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The Method of Undetermined Coefficients

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The Method of Undetermined Coefficients




Now, back to the work at hand. Any of them will work when it comes to writing down the general solution to the differential equation. Speaking of which… This section is devoted to finding particular solutions and most of the examples will be finding only the particular solution.

This however, is incorrect. The complementary solution is only the solution to the homogeneous differential equation and we are after a solution to the nonhomogeneous differential equation and the initial conditions must satisfy that solution instead of the complementary solution. So, we need the general solution to the nonhomogeneous differential equation. Taking the complementary solution and the particular solution that we found in the previous example we get the following for a general solution and its derivative.

This means that the coefficients of the sines and cosines must be equal. First, since there is no cosine on the right hand side this means that the coefficient must be zero on that side. More importantly we have a serious problem here. What this means is that our initial guess was wrong. If we get multiple values of the same constant or are unable to find the value of a constant then we have guessed wrong. One of the nicer aspects of this method is that when we guess wrong our work will often suggest a fix.

In this case the problem was the cosine that cropped up. Our new guess is. We found constants and this time we guessed correctly. Notice that if we had had a cosine instead of a sine in the last example then our guess would have been the same. In fact, if both a sine and a cosine had shown up we will see that the same guess will also work. For this we will need the following guess for the particular solution. So, differentiate and plug into the differential equation. Notice that in this case it was very easy to solve for the constants.

A particular solution for this differential equation is then. Notice that there are really only three kinds of functions given above. If you think about it the single cosine and single sine functions are really special cases of the case where both the sine and cosine are present.

Also, we have not yet justified the guess for the case where both a sine and a cosine show up. We will justify this later. We now need move on to some more complicated functions. The more complicated functions arise by taking products and sums of the basic kinds of functions. Doing this would give. However, we will have problems with this. As we will see, when we plug our guess into the differential equation we will only get two equations out of this.

So, we will use the following for our guess. Following this rule we will get two terms when we collect like terms. Now, set coefficients equal. This last example illustrated the general rule that we will follow when products involve an exponential. When a product involves an exponential we will first strip out the exponential and write down the guess for the portion of the function without the exponential, then we will go back and tack on the exponential without any leading coefficient.

In the interest of brevity we will just write down the guess for a particular solution and not go through all the details of finding the constants. So, we have an exponential in the function. One final note before we move onto the next part. The 16 in front of the function has absolutely no bearing on our guess.

Any constants multiplying the whole function are ignored. We will start this one the same way that we initially started the previous example. The guess for the polynomial is. Notice that everywhere one of the unknown constants occurs it is in a product of unknown constants. This means that if we went through and used this as our guess the system of equations that we would need to solve for the unknown constants would have products of the unknowns in them.

These types of systems are generally very difficult to solve. So, to avoid this we will do the same thing that we did in the previous example. Everywhere we see a product of constants we will rename it and call it a single constant. This is a general rule that we will use when faced with a product of a polynomial and a trig function.

We write down the guess for the polynomial and then multiply that by a cosine. Does the proposed solution always follow the base format of the right-hand side? Yeah i get it now! Thanks a bunch, will upvote and mark it as answered! You're welcome; good luck! But that is NOT true for general right hand side. In that case, try "variation of parameters", You can make such a "guess" for functions that are of the type we expect as solutions to a homogeneous linear differential equation with constant coefficients: Sign up or log in Sign up using Google.

The first equation immediately gives. Therefore, a particular solution of the given differential equation is. Find a particular solution and the complete solution of the differential equation. Now, combining like terms and simplifying yields. A particular solution of the given differential equation is therefore. Find the solution of the IVP. The first step is to obtain the general solution of the corresponding homogeneous equation. Since the auxiliary polynomial equation has distinct real roots,.

Combining like terms and simplifying yields. Therefore, the desired solution of the IVP is. Now that the basic process of the method of undetermined coefficients has been illustrated, it is time to mention that is isn't always this straightforward. A problem arises if a member of a family of the nonhomogeneous term happens to be a solution of the corresponding homogeneous equation.

In this case, that family must be modified before the general linear combination can be substituted into the original nonhomogeneous differential equation to solve for the undetermined coefficients.


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Undetermined Coefficients For Higher Order Differential Equations. We have already seen how to solve a second order linear nonhomogeneous differential with constant coefficients where the "g" function generates a UC-set. If you need a review of this click here. For higher order nonhomogeneous differential equation, the exact same method .

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In this section we work a quick example to illustrate that using undetermined coefficients on higher order differential equations is no different that when we used it on 2nd order differential equations with only one small natural extension.

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This method only works for certain forms of the right-hand side: but this should be in your book, course notes or otherwise easily found online . The central idea of the method of undetermined coefficients is this: Form the most general linear combination of the functions in the family of the nonhomogeneous term d(x), substitute this expression into the given nonhomogeneous differential equation, and solve for the coefficients of the linear combination.

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In this section we introduce the method of undetermined coefficients to find particular solutions to nonhomogeneous differential equation. We work a wide variety of examples illustrating the many guidelines for making the initial guess of the form of the particular solution that is needed for the method. order linear equations with constant coefficients: a y″ + b y′ + c y = g(t). Where a, b, and c are constants, a ≠ 0; and g(t) ≠ 0. It has a corresponding .