Method of undetermined coefficients

Outcome
Solve an initial/boundary value problem governed by a linear, higher-order ordinary differential
equation with constant coefficients.

1. Motivation
You are now familiar with several techniques to solve some first-order ordinary differential equations
(ODE's). However, many mathematical models of real-life situations are governed by higher-order
ODE's. Here are a few examples.

Sketch Symbols
Electric circuits L: Inductance
d 2q dq q R: resistance
L 2
+ R + = E (t ) C: Capacitance
dt dt C q: Charge
t: Time
E: Voltage
i (t ) = dq
dt
Spring-mass systems m: Mass
mx + bx + kx = f (t ) b: Damping constant
k: Spring constant
f(t): External force applied to system
x: Vertical displacement
2
x=d x
dt 2
x = dx
dt

Simple pendulum g: Gravitational acceleration

g L: Length of pendulum
 +  =0 𝜃: Angular displacement
L
 =d 
2

dt 2

Vertical beams E: Young's modulus

2
d y I: Second moment
EI + Py = 0 P: Load
dx 2 x: Vertical position along the beam
y: Horizontal displacement

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All of those examples have the following in common:

• Each model is governed by a second-order linear ODE.

• There are dependent and independent variables (make sure you can identify them!) as well as
constants in each ODE.
• The coefficients of the dependent variable and its derivatives are constants.

How do we solve those second-order, linear ODE's with constant coefficients? There are several
methods available. In this study unit we'll use the method of undetermined coefficients to solve this
specific type of ODE. Then, in Study Unit 3, we'll use another technique called Laplace transforms to
solve such ODE's.

We'll first investigate the method of undetermined coefficients for homogeneous ODE's. Then we'll
look at non-homogeneous ODE's with reference to special cases. Lastly will solve a few mathematical
models governed by linear, second-order ODE's with constant coefficients.

SUMMARY OF THE STUDY UNIT

d2y dy
A second-order ODE as example: a 2
+ b + cy = f ( x)
dx dx
General solution: y = yc + y p

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2. Homogeneous ODE's
d2y dy
In this section, f (t ) = 0  a 2 + b + cy = 0 with solution y = yc , called the complementary
dx dx
function.

2.1 Auxiliary equations

To solve a higher-order linear ODE with constant coefficients of the form

dny d n −1 y dy
an + an −1 + + a1 + a0 = 0
dx n dx n −1 dx
where the ai 's are constants, we introduce a trial solution

y = Pe mx

where P and m are constants to be determined.

To determine m, we substitute this trial solution in the ODE. Expressions for the derivatives of y are
as follows:

dx dx (
Pemx ) = Pmemx
d
• y = dy =

y = d y 2 = ( Pmemx ) = Pm2e mx

2 d
•
dx dx
y = d y 3 = ( Pm2emx ) = Pm3emx
3 d
•
dx dx

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Note that:

• P  0 since we are not interested in the trivial solution; and

• emx  0x, m  .

☝ Reminder: The trivial solution is 𝑦(𝑥) = 0∀𝑥 ∈ ℝ.

In the table below three cases are investigated.

Table 1 Derivation of characteristic equations

The ODE Expression for m

ay + by = 0
ay + by + cy = 0
ay + by + cy + dy = 0
a ( Pme mx ) + b ( Pe mx ) = 0
 Pemx ( am + b ) = 0
 am + b = 0
a ( Pm 2e mx ) + b ( Pme mx ) + c ( Pe mx ) = 0
 Pe mx ( am 2 + bm + c ) = 0
 am 2 + bm + c = 0
a ( Pm3e mx ) + b ( Pm 2 e mx ) + c ( Pme mx ) + d ( Pe mx ) = 0
 Pemx ( am3 + bm 2 + cm + d ) = 0
 am3 + bm 2 + cm + d = 0

The equations used to solve m are called auxiliary equations or characteristic equations.

Compare the auxiliary equation and the original differential equation:

• The order of the auxiliary equation and the order of the ODE are the same.
• The constant coefficients in the auxiliary equation are the same as the those in the ODE.
• A first-order derivative in the ODE is replaced by m in the auxiliary equation, a second-
order derivative is replaced by m2, a third-order derivative by m3, etc.
d d2
• Let D = and D 2
= . Then ay + by + cy + dy = 0 may be written as
dx dx 2
( aD3 + bD 2 + cD + d ) y = 0 .
o This format is called the D-operator format.

Exercise 1
Write down the auxiliary equation for each of the following ODE's.

d2y dy d 2 y dy
1. 3 − 2 + 7y = 0 2. + − 3y = 0
dx 2
dx dt 2 dt
3. − y + 3y = 0 4. 0.5x − 3x + 5x = 0

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 dq d 2 x dx
5. 2 − 3q = 0 6. 3 + + 7x = 0 ❒
dt dt 2 dt

In this course we'll concentrate on second-order linear ODE's with constant coefficients; the theory is
also valid for higher-order ODE's.

2.2 The solution

For the homogeneous second-order linear ODE with constant coefficients

d2y dy
a 2 + b + cy = 0
dx dx
the auxiliary equation is a quadratic equation

am2 + bm + c = 0
and the two roots are determined by the quadratic formula

−b  b 2 − 4ac
m= .
2a

We distinguish three cases, each with its own general solution, as shown in Table 2.

Table 2 General solutions of the homogeneous ODE's

Nature of the roots General solution

Real and different roots, say m1 and m2 y = Aem1x + Bem2 x
Real and equal roots, say m1 = m2 = m y = ( A + Bx ) e mx
Complex roots, say m =    j y = e x ( A cos  x + B sin  x )

The constants A and B are arbitrary constants determined by the initial and/or boundary conditions.

You may use your clever Casio to solve the auxiliary equations! And to solve systems of
algebraic equations!

