Applied Mathematics and Computation 232 (2014) 254–260

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Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc

A simple approach to the particular solution of constant

coefficient ordinary differential equations
Manuel D. Ortigueira ⇑
Department of Electrical Engineering, Faculty of Sciences and Technology, Universidade Nova de Lisboa, Portugal

a r t i c l e i n f o a b s t r a c t

Keywords: An eigenfunction approach to compute the particular solution of constant coefficient ordin-
Ordinary differential equations ary differential equations is presented. It is shown that the exponentials are the eigenfunc-
Constant coefficient tions of such equations. Solutions corresponding to products of powers and exponentials
Particular solution are obtained. The singular case is studied and a fast algorithm for its implementation is
Eigenfunction
presented.
Transfer function
Ó 2014 Elsevier Inc. All rights reserved.

1. Introduction

The constant coefficient ordinary differential equations are ubiquitous. Their mathematical manageability and practical
usefulness make them odd tools, even if they are not the best, for studying or modeling most natural or artificial systems.
This motivates their development since a long time ago and made them object of many books.
Perhaps we should not expect to find new features on such equations. This is a wrong thought as shown in [2,3] and moti-
vates us to propose a different approach for computing the particular solution for the special and of prime importance that is
the exponential case.
In engineering applications the exponentials or particularly the sinusoids are used to study the so-called steady state of
the filters, name usually given to the systems described by ordinary differential equations. Normally they are written in the
general format [5]
X
N X
M
ak Dak yðtÞ ¼ bk Dbk xðtÞ; ð1Þ
k¼0 k¼0

with t 2 R; the symbol D represents the derivative operator. The parameters ak and bk are the derivative orders. In the so-
called commensurate case we write ak ¼ bk ¼ ka. For now we will consider a equal to 1. The generalisation for fractional
orders will be presented in a future paper. On writing the second member with this format it is intended to consider practical
implementations where we need to consider derivatives on the input and, if studying the transient behaviour, the corre-
sponding initial conditions. As said above we will treat the steady state solution.
Particularising (1) for a ¼ 1 we have
X
N X
M
ak Dk yðtÞ ¼ bk Dk xðtÞ: ð2Þ
k¼0 k¼0

⇑ Address: Campus da FCT, Quinta da Torre, 2829-516 Caparica, Portugal.

E-mail address: mdo@fct.unl.pt

http://dx.doi.org/10.1016/j.amc.2014.01.036
0096-3003/Ó 2014 Elsevier Inc. All rights reserved.
 M.D. Ortigueira / Applied Mathematics and Computation 232 (2014) 254–260 255

In current applications we assume that M 6 N for stability reasons. From a pure mathematical point of view, it is not nec-
essary to have such assumption provided that we work in the context of the generalised functions [10]. For wide classes of
functions we can use the Laplace transform (two-sided) or the Fourier transform [7] to find the particular solution of (2).
However the functions xðtÞ with the format
X
K
xðtÞ ¼ ebt dk t k ;
k¼0

used in [3] do not have neither Laplace transform nor Fourier transform, even in distributional sense. Jia & Sogabe treated
this subject by presenting an explicit formulation for the particular solution of equations of the type stated above, but they
put M ¼ 0. Other interesting approaches can be found in [1,2,4,8], but we think it is possible to get simpler algorithms. In the
following and without loosing generality, because Eq. (2) is linear, we will consider the case

xðtÞ ¼ ebt t K : ð3Þ

The paper outlines as follows. We will start by introducing the eigenfunctions of differential equations and compute the cor-
responding eigenvalues. These are used to calculate the particular solutions we are looking for, namely in the singular case.
Several examples are presented to illustrate the behaviour of the approach. Some procedures to make easier the algorithm
are described.

