Non-homogenous linear differential equations of

order n with constant coefficients.

April 14, 2019

1 Theoretical results
A non-homogenous linear differential equation with constant coefficients has
the form
0
(1.1) y (n) + a1 y (n−1) + . . . + an−1 y + an y = f (x)

where f : I → R is a continuous function and a1 , a2 , . . . , an ∈ R. The general

solution of equation (1.1) is

y = yH + yP

where yH is the general solution of the homogenous equation and yP is a

particular solution of equation (1.1). Suppose that

f (x) = eαx (P (x) cos βx + Q(x) sin βx),

where α, β ∈ R and P, Q are polynomial functions. Let λ = α + iβ. If λ is a

root of order k of the characteristic equation then the equation (1.1) admits
a solution of the form

yP (x) = xk eαx (R(x) cos βx + T (x) sin βx)

where R, T are polynomial functions with degR = degT = max{degP, degQ}.

Euler’s differential equations has the form

xn y (n) + a1 xn−1 y (n−1) + . . . + an−1 xy 0 + an y = f (x)

1
where a1 , . . . , an ∈ R, x ∈ I ⊆ R \ {0}, I is an interval and f ∈ C(I). To
solve this equation we use the substitution x = et for x > 0 (or x = −et for
x < 0). Let z(t) = y(et ), for x > 0. Then

y 0 (et ) = e−t z 0 (t)

y 00 (et ) = e−2t (z 00 (t) − z 0 (t))
y 000 (et ) = e−3t (z 000 (t) − 3z 00 (t) + 2z 0 (t))
...
and the equation reduces to a non-homogeneous linear differential equation
with constant coefficients. The new linear equation in the unknown z has
the following characteristic equation

r(r −1)(r −2) . . . (r −n+1)+. . .+an−2 r(r −1)+an−1 r +an = 0, x ∈ (0, ∞).

2 Exercices
Ex. 1 Find the solution of the following non-homogeneous linear equations:

a) y 000 + 2y 00 − 3y 0 = 9x2 + 1;

b) y 00 − y = (4x + 2)ex ;

c) y 00 − 3y 0 + 2y = sin x;

d) y 00 + 4y = sin x sin 2x;

e) y (5) − 2y (4) + y 000 − 2y 00 = −x + ex .

Ex. 2 Find the solution of the following non-homogeneous linear equations:

a) y 000 − y 00 = x;

b) y 00 − 2y 0 + 3y = (x − 2)ex ;

c) y 00 − 2y 0 + 5y = xex + ex cos 2x;

d) y 000 − y 00 − y 0 + y = ex ;

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 e) y 00 − 2y 0 + 5y = xex sin 2x.

Ex. 3 Integrate the following equation using the method of variation of con-
stants.
a) y 00 + 3y 0 + 2y = 1
1+ex ;

b) y 000 + y 0 = 1
cos x ;
ex
c) y 00 − 2y 0 + y = x ,x > 0.

Ex. 4 Integrate the following Euler equations:

a) x3 y 000 − x2 y 00 + 2xy 0 − 2y = x3 ;
b) x2 y 00 − xy 0 − 3y = 8x3 , x ∈ (0, ∞);
c) x2 y 00 − 2y = sin ln x, x > 0;
d) x2 y 00 − 3xy 0 + 4y = x + 2;
e) x2 y 00 − 4xy 0 + 6y = 0;
f ) x3 y 000 − 3x2 y 00 + 6xy 0 − 6y = x, x > 0.

Ex. 5 Integrate by power series the equation y 00 − xy 0 − y = 0.

3 Solutions
Solutie Ex. 1 a) The corresponding homogenous equation y 000 + 2y 00 −
3y 0 = 0 has the characteristic equation r3 + 2r2 − 3r = 0 with the
real roots r1 = 0, r2 = 1 and r3 = −3. Therefore, the solution of the
homogeneous equation is

yH = C1 + C2 ex + C3 e−3x , C1 , C2 , C3 ∈ R.

Since λ = 0 the particular solution of the non-homogeneous equation is

of the form yP = x(ax2 + bx + c). Replacing in the initial equation we
obtain a = −1, b = −2 and c = −5. Consequently, the general solution
is
y(x) = C1 + C2 ex + C3 e−3x − (x3 + 2x2 + 5x).

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b) The homogenous equation y 00 − y = 0 has the characteristic equation
r2 −1 = 0, hence r1,2 = ±1. The solution of the homogeneous equation
is
yH = C1 ex + C2 e−x .
Since α = 1, β = 0 then λ = 1, so a particular solution is of the form

yP (x) = x(ax + b)ex = (ax2 + bx)ex .

Replacing in the equation, we obtain a = 1, b = 0; hence the general

solution is
y(x) = C1 ex + C2 e−x + x2 ex , x ∈ R.

c) The corresponding homogenous equation y 00 − 3y 0 + 2y = 0 has the

characteristic equation r2 − 3r + 2 = 0 with the real roots r1 = 1 and
r2 = 1. Therefore, the solution of the homogeneous equation is

yH = C1 ex + C2 e2x , C1 , C2 ∈ R.