Example 1
d2y dy
Determine the general solution of 4 2
− 4 − 3y = 0 .
dx dx

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SOLUTION
The auxiliary equation is

4m2 − 4m − 3 = 0
with solution

m = 3 2 and m = − 1 2 .
The roots are real and different (distinct). The general solution is thus

y = Ae + Be− 2 . ✔
3x x
2

Exercise 2
Solve the following homogeneous ODE’s.

d2y dy
1. 6 2
− 13 + 6 y = 0 2. y ''−13 y '− 7 y = 0
dx dx

d 2x dx
3. 2y + 5y = 0 4. 2
− 3 + 2x = 0
dt dt

d3y d 2 y dy
5. + 2 2 − − 2y = 0 6. −2 x + 7 x − 3x = 0 ❒
dx3 dx dx

Example 2
Solve for y if 9 y − 30 y + 25 = 0 .

NB!!! Remember y =
d2y . The independent variable is therefore t.
dt 2
SOLUTION
The characteristic equation is

9m2 − 30m + 25 = 0
with roots

m=5 twice.
3
The general solution is thus

y = ( A + Bt )e 3 . ✔
5t

NB!!!!! Note there is no x in the answer!

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Exercise 3
Solve the following homogeneous ODE’s.

d2y dy
1. 2
− 10 + 25 y = 0 2. 4 y ''− 4 y '+ y = 0
dx dx

d 2x dx
3. 9 y + 12 y + 4 y = 0 4. 25 2 + 10 + x = 0
dt dt

d 3 y d 2 y dy d3y dy
5. − − +y=0 6. − 6 + 32 y = 0 ❒
dx3 dx 2 dx dt 3
dt

Example 3
Determine the particular solution of y + 9 y = 0 if y(0) = 0.2 and y '(0) = −1.5 .

SOLUTION
NB!!!! What is the independent variable in this question? Since it is not given explicitly, let's
assume it is x.
The auxiliary equation is
Complex roots: 𝑚 = 𝛼 ± 𝑗𝛽
m = 3 j .
⇒ 𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥)

In this example 𝛼 = 0 and 𝛽 = 3.

The general solution is

y = A cos3x + B sin 3x .
We'll use the given conditions to calculate the values of A and B. For the second condition we
first need y ' . Thus,

y ' = −3 A sin 3x + 3B cos3x .

Substitute the two conditions in the expressions for y and y ' :

y (0) = 0.2 : 0.2 = A cos 0 + B sin 0

 A = 0.2
y '(0) = −1.5 : − 1.5 = −3 A sin 0 + 3B cos 0
 B = − 1 = −0.5
2
Thus,

y = 0.2cos3x − 0.5sin 3x . ✔

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Exercise 4
Solve the following ODE’s.

d2y dy
1. 2
− 6 + 13 y = 0 2. y ''+ 10 y '+ 26 y = 0
dx dx

d 2x
3. y − 6 y + 11y = 0 4. + 25 x = 0
dt 2

d 3x dx d3y d2y dy
5. 3
+4 =0 6. 4 3
− 4 2
+ 9 −9y = 0 ❒
dt dt dt dt dt

Exercise 5
1. Determine the general solutions of each of the following linear ODE's with constant
coefficients.

d2y dy d2y dy
1.1 2
+ 2 − 3y = 0 1.2 4 2 +4 + y =0
dx dx dt dt

d2y dy d 2 d
1.3 2
− 6 + 13 y = 0 1.4 4 2
+4 + = 0
dx dx dt dt

d 2 d
1.5 − y − 3y + 8y = 0 1.6 9 2
− 24 + 16 = 0
dt dt

d 2x d 2 d
1.7 + 81x = 0 1.8 +2 + 5 = 0
dt 2 dt 2
dt

2. Determine the particular solution of each of the following.

d2y dy
2.1 2
+ 6 + 13 y = 0, y (0) = 3, y '(0) = 2
dt dt

d2y dy
2.2 9 2
+ 30 + 25 y = 0, y (0) = 2, y '(0) = 2
dx dx

d2y
2.3 + 25 y = 0, y (0) = 1, y '(0) = 1
dt 2

d2y dy
2.4 2
+ 6 + 13 y = 0, y (0) = 4, y '(0) = 1 ❒
dx dx

What if the ODE is non-homogeneous? This is typically the case when an external force acts on the
system.

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3. Non-homogeneous ODE's
d2y dy
Now, f (t )  0  a 2 + b + cy = f (t ) with solution y = yc + y p , where y p is determined by
dx dx
the nature of f (t ) . The y p -part of the solution is called the particular integral, while yc is the
solution of the associated homogeneous ODE discussed in the previous section.

3.1 The general solution

The linear ODE with constant coefficients now has the form

dny d n −1 y dy
an + an −1 + + a1 + a0 = f ( x)
dx n dx n −1 dx
where f ( x) is a force external to the system. This external force is sometimes called a forcing
function.

The solution of this non-homogeneous ODE has the form

y ( x ) = yc + y p

where

• yc is called the complementary function

o yc is the solution of the associated homogeneous equation solved in the
previous section; and
• y p is called the particular integral.
o The calculation of y p is determined by the nature of f ( x) .

3.2 The particular integral

To determine the particular integral, choose a trial solution Y from the table below. Then substitute the
trial solution in the given ODE to determine a, b, c and k, the so-called undetermined coefficients.

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NB!!!!!

❣ Special case  multiply trial solution by the independent variable, e.g. x in this general case

❣ Forgot to check for special cases? Don't worry, you'll get some "nonsense" such as 0 = 3 or
0 = 0 when you try to calculate a, b, c, …

❣ Calculate the A, B, … using the given initial/boundary conditions only when you
already have the full solution y ( x) = yc + y p

NB! Do not substitute the given conditions in the expression for yc ! Substitute in the general
solution.

Table 3 Trial solutions for the particular integral

f ( x) Trial solution: Trial solution: Special cases

Straightforward cases
f ( x) = D , a constant Y =a Y = ax when yc contains a
constant
f ( x) = M + Nx + Px + 2
Y = a + bx + cx + 2

f ( x) = De kx Y = aekx Y = axekx when yc contains

ekx
f ( x) = D cos kx Y = a cos kx + b sin kx Y = x ( a cos kx + b sin kx )
when y c contains cos kx
f ( x) = D sin kx Y = a cos kx + b sin kx Y = x ( a cos kx + b sin kx )
when y c contains sin kx
f ( x) = De sin nx
kx
Y =e kx
( a cos nx + b sin nx )

Example 4
Determine the general solution of y ''+ y '− 2 y = 6 .

