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The Method of Variation of Parameters and the Higher Order Linear

Nonhomogeneous Differential Equation with Constant Coefficients

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 The Method of Variation of Parameters and the Higher Order Linear Nonhomogeneous
Differential Equation with Constant Coefficients

Carlos E. Frasser

Dedicated to the memory of my teacher and mentor Prof. Hernando Freyre

Formulas to calculate a particular solution of a second order linear nonhomogeneous differential

equation (DE) with constant coefficients using the method of variation of parameters are well
known. However, these formulas are rarely extended to find a particular solution of a third,
fourth, or in general, an nth-order linear DE. This article gives a general procedure to solve this
problem.

Keywords: Higher Order Linear DE, Method of Variation of Parameters.

1. Preliminaries.

A second order DE is called a linear DE if it has the general form

𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 𝑅 (𝑥), (1)

where P, Q and R are given functions of x. If R(x)  0, the DE is called linear nonhomogeneous.
If R(x) = 0, then (1) has the form

𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 0 (2)

and the DE is called linear homogeneous.

Theorem 1. If f(x) and g(x) are two particular solutions of the second order linear homogeneous
DE (2), then f(x) + g(x) is also a solution of (2).

Proof. If f and g are solutions of (2), then

𝑓 ′′ + 𝑃𝑓 ′ + 𝑄𝑓 = 0
𝑔′′ + 𝑃𝑔′ + 𝑄𝑔 = 0.

Substituting the sum f + g into (2) and keeping in mind the last two identities, we obtain

(𝑓 + 𝑔)′′ + 𝑃(𝑓 + 𝑔)′ + 𝑄(𝑓 + 𝑔) = 𝑓 ′′ + 𝑔′′ + 𝑃𝑓 ′ + 𝑃𝑔′ + 𝑄𝑓 + 𝑄𝑔

= (𝑓 ′′ + 𝑃𝑓 ′ + 𝑄𝑓) + (𝑔′′ + 𝑃𝑔′ + 𝑄𝑔) = 0 + 0 = 0,

that is, f + g is solution of (2). □

Theorem 2. If f is a particular solution of (2) and C is a constant, then the product Cf is also a
solution of (2). □

1
Two solutions f and g of (2) are said to be linearly independent (LI) on the segment [a, b] if their
ratio is not a constant number, that is,

𝑓
≠ 𝑐𝑜𝑛𝑠𝑡.
𝑔

Otherwise, the solutions are said to be linearly dependent (LD.) Thus, two solutions f and g are
said to be LD if there exists a constant number λ such that f /g = λ (or f = λg) on the segment
a ≤ x ≤ b.

Theorem 3. If f and g are two LI solutions of (2), then

𝑦 = 𝐶1 𝑓 + 𝐶2 𝑔, (3)

where C1 and C2 are arbitrary constants (sometimes called parameters), is the general solution of
(2). □

Theorem 4. Let f(x) and p(x) be a particular solution of (2) and a particular solution of (1),
respectively. Then

𝑓(𝑥) + 𝑝(𝑥) (4)

is also a particular solution of (1).

Proof. If f is a particular solution of (2), then

𝑓 ′′ + 𝑃𝑓 ′ + 𝑄𝑓 = 0.

If p(x) is a particular solution of (1), then

𝑝′′ + 𝑃𝑝′ + 𝑄𝑝 = 𝑅.

Adding the last two correlations, we get

(𝑓 ′′ + 𝑝′′) + 𝑃(𝑓′ + 𝑝′) + 𝑄(𝑓 + 𝑝) = 𝑅 𝑜𝑟 (𝑓 + 𝑝)′′ + 𝑃(𝑓 + 𝑝)′ + 𝑄(𝑓 + 𝑝) = 𝑅,

that is, f + p is a solution of (1). □

Remark 1: Generalizing the result of Theorem 4, we can say that if C1f(x) + C2g(x) is the
general solution of (2) and p(x) is a particular solution of (1), then

𝑦 = 𝐶1 𝑓(𝑥) + 𝐶2 𝑔(𝑥) + 𝑝(𝑥) (5)

is the general solution of (1).

Theorem 5. If y = f(x) is a solution of (2), then another solution of (2) is given by

2
 𝑒 − ∫ 𝑃(𝑥)𝑑𝑥
𝑦 = 𝑓(𝑥) ∫ 𝑑𝑥 (6)
[𝑓(𝑥)]2

Proof: If f(x) is a solution of (2), then, by Theorem 2, y = Cf(x) is also a solution of (2). By using
the method of variation of parameters, let us assume that C is a function of x, say u(x). Therefore

𝑦 = 𝑢(𝑥)𝑓(𝑥) (7)

is also a solution of (2). Under these conditions, we obtain

𝑦 ′ = 𝑢′ 𝑓 + 𝑢𝑓 ′ (8)

𝑦 ′′ = 𝑢′′ 𝑓 + 𝑢′ 𝑓 ′ + 𝑢′ 𝑓 ′ + 𝑢𝑓 ′′ = 𝑢′′ 𝑓 + 2𝑢′ 𝑓 ′ + 𝑢𝑓 ′′ (9)

Substituting (7), (8) and (9) into (2), we get

(𝑢′′ 𝑓 + 2𝑢′ 𝑓 ′ + 𝑢𝑓′′) + 𝑃(𝑢′ 𝑓 + 𝑢𝑓′) + 𝑄(𝑢𝑓) = 0

𝑢(𝑓 ′′ + 𝑃𝑓 ′ + 𝑄𝑓) + 𝑢′′ 𝑓 + 𝑢′ (2𝑓 ′ + 𝑃𝑓) = 0

𝑢′′ 𝑓 + 𝑢′ (2𝑓 ′ + 𝑃𝑓) = 0 (10)

In (10), let us make

𝑧 = 𝑢′  𝑧 ′ = 𝑢′′ .

