Wolfram Demonstrations Project:

Pendulum with Varying Length or How to

Improve Your Next Swing Ride

“If you’re not failing every now and again,

it’s a sign you’re not doing anything very
innovative.“
Woody Allen
2. Method of undetermined coefficients

2.1 Homogeneous higher-order ODE's

Differential equations
Lecture 1: Introduction
 LEARNING OUTCOME

Use the method of undetermined

coefficients to solve a homogeneous, linear
higher-order ODE with constant coefficients
Plan of action

Reminders

Mathematical examples

An application

Homework
Reminders
 𝑎≠0
𝑎, 𝑏, 𝑐, 𝑒 ∈ ℝ

Solve a linear, higher-order ODE with constant coefficients

3 2
𝑑 𝑦 𝑑 𝑦 𝑑𝑦 𝑓 𝑥 =𝐷
𝑎 3+𝑏 2+𝑐 + 𝑒𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑓 𝑥 = 𝑀 + 𝑁𝑥. …

3rd order 𝑓 𝑥 = 𝐷𝑒 𝑘𝑥

𝑓(𝑥) is a continuous function 𝑓 𝑥 = 𝐷 sin 𝑘𝑥

𝑓 𝑥 = 𝐷 cos 𝑘𝑥

Method of undetermined coefficients sum/product

 2
Roots of 𝑎𝑚 + 𝑏𝑚 + 𝑐 = 0

1. Real, distinct roots 2. Real, repeating 3. Complex

m1 =  ; m2 =  m1 = m2 =  twice m =   j

General solution: General solution: General solution:

x
y = Ae + Be x
y = ( Ax + B ) e x y = e x ( A cos  x + B sin  x )

𝐴 and 𝐵: Constants ⇔ use IC's/BC's to get particular solution

Example 1
Determine the general solution 𝑦 = 𝑦(𝑥) associated with the
characteristic equation.
m2 + m + 1 = 0 m 2 + 4m + 4 = 0 m2 − m − 6 = 0
1 3  m1 = 3; m2 = −2
m = −  j  m = −2 twice
2 2

General solution General solution General solution

y = e − x /2  A cos
 ( )
2
3
x + B sin ( )
2
3
x 

y = e −2 x  Ax + B  y = Ae3 x + Be −2 x

y = e x ( A cos  x + B sin  x )
Example 2
Solve for 𝑦 = 𝑦(𝑥).
d3y d2y dy
3
− 2 2 −5 + 6y = 0 D operator format of the ODE
dx dx dx

Characteristic eq. 𝐷3 − 2𝐷2 − 5𝐷 + 6 𝑦 = 0

m3 − 2m 2 − 5m + 6 = 0

 m1 = −2; m2 = 1; m3 = 3
2m3 − 3m 2 + 1 = 0
General solution  m = − 12 ; m = 1 twice

y = Ae −2 x + Be x + Ce3 x
Mathematical examples
 Example 3
Solve the following differential equations.

𝑑2 𝜃 𝑑𝜃
𝑑2 𝑥 𝑑𝑥 b) +5 − 6𝜃 = 0
a) 3 2 −2 + 5𝑥 = 0 𝑑𝑡 2 𝑑𝑡
𝑑𝑡 𝑑𝑡

3m − 2m + 5 = 0
2 m 2 + 5m − 6 = 0
1 14
m =  j  m1 = −6; m2 = 1
3 3

 x = e  A cos

t
3
( ) + B sin ( )
14t
3
14t
3
 = Ae −6t
+ Be t
Example 3 (cont.)
Solve the ODE.
𝑑2𝑦
𝑑𝑡 2 𝑑2 𝑦
c) 9𝑦ሷ − 24𝑦ሶ + 16𝑦 = 0 d) + 25𝑦 = 0
𝑑𝑥 2

9m − 24m + 16 = 0
2
m + 25 = 0
2

 m = 4 3 twice  m = 5 j

 y = ( At + B ) e
4t
3 y=e 0
( A cos 5 x + B sin 5 x )
 y = A cos 5 x + B sin 5 x
 𝑑𝑦 𝑑𝑦
or
Example 4 𝑑𝑡 𝑑𝑥

Solve the IVP: 2𝑦" + 5𝑦′ − 3𝑦 = 0; 𝑦(0) = 4; 𝑦′(0) = 9

2m 2 + 5m − 3 = 0 y (0) = 4 : 4 = A+ B

 m1 = 12 ; m2 = −3 y '(0) = 9 : 9 = −3A + 12 B

−3 x
 y = Ae + Be
x
2

 A = −2; B = 6
−3 x
y ' = −3 Ae + Be
x
1 2
−3 x −x2
2
 y = −2e + 6e
 𝑒0 = 1 cos 0 = 1 sin 0 = 0
Example 5
Solve: 𝑦" + 6𝑦′ + 13𝑦 = 0; 𝑦(0) = 3; 𝑦′(0) = 7

m 2 + 6m + 13 = 0 3= A
 m = −3  2 j
7 = −3 ( A ) + ( 2 B )
 y = e −3 x ( A cos 2 x + B sin 2 x )
7 = −3 ( 3) + ( 2B )
B =8
y ' = −3e ( A cos 2 x + B sin 2 x )
−3 x

 y = e −3 x ( 3 cos 2 x + 8 sin 2 x )
+ e −3 x ( −2 A sin 2 x + 2 B cos 2 x )
Homework (by Ms Spoelstra)

Solutions on myTUTor
EXERCISE 2.1: SOLVE
Self-test 2.1
1. The charge 𝑞 on a capacitor in a certain electrical circuit satisfies the DE
𝑑2 𝑞 𝑑𝑞 𝑑𝑞
+4 + 5𝑞 = 0. Initially 𝑞 = 𝑄 𝑎𝑛𝑑 = 0. Show that the charge
𝑑𝑡 2 𝑑𝑡 𝑑𝑡

in the system may be expressed as: 𝑞 = 5𝑄𝑒 −2𝑡 cos 𝑡 − 1.107

𝑑2 𝑖 𝑑𝑖 1
2. 𝐿 2 +𝑅 + 𝑖 = 0 is an equation representing the current i in an
𝑑𝑡 𝑑𝑡 𝐶

electric circuit. If the inductance L is 0.25 henry, the capacitance C is

29.76 x 10-6 farads and R is 250 ohms, solve the equation for i given the
𝑑𝑖
boundary conditions that when 𝑡 = 0, 𝑖 = 0 and = 34.
𝑑𝑡
Next …

… non-homogeneous higher-order ODE's

with linear coefficients

There will be a "movie" and some

questions on non-homogeneous
ODE's before the next class ☺