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y = yc + yp
where yc is the complementary function of 1) i.e. the general solution to the associated homogeneous equation
and yp is a particular solution. We already know how to obtain the complementary function yc so we will focus
on techniques for obtaining a particular solution yp.
a single root m = a of the auxiliary equation f(x) = 0 gives rise to a term c1eax
n repeated 0 roots, m = 0, 0, .... , 0 give rise to c1 + c2x + c3 x2 + ...... +cnxn -1
the roots m = - i, i give rise to c1cos x + c2sin x
Problem. Find a homogeneous linear equation with constant coefficients which has as a particular solution
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
y = 3e4x + 2x2
Solution. A single root m = 4 will give rise to a term c1e4x. A triple 0 root m = 0, 0, 0 will give rise to a term
c2x2. Thus the equation
D3(D - 4)y = 0
will contain a particular solution of the required form. Its general solution is
y = 3e4x + 2x2 .
Let us now consider the problem of finding a particular solution of the equation
3) m = 0, 0, 1
4) yc = c1 + c2x + c3ex .
We wish to find a particular solution yp. The first step in the procedure is to find that homogeneous linear
differential equation with constant coefficients which has as a particular solution the right-hand side of 2) i.e. the
function G(x) = 3ex + sin x. It will be an equation whose auxiliary equation has the roots
6) m' = 1, i
7) (D - 1)(D2 + 1) y = 0
If now we multiply both sides of equation 2) by the differential operator (D - 1)(D2 + 1) we will annihilate the
right member of 2) and obtain
8) (D - 1)(D2 + 1)D2(D - 1) y = 0
Any solution of 2) must satisfy 8) i.e. the solution set of 2) is a subset of the solution set of 8).
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
The general solution of 8) can be written down at once from the roots of its auxiliary equation, those roots being
the values m = 0, 0, 1 along with m' = 1, i . Thus the general solution is
y = yc + yp
where
yc = c1 + c2x + c3ex .
The particular solution yp of 2) must then consist of at most the remaining terms in 9) i.e. it must be of the form
It remains only to determine the values of the coefficients A, B, C by substitution of 10) into the original
equation
Since 11) is an identity and since ex, sin x and cos x are linearly independent, corresponding coefficients in the
two members of 11) must be equal. Consequently
A=3
B+C=1
B-C=0.
Thus A = 3, B = 1/2, C = 1/2. Substituting into 10) we obtain the particular solution
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
More detail on the underlying theory. Let us now consider the underlying theory of the above method
in more detail. Consider the equation
where f(D) is a polynomial in the operator D. Let the roots of the auxiliary equation be
14) y = yc + yp
where the complementary function yc can be obtained from the values of m and yp is a particular solution.
Now suppose that the right member G(x) of 12) is a particular solution of some homogeneous linear differential
equation with constant coefficients,
15) h(D)y = 0 ,
17) h(D)f(D) y = 0
consist of the values of m from 13) and m' from 16). Because the roots include the values of m, the general
solution of 17) contains the complementary function yc of equation 14). Thus it is of the form
y = yc + yq
Now, any particular solution of 12) must satisfy 17). If f(D)(yc + yq) = G(x), then f(D)yq = G(x) because f(D)
(yc) = 0. Thus deleting yc from the general solution of 17) leaves a function yp which for some numerical values
of its coefficients must satisfy 12), thus providing a particular solution yp for 12).
General remarks. The above method is applicable when, and only when, the right member of the equation is
itself a particular solution of some homogeneous linear differential equation with constant coefficients. In
general, it is applicable for the differential equation f(D)y = G(x) where G(x) contains a polynomial, terms of the
form sin ax, cos ax, eax or combinations of sums and products of these (where a is a constant).
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
3. Substitute the yp into f(D)y = G(x), equate corresponding coefficients, and compute the values of the
coefficients
4. Write the general solution y = yc + yq
2. Method of Variation of Parameters. The Method of Variation of Parameters (also called the
Method of Variation of Constants) is due to Lagrange and can be used to find a particular solution to any
linear differential equation, whether the coefficients are constant or not, provided the complementary function
has been found. Consider the equation
or, equivalently,
Lagrange showed that a particular solution to equation 1) can be obtained by a procedure in which the cs in 3)
are replaced by functions of x. We thus begin with the function
formed by replacing the cs of 3) by the L(x)s. The method consists of determining the Ls in such a way that 4)
satisfies 1). Relation 4) contains n unknown functions, L1, L2, ...... ,Ln to be determined. We have only one
condition that must be satisfied ---- the condition that 4) satisfies the original equation 1). That gives us freedom
to impose (n - 1) conditions which, with the differential equation, gives n conditions to determine the n unknown
functions L1, L2, ...... ,Ln. We choose conditions that will make the determination of the Ls as simple and easy
as possible.