SOLUTION
The solution has the form

y = yc + y p

where y c , the complementary function, is the solution of the associated homogeneous equation
and y p is determined by the right-hand side of the ODE.

Auxiliary equation:

m2 + m − 2 = 0

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 Roots:

m = 1, m = −2
Complementary function:

yc = Ae x + Be−2 x

From the ODE:

f ( x) = 6
is a constant. Thus, let the trial solution be

Y =a
Then

Y'=0
Y '' = 0

Substitute Y and its derivatives in the given ODE:

0 + 0 − 2Y = 6
Y = −3
 y p = −3

Now combine y c and y p :

y = Ae x + Be−2 x − 3 . ✔

Example 5
d2y dy
Solve for y if 2 2 − 11 + 12 y = 3t − 2 .
dt dt
NB!!!! Note there is no x in the question!
SOLUTION
Auxiliary equation:

2m2 −11m + 12 = 0
Roots:

m = 4, m = 3
2
Complementary function:

yc = Ae4t + Be
3t
2

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 Since f (t ) = 3t − 2 , the trial solution is

Y = a + bt
with derivatives

Y'=b
Y '' = 0

Substitute in the given ODE:

0 −11b + 12(a + bt ) = 3t − 2
which simplifies to

−11b + 12a + 12bt = 3t − 2

To solve a and b, compare the coefficients of t on either side of the equal sign:

12b = 3
 b = 14 1
−11 ( ) + 12𝑎 = −2
4

Compare the constants: 1

−2 + 11 ( )
4 = 1
−11b + 12a = −2 ∴𝑎=
12 16
 b = 116

The particular integral is thus

1 1
yp = t+
16 4
and the general solution is

t 1
y = Ae4t + Be 2 + + . ✔
3t

4 16

Exercise 6
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) if
dx dx
1.1 f ( x) = 2 1.2 f ( x) = 2 x + 1

d2y dy
2. Determine the general solution if 2
− 6 + 9 y = f (t ) when
dt dt
2.1 f (t ) = 3 2.2 f (t ) = t + 3 ❒

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Example 6
Solve y ''− y '− 2 y = cos x .

SOLUTION
Complementary function:

m2 − m − 2 = 0
 m = 2, m = −1
 yc = Ae2 x + Be− x

Particular integral:

Y = a cos x + b sin x
Y ' = −a sin x + b cos x
Y '' = −a cos x − b sin x
Substitute Y and its derivatives in the given ODE:

(−a cos x − b sin x) − (−a sin x + b cos x) − 2(a cos x + b sin x) = cos x
Simplify:

−a cos x − b sin x + a sin x − b cos x − 2a cos x − 2b sin x = cos x

To solve for a and b, compare the coefficients of cos x and sin x , and simplify the equations:

cos x : − a − b − 2a = 1
−3a − b = 1
sin x : − b + a − 2b = 0
 a − 3b = 0

Use your clever Casio (or your head!) to solve for the two equations:

a = − 310
b = − 110

Thus,

3 1
yp = − cos x − sin x
10 10
and

3 1
y = Ae 2 x + Be − x − cos x − sin x . ✔
10 10

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Exercise 7
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) where
dx dx
1.1 f ( x) = sin 2 x 1.2 f ( x) = cos3x

d2y dy
2. If 2
− 6 + 9 y = f (t ) , solve for y = y(t ) if
dt dt
2.1 f (t ) = 2sin 3t 2.2 f (t ) = cos t − sin t ❒

☞ Don't confuse "particular integral" and "particular solution".

Example 7
Determine the particular solution of 5 y ''+ 9 y '− 2 y = 3e 2t if y (0) = 1 and y '(0) = 0 .
4
SOLUTION
Complementary function:

5m 2 + 9m − 2 = 0
 m = −2, m = 1 5
 yc = Ae −2t + Be
t
5

Particular integral:

Y = ae 2t
 Y ' = 2ae 2t
y '' = 2ae 2t

Substitution in the ODE:

5 ( 4ae 2t ) + 9 ( 2ae 2t ) − 2 ( ae 2t ) = 3e 2t

Simplification:

36ae2t = 3e2t
Thus,

36a = 3
 a = 112

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 The particular integral is

1 2t
yp = e .
12
General solution:

y = Ae −2t + Be 5 + 121 e 2t
t

and

y ' = −2 Ae −2t + 15 Be 5 + 16 e 2t
t

Use the conditions:

y (0) = 14 : 1
4 = A + B + 121

 A + B = 16

y '(0) = 0 : 0 = −2 A + 15 B + 16

 2 A − 15 B = 1
6

Solving the two equations yields

A = 111
B = 5 66

The particular solution is thus

y = 111 e −2t + 665 e 5 + 121 e 2t . ✔

t

Exercise 8
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) where
dx dx

f ( x) = e f ( x) = 2e4 x
x
1.1 3
1.2

d2y dy
2. If 2
− 6 + 9 y = f (t ) , solve for y = y(t ) if
dt dt

2.1 f (t ) = et 2.2 f (t ) = 2e−3t ❒

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3.3 Special cases
Have a closer look at column 3 in Table 3. The following examples illustrates two of those special
cases.

Example 8
Calculate the general solution of 2 y ''− y '− 3 y = e− x .

SOLUTION
Complementary function: There is an 𝑒 −𝑥 in the complementary
function and on the right-hand side of ODE.
2m 2 − m − 3 = 0
This is therefore a "special" case and we
 m = −1, m = 3 2 must include an x in the trial solution.
 yc = Ae − x + Be
3x
2

Particular integral (special case):

Y = axe − x
Y ' = ae− x − axe− x
Product rule

= (1 − x ) ae− x
y '' = (−1)ae− x + (1 − x ) ( −ae− x )
Product rule

= ( −2 + x ) ae− x

Substitute in the given ODE:

2 ( x − 2 ) ae − x − (1 − x)ae − x − 3axe − x = e − x

Compare coefficients of e− x : 2𝑎𝑥 − 4𝑎 − 𝑎 + 𝑎𝑥 − 3𝑎𝑥 = 1

a = − 15 ∴ −5𝑎 = 1
1
 y p = − xe − x
5 What is you "forgot" it is a special case?

