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6.31 Particular integrals

It is possible to solve this equation systematically, similarly to the method for first-order linear equations. However, the quickest way to find the particular integral is by a form of trial and error. For each q(x)q(x) as in the left-hand column below, we (usually) look for a PI of the form given in the right-hand column.

q(x)PIanxn+an-1xn-1++a0bnxn+bn-1xn-1++b0eκxCeκx(κ\kappa not a root)eκxCxeκx(κ\kappa a single root)eκxCx2eκx(κ\kappa a double root)Hcosκx+KsinκxCcosκx+Dsinκx(κi\kappa{\rm i} not a root)Hcosκx+Ksinκxx(Ccosκx+Dsinκx)(κi\kappa{\rm i} a root)\begin{array}[]{ll}q(x)&{\rm PI}\\ a_{n}x^{n}+a_{n-1}x^{n-1}+\dots+a_{0}&b_{n}x^{n}+b_{n-1}x^{n-1}+\dots+b_{0}\\ e^{\kappa x}&Ce^{\kappa x}\quad{\hbox{($\kappa$ not a root)}}\\ e^{\kappa x}&Cxe^{\kappa x}\quad{\hbox{($\kappa$ a single root)}}\\ e^{\kappa x}&Cx^{2}e^{\kappa x}\quad{\hbox{($\kappa$ a double root)}}\\ H\cos\kappa x+K\sin\kappa x&C\cos\kappa x+D\sin\kappa x\quad{\hbox{($\kappa{% \rm i}$ not a root)}}\\ H\cos\kappa x+K\sin\kappa x&x(C\cos\kappa x+D\sin\kappa x)\quad{\hbox{($\kappa% {\rm i}$ a root)}}\end{array}

Here, when we say “κ\kappa a root”, we mean that it is a root of the auxiliary equation as2+bs+c=0as^{2}+bs+c=0, so that eκxe^{\kappa x} is a solution of the homogeneous equation.