NONHOMOGENEOUS EQUATIONS

Construction of a Homogenous Equation from a Specified Solution

In preparation for the method of undetermined coefficients, it is wise to obtain proficiency in

writing down a homogeneous differential equation of which a given relation of proper form is solution.

Recall that in solutions of homogeneous equations with constant coefficient, a term such as
ax
c 1 e occurred only when the auxiliary equation f ( m) =0 had a root m=a and then operator f (D) had
ax
a factor (D−a). In like manner c 2 x e appeared only when f (D) contained the factor ( D−a )2,
2 ax
c 3 x e only when f (D) contained ( D−a )3, etc. Such terms as c e ax cos bx or c e ax sin bx correspond to
roots m=a ±ib , or to a factor [ ( D−a )2 +b 2 ] .

Example(a). Find a homogeneous linear equation, with constant coefficients, which has a
particular solution

(1)
3x
y=7 e +2 x
First note that the coefficients (7 and 2) are quite irrelevant for the present problem, as long as
3x
they are not zero. We shall obtain an equation satisfied by y=c1 e +c 2 x , no matter what the
constants c 1 and c 2 may be.
3x
A term c 1 e occurs along with a root m=3 of the auxiliary equation. The term c 2 x will appear
if the auxiliary equation has m=0 ,0 ; that is, a double root m = 0. We have recognize that the equation

(2)
2
D ( D−3 ) y=0
Or

( D3−3 D 2) y=0
3x
Has y=c1 e +c 2 x +c 3 as its general solution, and therefore that (2) has y=7 e3 x +2 x as a particular
solution.

Example(b). Find a homogeneous linear equation with real, constant coefficients which is
satisfied by

(3)
x
y=6+3 x e −cos x
The term 6 is associated with m=0 , the tern 3 x e x with a double root m=1 , 1 and term −cos x with
the pair of imaginary roots m=0 ± i .

Hence the auxiliary equation is

m ( m−1 ) ( m2 +1 ) =0
2

Or
5 4 3 2
m −2 m +2 m −2 m + m=0
Therefore, the relation (3) is a solution of the differential equation

(4)

( D5− D4 +2 D3−2 D2+ D ) y=0

That is from the general solution
x
y=c1 + ( c2 + c3 x ) e + c 4 cos x+ c 5 sin x

Of equation (4) the relation (3) follows by an appropriate choice of the constant:
c 1=6 ,c 2=0 ,c 3=3 ,c 4 =−1 , c 5=0

Example ( c ) . Find a homogeneous linear equation with real, constant coefficients which is
satisfied by
x
y=4 x e sin 2 x
The desired equation must have as its auxiliary equation one with roots m=1 ± 2i , 1± 2i . The
roots m=1 ± 2i correspond the factors

( m−1 )2 + 4
So that the auxiliary equation must be

[ ( m−1 )2 + 4 ] =0
2

Or
4 3 2
m −4 m +14 m −20 m+25=0
Hence the desired equation is

( D 4−4 D3+ 14 D2−20 D+25 ) y =0

Note that in all such problems a correct (but desirable) solution may be obtained by inserting additional
roots of the auxiliary.

Oral Exercise

1. y=4 e 2 x +3 e−x . answer ( D−2 ) ( D+1 ) y =0

1 4x
e answer ( D ( D−4 ) ) y=0
2
2. y=7−2 x+
2

Solution of a Nonhomogeneous Equation

Before proceeding to the theoretical basis and the actual working technique of the useful
method of undetermined coefficients, let us examine the underlying ideas as applied to a simple
numerical example

Consider the equation

(1)

D2 ( D−1 ) y=3 e x +sin x

The complementary function may be determined at once from roots

(2)

m=0 ,0 , 1
Of the auxiliary equation. The complementary function is

(3)
x
y c =c1 +c 2 x+ c3 e
Since the general solution of (1) is

y= y c + y p

Where y c is a given in (3) y p is any particular solution of (1), all that remains is for us to find a particular
solution of (1)

The right-hand member of (1)

(4)
x
R ( x )=3 e +sin x
Is a particular solution of a homogeneous linear differential equation whose auxiliary equation has the
roots

(5)
'
m =1 , ±i
'2
m =¿
Therefore, the relation (4) is a particular solution of the equation

(6)