General solution: 𝑌 = 𝑎𝑒 −𝑥 , 𝑌 ′ = −𝑎𝑒 −𝑥 , 𝑌 ′′ = 𝑎𝑒 −𝑥

−x 1 ∴ 2(𝑎𝑒 −𝑥 ) − (−𝑎𝑒 −𝑥 ) − 3(𝑎𝑒 −𝑥 ) = 𝑒 −𝑥

y = Ae + Be − xe − x . ✔
3x
2

5 ∴ 2𝑎 + 𝑎 − 3𝑎 = 1

∴0=1
which is NEVER true
Example 9 0=1
Solve x − 3x = 9 if x(0) = x(0) = 0 .
Which is NEVER true!
NB!!!!!! Note there is no y in the question!!

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SOLUTION
Complementary function:

m2 − 3m = 0 𝑥𝑐 = 𝐴𝑒 0𝑡 + 𝐵𝑒 3𝑡
 m = 0, m = 3
But 𝑒 0𝑡 = 1
 xc = A + Be 3t

Particular integral:
There is a constant in the complementary
X = at function and on the right-hand side of ODE.
This is therefore a "special" case and we must
X '= a
include an t in the trial solution.
X '' = 0
Substitute in the ODE:

0 − 3(a) = 9
 a = −3
 x p = −3t

General solution:

x = A + Be3t − 3t
x = 3B33t − 3
Solve A and B:

x(0) = 0 : 0 = 3B − 3
B =1
x(0) = 0 : 0 = A + B
 A = − B = −1

 x = −1 + e3t − 3t ✔

Exercise 9
d2y dy
1. Solve 2
− 4 + 3 y = f ( x) where
dx dx

1.1 f ( x) = e x 1.2 f ( x) = e3 x

d2y dy
2. If 2
− 6 + 9 y = e3t , solve for y = y(t ) . ❒
dt dt

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Exercise 10
1. Determine the general solution of each of the following linear ODE's with constant coefficients.

d 2x dx d 2 y dy
1.1 2 2
− 11 + 12 x = 3t − 2 1.2 2 − − 3 y = 5e3 x / 2
dt dt dx 2 dx

d2y dy d2y
1.3 9 2 − 6 + y = 12et / 3 1.4 + y = 4 cos x
dt dt dx 2

d 2x dx
1.5 2
− 2 + 2 x = et sin t 1.6 y ''+ 3 y ' = 28cosh 4 x
dt dt

d 2 y dy
1.7 + − 6 y = 12t − 50sin t 1.8 y ''− y = 2et + 6e2t
dt 2 dt

2. Determine the particular solution of each of the following.

d 2q dq q
2.1 2 + 200 + = 250, q(0) = 0, q '(0) = 0
dt 2
dt 200 10−6

2.2 x ''+ x ' = 2 + 2t + t 2 , x(0) = 8, x '(0) = −1 ❒

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4. Applications

4.1 Dynamical systems

In a dynamical system is any system that changes over time. For example, when you travel by bus
from Soshanguve South to the Pretoria campus, your position changes over time. An alternating
current in an electrical circuit is typically a sinusoid, which is a sine-like wave changing over time.
Thus, a dynamical system consists of time-dependent variables, called state variables, and a rule
that enables us to determine the state of the system based on some specified time.
Consider the initial value problem:

d2y dy
a 2
+ b + cy = f (t ), y (t0 ) = y0 , y '(t0 ) = y1 . (1)
dt dt
Here is a list of basic concepts.

• State variables: y, t
• Rule: the differential equation
• State prescribed: the conditions
• Specified time: t0
• State of the system: The solution; it may be in the past, the present or the future, but we
usually assume t > 0 when t represents time.

The function f(t) is an external force acting on the system and is called the input or forcing function.
The output or response of the system is the solution of the differential equation for the given input
that satisfies the conditions, that is, the solution of the initial value problem.
The transient state or transient term is the part of the solution that vanishes with time, that is,
ytransient → 0 as t →  or lim ytransient = 0 .
t →

The steady-state term is the part of the solution that remains after some time. This term is usually a
constant or a periodic function.

4.2 The governing equation for a spring-mass system

Consider the two spring-mass systems shown below in Error! Reference source not found.Figure 1
and Figure 2. In both cases a block with mass m is attached to a spring with spring constant k. The
system is subject to damping, represented by b.

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Unstretched System in static
spring equillibrium System in motion
Equilibrium
position
x=0

Equilibrium
position
s Up: negative
x=0
Down: Positive x
x
Figure 2 Spring-mass system:
horizontal motion
Figure 1 Spring-mass system: vertical motion

The initial conditions are: the initial displacement is x (0) = x0 and the initial velocity is x(0) = x1 .

The motion of the block is governed by the second-order, linear ODE with constant coefficients

mx + bx + kx = f (t ) . (2)

Using the method of undetermined coefficients, we know that the solution of this differential equation
has the form

x(t ) = xc (t ) + x p (t )

where x p (t ) is the particular integral depending on, inter alia, f (t ) . The xc (t ) is the solution of the
associated homogeneous equation

mx + bx + kx = 0 .
The characteristic equation is

mp2 + bp + k = 0
with roots

−b  b 2 − 4km
p= .
2m

The nature of the roots is determined by (b2 − 4km) .

☞ We use p in the characteristic equation because m represents the mass of the body.

The nature of the external forcing function 𝑓(𝑡), the mass m of the block, the damping constant b, and
the spring constant k all play a role on the motion of the block. In the general discussion of the motion
of the system we shall consider undamped and damped free motion separately, summarized in the
diagram below.

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4.3 Free motion
If f (t ) = 0 , then Equation 2 is homogeneous and the motion of the mass is said to be free. We shall
first consider the case where damping is absent. Then we'll investigate cases with damping. The
various cases will be investigated using examples. If you wish to know more about the theoretical
derivations and discussions consult any of the books listed at the end of this document.