Therefore,

𝑧 ′ 𝑓 + 𝑧(2𝑓 ′ + 𝑃𝑓) = 0

′
2𝑓 ′ + 𝑃𝑓
𝑧 + ( ) 𝑧 = 0,
𝑓

which is a first order linear homogeneous DE whose solution is

2𝑓 ′ +𝑃𝑓 2𝑓 ′ +𝑃𝑓
−∫ 𝑑𝑥 −∫ 𝑑𝑥
𝑧 = 𝐶1 𝑒 𝑓 = 𝑒 𝑓

C1 = 1 because we are looking for a particular solution. Consequently,

′
𝑧 = 𝑒 −2 ∫(𝑓 ⁄𝑓)𝑑𝑥 𝑒 − ∫ 𝑃𝑑𝑥

𝑧 = 𝑒 −2 ln 𝑓 𝑒 − ∫ 𝑃𝑑𝑥
−2
𝑧 = 𝑒 𝑙𝑛𝑓 𝑒 − ∫ 𝑃𝑑𝑥

1 − ∫ 𝑃𝑑𝑥
𝑧= 𝑒
𝑓2

3
 1 − ∫ 𝑃𝑑𝑥
𝑢′ = 𝑒
𝑓2

𝑒 − ∫ 𝑃(𝑥)𝑑𝑥
∫ 𝑑𝑢 = ∫ 𝑑𝑥 + 𝐶2
[𝑓(𝑥)]2

C2 = 0 because we are looking for a particular solution.

𝑒 − ∫ 𝑃(𝑥)𝑑𝑥
𝑢 =∫ 𝑑𝑥
[𝑓(𝑥)]2

𝑦 𝑒 − ∫ 𝑃(𝑥)𝑑𝑥
=∫ 𝑑𝑥
𝑓(𝑥) [𝑓(𝑥)]2

𝑒 − ∫ 𝑃(𝑥)𝑑𝑥
𝑦 = 𝑓(𝑥) ∫ 𝑑𝑥. □
[𝑓(𝑥)]2

It is convenient to introduce symbol D to represent the operation of differentiation with

respect to x. In a word, Dy has the same meaning of dy/dx. We then assume that the powers of D
represent successive derivatives:

𝑑 𝑑𝑦 𝑑2 𝑦
𝐷2 𝑦 = 𝐷(𝐷𝑦) = ( )= ,
𝑑𝑥 𝑑𝑥 𝑑𝑥 2

3 2
𝑑 𝑑2𝑦 𝑑3 𝑦
𝐷 𝑦 = 𝐷(𝐷 𝑦) = ( )=
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3

and so on. A polynomial in D must be interpreted as an operator that once applied to y gives a
linear combination of y and its successive derivatives. For instance,

𝑑 2 𝑦 𝑑𝑦
(𝐷2 + 𝐷 − 2)𝑦 = 𝐷2 𝑦 + 𝐷𝑦 − 2𝑦 = + − 2𝑦 = 𝑦 ′′ + 𝑦 ′ − 2𝑦
𝑑𝑥 2 𝑑𝑥
Such a polynomial in D is said to be a linear differential operator and we can designate it by the
letter L. If L1 and L2 are two linear differential operators, their sum and product are determined
by

(𝐿1 + 𝐿2 )𝑦 = 𝐿1 𝑦 + 𝐿2 𝑦, 𝐿1 𝐿2 𝑦 = 𝐿1 (𝐿2 𝑦).

Those linear differential operators that are polynomials in D with constant coefficients satisfy the
fundamental laws of algebraic computation, which makes possible deal with them as ordinary
polynomials concerning addition, multiplication and also factoring.

4
A second order linear homogeneous DE with constant coefficients has the form

𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0. (11)

If we write this equation in the form of a polynomial in D, we obtain

𝐿(𝐷) = 𝐷2 𝑦 + 𝑎𝐷𝑦 + 𝑏𝑦 = 0 𝑜𝑟 (𝐷2 + 𝑎𝐷 + 𝑏)𝑦 = 0. (12)

Let us consider the algebraic equation (called characteristic equation) associated with (12)

(𝑟 2 + 𝑎𝑟 + 𝑏)𝑦 = 0 𝑜𝑟 𝑟 2 + 𝑎𝑟 + 𝑏 = 0. (13)

Assuming (13) has roots r1 and r2, then

(𝑟 − 𝑟1 )(𝑟 − 𝑟2 ) = 0,

where

−𝑎 + √𝑎2 − 4𝑏 −𝑎 − √𝑎2 − 4𝑏
𝑟1 = , 𝑟2 = .
2 2
So from (12), we get

(𝐷 − 𝑟1 )(𝐷 − 𝑟2 )𝑦 = 0. (14)

In (14), let us make

𝑢 = (𝐷 − 𝑟2 )𝑦. (15)

It follows that

(𝐷 − 𝑟1 )𝑢 = 0

𝐷𝑢 − 𝑟1 𝑢 = 0

𝑢′ − 𝑟1 𝑢 = 0

whose solution is

𝑢 = 𝐶1 𝑒 − ∫ −𝑟1 𝑑𝑥 𝑜𝑟 𝑢 = 𝐶1 𝑒 𝑟1 𝑥 . (16)

Knowing that the first order DE

𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)

has general solution

𝑦 = 𝑒 − ∫ 𝑃(𝑥)𝑑𝑥 [∫ 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑄(𝑥)𝑑𝑥 + 𝐶],

5
then substituting (16) into (15), we obtain

(𝐷 − 𝑟2 )𝑦 = 𝐶1 𝑒 𝑟1 𝑥

𝐷𝑦 − 𝑟2 𝑦 = 𝐶1 𝑒 𝑟1 𝑥

𝑦 ′ − 𝑟2 𝑦 = 𝐶1 𝑒 𝑟1 𝑥 ,

which means

𝑎) 𝑃(𝑥) = −𝑟2 , 𝑄(𝑥) = 𝐶1 𝑒 𝑟1 𝑥 .

𝑏) ∫ 𝑃(𝑥)𝑑𝑥 = ∫ −𝑟2 𝑑𝑥 = −𝑟2 𝑥.

𝑐) 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = 𝑒 −𝑟2 𝑥 .

𝑑) ∫ 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑄(𝑥)𝑑𝑥 = ∫ 𝑒 −𝑟2𝑥 (𝐶1 𝑒 𝑟1 𝑥 )𝑑𝑥 = 𝐶1 ∫ 𝑒 (𝑟1 − 𝑟2)𝑥 𝑑𝑥.

