝐨𝐬𝐢𝐧𝐞 remains.

But this method has limitations, it wont work to linear equation which contains variable
coefficients. In addition, the term 𝐟(𝐭) is should not be with these forms:

𝐚 𝐩𝐨𝐥𝐲𝐧𝐦𝐢𝐚𝐥 𝐩(𝐭) = 𝐚𝐨 + 𝐚𝟏 𝐭 + ⋯ + 𝐚𝐍 𝐭 𝐍 ,

𝐚𝐧 𝐞𝐱𝐩𝐨𝐭𝐞𝐧𝐭𝐢𝐚𝐥 𝐞𝐚𝐭

𝐜𝐨𝐬𝛃𝐭,

𝐬𝐢𝐧𝛃𝐭,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐞𝐚𝐭 ,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐜𝐨𝐬𝛃𝐭,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐬𝐢𝐧𝛃𝐭,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐞𝐚𝐭 𝐜𝐨𝐬𝛃𝐭,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐞𝐚𝐭 𝐬𝐢𝐧𝛃𝐭,

𝐚𝐧𝐝 𝐚𝐧𝐲 𝐥𝐢𝐧𝐞𝐚𝐫 𝐜𝐨𝐦𝐛𝐢𝐧𝐚𝐭𝐢𝐨𝐧 𝐚𝐛𝐨𝐯𝐞

So, any equation that has 𝐟(𝐭) we can solve them by using the method, as long as it
doesn’t belong to the equation listed above.

Example 12

Solve the differential equation 𝐲 ′′ − 𝟑𝐲 ′ − 𝟒𝐲 = 𝟑𝐞𝟐𝐱

First, we need to solve for the complementary solution of the equation

 𝐲 = 𝐲𝐜 + 𝐲𝐩

At this point we will just consider our equation at the left side with will be transformed into
an auxiliary equation

𝐦𝟐 − 𝟑𝐦 − 𝟒 = 𝟎

Our roots are 𝐦𝟏 = 𝟒 and 𝐦𝟐 = −𝟏

𝐲𝐂 = 𝐂𝟏 𝐞𝟒𝐱 + 𝐂𝟐 𝐞−𝐱

Now we set aside our 𝐲𝐂 and solve for our 𝐲𝐏 . In solving the 𝐲𝐏 we will be utilizing the
function at the right side of our non – homogeneous equation.

𝐲𝐩 = 𝐀𝐞𝟐𝐱

At this point we will be differentiating our 𝐲𝐩 depending what is the highest order to our
non – homogeneous equation. Since the highest order is second, we will be differentiating
𝐲𝐩 to 𝐲𝐩 ′′ .

