Solution of Non-Homogeneous Equations

Method of Undetermined Coefficients

Prepared by M.C. Luis E. Castro-Solís

Considerthegeneralnon-homogeneouslinearequationofn-thorderwithcoefficients
constants.

(1) ay+ an-1yn-1 + ... + a1y' + a0y=f(x)

The general solution of (1) is of the form:

(2) y =
c y + yp

where andc,thecomplementaryfunctionisthegeneralsolutionoftheassociatedhomogeneousequation
(1)

(3) anyn+ an-1yn-1 + ... + a1y' + a0y = 0

yy,pitisasimpleparticularsolutionof(1)

The method of undetermined coefficients is a direct way to find andpwhen f(x) at (1) is
simple enough for us to make a well-founded assumption about the shape
generalofandpThe method of undetermined coefficients applies whenever the external function,
f(x)isalinearcombinationof(finite)productsoffunctionsofthetypesa)apolynomialin
x, b) an exponential function, exp(rx), or c) cos(kx), sin(kx), and also ypdoes not satisfy (3) —
as in the case of example 4—.

Example 1.- Let y'' + 3y' + 4y = 3x + 2, find a particular solution.

Solution.- Since f(x) = 3x + 2 we will assume yp= Ax + B, from where y'p=A,y”p= 0;

Substitutingintothedifferentialequation:

[0] + 3[A] + 4[Ax+B] = 3x + 2

4Ax + (3A + 4B) = 3x + 2
4A = 3Ç3A + 4B = 2
3/4

yp= ¾x - 1/16⌫
Example2.-Findaparticularsolutionofy''-4y=2e3x

Solution.- Given that f(x)= 2e3xitisreasonabletoassumeandp= Ae3x, where are you from?p= 3Ae3x,yp=
9Ae3x;

Substitutingintothedifferentialequation:

[9Ae3x] -4[Ae3x] = 2e3x

5Ae3xequals 2e3x
5A = 2
2/5

yp= 2/5 e3x⌫

Example 3.- Find a particular solution of 3y'' + y' - 2y = 2 cos x

Solution.- f(x) = 2cosx®yp=Acos(x)+Bsin(x),y'p-Asenx + Bcosx

yp-Acosx - Bsinx

Substitutingintothedifferentialequation:

3[-Acosx - Bsinx] + [-Asin x + Bcosx] - 2[Acosx + Bsinx] = 2cosx

(-5A + B)cosx + (-A - 5B)senx = 2cosx
2Ç - A - 5B = 0
-5/13

yp-5/13 cosx + 1/13 sinx⌫

The method of indeterminate coefficients is not as simple as it seems, as illustrated by the

nextexample.

Example 4.- Obtain a solution of y'' - 4y = 2e2x

Solution.- f(x) = 2e2x®yp Ae2x,and'p= 2Ae2x,andp=4Ae2xitwouldbeareasonableassumptionifnot

outside because it satisfies the associated homogeneous problem and” - 4y = 0, as will be seen in
continuation,whensubstitutinginthedifferentialequationitremains:

[4Ae2x] - 4[Ae2x] = 2e2x

Thisimpliesthat0=2e2xbut there is no x that satisfies the equation, therefore the assumption is
incorrect; and in fact we demonstrate thatAe2xsatisfies the homogeneous problem.

Wewillassumey=Axe2xp, and'p= 2Axe2x+ Ae2x,yp= 4Axe2x+ 4Ae2x

Substitutingintothedifferentialequation:

4Axe2x+ 4Ae2x4[Axe2x] = 2e2x

4Ae2x= 2e2x
4A = 2
½

yp= ½e2x ⌫

Example5.-Findaparticularsolutionofy''+4y=3x3

Solution.- andp=Ax3+Bx2+ Cx + D, y'p= 3Ax2+ 2Bx + C, y”p= 6Ax + 2B

Substitutingintothedifferentialequation

[6Ax + 2B] + 4[Ax3+Bx2+ Cx + D] = 3x3

4Ax3+ 4Bx2(4C + 6A)x + (4D + 2B) = 3x3
4A = 3Ç4B = 0Ç6A + 4C = 0Ç2B + 4D = 0
3/4

yp= ¾x3- 9/8 x⌫

Example6.-Solvetheinitialvalueproblem

y" - 3y' + 2y = 3e-x-10cos3x

1
y'(0) = 2

Solution.-Wewillfirstsolvethecomplementaryfunction,thatis,theproblem
homogeneous.