Therefore, the general solution of the second order linear homogeneous DE with constant
coefficients (11) is

𝑦ℎ = 𝑒 − ∫ 𝑃(𝑥)𝑑𝑥 [∫ 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑄(𝑥)𝑑𝑥 + 𝐶] = 𝑒 𝑟2 𝑥 [𝐶1 ∫ 𝑒 (𝑟1 − 𝑟2) 𝑥 𝑑𝑥 + 𝐶2 ] . (17)

Case I. Let us consider a2 - 4b > 0. This means that r1  r2 and r1, r2  R. Under these
conditions, (17) takes the following form

𝐶1
𝑦ℎ = 𝑒 𝑟2 𝑥 [ ∫(𝑟1 − 𝑟2 )𝑒 (𝑟1 − 𝑟2 )𝑥 𝑑𝑥 + 𝐶2 ]
𝑟1 − 𝑟2

𝐶1
𝑦ℎ = 𝑒 𝑟2 𝑥 [ 𝑒 (𝑟1 − 𝑟2 )𝑥 + 𝐶2 ]
𝑟1 − 𝑟2

𝐶1
𝑦ℎ = 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥
𝑟1 − 𝑟2

𝐶1
𝑦ℎ = 𝐴𝑒 𝑟1 𝑥 + 𝐵𝑒 𝑟2 𝑥 ; 𝐴= , 𝐵 = 𝐶2 . (18)
𝑟1 − 𝑟2

Case II. Assume now that a2 - 4b = 0. This means that r1 = r2 = r, r  R. Then (17) takes the
following form

𝑦ℎ = 𝑒 𝑟𝑥 [𝐶1 ∫ 𝑒 (𝑟−𝑟)𝑥 𝑑𝑥 + 𝐶2 ]

6
 𝑦ℎ = 𝑒 𝑟𝑥 (𝐶1 ∫ 𝑑𝑥 + 𝐶2 )

𝑦ℎ = 𝑒 𝑟𝑥 (𝐶1 𝑥 + 𝐶2 )

𝑦ℎ = 𝐶1 𝑥𝑒 𝑟𝑥 + 𝐶2 𝑒 𝑟𝑥 (19)

Case III. Lastly, assume that a2 - 4b < 0. This means that r1, r2  C and

−𝑎 + √𝑎2 − 4𝑏 −𝑎 + √−(4𝑏 − 𝑎2 ) 𝑎 √−1 √4𝑏 − 𝑎2

𝑟1 = = = − +
2 2 2 2

𝑎 √4𝑏 − 𝑎2 𝑎 √4𝑏 − 𝑎2
𝑟1 = − + 𝑖 , 𝑟2 = − − 𝑖 . (20)
2 2 2 2
If we make

𝑎 √4𝑏 − 𝑎2
𝛼̅ = − , ̅ =
2 2
then

𝑟1 = 𝛼̅ + 𝑖 ̅ , 𝑟2 = 𝛼̅ − 𝑖 ̅ . (21)

If ̅ ≠ 0, then according to (18)

𝑦ℎ = 𝐴𝑒 𝑟1 𝑥 + 𝐵𝑒 𝑟2 𝑥
̅ ̅
𝑦ℎ = 𝐴𝑒 (𝛼̅ + 𝑖 )𝑥 + 𝐵𝑒 (𝛼̅ − 𝑖 )𝑥
̅ ̅
𝑦ℎ = 𝑒 𝛼̅𝑥 (𝐴𝑒 𝑖  𝑥 + 𝐵𝑒 −𝑖 𝑥 ) . (22)

Euler’s formulas are given by

̅ ̅
𝑒 𝑖 𝑥 = cos ̅ 𝑥 + 𝑖 sin ̅ 𝑥, 𝑒 −𝑖 𝑥 = cos ̅ 𝑥 − 𝑖 sin ̅ 𝑥 . (23)

Substituting (23) into (22), we get

𝑦ℎ = 𝑒 𝛼̅𝑥 (𝐴 cos ̅ 𝑥 + 𝑖 𝐴 sin ̅ 𝑥 + 𝐵 cos ̅ 𝑥 − 𝑖 𝐵 sin ̅ 𝑥)

𝑦ℎ = 𝑒 𝛼̅𝑥 [(𝐴 + 𝐵) cos ̅ 𝑥 + 𝑖 (𝐴 − 𝐵) sin ̅ 𝑥] . (24)

Finally, if we make

𝐶1 = 𝐴 + 𝐵, 𝐶2 = 𝑖 (𝐴 − 𝐵),

7
then (24) takes the form

𝑦ℎ = 𝑒 𝛼̅𝑥 (𝐶1 cos ̅ 𝑥 + 𝐶2 sin ̅ 𝑥). (25)

Remark 2: The arbitrary constants C1 and C2 of (25) are real as long as the constants A and B of
(24) are conjugate imaginaries:

1 1
𝐴= (𝐶 − 𝑖 𝐶2 ), 𝐵= (𝐶 + 𝑖 𝐶2 ). (26)
2 1 2 1
Under conditions (26);

1 𝑖 1 𝑖
𝐴+𝐵 = 𝐶1 − 𝐶2 + 𝐶1 + 𝐶2 = 𝐶1
2 2 2 2
and

1 𝑖 1 𝑖
𝑖 (𝐴 − 𝐵) = 𝑖 ( 𝐶1 − 𝐶2 − 𝐶1 − 𝐶2 ) = 𝑖 (−𝑖 𝐶2 ) = −𝑖 2 𝐶2 = 𝐶2 ,
2 2 2 2
which is true according to what we assumed previously.

All of the above can be summarized as follows.

Theorem 6. Let d = a2 - 4b be the discriminant of the characteristic equation 𝑟 2 + 𝑎𝑟 + 𝑏 = 0

associated with DE (11). Then any solution of (11) in the interval (−∞, +∞) has the form

𝑦ℎ = 𝑒 −𝑎𝑥⁄2 [𝐶1 𝑢1 (𝑥) + 𝐶2 𝑢2 (𝑥)] , (11 ∗)

where C1, C2 are constants and functions u1, u2 are determined according to the algebraic sign of
the discriminant as follows:

√𝑑
(a) If 𝑑 > 0, then 𝑢1 (𝑥) = 𝑒 𝑘𝑥 , 𝑢2 (𝑥) = 𝑒 −𝑘𝑥 , 𝑘 = .
2
(b) If 𝑑 = 0, then 𝑢1 (𝑥) = 1, 𝑢2 (𝑥) = 𝑥.
√−𝑑
(c) If 𝑑 < 0, then 𝑢1 (𝑥) = cos ̅ 𝑥 , 𝑢2 (𝑥) = sin ̅ 𝑥 , ̅ = .□
2

Assume that u1, u2 are two functions. Function W defined by

𝑢 (𝑥) 𝑢2 (𝑥)
𝑊(𝑥) = | 1 | = 𝑢1 (𝑥)𝑢2′ (𝑥) − 𝑢2 (𝑥) 𝑢1 ′(𝑥)
𝑢1 ′(𝑥) 𝑢2 ′(𝑥)

is called the Wronski determinant or briefly, Wronskian, of functions u1, u2.