( D−1 ) ( D2 +1 ) R=0
We wish to convert (1) into a homogeneous linear differential equation with constant
coefficients, because we know how to solve any such equation. But, by (6) the operator ( D−1 ) ( D 2 +1 )
will annihilate the right member of (1). Therefore we apply that operator to both sides of equation (1)
and get

(7)

( D−1 ) ( D2 +1 ) D2 ( D−1 ) y=0

Any solution of (1) must be particular solution of (7). The generation solution of (7). The
general solution of (7) can be written down at once from the roots its auxiliary equation, those roots
being the values m=0 ,0 , 1 from (2) together with the values m ' =1 , ±i from (5). Thus the general
solution of (7) is

(8)
x x
y=c1 + c2 x+ c 3 e +c 4 x e + c 5 cos x+ c6 sin x
But the desired genera solution of (1) is

(9)

y= y c + y p

Where
x
y c =c1 +c 2 x+ c3 e

The c 1 , c2 , c 3 being arbitrary constants as in (8). Thus there must exist a particular solution of (1)
containing at most the remaining terms in (8). Using different letters as coefficients to emphasize that
they are nit arbitrary, we conclude that (1) has particular solution

(10)
x
y p= Ax e + B cos x +C sin x
It remains only to determine the numerical coefficients A , B ,C by direct use of the original equation

(1)

D2 ( D−1 ) y=3 e x +sin x

From (1) it follows that

D y p= A ( x e x +e x )−B sin x+ C cos x

D2 y p= A ( x e x + 2e x ) −B cos x−C sin x

D3 y p= A ( x e x + 3 e x ) +B sin x−C cos x

Substitution of y p into (1) then it yields

( D3− D2 ) y =3 e x + sin x
(11)

A ( x e x + 3 e x )+ B sin x−C cos x−¿ ¿

x x
A e + ( B+C ) sin x + ( B−C ) cos x=3 e +sin x
Since (11) is to be an identity and since e x , sin x∧cos x are linearly independent, the corresponding
coefficients in the two members of (11) must be equal; to that is,

A=3
B+C=1
B−C=0
1 1
Therefore A=3 , B= C= . Returning to (10) we find that a particular solution of equation (1) is
2 2
x 1 1
y p=3 x e + cos x + sin x
2 2
The general solution of the original equation (1) is therefore obtained by adding to the
complementary function the y p found above

(12)

x x 1 1
y=c1 + c2 x+ c 3 x e + 3 x e + cos x + sin x
2 2
A careful analysis of the ideas behind the process used above shows that in order to arrive at the
solution, we need to perform only the following steps;

a) From (1) find the values of m∧m' as exhibited in (2) and (5)
b) From the values of m∧m' write y c and y p as in (3) and (10)
c) Substitute y p into (1), equate corresponding coefficients, and obtain the numerical values of the
coefficients in y p ;
d) Write the general solution of (1)

The Method of Undetermined Coefficients

Let us examine the general problem of the type treated in the preceding section. Let f (D) be a
polynomial in the operator D . Consider equation

(1)
 f ( D ) y=R ( x )
Let the roots of the auxiliary equation f ( m ) =0 be

(2)

m=m1 , m2 , . .. , mn

The general solution of (1) is

(3)

y= y c + y p

Where y c can be obtained at once from the values of m in (2) and where y= y p is any particular
solution (yet to be obtained) of (1).

Now suppose that the right member R(x ) of (1) is itself a particular solution of some
homogeneous linear differential equation with constant coefficients,

(4)

g ( D ) R=0
Whose auxiliary equation has the roots

(5)
' ' ' '
m =m1 ,m2 , .. . , mk

Recall that the values of m ' in (5) can be obtained by inspection from R(x ).

The differential equation

(6)

g ( D ) f ( D ) y=0
Has as the roots of its auxiliary equation the values of m from (2) and m ' from (5). Hence the general
solution of (6) contains the y c of (3) and so is of the form

y= y C + y q

But also any particular solution of (1) must satisfy (6). Now, if

f ( D ) ( y c + y q ) =R(x )

Then f ( D ) y q =R( x) because f ( D ) y c =0 . Then deleting the y c from the general solution of (6) leaves
a function y q which for some numerical values of its coefficients must satisfy (1); i.e., the coefficients in
y q can be determined so that y q = y p. The determination of those numerical coefficients may be
accomplished as in the examples below.

