Independent study guide

Forced Second-Order ODEs: Trial Choice and Overlap

Choose a particular-solution trial, check simple or repeated overlap, and verify initial conditions. Worked exponential and sinusoidal examples.

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A nonzero right-hand side changes the job. The characteristic equation describes the associated homogeneous equation; you still need a particular solution that produces the forcing term. This lesson shows how to choose that solution, notice an overlap and check the result.

We use real, dimensionless variables. The unknown function is y(t)y(t); a prime means differentiation with respect to tt. All worked examples are defined for every real tt. These are original teaching problems, not official assessment questions.

Start with the equation type

The method below applies to a linear equation with constant coefficients,

y′′+ay′+by=f(t),y''+ay'+by=f(t),

where aa and bb are real constants. If the coefficient of y′′y'' is a nonzero constant other than 1, divide every term by that constant first. The associated homogeneous equation has the same left-hand side and a zero right-hand side.

Write a solution as

y=yh+yp.y=y_h+y_p.

Here yhy_h is the general homogeneous solution, including its two arbitrary constants, and ypy_p is one particular solution of the forced equation. Linearity makes the sum work: the left-hand side applied to yhy_h gives zero, while the same operation applied to ypy_p gives f(t)f(t). Two different particular solutions can describe the same full solution family if their difference is homogeneous.

Initial conditions belong to the complete solution. A particular solution does not usually satisfy them by itself.

If your equation is first-order and linear, start with the integrating-factor lesson. If its coefficients depend on tt, or a term such as y2y^2 or (y′)2(y')^2 makes it nonlinear, this constant-coefficient recipe does not apply unchanged.

Choose the whole trial family

Undetermined coefficients works when the forcing is a finite sum of polynomials, exponentials, sines and cosines, or products of those forms. Differentiating these functions stays within a finite family, so a finite set of unknown coefficients can be enough.

  • For a polynomial of degree nn, include every power from tnt^n down to a constant, even if the forcing omits a power.
  • For eαte^{\alpha t} times a polynomial, multiply the polynomial trial by eαte^{\alpha t}.
  • For a sine or cosine at frequency β\beta, include both sine and cosine. Differentiation can exchange them.
  • For eαte^{\alpha t} times a degree-nn polynomial times sine or cosine, use eαt[Pn(t)cos⁡(βt)+Qn(t)sin⁡(βt)]\begin{aligned}e^{\alpha t}\bigl[&P_n(t)\cos(\beta t)\\&+Q_n(t)\sin(\beta t)\bigr]\end{aligned}. Here PnP_n and QnQ_n each contain all powers from tnt^n down to a constant, with separate unknown coefficients; some can turn out to be zero. Apply the overlap check below to the whole expression.
  • For sums, find a particular solution for each forcing term and add them. This step uses linearity.

Before calculating coefficients, compare the trial with the homogeneous solution. If the trial contains terms already in yhy_h, the differential operator will cancel those terms. Multiplying by a new power of tt removes that overlap.

In this notation, α\alpha is a real exponential rate, β\beta is a real trigonometric frequency, and ii is the imaginary unit with i2=−1i^2=-1. For a polynomial or a sine/cosine without an exponential factor, take α=0\alpha =0. The characteristic polynomial is p(r)=r2+ar+bp(r)=r^2+ar+b; rr is an auxiliary variable. A root has multiplicity ss when its factor (r−r0)(r-r_0) occurs exactly ss times in that polynomial.

For an exponential-polynomial trial, multiply the entire trial by tst^s, where ss is the multiplicity of α\alpha in the characteristic polynomial. For an exponential-sinusoidal trial with β≠0\beta \ne 0, use the multiplicity of the complex root α+iβ\alpha +i\beta. Use s=0s=0 when there is no matching root. For a real second-order equation, an exponential root can have multiplicity 0, 1 or 2.

This is an overlap check, not a rule to multiply every guess by tt. Determine ss from the equation you actually have.

Worked example: one overlapping exponential

Solve

y′′+3y′+2y=e−t,y(0)=0,y′(0)=0.\begin{gathered}y''+3y'+2y=e^{-t},\\ y(0)=0,\quad y'(0)=0.\end{gathered}

Find the homogeneous family

The characteristic equation factors as

r2+3r+2=(r+1)(r+2)=0.r^2+3r+2=(r+1)(r+2)=0.

Therefore

yh=C1e−t+C2e−2t.y_h=C_1e^{-t}+C_2e^{-2t}.

Test the tempting guess

A first guess yp=Ae−ty_p=Ae^{-t} fails for every AA. Substitution gives

yp′′+3yp′+2yp=(1−3+2)Ae−t=0.\begin{aligned}y_p''+3y_p'+2y_p\\=(1-3+2)Ae^{-t}\\=0.\end{aligned}

No choice of AA can turn zero into e−te^{-t}. The problem is the trial family, not an algebra error.

The root −1-1 occurs once, so try

yp=Ate−t.y_p=At e^{-t}.

Its derivatives are

yp′=A(1−t)e−t,yp′′=A(t−2)e−t.\begin{gathered}y_p'=A(1-t)e^{-t},\\ y_p''=A(t-2)e^{-t}.\end{gathered}

Substitution gives

yp′′+3yp′+2yp=Ae−t.y_p''+3y_p'+2y_p=Ae^{-t}.