A second order linear nonhomogeneous DE with constant coefficients has the form

𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑅(𝑥). (27)

8
Its general solution (see Remark 1) is written in the form

𝑦 = 𝑦ℎ + 𝑦𝑝 ,

where yh is the general solution of the corresponding homogeneous DE and yp is a particular

solution of the given nonhomogeneous DE (27).

The following theorem allows us to find yp using the method of variation of parameters.

Theorem 7. Let f, g be the solutions of the homogeneous DE 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 given by

(11). Let W be the Wronskian of f and g. Then the nonhomogeneous DE (27) has a particular
solution yp given by

𝑦𝑝 (𝑥) = 𝑀(𝑥)𝑓(𝑥) + 𝑁(𝑥)𝑔(𝑥),

where

𝑅(𝑥)
𝑀(𝑥) = − ∫ 𝑔(𝑥) 𝑑𝑥,
𝑊(𝑥)

𝑅(𝑥)
𝑁(𝑥) = ∫ 𝑓(𝑥) 𝑑𝑥.
𝑊(𝑥)

Proof: Let us determine functions M and N admitting that the combination

𝑦𝑝 = 𝑀𝑓 + 𝑁𝑔 (28)

is a particular solution of (27).

If, according to our assumption, f and g are solutions of 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0, then

𝑓 ′′ + 𝑎𝑓 ′ + 𝑏𝑓 = 0, 𝑔′′ + 𝑎𝑔′ + 𝑏𝑔 = 0.

From (28), we obtain

𝑦𝑝′ = 𝑀𝑓 ′ + 𝑀′ 𝑓 + 𝑁𝑔′ + 𝑁′𝑔

𝑦𝑝′ = 𝑀𝑓 ′ + 𝑁𝑔′ + (𝑀′ 𝑓 + 𝑁 ′ 𝑔) (29)

𝑦𝑝′′ = 𝑀𝑓 ′′ + 𝑀′ 𝑓 ′ + 𝑁𝑔′′ + 𝑁 ′ 𝑔′ + (𝑀′ 𝑓 + 𝑁 ′ 𝑔)′ (30)

Substituting (28), (29) and (30) into (27), we obtain

𝑀𝑓 ′′ + 𝑀′ 𝑓 ′ + 𝑁𝑔′′ + 𝑁 ′ 𝑔′ + (𝑀′ 𝑓 + 𝑁 ′ 𝑔)′ + 𝑎𝑀𝑓 ′ + 𝑎𝑁𝑔′ + 𝑎(𝑀′ 𝑓 + 𝑁 ′ 𝑔) + 𝑏𝑀𝑓 +

𝑏𝑁𝑔 = 𝑅,

9
𝑀(𝑓 ′′ + 𝑎𝑓 ′ + 𝑏𝑓) + 𝑁(𝑔′′ + 𝑎𝑔′ + 𝑏𝑔) + (𝑀′ 𝑓 ′ + 𝑁 ′ 𝑔′ ) + (𝑀′ 𝑓 + 𝑁 ′ 𝑔)′ + 𝑎(𝑀′ 𝑓 +
𝑁 ′ 𝑔) = 𝑅,

(𝑀′ 𝑓 ′ + 𝑁 ′ 𝑔′ ) + (𝑀′ 𝑓 + 𝑁 ′ 𝑔)′ + 𝑎(𝑀′ 𝑓 + 𝑁 ′ 𝑔) = 𝑅.

Making 𝑀′ 𝑓 + 𝑁 ′ 𝑔 = 0,

then 𝑀′ 𝑓 ′ + 𝑁 ′ 𝑔′ = 𝑅,

which is a system of two equations in two variables 𝑀′ , 𝑁 ′ . Therefore,

0 𝑔
| |
′ 𝑅 𝑔′ 𝑅𝑔 𝑅
𝑀 = = − ⇒ 𝑀 = − ∫ 𝑔 𝑑𝑥
𝑓 𝑔 𝑊 𝑊
| |
𝑓′ 𝑔′

𝑓 0
| ′ |
′ 𝑓 𝑅 𝑓𝑅 𝑅
𝑁 = = ⇒ 𝑁 = ∫ 𝑓 𝑑𝑥. □
𝑓 𝑔 𝑊 𝑊
| ′ ′ |
𝑓 𝑔

2. The Problem of Finding a Particular Solution of a Higher Order Linear

Nonhomogeneous Differential Equation with Constant Coefficients by Using the Method of
Variation of Parameters.

A DE of the form

𝑦 (𝑛) + 𝑎1 𝑦 (𝑛−1) + 𝑎2 𝑦 (𝑛−2) + ⋯ + 𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦 = 𝑅(𝑥), (31)

where coefficients a1, a2,…,an are real constants, is called an nth-order linear nonhomogeneous
DE with constant coefficients. As in the case of the second order DE, if R(x) = 0, (31) takes the
form

𝑦 (𝑛) + 𝑎1 𝑦 (𝑛−1) + 𝑎2 𝑦 (𝑛−2) + ⋯ + 𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦 = 0 (32)

and it is called an nth-order linear homogeneous DE with constant coefficients.

Let us consider the characteristic equation associated with (32)

𝑟 𝑛 + 𝑎1 𝑟 𝑛−1 + 𝑎2 𝑟 𝑛−2 + ⋯ + 𝑎𝑛−1 𝑟 + 𝑎𝑛 = 0. (33)

Let us assume that 𝑟1 , 𝑟2 , … , 𝑟𝑛 are the roots of (33). Then the following cases may be
considered:

(a) 𝑟1 , 𝑟2 , … , 𝑟𝑛 are distinct real numbers. In this case, the fundamental system of solutions
of (32) takes the form

10
 𝑒 𝑟1 𝑥 , 𝑒 𝑟2 𝑥 , … , 𝑒 𝑟𝑛𝑥

and its general solution is

𝑦ℎ = 𝐶1 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛𝑥 . (34)

(b) The roots of the characteristic equation are real, but some of them are repeated. Assume
that 𝑟1 = 𝑟2 = ⋯ = 𝑟𝑘 = 𝑟 so that r is a root of (33) that has multiplicity k while the
n – k remaining ones are distinct roots. In this case, the fundamental system of solutions
takes the form