2. The eigenfunctions of differential equations

2.1. The exponentials as eigenfunctions

Let xðtÞ and yðtÞ be two functions defined on R. The convolution is a binary operation defined with generality by:
Z 1
xðtÞ  yðtÞ ¼ xðsÞyðt  sÞds: ð4Þ
1

As it is easy to verify, the neutral element of the convolution is the Dirac impulse distribution, dðtÞ. Following a current pro-
cedure in Signal Processing, consider the solution, yðtÞ, of (2) when xðtÞ is an impulse, xðtÞ ¼ dðtÞ. We call it Impulse Response
and represent it by hðtÞ. We have then
X
N X
M
ak Dk hðtÞ ¼ bk Dk dðtÞ: ð5Þ
k¼0 k¼0

Now convolve both sides in (5) with xðtÞ. As known:

h i
xðtÞ ¼ dðtÞ  xðtÞ and Dk hðtÞ  xðtÞ ¼ Dk ½hðtÞ  xðtÞ;

This means that the solution of (2) is the convolution of xðtÞ with the impulse response
yðtÞ ¼ hðtÞ  xðtÞ ð6Þ

Theorem 1. Eigenfunction
The particular solution of the differential Eq. (2) when xðtÞ ¼ est s 2 C is given by
yðtÞ ¼ HðsÞest ; ð7Þ
provided that HðsÞ exists.

Proof. Insert xðtÞ ¼ est into (4) to get

Z 1 Z 1
yðtÞ ¼ hðsÞesðtsÞ ds ¼ hðsÞess dsest ;
1 1

with
Z 1
HðsÞ ¼ hðsÞess ds; ð8Þ
1

we obtain (7). h

This theorem shows that the exponential defined on R is the eigenfunction of the constant coefficient ordinary differential
Eq. (2). The eigenvalue, HðsÞ, is the Transfer Function of the system defined by the differential Eq. (2) and is the Laplace trans-
form of the impulse response.
256 M.D. Ortigueira / Applied Mathematics and Computation 232 (2014) 254–260

Inserting (7) into (2) we conclude immediately that

PM
BðsÞ bk sk
HðsÞ ¼ ¼ Pk¼0
N
: ð9Þ
AðsÞ k¼0 ak s
k

In the following we will consider that the characteristic polynomial in the denominator is not zero for the particular value of s
at hand. Later we will consider the cases where the characteristic polynomial is zero (s is a pole).
It is interesting to remark here that in general there are at least two impulse responses corresponding to a given transfer
function. It depends on the choice of the associated region of convergence pffiffiffi[7]. To examplify,
pffiffiffi consider the transfer function
HðsÞ ¼ s3 þs214sþ2 of the Example 1, below. It has 3 poles at s ¼ 1; s ¼ 1 þ 3; s ¼ 1  3. Now pass a vertical straight line
by each pole. We define 4 regions (vertical strips) on the complex plane. Inverting HðsÞ with the Fourier–Mellin integral using
as integration path a straight line in a given region of convergence, we obtain an impulse response. For this case, there are 4
impulse responses having the same expression for the transform, HðsÞ, but different region of convergence. This is an advan-
tage of using the two sided Laplace transform. The one-sided, only gives one.
The sinusoidal case – In a particular setting, put s ¼ ix0 . We obtain immediately

yðtÞ ¼ Hðix0 Þeix0 t ;

This is very interesting since it allows us to compute easily the solution when xðtÞ ¼ cosðxo tÞ or xðtÞ ¼ sinðxo tÞ. Consider the
first case; the second is similar. We have
1 ix0 t 1 ix0 t
xðtÞ ¼ cosðxo tÞ ¼ e þ e ;
2 2
that leads to
1 1
yðtÞ ¼ Hðix0 Þ eix0 t þ Hðix0 Þ eix0 t ;
2 2
The function HðixÞ ¼ jHðxÞjeuðxÞ is called frequency response in engineering applications. The function jHðxÞj is the amplitude
spectrum and is an even function, while uðxÞ is the phase spectrum and is an odd function, if the coefficients in (2) are real.
The graphic representations on logarithmic scales of jHðxÞj and uðxÞ are called Bode diagrams [7]. Now it is not a difficult
task to conclude that

Theorem 2. Sinusoidal case

The particular solution of the differential Eq. (2) when xðtÞ ¼ cosðxo tÞ is given by
yðtÞ ¼ jHðx0 Þjcos½xo t þ uðx0 Þ; ð10Þ
It is important to remark that when Hðix0 Þ ¼ 0; yðtÞ is identically null. This is the reason why we call filters the systems
described by linear differential equations.

