4.4
4.4
51. Find the general solution of y! " 6y# " y$ % 34y & 0 equation. If you use a CAS to obtain the general solution,
if it is known that y1 & e%4x cos x is one solution. simplify the output and, if necessary, write the solution in
terms of real functions.
52. To solve y (4) " y & 0, we must find the roots of
m 4 " 1 & 0. This is a trivial problem using a CAS 55. y! % 6y# " 2y$ " y & 0
but can also be done by hand working with complex
numbers. Observe that m 4 " 1 & (m 2 " 1) 2 % 2m 2. 56. 6.11y! " 8.59y# " 7.93y$ " 0.778y & 0
How does this help? Solve the differential equation.
57. 3.15y (4) % 5.34y# " 6.33y$ % 2.03y & 0
53. Verify that y & sinh x % 2 cos (x " p>6) is a particular 58. y (4) " 2y# % y$ " 2y & 0
solution of y (4) % y & 0. Reconcile this particular solu-
tion with the general solution of the DE. In Problems 59 and 60 use a CAS as an aid in solving
54. Consider the boundary-value problem y# " ly & 0, the auxiliary equation. Form the general solution of the dif-
y(0) & 0, y(p!2) & 0. Discuss: Is it possible to ferential equation. Then use a CAS as an aid in solving the
determine values of l so that the problem possesses system of equations for the coefficients ci , i & 1, 2, 3, 4 that
(a) trivial solutions? (b) nontrivial solutions? results when the initial conditions are applied to the general
solution.
Computer Lab Assignments 59. 2y (4) " 3y! % 16y# " 15y$ % 4y & 0,
y(0) & %2, y$(0) & 6, y#(0) & 3, y!(0) & 12
In Problems 55– 58 use a computer either as an aid in
solving the auxiliary equation or as a means of directly 60. y (4) % 3y! " 3y# % y$ & 0,
obtaining the general solution of the given differential y(0) & y$(0) & 0, y#(0) & y!(0) & 1
a n y (n) " a n%1 y (n%1) " ' ' ' " a 1 y$ " a 0 y & g(x), (1)
an y (n) " an%1 y (n%1) " ' ' ' " a1 y$ " a 0 y & 0.
In Section 4.3 we saw how to solve these kinds of equations when the coefficients were constants.
Our goal in the present section is to develop a method for obtaining particular solutions.
*
Note to the Instructor: In this section the method of undetermined coefficients is developed from the
viewpoint of the superposition principle for nonhomogeneous equations (Theorem 4.7.1). In Section 4.5
an entirely different approach will be presented, one utilizing the concept of differential annihilator
operators. Take your pick.
4.4 UNDETERMINED COEFFICIENTS—SUPERPOSITION APPROACH ● 141
The following functions are some examples of the types of inputs g(x) that are
appropriate for this discussion:
P(x) ! an xn # an"1 xn"1 # $ $ $ # a1x # a 0 , P(x) eax, P(x) eax sin % x, and P(x) eax cos % x,
where n is a nonnegative integer and a and b 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"1x,
x
and so on. Differential equations in which the input g(x) is a function of this last kind
will be considered in Section 4.6.
The set of functions that consists of constants, polynomials, exponentials
e ax, sines, and cosines has the remarkable property that derivatives of their sums
and products are again sums and products of constants, polynomials, exponen-
tials e ax, sines, and cosines. Because the linear combination of derivatives
an y (n) (n"1)
p # an"1 y p # $ $ $ # a1 yp' # a 0 y p must be identical to g(x), it seems
reasonable to assume that yp has the same form as g(x).
The next two examples illustrate the basic method.
Step 2. Now, because the function g(x) is a quadratic polynomial, let us assume a
particular solution that is also in the form of a quadratic polynomial:
yp ! Ax2 # Bx # C.
