ODE 2nd order: method of undetermined 3/5/2022

coefficients

Method of Undetermined Coefficients

Mathematics Section UniKL MFI

Norhayati Bakri

Second Order Differential Equation

A second order linear differential equation can be
written in the form
𝑑2𝑦 𝑑𝑦
𝑎 2
+𝑏 + 𝑐𝑦 = 𝑑
𝑑𝑥 𝑑𝑥
Where 𝑎, 𝑏, 𝑐 and 𝑑 are constants or functions of 𝑥.
A second order linear differential equation with constant
coefficients is one where 𝑎, 𝑏 and 𝑐 are constants and
𝑑 can be either a constant or a function of 𝑥.

[email protected] 1
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Second order linear differential equation

with constant coefficients – (homogeneous)
A second order linear differential equation with
constant coefficients is said to be homogeneous if
the function on the right side is zero
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0
𝑑𝑥 𝑑𝑥
𝑑 𝑑2
If 𝐷 represents 𝑑𝑥 and 𝐷2 represents 𝑑𝑥2 then the
above equation may be stated as
𝑎𝐷2 + 𝑏𝐷 + 𝑐 𝑦 = 0
This equation is said to be in ‘D-operator’ form.

𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 0 This is only possible if the function

The sum of the three and its derivatives are like terms.
terms must equal zero

A possible solution: 𝑦 = 𝑒 𝑚𝑥
𝑦′ = 𝑚𝑒 𝑚𝑥
𝑦′′ = 𝑚2 𝑒 𝑚𝑥

Substitute into: 𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 0

𝑎𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0

𝑒 𝑚𝑥 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

Since 𝑒 𝑚𝑥 ≠ 0 then 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

[email protected] 2
ODE 2nd order: method of undetermined 3/5/2022
coefficients

𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0
auxiliary equation or characteristic equation
It is a quadratic equation and can be solved using factorization
or quadratic formula. It has two roots, 𝑚1 and 𝑚2 .
• Two real unequal roots: 𝑚1 and 𝑚2
• Two real equal roots: 𝑚1 = 𝑚2
• Two complex roots: 𝑝 ± 𝑖𝑞

Either of the two values of 𝑚 makes the auxiliary

equation equal to zero. Thus, we get two solutions to
𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 0,

𝑦1 = 𝑒 𝑚1 𝑥 and 𝑦2 = 𝑒 𝑚2 𝑥

Case 1: real and unequal roots

If 𝑦1 = 𝑒 𝑚1 𝑥 and 𝑦2 = 𝑒 𝑚2 𝑥 are solutions to 𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 =
0 then 𝑦 = 𝐴𝑦1 + 𝐵𝑦2 is also a solution, where 𝐴 and 𝐵 are
constants.
𝑦 = 𝐴𝑦1 + 𝐵𝑦2
𝑦′ = 𝐴𝑦1 ′ + 𝐵𝑦2 ′
𝑦′′ = 𝐴𝑦1 ′′ + 𝐵𝑦2 ′′
Substitute into: 𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 0
𝑎 𝐴𝑦1 ′′ + 𝐵𝑦2 ′′ + 𝑏 𝐴𝑦1 ′ + 𝐵𝑦2 ′ + 𝑐 𝐴𝑦1 + 𝐵𝑦2 = 0
+ 𝐵 𝑎𝑦2 ′′ + 𝑏𝑦2 ′ + 𝑐𝑦2 = 0
𝐴 0 +𝐵 0 =0

The complete solution is of the form, 𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥

[email protected] 3
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 1
𝑑2𝑦 𝑑𝑦
Solve 4 − 𝑦 = 0 given = −2 , 𝑦 = 2 when 𝑥 = 0
𝑑𝑥 2 𝑑𝑥

Write in ‘D-operator’ form: 4𝐷2 − 1 𝑦 = 0

Auxiliary equation: 4𝑚2 − 1 = 0
Using 2𝑚 + 1 2𝑚 − 1 = 0
Factorization:
1 1
𝑚 = − ,𝑚 =
2 2
1 1
General Solution: 𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 2𝑥