y'' - 3y' + 2y = 0
m2- 3m + 2 = 0
(m-1)(m-2) = 0
m1=1, m2=2

yc = C1ex+ C2e2x
to be determined the values C1andC2solving now the forced problem, given that f(x)=3e-x
-10cos3x, we will assume (by linearity)

yp = Ae-x+ Bcos3x + Csin3x

y’p =-Ae-x- 3Bsin3x + 3Ccos3x
yp= Ae-x- 9Bcos3x - 9Csin3x

substitutinginthedifferentialequation:

Ae-x- 9Bcos3x - 9Csen3x] -3[-Ae-x- 3Bsin(3x) + 3Ccos(3x)

+ 2[Ae-x+ Bcos3x + Csen3x] = 3e-x-10cos3x
6Ae-x+ (-7B-9C)cos3x + (-7C+9B)sen3x = 3e-x-10cos3x
6A = 3Ç - 7B - 9C = -10Ç - 7C + 9B = 0
1/2

yp= ½e-x+ 7/13 cos3x + 9/13 sin3x

Thegeneralsolutionofthedifferentialequationisgivenbyy=y+yp c

y = C1ex+ C2e2x+ ½e-x+ 7/13 cos3x + 9/13 sin3x

deriving

y' = C1ex+ 2C2e2x- ½e-x- 21/13 sin(3x) + 27/13 cos(3x)

substitutingtheinitialconditionsinthetwopreviousexpressions

1
1 = C1+ C2+ 27/26

y'(0) = 2
2 = C1+ 2C2+ 41/26

solving for C1, C2:

c1=-½, C2= 6/13

The sought solution is:

y = -½ex+ 6/13 e2x+ ½e-x+ 7/13 cos(3x) + 9/13 sin(3x)⌫

 Non-Homogeneous Linear Equations
Method of Undetermined Coefficients
Prepared by M.C. Luis E. Castro-Solís

Not all equations with variable coefficients can be solved analytically; for certain
forsufficientlysimpletypesofdifferentialequationsitispossibletoobtaintheirsolution;inthecase
Of second-order equations with one known solution, it is possible to acquire a second solution.
linearlyindependentthroughthemethodoforderreduction.

Themethodallows,givenasolutionofalinearordinarydifferentialequation
homogeneousofthe2ndorder,[Link]
canonicalform:

y" + p(x)y' + q(x)y = 0

andasolution

y1(x)

thatistosayand1(x)suchthaty1+p(x)y1' + q(x)y1= 0;Asecond solution is desired in the form of

y2(x)=u(x)y1(x)

Deriving:

y2='uy'1+yu’
1
y2=uy+2y11u+y1u”

Substitutingintothedifferentialequation

uy+
1 2y1u+y1[u]+p(x)[uy1'+yu'
1 ]+q(x)[u(x)y1(x)]=0

Reorganizing terms

u(x)[y1+p(x)y1' + q(x)y1]+u"y+
1 2u’y1' + p(x)u'y1= 0

fall
u" y +1 2u'y1’+ p(x)u’y1= 0

with the order gear reducer, w = u', w' = u''

 y1w' + (2y1' + p(x) y1)w = 0

whatislinearinw,incanonicalform

w’+ [2y1'/y1+ p(x)]w = 0

with integrating factor r(x) = exp(∫P(x)dx)

r(x) = exp[2y]1'/y1+ p(x)]dx = exp(2lny1+op(x)dx) = y12expòp(x)dx

applyingittotheequationinw:

[y12expòp(x)dx]w’ + [y12expòp(x)dx][2y11+ p(x)]w = 0

Itispossibletoidentifytheleftsideasd[wr]:

d[w r] = 0

integrating

wr=C

wy12expòp(x)dx = C

solving for w

w = (C/y12) exp[-òp(x)dx] = u’

Integratingagain

u = Cò{exp[-òp(x)dx]/y12}dx + K

with C=1 and K=0

u = ò{exp[-òp(x)dx]}/y12

andfinaly

y2=u(x)y1

is given by
 2
y2=yò{exp[-òp(x)dx]/y
1 1 }dx

It can be demonstrated that the Wronskian, W(y1an,d2)¹0 and therefore and1y and y are linearly
2
independentsothegeneralsolutionofthedifferentialequationy''+p(x)y'+q(x)y=0
it would be

y(x) = C1y1+ C2y2

for a pair of constants C1andC2.

Example.-Considerthelinearhomogeneousordinarydifferentialequationwithvariablecoefficients:

x2y" - 5xy' + 9y = 0

Noting that the degree of the coefficients corresponds with the order of the derivative (form
equidimensional or Euler-Cauchy), it is possible that its solution is of the form

y1= x r

Deriving

r-1
y'1= rx

r-2
y1= r(r-1)x

SubstitutingintotheDifferentialEquation

x2[r(r-1)x r-2] - 5x[rxr-1 ] + 9[x]

r
= 0

r(r-1)x r - 5rx r+ 9x r= 0

As x¹0"rÎr Â

r(r-1) - 5r + 9 = 0

r2- 6r + 9 = 0

(r-3)2= 0

r1,2= 3 (repeated real roots)

Asolutionwillbe

y1=x3

Using the reduction of order formula, the second solution is:

3 6
y2=xò{exp[-ò(5/x)dx]/x }dx = x3òdx/x = x3lnx

Thegeneralsolutionis:

y = c1x3+ c2x3lnx = x (c1+3 c2lnx)

 Non-Homogeneous Linear Equations
Euler-Cauchy Equation of Order n
Prepared by M.C. Luis E. Castro-Solís

TheequidimensionalorgeneralformoftheEuler-Cauchydifferentialequationofordernis

i (i)
S iaixy = 0 for i = 0, 1, .., n

or expanding the expression

anxny(n)+ an-1xn-1y(n-1) + ... + a2x2y+a1xy' + a0y = 0

r
It is possible to prove that the substitution y = x only produces terms of the same degree (degree r).
r
Consider y = x and its successive derivatives, if they exist:

y = xr
y' = rx r-1
y" = r(r-1)x r-2
y(3) = r(r-1)(r-2)x r-3

y(4) = r(r-1)(r-2)(r-3)x r-4

:
y(n-1)= r(r-1)(r-2)...(r-n+2)x r-n+1
y(n) = r(r-1)(r-2)...(r-n+1)x r-n

SubstitutingintothedifferentialequationofE/C:

anxn[r(r-1)(r-2)...(r-n+1)x r-n
] + a n-1
n-1x r(r-1)(r-2)...(r-n+2)x
r-n+1
]+
2 r-2 r-1 r
... + a2x [r(r-1)x ] + a1x[rx] + a0x = 0

Noticing that the products

r
xnxr-n =xn-1xr-n+1 = ... = x2xr-2 =xxr-1 Invalid input

falls f(r) = 0

anr(r-1)(r-2)...(r-n+1) + an-1r(r-1)(r-2)...(r-n+2)+...+ a2r(r-1)+a1r+ a0= 0

Thisexpressionisanalgebraicexpressionofdegreeninthevariabler;accordingtothefundamentaltheorem.
of algebra, has n roots, r1, r2, ..., rthese roots each provide a solution of the
r
linearly independent form, with which the n-parameter solution of the
Euler-Cauchy equation of order n.

y(x) = c1x r1+ c2x r2+ ... + cxn

Second-order Euler-Cauchy equation

Consider the equidimensional form of the second-order E-C equation.

