Mathematical Methods (10/24.539)

II. Linear Differential Equations

Example 2.1 -- Method of Undetermined Coefficients

Problem Description:

Solve the following 2nd order equation using the method of undetermined coefficients:

Problem Solution:

1. Let’s first find the homogeneous solution. The characteristic equation is

with roots

Therefore the homogeneous solution is

2. Now for the particular solution we choose an expression of the form of the forcing function and all its derivatives, or

where the last term is multiplied by x because cos 2x already appears within the homogeneous solution. Taking the first and second derivatives of this expression gives

or

Substitution of these expressions into the original linear ODE gives

First note that the terms containing and vanish. Now equating coefficients of like terms for the polynomial terms gives

Thus the first three coefficients become

Similarly for the sinusoidal terms, we have

or

Therefore, the particular solution is

3. Finally, combining the homogeneous and particular solutions gives the desired general solution, or

Example 2.2 explores a different approach to this equation using the Variation of Parameters method.

10/24.539 Lecture Notes by Dr. J. R. White, UMass-Lowell (updated August 1998).

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