Since λ = i the particular solution of the non-homogeneous equation

is of the form yP = A sin x + B cos x. Replacing in the initial equation
1 3
we obtain A = 10 , B = 10 . Consequently, the general solution is

1 3
y(x) = C1 ex + C2 e2x + sin x + cos x.
10 10

d) The characteristic equation is r2 + 4 = 0 with the complex conjugate

roots r1 = 2i, r2 = −2i. So, the solution of the homogenous equation
is yH = C1 cos 2x + C2 sin 2x.
For the non-homogenous part f (x) = sin x sin 2x we use the formula
sin a sin b = 12 (cos(a−b)−cos(a+b)) to obtain f (x) = 21 cos x− 12 cos 3x.
The first term 21 cos x gives the number λ = i which is not a root
of the characteristic equation and the second term − 12 cos 3x gives a
different number λ = 3i which again is not a root of the characteristic
equation. Hence we will search for two separate particular solutions of
the equations
1
y 00 + 4y = cos x, (1)
2

4
 1
y 00 + 4y = − cos 3x (2).
2
A first particular solution is of the form yp1 = a cos x + b sin x, which
by replacing in equation (1) leads to a = 16 and b = 0. The other par-
ticular solutionis of the form yp2 = a sin 3x + b cos 3x and by replacing
1
in (2) we obtain b = 10 and a = 0. The general solution is

1 1
y(x) = C1 cos 2x + C2 sin 2x + cos x + cos 3x.
6 10

e) The roots of the characteristic equation are r1 = r2 = 0, r3 = 2 and

r4,5 = ±i. The solution of the homogeneous equation is

yH = C1 + C2 x + C3 e2x + C4 sin x + C5 cos x

The right hand side of the equation has two terms of different forms:
for the first term, we search for a particular solution yP = x2 (ax + b)
and for the second part, we search for a particular solution yP = Cex .
1
By replacing into the initial equation we get a = 12 , b = 81 and c = − 12 ,
therefore the general solution is y = yH + yP 1 + yP 2 = C1 + C2 x +
3 2 x
C3 e2x + C4 sin x + C5 cos x + x12 + x8 − e2 .

Solutie Ex. 2 a) The corresponding homogenous equation y 000 − y 00 = 0

has the characteristic equation r3 −r2 = 0 with the real roots r1 = r2 =
0 and r3 = 1. Therefore, the solution of the homogeneous equation is

yH = C1 + C2 x + C3 ex , C1 , C2 , C3 ∈ R.

Since λ = 0 is a double root the particular solution of the non-homogeneous

equation is of the form yP = x2 (ax + b). Replacing in the initial equa-
tion we obtain a = − 61 , b = − 12 . Consequently, the general solution
is
1 1
y(x) = C1 + C2 x + C3 ex − ( x3 + x2 ).
6 2
b) The general solution of the homogeneous equation is
√ √
yH = ex (C1 cos 2x + C2 sin 2x), C1 , C2 ∈ R.

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 The particular solution is of the form yP = (ax + b)ex . The general
solution of the equation is
 √ √ x 
y = ex C1 cos 2x + C2 sin 2x + − 1 .
2

c) The solution of the homogeneous equation is

yH = ex (C1 cos 2x + C2 sin 2x), C1 , C2 ∈ R.

We assume the particular solution yP = yp1 + yp2 where yp1 is the

particular solution of the equation y 00 − 2y 0 + 5y = xex and yp2 is the
particular solution of the equation y 00 − 2y 0 + 5y = ex cos 2x. We search
yp1 = ex (ax+b) and yp2 = xex (c sin 2x+d cos 2x). The general solution
of the equation is
 x x 
y = ex C1 cos 2x + C2 sin 2x + + sin 2x .
4 4

d) The solution of the homogeneous equation is

yH = ex (C1 + C2 x) + C3 e−x , C1 , C2 , C3 ∈ R.

The particular solution is yP = 41 x2 ex .

e) The solution of the homogeneous equation is

yH = ex (C1 cos 2x + C2 sin 2x), C1 , C2 ∈ R.

The particular solution is yP = 14 xex − 18 x2 ex cos 2x + 1 x

16 xe sin 2x.

Solutie Ex. 3 a) The solution of the associated homogeneous equation

is
yH = C1 e−x + C2 e−2x , C1 , C2 ∈ R.
The general solution of the equation is of the form y(x) = yH + yP ,
where yp = C1 (x)e−x + C2 (x)e−2x . We determine C1 (x) and C2 (x) by
solving the simultaneous equations
 0
C1 (x)e−x + C20 (x)e−2x = 0
−C10 (x)e−x − 2C20 (x)e−2x = 1+e
1
x.

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 Consequently, we get C1 (x) = ln(1 + ex ) and C2 (x) = −ex + ln(1 + ex )
and the general solution is

C1 e−x + C2 e−2x + (e−x + e−2x ) ln(1 + ex ) − e−x .

b) The solution of the associated homogeneous equation is

yH = C1 + C2 sin x + C3 cos x, C1 , C2 , C3 ∈ R.