Example 1. Consider the differential equation of the first example in [3]

y000 þ y00  4y0 þ 2y ¼ xðtÞ: ð11Þ
2t
Let xðtÞ ¼ e . The solution is given by:
1 1 2t
yðtÞ ¼ e2t ¼ e :
23 þ 22 þ 8 þ 2 6

Example 2. Consider again the above equation, but change the second member:
y000 þ y00  4y0 þ 2y ¼ x00  4x
and assume that xðtÞ ¼ eipt . Then
p2 þ 4
yðtÞ ¼ eipt :
ip þ p2 þ 4ip  2
3

From this result it would be immediate to compute the solution for xðtÞ ¼ cosðptÞ or xðtÞ ¼ sinðptÞ. Remark that if
xðtÞ ¼ ei2t ; yðtÞ ¼ 0.

2.2. Power.exponential case

To go further we are going to consider the case xðtÞ ¼ tK ebt . It is not difficult to see that we can write
K
d
xðtÞ ¼ lim K
est :
s!b ds
 M.D. Ortigueira / Applied Mathematics and Computation 232 (2014) 254–260 257

Return to (6) and particularise for our case to obtain:

Z 1 Z 1 K
d
yðtÞ ¼ hðsÞðt  sÞK ebðtsÞ ds ¼ hðsÞlim K
esðtsÞ ds:
1 1 s!b ds
For s in the region of convergence of the Laplace transform the integral converges uniformly and we can commute the
derivative and integral operations. We can say that:

Theorem 3. Power.exponential
The particular solution of the differential Eq. (2) when xðtÞ ¼ tK ebt is given by
K
d ½HðsÞest 
yðtÞ ¼ lim K
; ð12Þ
s!b ds
Using the Leibniz rule we can obtain another expression for yðtÞ stated as follows.

Theorem 4. The particular solution of the differential Eq. (2) when xðtÞ ¼ tK ebt is given by:
XK  
K
yðtÞ ¼ HðjÞ ðbÞt Kj ebt ; ð13Þ
j¼0
j

provided that b is not a pole of the transfer function.

In particular, when xðtÞ ¼ t K the solution is given by:
XK  
K
yðtÞ ¼ HðjÞ ð0Þt Kj : ð14Þ
j¼0
j

Example 3. Return back to the above example and as in [3] put xðtÞ ¼ 4t. We obtain immediately
X1  
1 ðjÞ
yðtÞ ¼ H ð0Þttj :
j¼0
j

As Hð0Þ ¼ 42 ¼ 2 and H0 ð0Þ ¼ 4 4

4
¼ 4 the solution is
yðtÞ ¼ 2t þ 4;
in agreement with the result in [3].
We must refer that we could also solve this problem using the Fourier transform. We only have to remark that [10]
FT ½t ¼ 2pid0 ðxÞ ð15Þ
and
HðixÞd0 ðxÞ ¼ Hð0ÞdðxÞ  H0 ð0Þd0 ðxÞ: ð16Þ
However, this approach cannot be used with exponentials.