142 ● CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS
SOLUTION A natural first guess for a particular solution would be A sin 3x. But
because successive differentiations of sin 3x produce sin 3x and cos 3x, we are
prompted instead to assume a particular solution that includes both of these terms:
yp ! A cos 3x % B sin 3x.
Differentiating y p and substituting the results into the differential equation gives,
after regrouping,
y p# " y$p % yp ! ("8A " 3B) cos 3x % (3A " 8B) sin 3x ! 2 sin 3x
or
equal
6 16
yp ! cos 3x " sin 3x.
73 73
Step 2. Next, the presence of 4x " 5 in g(x) suggests that the particular solution
includes a linear polynomial. Furthermore, because the derivative of the product xe 2x
produces 2xe 2x and e 2x, we also assume that the particular solution includes both
xe 2x and e 2x. In other words, g is the sum of two basic kinds of functions:
g(x) $ g1(x) % g 2(x) $ polynomial % exponentials.
Correspondingly, the superposition principle for nonhomogeneous equations
(Theorem 4.1.7) suggests that we seek a particular solution
yp $ yp1 % yp2,
where yp1 $ Ax % B and yp2 $ Cxe2x % Ee2x. Substituting
yp $ Ax % B % Cxe2x % Ee2x
into the given equation (3) and grouping like terms gives
y!p " 2y#p " 3yp $ "3Ax " 2A " 3B " 3Cxe2x % (2C " 3E )e2x $ 4x " 5 % 6xe2x. (4)
From this identity we obtain the four equations
"3A $ 4, "2A " 3B $ "5, "3C $ 6, 2C " 3E $ 0.
The last equation in this system results from the interpretation that the coefficient of
e 2x in the right member of (4) is zero. Solving, we find A $ "43, B $ 239, C $ "2, and
E $ "43. Consequently,
4 23 4
yp $ " x % " 2xe2x " e2x.
3 9 3
yields, in turn, yp1 $ "43 x % 239 and yp2 $ "!2x % 43"e2x. A particular solution of (3)
is then yp $ yp1 % yp2.
The next example illustrates that sometimes the “obvious” assumption for the
form of yp is not a correct assumption.
yields the contradictory statement 0 ! 8e x, so we have clearly made the wrong guess
for yp.
The difficulty here is apparent on examining the complementary function
y c ! c1e x " c2 e 4x. Observe that our assumption Ae x is already present in yc. This
means that e x is a solution of the associated homogeneous differential equation, and
a constant multiple Ae x when substituted into the differential equation necessarily
produces zero.
What then should be the form of yp? Inspired by Case II of Section 4.3, let’s see
whether we can find a particular solution of the form
yp ! Axex.
Substituting y%p ! Axe x " Ae x and y$p ! Axe x " 2Ae x into the differential equation
and simplifying gives
y$p # 5y%p " 4yp ! #3Ae x ! 8e x.
From the last equality we see that the value of A is now determined as A ! #83.
Therefore a particular solution of the given equation is yp ! #83 xe x.
1. 1 (any constant) A
2. 5x " 7 Ax " B
3. 3x 2 # 2 Ax 2 " Bx " C
4. x3 # x " 1 Ax 3 " Bx 2 " Cx " E
5. sin 4x A cos 4x " B sin 4x
6. cos 4x A cos 4x " B sin 4x
7. e 5x Ae 5x
8. (9x # 2)e 5x (Ax " B)e 5x
9. x 2e 5x (Ax 2 " Bx " C)e 5x
10. e 3x sin 4x Ae 3x cos 4x " Be3x sin 4x
11. 5x 2 sin 4x (Ax 2 " Bx " C) cos 4x " (Ex 2 " Fx " G) sin 4x
12. xe 3x cos 4x (Ax " B)e 3x cos 4x " (Cx " E)e 3x sin 4x
SOLUTION (a) We can write g(x) ! (5x 3 # 7)e#x. Using entry 9 in Table 4.1 as
a model, we assume a particular solution of the form
y p ! (Ax3 " Bx2 " Cx " E)e#x.