a2x2y+a1xy' + a0y = 0

Writingincanonicalform

x2y”+Poxy' + Qoy = 0

with Po=(a1/a2) and Qo= (a0/a2)

r
Assumingthatthesubstitutiony=xanditsderivatives satisfytheequation,substituting

y = xr

r-1
y' = rx

r-2
y'' = r(r-1)x

fall

x2r(r-1)x r-1 + P oxrx

r-1
+ Qr ox = 0

r
dividing by x¹0"rÎ Â

f(r) = r(r-1) + Por + Qo= 0

o
f(r) = r2+ (Po - 1)r + Qo= 0

with roots

r1,2= ½(-(Po-1)±[(Po-1)2-4Qo] ½)
Therearethreecasesdependingonwhetherthevalueofthediscriminantargumentisgreaterthan,equalto,orlessthan.
zero.

Distinct real roots and = c1x + c2r1x r2

ï
If (Po-1) -4Qoi = 0, Repeated real roots and = c1x r+ c2x rl n x
2

ï
Complex conjugate roots
y = c1xacos(blnx) + c2xasen(blnx)

Case I (distinct roots) is obtained directly from the substitution we started with. Let's see.
in more detail cases II and III.

Case II. Repeated real roots

r
Ifthevalue(Po-1)2-4Qo= 0®r1= r2= r = -½(P0-1)®y1=c1x

We will use 'order reduction' to calculate a 2nd solution from this. First, let's remember
that the formula of the order reduction method

2
y2=yò[exp(-òp(x)dx)/y
1 1 ]dx

we derive it from the normalized form y” + p(x)y’+ q(x)y = 0; before applying it we must
identify p(x); based on the canonical form we have been working with

x2y”+Poxy' + Qoy = 0

whichisnormalizedto

y" + (Po/x)y’+ (Qo/x2y = 0

it is seen that p(x) = Po/x, from where

r 2r r 2r 2r r -Po
y2=xòexp(-òPo/xdx)/x dx = xòexp(-Poln(x)/x dx = x^o x / x dx

r -Po2[-½(Po-1)] r
y2=xòx /x dx = xòx-Po+Po-1 dx = xòdx/x =r xlnx r

[Link]

y = c1x r+ c2x lrn x

Note - In general, in a C-E equation of order n, if roots of multiplicity m are present, the
the corresponding solution would be:
y(x) = x(c1+r c2lnx+c3(lnx)2+ ... + cm(lnx)m-1)

Case III.- Conjugate complex roots

Ifthevalue(Po-1)2-4Qo< 0®r1,2= a±bi®y = c1xa+bi + c2xa-bi

Theobviousidentityandalnx=xait will be useful in this case, since:

xa±by= e(a±bi)lnx= ealnx ±iblnx

e = ealnx[cos(blnx)±isen(blnx)]

thislastpartwithEuler'sformula,e±ikx= coskx ± isenkx. The general solution is given by:

a
y = ealnx[C1cos(blnx)+C2sen(blnx)] = x [C1cos(blnx)+C2sen(blnx)]

2
Example 1.- Find the general solution of 2x y'' + xy' - 15y = 0

Solution.- The characteristic equation will be:

2r(r-1) + r - 15 = 0
2r2- r - 15 = 0
(2r + 5)(r - 3) = 0
r1-5/2, r2= 3

y(x) = C1x-5/2 x+ C2x3⌫

Example 2.- Find the general solution of x y'' + 7xy' + 13y = 02

Solution.- The characteristic equation will be:

r(r-1) + 7r + 13 = 0
r^2 + 6r + 13 = 0
r=-3±2i

3
y(x) = [C1cos(2lnx) + C2sen(2lnx)]/x⌫

Example3.-Findthegeneralsolutionofxy+6x2y'' + 7xy'3 +(3)y = 0

Solution.- The characteristic equation is:

r(r-1)(r-2) + 6r(r-1) + 7r + 1 = 0
r3+ 3r2+ 3r + 1 = 0
(r+1)3= 0

r = r1= r2= r3-1

Arootofmultiplicity3requiresasecond-degreepolynomial.

y(x) = x (c1+ c2lnx+c3(lnx)2) ⌫

-1