We search for a particular solution of the form yP = C1 (x)+C2 (x) sin x+

C3 (x) cos x, where C1 (x), C2 (x) and C3 (x) are given by the following
system  0
 C1 (x) + C20 (x) sin x + C30 (x) cos x = 0
C 0 (x) cos x − C30 (x) sin x = 0
 2 0
−C2 (x) sin x − C30 (x) cos x = cos1 x .
x
| tan −1|
Consequently, we get C1 (x) = − ln | tan x2 +1| , C2 (x) = ln | cos x| and
2
C3 (x) = −x.

c) The solution of the associated homogeneous equation is

yH = (C1 + C2 x)ex , C1 , C2 ∈ R.

We search for a particular solution of the form yP = (C1 (x)+C2 (x)x)ex ,

where C1 (x), C2 (x) are given by the following system
 0
C1 (x)ex + C20 (x)xex = 0
x
C10 (x)ex + C20 (x)(x + 1)ex = ex .

Consequently, we get C1 (x) = −x, C2 (x) = ln x.

Solutie Ex. 4 a) Let x = et , z(t) = y(et ). The equation becomes

z 000 (t) − 4z 00 (t) + 5z 0 (t) − 2z(t) = e3t .

The characteristic equation is

r3 − 4r2 + 5r − 2 = 0

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 and has the roots r1 = r2 = 1 and the simple root r3 = 2, so the
solution of the corresponding homogenous linear equation is

zH (t) = (C1 + C2 t)et + C3 e2t .

Since λ = 3 is not a root of the characteristic equation we search for a

particular solution of the form zP = ae3t . Replacing it in the equation
we obtain
27ae3t − 36ae3t + 15ae3t − 2ae3t = e3t
1
hence 4ae3t = e3t . We obtain a = 4 and the general solution is

1
z(t) = zH (t) + zP (t) = (C1 + C2 t)et + C3 e2t + e3t
4
or
1
y(x) = (C1 + C2 ln x)x + C3 x2 + x3 .
4
b) Let x = et , z(t) = y(et ). The characteristic equation is r(r−1)−r−3 =
0 that is r2 − 2r − 3 = 0 which has two roots r1 = 3 and r2 = −1. The
linear equation is
z 00 − 2z 0 − 3z = 8e3t
with the homogenous solution zH (t) = C1 e3t +C2 e−t . Since f (t) = 8e3t
and 3 is a root of the characteristic equation we search for a particular
solution of the form zP = Ate3t . We have zP0 = Ae3t (3t + 1) and
zP00 = Ae3t (9t + 6). We replace these expressions to obtain zp0 (t)

Ae3t (9t + 6) − 2Ae3t (3t + 1) − 3Ae3t t = 8e3t .

It follows
Ae3t (9t + 6 − 6t − 2 − 3t) = 8e3t ,
hence 4A = 8 and A = 2. We obtain

z(t) = zH (t) + zP (t) = C1 e3t + C2 e−t + 2te3t .

The general solution is

C2
y(x) = C1 x3 + + 2x3 ln x.
x

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 c) Let x = et , z(t) = y(et ). The equation becomes z 00 − z 0 − 2z = sin t.
The solution is
3 1
z(t) = C1 e2t + C2 e−t − sin t + cos t,
10 10
or equivalently
1 3
y(x) = C1 x2 + C2 x−1 + cos(ln x) − sin(ln x).
10 10

d) Let x = et , z(t) = y(et ). The equation becomes z 00 (t) − 4z 0 (t) + 4z(t) =

et + 2. The solution is
1
z(t) = C1 e2t + C2 te2t + et + ,
2
or equivalently
1
y(x) = C1 x2 + C2 x2 ln x + x + .
2

e) Let x = et , z(t) = y(et ). The equation becomes z 00 − 5z 0 + 6z = 0. The

solution is
z(t) = C1 e2t + C2 e3t ,
or equivalently
y(x) = C1 x2 + C2 x3 .

f ) Let x = et , z(t) = y(et ). The equation becomes z 000 −6z 00 +11z 0 −6z = et .
The solution is
1
z(t) = C1 e2t + C2 e3t + tet ,
2
r equivalently
1
y(x) = C1 x + C2 x2 + C3 x3 + x ln x.
2
∞
X
Solutie Ex. 5 Let y(x) = cn xn , cn ∈ R, n ≥ 0. Then
n=0
∞
X ∞
X ∞
X
0 n−1 n−2
y (x) = ncn x ; n(n − 1)cn x = (n + 2)(n + 1)cn+2 xn .
n=0 n=0 n=0

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We get the recurrence relation
cn
cn+2 = , n≥0
n+2
c0 c1
c2n = ; c2n+1 = , n ≥ 0.
2n · n! 1 · 3 · . . . · (2n + 1)
∞
X x2n x2
For c0 = 1, c1 = 0 ⇒ y1 (x) = = e 2 . For c = 0, c = 1 we have
0 1
2n n!
n=0

∞
X x2n+1
y2 (x) = .
1 · 3 · . . . · (2n + 1)
n=0

The solution is y(x) = C1 y1 (x) + C2 y2 (x), C1 , C2 ∈ R.

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