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TheMethodofUndeterminedCoefficients

TheMethodofUndeterminedCoefficients
Themethodofundeterminedcoefficientsisatechniquefordeterminingthe
particularsolutiontolinearconstantcoefficientdifferentialequations

forcertaintypesofnonhomogeneoustermsf(t).
Thissectionwillcover:
f(t)=exp(at)
f(t)=polynomial
f(t)=sineorcosine
f(t)=sumofvariousterms
ModifiedGuesses
Summary
Nonhomogeneoustermf(t)=exp(at)
Considertheexample:

Weguessthattheparticularsolutionhastheformy_p(t)=Aexp(3t).Here
Aisaunknownconstant.Inthiscasewehavey'_p=3Aexp(3t)and
y''_p=9Aexp(3t).Substitutingtheexpressionsfory_p,y'_p,andy''_p
intothedifferentialequation,weobtain

TheLHSofthislastexpressionis20Ae^3t.Comparingthetwosidesof
thedifferentialequation,weconcludethatA=1/20.
Theapproachforthisexampleisstandardforaconstantcoefficient
differentialequationswithexponentialnonhomogeneousterm.Ifthe
nonhomogeneoustermisconstanttimesexp(at),thentheinitialguess
shouldbeAexp(at),whereAisanunknowncoefficienttobedetermined.
Thisguessmayneedtobemodified.
Nonhomogeneoustermf(t)=polynomial
Considertheexample:

Weguessthattheparticularsolutionhastheformy_p(t)=At+B,whereA
andBareunknowns.Inthiscasewehavey_p=Aandy_p=0.Substituting
theexpressionsfory_p,y'_p,andy''_pintothedifferentialequation,we
obtain

RearrangingtheLHSofthisequation,weobtain
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TheMethodofUndeterminedCoefficients

Comparingthecoefficientsoftonbothsidesoftheequation,weconcludethat
2A=1.Comparingtheconstantterms,weconcludethat3A+B=1.Thefirst
equationimpliesA=1/2.ThisfactandthesecondequationimplythatB=1/2.
Ifthenonhomogeneoustermisapolynomialofdegreen,thenaninitialguess
fortheparticularsolutionshouldbeapolynomialofdegreen:

Thisguessmayneedtobemodified.
Nonhomogeneoustermf(t)=sineorcosine
Considertheexample:

Weguessthattheparticularsolutionisy_p=Asin(3t)+Bcos(3t).Notethat
wehavebothsineandcosineterms.Inthiscasewehave

Substitutingy_p,y'_p,andy''_pintothedifferentialequationweobtain:

RearrangingtheLHSofthisequation,weobtain:

Comparingthecoefficentsofsin(3t)onbothsidesoftheequation,we
conclude7A9B=1.TheRHShasnocosineterms.Thismeansthatthe
coefficientofcosineontheLHSmustbe0thatis,9A7B=0.Solving
theseequationsweconcludeA=7/130andB=9/130.
Ingeneralifthenonhomogeneoustermisoftheforma*sin(ct)+b*cos(ct).
Thenaninitialguessfortheparticularsolutionisy_p=Asin(ct)+Bcos(ct).
Thisguessmayneedtobemodified.
f(t)=sumofvariousterms
Considerthedifferentialequation

Ifthenonhomogeneoustermisasumoftwoterms,thentheparticular
solutionisy_p=y_p1+y_p2,wherey_p1isaparticularsolutionof
y''+3y'+2y=exp(3t)andy_p2isaparticularsolutiony''+3y'+2y=sin(3t).
Fromourdiscussionabove,weknowy_p1=exp(3t)/20andthat
y_p2=(t1)/2.Hencethecompleteparticularsolutionis
y_p=exp(3t)/20+(t1)/2.Remembertheinitialguessesabove
mayneedtobemodified.
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TheMethodofUndeterminedCoefficients

ModifiedGuesses
Considertheexample:

Accordingtotheargumentsabove,theguessfortheparticularsolution
isy_p=Aexp(t).Wehavey'_p=Aexp(t)andy''_p=Aexp(t).
Substitutingtheseexpressionsintotheode,wehave

TheLHSofthisexpressionequals0!Hence,wehave

whichisinconsistent.Thismeansthattheinitialguessy_p=Aexp(t)is
notappropriate.Thereasonisthatexp(t)isasolutiontothehomogeneous
equationy''+3y'+2y=0.(Notethatthecharacteristicequationis
r^2+3r+2=(r+2)(r+1)=0.)
Theappropriateguessinthiscaseisy_p=Atexp(t).Wehave
y_p=Aexp(t)Atexp(t)andy''_p=2Aexp(t)+Atexp(t).
Substitutingintotheodewehave,

CleaninguptheLHS,wehaveAexp(t)=exp(t).Hence,A=1.
Themoralofthisstoryiswemustmultiplyaninitialguessforthe
particularsolutionbyt^s,wheresisthesmallestintegersothatno
terminthemodifiedparticularsolutionisasolutiontothehomogeneous
ode.Hereareacoupleofexamples:

Twolinearlyindependentsolutionstotheodearelisted.Asaninitial
guess,y_p=Aexp(t).Themodifiedguessisy_p=At^2exp(t).We
needtomultiplybyt^2sincetexp(t)isasolutiontothehomogeneousode.
Anotherexample:

Asaninitialguess,y_p=At+B.ThetermB,aconstantisasolutiontothe
homogeneouspart.Hence,themodifiedguessisy_p=At^2+Bt.
Summary
Thefollowingtablegivestheformoftheparticularsolutionforvarious
nonhomogeneousterms.

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TheMethodofUndeterminedCoefficients

Recallthatsisthesmallestintegersuchthatnotermintheparticularsolutionis
isasolutiontothehomogeneousdifferentialequation.
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