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Ren Barrientos Page 1



NON-HOMOGENEOUS EQUATIONS
Introduction
Consider the non-homogeneous equation
L(y) = (x) (1)
Where, as usual,
L = a
n
d
n
dx
n
+a
n-1
d
n-1
dx
n-1
+a
n-2
d
n-2
dx
n-2
++a
1
d
dx
+a

; a
n
=
The general solution of (1) is found by adding its complementary solution y
c
, found by solving I(y) = u, and
any particular solution y
p
. We recall that a particular solution is any function free of arbitrary constants
which satisfies L(y) = (x). The goal of these notes is to introduce you to one of several methods used to
find particular solutions the method of undetermined coefficient.
But first some preliminaries that will be needed in the course of our work.







Box 1







Box 2




Box 3
Example 1 Find the general solution of the equation y
ii
+Sy
i
+6y = Sux given that y
p
= Sx -2S6 is a
particular solution.
Solution
First we find y
c
by solving y
ii
+Sy
i
+6y = u. The auxiliary equation is z
2
+Sz +6 = u.
Therefore, we obtain y
c
= Ac
-3x
+Bc
-x
. Box tells us that desired general solution is
y(x) = Ac
-3x
+Bc
-2x
+Sx -2S6


L(y
1p
+y
2p
) = L(y
1p
) +L(y
2p
) = (x) +g(x)
The Superposition Principle
Suppose that y
1p
is a particular solution of L(y) = (x) and y
2p
is a particular solution of L(y) = g(x).
Then y
p
= y
1p
+y
2p
is a particular solution of L(y) = (x) +g(x).
Proof
Therefore, y
1p
+y
2p
is a solution of L(y) = (x) +g(x)

L(y) = (x); y(x
0
) = y
0
, y(x
0
) = y
0
, y
i(x
0
)
= y
1
, , y
(n-1)
(x
0
) = y
n-1

Existence and Uniqueness
Let L have continuous coefficients on an interval [ in which o
n
(x) = u and suppose (x) is also
continuous in [. Let x
0
e [. Then there is an interval I L [ centered at x
0
and a unique function y =
(x) defined in I such that
for any values of y
0
, y
1
, y
n-1
.
General Solutions (Non-Homogeneous Equations)
Let y
c
be an n-parameter family of solutions of L(y) = u and y
p
be a particular solution of L(y) = (x).
Then y = y
c
+y
p
is the general solution of L(y) = (x).
y
c
y
p
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Example 2 To find the general solution of y
ii
+y = Sx -xc
-x
we can invoke the superposition principle and
solve two separate but easier non-homogeneous equations:
y
ii
+y = Sx y
ii
+y = -xc
-x

. .
. .

Once solutions y
p1
(x) and y
p2
(x) are obtained for each equation, y(x) = y
p1
(x) +y
p2
(x) is a particular
solution of the original equation. This is the essence of the superposition principle for non-homogeneous
equations, but fortunately we will not have to go through this tedious separation procedure as we shall see in
the examples that follow.
Example 3 The equation y
ii
+2Sy = S2c
-x
+7Sx has a particular solution given by x
p
= 27c
-x
+Sx
[verify]. Find its general solution.
Solution
The auxiliary equation is
r
2
+2S = u
Therefore, y
1
= cos Sx and y
2
= sinSx are the two linearly independent solutions of the
corresponding homogeneous equation and the complementary solution is
y
c
= c
1
us 5x +c
2
stn5x
Thus, the non-homogeneous equations general solution is given by
y = c
1
us 5x +c
2
stn5x +27e
-x
+3x

Thus, the key to solving non-homogeneous equations lies in finding their particular solutions. We turn our
attention to that task.
Undetermined Coefficients
The idea behind this method is to assume that the particular solution is of the same form as the forcing
function. However, certain restrictions apply and we will address them in due course.
Suppose that the forcing function (x) is a linear combination of functions of the form :
_
Kp(x)e
ax

Kp(x)e
ax
stnhx
Kp(x)e
ax
us hx
(2)
where K, o, anu b are constants and p(x) is a polynomial of degree r. At first, this may look like a very
stringent limitation, but as we shall see many applications fall under this category and the method of
undetermined coefficients allows us to find particular solutions fairly quickly. For more general cases, the
methods of variation of parameters or annihilators (which use the properties of certain operators) may be
used.
Here is an example of the method of undetermined coefficients (sometimes called judicious guessing) at work:
Example 4 Find a particular solution of the equation y
ii
+y
i
-y = 1ux
Solution
Since the forcing function is (x) = 1ux which a polynomial of first degree, we assume a particular
solution of the same form: a polynomial of first degree. So let
y
p
= Ax +B
Notice that we have chosen the most general representative of the family of polynomials of first
degree. It is possible the we will find that B = u, but we cannot know that ahead of time.
y
c
y
p

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Substituting in the equation,
(Ax +B)
ii
+(Ax +B)
i
-(Ax +B) = 1ux
And now we proceed to identify the coefficients; hence the name undetermined coefficients.
Differentiating on the left-hand side gives us
-Ax +A -B = 1ux
Which must hold for all x. Equating coefficients:
-A = 1u
A -B = u
Solving the system gives us A = -1u, B = -1u. Therefore,
y
p
= -1x -1
A quick check shows that this is in fact a particular solution:
(-1ux -1u)
ii
+(-1ux -1u)
i
-(-1ux -1u) = 1ux
-1u - (-1ux -1u) = 1ux
The last equation is an identity. Therefore, y
p
= -1ux -1u is a particular solution.
Example 5 Find a particular solution of the equation y
ii
+y = c
2x