A systematized procedure that utilizes the Method of Variation of Parameters is the following:
By differentiation of 4) we have
So now 5) becomes
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
We now set our last condition. We set the quantity within the second parenthesis of 14) to Q(x):
The conditions that we have imposed on the Ls form the following linear system of n equations in the n
variables
...............................................
...............................................
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
which is the Wronskian of y1, y2, ...... , yn. The determinant is not identically zero due to the assumption that the
ys are linearly independent. Thus the system of equations 17) can be solved for the L' s and the Ls can be
found by integration.
We now show that 4) is a solution of 1) if the Ls satisfy 17). If we substitute the following equations
..........................................................................
..........................................................................
into 1) we obtain
or
or
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
Example
3. Operational methods. Operational methods are those methods involving differential operators. The vast
majority of linear differential equations with constant coefficients can be solved by the Method of Undetermined
Coefficients. The rare equation that cannot be solved by this method can be solved by the Method of Variation of
Parameters. There are, however, a large collection of methods that utilize differential operators. They sometimes
give the solution with much less work than the two preceding methods. We will now consider some of them.
Inverse differential operators. Symbols of the form 1/f(D), where f(D) is a polynomial in D, are inverse
differential operators.
1) f(D)y = g(x)
it is natural to wonder if an inverse of the operator f(D) might exist, an operator that would have the effect of
undoing the action of f(D), thus enabling us to solve 1) for y by multiplying both sides by the inverse of f(D).
Would it be possible to define such an inverse? If such an inverse could be defined, how might one define it? For
insight, consider the simple equation
2) Dy = g(x)
How would an inverse D-1 = 1/D for this operation need to be defined? Since in this case we know that y is
given by
The symbol 1/D can be defined this way and is called an inverse operator. In the same way, an inverse operator
1/ D2 = (1/D)(1/D) can be defined which corresponds to double integration and an inverse operator 1/Dn can be
defined that corresponds to n-fold integration.
3) (D - a)y = g(x) .
What meaning might the inverse operator 1/ (D - a) have? Equation 3) has the solution
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
Ordinarily the inverse operator is employed only for finding particular integrals, in which case the arbitrary
constant c is dropped and
Products of type (D - a)(D - b) ....... (D - q). Let us consider what we would expect the most natural
meaning of
(D - a)(D - b)y
In fact, this is the meaning and we see that the operator (D - a)(D - b) is equivalent to D2 - (a + b)D + ab. The
converse can also be established. It follows from this that operators with constant coefficients can be multiplied
or factored like algebraic quantities.
is always possible and unique when a0, a1, .... , an, and consequently, a, b ..... q are constants.
Thus operators obey the commutative, associative and distributive laws in the same way algebraic quantities do.
Because of this fact, we can introduce inverse operators of type
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
as
Solution by partial fractions. One might ask if one can resolve the inverse operator
into partial fractions in the same way we do algebraic fractions. The answer is yes. If
then
by 5).
*****************************************
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
Theorems
Theorem 1.
Theorem 2.
(D - a)n(xneax) = n!eax
Theorem 3.
Case 2. f(a) = 0. If f(a) = 0, then f(D) contains the factor (D - a). Suppose a is an n-fold root and the factor
occurs n times. Then
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
Solutions of equations of form f(D2) = sin (ax + b) and f(D2) = cos (ax + b). If the operator f(D)
is a function of D2 as in f(D2) = D2 + 4 or f(D2) = D4 + 10D2 + 9 then
Solution. The complementary solution is y = c1 cos x + c2 sin x + c3 cos 3x + c4 sin 3x. A particular solution is
or, equivalently,
This theorem shows how to shift an exponential factor from the right side of a differential operator to the left
side.
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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio
Solution.
D2(e-xy) = x
4. Miscellaneous methods
Method of superposition
Theorem. If y1 is a particular solution of f(D)y = G1(x) and y2 is a particular solution of f(D)y = G2(x) then
y = y1 + y2
Thus it follows that the task of obtaining a particular solution of f(D)y = G(x) can be split up into parts by
treating separate terms of G(x) independently.
This theorem follows directly from the linearity of a differential operator i.e
is a particular solution of (D2 - 9)y = 3ex . Similarly we see that y2 = -x/9 is a particular solution of (D2 - 9)y =
x. Thus
Case 2. an = 0 and equation has the form (a0Dn + ........ + an-kDk)y = G0 where Dky is the lowest order
derivative occurring. The solution is
References
1. Max Morris / Orley Brown. Differential Equations.
2. James/James. Mathematics Dictionary.
3. Murray R. Spiegel. Applied Differential Equations.
4. James B. Scarborough. Differential Equations and Applications.
5. Frank Ayres. Differential Equations (Schaum).
6. Eshbach. Handbook of Engineering Fundamentals.
7. Earl Rainville. Elementary Differential Equations.
8. Harold Wayland. Differential Equations Applied in Science and Engineering.
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