2.3. The singular case

Consider now the situation where the characteristic polynomial in the denominator has an mth order root for s ¼ b. To look
for a solution return back to (7) and (9) to write
AðsÞyðtÞ ¼ BðsÞest :
When s goes to b the first member becomes 0:yðtÞ. So the solution is undetermined.
Assume for now that xðtÞ ¼ wðtÞebt . To obtain a solution of (2) we start by doing there the substitution
yðtÞ ¼ v ðtÞ:ebt : ð17Þ
Let D represent again the derivative operator. According to [2,3],
 
AðDÞ v ðtÞ:ebt ¼ AðD þ bÞv ðtÞ
and
 
BðDÞ wðtÞ:ebt ¼ BðD þ bÞwðtÞ:
With these changes we obtain a new differential equation with transfer function Hðs þ bÞ. In fact we moved the root of AðsÞ
from s ¼ b to s ¼ 0. This means that we have m null coefficients that we remove leading to a new equation
258 M.D. Ortigueira / Applied Mathematics and Computation 232 (2014) 254–260

X
Nm X
M
k Dkþm v ðtÞ ¼
a  Dk wðtÞ;
b ð18Þ
k
k¼0 k¼0

where ak ; k ¼ 0; 1; . . . ; N  m are the coefficients of the new characteristic polynomial AðsÞ ¼ AðsþbÞ
sm
and numerator polynomial
BðsÞ ¼ Bðs þ bÞ.
Now perform a new substitution uðtÞ ¼ Dm v ðtÞ to obtain
X
Nm X
M
k Dk uðtÞ ¼
a  Dk wðtÞ:
b ð19Þ
k
k¼0 k¼0

For the particular case we are interested in, wðtÞ ¼ tK , we can use (14). Let D1 represent the anti-derivative.1 So
v ðtÞ ¼ Dm uðtÞ, allowing to obtain
Theorem 5. Singular case
The particular solution of the differential Eq. (2) when xðtÞ ¼ tK ebt with AðbÞ ¼ 0 is given by
" #
XK  
bt m K ðjÞ Kj
yðtÞ ¼ e D H ð0Þt ; ð20Þ
j¼0
j

with

BðsÞ sm Bðs þ bÞ
HðsÞ ¼ ¼ :
AðsÞ Aðs þ bÞ
It is not difficult to show that (20) can be written
"   #
XK
K ðK  jÞ!
yðtÞ ¼ ebt HðjÞ ð0Þ t Kþmj ; ð21Þ
j¼0
j ðK þ m  jÞ!

but in practice it is preferable to obtain first uðtÞ and then compute the anti-derivative term by term. As seen the net effect of
the singularity is an increase in the exponent of the power function in xðtÞ.

Example 4. Consider the above equation again with xðtÞ ¼ et

y000 þ y00  4y0 þ 2y ¼ et :
The point s ¼ 1 is a pole of the transfer function, Að1Þ ¼ 0, of order m ¼ 1. On the other hand,
HðsÞ ¼ ðsþ1Þ3 þðsþ1Þs 2 4ðsþ1Þþ2 ¼ s2 þ4sþ1
1
and H0 ðsÞ ¼  2 2sþ4 2 , leading to Hð0Þ ¼ 1 and H0 ð0Þ ¼ 4. Proceeding as stated above,
ðs þ4sþ1Þ
we have2
yðtÞ ¼ tet  4et
As y0 ¼ tet  3et ; y00 ¼ tet  2et , and y000 ¼ tet  et , we can write:
tet  et þ tet  2et  4tet þ 12et þ 2tet  8et ¼ et :

2.4. Making easier the implementation

The implementation may be cumbersome even with transfer functions of low orders. So we need ways to make easy the
computations. We are going to present two.