Solution
Since the forcing function is (x) = c
x
which an exponential function, we assume a particular
solution of the same form: an exponential function. Thus, let
y
p
= Ac
2x

Substituting in the equation in order to determine the undetermined coefficient A:
(Ac
2x
)
ii
+Ac
2x
= c
2x

Performing the required operations:
4Ac
2x
+Ac
2x
= c
2x

or
SAc
2x
= c
2x

This equation is true for all x if and only if SA = 1 or A = 1S. Hence,
y
p
=
1
5
e
2x

which you should verify.
Once again, notice that particular solutions do not involve arbitrary constants.
Example 6 Find the general solution of the equation y
ii
+4y = x
2

Solution
We need to do a bit more work here. Recall that the general solution is found by adding the
complementary solution y
c
to a particular solution y
p
. We first find the complementary solution by
solving
y
ii
+4y = u
This is just a homogeneous equation with constant coefficients and it has two linearly independent
solutions: y
1
= sin2x and y
2
= cos 2x. Hence,
y
c
= c
1
sin2x +c
2
cos 2x
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Now we seek a particular solution of the form y
p
= Ax
2
+Bx +C, which is the most general form of
the forcing function (x) = x
2
. We substitute in the original equation in order to determine the
coefficients A, B, and C:
(Ax
2
+Bx +C)
ii
+4(Ax
2
+Bx +C) = x
2

2A +4Ax
2
+4Bx +4C = x
2

or
4Ax
2
+4Bx + (2A +4C) = x
2

For this equation to hold for all x, we must have
_
4A = 1
4B = u
2A +4C = u

Solving the system, A = 14, B = u, C = -18. Thus,
y
p
=
1
4
x
2
-
1
8

Finally, the general solution is given by y = y
c
+y
p
:
y = c
1
stn2x +c
2
us 2x +
1
4
x
2
-
1
8

Notice that general solutions do have arbitrary constants. These can become known only if additional initial
conditions are given.
So the method seems to be pretty straight forward. However, there are complications as the following example
demonstrates.
Example 7 Find a particular solution of the equation y
ii
+y
i
-2y = c
x

Solution
As before, we assume a particular solution of the form y
p
= Ac
x
. Substituting,
(Ac
x
)
ii
+(Ac
x
)
i
-2(Ac
x
) = c
x

or
Ac
x
+Ac
x
-2Ac
x
= c
x

we have a problem: The last equation implies that u = c
x
which is absurd. What went wrong here is
that the forcing function happens to have the same form as one of the solutions of the corresponding
homogeneous equation y
ii
+y
i
-2y = u. Obviously, any particular solution of the form Ac
x
will
fail to work.
We address this problem by assuming a particular solution of the form y
p
= Axe
x
instead. Once
again, substituting,
(Axc
x
)
ii
+(Axc
x
)
i
-2(Axc
x
) = c
x

or
A(2c
x
+xc
x
) +A(c
x
+xc
x
) -2Axc
x
= c
x

Combining line terms:
SAc
x
= c
x

Hence, A = 1S and a particular solution is
y
p
=
1
3
e
x

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The moral of the story here is this: If any term of the forcing function is equal to a member of the fundamental
set of solutions of the corresponding homogeneous equation, an adjustment must be made to the tentative
particular solution.
It is therefore important to have a systematic way of identifying the particular solution and we proceed to
outline one.
Solving non-homogeneous equation with Undetermined Coefficients
Step 1 Find the fundamental set corresponding to L(y) = u and identify the complementary solution y
c
.
Step 2 Identify the form of the particular solution y
p
using the guidelines described in the following table
1
:
Solving a
2
d
2
y
dx
2
+a
1
dy
dx
+a

y = (x)
Form of (x) Auxiliary Equation Form of Tentative Particular Solution y
p

Kx
r
e
ax

2 = a is not a ioot (A
0
+A
1
x ++A

)c
ux

2 = a is a simple ioot x(A
0
+A
1
x ++A

)c
ux

2 = a has multiplicity k 2 x
k
(A
0
+A
1
x ++A

)c
ux

_
Kx
r
e
ax
stnhx
oi
Kx
r
e
ax
us hx

a +h| is not a ioot
(A
0
+A
2
x ++A

)c
ux
cos bx
+(B
0
+B
1
x +
+B

)c
ux
sinbx
a +h| is ioot
x|(A
0
+A
2
x ++A

)c
ux
cos bx
+(B
0
+B
1
x ++B

)c
ux
]

Step 3 Determine the undetermined coefficients by substituting y
p
in L(y) = (x).
Step 4 The general solution is given by the sum of the complementary and particular solutions.
Step 5 Finally apply initial conditions if given.
Step 2 says that we should multiply the tentative particular solution by enough powers of the independent
variable until none of its terms resembles any of the members of the fundamental set of solutions of the
corresponding homogeneous equation. Furthermore, we should begin with the most general form of the forcing
function.
Here are some more examples when there are no complications:
Differential Equation f
Fundamental set of the
associated homogeneous
equation
Tentative Form of the Particular Solution
y
i
+ 2y = x x {c
-2x
] y
p
= A +Bx
y
i
+ 2y = c
5x
c
5x
{c
-2x
] y
p
= Ac
5x


