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Linear ODE with constant coefficients

At a Glance

Why This Chapter Matters

Constant-coefficient linear ODEs appear in Section B at 7–15 marks. They always follow the same structure: find the complementary function (CF) from the auxiliary equation, find a particular integral (PI) for the right-hand side, and combine. The CF is determined entirely by the roots of the auxiliary polynomial; the PI technique depends on the form of the forcing. The key decisions are (a) which root type gives which CF form, and (b) whether the forcing term resonates with the CF (requiring a modified PI). Master the resonance rule and these questions become routine.

Minimum Theory

Auxiliary equation and CF. For any(n)++a1y+a0y=f(x)a_n y^{(n)}+\cdots+a_1 y'+a_0 y = f(x), substitute y=emxy=e^{mx} to get the auxiliary polynomial p(m)=0p(m)=0. The CF depends on the roots:

Root typeCF contribution
Real distinct root m=αm=\alphaCeαxCe^{\alpha x}
Repeated real root m=αm=\alpha (mult.\ kk)(C1+C2x++Ckxk1)eαx(C_1+C_2 x+\cdots+C_k x^{k-1})e^{\alpha x}
Complex conjugate pair m=α±iβm=\alpha\pm i\betaeαx(Acosβx+Bsinβx)e^{\alpha x}(A\cos\beta x+B\sin\beta x)

Particular integral — resonance rule. If the forcing f(x)f(x) contains a term that matches a term in the CF:

Auxiliary root types and their CF forms; resonance rule

Applying initial conditions. Compute yp(0)y_p(0) and yp(0)y_p'(0) from the particular integral, then set up equations for the CF constants from the total y(0)y(0) and y(0)y'(0).

Substitution to constant coefficients. Some variable-coefficient ODEs can be converted to constant-coefficient by a substitution (e.g. t=sinxt=\sin x for certain oscillatory coefficients). When the coefficient of yy' involves tanx\tan x and the coefficient of yy involves cos2x\cos^2 x, try t=sinxt=\sin x.

Question Archetypes

ArchetypeRecognition
constant-coeff-ivpCF+PI with initial conditions applied
higher-order-constant-coeffThird-order (or higher) auxiliary equation; resonance check for each forcing term
reducible-to-constant-coeffVariable-coefficient ODE that reduces by substitution (e.g. t=sinxt=\sin x)

constant-coeff-ivp (2 question(s); 2017, 2018)

Recognition Cues

Solution Template

  1. Auxiliary equation: substitute y=emxy=e^{mx}; solve for roots.
  2. Write CF from the root type.
  3. Find PI (if non-homogeneous): standard or operator method.
  4. Apply ICs: differentiate yc+ypy_c+y_p; evaluate at x=0x=0; solve for the constants.

Worked Example 1

2017 Paper 1, 2017-P1-Q6b-ii (7 marks)

Solve 20y+4y+y=020y''+4y'+y=0, y(0)=3.2y(0)=3.2, y(0)=0y'(0)=0.

Step 1. Auxiliary: 20m2+4m+1=020m^2+4m+1=0; discriminant 1680=64<016-80=-64<0. m=4±8i40=110±i5.m = \frac{-4\pm8i}{40} = -\frac{1}{10}\pm\frac{i}{5}.

Step 2. CF: y=ex/10(Acosx5+Bsinx5)y=e^{-x/10}(A\cos\tfrac{x}{5}+B\sin\tfrac{x}{5}).

Step 3. Homogeneous; no PI.

Step 4. y(0)=A=3.2y(0)=A=3.2. Differentiate: y(0)=A/10+B/5=0B=A/2=1.6y'(0)=-A/10+B/5=0 \Rightarrow B=A/2=1.6. y=ex/10 ⁣(3.2cosx5+1.6sinx5).\boxed{y = e^{-x/10}\!\left(3.2\cos\tfrac{x}{5}+1.6\sin\tfrac{x}{5}\right).}

Worked Example 2

2018 Paper 1, 2018-P1-Q7c (13 marks)

Solve y5y+4y=e2ty''-5y'+4y=e^{2t}, y(0)=19/12y(0)=19/12, y(0)=8/3y'(0)=8/3.

Step 1. Auxiliary: m25m+4=(m1)(m4)=0m^2-5m+4=(m-1)(m-4)=0; roots m=1,4m=1,4.

Step 2. CF: yc=Aet+Be4ty_c=Ae^t+Be^{4t}.

Step 3. PI: try yp=Ce2ty_p=Ce^{2t}. 4C10C+4C=2C=1C=1/24C-10C+4C=-2C=1 \Rightarrow C=-1/2. So yp=e2t/2y_p=-e^{2t}/2.

Step 4. y=Aet+Be4te2t/2y=Ae^t+Be^{4t}-e^{2t}/2.

