Undetermined Coefficients: Finding Solutions to Linear Differential Equations, Study Guides, Projects, Research of Engineering

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 ypof 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).
1. If the nonhomogeneous term is a polynomial, try guessing a polynomial of the same degree
for yp.
Example. y00
3y0+2y=4x
Nonhomogeneous term: 4x(polynomial of degree 1).
Guess: yp=Ax +B(a polynomial of degree 1).
Note: You need the constant term Bin your guess for ypeven though there is no
constant in the nonhomogeneous term.
2. If the nonhomogeneous term is an exponential function, try guessing an exponential function
of the same form for yp.
Example. y00
3y0+2y=6ex
Nonhomogeneous term: 6ex(an exponential function).
Guess: yp=Aex(an exponential function of the same form).
3. If the nonhomogeneous term is a sine or a cosine, try guessing a combination of sine and
cosine of the same angular frequency for yp.
Example. y00
3y0+2y= 10 sin(2x)
Nonhomogeneous term: 10 sin(2x) (sine function with angular frequency 2).
Guess: yp=Asin(2x)+Bcos(2x) (combination of sine and cosine w. angular frequency 2).
Note: You need the cosine term Bcos(2x)in your guess for ypeven though there
is no cosine in the nonhomogeneous term.
4. If the nonhomogeneous term is a sum of a polynomial, an exponential function, and/or a sine
or cosine, try guessing a sum of these functions for yp.
Example. y00
3y0+2y=4x+ 10 sin(2x)
Nonhomogeneous term: 4x+ 10 sin(2x) (sum of a polynomial of degree 1 and a sine with
angular frequency 2.)
Guess: yp=Ax +B+Csin(2x)+Dcos(2x)
5. If the nonhomogeneous term is a product of a polynomial, an exponential function, and/or a
sine or cosine, try guessing a product of these functions for yp.
Example. y00
3y0+2y=36xex
Nonhomogeneous term: 36xex(product of a polynomial of degree 1 and an exponential.)
Guess: yp=(Ax +B)ex
Note: You need the Bexterm in your guess for ypeven though there is no such
term in the nonhomogeneous term.
OVER
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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).

  1. If the nonhomogeneous term is a polynomial, try guessing a polynomial of the same degree for yp. Example. y′′^ − 3 y′^ + 2y = 4x Nonhomogeneous term: 4x (polynomial of degree 1). Guess: yp = Ax + B (a polynomial of degree 1). Note: You need the constant term B in your guess for yp even though there is no constant in the nonhomogeneous term.
  2. If the nonhomogeneous term is an exponential function, try guessing an exponential function of the same form for yp. Example. y′′^ − 3 y′^ + 2y = 6e−x Nonhomogeneous term: 6e−x^ (an exponential function). Guess: yp = Ae−x^ (an exponential function of the same form).
  3. If the nonhomogeneous term is a sine or a cosine, try guessing a combination of sine and cosine of the same angular frequency for yp. Example. y′′^ − 3 y′^ + 2y = 10 sin(2x) Nonhomogeneous term: 10 sin(2x) (sine function with angular frequency 2). Guess: yp = A sin(2x) + B cos(2x) (combination of sine and cosine w. angular frequency 2). Note: You need the cosine term B cos(2x) in your guess for yp even though there is no cosine in the nonhomogeneous term.
  4. If the nonhomogeneous term is a sum of a polynomial, an exponential function, and/or a sine or cosine, try guessing a sum of these functions for yp. Example. y′′^ − 3 y′^ + 2y = 4x + 10 sin(2x) Nonhomogeneous term: 4x + 10 sin(2x) (sum of a polynomial of degree 1 and a sine with angular frequency 2.) Guess: yp = Ax + B + C sin(2x) + D cos(2x)
  5. If the nonhomogeneous term is a product of a polynomial, an exponential function, and/or a sine or cosine, try guessing a product of these functions for yp. Example. y′′^ − 3 y′^ + 2y = 36xe−x Nonhomogeneous term: 36xe−x^ (product of a polynomial of degree 1 and an exponential.) Guess: yp = (Ax + B)e−x Note: You need the Be−x^ term in your guess for yp even though there is no such term in the nonhomogeneous term.

OVER

IMPORTANT EXCEPTION TO THE ABOVE RULES

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.