1
We use the superposition principle when (x) is a combination of these.
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y
ii
+ 4y = x
2
c
-x
x
2
c
-x
{cos 2x , sin 2x] y
p
= (A +Bx + Cx
2
)c
-x

u
ii
+u
i
+ u = c
-t
sin t c
-t
sin t _c
-
t
2
cos
St
2
, c
-
t
2
sin
St
2
_
y
p
= (Acos t +Bsin t)c
-t

u
ii
+u
i
+u = t
2
c
-t
sin t
t
2
c
-t
sin t _c
-
t
2
cos
St
2
, c
-
t
2
sin
St
2
_
y
p
= (A
0
+ A
1
t + A
2
t
2
)c
-t
sint
+(B
0
+B
1
t
+B
2
t
2
)c
-t
cos t
y
ii
+ y = t
3
t
3

{cos t , sin t]
y
p
= A +Bt +Ct
2
+ t
3


Example 8 What would be the form of the particular solution of the equation y
ii
+4y
i
+4y = for each of
the following cases? [note: (b), (d) and (e) use t as the independent variable].
(a) (x) = 6x
3
; (b) (t) = 4c
-2t
; (c) (x) = x
2
c
-x
; (d) (t) = 1utc
-2t
; (e) (t) = t
2
c
-t
sin4t
Solution
all these have the same characteristic polynomial so step 1 will be the same for all of them.
Step 1 The associated homogeneous equation has characteristic polynomial
p(z) = z
2
+4z +4 = (z +2)
2
= z = -2 mult two
so the fundamental set in each of the cases is {e
-2x
, xe
-2x
]. We now proceed to identify a tentative
particular solution for each case.
Step 2
(a) (x) = 6x
3
has the form Kx
r
e
ax
with K = 6, r = S, o = u. That is, it is a polynomial of degree
S without an exponential factor. Accordingly, we set
y
p
= (A

+A
1
x +A
3
x
3
)
That is, the most general form of a third degree polynomial.
(b) (t) = 4c
-2t
has the form Kt
r
e
at
with K = 4, r = u, o = -2. This is an exponential function so
we begin by setting
y
p
= Ac
-2t

However, notice that a = -2 is a root of multiplicity two of the auxiliary equation. Therefore, both
c
-2t
and tc
-2t
are elements of the fundamental set. We must modify our tentative particular solution
by multiplying by a power of t until we no longer have a function that is part of the fundamental set.
Multiplying once,
y
p
= Atc
-2t

No good, this is still in the fundamental set. Multiplying again,
y
p
= At
2
e
-2t

Good! this in no longer in the fundamental set so we may use it as our tentative solution.
(c) (x) = x
2
c
-x
has the form Kx
r
e
ax
with K = 1, r = 2, o = -1. This is a second degree
polynomial exponential function. Thus, let
y
p
= (A

+A
1
x +A
2
x
2
)e
-x

(x) does not involve any of the function of the fundamental set. Therefore there are no adjustments
to be made. y
p
may be used as our tentative particular solution.
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(d) (t) = 1utc
-2t
has the form Kt
r
e
at
with K = 1u, r = 1, a = -2 which is a linear polynomial
an exponential function. Thus our first trial is
y
p
= (A

+A
1
t)e
-2t

But observe this tentative solution involves both c
-2t
and tc
-2t
. Therefore we need to introduce a
power of t until this is no longer the case:
y
p
= t(A
0
+A
1
t)c
-2t

is not good because we still have a te
-2t
term, namely, A
0
tc
-2t
. Therefore, we multiply by t again:
y
p
= t
2
(A
0
+A
1
t)c
-2t

Now none of the terms of this tentative solution appears in the fundamental set and we are ready to
proceed with a tentative particular solution of the from
y
p
= (A

t
2
+A
1
t
3
)e
-2t

(e) (t) = t
2
c
-t
sint which is a product of a polynomial of degree 2, an exponential function, and a
sine function. Let
y
p
= (A
0
+A
1
t +A
2
t
2
)c
-t
sint + (B
0
+B
1
t +B
2
t
2
)c
-t
cos t
be the tentative particular solution. Since none of the terms in the tentative solution appear in the
fundamental set. Therefore, we do not need to make any adjustment. The tentative particular
solution is
y
p
= (A

+A
1
t +A
2
t
2
)e
-t
stnt + (B

+B
1
t +B
2
t
2
)e
-t
us t
Example 9 Find a tentative form for the particular solution of the equation 4y
ii
+y
i
= 1ux
3

Solution
Step 1: identify the fundamental set of the corresponding homogeneous equation by solving the
auxiliary equations of 4z
2
+z = u: 2 = , 2 = -14. Hence the fundamental set is
|1, c
-x4
|
The forcing function 1ux
3
has the form Kx
m
e
ax
with K = 1, m= 3 and a = . Since o = u is a
root of the characteristic polynomial, we need to adjust the tentative solution
y
p
= A
0
+A
1
x +A
2
x
2
+A
3
x
3

by multiplying once by x:
y
p
= x(A
0
+A
1
x +A
2
x
2
+A
3
x
3
)
or
= A
0
x +A
1
x
2
+A
2
x
3
+A
3
x
4

Example 10 Find a tentative form for the particular solution of the equation y
ii
+2y
i
+y = Ssinx
Solution
The roots of the characteristic polynomial are 2 = -1 mu|t 2. Therefore, the fundamental set can
be taken to by |c
-x2
, xc
-x2
|.
Since (x) has a trigonometric form, we assume that its particular solution also has a trigonometric
form. Thus tentatively we set
y
p
= Aus x +Bstnx
which is the most general form of a trigonometric solution involving the sine and cosine functions.
No adjustments are needed.
Example 11 Find a tentative form for the particular solution of the equation 2y
ii
-y
i
-y = -Sc
-x2