𝐲𝐩 = 𝐀𝐞𝟐𝐱

𝐲𝐩 ′ = 𝟐𝐀𝐞𝟐𝐱

𝐲𝐩 ′′ = 𝟒𝐀𝐞𝟐𝐱

Then we will substitute these values to our non – homogeneous equation

𝟒𝐀𝐞𝟐𝐱 − 𝟑(𝟐𝐀𝐞𝟐𝐱 ) − 𝟒𝐀𝐞𝟐𝐱 = 𝟑𝐞𝟐𝐱 → 𝟒𝐀𝐞𝟐𝐱 − 𝟔𝐀𝐞𝟐𝐱 − 𝟒𝐀𝐞𝟐𝐱 = 𝟑𝐞𝟐𝐱

𝟒𝐀 − 𝟔𝐀 − 𝟒𝐀 = 𝟑 → −𝟔𝐀 = 𝟑

𝟏
𝐀=−
𝟐

𝟏
Therefore, our 𝐲𝐩 = − 𝟐 𝐞𝟐𝐱 and now our general solution for the DE is

𝟏
𝐲 = 𝐂𝟏 𝐞𝟒𝐱 + 𝐂𝟐 𝐞−𝐱 − 𝐞𝟐𝐱
𝟐
Example 13

Solve the general solution of 𝐲 ′′′ + 𝟒𝐲 ′′ − 𝟕𝐲 ′ − 𝟏𝟎𝐲 = 𝟐 𝐬𝐢𝐧 𝟐𝐱

First, solve for the complementary solution 𝐲𝐂 ,

𝐦𝟑 + 𝟒𝐦𝟐 − 𝟕𝐦 − 𝟏𝟎 = 𝟎

Having the roots of 𝐦𝟏 = −𝟏, 𝐦𝟐 = 𝟐, and 𝐦𝟑 = −𝟓

𝐲𝐂 = 𝐂𝟏 𝐞−𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝟓𝐱

Now for the 𝐲𝐏 , observing that the highest order is third

𝐲𝐏 = 𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝐁 𝐜𝐨𝐬 𝟐𝐱

𝐲𝐏′ = 𝟐𝐀 𝐜𝐨𝐬 𝟐𝐱 − 𝟐𝐁 𝐬𝐢𝐧 𝟐𝐱

𝐲𝐏′′ = −𝟒𝐀 𝐬𝐢𝐧 𝟐𝐱 − 𝟒𝐁 𝐜𝐨𝐬 𝟐𝐱

𝐲𝐏′′′ = −𝟖𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟖𝐁 𝐬𝐢𝐧 𝟐𝐱

Substitute to our non – homogeneous equation

−𝟖𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟖𝐁 𝐬𝐢𝐧 𝟐𝐱 − 𝟒(−𝟒𝐀 𝐬𝐢𝐧 𝟐𝐱 − 𝟒𝐁 𝐜𝐨𝐬 𝟐𝐱) − 𝟕(𝟐𝐀 𝐜𝐨𝐬 𝟐𝐱 − 𝟐𝐁 𝐬𝐢𝐧 𝟐𝐱) −
𝟏𝟎(𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝐁 𝐜𝐨𝐬 𝟐𝐱) = 𝟐 𝐬𝐢𝐧 𝟐𝐱

−𝟖𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟖𝐁 𝐬𝐢𝐧 𝟐𝐱 + 𝟏𝟔𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝟏𝟔𝐁 𝐜𝐨𝐬 𝟐𝐱 − 𝟏𝟒𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟏𝟒𝐁 𝐬𝐢𝐧 𝟐𝐱 −
𝟏𝟎𝐀 𝐬𝐢𝐧 𝟐𝐱 − 𝟏𝟎𝐁 𝐜𝐨𝐬 𝟐𝐱 = 𝟐 𝐬𝐢𝐧 𝟐𝐱

−𝟐𝟐𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟔𝐁 𝐜𝐨𝐬 𝟐𝐱 + 𝟔𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝟐𝟐𝐁 𝐬𝐢𝐧 𝟐𝐱 = 𝟐 𝐬𝐢𝐧 𝟐𝐱

@ 𝐜𝐨𝐬 𝟐𝐱 @ 𝐬𝐢𝐧 𝟐𝐱

−𝟐𝟐𝐀 + 𝟔𝐁 = 𝟎 𝟏𝟏
−𝟔𝐀 + 𝟐𝟐(− 𝐀) = 𝟐
𝟑
𝟏𝟏
𝐁=− 𝐀 𝟑 𝟏𝟏
𝟑 𝐀= − and 𝐁 =
𝟏𝟑𝟎 𝟏𝟑𝟎

𝟑 𝟏𝟏
Therefore, our 𝐲𝐏 = − 𝐬𝐢𝐧 𝟐𝐱 + 𝐜𝐨𝐬 𝟐𝐱. Now our general solution will be
𝟏𝟑𝟎 𝟏𝟑𝟎
 𝟑 𝟏𝟏
𝐲 = 𝐂𝟏 𝐞−𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝟓𝐱 − 𝐬𝐢𝐧 𝟐𝐱 + 𝐜𝐨𝐬 𝟐𝐱
𝟏𝟑𝟎 𝟏𝟑𝟎

Example 14

Solve 𝐭 ′′′ + 𝟒𝐭 ′′ − 𝟕𝐭 ′ − 𝟏𝟎𝐭 = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱 if the initial values are 𝐭(𝟎) =
𝟐𝟗 𝟏𝟗
−𝟐𝟎, 𝐭 ′ (𝟎) = − , and 𝐭 ′′ (𝟎) = −
𝟓 𝟓

First, solve the complementary solution 𝐲𝐂

𝐦𝟑 + 𝟒𝐦𝟐 − 𝟕𝐦 − 𝟏𝟎 = 𝟎

The roots will be, 𝐦𝟏 = −𝟏, 𝐦𝟐 = 𝟐, and 𝐦𝟑 = −𝟓. Therefore, the solution is

𝐭 𝐂 = 𝐂𝟏 𝐞−𝟓𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝐱

Next will be the particular solution 𝐲𝐏 . As we can observe the function at the right side of
the non – homogenous equation are two different terms, we have 𝟏𝟎𝟎𝐱 𝟐 and 𝟔𝟒𝐞𝟑𝐱 .

