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Nonhomogeneous Linear Differential Equation

[𝑎0 (𝑥)𝐷𝑛 + 𝑎1 (𝑥)𝐷𝑛−1 + 𝑎2 (𝑥)𝐷𝑛−2 + ⋯ + 𝑎𝑛−1 (𝑥)𝐷 + 𝑎𝑛 (𝑥)]𝑦 = 𝑅(𝑥)


whose solution is 𝑦 = 𝑦𝑐 + 𝑦𝑝

where 𝑦𝑐 is the complementary function


𝑦𝑝 is the particular solution of the original equation

Particular Solution by Inspection


𝑅(𝑥) 𝑥 𝑘 𝑅(𝑥)
If 𝑅(𝑥) is a constant term, use 𝑦𝑝 = or 𝑦𝑝 =
𝑎𝑘 𝑘! 𝑎𝑛

where 𝑘 is the order of the lowest-ordered derivative


𝑎𝑘 is the coefficient of the lowest-ordered derivative
𝑎𝑛 is the coefficient of 𝑦

Example 1
(𝐷2 + 4𝐷 + 4)𝑦 = 8
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚2 + 4𝑚 + 4 = 0
(𝑚 + 2)2 = 0
𝑚 = −2 (𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑 2 𝑡𝑖𝑚𝑒𝑠)
𝑦𝑐 = 𝑒 −2𝑥 (𝑐1 𝑥 + 𝑐2 )
Since the last term of the original equation is 4𝑦 (lowest-ordered derivative), use the
formula
𝑅(𝑥) 8
𝑦𝑝 = = =2
𝑎𝑛 4
Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is

𝒚 = 𝒆−𝟐𝒙 (𝒄𝟏 𝒙 + 𝒄𝟐 ) + 𝟐
Example 2
(𝐷2 + 4)𝑦 = 12
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚2 + 4 = 0
𝑚 = ±2𝑖
𝑦𝑐 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥
Since the last term of the original equation is 4𝑦 (lowest-ordered derivative), use the
formula
𝑅(𝑥) 12
𝑦𝑝 = = =3
𝑎𝑛 4
Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is

𝒚 = 𝒄𝟏 𝐜𝐨𝐬 𝟐𝒙 + 𝒄𝟐 𝐬𝐢𝐧 𝟐𝒙 + 𝟑

Example 3
(𝐷2 + 4𝐷)𝑦 = 12
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚2 + 4𝑚 = 0
𝑚 = 0 , 𝑚 = −4
𝑦𝑐 = 𝑐1 + 𝑐2 𝑒 −4𝑥
Since the last term of the original equation is 4𝐷𝑦 or 4𝑦’ (lowest-ordered derivative), use
𝑅(𝑥) 𝑥 𝑘
the formula 𝑦𝑝 = where 𝑘 = 1
𝑎𝑘 𝑘!

𝑅(𝑥) 𝑥 𝑘 12𝑥
𝑦𝑝 = = = 3𝑥
𝑎𝑘 𝑘! 4(1)
Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is

𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆−𝟒𝒙 + 𝟑𝒙
Method of Undetermined Coefficients
1. Solve for the auxiliary roots and the complementary solution 𝑦𝑐 .
2. Construct an initial general solution for 𝑦𝑝 by referring to 𝑅(𝑥).

𝑹(𝒙) 𝒚𝒑
𝑛 𝑛−1 𝑛 𝑛−1
𝑘𝑛 𝑥 + 𝑘𝑛−1 𝑥 + ⋯ + 𝑘1 𝑥 + 𝑘0 𝐴𝑛 𝑥 + 𝐴𝑛−1 𝑥 + ⋯ + 𝐴1 𝑥 + 𝐴0
𝑎𝑥 𝑎𝑥
𝑘𝑒 𝐴𝑒
𝑘1 cos 𝑏𝑥 + 𝑘2 sin 𝑏𝑥 𝐴1 cos 𝑏𝑥 + 𝐴2 sin 𝑏𝑥
Note that if 𝑅(𝑥) is a sum or product of the above expressions, then 𝑦𝑝 is also a sum or
product of these expressions, respectively.
3. Compare all terms of 𝑦𝑐 and 𝑦𝑝 , which should be unique. In case of 𝑦𝑐 and 𝑦𝑝 having similar
terms, multiply those terms of 𝑦𝑝 by 𝑥.