4.3.1 Free undamped motion

If b = 0 , the model describes free undamped motion. Equation 2 simplifies to

mx + kx = 0 .

Example 10
Consider the following initial value problem governing the motion of a vertical spring-mass system:
x + 9 x = 0, x(0) = 1, x(0) = 1 . Solve the problem and interpret the result.
SOLUTION
Solving the problem
The characteristic equation is

p2 + 9 = 0
with roots

p = 3 j .
The general solution is

x = A cos3t + B sin 3t
and, using the initial conditions, the particular solution is

x(t ) = cos3t + 13 sin 3t .

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 The solution may also be written as x(t ) = 1.054cos(3t − 0.322) .

☂ Practice this last step (sinusoids form previous math courses)!

Mathematical analysis

✓ Period T = 2 / 3 s
✓ Frequency f = 3/ 2 Hz

Amplitude is R = 1 + ( 13 )  1.054
2
✓
✓ Phase angle  = 0.322 rad
✓ Angular frequency  = 3 rad/s

☝ In this example m = 1 and  = 9 = 91 . In general,  =

2 2 k
m .

Discussion of the motion

The solution depicts a body "bouncing" up and down through the position of equilibrium, that is
harmonic motion. The oscillations will continue indefinitely. The body passes through the
equilibrium position every 2 / 3 seconds. It reaches a position of approximately 1.054 units
below and above the equilibrium position. ✔

Figure 3 describes the free, undamped motion of the body. Note the graph corresponds to our
theoretical discussion.
𝐴 ≈ 1.054

𝑇 = 2𝜋ൗ3

Figure 3 Free, undamped motion

Compare the three graphs in Error! Reference source not found.. All three curves start from the
same point; this point represents the initial displacement x(0) = 1 . However, the slope of the curves,
and thus the initial velocities, differ. Curve ➀ represents the solution of the case where x(0) = +1
(positive slope), curve ➁ represents the case where x(0) = 0 (horizontal slope) and for curve ➂
x(0) = −1 (negative slope).

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 ➀

➂ ➁

Figure 4 Underdamped motion with three different initial velocities

4.3.2 Free damped motion

Now, b  0 , that is, there is some resisting force. For example, it might be air resistance or, if the
body is suspended in a fluid, viscosity.
The governing equation in the case of free damped motion is

mx + bx + kx = 0
As mentioned before, the characteristic equation is

mp2 + bp + k = 0
with roots

−b  b 2 − 4km
p= .
2m
The mass will eventually return to the equilibrium position. It may or may not pass the equilibrium
position, depending on the values of m, b and k.

Based on the nature of the radical b 2 − 4km we distinguish three cases:

1. b2 − 4km  0  two real, distinct roots;

2. b2 − 4km = 0  two real, equal roots; and
3. b2 − 4km  0  two complex roots.

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4.3.2.1 Overdamped motion
If b2 − 4km  0 the characteristic equation has two distinct, real roots and the general solution has
the form

x(t ) = Ae− p1t + Be p2t .

The damping constant b is usually much larger than the spring constant k and we have smooth, non-
oscillatory motion. Motion such as this is called overdamped motion and lim x(t ) = 0 . The mass
t →

will not "overshoot", that is, it will not move past the equilibrium position.

Example 11
Consider the following initial value problem modelling a vertical spring-mass system:
x + 10 x + 9 x = 0, x(0) = 1, x(0) = 1.
a) Solve the problem.
b) Does the body pass through the equilibrium position? Motivate.
c) Classify the type of motion – motivate!
d) Calculate the maximum displacement of the body.

Since the differential equation is homogeneous and there is a term in x we expect damping.

SOLUTION
a) The characteristic equation is

p 2 + 10 p + 9 = 0

with roots p1 = −1 and p2 = −9 . The general solution is thus

x(t ) = Ae−t + Be−9t

and the exact solution is

x(t ) = 54 e −t − 14 e −9t . (2)

b) The body does not pass through the equilibrium position since

x(t ) = 0  54 e −t = 14 e −9t  e8t = 52  t  −0.2

which is physically irrelevant because t is negative.

c) Since the characteristic equation has two distinct, real roots we have overdamped
motion. Thus, the mass will not pass through the equilibrium position, but slowly
returns to it.
d) To determine the maximum displacement,

x = − 54 e − t + 94 e −9t = 0  t  0.07

and

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 x(0.07)  1.2 .
The body therefore initially moves downward and reaches a maximum displacement
of 1.2 units below the equilibrium position (downward motion is positive). ✔

Error! Reference source not found. depicts the solution graphically. The graph, again, confirms the
theoretical discussion; the curve doesn't intercept the t-axis.

Figure 5 Overdamped motion

Compare the three graphs in Error! Reference source not found.. In all three cases x(0) = 1 . For
curve ➀ x(0) = 1 , for curve ➁ x(0) = 0 and for curve ➂ x(0) = −1 .

➀
➁
➂

Figure 6 Overdamped motion with three different initial velocities

4.3.2.2 Critically damped motion

If b2 − 4km = 0 , then p1 = p2 = − 2bm . The general solution is

− 2bm t
x(t ) = (c1 + tc2 )e .

The system is critically damped because any slight decrease in the damping force would result in
oscillatory motion.

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The motion is similar to that of the overdamped case: The graph returns smoothly to the equilibrium
position as t →  . The mass either does not pass through the equilibrium position or does so one
time at most.

Example 12
Consider the following initial value problem: x + 6 x + 9 x = 0, x(0) = 1, x(0) = 1 .

a) Solve the problem analytically.

b) Will the body pass through the equilibrium position? Motivate!
c) Classify the type of motion – motivate!
SOLUTION
a) The roots of the characteristic equation

p2 + 6 p + 9 = 0

are p1 = p2 = −3 . The analytical solution is

x(t ) = e −3t (1 + 4t ) . (3)

b) The body will pass through the equilibrium position if x(t ) = 0 in Equation (3).
Thus, since e−3t  0 ,

1 + 4t = 0  t = −4 .
Negative values of t have no physical meaning and hence the body will not pass
through the equilibrium position.

c) Since the characteristic equation has two equal roots p1 = p2 = −3 we have

critically damped motion.