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Solution
The roots of the characteristic polynomial are z = 1, 2 = -12. Thus a fundamental set is
{c
x
, c
-x2
]. Notice that one of the elements of the fundamental set appears as a term in the forcing
function. Hence, our initial guess of
y
p
= Ac
-x2

must be modified by multiplying by x:
y
p
= Axe
-x2

This will do and we may proceed to determine A.
Example 12 Find the form of a particular solution for y
(4)
-y'' = St
2
.
Solution
The auxiliary equation is z
4
-z
2
= u. Factoring and solving:
z
2
(z
2
-1) = u = z = u (mult 2), z = 1, anu z = -1
Thus, y
c
= c
1
+c
2
t +c
3
c
t
+c
3
c
-t
is the complementary solution. Since (t) = St
2
, our first guess
for y
p
is
y
p
= A +Bt +Ct
2

However, both terms in A +Bt appear in y
c
already. Therefore, we must multiply y
p
by a power of t
until this is no longer the case. The smallest power that will accomplish this is t
2
. Thus,
y
p
= t
2
(A +Bt +Ct
2
) = At
2
+Bt
3
+Ct
4

is the correct trial function. Notice that none of its term appears in y
c
.
Example 13 Find a tentative particular solution of y
ii
+9y = 2t
2
sinSt.
Solution
The roots of the auxiliary equation are z = u +Si and z = u -Si. Therefore, the associated
homogeneous equation has {cos St , sinSt] as its fundamental set.
Since (t) = 2t
2
sinSt has form Kt
r
e
at
stnht with K = 2, r = 2, o = u, and b = S. Our first
guess for the particular solution is
y
p
= (A
0
+A
1
t +A
2
t
2
) cos St + (B
0
+B
1
t +B
2
t
2
) sinSt
However, the terms A
0
cos St and B
0
sinSt of the particular solution involve the two members of the
fundamental set. Accordingly, we modify our guess by multiplying once by t:

y
p
= t|(A
0
+A
1
t +A
2
t
2
) cos St +(B
0
+B
1
t +B
2
t
2
) sinSt]
Our particular solution has the form
y
p
= (A

t +A
1
t
2
+A
2
t
3
) us 3t +(B

t +B
1
t
2
+B
2
t
3
) stn3t

Let us now move beyond identifying a trial solution and find particular and general solutions.
Example 14 Find a particular solution of y
ii
-Sy
i
+6y = 2uc
3t

Solution
Step 1 We begin by finding the complementary solution
y
ii
-Sy
i
+6y = u = y
c
= c
1
c
2t
+c
2
c
3t

Step 2 (x) = 2uc
3x
. Thus, our first guess is
y
p
= Ac
3t

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But as you can see, this term already appears in the complementary solution. Therefore, we modify
our guess by multiplying it by t:
y
p
= Ate
3t

If a term of the form te
3t
was present in the complementary solution, we would modify it again by
multiplying y
p
= Atc
3t
one more time by t, and so on. Since this is not the case, we proceed to
determine A.
Step 3 Substituting,
(Ate
3t
)
ii
-S(Ate
3t
)
i
+6(Ate
3t
) = 2e
3t

Performing the indicated operations,
6Ac
3t
+9Atc
3t
-SAc
3t
-1SAtc
3t
+6Atc
3t
= 2uc
3t

Cancelling and equating coefficients:
A = 2u
Thus,
y
p
= 2te
3t

Example 15 Find a particular solution of y
ii
+4y = Scos 2x
Solution
Step 1 We first solve y
ii
+4y = u. Thus, z
2
+4 = u =2 = _2|.
Accordingly, {cos 2x , sin2x] is the fundamental set and the complementary solution is given by
y
c
= c
1
cos 2x +c
2
sin2x
Step 2 (x) = Scos 2x has the form Kx
r
e
ax
us hx with K = S, r = u, o = u, and b = 2. Begin by
assuming a solution of the form
y
p
= Acos 2x +Bsin2x
However, we see that these are exactly the functions in the fundamental set. Thus, we need to make
an adjustment by multiplying by x:
y
p
= x|Acos 2x +Bsin2x]
= Ax cos 2x +Bx sin2x
None of the terms of y
p
appear in the fundamental set and we may proceed to step S.
Step 3 Substitute y
p
in the differential equation in order to determine its coefficients. We need to
compute some derivatives first:
y'
p
= A(cos 2x -2x sin2x) +B(sin2x +2x cos 2x)
y''
p
= A|-2sin2x -2(sin2x +2x cos 2x)] +B|2cos 2x +2(cos 2x -2x sin2x)]
Cleaning this expression up,
y''
p
= A|-4sin2x -4x cos 2x] +B|4cos 2x -4x sin2x]
Thus, we must have
A|-4sin2x -4x cos 2x] +B|4 cos 2x -4x sin2x] +4(Ax cos 2x +Bx sin2x) = Scos 2x
Combining like terms,
|-4A +4A]xus 2x +|-4B +4B]xstn2x +|4B] us 2x +|-4A] stn2x = Scos 2x
or
4Bus 2x -4Astn2x = Sus 2x
Equating coefficients, we obtain A = , B = 34. Note : there is no sine term in the right-hand side.
Copyright . Ren Barrientos Page 10