4. Take the derivatives of 𝑦𝑝 up to the highest order of derivative present in the original equation.

5. Substitute 𝑦𝑝 and its derivatives to the original equation to solve the arbitrary constants.

6. Form the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 .

Example 4
(𝐷2 + 3𝐷 + 2)𝑦 = 12𝑥 2
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚2 + 3𝑚 + 2 = 0
𝑚 = −1, 𝑚 = −2
𝑦𝑐 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥
Construct an initial general solution for 𝑦𝑝 . Since 𝑅(𝑥) = 12𝑥 2 which is a term in a
polynomial, then
𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶

Take the derivatives of 𝑦𝑝

𝑦 ′ = 2𝐴𝑥 + 𝐵
𝑦 ′′ = 2𝐴
Substitute these to the original equation 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 12𝑥 2
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 12𝑥 2
(2𝐴) + 3(2𝐴𝑥 + 𝐵) + 2(𝐴𝑥 2 + 𝐵𝑥 + 𝐶) = 12𝑥 2
To solve the arbitrary constants, equate the coefficients of similar terms in both sides
𝑥 2 : 2𝐴 = 12 𝐴=6
𝑥: 6𝐴 + 2𝐵 = 0 𝐵 = −18
𝑘: 2𝐴 + 3𝐵 + 2𝐶 = 0 𝐶 = 21
𝑦𝑝 = 6𝑥 2 − 18𝑥 + 21

Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is

𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆−𝟐𝒙 + 𝟔𝒙𝟐 − 𝟏𝟖𝒙 + 𝟐𝟏

Example 5
𝑦 ′′′ − 𝑦 ′ = 4𝑒 −𝑥 + 3𝑒 2𝑥
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚3 − 𝑚 = 0
𝑚 = 0, 𝑚 = 1, 𝑚 = −1
𝑦𝑐 = 𝑐1 + 𝑐2 𝑒 𝑥 + 𝑐3 𝑒 −𝑥
Construct an initial general solution for 𝑦𝑝 . Since 𝑅(𝑥) = 4𝑒 −𝑥 + 3𝑒 2𝑥 , then 𝑦𝑝 = 𝐴𝑒 −𝑥 +
𝐵𝑒 2𝑥 . But comparing these terms to 𝑦𝑐 , similar terms with 𝑒 −𝑥 exist in both equation, so an
introduction of multiplier 𝑥 is necessary.
𝑦𝑝 = 𝐴𝑥𝑒 −𝑥 + 𝐵𝑒 2𝑥

Take the derivatives of 𝑦𝑝

𝑦 ′ = −𝐴𝑥𝑒 −𝑥 + 𝐴𝑒 −𝑥 + 2𝐵𝑒 2𝑥
𝑦 ′′ = 𝐴𝑥𝑒 −𝑥 − 2𝐴𝑒 −𝑥 + 4𝐵𝑒 2𝑥
𝑦 ′′′ = −𝐴𝑥𝑒 −𝑥 + 3𝐴𝑒 −𝑥 + 8𝐵𝑒 2𝑥
Substitute these to the original equation 𝑦 ′′′ − 𝑦 ′ = 4𝑒 −𝑥 + 3𝑒 2𝑥
(−𝐴𝑥𝑒 −𝑥 + 3𝐴𝑒 −𝑥 + 8𝐵𝑒 2𝑥 ) − (−𝐴𝑥𝑒 −𝑥 + 𝐴𝑒 −𝑥 + 2𝐵𝑒 2𝑥 ) = 4𝑒 −𝑥 + 3𝑒 2𝑥
2𝐴𝑒 −𝑥 + 6𝐵𝑒 2𝑥 = 4𝑒 −𝑥 + 3𝑒 2𝑥
To solve the arbitrary constants, equate the coefficients of similar terms in both sides
𝑒 −𝑥 : 2𝐴 = 4 𝐴 = 2
1
𝑒 2𝑥 : 6𝐵 = 3 𝐵 =
2
1
𝑦𝑝 = 2𝑥𝑒 −𝑥 + 𝑒 2𝑥
2
Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is
𝟏
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆𝒙 + 𝒄𝟑 𝒆−𝒙 + 𝟐𝒙𝒆−𝒙 + 𝒆𝟐𝒙
𝟐

Example 6
𝑦 ′′ + 𝑦 ′ − 2𝑦 = 2𝑥 − 40 cos 2𝑥
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚2 + 𝑚 − 2 = 0
𝑚 = 1, 𝑚 = −2
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥
Construct an initial general solution for 𝑦𝑝 . Since 𝑅(𝑥) = 2𝑥 − 40 cos 2𝑥, then

