The Undetermined Coefficients Method
for 2nd Order Linear Differential Equations
Consider the following linear second order differential equation:
y 00 + a(t) y 0 + b(t) y = f (t) (∗)
In order to describe the method of undetermined coefficients, we first need a definition.
Definition. A function is called a UC function if it is either
1. a function of one of the following types:
(a) t n , where n is a non-negative integer;
(b) eαt , where α is a non-zero constant;
(c) sin(βt + γ), where β and γ are constants, β 6= 0;
(d) cos(βt + γ), where β and γ are constants, β 6= 0; or
2. a function defined as a finite product of functions listed in (1).
The method of undetermined coefficients will apply when f (x) in (∗) is a finite linear
combination of UC functions. Note that successive derivatives of a UC function are also UC
functions or linear combinations of UC functions. This property of UC functions is what allows
the method of undetermined coefficients to work.
Definition. Let f be a UC function. The UC set of f consists of f itself together with all
linear independent UC functions of which derivatives of f are constant multiples or linear
combinations.
Examples
1. Let f (t) = t 3 . Then f is a UC function, and the UC set of f is {t 3 , t 2 , t, 1}.
2. Let f (t) = sin 2t. Then the UC set of f is {sin 2t, cos 2t}.
3. Let f (t) = t 2 cos t. Then f is a UC function since it is a product of the functions t 2 and
cos t. The UC set of f is {t 2 cos t, t 2 sin t, t cos t, t sin t, cos t, sin t}.
Now, in the differential equation (∗), suppose that f (t) is a linear combination of UC func-
tions ui ,
f (t) = a1 u1 + a2 u2 + . . . + am um .
The method of undetermined coefficients prodeeds as follows.
1. Find a solution, yu , (sometimes called a complementary solution) for the corresponding
homogeneous (undriven) differential equation. Note that this is generally possible only if
the coefficient functions a(t) and b(t) are constant functions. If they are not, we do not
have a general procedure for finding the complementary solution.
Undetermined Coefficients – MA 238 page 2
2. For each of the UC functions
u1 , u2 , . . . , um
of which f is a linear combination, form the respective UC sets, say
S1 , S2 , . . . , Sm .
3. For each i 6= j, if Si ⊂ Sj , delete Si from the list.
4. For each remaining UC set which contains an element which is a solution of the homoge-
neous equation, multiply each member of that UC (and only that UC set) by the smallest
integral power of t so that none of the members of that set solves the homogeneous
equation.
5. Now form a linear combination of all the members of all the sets in step 4 using arbitrary
constant coefficients (undetermined coefficients).
6. Determine the unknown coefficients by substituting the linear combination formed in the
previous step into the original differential equation.
The procedure is illustrated in the following example.
Example. Solve the following differential equation using the method of undetermined coeffi-
cients.
y 00 − 3y 0 + 2y = 2t 2 + et + 2tet + 4e3t
Step 1: The corresponding homogeneous (undriven) equation has solution
yc = c1 et + c2 e2t .
Step 2: The function f (t) on the right hand side of the original differential equation is a linear
combinatin of the four UC functions
t 2 , et , tet , and e3t .
So we form the four UC sets of these functions to get S1 = {t 2 , t, 1}, S2 = {et }, S3 =
{tet , et }, and S4 = {e3t }.
Step 3: Since S2 ⊂ S3 , we eliminate S2 from further consideration.
Step 4: Note that S3 includes et , which is a solution of the homogeneous (undriven) equation.
So we multiply each member of S3 by t to obtain S30 = {t 2 et , tet } which now has no
members which are solutions of the homogeneous (undriven) equation.
Step 5: Forming linear combinations of the elements of S1 , S30 , and S4 , we obtain
yd = At 2 + Bt + C + De3t + Et 2 et + F tet .
Step 6: Computing yd0 and yd00 and substituting into the original driven ODE, one finds after
some algebra that
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yd = t 2 + 3t + + 2e3t − t 2 et − 3tet .
2
Thus, the general solution is
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y = yu + yd = c1 et + c2 e2t + t 2 + 3t + + 2e3t − t 2 et − 3tet .
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