In this case, we have two particular solutions

𝐭 𝐏 = 𝐭 𝐏𝟏 + 𝐭 𝐏𝟐

We let 𝐲𝐏𝟏 = 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 and 𝐲𝐏𝟐 = 𝐃𝐞𝟑𝐱 and we will have

𝐭 𝐏 = 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 + 𝐃𝐞𝟑𝐱

From the non – homogenous equation, we can see that the highest order is third, so we
need to differentiate our particular solution up to third derivative

𝐭 𝐏 = 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 + 𝐃𝐞𝟑𝐱

𝐭 𝐏 ′ = 𝟐𝐀𝐱 + 𝐁 + 𝟑𝐃𝐞𝟑𝐱

𝐭 𝐏 ′′ = 𝟐𝐀 + 𝟗𝐃𝐞𝟑𝐱

𝐭 𝐏 ′′′ = 𝟐𝟕𝐃𝐞𝟑𝐱

We now substitute what we have solved to our non – homogenous equation

𝟐𝟕𝐃𝐞𝟑𝐱 + 𝟒(𝟐𝐀 + 𝟗𝐃𝐞𝟑𝐱 ) − 𝟕(𝟐𝐀𝐱 + 𝐁 + 𝟑𝐃𝐞𝟑𝐱 ) − 𝟏𝟎(𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 + 𝐃𝐞𝟑𝐱 )

= 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱
 𝟐𝟕𝐃𝐞𝟑𝐱 + 𝟖𝐀 + 𝟑𝟔𝐃𝐞𝟑𝐱 − 𝟏𝟒𝐀𝐱 − 𝟕𝐁 − 𝟐𝟏𝐃𝐞𝟑𝐱 − 𝟏𝟎𝐀𝐱 𝟐 − 𝟏𝟎𝐁𝐱 − 𝟏𝟎𝐂 − 𝟏𝟎𝐃𝐞𝟑𝐱
= 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

− 𝟏𝟎𝐀𝐱 𝟐 − (𝟏𝟒𝐀 − 𝟏𝟎𝐁)𝐱 + 𝟖𝐀 − 𝟕𝐁 − 𝟏𝟎𝐂 + (𝟐𝟕𝐃 + 𝟑𝟔𝐃 − 𝟐𝟏𝐃 − 𝟏𝟎𝐃)𝐞𝟑𝐱

= 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

𝟖𝐀 − 𝟕𝐁 − 𝟏𝟎𝐂 + (−𝟏𝟒𝐀 − 𝟏𝟎𝐁)𝐱 − 𝟏𝟎𝐀𝐱 𝟐 + 𝟑𝟐𝐃𝐞𝟑𝐱 = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

Now we will solve the undetermined coefficients:

@𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭𝐬 @𝐱

𝟖𝐀 − 𝟕𝐁 − 𝟏𝟎𝐂 = 𝟎 → (a) −𝟏𝟒𝐀 − 𝟏𝟎𝐁 = 𝟎 → (b)

@𝐱 𝟐 @𝐞𝟑𝐱

− 𝟏𝟎𝐀 = 𝟏𝟎𝟎 𝟑𝟐𝐃 = −𝟔𝟒

𝐀 = −𝟏𝟎 𝐃 = −𝟐

Using (b) for 𝐁 Using (a) for 𝐂

−𝟏𝟒(−𝟏𝟎) − 𝟏𝟎𝐁 = 𝟎 𝟖(−𝟏𝟎) − 𝟕(𝟏𝟒) − 𝟏𝟎𝐂 = 𝟎

𝐁 = 𝟏𝟒 𝟖𝟗
𝐂=− 𝟓

𝟖𝟗
So, now our 𝐭 𝐏 = −𝟏𝟎𝐱 𝟐 + 𝟏𝟒𝐱 + − − 𝟐𝐞𝟑𝐱 . Then finally, our general solution is
𝟓
 𝟖𝟗
𝐭 = 𝐂𝟏 𝐞−𝟓𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝐱 − 𝟏𝟎𝐱 𝟐 + 𝟏𝟒𝐱 + − − 𝟐𝐞𝟑𝐱
𝟓

Now for the particular solution, we need to differentiate our general solution up to second
derivative.

@𝐭(𝟎) = −𝟐𝟎
𝟖𝟗
−𝟐𝟎 = 𝐂𝟏 + 𝐂𝟐 + 𝐂𝟑 − −𝟐
𝟓

𝟐𝟗
@𝐭 ′ (𝟎) = − 𝟓

𝟐𝟗
− = −𝟓𝐂𝟏 + 𝟐𝐂𝟐 − 𝐂𝟑 + 𝟏𝟒 − 𝟔
𝟓

𝟏𝟗
@𝐭 ′′ (𝟎) = − 𝟓

𝟏𝟗
− = 𝟐𝟓𝐂𝟏 + 𝟒𝐂𝟐 − 𝐂𝟑 − 𝟐𝟎 − 𝟏𝟖
𝟓

We have three equation three unknowns, so the value for 𝐂𝟏 , 𝐂𝟐 , and 𝐂𝟑 are 𝟐, −𝟐, and
𝟏
− 𝟓 respectively.

Finally, our solution will be

𝟏 𝟖𝟗
𝐭 = 𝟐𝐞−𝟓𝐱 + −𝟐𝐞𝟐𝐱 − 𝐞−𝐱 − 𝟏𝟎𝐱 𝟐 + 𝟏𝟒𝐱 + − − 𝟐𝐞𝟑𝐱
𝟓 𝟓