Hence A=1A=1, and one particular solution is yp=te−ty_p=te^{-t}.

Apply both conditions to the full solution

Now

y=C1e−t+C2e−2t+te−t.\begin{aligned}y={}&C_1e^{-t}+C_2e^{-2t}\\&+te^{-t}.\end{aligned}

At t=0t=0, the two conditions give

C1+C2=0,−C1−2C2+1=0.\begin{gathered}C_1+C_2=0,\\ -C_1-2C_2+1=0.\end{gathered}

Thus C1=−1C_1=-1 and C2=1C_2=1:

y=(t−1)e−t+e−2t.\boxed{y=(t-1)e^{-t}+e^{-2t}.}

The particular term contributes 1 to the initial derivative. Omitting it while solving for the constants imposes the wrong condition.

Check the equation and the conditions separately

The derivatives are

y′=(2−t)e−t−2e−2t,y'=(2-t)e^{-t}-2e^{-2t},

y′′=(t−3)e−t+4e−2t.y''=(t-3)e^{-t}+4e^{-2t}.

In y′′+3y′+2yy''+3y'+2y, the e−2te^{-2t} terms cancel and the coefficient of e−te^{-t} is

(t−3)+3(2−t)+2(t−1)=1.(t-3)+3(2-t)+2(t-1)=1.

The left-hand side is exactly e−te^{-t}, as required. Equivalently, the residual y′′+3y′+2y−e−ty''+3y'+2y-e^{-t} is zero. Also y(0)=0y(0)=0 and y′(0)=0y'(0)=0. Passing the differential-equation check alone would not establish the initial conditions.

Although the answer contains te−tte^{-t}, it tends to zero as tt tends to positive infinity. An extra factor of tt does not automatically mean a growing physical oscillation.

When one factor of tt is still not enough

Consider

y′′+4y′+4y=e−2t.y''+4y'+4y=e^{-2t}.

The associated homogeneous family is (C1+C2t)e−2t(C_1+C_2t)e^{-2t}. Both Ae−2tAe^{-2t} and Ate−2tAte^{-2t} are already in it. The characteristic root −2-2 occurs twice, so choose

yp=At2e−2t.y_p=At^2e^{-2t}.

A short substitution explains the power. Set y=e−2tuy=e^{-2t}u. Differentiating and combining the terms gives

y′′+4y′+4y=e−2tu′′.y''+4y'+4y=e^{-2t}u''.

For u=At2u=At^2, u′′=2Au''=2A. Matching the forcing gives A=1/2A=1/2. The full family is therefore

y=(C1+C2t)e−2t+12t2e−2t.\begin{aligned}y={}&(C_1+C_2t)e^{-2t}\\&+\tfrac12t^2e^{-2t}.\end{aligned}

This example has no stated initial conditions, so the two constants remain arbitrary. The homogeneous repeated-root reasoning is developed in the ENGR 213 worked example.

Sinusoidal forcing and an ideal resonance

For

y′′+4y=cos⁡(2t),y''+4y=\cos(2t),

the homogeneous family is C1cos⁡(2t)+C2sin⁡(2t)C_1\cos (2t)+C_2\sin (2t). Both sinusoidal trial terms overlap, so use

yp=t[Acos⁡(2t)+Bsin⁡(2t)].y_p=t[A\cos(2t)+B\sin(2t)].

Substitution gives

yp′′+4yp=−4Asin⁡(2t)+4Bcos⁡(2t).\begin{aligned}y_p''+4y_p={}&-4A\sin(2t)\\&+4B\cos(2t).\end{aligned}

Match both coefficients: A=0A=0 and B=1/4B=1/4. One particular solution is

yp=t4sin⁡(2t).y_p=\frac{t}{4}\sin(2t).

For t≥0t \ge 0, the factor tt gives an increasing envelope t/4t/4. In the ideal undamped oscillator represented by this normalized equation, the driving frequency equals the natural frequency, producing resonance. This is a property of this model; damping or a different driving frequency changes the response. It is distinct from the decaying exponential-overlap example above.

Even when the forcing contains only cosine, start with both sine and cosine. After substitution, one coefficient may be zero. Deciding that in advance can discard the term that is actually needed.

Know when to choose another method

The finite trial recipe does not cover every forcing term. For example, ln⁡(t)\ln (t) and et2e^{t^2} do not remain inside the polynomial-exponential-sinusoidal families above under repeated differentiation. Variation of parameters can be an alternative for a linear equation once a homogeneous basis is known. Work on an interval where the normalized coefficients and forcing are defined and continuous.

A variable-coefficient equation also needs a separate method choice. Do not form a constant-coefficient characteristic equation by treating tt as a fixed number.

For a course assessment, use the methods and topics assigned by your instructor. This lesson teaches a selected method, not a complete ENGR 213 review or a predicted exam.

Practise the decision before doing the algebra

Try the six guided questions on forced second-order equations. They change the forcing, overlap and initial conditions. Explain the trial before calculating, then check both the equation and the data.

If you want help applying this to your course, bring the equation, your proposed trial and the line where the calculation stopped. A tutor can check whether the obstacle is method choice, overlap, differentiation or the initial conditions. See ENGR 213 tutoring for coverage confirmation and booking.

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