Method of undetermined coefficients

I A method to find particular solution of nonhomogeneous

equations.

I Applicable when RHS of given nonhomogeneous eq. has a

specific form such as

ke rx , kx n , k cos ωx, k sin ωx, ke rx cos ωx, ke rx sin ωx, ke rx x n ,

and so on.

I May run into issues if the choice of yp made in the method

(depending on RHS) happens to be a solution of the

corresponding homogeneous eq.

Example 1

Find a particular solution of the DE y 00 − 3y 0 − 4y = 3e 2x .

Will search for a solution of the form yp = ke 2x , k being a
constant. For this to be a solution, yp00 − 3yp0 − 4yp = 3e 2x , or

1
(4k − 6k − 4k)e 2x = 3e 2x =⇒ k = − .
2

Hence yp = − 12 e 2x is a particular solution of y 00 − 3y 0 − 4y = 3e 2x .

Example 2

Find a particular solution of y 00 + 2y 0 + 5y = 3 cos 2t.

In this case, set yp (t) = a cos 2t + b sin 2t. Then,

yp0 (t) = −2a sin 2t + 2b cos 2t, yp00 (t) = −4a cos 2t − 4b sin 2t.

Substituting above in yp00 + 2yp0 + 5y = 3 cos 2t, we get

(a + 4b) cos 2t + (−4a + b) sin 2t = 3 cos 2t.

3 12
Now a + 4b = 3, −4a + b = 0 =⇒ a = 17 , b = 17 .

3 12
A particular solution is: yp (t) = 17 cos 2t + 17 sin 2t.
Example 3

Find a particular solution of y 00 − 5y 0 + 6y = 4t 2 − 1.

Set yp (t) = at 2 + bt + c. Substituting in yp00 − 5yp0 + 6yp = 4t 2 − 1,

6at 2 + (−10a + 6b)t + (2a − 5b + 6c) = 4t 2 − 1.

So 6a = 4, −10a + 6b = 0, 2a − 5b + 6c = −1

The above will give a = 23 , b = 10

9 ,c = 29
54 .

A particular solution is: yp (t) = 32 t 2 + 10

9 t + 29
54 .
Example 4

Find a particular solution of y 00 − y 0 − 2y = 2e t cos 3t.

Set yp (t) = ae t cos 3t + be t sin 3t. Then,

yp0 (t) = (a + 3b)e t cos 3t + (−3a + b)e t sin 3t,

yp0 (t) = (−8a + 6b)e t cos 3t + (−6a − 8b)e t sin 3t.

Now substituting in yp0 − yp0 − 2yp = 2e t cos 3t we get

(−11a + 3b)e t cos 3t + (−3a − 11b)e t sin 3t = 2e t cos 3t

Now −11a + 3b = 2, − 3a − 11b = 0 =⇒ a = − 11

65 , b =
3
65

A particular solution is : yp = − 11 t
65 e cos 3t +
3 t
65 e sin 3t.
Method of undetermined coefficients for additive non
homogeneous part

Suppose r (x) = r1 (x) + r2 (x) + · · · + rn (x), where the ri (x) are

e ax , sin ax, cos ax, polynomials in x, or products of these.

If yi (x) is a particular solution of the each sub problem,

y 00 + py 0 + qy = ri (x), i = 1, 2, · · · , n,

then:
y (x) = y1 (x) + y2 (x) + · · · + y (x)
is a particular solution of

y 00 + py 0 + qy = r (x).
Example

Find a particular solution of

y 00 − 3y 0 − 4y = 3e 2x + 2 sin x + 4x 2 − 1 − 8e x cos 2x.

Here, r (x) = r1 (x) + r2 (x) + r3 (x) + r4 (x),

r1 (x) = 3e 2x ., r2 (x) = 2 sin x, r3 (x) = 4x 2 − 1 and

r4 (x) = −8e x cos 2x.

We can show that (exercise) yi is a the particular solution of

y 00 − 3y 0 − 4y = ri (x), i = 1, 2, 3, 4,
5
where y1 (x) = − 12 e 2x , y2 (x) = − 17 sin x + 3
17 cos x,

y3 (x) = −x 2 + 32 x − 11
8 , y4 (x) = 10 x
13 e cos 2x + 2 x
13 e sin 2x.
Example

Thus a particular solution of

y 00 − 3y 0 − 4y = r (x) = 3e 2x + 2 sin x + 4x 2 − 1 − 8e x cos 2x

is given by

y (x) = y1 (x) + y2 (x) + y3 (x) + y4 (x)

1 5 3 3 11
= − e 2x − sin x + cos x − x 2 + x −
2 17 17 2 8
10 x 2 x
+ e cos 2x + e sin 2x.
13 13
Special cases for Undetermined coefficient

Example 1. Find the general and a particular solution of the DE

y 00 + 5y 0 + 6y = e −3x .

Will search for a solution of the form yp = ke −3x . For this to be a

solution, (ke −3x )00 + 5(ke −3x )0 + 6ke −3x = e −3x , which will gives
0 = e −3x (please check), this is not possible.

The above happened because e −3x and e −2x (please check) are
the two fundamental solutions of the associated homogeneous eq.

y 00 + 5y 0 + 6y = 0.
Special cases for Undetermined coefficient

Now we will try with yp = kxe −3x . Now

yp0 = ke −3x − 3kxe −3x , yp00 = −6ke −3x + 9kxe −3x.

After substituting in yp00 + 5yp0 + 6yp = e −3x we will get k = −1

(please check).

Therefore yp = −xe −3x is a particular solutions of the ODE

y 00 + 5y 0 + 6y = e −3x .
Special cases for Undetermined coefficient

Example 2 Find a particular solutions of y 00 + 4y = 3 cos 2x.

Let yp = a cos 2x + b sin 2x be a particular solution. Then

yp00 + 4yp = 3 cos 2x will give

(−4a cos 2x − 4b sin 2x) + 4(a cos 2x + b sin 2x) = 3 cos 2x,

which will imply 0 = 3 cos 2x, it is not possible.

The above happened because sin 2x and cos 2x (please check) are
two fundamental solutions of the associated homogeneous ODE
y 00 + 4y = 0.
Special cases for Undetermined coefficient

Now we modified the solutions as : yp = ax cos 2x + bx sin 2x.

yp0 = (a + 2bx) cos 2x + (b − 2ax) sin 2x and

yp00 = 4(b − ax) cos 2x − 4(a + bx) sin 2x.

Now substituting in yp00 + 4yp = 3 cos 2x we will get (please check)

3
b= and a = 0.
4
Therefore yp (x) = 34 x sin 2x is a particular solutions of the ODE

y 00 + 4y = 3 cos 2x