Solutions of Nonhomogeneous Constant

Coefficient Higher Order Linear ODEs:

Operator Methods

Department of Mathematics
IIT Guwahati

SHB/SU MA-102 (2020)

Operator Methods for Finding yp
Writing Ly = g as P (D)y = g(x), where

L = P (D) = an Dn + an−1 Dn−1 + · · · + a0 .

With each P (D), associate a polynomial

P (r) = an rn + an−1 rn−1 + · · · + a0

called the auxiliary polynomial of P (D).
If P (r) can be factored as product of n linear factors, say
P (r) = an (r − r1 )(r − r2 ) · · · (r − rn ),

then the corresponding factorization of P (D) has the form

P (D) = an (D − r1 )(D − r2 ) · · · (D − rn ),
where r1 , r2 , . . . , rn are the roots of P (r) = 0.
SHB/SU MA-102 (2020)
Note that
R
• Dyp (x) = g(x) ⇒ yp (x) = g(x)dx. It is natural to
define Z
1
g(x) := g(x)dx.
D
• (D − r)yp = g(x), where r is a constant. Formally, we
write
1
yp = g(x).
D−r
The solution of (D − r)yp = g(x) is
Z
yp (x) = e rx
e−rx g(x)dx.

Thus, we define
Z
1
g(x) := erx e−rx g(x)dx.
D−r
1
Operator like , 1
D D−r
are called inverse operators.
SHB/SU MA-102 (2020)
 1
Let P (D) be the inverse of the operator P (D). Then the
particular solution to P (D)y = g(x) is given by
1
yp (x) = g(x).
P (D)

Method 1:(Successive integrations)

If P (D) = (D − r1 )(D − r2 ) · · · (D − rn ), then
1 1
yp (x) = g(x) = g(x)
P (D) (D − r1 )(D − r2 ) · · · (D − rn )
1 1 1
= ··· g(x).
(D − r1 ) (D − r2 ) (D − rn )

SHB/SU MA-102 (2020)

Example: Find a particular solution of y 00 − 3y 0 + 2y = xex .
Here P (D)y = (D − 1)(D − 2)y = xex . The particular
solution yp is

1 1
yp (x) = xex
D−1D  Z− 2 
1 2x −2x x 1
= e e xe dx = [−(1 + x)ex ]
D−1 D−1
Z
1
= −ex e−x (1 + x)ex dx = − (1 + x)2 ex .
2
Note: The successive integrations are likely to become
complicated and time-consuming.

SHB/SU MA-102 (2020)

Method 2:(Partial fractions)
If the factors of P (D) are distinct, we can decompose
1
operator P (D) into partial fractions as
 
1 A1 A1 An
yp = g(x) = + + ··· + g(x),
P (D) (D − r1 ) (D − r2 ) (D − rn )
for suitable constants Ai ’s.

Example: Find a particular solution of y 00 − 3y 0 + 2y = xex .

 
1 1 1
yp (x) = = − xex
(D − 1)(D − 2) D−2 D−1
1 1
= xex − xex
D− Z 2 D − 1 Z
= e2x e−2x xex dx − ex e−x xex dx
1
= −(1 + x + x2 )ex .
2
SHB/SU MA-102 (2020)
Method 3:(Series expansions)
1
If g(x) = xn , expand the inverse operator P (D) in a power
series in D so that
1
yp (x) = g(x) = (c0 + c1 D + c2 D2 + · · · + cn Dn )g(x),
P (D)
where c0 + c1 D + c2 D2 + · · · + cn Dn is effectively the
1
expansion that corresponds to P (D) as Dk xn = 0 if k > n.
Example: Find yp of y 000 − 2y 00 + y = x4 + 2x + 5.
1
= 1 + 2D2 − D3 + 4D4 − 4D5 + · · · .
1 − 2D2 + D3

1
yp (x) = (x4 + 2x + 5)
1 − 2D2 + D3
= (1 + 2D2 − D3 + 4D4 + higher powers of D)(x4 + 2x + 5)
= (x4 + 2x + 5) + 2(12x2 ) − (24x) + 4(24)
= x4 + 24x2 − 22x + 101.
SHB/SU MA-102 (2020)
Method 4: If g(x) = eαx , α a constant, then
(D − r)eαx = (α − r)eαx .
Operating both sides of the above identity by
(α − r)−1 (D − r)−1 , we obtain
1 1
eαx = eαx ,
(D − r) (α − r)
provided α 6= r. Similarly, if P (D) = (D − r1 ) · · · (D − rn )
then
1 αx 1
e = eαx
P (D) (D − r1 ) · · · (D − rn )
1
= eαx ,
(α − r1 ) · · · (α − rn )
provided r1 , . . . , r2 are distinct from α.
• If P (D) is a polynomial in D such that P (α) 6= 0, then
1 αx eαx
e = .
P (D) P (α)
SHB/SU MA-102 (2020)
Example: Find a particular solution of

y 000 − y 00 + y 0 + y = 3e−2x .

1
yp = 3e−2x
P (D)
3e−2x
=
P (−2)
3e−2x
=
(−2)3 − (−2)2 − 2 + 1
3
= − e−2x .
13

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SHB/SU MA-102 (2020)