𝑒 𝑟𝑥 , 𝑥𝑒 𝑟𝑥 , 𝑥 2 𝑒 𝑟𝑥 , … , 𝑥 𝑘−1 𝑒 𝑟𝑥 , 𝑒 𝑟𝑘+1 𝑥 , 𝑒 𝑟𝑘+2 𝑥 , … , 𝑒 𝑟𝑛𝑥

and its general solution is

𝑦ℎ = 𝐶1 𝑒 𝑟𝑥 + 𝐶2 𝑥𝑒 𝑟𝑥 + 𝐶3 𝑥 2 𝑒 𝑟𝑥 + ⋯ + 𝐶𝑘 𝑥 𝑘−1 𝑒 𝑟𝑥 + 𝐶𝑘+1 𝑒 𝑟𝑘+1 𝑥 + 𝐶𝑘+2 𝑒 𝑟𝑘+2 𝑥 + ⋯

+ 𝐶𝑛 𝑒 𝑟𝑛𝑥 . (35)

(c) Some of the roots of the characteristic equation are complex. Assume that
𝑟1 = 𝛼̅ + 𝑖 ̅ , 𝑟2 = 𝛼̅ − 𝑖 ̅ , 𝑟3 = 𝛾̅ + 𝑖 𝛿̅ , 𝑟4 = 𝛾̅ − 𝑖 𝛿̅ , ̅ , 𝛿̅ ≠ 0,
and the remaining roots are real and different. In this case, the fundamental system of
solutions takes the form

𝑒 𝛼̅𝑥 cos ̅ 𝑥, 𝑒 𝛼̅𝑥 sin ̅ 𝑥, 𝑒 𝛾̅𝑥 cos 𝛿̅ 𝑥, 𝑒 𝛾̅𝑥 sin 𝛿̅ 𝑥, 𝑒 𝑟5 𝑥 , 𝑒 𝑟6 𝑥 , … , 𝑒 𝑟𝑛𝑥

and its general solution is

𝑦ℎ = 𝐶1 𝑒 𝛼̅𝑥 cos ̅ 𝑥 + 𝐶2 𝑒 𝛼̅𝑥 sin ̅ 𝑥 + 𝐶3 𝑒 𝛾̅𝑥 cos 𝛿̅ 𝑥 + 𝐶4 𝑒 𝛾̅𝑥 sin 𝛿̅ 𝑥 + 𝐶5 𝑒 𝑟5 𝑥 +

𝐶6 𝑒 𝑟6 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛𝑥 . (36)

Just like in the case of the second order linear DE, the general solution of (31) is the sum of the
general solution yh of the corresponding homogeneous DE and a particular solution yp of the
given nonhomogeneous DE:

𝑦 = 𝑦ℎ + 𝑦𝑝 .

When R(x) has a special form, a particular solution yp of (31) can be found by using the so-called
Method of Undetermined Coefficients.

Case I. Assume that in (31) R(x) has the form

𝑛
𝛼𝑥
𝑅(𝑥) = 𝑒 ∑ 𝐴𝑘 𝑥 𝑘 . (37)
𝑘=0

(a) If 𝛼 is not a root of the characteristic equation (33), then

11
 𝑛
𝛼𝑥
𝑦𝑝 = 𝑒 ∑ 𝐵𝑘 𝑥 𝑘 . (38)
𝑘=0

(b) If 𝛼 is a root of multiplicity 𝜇 of the characteristic equation (33), then

𝑦𝑝 = 𝑥 𝜇 𝑒 𝛼𝑥 ∑ 𝐵𝑘 𝑥 𝑘 . (39)
𝑘=0

Case II: Assume now that R(x) has the form

𝑚 𝑛
𝛼𝑥
𝑅(𝑥) = 𝑒 (cos 𝛽𝑥 ∑ 𝐴𝑘 𝑥 + sin 𝛽𝑥 ∑ 𝐵𝑘 𝑥 𝑘 ).
𝑘
(40)
𝑘=0 𝑘=0

(a) If 𝛼 + 𝑖𝛽 is not a root of the characteristic equation, then

𝑞 𝑞

𝑦𝑝 = 𝑒 𝛼𝑥 (cos 𝛽𝑥 ∑ 𝐶𝑘 𝑥 𝑘 + sin 𝛽𝑥 ∑ 𝐷𝑘 𝑥 𝑘 ) (41)

𝑘=0 𝑘=0

where 𝑞 = 𝑚𝑎𝑥{𝑚, 𝑛}.

(b) If 𝛼 + 𝑖𝛽 is a root of multiplicity 𝜇 of the characteristic equation, then

𝑞 𝑞
𝜇 𝛼𝑥
𝑦𝑝 = 𝑥 𝑒 (cos 𝛽𝑥 ∑ 𝐶𝑘 𝑥 + sin 𝛽𝑥 ∑ 𝐷𝑘 𝑥 𝑘 )
𝑘
(42)
𝑘=0 𝑘=0

where 𝑞 = 𝑚𝑎𝑥{𝑚, 𝑛}.

When R(x) is of the form either (37) or (40), particular solutions of (31) are given by formulas
(39), (41) and (42) using the method of undetermined coefficients. However, when R(x) does not
have any of these two given forms, the method of undetermined coefficients is not suitable
anymore and the method of variation of parameters now offers an alternative technique to find a
particular solution of (31).

Theorem 8. Let f1, f2, f3 be LI solutions of 𝑦 ′′′ + 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0. Let W be the Wronskian

of functions f1, f2, f3. Then 𝑦 ′′′ + 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑅(𝑥) has a particular solution yp given by

𝑦𝑝 = 𝑀1 (𝑥)𝑓1 (𝑥) + 𝑀2 (𝑥)𝑓2 (𝑥) + 𝑀3 (𝑥)𝑓3 (𝑥)

where

12
 𝑅(𝑥)[𝑓2 (𝑥)𝑓3′ (𝑥) − 𝑓2 ′(𝑥)𝑓3 (𝑥)]
𝑀1 (𝑥) = ∫ 𝑑𝑥,
𝑊(𝑥)

𝑅(𝑥)[𝑓1 (𝑥)𝑓3′ (𝑥) − 𝑓1 ′(𝑥)𝑓3 (𝑥)]

𝑀2 (𝑥) = − ∫ 𝑑𝑥,
𝑊(𝑥)

𝑅(𝑥)[𝑓1 (𝑥)𝑓2′ (𝑥) − 𝑓1 ′(𝑥)𝑓2 (𝑥)]

𝑀3 (𝑥) = ∫ 𝑑𝑥.
𝑊(𝑥)

Proof: According to our assumption, f1, f2, f3 are solutions of 𝑦 ′′′ + 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0. Then

𝑓1′′′ + 𝑎𝑓1′′ + 𝑏𝑓1′ + 𝑐𝑓1 = 0

𝑓2′′′ + 𝑎𝑓2′′ + 𝑏𝑓2′ + 𝑐𝑓2 = 0

𝑓3′′′ + 𝑎𝑓3′′ + 𝑏𝑓3′ + 𝑐𝑓3 = 0.