A particular solution is
y
p
=
3
4
xstn2x
Example 16 Find a particular solution of y
ii
-9y
i
+2uy = 2t +7c
-t
.
Solution
The forcing function is a sum of two functions so se can use the superposition principle and solve the
following two cases individually:
y
ii
-9y
i
+2uy = 2t y
ii
-9y
i
+2uy = 7c
-t


For both cases, the associated homogeneous equation has as solution y
c
= c
1
c
4t
+c
2
c
5t
and neither
(t) = 2t nor g(t) = 7c
-t
involve the functions that make up the complementary solution. We
could proceed to find two particular solution y
p1
(x) = At +B and y
p2
(x) = Cc
-t
, but this is
unnecessary; it suffices to write a tentative particular solution involving undetermined coefficients
corresponding to both cases:
2t -A +Bt and 7c
-t
-Cc
-t

Thus, let y
p
= A +Bt +Ce
-t
. The rest of the procedure is that same and we must determine the
values of A, B, and C.
Substituting,
(A +Bt +Ce
-t
)
ii
-9(A +Bt +Ce
-t
)
i
+2u(A +Bt +Ce
-t
) = 2t +7c
-t

Thus,
Cc
-t
-9(B -Cc
-t
) +2u(A +Bt +Cc
-t
) = 2t +7c
-t

Collecting like terms,
(C +9C +2uC)c
-t
+(-9B +2uA) +(2uB)t = 2t +7c
-t

Equating coefficients:
SuC = 7; -9B +2uA = u; 2uB = 2
Solving for the undetermined coefficients:
A =
9
2uu
; B =
1
1u
; C =
7
Su

A particular solution of y
ii
-9y
i
+2uy = 2t +7c
-t
is
y
p
=
9
2
+
1
1
t +
7
3
e
-t

Example 17 Find the general solution of the equation y
ii
+Sy
i
+6y = -12t.
Solution
Step 1 the associated homogeneous equation has {c
-2t
, c
-3t
] as fundamental set.
Step 2 the form of the forcing function (t) = -12t is Kt
r
e
at
with K = -12, r = 1, o = u. None
of the terms of (t) appear in the fundamental set. Thus, we may set
y
p
= A +Bt
which is the most general form of a linear polynomial.
Step 3 The quantities A and B are the undetermined coefficients. In order to determine them, we
substitute in the differential equation:
(A +Bt)
ii
+S(A +Bt)
i
+6(A +Bt) = -12t
Performing the required differentiations,
Copyright . Ren Barrientos Page 11

(SB +6A) +6Bt = -12t
These two polynomials are equal if and only if
6A +SB = u
6B = -12
Solving this system gives us A = SS , B = -2
y
p
=
5
3
-2t
Step 4 We write the general solution:
y(t) = Ae
-2t
+Be
-3t
+
5
3
-2t
Example 18 Find the general solution of y
ii
-4y
i
+Sy = 1u.
Solution
Step 1 The associated homogeneous equation y
ii
-4y
i
+Sy = u has as fundamental set {c
3x
, c
x
].
Thus, the complementary solution is
y
c
= c
1
c
3x
+c
2
c
x

Step 2 The forcing function (x) = 1u is constant and does not involve any of the functions of the
fundamental set. Therefore, we may set
y
p
= A
which is the most general form of a polynomial of degree u.
Step 3 Next we substitute in order to determine A:
y
p
ii
-4y
p
i
+Sy
p
= 1u = (A)
ii
-4(A)
i
+SA = 1u
or
SA = 1u = A =
1u
S

Thus,
y
p
=
1
3

Step 4 The general solution is
y(x) = Ae
3x
+Be
x
+
1
3

Example 19 Find the general solution of x
ii
+2Sx = S2c
-t

Solution
Step 1 The fundamental set of the corresponding homogeneous equation is {cos St , sinSt].
Step 2 the forcing function (t) = S2c
-t
does not involve either of these functions. Thus, we may
assume
x
p
= Ac
-t

where A is an undetermined coefficient.
Step 3 Determine A:
(Ac
-t
)
ii
+2S(Ac
-t
) = S2c
-t

Performing the differentiation and collecting like terms,
(A +2SA)c
-t
= S2c
-t
= 26A = S2
Therefore, A = 2 and
x
p
= 2c
-t

