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Guidelines For The Method of Undetermined Coefficients

1) The method of undetermined coefficients provides guidelines for finding particular solutions to non-homogeneous linear differential equations. 2) It involves guessing a trial solution of the same type or structure as the forcing term and then solving for the undetermined coefficients. 3) Caution must be taken to ensure the trial solution is not a solution to the homogeneous equation, as that would result in failure to determine the coefficients.

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Sandipan Saha
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0% found this document useful (0 votes)
190 views6 pages

Guidelines For The Method of Undetermined Coefficients

1) The method of undetermined coefficients provides guidelines for finding particular solutions to non-homogeneous linear differential equations. 2) It involves guessing a trial solution of the same type or structure as the forcing term and then solving for the undetermined coefficients. 3) Caution must be taken to ensure the trial solution is not a solution to the homogeneous equation, as that would result in failure to determine the coefficients.

Uploaded by

Sandipan Saha
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

GUIDELINES FOR THE

METHOD OF UNDETERMINED COEFFICIENTS


Given a constant coefficient linear differential equation

ay 00 + by 0 + cy = g(t),
where g is an exponential, a simple sinusoidal function, a polynomial, or a product
of these functions:

1. Find a pair of linearly independent solutions of the homogeneous problem:


{y1 , y2 }.

2. If g is NOT a solution of the homogeneous equation, take a trial solution


of the same type as g as suggested in the table below:

Forcing Function Trial Solution


rt
ae Aert
a sin (ωt) or a cos (ωt) A sin (ωt) + B cos (ωt)
n
at P (t)
n a positive integer P a general polynomial of degree n
n rt
at e P (t)ert
n a positive integer P a general polynomial of degree n
n
t [a sin (ωt) + b cos (ωt)] P (t)[A sin (ωt) + B cos (ωt)]
n a positive integer P a general polynomial of degree n
ert [a sin (ωt) + b cos (ωt)] ert [A sin (ωt) + B cos (ωt)]

3. If g is a solution of the homogeneous problem, take a trial solution of the


same type as g multiplied by the lowest power of t for which NO TERM
of the trial solution is a solution of the homogeneous equation.

4. Substitute the trial solution into the differential equation and solve for the
undetermined coefficients so that it is a particular solution yp .

5. Set y(t) = yp (t) + [c1 y1 (t) + c2 y2 (t)] where the constants c1 and c2 can be
determined if initial conditions are given.

6. If g is a sum of the type of forcing function described above, split the


problem into simpler parts. Find a particular solution for each of these,
then add particular solutions to obtain yp for the complete equation.

1
Examples: In most of the following examples, we discuss the differential equa-
tion
y 00 + y 0 − 6y = g(t),
for various choices of the forcing function g. Note that the associated homoge-
neous equation has characteristic polynomial λ2 + λ − 6 which two distinct real
roots, λ1 = −3, and λ2 = 2. Hence the two linearly independent solutions for
the homogeneous equation are y1 = e−3t and y2 = e2t .

(a) If g(t) = 5e4t , then we take a trial solution yp (t) := Ae4t , with yp0 = 4Ae4t
and yp00 = 16Ae4t . Then, we substitute these values into the differential
equation. One convenient way to organize our work is to write things down
as follows:

yp00 (t) = 16Ae4t


+yp0 (t) = 4e4t
−6yp (t) = −6Ae4t

yp00 + yp0 − 6y = 14Ae4t


or
4t 4t
14Ae = 5e

Hence, 14A = 5 or A = 5/14 and the particular solution for this problem
is
5 4t
yp (t) = e ,
14
with general solution
5 4t h −3t i
y(t) = e + c1 e + c2 e2t .
14

Suppose
√ that we are given initial conditions y(0) = 1/2 and y 0 (0) =
2π/2. Then, since
5 4t h i
y 0 (t) = e + −3c1 e−3t + 2c2 e2t ,
14
we can compute the constants c1 , c2 so that the solution satisfies the initial
conditions. Indeed,
5 1
y(0) = + c1 + c2 =
14 2 √
20 2π
y 0 (0) = − 3c1 + 2c2 =
14 2
or

2
1
c1 + c2 =
7√
7 2π − 20
−3c1 + 2c2 =
14

From the first, c1 = (1/7) − c2 so that, substituting into the second yields

1 7 2π − 20
 
−3 − c2 + 2c2 =
7 14
or √
7 2π − 20 3
5c2 = +
14 7
so that √ √
2π − 2 1 2π − 2
c2 = , and c1 = .
10 7 10

Thus we have the solution to the initial value problem:


√ ! √ !
5 4t 12 2π −3t 1 2π 2t
y(t) = e + − e + − + e .
14 35 10 5 10

(b) Let g(t) = 4e2t , and take a trial solution yp (t) = Ae2t . Then yp0 (t) = 2Ae2t
and yp00 (t) = 4Ae2t . Then,

yp00 (t) = 4Ae2t


+yp0 (t) = 2e2t
−6yp (t) = −6Ae2t

yp00 + yp0 − 6y = 0Ae4t


or
2t
0 = 5e

From this result, we conclued that we have chosen the wrong trial function.
The difficulty here is that Ae2t is a solution of the homogeneous problem,
so it cannot be used as a trial function because any constant multiple will
also be a solution of the homogeneous problem.
The correct choice is yp (t) = A t e2t , with yp0 = A[2 t e2t + e2t ] and yp00 =
A[4 t e2t + 4e2t ]. Then

3
2t
yp00 (t) = 4Ate2ta+4Ae
+yp0 (t) = 2Ate2t + Ae2t
−6yp (t) = −6Ate2t
yp00 + yp0 − 6y = 5Ae2t
or
2t 4t
5Ae = 4e ,

so that 5A = 4 or A = 4/5. It follows that a general solution is


4 2t h −3t i
y(t) = te + c1 e + c2 e2t .
5

(c) Suppose that g(t) = 5t. We take a trial solution in the form of a general
polynomial of degree one, yp (t) = At + B with yp0 = A and yp00 = 0. Hence

yp00 (t) = 0
+yp0 (t) = A
−6yp (t) = −6At − 6B
yp00 + yp0 − 6y
= −6At + (A − 6B)
or
−6At + (A − 6B) = 5t,

It follows that A − 6B = 0 and −6A = 5, and therefore we find that


A = −(5/6), B = −(5/36), which results in the particular solution
5 5
yp (t) = − t − .
6 36

CAUTIONARY NOTE: Suppose we had chosen the trial function simply


as yp (t) = At with no constant term B which has the same derivatives as
our first selection. Then substitution yields

yp00 (t) + yp0 (t) − 6yp (t) = A − 6At = 5t.


This last equation, A − 6At = 5t has no constant solution A and the
method fails.

4
In order to illustrate the next point, we will look at a different differential equa-
tion:
1 t
y 00 + y 0 + y = te− 2 .
4
(d) It is easy to check that the characteristic polynomial λ2 + λ + (1/4) has a
double root λ = −(1/2). While we may be tempted to take a trial solution
t
of the form yp (t) = (A + Bt)e− 2 , we see that such a choice is doomed as it
is simply a combination of the solutions to the homogeneous problem. We
t t
then try the form yp (t) = t(A + Bt)e− 2 = (Bt2 + At)e− 2 . Then a tedious
calculation leads to:
1 t t
yp0 = − (At + Bt2 )e− 2 + (A + 2Bt)e− 2
2
1 1
 
t
= − Bt2 + (2B − A)t) + A e− 2
2 2
and
1 t t t
yp00 = (At + Bt2 )e− 2 + (A + 2Bt)e− 2 + 2Be− 2
4
1 2 1
 
t
= Bt + (−2B + A)t) + (2B − A) e− 2
4 4
Using these results, we have:

h i t
yp00 (t) = 1
4
Bt2 + (−2B + 41 A)t) + (2B − A) e− 2
h i t
+yp0 (t) = − 21 Bt2 + (2B − 12 A)t) + A e− 2
  t
1
y (t)
4 p
= 1
4
Bt2 + 14 At e− 2
t
yp00 + yp0 − 6y = 0t2 + 0t + 2Be 2
or
t t
2Be− 2 = te− 2 ,

Again, the resulting equation 2B = t has no constant solution. In this


case our error is that, while we have avoided a solution of the homogeneous
equation by multiplying the polynomial by t, we still have that ONE of
the terms in the new trial solution is a solution of the homogeneous equa-
t
tion, namely the term A t e− 2 . We must multiply by a high enough power
of t so that NO PART of the resulting trial solution is a solution of the
homogeneous problem. In this case, we need a trial solution of the form
t
yp (t) = t2 (A + Bt)e− 2 .
(e) Now we return to the equation y 00 + y 0 − 6y = g(t) and consider the case
when g(t) = 5t + 4e2t . Here we split the problem into two parts, which
we first solve separately and then add to get the partucular solution of the
given non-homogeneous equation. So we consider separately

5
(e1) y 00 + y 0 − 6y = 5t
(e2) y 00 + y 0 − 6y = 4e2t .

Since this example is meant only to illustrate the point, we have chosen
two problems which we have already solved above in parts (c) and (b)
respectively. Thus a particular solution to (e1) is yp (t) = −(5/6)t + (5/36)
while a solution of (e2) is yp (t) = (4/5) t e2t . Hence a particular solution of
the full problem corresponding to the forcing function g(t) = 5t + 4e2t is
5 5 4
yp (t) = − t − + te2t .
6 36 5

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