1. Change of variable in polynomials

To pass from a given polynomial PðsÞ to another one PðsÞ ¼ Pðs þ bÞ we can use an upper triangular matrix TðbÞ with
generic elements tij given by
8   ji
j
>
< i b i ¼ 0; . . . ; N; j ¼ i; . . . ; N
t ij ¼ ð22Þ
>
:
0 i ¼ 0; . . . ; N; j ¼ 0; . . . ; i  1
 the vector of the new, we can write
If p is the vector of the old coefficients and p
 ¼ Tp;
p ð23Þ

1
D1 Df ðtÞ ¼ DD1 f ðtÞ ¼ f ðtÞ; [5] essentially the mth order primitive without primitivation constants.
2
A slightly different from the result showed in [3].
 M.D. Ortigueira / Applied Mathematics and Computation 232 (2014) 254–260 259

allowing an easy computation of the new polynomial. This result can be obtained recursively.
2. Computation of the transfer function derivatives at s ¼ 0. To compute yðtÞ using (13), (20), and (21) we need the succes-
sive derivatives of HðsÞ at the origin. The direct computation although not difficult may be very boring and leading to very
large expressions which can originate errors. To avoid it is better to compute the MacLaurin series associated to HðsÞ. This
is not difficult to do because:
(a) HðsÞ can be decomposed in a sum of a polynomial and a proper fraction.
(b) The fractional part can be decomposed in a sum of partial fractions. This is easy to do if the poles are simple by the
residue theorem. If they are multiple, we can use instead of the residue theorem an algorithm presented in [9] that
does not need derivative computations.
(c) Each partial fraction has a MacLaurin series that we obtain using the geometric series.

This algorithm requires the knowledge of the poles. An alternative without such requirement can be found in [6]. Essen-
tially it consists of a decomposition of HðsÞ in a Laurent series that is inverted term by term to give a MacLaurin series.

Example 5. Another interesting example is given in [3]:

yð4Þ  4y000 þ 3y00 þ 4y0  4y ¼ ðt3  2t 2 þ t  4Þe2t :

The characteristic polynomial has a second order zero at s ¼ 2. Proceeding as described above we have

s2 1
HðsÞ ¼ ¼
ðs þ 2Þ  4ðs þ 2Þ þ 3ðs þ 2Þ2 þ 4ðs þ 2Þ  4
4 3 s2 þ 4s þ 3

We have to compute derivatives at s ¼ 0 up to order 5. To do it, we decompose HðsÞ as:

1 1=2 1=2 1X1

1X 1
HðsÞ ¼ ¼  ¼ ð1Þn sn  ð1Þn 3n1 sn ;
ðs þ 1Þðs þ 3Þ ðs þ 1Þ ðs þ 3Þ 2 n¼0 2 n¼0

for jsj < 1. Then

n! h i
HðnÞ ð0Þ ¼ ð1Þn 1  3n1
2
leading to

Hð0Þ ¼ 1=3; H0 ð0Þ ¼ 4=9; H00ð0Þ ¼ 26=27; H000 ð0Þ ¼ 80=27:

Then
XK  
K
uK ðtÞ ¼ HðjÞ ð0Þt Kj ; for K ¼ 0; . . . 3;
j¼0
j

leading to
u0 ðtÞ ¼ 1=3;

1 4
u1 ðtÞ ¼ t ;
3 9

1 2 8 26
u2 ðtÞ ¼ t  þ ;
3 9 27
and

1 3 4 2 26 80
u3 ðtÞ ¼ t  t þ t :
3 3 9 27
Joining these solutions according to the right hand side of the initial equation, we have

1 3 20
uðtÞ ¼ t  2t2 þ 5t  ;
3 3
leading to

1 5 1 4 5 3 10 2
v ðtÞ ¼ t  t þ t  t :
60 6 6 3
The final solution will be
260 M.D. Ortigueira / Applied Mathematics and Computation 232 (2014) 254–260

1 5 1 4 5 3 10 2 2t
yðtÞ ¼ t  t þ t  t e ;
60 6 6 3
in agreement with [3].

3. Conclusions

An eigenfunction approach to the computation of the particular solution of constant coefficient ordinary differential
equations was presented. We started by showing that the exponentials are the eigenfunctions of such equations. Solutions
corresponding to products of powers and exponentials were obtained. For both inputs we studied the singular case and
proposed a fast algorithm for its implementation.

Acknowledgments

This work was partially funded by National Funds through the Foundation for Science and Technology of Portugal.

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