Subtracting: 3B=44/1225/12=19/12B=19/363B=44/12-25/12=19/12 \Rightarrow B=19/36; A=25/1219/36=75/3619/36=56/36=14/9A=25/12-19/36=75/36-19/36=56/36=14/9. y=149et+1936e4t12e2t.\boxed{y = \frac{14}{9}e^t+\frac{19}{36}e^{4t}-\frac{1}{2}e^{2t}.}

Common Traps

higher-order-constant-coeff (1 question(s); 2023)

Recognition Cues

Solution Template

  1. Find all roots of the auxiliary polynomial (check integer roots by trial).
  2. For each forcing term, determine whether its frequency matches a root.
  3. For resonant terms, multiply the PI by xsx^s (where ss = multiplicity of the matching root).
  4. Combine all PIs; write the general solution.

Worked Example

2023 Paper 1, 2023-P1-Q6a (15 marks)

Solve y3y+4y2y=ex+cosxy'''-3y''+4y'-2y=e^x+\cos x.

Step 1. Auxiliary: m33m2+4m2m^3-3m^2+4m-2. Try m=1m=1: 13+42=01-3+4-2=0 ✓. Factor: (m1)(m22m+2)=0(m-1)(m^2-2m+2)=0. Roots: m=1m=1 and m=1±im=1\pm i.

Step 2. CF: yc=c1ex+ex(c2cosx+c3sinx)y_c=c_1e^x + e^x(c_2\cos x+c_3\sin x).

Step 3. Check resonance:

Substituting Bcosx+CsinxB\cos x+C\sin x: coefficient matching gives B=1/10B=1/10, C=3/10C=3/10.

Step 4. y=c1ex+ex(c2cosx+c3sinx)+xex+cosx+3sinx10.\boxed{y = c_1e^x+e^x(c_2\cos x+c_3\sin x)+xe^x+\tfrac{\cos x+3\sin x}{10}.}

Common Traps

reducible-to-constant-coeff (1 question(s); 2021)

Recognition Cues

Solution Template

  1. Try t=sinxt = \sin x (suggested by the coefficient structure): dy/dx=(dy/dt)cosxdy/dx = (dy/dt)\cos x.
  2. Compute d2y/dx2=sinx(dy/dt)+cos2x(d2y/dt2)d^2y/dx^2 = -\sin x\,(dy/dt) + \cos^2x\,(d^2y/dt^2).
  3. Substitute; the cross terms involving sinx\sin x cancel.
  4. Divide by cos2x\cos^2x to obtain a constant-coefficient ODE in tt.
  5. Solve and convert back to xx.

Worked Example

2021 Paper 1, 2021-P1-Q6b (15 marks)

Solve y+(tanx3cosx)y+2ycos2x=cos4xy''+(\tan x-3\cos x)y'+2y\cos^2 x=\cos^4 x.

Step 1–3. Substitute t=sinxt=\sin x; d2y/dx2=sinxyt+cos2xyttd^2y/dx^2 = -\sin x\,y_t + \cos^2x\,y_{tt}. The sinxyt-\sin x\,y_t from yy'' and the +sinxyt+\sin x\,y_t from tanxy\tan x\cdot y' cancel, giving: cos2xytt3cos2xyt+2cos2xy=cos4x.\cos^2x\,y_{tt} - 3\cos^2x\,y_t + 2\cos^2x\,y = \cos^4x.

Step 4. Divide by cos2x\cos^2x: ytt3yt+2y=1t2y_{tt}-3y_t+2y = 1-t^2 (using cos2x=1t2\cos^2x = 1-t^2).

Step 5. Auxiliary: (D1)(D2)(D-1)(D-2); CF =C1et+C2e2t= C_1e^t+C_2e^{2t}. PI: at2+bt+cat^2+bt+c — matching coefficients gives a=1/2a=-1/2, b=3/2b=-3/2, c=5/4c=-5/4.

Convert back (t=sinxt=\sin x): y=C1esinx+C2e2sinxsin2x23sinx254.\boxed{y = C_1e^{\sin x}+C_2e^{2\sin x}-\tfrac{\sin^2x}{2}-\tfrac{3\sin x}{2}-\tfrac{5}{4}.}

Common Traps

Marks-Aware Writing

For 7-mark IVP: show the auxiliary equation, state all roots, write the CF, differentiate once, apply ICs in two steps. No steps can be skipped.

For 15-mark problems: show the full operator working for each PI separately, and verify each PI by substitution (or state the operator result). The ICs must be applied to yc+ypy_c+y_p, not just ycy_c.

For the reducible case: the cancellation step (showing the sinx\sin x terms cancel) is the “demonstration” the question asks for — show it explicitly.

Practice Set

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