Example 1 … continue
𝑑𝑦
given initial condition: 𝑦 = 2 given initial condition: = −2
𝑑𝑥
when 𝑥 = 0 when 𝑥 = 0

1 1 𝑑𝑦 𝟏 𝟏
General 𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑒 2𝑥 = −𝟏𝟐𝐴𝑒 −𝟐𝑥 + 𝟏𝟐𝐵𝑒 𝟐𝑥
Solution: differentiate 𝑑𝑥
2 = 𝐴𝑒 𝟎 + 𝐵𝑒 𝟎
−2 = −𝟏𝟐𝐴𝑒 𝟎 + 𝟏𝟐𝐵𝑒 𝟎
𝐴+𝐵 =2
−𝐴 + 𝐵 = −4

Solve the equations simultaneously using substitution / elimination

method, Cramer’s rule or use your calculator.
𝐴 = 3 , 𝐵 = −1
1 1
Particular
Solution:
𝑦 = 3𝑒 −2𝑥 − 𝑒 2𝑥

[email protected] 4
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Case 2: real and equal roots

If the auxiliary equation has two real equal roots, the solution
becomes, 𝑦 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑒 𝑚𝑥 .

𝑦 = 𝐴 + 𝐵 𝑒 𝑚𝑥 𝑦 = 𝐶𝑒 𝑚𝑥
cannot be a complete solution
for a second order equation

Assume a second solution: 𝑦 = 𝑢𝑒 𝑚𝑥 𝑢 is a function of 𝑥

𝑦 ′ = 𝑢′𝑒 𝑚𝑥 + 𝑢𝑚𝑒 𝑚𝑥
𝑦 ′′ = 𝑢′′𝑒 𝑚𝑥 + 𝑢′𝑚𝑒 𝑚𝑥 + 𝑢′𝑚𝑒 𝑚𝑥 + 𝑢𝑚2 𝑒 𝑚𝑥
𝑦 ′′ = 𝑢′′𝑒 𝑚𝑥 + 2𝑢′𝑚𝑒 𝑚𝑥 + 𝑢𝑚2 𝑒 𝑚𝑥

Substitute into: 𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 0

𝑎 𝑢′′𝑒 𝑚𝑥 + 2𝑢′𝑚𝑒 𝑚𝑥 + 𝑢𝑚2 𝑒 𝑚𝑥 + 𝑏 𝑢′𝑒 𝑚𝑥 + 𝑢𝑚𝑒 𝑚𝑥 + 𝑐 𝑢𝑒 𝑚𝑥 = 0

𝑒 𝑚𝑥 𝑎𝑢′′ + 2𝑎𝑢′𝑚 + 𝑎𝑢𝑚2 + 𝑏𝑢′ + 𝑏𝑢𝑚 + 𝑐𝑢 = 0

𝑒 𝑚𝑥 𝑎𝑢′′ + 2𝑎𝑚 + 𝑏 𝑢′ + 𝑎𝑚2 + 𝑏𝑚 + 𝑐 𝑢 = 0

*note 1: 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0
*note 2: 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 has two equal roots
𝑏
𝑚=−
2𝑎
Hence, 2𝑎𝑚 + 𝑏 = 0

The equation becomes: 𝑒 𝑚𝑥 𝑎𝑢′′ = 0

Since 𝑒 𝑚𝑥 ≠ 0 then 𝑎𝑢′′ = 0

[email protected] 5
ODE 2nd order: method of undetermined 3/5/2022
coefficients

𝑢 is a function of 𝑥
𝑎𝑢′′ = 0
The second derivative of 𝑢 is zero

න 𝑢′′ 𝑑𝑥 = න 0 𝑑𝑥 𝑢′ = 𝑐

න 𝑢′ 𝑑𝑥 = න 𝑐 𝑑𝑥 𝑢 = 𝑐𝑥

If 𝑦 = 𝐴𝑒 𝑚𝑥 is one of the solution, then the other solution is

𝑦 = 𝐵𝑥𝑒 𝑚𝑥

The complete solution is of the form, 𝑦 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑥𝑒 𝑚𝑥