Error! Reference source not found. depicts the graph of the solution.

Figure 7 Critically damped motion

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4.3.2.3 Underdamped motion
If b2 − 4km  0  , the roots are complex. The body will oscillate, but the amplitude of the motion
will decrease. This type of motion is called underdamped motion and the amplitude of the
oscillation, called the damped amplitude, will decay to zero after some time. The mass will pass
equilibrium several times.
The motion is not periodic!

Example 13
Consider the following initial value problem: x + 2 x + 9 x = 0, x(0) = 1, x(0) = 1 .

a) Solve the problem analytically.

b) Discuss the motion of the body.
SOLUTION
a) The characteristic equation

p2 + 2 p + 9 = 0

has complex roots p = −1  2 2 j . The analytical solution is thus

 (
x(t ) = e−t cos 2 2t +) 2
2
( )
sin 2 2t  .

b) We observe underdamped motion, that is, the body passes through the equilibrium
2 2 2
position at = cycles per second. The damped amplitude is
2 
R = e − t 1 + 12  1.22e − t . Thus, x(t ) → 0 as t →  .

Error! Reference source not found. shows the graph of the underdamped motion. The dashed lines
depict the curves x = 1.22e−t . Why the 1.22?

Figure 8 Underdamped motion

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4.3.3 Forced/driven motion
Now f (t )  0 in Equation 2, that is

mx + bx + kx = f (t ) . (4)

If f (t ) is periodic, the general solution of Equation (4) is x (t ) = xc + x p where xc is usually (but

not always) nonperiodic and x p is periodic. For large values of t, lim xc = 0 . Thus, for large values
t →

of time, the displacement of the mass is closely approximated by the particular solution x p . The
complementary function xc is called the transient term or transient solution. The particular integral
x p is called the steady-state term or steady-state solution

The effect of the initial conditions on a driven spring-mass system is transient.

Example 14
Describe the motion of the block in a spring-mass system governed by

x + 10x + 9x = cos t
if x(0) = 1 and x(0) = 1 .

SOLUTION
The analytical solution is

19 −t 155 −9t 2 5
x(t ) = e − e + cos t + sin t .
16 656 42 82
The solution consists of two parts:

19 −t 155 −9t
• The transient part xc (t ) = e − e → 0 as t →  ; and
16 656
2 5
• The steady state x p (t ) = cos t + sin t which describes harmonic motion with
42 82
( 422 ) + ( 825 )  0.08 and frequency f = 1/ 2 Hz.
2 2
amplitude R =

NB!
See Error! Reference source not found. for a graphical representation of the solution. Observe the
representation of the initial condition (the intercept with the x-axis) and the initial velocity (slope of
the curve at 𝑡 = 0. Also note how the influence of the initial conditions "disappears" quickly.

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 Figure 9 Forced oscillations

4.4 Electric circuits

The differential equations governing LCR circuits are based on Kirchhoff's second law (Singh, p.
616): The sum of all voltages in a series circuit equals the impressed voltage, E(t), on the circuit.
Let i(t) represent the current in the circuit at time t, while q(t) represents the charge. Recall that

dq
i (t ) = and q =  idt .
dt
You are already familiar with the following.

• Voltage drop across an inductor with inductance L henries:

di d 2q
L =L 2
dt dt

• Voltage drop across a resistor with resistance R ohms:

dq
Ri = R
dt
• Voltage drop across a capacitor with capacitance C farads:
1 1
q =  idt
C C
Thus, the governing equation for an LCR circuit is

d 2q dq 1
L 2
+ R + q = E (t ) . (5)
dt dt C
Now compare Equation (5) to the general equation for a spring-mass system:

mx + bx + kx = f (t ) . (6)

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 Table 4 Comparison of spring-mass systems and electric circuits

Spring-mass system Basic electric circuit

Type of ODE Linear second order with Linear second order with
constant coefficients constant coefficients

Dependent variable Displacement x(t) Charge q(t)

Coefficient of second Mass m > 0 Inductance L > 0

derivative

Coefficient of first derivative Damping constant b > 0 Resistance R > 0

Coefficient of variable Spring constant k > 0 Capacitance C > 0

Forcing function External force f (t) Impressed voltage E(t)

Table 4 shows the analogy between the mechanical and electrical systems: Both systems are governed
by linear, second order ordinary differential equations and the coefficients in both systems are positive
constants. Thus, when analysing solutions, we expect to see various types of damping – just
remember it is charge and current in the circuit and displacement in the spring-mass system.

You should also be able to discuss electric circuits by identifying the various types of damping.

Exercise 11
1. Assume the following initial-value problems represent a body at the bottom of a vertical spring
attached to a fixed support. For each problem, solve the problem and interpret the solution.
Assume downward motion is positive.
1 d 2x 2 4
1.1 2
+ 4 x = 0, x(0) = , x '(0) = −
16 dt 3 3
2
d x dx
1.2 2
+ 5 + 4 x = 0, x(0) = 1, x '(0) = 1
dt dt
2
1 d x dx
1.3 + + 5 x = 0, x(0) = −2, x '(0) = 0
2 dt 2 dt
1 d 2x dx 1
1.4 2
+ 1.2 + 2 x = 5cos 4t , x(0) = , x '(0) = 0
5 dt dt 2
2
d x dx
1.5 2
+ 2 + 2 x = 4 cos t + 2sin t , x(0) = 0, x '(0) = x1 where
dt dt
1.5.1 x1 = 0 ,
1.5.2 x1 = 3 and
1.5.3 x1 = 7 .
2. The following models a body at the end of a horizontal spring attached to a fixed support.
Discuss the motion of the body.
1 d 2x dx
2
+ 2 + 4 x = 0, x(0) = 0, x '(0) = −3
4 dt dt

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3. A 20-kg mass is attached to a spring.
3.1 If the frequency of simple harmonic motion is 2 /  vibrations per second, what is the
spring constant k?
3.2 What is the frequency of simple harmonic motion if the original mass is replaced with a
80-kg mass?