Note that there is no duplication between the terms in yp and the terms in the comple-
mentary function y c ! e 4x(c1 cos 3x " c2 sin 3x).
4.4 UNDETERMINED COEFFICIENTS—SUPERPOSITION APPROACH ● 145
(b) The function g(x) ! x cos x is similar to entry 11 in Table 4.1 except, of course,
that we use a linear rather than a quadratic polynomial and cos x and sin x instead of
cos 4x and sin 4x in the form of y p :
If g(x) consists of a sum of, say, m terms of the kind listed in the table, then (as in
Example 3) the assumption for a particular solution yp consists of the sum of the trial
forms yp1, yp2 , . . . , ypm corresponding to these terms:
SOLUTION
yp ! yp1 " yp2 " yp3 ! Ax2 " Bx " C " E cos 2x " F sin 2x " (Gx " H)e6x.
yp ! Ax2 ex.
Substituting into the given differential equation yields 2Ae x ! e x, so A ! 12. Thus a
particular solution is yp ! 12 x2ex.
146 ● CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS
Suppose again that g(x) consists of m terms of the kind given in Table 4.1, and
suppose further that the usual assumption for a particular solution is
yp # yp1 " yp2 " ' ' ' " ypm ,
where the ypi , 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 ypi contains terms that duplicate terms in
y c , then that ypi must be multiplied by x n, where n is the smallest positive integer
that eliminates that duplication.
Inspection of these functions shows that the one term in yp2 is duplicated in y c. If
we multiply yp2 by x, we note that the term xe 3x is still part of y c . But multiplying
yp2 by x 2 eliminates all duplications. Thus the operative form of a particular
solution is
Differentiating this last form, substituting into the differential equation, and collecting
like terms gives
y#p $ 6y%p " 9yp ! 9Ax2 " ($12A " 9B)x " 2A $ 6B " 9C " 2Ee3x ! 6x2 " 2 $ 12e3x.
It follows from this identity that A ! 23 , B ! 98 , C ! 23 , and E ! $6. Hence the general
solution y ! y c " y p is y ! c1 e 3x " c2 xe 3x " 23 x 2 " 89 x " 23 $ 6x 2 e 3x.
x x x
p " y#p ! ($2A " 4B)e cos x " ($4A $ 2B)e sin x ! e cos x
y#%
we get $2A " 4B ! 1 and $4A $ 2B ! 0. This system gives A ! $101 and B ! 15,
so a particular solution is yp ! $101 e x cos x " 15 e x sin x. The general solution of the
equation is
1 x 1
y ! yc " yp ! c1 " c2 x " c3e$x $ e cos x " ex sin x.
10 5
SOLUTION Comparing y c ! c1 " c2 x " c3 x 2 " c4 e$x with our normal assumption
for a particular solution
we see that the duplications between y c and y p are eliminated when yp1 is multiplied
by x 3 and yp2 is multiplied by x. Thus the correct assumption for a particular solution
is y p ! Ax 3 " Bx 3 e$x " Cx 2 e$x " Ex e$x.
148 ● CHAPTER 4 HIGHER-ORDER DIFFERENTIAL EQUATIONS
REMARKS
(i) In Problems 27 –36 in Exercises 4.4 you are asked to solve initial-value
problems, and in Problems 37 –40 you are asked to solve boundary-value
problems. As illustrated in Example 8, be sure to apply the initial conditions or
the boundary conditions to the general solution y ! y c " y p . Students often
make the mistake of applying these conditions only to the complementary
function y c because it is that part of the solution that contains the constants
c1, c2, . . . , cn .