Step 4 The general solution is
x(t) = c
1
us 5t +c
2
stn5t +2e
-t

Copyright . Ren Barrientos Page 12

Example 20 Find the solution of the IVP x
ii
+x = Scos 2t ; x(u) = u x
i
(u) = 1
Solution
Step 1 The corresponding homogeneous equation x
ii
+x = u has solutions
x
1
= cos t x
2
= sint
Therefore, the complementary solution is
x
c
= c
1
cos t +c
2
sint
Step 2 The forcing function (t) = cos 2t does not involve any of the terms in the fundamental set.
Therefore, we may assume that
x
p
= Aus 2t +Bstn2t
PITFALL 1: Always assume the particular solution has the most general form of the forcing function. If the latter
contains the terms us mt or stn mt, assume y
p
is a linear combination of both.
It might very well be that B turns out to be u, but we cannot know that ahead of time.
Step 3 Determine the undetermined coefficients Aand B. Substitute x
p
in the original equation:
(Acos 2t +Bsin2t)
ii
+(Acos 2t +Bsin2t) = Scos 2t
Performing the required differentiations,
-4Acos 2t +4Bsin2t +(Acos 2t +Bsin2t) = Scos 2t
Collecting like trigonometric terms,
(-4A +A) cos 2t +(4B +B) sin2t = Scos 2t
This equation is true for all t if and only if
-4A +A = S
4B +B = u
Solving the system: A = -1, B = u.
Therefore, a particular solution is given by
x
p
= -us 2t
Step 4 The equations general solution is
x(t) = c
1
us t +c
2
stnt -us 2t
PITFALL 2: Do not apply the initial conditions to the complementary solution. You must always first find the
general solution.
Step 5 Having obtained the general solution, we may now apply the initial conditions to
x(t) = c
1
cos t +c
2
sint -cos 2t
x(u) = u = c
1
cos(u) +c
2
sin(u) -cos(u) = u
Therefore, c
1
= and the general solution reduces to
x(t) = c
2
sint -cos 2t
The second condition requires that we find a derivative:
x'(t) = c
2
cos t +2sin2t
x
i
(u) = 1 = c
2
cos(u) +2sin(u) = 1
Therefore, c
2
= 1 and the solution of the IVP is given by
x(t) = stnt -us 2t

Copyright . Ren Barrientos Page 13

Example 21 Find the solution the equation u
i
-2u = xc
x
; u(u) = 1
Solution
This is just a first order linear equation so there is no need for the method of undetermined
coefficients we could very easily use an integrating factor to find a solution. However, let us see
what our new method gives us.
Step 1 The corresponding homogeneous equation u
i
-2u = u has characteristic polynomial
z -2 = u. Therefore, we only have one root: z = 2. Thus,
u
c
= Hc
2x

where H is the arbitrary constant.
Step 2 (x) = xc
x
has the form Kx
r
e
ax
with K = 1, r = 1, o = 1 which is a polynomial of degree 1
times an exponential function. Thus, let
u
p
= (Ax +B)e
x

Once again, careful! we are looking at the most general form of the forcing function. It is possible that
the coefficient Bturns out to be u, but we cannot assume that ahead of time.
Since the terms of the tentative particular solution are not part of u
c
we may proceed with step 3:
Step 3 Determine the undetermined coefficients:
|(Ax +B)e
x
]
i
-2|(Ax +B)e
x
] = xc
x

Differentiating
Ac
x
+(Ax +B)c
x
-2(Ax +B)c
x
= xc
x

Since e
x
is never u, we can divide it out. Collecting like terms and grouping like powers of x:
(A +B -2B) +(A -2A)x = x
Thus,
A -B = u
-A = 1
Solving the system, A = -1, B = -1.
Substituting in u
p
:
u
p
= -(x +1)c
x

Step 4 The general solution is given by u = u
c
+u
p

u(x) = Me
2x
-(x +1)e
x

Step 5 Apply initial conditions to determine the arbitrary constant(s)
u(u) = 1 = Hc
20
-(u +1)c
0
= 1
Solving for H, H = 2. Thus,
u(x) = 2e
2x
-(x +1)e
x

is the solution of the initial value problem.
An Application Resonance
When we studied mechanical systems, we found that they have a characteristic frequency (and sometimes
more than one) at which they prefer to oscillate. For example, the mass-spring system in which an object of
mass m is attached to a secured spring of spring constant k has a natural frequency of = km. What
would happen if an external periodic force is applied to such a system?
The following example illustrates the important concept of resonance. Resonance is the phenomenon in which
a system tends to oscillate with greater amplitude at some frequencies more than others.
Copyright . Ren Barrientos Page 14

Suppose we force a spring-mass system to oscillate by applying an external force. Assume that drag and other
losses can be ignored so that the friction coefficient b = u. We are interested in studying the situation in
which F(t) is itself a periodic function, say F(t) = F
0
cos t. Thus, consider the non-homogeneous equation
x'' + m

2
x =
F

m
us mt x() = x

, x'() = u

(3)
Where
0
= km is the systems characteristic or natural angular frequency.
What happens when the input frequency is equal to
0
? Intuitively, we are forcing a system to vibrate with
its natural frequency; we are adding energy at just the precise moment thereby exacerbating the vibration. If
in addition there are no damping forces, the systems energy can only increase resulting in a larger and larger
amplitude. In order to quantify this observation, we must solve equation (S). However, we will assume that
the system begins in a state of rest at equilibrium. Thus,
x'' + m

2
x =
F

m
us mt x() = , x'() = (4)
From our study of non-homogeneous equations, we find the general solution of (4) by adding its
complementary solution x
c
and a particular solution x
p
. The solution of the initial value problem is then
obtained by applying the initial conditions. The complementary solution is given by
x
c
= c
1
cos
0
t +c
2
sin
0
t
The methods of variation of parameters or undetermined coefficients can be used to find x
p
but we must
consider the two cases m = m

and m = m

separately.
Case I: m = m

. Let
x
p
= Acos t +Bsint
be a particular solution. Then substituting in (3),
J
2
Jt
2
|Acos t +Bsint] +
0
2
|Acos t +Bsint] =
F
0
m
cos t
Thus,
|-A
2
cos t -B
2
sint] +
0
2
|Acos t +Bsint] =
F
0
m
cos t
Combining like terms:
|-A
2
+A
0
2
] cos t +|-B
2
+B
0
2
] sint =
F
0
m
cos t
This equation is true for all t if and only if
-A
2
+A
0
2
=
F
0
m
anu -B
2
+B
0
2
= u
Solving for A and B:
A =
F
0
m
(
0
2
-
2
)
B = u
A particular solution is
x
p
=
F
0
m
(
0
2
-
2
)
cos t
The general solution of equation (3) is
x(t) = c
1
cos
0
t +c
2
sin
0
t +
F
0
m
(
0
2
-
2
)
cos t
Applying the initial conditions,
x(u) = u = c
1
= -
F
0
m
(
0
2
-
2
)

x (u) = u = c
2

0
= u
Since
0
= u, c
2
= u. The solution is
Copyright . Ren Barrientos Page 15

x(t) = -
F
0
m
(
0
2
-
2
)
cos
0
t +
F
0
m
(
0
2
-
2
)
cos t
Factoring and simplifying,
x(t) = _
F
0
m