4. A 1-kg mass is attached to a spring whose constant is 16 N/m. The entire system is then
submerged in a liquid that imparts a damping force numerically equal to 10 times the
instantaneous velocity.
4.1 Determine the equation of motion if
4.1.1 the mass is released from rest 1 m below the equilibrium position and
4.1.2 the mass is released 1 m below the equilibrium position with an upward velocity of
12 m/s.
4.2 Determine whether the mass passes through the equilibrium position.
4.3 Calculate the time at which the mass attains its extreme displacement from the
equilibrium position.

5. In the following problems, the given figure represents the graph of the equation of motion for a
mass on a spring suspended vertically from a fixed support with a ball attached to its lower end.
The system is damped; assume downward is positive. Discuss, with motivation, the motion
under the following headings:
a) Is the initial displacement above or below the equilibrium position?
b) Is the mass initially released from rest, heading downward, or heading upward?
5.1 5.2
x 0.1
x

1 t
0 1 2 3 4
0

0.75

0.5 -0.1

0.25

-0.2

0
0 1.25 2.5 3.75 5

-0.3

5.3
x 1

0.5

0
0 1.25 2.5 3.75 5

t
-0.5

-1

-1.5

-2

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Compare the graphs in Question 1.5 above – be sure you know the physical meaning of the different
initial conditions.

4.5 More graphs

 The examples discussed in this section are described in detail in the following book:
Zill, D.G. & Cullen, M.R. 2000. Advanced Engineering Mathemtics. 2nd ed. Jones and
Bartlett: Massachusetts, USA

Example 15
d 2x
Analyse the IVP: + 64 x = 0, x(0) = 23 , x '(0) = − 43
dt 2
SOLUTION
From the IVP:
• Initial displacement 2/3 m below equilibrium
• Initial velocity -4/3 m/s, thus 4/3 m/s upward
• Solution: x(t ) = 23 cos8t − 16 sin8t
• Error! Reference source not found. shows
the graph of the solution
Discussion of the solution:
• Solution may be written as
17
x(t ) = sin(8t + 1.816)
6 Figure 10 The solution of Example 15
• Simple harmonic motion with
( 23 ) + ( − 16 )
2 2
o amplitude A =  0.69 m,
o period T = 2 / 8 =  / 4 seconds and
o frequency f = 4 /  Hz.
• Thus, the mass will move up and down through the equilibrium position "for
ever".
o This is an example of free undamped motion since
• no external forces act on the system and

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 • there is no damping, that is, there are no retarding forces such as friction,
reflected by the absence of a term in dx dt .

 Note the positive x-intercept: x(0) is positive. Also, note the negative slope there: x '(0) is
negative.

Example 16
d 2x dx
Discuss the solution of 2
+ 5 + 4 x = 0, x(0) = 1, x '(0) = 1 .
dt dt
SOLUTION
−t −4 t
Solution: x(t ) = 53 e − 23 e
• Figure 11 shows the graph of the solution
Discussion:
• Smooth, non-oscillatory motion
• Mass doesn't pass the equilibrium position
since x(t ) = 0  e = 52  t  −0.305
3t

which is physically irrelevant

• x(t ) → 0 as t → 
• Steady-state solution: xS = 0
• x ' = 0  t = 13 ln ( 85 )  xmax  1.069
Figure 11 The solution of Example 16
• Thus, the mass attains an extreme
displacement of 1.069 m below the equilibrium position
This is an example of overdamped motion because
• the term in dx dt indicate damping and
• for m2 + 5m + 4 = 0 , b2 − 4ac  0
 Note the positive slope at the x-axis – x'(0) is positive.

Example 17
d 2x dx
Interpret the solution of 2
+ 8 + 16 x = 0, x(0) = 0, x '(0) = −3 .
dt dt
SOLUTION
Solution: x(t ) = −3te−4t
• The figure shows the graph of the solution
Discussion:
• Mass doesn't pass the equilibrium position –
why?
• x(t ) → 0 as t → 
• Steady-state solution: xS = 0
• x ' = 0  t = 14  xmax  −0.276
• Thus, the mass attains an extreme displacement Figure 12 The solution for Example 17
of 0.275 m above the equilibrium position
This is an example of critically damped motion
because

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 • the term in dx
dt indicate damping and
• for m + 8m + 16 = 0 , b2 − 4ac = 0 .
2

Example 18
d 2x dx
Analyse the solution of 2
+ 2 + 10 x = 0, x(0) = −2, x '(0) = 0 .
dt dt
SOLUTION
−t
Solution: x(t ) = e ( −2 cos 3t − 23 sin 3t )
• Figure 13 shows the graph of the solution
Discussion:
• The solution is not periodic
• Solution may also be written as
2 10 −t
x(t ) = e sin(3t + 4.391)
3
• Mass oscillates with damped amplitude
 2 10 −t 
 e  , that is, the "amplitude" of the Figure 13 The solution of Example 18
 3 
vibrations decreases and
• x(t ) → 0 as t → 
• Steady-state solution: xS = 0
• The mass attains an extreme displacement of -2 m above the equilibrium position
This is an example of underdamped motion because
• the term in dx dt indicate damping and
• for m2 + 2m + 10 = 0 , b2 − 4ac  0

Example 19
1 d 2 x 6 dx 1
2
+ + 2 x = 5cos 4t , x(0) = , x '(0) = 0
5 dt 5 dt 2
SOLUTION
 38 86  25 50
Solution: x(t ) = e −3t  cos t − sin t  − cos 4t + sin 4t
 51 51  102 51
• Figure 14 shows the graph of the solution – some negative t values were included to
illustrate the presence of the transient state.

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 Figure 14 The solution of Example 19, as well as the transient
and steady states

Discussion:
• The solution consists of two parts:
 38 86 
o The transient state xT (t ) = xc = e −3t  cos t − sin t  , the complementary
 51 51 
function, is nonperiodic and lim xc = 0
t →

25 50
o The steady state xS (t ) = X = − cos 4t + sin 4t , the particular integral, is
102 51
periodic
• Thus, after some time the displacement of the mass is closely approximated by the
particular solution.
o The effects of the initial conditions are reflected in the complementary function
and thus transient in a driven system
o The system is said to be forced or driven because of the presence of
f (t ) = 5cos 4t

Example 20
Consider the graph of x(t ) = t sin 5t shown in Figure 15. Discuss the properties of the function.
SOLUTION
• Natural frequency: Frequency in the absence of damping
• When the frequency of the external oscillating force is near the natural frequency of a
system resonance may occur, that is, the amplitude of the vibration/oscillation grows
without bounds as is seen in Figure 15.
• The dashed lines, representing 𝑥 = ±𝑡, forms a so-called "envelope" for the curve.