𝑦𝑝 = 𝐴𝑥 + 𝐵 + 𝐶 cos 2𝑥 + 𝐷 sin 2𝑥

Take the derivatives of 𝑦𝑝

𝑦 ′ = 𝐴 − 2𝐶 sin 2𝑥 + 2𝐷 cos 2𝑥
𝑦 ′′ = −4𝐶 cos 2𝑥 − 4𝐷 sin 2𝑥
Substitute these to the original equation 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 2𝑥 − 40 cos 2𝑥
(−4𝐶 cos 2𝑥 − 4𝐷 sin 2𝑥) + (𝐴 − 2𝐶 sin 2𝑥 + 2𝐷 cos 2𝑥) − 2(𝐴𝑥 + 𝐵 + 𝐶 cos 2𝑥 + 𝐷 sin 2𝑥) = 2𝑥 − 40 cos 2𝑥

To solve the arbitrary constants, equate the coefficients of similar terms in both sides
𝑥: − 2𝐴 = 2 𝐴 = −1
1
𝑘: 𝐴 − 2𝐵 = 0 𝐵=−
2
cos 2𝑥 : 2𝐷 − 6𝐶 = −40 𝐶=6
sin 2𝑥 : − 2𝐶 − 6𝐷 = 0 𝐷 = −2
1
𝑦𝑝 = −𝑥 − + 6 cos 2𝑥 − 2 sin 2𝑥
2
Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is
𝟏
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝟐𝒙 − 𝒙 − + 𝟔 𝐜𝐨𝐬 𝟐𝒙 − 𝟐 𝐬𝐢𝐧 𝟐𝒙
𝟐
Example 7
𝑦 ′′ − 7𝑦 ′ + 6𝑦 = 𝑥𝑒 𝑥
Take the auxiliary equation and solve the complementary function 𝑦𝑐 .
𝑚2 − 7𝑚 + 6 = 0
𝑚 = 1, 𝑚 = 6
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 6𝑥
Construct an initial general solution for 𝑦𝑝 . Since 𝑅(𝑥) = 𝑥𝑒 𝑥 , then 𝑦𝑝 = 𝐴𝑥𝑒 𝑥 + 𝐵𝑒 𝑥 .
But comparing these terms to 𝑦𝑐 , similar terms with 𝑒 𝑥 exist in both equation, so an introduction
of multiplier 𝑥 is necessary. Multiplying 𝑥 to 𝐵𝑒 𝑥 alone will make it similar to 𝐴𝑥𝑒 𝑥 . Multiply 𝑥
to 𝐴𝑥𝑒 𝑥 then.
𝑦𝑝 = 𝐴𝑥 2 𝑒 𝑥 + 𝐵𝑥𝑒 𝑥

Take the derivatives of 𝑦𝑝

𝑦 ′ = 𝐴𝑥 2 𝑒 𝑥 + 2𝐴𝑥𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 𝐵𝑒 𝑥
𝑦 ′′ = 𝐴𝑥 2 𝑒 𝑥 + 4𝐴𝑥𝑒 𝑥 + 2𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 2𝐵𝑒 𝑥
Substitute these to the original equation 𝑦 ′′ − 7𝑦 ′ + 6𝑦 = 𝑥𝑒 𝑥
(𝐴𝑥 2 𝑒 𝑥 + 4𝐴𝑥𝑒 𝑥 + 2𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 2𝐵𝑒 𝑥 ) − 7(𝐴𝑥 2 𝑒 𝑥 + 2𝐴𝑥𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 𝐵𝑒 𝑥 ) + 6(𝐴𝑥 2 𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 ) = 𝑥𝑒 𝑥