On the other hand,

𝑦𝑝 = 𝑀1 𝑓1 + 𝑀2 𝑓2 + 𝑀3 𝑓3

𝑦𝑝′ = 𝑀1 𝑓1 ′ + 𝑀1 ′𝑓1 + 𝑀2 𝑓2 ′ + 𝑀2 ′𝑓2 + 𝑀3 𝑓3 ′ + 𝑀3 ′𝑓3

𝑦𝑝′′ = (𝑀1 𝑓1 ′′ + 𝑀2 𝑓2 ′′ + 𝑀3 𝑓3 ′′) + 2(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′) + (𝑀1 ′′𝑓1 + 𝑀2 ′′𝑓2 + 𝑀3 ′′𝑓3 )

𝑦𝑝′′′ = 𝑀1 𝑓1′′′ + 𝑀1′ 𝑓1 ′′ + 𝑀2 𝑓2′′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 𝑓3′′′ + 𝑀3 ′𝑓3 ′′ + 2(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′)′
+ (𝑀1 ′′𝑓1 + 𝑀2 ′′𝑓2 + 𝑀3 ′′𝑓3 )′.

Substituting the last four correlations into 𝑦 ′′′ + 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑅, we obtain

𝑀1 𝑓1′′′ + 𝑀1′ 𝑓1 ′′ + 𝑀2 𝑓2′′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 𝑓3′′′ + 𝑀3 ′𝑓3 ′′ + 2(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′)′
+ (𝑀1 ′′𝑓1 + 𝑀2 ′′𝑓2 + 𝑀3 ′′𝑓3 )′ + 𝑎𝑀1 𝑓1 ′′ + 𝑎𝑀2 𝑓2 ′′ + 𝑎𝑀3 𝑓3 ′′
+ 2𝑎(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′) + 𝑎(𝑀1 ′′𝑓1 + 𝑀2 ′′𝑓2 + 𝑀3 ′′𝑓3 ) + 𝑏𝑀1 𝑓1 ′
+ 𝑏𝑀1 ′𝑓1 + 𝑏𝑀2 𝑓2 ′ + 𝑏𝑀2 ′𝑓2 + 𝑏𝑀3 𝑓3 ′ + 𝑏𝑀3 ′𝑓3 + 𝑐𝑀1 𝑓1 + 𝑐𝑀2 𝑓2 + 𝑐𝑀3 𝑓3
=𝑅

which means

𝑀1 (𝑓1′′′ + 𝑎𝑓1′′ + 𝑏𝑓1′ + 𝑐𝑓1 ) + 𝑀2 (𝑓2′′′ + 𝑎𝑓2′′ + 𝑏𝑓2′ + 𝑐𝑓2 ) + 𝑀3 (𝑓3′′′ + 𝑎𝑓3′′ + 𝑏𝑓3′ + 𝑐𝑓3 )
+ (𝑀1 ′𝑓1 ′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 ′𝑓3 ′′) + 2(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′)′
+ (𝑀1 ′′𝑓1 + 𝑀2 ′′𝑓2 + 𝑀3 ′′𝑓3 )′ + 2𝑎(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′)
+ 𝑎(𝑀1 ′′𝑓1 + 𝑀2 ′′𝑓2 + 𝑀3 ′′𝑓3 ) + 𝑏(𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 ) = 𝑅

13
Using the identities established at the beginning of this proof and after making some
transformations, we get from the last DE

(𝑀1 ′𝑓1 ′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 ′𝑓3 ′′) + (𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′)′ + (𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 )′′
+ 𝑎(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′) + 𝑎(𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 )′
+ 𝑏(𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 ) = 𝑅.

From this last DE, we obtain the system of equations

𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 = 0

𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′ = 0

𝑀1 ′𝑓1 ′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 ′𝑓3 ′′ = 𝑅

whose solution is:

0 𝑓2 𝑓3
| 0 𝑓2 ′ 𝑓3 ′ |
𝑅 𝑓2 ′′ 𝑓3 ′′ 𝑅(𝑓2 𝑓3′ − 𝑓2 ′𝑓3 ) 𝑅(𝑓2 𝑓3′ − 𝑓2 ′𝑓3 )
𝑀1′ = = ⇒ 𝑀1 = ∫ 𝑑𝑥,
𝑓1 𝑓2 𝑓3 𝑊 𝑊
| 𝑓1 ′ 𝑓2 ′ 𝑓3 ′ |
𝑓1 ′′ 𝑓2 ′′ 𝑓3 ′′

𝑓1 0 𝑓3
| 𝑓1 ′ 0 𝑓3 ′ |
𝑓1 ′′ 𝑅 𝑓3 ′′ 𝑅(𝑓1 𝑓3′ − 𝑓1 ′𝑓3 ) 𝑅(𝑓1 𝑓3′ − 𝑓1 ′𝑓3 )
𝑀2′ = = − ⇒ 𝑀2 = − ∫ 𝑑𝑥,
𝑓1 𝑓2 𝑓3 𝑊 𝑊
| 𝑓1 ′ 𝑓2 ′ 𝑓3 ′ |
𝑓1 ′′ 𝑓2 ′′ 𝑓3 ′′

𝑓1 𝑓2 0
| 𝑓1 ′ 𝑓2 ′ 0 |
𝑓1 ′′ 𝑓2 ′′ 𝑅 𝑅(𝑓1 𝑓2′ − 𝑓1 ′𝑓2 ) 𝑅(𝑓1 𝑓2′ − 𝑓1 ′𝑓2 )
𝑀3′ = = ⇒ 𝑀3 = ∫ 𝑑𝑥. □
𝑓1 𝑓2 𝑓3 𝑊 𝑊
| 𝑓1 ′ 𝑓2 ′ 𝑓3 ′ |
𝑓1 ′′ 𝑓2 ′′ 𝑓3 ′′