𝑦 = 𝐴 + 𝐵𝑥 𝑒 𝑚𝑥

Example 2

𝑑2𝑦 𝑑𝑦
Solve − 10 + 25𝑦 = 0
𝑑𝑥 2 𝑑𝑥

Write in ‘D-operator’ form: 𝐷2 − 10𝐷 + 25 𝑦 = 0

Auxiliary equation: 𝑚2 − 10𝑚 + 25 = 0

Using 𝑚−5 𝑚−5 =0

Factorization:
𝑚 = 5,𝑚 = 5

General Solution: 𝑦 = 𝐴𝑥 + 𝐵 𝑒 5𝑥

[email protected] 6
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Case 3: complex roots

If the auxiliary equation has two complex roots, the solution
becomes, 𝑦 = 𝐴𝑒 𝑝+𝑖𝑞 𝑥 + 𝐵𝑒 𝑝−𝑖𝑞 𝑥 .

𝑦 = 𝐴𝑒 𝑝𝑥 𝑒 𝑖𝑞𝑥 + 𝐵𝑒 𝑝𝑥 𝑒 −𝑖𝑞𝑥
𝑦 = 𝑒 𝑝𝑥 𝐴𝑒 𝑖𝑞𝑥 + 𝐵𝑒 −𝑖𝑞𝑥

Using Euler’s Formula: 𝑒 𝑖𝜃 = 𝑐𝑜𝑠 𝜃 + 𝑖𝑠𝑖𝑛 𝜃

𝑦 = 𝑒 𝑝𝑥 𝐴 𝑐𝑜𝑠 𝑞𝑥 + 𝑖𝑠𝑖𝑛 𝑞𝑥 + 𝐵 𝑐𝑜𝑠 𝑞𝑥 − 𝑖𝑠𝑖𝑛 𝑞𝑥

𝑦 = 𝑒 𝑝𝑥 𝐴 + 𝐵 𝑐𝑜𝑠 𝑞𝑥 + 𝑖 𝐴 − 𝐵 𝑠𝑖𝑛 𝑞𝑥

The complete solution is of the form,

𝑦 = 𝑒 𝑝𝑥 𝐶𝑐𝑜𝑠 𝑞𝑥 + 𝐷𝑠𝑖𝑛 𝑞𝑥

Example 3

𝑑2𝑦 𝑑𝑦
Solve − 4 + 13𝑦 = 0
𝑑𝑥 2 𝑑𝑥

Write in ‘D-operator’ form: 𝐷2 − 4𝐷 + 13 𝑦 = 0

Auxiliary equation: 𝑚2 − 4𝑚 + 13 = 0

− −4 ± −4 2 − 4 1 13
Using Quadratic 𝑚=
formula: 2 1
4 ± −36
=
2
𝑚 = 2 ± 𝑖3

General Solution: 𝑦 = 𝑒 2𝑥 𝐴𝑐𝑜𝑠 3𝑥 + 𝐵𝑠𝑖𝑛 3𝑥

[email protected] 7
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Procedure to solve Differential Equations of the form

𝑑2𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0
𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
• Rewrite the differential equations 𝑎 2 + 𝑏 + 𝑐𝑦 = 0
𝑑𝑥 𝑑𝑥
as 𝑎𝐷 2 + 𝑏𝐷 + 𝑐 𝑦 = 0
• Substitute 𝑚 for 𝐷 and solve the auxiliary equation
𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 for 𝑚
• If the roots of the auxiliary equation are:
 Real and unequal (𝑚 = 𝛼 , 𝑚 = 𝛽), 𝑦 = 𝐴𝑒 𝛼𝑥 + 𝐵𝑒 𝛽𝑥
the general solution is

 Real and equal (𝑚 = 𝛼 , 𝑚 = 𝛼), 𝑦 = 𝐴𝑥 + 𝐵 𝑒 𝛼𝑥

the general solution is

 Complex (𝑚 = 𝛼 ± 𝑖𝛽), the 𝑦 = 𝑒 𝛼𝑥 𝐴𝑐𝑜𝑠 𝛽𝑥 + 𝐵𝑠𝑖𝑛 𝛽𝑥

general solution is

• Given boundary condition/initial condition, constants 𝐴, 𝐵 .. may be

determined and the particular solution of DE is obtained.