0
2
-
2
_ (cos t -cos
0
t)
From trigonometry we know that
cos A -cos B = -2 sin_
A +B
2
] sin_
A -B
2
]
Applying
2
this identity with A = t and B =
0
t,
x(t) = 2_
F

m
m

2
-m
2
_ stn_
m

+m
2
t] stn[
m

-m
2
t
The graphs below illustrate x(t) for some specific values of
0
and :

m

= 1, m = 1. 5

m

= 1, m = 1. 25

m

= 1, m = 1. 15

2
There are a couple of steps that you need to fill.
20 40 60 80 100 120
-1.0
-0.5
0.5
1.0
1.5
20 40 60 80 100 120
-3
-2
-1
1
2
3
20 40 60 80 100 120
-6
-4
-2
2
4
6
Copyright . Ren Barrientos Page 16

The behavior of the system is very different for different input frequencies , but something interesting
happens as -
0
: we start to see the appearance of beats. These are characterized by the wave packets
seen in the figure above.
Case II: m = m

. The equation we want to solve is


x'' +m

2
x =
F

m
us m

t x() = , x'() = (5)


The complementary solution is the same as in Case I. However, the particular solution must be modified.
The forcing function now has exactly the same form as one of the members of the fundamental set of the
associated homogeneous equation. Therefore, our tentative particular solution must be
x
p
= t(Aus m

t +Bstnm

t)
Substituting in equation (4),
J
2
Jt
2
|t(Acos
0
t +Bsin
0
t)] +
0
2
|t(Acos
0
t +Bsin
0
t)] =
F
0
m
cos
0
t
This requires some work. Let us find the derivatives first:

x
p
= Acos
0
t +Bsin
0
t +t(-A
0
sin
0
t +B
0
cos
0
t)
x
p
= -A
0
sin
0
t +B
0
cos
0
t +(-A
0
sin
0
t +B
0
cos
0
t)
+t(-A
0
2
cos
0
t -B
0
2
sin
0
t)
= -2A
0
sin
0
t +2B
0
cos
0
t -
0
2
t(Acos
0
t +Bsin
0
t)
Hence equation (5) becomes
-2A
0
sin
0
t +2B
0
cos
0
t -
0
2
t(Acos
0
t +Bsin
0
t) +
0
2
t(Acos
0
t +Bsin
0
t) =
F
0
m
cos
0
t
Cancelling and simplifying,
-2A
0
sin
0
t +2B
0
cos
0
t =
F
0
m
cos
0
t
This equation is satisfied for all t if and only if
-2A
0
= u
and
2B
0
=
F
0
m

Therefore, A = , B = F

2mm

and a particular solution of equation (4) is


x
p
= t _u cos
0
t +
F
0
2m
0
sin
0
t]
x
p
=
F
0
2m
0
t sin
0
t
Hence , the general solution is
x(t) = c
1
us m

t +c
2
stnm

t +
F

2mm

t stnm

t
Applying the initial conditions x(u) = u, :(u) = u we obtain c
1
= c
2
= . Thus,
x(t) =
F

2mm

t stnm

t
As expected, we have a highly destructive situation: the factor t in the solution makes the wave oscillate with
ever-increasing amplitude:
Copyright . Ren Barrientos Page 17


m

= 2
When the input frequency is equal to
0
, the system oscillates with increasingly higher amplitude, that is,
resonance sets in and is characterized by the graph illustrated above.
Needless to say, this can be a very good thing or a very bad one you will encounter these phenomena in your
engineering and science courses.
Example 22 A 20 lb weight stretches a spring 10 inches. Once the mass is in equilibrium, a force given by
F(t) = 1ucos(8SS)t acts on the springs support. Find the springs position function.
Solution
First let us compute k: since 2u = k [
10
12
, k = 24 lb/ft. Now we can calculate
0
:

0
=
_
k
m
= _
24
2uS2
=
_
24 S2
2u
= 8SS
The forcing function has the same angular frequency. Therefore, the position function is given by
x(t) =
F
0
2
0
t sin
0
t
Where F
0
= 1u. Thus,
x(t) =
1u
16SS
t sin(8SS t) =
515
24
t stn(835 t)
Example 23 With what frequency, in Hz., should a spring-mass system with m = 2 kg and k = S6 Nm be
forced to oscillate in order to exhibit resonance?
Solution
The natural angular frequency of this system is
0
= S62 = S2 rad/sec. Therefore, if the
system is forced to oscillate with this frequency it will exhibit resonance. Since we want to express
this in cycles per second, we use = 2n:
=

2n
=
S2
2n
= u.67S Bz.
Illustration
It is interesting to analyze graphically the relation between the forcing function and the resulting vibration.
Suppose we have F(t) = 2cos 1.1St and this force is used on a system whose natural frequency is 1 rad/sec
[as we did above]. Here are the graphs of the input function [that is, the forcing function] and the induced
vibration:


20 40 60 80 100 120
-100
-50
50
100

Copyright . Ren Barrientos Page 18



Example 24 A Su cm long spring is attached to a rotating disk of radius 8 cm which rotates with frequency
SHz. The springs opposite end is attached to a S Kg mass which rests on a smooth surface and is confined to
move only in one dimension (see figure below). If the spring constant is k = 18un
2
Nt/m determine if
resonance will take place.