14
Theorem 9. Let f1, f2, f3, f4 be LI solutions of 𝑦 (4) + 𝑎𝑦 ′′′ + 𝑏𝑦 ′′ + 𝑐𝑦 ′ + 𝑑𝑦 = 0. Let W be the
Wronskian of functions f1, f2, f3, f4. Then 𝑦 (4) + 𝑎𝑦 ′′′ + 𝑏𝑦 ′′ + 𝑐𝑦 ′ + 𝑑𝑦 = 𝑅(𝑥) has a particular
solution yp given by

𝑦𝑝 = 𝑀1 𝑓1 + 𝑀2 𝑓2 + 𝑀3 𝑓3 + 𝑀4 𝑓4

where

𝑅[𝑓2 (𝑓3′ 𝑓4 ′′ − 𝑓3 ′′𝑓4 ′) − 𝑓3 (𝑓2′ 𝑓4 ′′ − 𝑓2 ′′𝑓4 ′) + 𝑓4 (𝑓2′ 𝑓3 ′′ − 𝑓2 ′′𝑓3 ′)]

𝑀1 = − ∫ 𝑑𝑥,
𝑊

𝑅[𝑓1 (𝑓3′ 𝑓4 ′′ − 𝑓3 ′′𝑓4 ′) − 𝑓3 (𝑓1′ 𝑓4 ′′ − 𝑓1 ′′𝑓4 ′) + 𝑓4 (𝑓1′ 𝑓3 ′′ − 𝑓1 ′′𝑓3 ′)]

𝑀2 = ∫ 𝑑𝑥,
𝑊

𝑅[𝑓1 (𝑓2′ 𝑓4 ′′ − 𝑓2 ′′𝑓4 ′) − 𝑓2 (𝑓1′ 𝑓4 ′′ − 𝑓1 ′′𝑓4 ′) + 𝑓4 (𝑓1′ 𝑓2 ′′ − 𝑓1 ′′𝑓2 ′)]

𝑀3 = − ∫ 𝑑𝑥,
𝑊

𝑅[𝑓1 (𝑓2′ 𝑓3 ′′ − 𝑓2 ′′𝑓3 ′) − 𝑓2 (𝑓1′ 𝑓3 ′′ − 𝑓1 ′′𝑓3 ′) + 𝑓3 (𝑓1′ 𝑓2 ′′ − 𝑓1 ′′𝑓2 ′)]

𝑀4 = ∫ 𝑑𝑥.
𝑊

Proof. Assuming that f1, f2, f3, f4 are solutions of the fourth order homogeneous DE and
(4)
substituting the values of 𝑦𝑝 , 𝑦𝑝′ , 𝑦𝑝′′ , 𝑦𝑝′′′ , 𝑦𝑝 into the fourth order nonhomogeneous DE, we
get the DE

(𝑀1 ′𝑓1 ′′′ + 𝑀2 ′𝑓2 ′′′ + 𝑀3 ′𝑓3 ′′′ + 𝑀4 ′𝑓4 ′′′) + (𝑀1 ′𝑓1 ′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 ′𝑓3 ′′ + 𝑀4 ′𝑓4 ′′)′
+ (𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′ + 𝑀4 ′𝑓4 ′)′ ′ + (𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 + 𝑀4 ′𝑓4 )′′ ′
+ 𝑎(𝑀1 ′𝑓1 ′′ + 𝑀2 ′𝑓2 ′′ + 𝑀3 ′𝑓3 ′′ + 𝑀4 ′𝑓4 ′′)
+ 𝑎(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′ + 𝑀4 ′𝑓4 ′)′ + 𝑎(𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 + 𝑀4 ′𝑓4 )′ ′
+ 𝑏(𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + 𝑀3 ′𝑓3 ′ + 𝑀4 ′𝑓4 ′) + 𝑏(𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 + 𝑀4 ′𝑓4 )′
+ 𝑐(𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + 𝑀3 ′𝑓3 + 𝑀4 ′𝑓4 ) = 𝑅.

From this DE, we get the system of equations whose first three equations are zero and last
equation is R (in a similar way as was done when we proved Theorem 8). Its solution
corresponds to the formulas for M1, M2, M3, M4 established above. □

Theorem 10: Let f1, f2,…, fn be LI solutions of (32). Let W be the Wronskian of functions f1,
f2,…, fn. Then (31) has a particular solution yp given by

𝑦𝑝 = 𝑀1 𝑓1 + 𝑀2 𝑓2 + ⋯ + 𝑀𝑛 𝑓𝑛 . (43)

15
Generalizing, we can say that (43) and its successive derivatives satisfy the DE (as was done
when we proved the previous two theorems)
(𝑛−1) (𝑛−1) (𝑛−1) (𝑛−2) (𝑛−2) (𝑛−2)
{[𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 ] + [𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 ]′ +
(𝑛−2) (𝑛−2) (𝑛−2)
⋯ + (𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 )(𝑛−1) } + {𝑎1 [𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 ]+
(𝑛−3) (𝑛−3) (𝑛−3) ′
𝑎1 [𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯+ 𝑀𝑛 ′𝑓𝑛 ] + ⋯ + 𝑎1 (𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 )(𝑛−2) } +
⋯ + [𝑎𝑛−2 (𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + ⋯ + 𝑀𝑛 ′𝑓𝑛 ′) + 𝑎𝑛−2 (𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 )′] +
𝑎𝑛−1 (𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 ) = 𝑅 (44)

which allows us to obtain the values of M1, M2,…, Mn by forming from (44) the system of
equations

𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 = 0

𝑀1 ′𝑓1 ′ + 𝑀2 ′𝑓2 ′ + ⋯ + 𝑀𝑛 ′𝑓𝑛 ′ = 0

…
(𝑛−2) (𝑛−2) (𝑛−2)
𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 =0
(𝑛−1) (𝑛−1) (𝑛−1)
𝑀1 ′𝑓1 + 𝑀2 ′𝑓2 + ⋯ + 𝑀𝑛 ′𝑓𝑛 = 𝑅. □

3. Appendix.

Find the general solution of the third order DE

𝑦 ′′′ − 7𝑦 ′ + 6𝑦 = 2 sin 𝑥.

Let us solve the corresponding homogeneous DE.