Second order linear differential equation

with constant coefficients – (nonhomogeneous)
A second order linear differential equation with
constant coefficients is said to be nonhomogeneous
if the function on the right side is not zero
𝑑2𝑦 𝑑𝑦
𝑎 2
+𝑏 + 𝑐𝑦 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥

If we make the substitution 𝑦 = 𝑢 + 𝑣 , then

𝑑2 𝑢 + 𝑣 𝑑 𝑢+𝑣
𝑎 + 𝑏 +𝑐 𝑢+𝑣 =𝑓 𝑥
𝑑𝑥 2 𝑑𝑥

[email protected] 8
ODE 2nd order: method of undetermined 3/5/2022
coefficients

𝑑2 𝑢 𝑑𝑢 𝑑2𝑣 𝑑𝑣
𝑎 2 +𝑏 + 𝑐𝑢 + 𝑎 2+𝑏 + 𝑐𝑣 =𝑓 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑2𝑣 𝑑𝑣
Then either one is 𝑓 𝑥 . If we let 𝑎 2+𝑏 + 𝑐𝑣 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥
𝑑2𝑢 𝑑𝑢
Then 𝑎 2+𝑏 + 𝑐𝑢 = 0
𝑑𝑥 𝑑𝑥

𝑑2𝑢 𝑑𝑢
The general solution of 𝑎 2+𝑏 + 𝑐𝑢 = 0
𝑑𝑥 𝑑𝑥
contains two unknowns.
The method of solution of this equation is the same as the
homogeneous type. The function 𝑢 is called the
‘complementary function’ .

𝑑2𝑣 𝑑𝑣
The solution of 𝑎 2+𝑏 + 𝑐𝑣 = 𝑓 𝑥 which is 𝑣 ,
𝑑𝑥 𝑑𝑥
is called the ‘particular integral’ .

Hence, the general solution of a non homogeneous second

order differential equation with constant coefficients
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥
is given by the sum of the ‘complementary function’ and
the ‘particular integral’,

𝑦 =𝑢+𝑣
𝑦 = 𝑦𝑐 + 𝑦𝑝

[email protected] 9
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Method of Undetermined Coefficients

The method of undetermined coefficients is a technique for
finding the particular integral to a nonhomogeneous linear
constant-coefficient differential equation. This method is
based on making ‘good guesses’.
𝑑2 𝑦 𝑑𝑦
𝑎 2
+𝑏 + 𝑐𝑦 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥
We use this method when the left side of the differential
equation has constant coefficients and the right side is an
exponential, sine, cosine, polynomials, or sums/products of
these functions.

Table of ‘guess solutions’ 𝑦𝑝 corresponding to the different

cases of 𝑓 𝑥
Type of function on the RHS of the Suggested particular integral based on 𝑓 𝑥 on
equation, 𝑓 𝑥 the RHS of the equation

𝑓 𝑥 is a constant, 𝑓 𝑥 = 𝑘 𝑣=𝐶

𝑓 𝑥 is a polynomial,
𝑓 𝑥 = 𝑎𝑥, 𝑓 𝑥 = 𝑎𝑥 + 𝑏 Linear, 𝑣 = 𝐶𝑥 + 𝐷
𝑓 𝑥 = 𝑎𝑥 2 , 𝑓 𝑥 = 𝑎𝑥 2 + 𝑏𝑥, Quadratic, 𝑣 = 𝐶𝑥 2 + 𝐷𝑥 + 𝐸
𝑓 𝑥 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐

𝑓 𝑥 is exponential, 𝑓 𝑥 = 𝑎𝑒 𝑥 𝑣 = 𝐶𝑒 𝑥

𝑓 𝑥 is a trigonometry
𝑓 𝑥 = 𝑎𝑠𝑖𝑛 𝑝𝑥 , 𝑓 𝑥 = 𝑎𝑐𝑜𝑠 𝑝𝑥 𝑣 = 𝐶𝑠𝑖𝑛 𝑝𝑥 + 𝐷𝑐𝑜𝑠 𝑝𝑥
𝑓 𝑥 = 𝑎𝑠𝑖𝑛 𝑝𝑥 + 𝑏𝑐𝑜𝑠 𝑝𝑥
𝑓 𝑥 is a sum,
𝑣 = 𝐶𝑥 2 + 𝐷𝑥 + 𝐸 + 𝐹𝑠𝑖𝑛 𝑝𝑥 + 𝐺𝑐𝑜𝑠 𝑝𝑥
𝑓 𝑥 = 𝑎𝑥 2 + 𝑏𝑠𝑖𝑛 𝑝𝑥
𝑓 𝑥 is a product,
𝑣 = 𝑒 𝑥 𝐶𝑠𝑖𝑛 𝑝𝑥 + 𝐷𝑐𝑜𝑠 𝑝𝑥
𝑓 𝑥 = 𝑎𝑒 𝑥 𝑐𝑜𝑠 𝑝𝑥

[email protected] 10
ODE 2nd order: method of undetermined 3/5/2022
coefficients

• If the DE: 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑥 2 + 3𝑥 then we would

guess 𝑦𝑝 = 𝐶𝑥 2 + 𝐷𝑥 + 𝐸 where 𝐶, 𝐷, 𝐸 are constants
to be determined.
• If the DE: 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑒 6𝑥 or 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 34𝑒 6𝑥
then 𝑦𝑝 = 𝐶𝑒 6𝑥 where 𝐶 is the constant to be determined.

• If the DE: 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑒 6𝑥 + 3𝑠𝑖𝑛 2𝑥 then

𝑦𝑝 = 𝐶𝑒 6𝑥 + 𝐷𝑠𝑖𝑛 2𝑥 + 𝐸𝑐𝑜𝑠 2𝑥

• If the DE: 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑒 6𝑥 𝑐𝑜𝑠 3𝑥 then

𝑦𝑝 = 𝑒 6𝑥 𝐶𝑠𝑖𝑛 3𝑥 + 𝐷𝑐𝑜𝑠 3𝑥

Example 4

𝑑2 𝑦 𝑑𝑦
Solve + 5 + 6𝑦 = 2𝑥
𝑑𝑥 2 𝑑𝑥

Get the ‘complementary 𝑑2𝑢 𝑑𝑢

2
+5 + 6𝑢 = 0
function’: 𝑑𝑥 𝑑𝑥
Write in ‘D-operator’ form:

𝐷2 + 5𝐷 + 6 𝑢 = 0
Auxiliary
equation: 𝑚2 + 5𝑚 + 6 = 0
𝑚+3 𝑚+2 =0 Using
Factorization
𝑚 = −3 , 𝑚 = −2

complementary
function
𝑢 = 𝐴𝑒 −3𝑥 + 𝐵𝑒 −2𝑥

[email protected] 11
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 4 … continue

Get the ‘particular integral’:

Since the term on the RHS is a

𝑑2𝑣 𝑑𝑣 linear function, let the particular
+ 5 + 6𝑣 = 2𝑥 integral also be a linear function,
𝑑𝑥 2 𝑑𝑥 𝑣 = 𝐶𝑥 + 𝐷

𝐷 𝐶𝑥 + 𝐷 = 𝐶
using ‘D-operator’ form:
𝐷2 𝐶𝑥 + 𝐷 = 0
𝐷2 + 5𝐷 + 6 𝑣 = 2𝑥
𝐷2 + 5𝐷 + 6 𝐶𝑥 + 𝐷 = 2𝑥