Figure 15 Resonance in Example 20

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Example 21
Consider the graph of x(t ) = sin 2.5t sin 0.25t shown in Figure 16. Discuss the properties of the
function.
SOLUTION
• Note the periodic variation of the amplitude, that is amplitude modulation
• The envelope is determined by x =  sin 0.25t , the red dashed lines in the graph
• This phenomenon is called beats and occurs because the frequency of sin 0.25t is quite
small in comparison to the frequency of sin 2.5t
• The frequency of sin 2.5t is usually close to the natural frequency of the system

Figure 16 The beats from Example 21

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Answers
There may be mistakes in these answers. Kindly inform your lecturer immediately.
Exercise 1

1. 3m2 − 2m + 7 − 0 2. m2 + m − 3 = 0

3. −m2 + 3 = 0 4. 0.5m3 − 3m2 + 5 = 0

5. 2m − 3 = 0 6. 3m2 + m + 7 = 0
Exercise 2

1. y = Ae3 x /2 + Be2 x /3 2. y = Ae7 x + Be− x /2

3. y = A + Be−5t 4. x = Aet + Be2t

y = Ae− x + Be x + Ce−2 x x = A + Be 2 + Ce3t

t
5. 6.

Exercise 3

1. y = ( A + Bx)e5 x 2. y = ( A + Bx)e x /2

3. y = ( A + Bt )e−2t /3 4. x = ( A + Bt )e − t /5

5. y = ( A + Bx)e x + Ce− x 6. y = ( A + Bt )e4t + Ce−2t

Exercise 4

1. y = e3 x ( A cos 2 x + B sin 2 x) 2. y = e−5 x ( A cos x + B sin x)

3. y = e3t ( A cos 2t + B sin 2t ) 4. x = A cos5t + B sin 5t

5. x = A cos 2t + B sin 2t + C 6. y = Aet + B cos 32t + C sin 32t

Exercise 5

1.1 y = Ae−3x + Be x 1.2 y = ( A + Bt )e−t /2

1.3 y = e2 x ( A cos3x + B sin 3x) 1.4  = ( A + Bt )e−t /2

( −3+ ) ( −3− )
 = ( A + Bt )e 4t /3
41t /2 41t /2
1.5 y = Ae + Be 1.6

1.7 x = A cos9t + B sin 9t 1.8  = e−t ( A cos 2t + B sin 2t )

2.1 y = e −3t (3cos 2t + 112 sin 2t ) 2.2 y = e −5t /3 ( 163 t + 2)

2.3 x = cos5t + 15 sin 5t 2.4 x = e −3t (4 cos 2t + 132 sin 2t )

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Exercise 6

1.1 y = Ae3 x + Be x + 2 1.2 y = Ae3 x + Be x + 23 x + 119

2.1 y = ( A + Bt )e3t + 13 2.2 y = ( A + Bt )e3t + 19 t + 11

27

Exercise 7

1.1 y = Ae3 x + Be x + 658 cos 2 x − 651 sin 2 x

1.2 y = Ae3 x + Be x − 151 sin 3 x − 301 cos 3 x

2.1 y = ( A + Bt )e3t + 19 cos 3t

2.2 y = ( A + Bt )e3t + 501 cos t − 507 sin t

Exercise 8

1.1 y = Ae3 x + Be x + 169 e x /3 1.2 y = Ae3 x + Be x + 23 e 4 x

2.1 y = ( A + Bt )e3t + 14 et 2.2 y = ( A + Bt )e3t + 181 e −3t

Exercise 9

1.1 y = Ae3 x + Be x − 14 e x − 12 xe x 1.2 y = Ae3 x + Be x + 12 e3 x − 14 e3 x

2. y = ( A + Bt )e3t + 12 t 2 e3t

Exercise 10

1 1  2
1.1 x = Ae4t + Be3t /2 + t + 1.2 y = Ae− x + Be3 x /2 +  x −  e3 x /2
4 16  5

2
1.3 y = Aet /3 + Btet /3 + t 2et /3 1.4 y = A cos x + B sin x + cos x + 2x sin x
3

1 1 
1.5 x = et  sin t − t cos t + A cos t + B sin t 
4 2 

4x (
3e8 x − 2 Be 4 x + 21)
1
1.6 y = Ae −3 x +
6e
1
1.7 y = Ae2t + Be−3t + cos t − 2t + 7 sin t −
3
1
1.8 y = Ae−t + Bet − et + tet + 2e 2t
2
1 5 −50t 1 −50t 1
2.1 q= − te − e 2.2 x = 2t + 3e − t + t 3 + 5
20 2 20 3

Higher-order ODE's: Undetermined coefficients – EL Voges Page 38 of 39

©Tshwane University of Technology
REFERENCES
The following books were consulted in the compilation of this set of notes. There are many more
books covering this topic in the library on your campus – consult them! You may also "consult"
Google for more examples.

For fun, try IA tools such as ChatGPT … but don't believe everything the bot tells you 😊

• Boyce, W.E. & DiPrima, R.C. 2005. Elementary Differential Equations with Boundary Value
Problems. 8th ed. John Wiley & Sons: Hoboken, NJ.
• Kreyszig, E. 1999. Advanced Engineering Mathematics. 8th ed. John Wiley & Sons: New
York, USA.
• O'Neil, P.V. 1995. Advanced Engineering Mathematics. 4th ed. PWS Publishing Company:
Boston.
• Zill, D.G. & Cullen, M.R. 2000. Advanced Engineering Mathematics. 2nd ed. Jones and
Bartlett Publishers: Boston.

Higher-order ODE's: Undetermined coefficients – EL Voges Page 39 of 39

©Tshwane University of Technology