Review of methods for nding the particular solution of a nonhomogeneous system

Everything in this review is based on the following: x = Px + g This is also written x1 x2

x

p11 p12 p21 p22

P(t)

x1 x2
x

g1 (t) g2 (t)
g(t)

When discussing the general solution to this system, I will use the following notation: Eigenvalues: r1 , r2 , etc. Eigenvectors: 1 = General solution: xg (t) = c1 1 er1 t + c2 2 er2 t = c1 11 21 er1 t + c2 12 22 er2 t
1 1 (t) 1 2 (t)

for r1 , and 2 =

2 1 (t) 2 2 (t)

for r2 .

2 1 Recall: 1 = 12 , 2 = 21 , etc. Particular solution: xp (t). I will try to keep the notation consistent throughout, although I may not include the (t) every time. I am assuming that you have already found the general solution of the system, in everything that follows.

1. Diagonalization Summary: The principle of diagonalization is to exploit the magic of linear algebra to make your computations simpler. Specically, if P is diagonalizable, let x = Ty so that you can solve the simpler system (1) Advantages: a. This system is simpler because D is a diagonal matrix. b. D does not need to be calculated. Although you can nd it from computing T1 PT, this computation is unnecessary. D is just the matrix of eigenvalues, which you have already found: r1 0 D= . 0 r2 c. T has also already been found: it is just the matrix of eigenvalues. Note: T is not quite the same as the fundamental matrix because it does not include the functions er1 t , er2 t , etc. Disadvantages: a. The matrix P must be diagonalizable. This means that it must have n linearly independent eigenvectors if P is n n. Remember: P is automatically diagonalizable if it is Hermitian, that is: P=P . If P contains only real numbers, then this just means that P is automatically diagonalizable whenever P is symmetric: P = PT . How to use the method of diagonalization: 1. Write down the matrix of eigenvectors T and nd its inverse: T= 2. Compute T1 g =
1 11 22 12 21 T

y = Dy + T1 g.

11 12 21 22

T1 =

1 11 22 12 21

22 12 21 11 h1 (t) h2 (t)

22 12 21 11

g1 (t) g2 (t)

3. Optional step: use the principle of diagonalization (1). Write out y = Dy + T1 g : y1 y2 = r1 y1 + h1 (t) r2 y2 + h2 (t)

This step is not strictly necessary, but sometimes its good to keep the formalism in mind as a way of remembering where you are and what youre doing. Also, it shows the TA that you know whats up.

4. Find y1 , y2 by evaluating the indenite integrals: y1 = er1 t y2 = er2 t er1 s h1 (s) ds er2 s h2 (s) ds

Tip: dont need to bother keeping track of the constants of integration. They disappear at the end anyway and they just make more work in the mean time. 5. Now that you have y, you can nd the particular solution to the original problem by computing 11 12 y1 xp = Ty = . 21 22 y2 Common mistakes to avoid: 1. In step 4, integrate only the er1 s hj (t). Dont include the rj yj part. 2. In step 4, dont forget to multiply the integral by er1 t . 3. DONT forget step 5. For some reason, people really like to forget step 5.

2. Undetermined Coefficients Summary: The principle of undetermined coecients is to exploit the tractability of the functions in g(t) to make your computations simpler. Specically, we assume that a particular solution must look like (2) xp = a1 (t) + b2 (t) + d3 (t) + e. By comparing the coecients of the 1 (t) term we can gure out what a is, etc. Advantages: a. Easy mathematics: involves NO integration. b. Can be used to nd a particular solution without having to nd eigenvectors. Disadvantages: a. Only works when g contains nice functions (polynomials, exponentials, trigs). b. P must have constant coecients. How to use the method of undetermined coecients: 1. Write out g1 1 2 g(t) = = 1 (t) + 2 (t) + g2 1 2

3 3

3 (t).

Here, j , j are numbers and j are functions of t like ekt , cos kt, sin kt, t, t2 , etc. Ive written g as if it had three dierent terms, but of course it probably only has one or two dierent terms (and could theoretically have many more). 2. Use the principle of undetermined coecients (2) and write out xp = a1 (t) + b2 (t) + d3 (t) + e. Note: if an eigenvalue r = ri shows up in a j (t) = ert , you must assume x includes an extra term with a t, e.g., xp = aert + btert + d2 (t) + e3 (t) + f . 3. Find the derivative xp = a1 (t) + b2 (t) + d3 (t). 4. Rewrite x = Px + g as a1 + b2 + d3 = Pa1 + Pb2 + Pd3 + Pe +
xp Pxp

1 1

1 +

2 2
g

2 +

3 3

3 .

5. Collect all the j terms to obtain equations like Pa1 = a1 1 1 1 = Pa = a 1 1 .

Note: these equations may look quite dierent from what Ive written here, e.g., Pa may not always be with a1 . The important thing is to gather all the terms with 1 together, all the terms with 2 together, etc. Then you can make an equation

between the coecients of the j . (This is where the name of this method comes from, right?) 6. Solve these equations to nd a1 , a2 : p11 p12 p21 p22 a1 a2 = p11 a1 + p12 a2 p21 a1 + p22 a2 = a1 1 a2 1 = a= a1 a2

Sometimes, you may not be able to solve for a completely. For example, suppose you obtain a1 a= a1 1 5 from the equations you obtained in part 5. In this case, follow the book and write a= Then set a1 = 0 and take a= a1 a1 1 5 = a1 0 1 1 + 0 1 5 .

. 1 5 Also note that sometimes you may need to solve for b before you can solve for a, etc. 7. Now that you have found a, b,etc., write out the particular solution xp (t) = a1 a2 1 (t) + b1 b2 2 (t) + d1 d2 3 (t) + e1 e2 .

Note: this is the particular solution, not the general solution. THERE ARE NO CONSTANTS c1 , c2 in front of these terms. Common mistakes to avoid: 1. DONT forget the g in step 4. People love to forget the g in step 4. 2. The g starts o on the same side as the Px is in step 4. It needs to be subtracted over to the side in step 5. Many people make a sign error at this point.

3. Variation of Parameters Summary: exploit the properties of the fundamental matrix by solving the equation (3) u = g. to obtain a vector u. Then the particular solution is xp = u. Advantages: a. May be applied to solve any problem. b. Easy to remember: the only formulae you need are are u = g and xp = u. Disadvantages: a. Solving u = g can get ugly because each component of the vectors involved can contain a complicated expression and row-reduction becomes cumbersome. b. Integrating u to nd u can sometimes be dicult. c. Doing the matrix multiplication u can be tedious. How to use the method of variation of parameters: 1. Use your general solution to form the fundamental matrix, which probably looks like this: 11 er1 t 12 er2 t = . 21 er1 t 22 er2 t 2. Use the principle of variation of parameters (3) and solve the matrix equation u = g to nd u : 11 er1 t 12 er2 t u1 (t) g1 (t) = . 21 er1 t 22 er2 t u2 (t) g2 (t) 3. Integrate u1 to nd u1 , and integrate u2 to nd u2 . Tip: You dont need to worry about the constants of integration here, as they will magically disappear in the last step anyway. 4. Now that you have u, perform the matrix multiplication u to recover xp : 11 er1 t 12 er2 t 21 er1 t 22 er2 t u1 (t) u2 (t) = x1 (t) x2 (t) = xp (t).

Common mistakes to avoid: 1. Dont forget step 4. People love to forget step 4.