(ii) From the “Form Rule for Case I” on page 145 of this section you see why
the method of undetermined coefficients is not well suited to nonhomogeneous
linear DEs when the input function g(x) is something other than one of the four
basic types highlighted in color on page 141. For example, if P(x) is a polyno-
mial, then continued differentiation of P(x)e ax sin bx will generate an indepen-
dent set containing only a finite number of functions —all of the same type,
namely, a polynomial times e ax sin bx or a polynomial times e ax cos bx. On
the other hand, repeated differentiation of input functions such as g(x) ! ln x
or g(x) ! tan#1x generates an independent set containing an infinite number of
functions:
1 , #1 , 2 , . . . ,
derivatives of ln x:
x x2 x3
1 , #2x , #2 " 6x2 , . . . .
derivatives of tan#1x:
1 " x2 (1 " x2 ) 2 (1 " x2 ) 3
11. y$ # y% "
1
4
y ! 3 " e x/2 27. y$ " 4y ! #2, y !'8 " ! 12, y%!'8 " ! 2
12. y$ # 16y ! 2e 4x 28. 2y$ " 3y% # 2y ! 14x2 # 4x # 11, y(0) ! 0, y%(0) ! 0
13. y$ " 4y ! 3 sin 2x 29. 5y$ " y% ! #6x, y(0) ! 0, y%(0) ! #10
14. y$ # 4y ! (x 2 # 3) sin 2x 30. y$ " 4y% " 4y ! (3 " x)e#2x, y(0) ! 2, y%(0) ! 5
15. y$ " y ! 2x sin x 31. y$ " 4y% " 5y ! 35e #4x
, y(0) ! #3, y%(0) ! 1
4.4 UNDETERMINED COEFFICIENTS—SUPERPOSITION APPROACH ● 149
32. y! " y # cosh x, y(0) # 2, y$(0) # 12 45. Without solving, match a solution curve of y! & y # f (x)
shown in the figure with one of the following functions:
d 2x
33. & +2x # F0 sin + t, x(0) # 0, x$(0) # 0 (i) f (x) # 1, (ii) f (x) # e"x,
dt 2 x
(iii) f (x) # e , (iv) f (x) # sin 2x,
d 2x (v) f (x) # e x sin x, (vi) f (x) # sin x.
34. & +2x # F0 cos , t, x(0) # 0, x$(0) # 0
dt 2 Briefly discuss your reasoning.
35. y% " 2y! & y$ # 2 " 24e x & 40e5x, y(0) # 12,
(a) y
y$(0) # 52, y!(0) # "92
36. y% & 8y # 2x " 5 & 8e"2x, y(0) # "5, y$(0) # 3,
y!(0) # "4
(c) y
42. y! " 2y$ & 10y # g(x), y(0) # 0, y$(0) # 0, where
x
g(x) #
0,"
20, 0 ( x ( )
x*)
FIGURE 4.4.3 Solution curve
Discussion Problems
43. Consider the differential equation ay! & by$ & cy # e kx, (d) y
where a, b, c, and k are constants. The auxiliary
equation of the associated homogeneous equation is
am 2 & bm & c # 0.
(a) If k is not a root of the auxiliary equation, show x
that we can find a particular solution of the form
yp # Ae kx, where A # 1!(ak 2 & bk & c). FIGURE 4.4.4 Solution curve
(b) If k is a root of the auxiliary equation of multiplicity
one, show that we can find a particular solution of
the form y p # Axe kx, where A # 1!(2ak & b). Computer Lab Assignments
Explain how we know that k ' "b!(2a).
In Problems 46 and 47 find a particular solution of the given
(c) If k is a root of the auxiliary equation of multiplicity differential equation. Use a CAS as an aid in carrying out
two, show that we can find a particular solution of the differentiations, simplifications, and algebra.
form y # Ax 2 e kx, where A # 1!(2a).
46. y! " 4y$ & 8y # (2x 2 " 3x)e 2x cos 2x
44. Discuss how the method of this section can be used
& (10x 2 " x " 1)e 2x sin 2x
to find a particular solution of y! & y # sin x cos 2x.
Carry out your idea. 47. y (4) & 2y! & y # 2 cos x " 3x sin x