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The method of undetermined coefficients, a technique used to find particular solutions to nonhomogeneous linear differential equations with constant coefficients. The method involves guessing a function of the same form as the nonhomogeneous term for the particular solution, and adjusting the coefficients to satisfy the equation. Cases where the nonhomogeneous term is a polynomial, exponential, sine, cosine, or a combination of these. Important exceptions are also discussed, where a part of the guess for the particular solution is already present in the complementary solution, requiring multiplication by x.
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92.236 Engineering Differential Equations The Method of Undetermined Coefficients
The method of undetermined coefficients can be used to find a particular solution yp of a non- homogeneous linear d.e. if the d.e. has constant coefficients and the nonhomogeneous term is a polynomial, an exponential, a sine or a cosine, or a sum or product of these.
If the d.e. has variable coefficients and/or the nonhomogeneous term is something other than a polynomial, exponential, sine, cosine, or sum or product of these, you must use another method (e.g. variation of parameters).
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If any part of your guess for yp is a part of the complementary solution yc, you must multiply that part of your yp guess by x.
Example 1. y′′^ − 3 y′^ + 2y = ex
The homogeneous equation is y′′^ − 3 y′^ + 2y = 0, which has characteristic equation r^2 − 3 r + 2 = 0.
The roots of the characteristic equation are 1 and 2, so the complementary solution is yc = c 1 ex^ + c 2 e^2 x.
Nonhomogeneous term: ex
Usual guess: yp = Aex. A term of this form already appears in yc, so we must multiply our guess by x.
Correct guess: yp = Axex.
Example 2. y′′^ − 2 y′^ + y = ex
The homogeneous equation is y′′^ − 2 y′^ + y = 0, which has characteristic equation r^2 − 2 r + 1 = 0.
The root of the characteristic equation is 1 (with multiplicity 2), so the complementary solution is yc = c 1 ex^ + c 2 xex.
Nonhomogeneous term: ex.
Usual guess: yp = Aex. A term of this form already appears in yc, so we multiply our guess by x: yp = Axex. This new guess is still of the same form as part of yc, so we must multiply by x again.
Correct guess: yp = Ax^2 ex.