(𝐷3 − 7𝐷 + 6)𝑦 = 0
𝑟 3 − 7𝑟 + 6 = 0
(𝑟 + 3)(𝑟 − 1)(𝑟 − 2) = 0
𝑟1 = −3, 𝑟2 = 1, 𝑟3 = 2.

Since 𝑟1 ≠ 𝑟2 ≠ 𝑟3 , then

𝑦ℎ = 𝐶1 𝑒 −3𝑥 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑒 2𝑥 .

1. Finding yp by using the method of undetermined coefficients.

𝛼 + 𝑖𝛽 = 0 + 𝑖 = 𝑖 is not a root of the characteristic equation. Then

16
 0 0

𝑦𝑝 = 𝑒 𝛼𝑥 (cos 𝛽𝑥 ∑ 𝐶𝑘 𝑥 𝑘 + sin 𝛽𝑥 ∑ 𝐷𝑘 𝑥 𝑘 )
𝑘=0 𝑘=0

𝑦𝑝 = 𝐶0 cos 𝑥 + 𝐷0 sin 𝑥.

It follows that

𝑦𝑝′ = −𝐶0 sin 𝑥 + 𝐷0 cos 𝑥

𝑦𝑝′′ = −𝐶0 cos 𝑥 − 𝐷0 sin 𝑥

𝑦𝑝′′′ = 𝐶0 sin 𝑥 − 𝐷0 cos 𝑥

Substituting the last four identities into the nonhomogeneous DE, we get

𝐶0 sin 𝑥 − 𝐷0 cos 𝑥 − 7(−𝐶0 sin 𝑥 + 𝐷0 cos 𝑥) + 6(𝐶0 cos 𝑥 + 𝐷0 sin 𝑥) = 2 sin 𝑥

(8𝐶0 + 6𝐷0 ) sin 𝑥 + (6𝐶0 − 8𝐷0 ) cos 𝑥 = 2 sin 𝑥

We then can form the system of equations

8𝐶0 + 6𝐷0 = 2

6𝐶0 − 8𝐷0 = 0
4 3
whose solution is 𝐶0 = , 𝐷0 = 25 . So the particular solution of the given nonhomogeneous
25
DE is

4cos 𝑥 + 3 sin 𝑥
𝑦𝑝 = .
25
2. Finding yp by using the method of variation of parameters.

𝑓1 = 𝑒 −3𝑥 , 𝑓2 = 𝑒 𝑥 , 𝑓3 = 𝑒 2𝑥

𝑓1′ = −3𝑒 −3𝑥 , 𝑓2′ = 𝑒 𝑥 , 𝑓3 ′ = 2𝑒 2𝑥

𝑓1′′ = 9𝑒 −3𝑥 , 𝑓2′′ = 𝑒 𝑥 , 𝑓3′′ = 4𝑒 2𝑥 ,

𝑒 −3𝑥 𝑒 𝑥 𝑒 2𝑥
𝑊 = |−3𝑒 −3𝑥 𝑒 𝑥 2𝑒 2𝑥 | = −𝑒 𝑥 (−12 − 18)𝑒 −𝑥 + 𝑒 𝑥 (4 − 9) 𝑒 −𝑥 − 𝑒 𝑥 (2 + 3)𝑒 −𝑥
9𝑒 −3𝑥 𝑒 𝑥 4𝑒 2𝑥
= 30 − 5 − 5 = 20.

17
 𝑅(𝑓2 𝑓3′ − 𝑓2 ′𝑓3 ) 2 sin 𝑥[𝑒 𝑥 (2𝑒 2𝑥 ) − 𝑒 𝑥 (𝑒 2𝑥 )]
𝑀1 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥
𝑊 20
1 3𝑥
1 𝑒 3𝑥 (3 sin 𝑥 − cos 𝑥)
= ∫ 𝑒 sin 𝑥 𝑑𝑥 = [ ]
10 10 10
1 3𝑥
= 𝑒 (3 sin 𝑥 − cos 𝑥),
100

𝑅(𝑓1 𝑓3′ − 𝑓1 ′𝑓3 ) 2 sin 𝑥[𝑒 −3𝑥 (2𝑒 2𝑥 ) − (−3𝑒 −3𝑥 )(𝑒 2𝑥 )]
𝑀2 = − ∫ 𝑑𝑥 = − ∫ 𝑑𝑥
𝑊 20
1 1 𝑒 −𝑥 (sin 𝑥 + cos 𝑥)
= − ∫ 𝑒 −𝑥 sin 𝑥 𝑑𝑥 = − [− ]
2 2 2
1
= 𝑒 −𝑥 (sin 𝑥 + cos 𝑥),
4

𝑅(𝑓1 𝑓2′ − 𝑓1 ′𝑓2 ) 2 sin 𝑥 [𝑒 −3𝑥 (𝑒 𝑥 ) − (−3𝑒 −3𝑥 )(𝑒 𝑥 )]

𝑀3 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥
𝑊 20
2 2 𝑒 −2𝑥 (2 sin 𝑥 + cos 𝑥)
= ∫ 𝑒 −2𝑥 sin 𝑥 𝑑𝑥 = [− ]
5 5 5
2
= − 𝑒 −2𝑥 (2 sin 𝑥 + cos 𝑥).
25

So the particular solution of the given nonhomogeneous DE is

𝑦𝑝 = 𝑀1 𝑓1 + 𝑀2 𝑓2 + 𝑀3 𝑓3
1 3𝑥 1
= [ 𝑒 (3 sin 𝑥 − cos 𝑥)] 𝑒 −3𝑥 + [ 𝑒 −𝑥 (sin 𝑥 + cos 𝑥)] 𝑒 𝑥
100 4
2 −2𝑥
+ [ − 𝑒 (2 sin 𝑥 +cos 𝑥)] 𝑒 2𝑥
25
3 sin 𝑥 − cos 𝑥 sin 𝑥 + cos 𝑥 4 sin 𝑥 + 2 cos 𝑥 3 sin 𝑥 + 4 cos 𝑥
= + − = .
100 4 25 25
Finally, the general solution is

3 sin 𝑥 + 4 cos 𝑥
𝑦 = 𝑦ℎ + 𝑦𝑝 = 𝐶1 𝑒 −3𝑥 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑒 2𝑥 + .
25
References

Kreider, D.L., Kuller R.G., Ostberg D.R., Elementary Differential Equations, Addison-Wesley
Publishing Company, Inc., Reading, MA, 1968.

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