Solution
We need to make a simplifying assumption: as the wheel rotates, the spring remains essentially
horizontal. What is the input function? It is some kind of periodic function whose frequency is 3 Hz.
First we convert 3 Hz to radians using the formula = 2n:
= 2n S = 6n rad/sec.
A 0.08 m radius wheel rotating with this frequency can be modeled by the function
F(t) = u.u8cos 6n (t -)
where is a phase angle. Thus, the equation of motion for the mass is
Sx
ii
+18un
2
x = u.u8cos 6n (t -); x(u) = u, x'(u) = u
Resonance conditions will take place if the systems natural frequency
0
is equal to the input
frequency :

0
=
_
18un
2
S
= 6n
Since
0
= , we have resonance.
Example 25 A front-loading washing machine of mass M sits on a rubber pad that behaves like a spring.
When the machine is still, the pad is compressed 12 cm and when it is on, the rotor
spins with angular frequency rad/sec and it exerts an upward force F
0
cos t.
At what rotor speed, in revolutions per minute, will resonance occur? Neglect
friction.
Solution
The spring constant is given by the condition k(u.uuS) = Hg so
that k = Hgu.uuS.


20 40 60 80
-2
-1
1
2
20 40 60 80
-10
-5
5
10
F(t) = 2cos 1.1St
Input function
x(t) = _
4
1 -1.1S
2
_ sin_
1 +1.1S
2
t] sin_
1 -1.1S
2
t]
Output
0.08
S Kg
Hg

Copyright . Ren Barrientos Page 19

If y represents the position of the center of the machine, then the equation of motion is
Hy
ii
+ky = F
0
cos t
Resonance occurs when = kH = _
Mg0.005
M

Simplifying the radical,
= 9.8u.uuS = 44.27 iausec
To convert to revolutions per minute, we multiply by the appropriate conversion factors:
44.27
iau
sec

iev
2n iau

6u sec
min
= 422. 75 ievmin

Example 26 (Damped Forced Oscillation) Solve the equation x
ii
+4x
i
+4x = 169cos St ; x(u) = u, x
i
(u) = u.
Solution
The auxiliary equation is z
2
+4z +4 = u whose roots are z = -2 and z = -2. Therefore, the
complementary solution is
x
c
(t) = c
1
c
-2t
+c
2
tc
-2t

We seek a particular solution of the form
x
p
(t) = Acos St +BsinSt
Differentiating:
x'
p
= -SAsinSt +SBcos St
x''
p
= -9Acos St -9BsinSt
Substituting,
-9Acos St -9BsinSt +4(-SAsinSt +SBcos St) +4(Acos St +BsinSt) = 169 cos St
Collecting like terms,
(-9A +12B +4A) cos St +(-9B -12A +4B) sinSt = 169 cos St
Equating coefficients,
-SA +12B = 169
-12A -SB = u
Thus, A = -S and B = 12. Therefore,
x
p
(t) = -Scos St +12 sinSt
The general solution is
x(t) = c
1
c
-2t
+c
2
tc
-2t
-Scos St +12 sinSt
Applying the initial conditions
x(u) = u = c
1
= 5
The second condition requires that we compute x
i
(t):
x
i
(t) = -2c
1
c
-2t
+c
2
(c
-2t
-2tc
-2t
) +1SsinSt +S6cos St
Thus,
x
i
(u) = u = -2c
1
+c
2
= -S6
Since c
1
= S, solving for c
2
: c
2
= -2. The solution is therefore
x(t) = 5e
-2t
-2te
-2t
-5us 3t +12stn3t
This example illustrates an interesting phenomenon: As t - , the exponential terms die out and only the
trigonometric ones survive. We call the former transient terms and denote by x
t
(t) that part of the solution
which contains them. Thus,
x
tr
(t) = 5e
-2t
-2te
-2t

Copyright . Ren Barrientos Page 20

We denote by x

(t) that part of the solution which governs the systems long term behavior. In the present
example that is
x

(t) = -5us 3t +12stn3t


Writing x

(t) in terms of a single cosine function:


x

(t) = C cos(St -)
From basic trigonometry we know that
C = (-S)
2
+12
2
= 13
and
cos = -
S
1S
sin =
12
1S

Therefore, is a second quadrant angle and we may use cos
-1
to find it: q = cos
-1
[-
5
13
= 1.9. Hence,
x

(t) = 1Scos(St -1.97)


Thus, the solution may be written more compactly as
x(t) = 5e
-2t
-2te
-2t
+13us(3t -1. 97)
The graph below illustrates the influence of the transient terms and the long-term behavior of the solution.

The forcing function takes over very quickly, as you can see. However, transient terms can dominate the
behavior of a system for some time.
Exercise Solve the equation mx'' +hx' +kx = F

stnmt x() = , x'() =


Exercise Analyze the case =
0
by letting -
0
in the solution
x(t) = _
F
0
m

0
2
-
2
_ (cos t -cos
0
t)
2 4 6 8 10
-10
-5
5
10

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