It must be kept in mind that the method of this section is applicable when, and only when, the
right member of the equation is itself particular solution of some homogeneous linear differential
equation with constant coefficients.

Example(a). Solve the equation

(7)

( D2 + D−2 ) y=2 x −40 cos 2 x

Here we have

m=1 ,−2
And
'
m =0 , 0 , ±2 i
Therefore we may write
x −2 x
y c =c1 e +c 2 e
y p= A +Bx +C cos 2 x + E sin 2 x

In which c 1 and c 2 are arbitrary constant, while A , B ,C∧E are to be determined numerically so that
y p will satisfy the equation (7)

Since

D y p=B−2 C sin 2 x +2 E cos 2 x

And
2
D y p=−4 C cos 2 x−4 E sin 2 x

Direct substitution of y p into (7) yields

(8)

¿
( B−2 A ) + (−2 B ) x + (−6E-2 C ) sin2 x + (−6 C+ 2 E ) cos 2 x=2 x−40 cos 2 x
But (8) is to be an identity in x , so we must equate coefficients of each of the set of linearly independent
functions cos 2 x ,sin 2 x , x ,1 appearing in the identity. Thus it follows that

−6 C +2 E=−40
−6E-2 C=0
−2 B=2
B−2 A=0
The above equations determine A , B ,C∧E . Indeed, they lead to
−1
A= , B=−1 ,C=6 , E=−2
2
Since the general solution of (7) is y= y c + y p , we can now write

x −2 x 1
y=c1 e +c 2 e − − x+6 cos 2 x−2sin 2 x
2
Example ( b ) . Solve the equation
(9)

( D2 +1 ) y=sin x
At once m=± i and m ' =± i. Therefore

y c =c1 cos x +c 2 sin x

y p= Ax cos x+ Bx sin x

Now.
'
y p= A ¿
 ''
y p =A (−xcos x−sin x−sin x ) + B ¿
''
y p =− Axcos x−Bxsin x+ (−2 A ) sin x + ( 2 B ) cos x

So that the requirement that y p satisfy the equation (9) yields

−2 A sin x+2 B cos x=sin x

−1
From which A= and B=0
2
The general solution of (9) is

1
y=c1 cos x +c 2 sin x − xcos x
2
Example(c). Determine y so that it will satisfy the equation
(10)
' '' ' −x 2x
y − y =4 e + 3 e
Together with the conditions that when x=0 , y=0 , y ' =−1∧ y ' ' =2

First we note that m=0 ,1 ,−1 ,∧m' =−1, 2. Thus

x −x
y c =c1 +c 2 e + c 3 e
−x 2x
y p= Ax e + B e
Now

y 'p= A ( −x e− x + e−x ) +2 B e 2 x

y 'p' =A ( x e− x −2 e−x ) + 4 B e2 x

y 'p' ' = A (− x e− x +3 e− x )+ 8 B e 2 x
Then
' '' ' −x 2x −x 2x
y p − y p =2 A e +6 B e =4 e + 3 e
1
So that from (10) we may conclude that A=2 and B=
2
The general solution of (10) is therefore

(11)

x −x −x 1 2 x
y=c1 + c2 e +c 3 e +2 x e + e
2
We must determine c 1 , c2 , c 3 so that (11) will satisfy the condition: when x=0 , y=0 , y ' =−1∧ y ' ' =2

From (11) it follows that

(12)
' x −x −x −x 2x
y =c 2 e −c 3 e −2 x e +2 e +e
And (13)
'' x −x −x −x 2x
y =c 2 e + c3 e +2 x e −4 e +2 e
We put x=0 in each of (11), (12) and (13) to get the equations for the determination of c 1 , c2 ,∧c3 .
These are

1
0=c 1+ c 2+ c3 +
2
−1=c2 −c 3+ 3

2=c 2+ c3 −2

−9
From which c 1= , c =0 , c3 =4 . Therefore the final result is
2 2
−9 −x −x 1 2 x
y= + 4 e +2 x e + e
2 2

Exercises

−x 1 1
1. (D¿¿ 2+ D) y=−cos x ans y =c 1+ c 2 e + cos x − sin x ¿
2 2
x 3x 1 x
2. (D¿¿ 2−6 D+9) y =e ans y=(c 1 +c 2)e + e ¿
4
Find the particular solution indicated

3. ( D 2 +1 ) y=10 e 2 x ; when x=0∧ y=0∧ y ' =0 ans y=2¿