−10𝐴𝑥𝑒 𝑥 + 2𝐴𝑒 𝑥 − 5𝐵𝑒 𝑥 = 𝑥𝑒 𝑥


To solve the arbitrary constants, equate the coefficients of similar terms in both sides
1
𝑥𝑒 𝑥 : − 10𝐴 = 1 𝐴=−
10
1
𝑒 𝑥 : 2𝐴 − 5𝐵 = 0 𝐵=−
25
1 2 𝑥 1
𝑦𝑝 = − 𝑥 𝑒 − 𝑥𝑒 𝑥
10 25
Then, the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 is
1 2 𝑥 1
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 6𝑥 − 𝑥 𝑒 − 𝑥𝑒 𝑥
10 25
or
𝟏 𝟏 𝟐
𝒚 = 𝒆𝒙 (𝒄𝟏 − 𝒙− 𝒙 ) + 𝒄𝟐 𝒆𝟔𝒙
𝟐𝟓 𝟏𝟎
Linear Dependence and Independence of Functions
𝑐1 𝑓1 (𝑥) + 𝑐2 𝑓2 (𝑥) + 𝑐3 𝑓3 (𝑥) + ⋯ + 𝑐𝑛 𝑓𝑛 (𝑥) = 0
where 𝑐1 , 𝑐2 , 𝑐3 , … , 𝑐𝑛 are arbitrary constants
If one can find nonzero values for 𝑐1 , 𝑐2 , 𝑐3 , … , 𝑐𝑛 to make the equation equal to zero, the
functions are linearly dependent. Otherwise, if the only applicable value for 𝑐1 , 𝑐2 , 𝑐3 , … , 𝑐𝑛 to
make the equation equal to zero is zero (0), the functions are linearly independent.
Wronskian
𝑓1 𝑓2 𝑓3 ⋯ 𝑓𝑛
𝑓′ 𝑓2 ′ 𝑓3 ′ ⋯ 𝑓𝑛 ′
| 1 |
𝑊 = 𝑓1 ′′ 𝑓2 ′′ 𝑓3 ′′ ⋯ 𝑓𝑛 ′′
| |
⋮ ⋮ ⋮ ⋮
𝑓1 𝑛−1 𝑓2 𝑛−1 𝑓2 𝑛−1 … 𝑓𝑛 𝑛−1
If 𝑊 = 0, the functions are linearly dependent.
If 𝑊 ≠ 0, the functions are linearly independent.

Determinant of 2 × 2 and 3 × 3 Matrices

1 2
Example: | | = (1)(4) − (2)(3) = −2
3 4
Basket Method

Heart Method

Example:
2 4 0
|3 −1 1| = [(2)(−1)(2) + (4)(1)(4) + (0)(3)(2)] − [(4)(−1)(0) + (2)(1)(2) + (2)(3)(4)]
4 2 2
= [−4 + 16 + 0] − [0 + 4 + 24] = 12 − 28 = −16
Examples using the Wronskian
𝑥, 6𝑥, −2𝑥, −5𝑥
𝑥 6𝑥 −2𝑥 −5𝑥
1 6 −2 −5
𝑊=| |=0
0 0 0 0
0 0 0 0
The functions are linearly dependent.

3𝑥, 𝑥 3 , 𝑒 −𝑥
3𝑥 𝑥3 𝑒 −𝑥
𝑊=|3 3𝑥 2 −𝑒 −𝑥 | = [9𝑥 3 𝑒 −𝑥 + 0 + 18𝑥𝑒 −𝑥 ] − [0 − 6𝑥𝑒 −𝑥 + 3𝑥 3 𝑒 −𝑥 ]
0 6𝑥 𝑒 −𝑥
𝑊 = 6𝑥 3 𝑒 −𝑥 + 24𝑥𝑒 −𝑥
The functions are linearly independent.

𝑥 2 , sin 7𝑥 , cos 𝑥 , 𝑒 𝑥 , 0
𝑥2 sin 7𝑥 cos 𝑥 𝑒𝑥 0
2𝑥 7 cos 7𝑥 − sin 𝑥 𝑒𝑥 0
𝑊 = || 2 −49 sin 7𝑥 − cos 𝑥 𝑒𝑥
|
0| = 0
0 −343 cos 7𝑥 sin 𝑥 𝑒𝑥 0
0 2401 sin 7𝑥 cos 𝑥 𝑒𝑥 0
The functions are linearly dependent.

*Note that a row or a column of zeroes indicates that the determinant is equal to zero.
Assignment 15
I. Tell whether the following functions are linearly dependent or linearly independent using the
Wronskian.
1. 𝑥 , 4𝑥 , 7𝑥 , 10𝑥 , 13𝑥

2. sin 10𝑥 , sin 20𝑥 , sin 30𝑥

3. 𝑥 3 , 𝑥 5 , 𝑥 7

4. sinh 23𝑥 , cosh 23𝑥

5. 𝑥 sin 7𝑥 , 𝑥 cos 7𝑥

6. 𝑒 𝑥 cos 9𝑥 , 𝑒 9𝑥 sin 𝑥

II. Determine the general solution of the following differential equations by determining 𝑦𝑝 .
Observe the dependent and independent variables in each equation.
1. 2𝑦 ′′′ − 3𝑦 ′′ + 18𝑦 ′ − 27𝑦 = 81

2. 𝑦 𝐼𝑉 + 5𝑦 ′′ = 250

3. 𝑦 ′′ − 𝑦 ′ − 20𝑦 = 𝑒 2𝑥

4. 𝑥 ′′′ + 4𝑥 ′′ + 9𝑥 ′ + 36𝑥 = 𝑒 −4𝑡 + 1

5. 𝑦 ′′ − 9𝑦 ′ = 𝑥 2 − 2

6. 𝑥 ′′ − 16𝑥 = cos 2𝑡

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