𝐷2 𝐶𝑥 + 𝐷 + 5𝐷 𝐶𝑥 + 𝐷 + 6 𝐶𝑥 + 𝐷 = 2𝑥

0 + 5𝐶 + 6𝐶𝑥 + 6𝐷 = 2𝑥

Example 4 … continue

0 + 5𝐶 + 6𝐶𝑥 + 6𝐷 = 2𝑥

Compare the
coefficients of each
𝑥: 6𝐶 = 2 1 5
𝐶= ,𝐷 = −
terms on both sides
𝑐𝑜𝑛𝑠 : 5𝐶 + 6𝐷 = 0 3 18
of the equations:

Particular 1 5
integral 𝑣 = 𝐶𝑥 + 𝐷 𝑣= 𝑥−
3 18

General Solution: 𝑦 =𝑢+𝑣

1 5
𝑦 = 𝐴𝑒 −3𝑥 + 𝐵𝑒 −2𝑥 + 𝑥 −
3 18

[email protected] 12
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 5
𝑑2𝑦 𝑑𝑦
Solve 2
−2 + 𝑦 = 10𝑐𝑜𝑠 2𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦
given that 𝑑𝑥 = 0 , 𝑦 = 1 when 𝑥 = 0

𝑑2𝑢 𝑑𝑢
Get the ‘complementary −2 +𝑢 =0
𝑑𝑥 2 𝑑𝑥
function’:
Write in ‘D-operator’ form:

𝐷2 − 2𝐷 + 1 𝑢 = 0
Auxiliary
equation: 𝑚2 − 2𝑚 + 1 = 0
𝑚−1 𝑚−1 =0 Using
𝑚 = 1 ,𝑚 = 1 Factorization
complementary
function 𝑢 = 𝐴𝑥 + 𝐵 𝑒 𝑥

Example 5 … continue

Get the ‘particular integral’:

Since the term on the RHS is
𝑑2𝑣 𝑑𝑣 a trigonometric function, let
the particular integral also be
− 2 + 𝑣 = 10𝑐𝑜𝑠 2𝑥
𝑑𝑥 2 𝑑𝑥 a trigonometric function,
𝑣 = 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥
using ‘D-operator’ form:

𝐷2 − 2𝐷 + 1 𝑣 = 10𝑐𝑜𝑠 2𝑥
𝐷2 − 2𝐷 + 1 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 = 10𝑐𝑜𝑠 2𝑥

𝐷2 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 − 2𝐷 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥

+ 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 = 10𝑐𝑜𝑠 2𝑥

[email protected] 13
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 5 … continue

𝐷2 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 − 2𝐷 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥

+ 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 = 10𝑐𝑜𝑠 2𝑥
𝐷 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 = 2𝐶𝑐𝑜𝑠 2𝑥 − 2𝐷𝑠𝑖𝑛 2𝑥
𝐷2 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 = −4𝐶𝑠𝑖𝑛 2𝑥 − 4𝐷𝑐𝑜𝑠 2𝑥

−4𝐶𝑠𝑖𝑛 2𝑥 − 4𝐷𝑐𝑜𝑠 2𝑥 − 2 2𝐶𝑐𝑜𝑠 2𝑥 − 2𝐷𝑠𝑖𝑛 2𝑥

+ 𝐶𝑠𝑖𝑛 2𝑥 + 𝐷𝑐𝑜𝑠 2𝑥 = 10𝑐𝑜𝑠 2𝑥

Compare the
coefficients of each
𝑐𝑜𝑠 2𝑥 : −4𝐷 − 4𝐶 + 𝐷 = 10
terms on both sides
of the equations: 𝑠𝑖𝑛 2𝑥 : −4𝐶 + 4𝐷 + 𝐶 = 0

Example 5 … continue

−4𝐶 − 3𝐷 = 10 8 6
𝐶=− ,𝐷 = −
−3𝐶 + 4𝐷 = 0 5 5

Particular
integral 𝑣 = 𝐶𝑠𝑖𝑛(2𝑥)+𝐷𝑐𝑜𝑠(2𝑥)
8 6
𝑣 = − 𝑠𝑖𝑛(2𝑥) − 𝑐𝑜𝑠(2𝑥)
5 5

General Solution: 𝑦 =𝑢+𝑣

8 6
𝑦 = 𝐴𝑥 + 𝐵 𝑒 𝑥 − 𝑠𝑖𝑛(2𝑥) − 𝑐𝑜𝑠(2𝑥)
5 5

[email protected] 14
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 5 … continue
• 𝑦 = 1 when 𝑥 = 0
General 0
8 6
1= 𝐴 0 +𝐵 𝑒 − 𝑠𝑖𝑛(2 0 ) − 𝑐𝑜𝑠(2 0 )
Solution: 5 5
6 11
1=𝐵− 𝐵=
5 5
𝑑𝑦
• 𝑑𝑥 = 0 when 𝑥 = 0
8 6
General 𝑦 = 𝐴𝑥 + 𝐵 𝑒 𝑥 − 𝑠𝑖𝑛(2𝑥) − 𝑐𝑜𝑠(2𝑥)
Solution: 5 5
Derivative 𝑑𝑦 𝑥 𝑥 16 12
of General = 𝐴𝑒 + 𝐴𝑥 + 𝐵 𝑒 − 5 𝑐𝑜𝑠(2𝑥) + 𝑠𝑖𝑛(2𝑥)
𝑑𝑥 5
Solution:
0 0
16 12
0 = 𝐴𝑒 + 𝐴 0 + 𝐵 𝑒 − 𝑐𝑜𝑠(0) + 𝑠𝑖𝑛(0)
5 5
16
0=𝐴+𝐵− 𝐴=1
5
Particular 11 𝑥 8 6
Solution:
𝑦 = 𝑥 + 𝑒 − 𝑠𝑖𝑛(2𝑥) − 𝑐𝑜𝑠(2𝑥)
5 5 5

Example 6
𝑑2 𝑦 𝑑𝑦
Solve 2
− = 𝑒 3𝑥 + 6𝑦
𝑑𝑥 𝑑𝑥

Get the ‘complementary

function’:

[email protected] 15
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 6 … continue

Get the ‘particular integral’:

• Sometimes the guess 𝑦𝑝 from the table won’t work

because the function overlaps with the solution to the
homogeneous differential equation, 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0.
In this case, take the function 𝑦𝑝 and multiply it by 𝑥 and
use it as the new guess.
𝑦′′ − 5𝑦′ + 4𝑦 = 𝑒 𝑥
Solving 𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 0 produces 𝑢 = 𝐴𝑒 4𝑥 + 𝐵𝑒 𝑥
Our guess 𝑦𝑝 = 𝐶𝑒 𝑥 won’t work.
New guess 𝑦𝑝 = 𝐶𝑥𝑒 𝑥 should work.
• If the new guess still doesn’t work, then multiply it by 𝑥
again and so on.

[email protected] 16
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Example 6 … redo

Get the ‘particular integral’:

Example 6 … redo

[email protected] 17
ODE 2nd order: method of undetermined 3/5/2022
coefficients

Procedure to solve Differential Equations of the form

𝑑2𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥
• Rewrite the differential equations as 𝑎𝐷 2 + 𝑏𝐷 + 𝑐 𝑦 = 𝑓 𝑥
• Substitute 𝑚 for 𝐷 and solve the auxiliary equation 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0
for 𝑚
• Obtain the ‘complementary function’ 𝑢 using the same process as
the homogeneous second order differential equation.
• Determine the ‘particular integral’ 𝑣 by assuming a particular
integral suggested by 𝑓 𝑥 which contains undetermined coefficients.
Refer to table ‘suggested substitutions for different functions of 𝑓 𝑥 ’
• Substitute the suggested particular integral into the differential
equation 𝑎𝐷2 + 𝑏𝐷 + 𝑐 𝑣 = 𝑓 𝑥 and equate relevant coefficients to
determine the constants introduced.
• The general solution is given by 𝑦 = 𝑪𝑭 + 𝑷𝑰 that is 𝑦 = 𝑢 + 𝑣
• Given boundary conditions, constants in the complementary function
may be determined and the particular solution of the differential
equation is obtained.

[email protected] 18