DIFFEQ - Method of Undetermined Coefficients

In summary, the conversation is about using the method of undetermined coefficients to solve a given problem. The y_c portion is confirmed to be correct, but there is confusion about the y_p part. The steps for solving for y_p are explained, including splitting it into two portions and setting up a system of equations to solve for the unknown coefficients. There is some confusion about what exactly "equate the coefficients" means, but it is clarified that it means to equate the coefficients of the given equation to the coefficients of the function being solved for. Finally, the solution process is summarized and the conversation ends with the hope that the explanation was helpful.
  • #1
FrogPad
810
0
Sup' all?
Ok, I have a quick question (hopefully). I'm trying to use the method of undetermined coefficients, and I keep getting stuck at one specific spot in the method. I'm not exactly sure what I'm doing. Let me try and explain:

The problem is given as:
[tex]2y''+3y'+y=t^2+3*\sin t[/tex]

Which leads to:
[tex]y=y_p+y_c|y_c=c_1 e^{\frac{-t}{2}} + c_2 e^{-t}[/tex]

Now, I'm sure that the [tex]y_c[/tex] portion is correct. It is the [tex]y_p[/tex] part that I get confused on.
I'll go through my steps, so you can see what I am doing right/wrong.

So, we first split [tex]y_p[/tex] as follows:

[tex]y_p=y_{p1}+y_{p2} [/tex]
Where:
(*1) - [tex] y_{p1} [/tex] satisfies [tex]2y_{p1}''+3y_{p1}'+y_{p1}=t^2[/tex]
(*2) - [tex] y_{p2} [/tex] satisfies [tex]2y_{p2}''+3y_{p2}'+y_{p2}=3\sin t [/tex]

For the [tex] y_{p1} [/tex] portion:

[tex] y_{p1} = At^2+Bt+C [/tex]
[tex] y_{p1}'' = 2At+B [/tex]
[tex] y_{p1}'' = 2A [/tex]

Plugging into (*1) yields:

[tex] 2[2A]+3[2At+B]+[At^2+Bt+C] = t^2 [/tex]
[tex] [A]t^2 + [6A+B]t^1 +[4A+3B+C]t^0 = t^2 [/tex]

Now this is where I get confused.
I'm supposed to factor and arrange the terms, and setup a system of equations?

So, maybe something like this?

[tex] t^2: A = \lambda_1 [/tex]
[tex] t^1: 6A + B = \lambda_2 [/tex]
[tex] t^0: 4A+3B+C= \lambda_3 [/tex]

Now, how do I know what [tex]\lambda_n [/tex] are? The book, seems to magically find a number for them, but I'm NOT sure where those numbers are coming from. So if someone could explain this step, I would be very thankful. I think once I understand this step that I will be able to carry on with the other problems and do the [tex] y_{p2} [/tex] portion of this problem also.

Thanks in advance :)
 
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  • #2
FrogPad said:
The problem is given as:
[tex]2y''+3y'+y=t^2+3*\sin t[/tex]

[tex]y_p=y_{p1}+y_{p2} [/tex]
Where:
(*1) - [tex] y_{p1} [/tex] satisfies [tex]2y_{p1}''+3y_{p1}'+y_{p1}=t^2[/tex]
(*2) - [tex] y_{p2} [/tex] satisfies [tex]2y_{p2}''+3y_{p2}'+y_{p2}=3\sin t [/tex]

For the [tex] y_{p1} [/tex] portion:

[tex] y_{p1} = At^2+Bt+C [/tex]
[tex] y_{p1}'' = 2At+B [/tex]
[tex] y_{p1}'' = 2A [/tex]

Plugging into (*1) yields:

[tex] 2[2A]+3[2At+B]+[At^2+Bt+C] = t^2 [/tex]
[tex] [A]t^2 + [6A+B]t^1 +[4A+3B+C]t^0 = t^2 [/tex]

Now this is where I get confused.
I'm supposed to factor and arrange the terms, and setup a system of equations?

So, maybe something like this?

[tex] t^2: A = \lambda_1 [/tex]
[tex] t^1: 6A + B = \lambda_2 [/tex]
[tex] t^0: 4A+3B+C= \lambda_3 [/tex]

Do it this way:

So you're left with:

[tex]2(2A)+3(2At+B)+At^2+Bt+C=t^2[/tex]

expand it out:

[tex]4A+6At+3B+At^2+Bt+C=t^2[/tex]

Now combine like factors:

[tex](4A+3B+C)+(6A+B)t+At^2=t^2[/tex]

Now equate the coefficients on both side for like terms:

A=1
6A+B=0
4A+3B+C=0

So solve for A, B, and C and do the same for the other one.
 
Last edited:
  • #3
I don't understand what "equate the coefficients on both sides for like terms" means. I'm probably missing something really basic here. But, how are you getting the {1,0,0} in the system of equations?
 
  • #4
FrogPad said:
Sup' all?
Ok, I have a quick question (hopefully). I'm trying to use the method of undetermined coefficients, and I keep getting stuck at one specific spot in the method. I'm not exactly sure what I'm doing. Let me try and explain:

The problem is given as:
[tex]2y''+3y'+y=t^2+3*\sin t[/tex]

Which leads to:
[tex]y=y_p+y_c|y_c=c_1 e^{\frac{-t}{2}} + c_2 e^{-t}[/tex]

Now, I'm sure that the [tex]y_c[/tex] portion is correct. It is the [tex]y_p[/tex] part that I get confused on.
I'll go through my steps, so you can see what I am doing right/wrong.

So, we first split [tex]y_p[/tex] as follows:

[tex]y_p=y_{p1}+y_{p2} [/tex]
Where:
(*1) - [tex] y_{p1} [/tex] satisfies [tex]2y_{p1}''+3y_{p1}'+y_{p1}=t^2[/tex]
(*2) - [tex] y_{p2} [/tex] satisfies [tex]2y_{p2}''+3y_{p2}'+y_{p2}=3\sin t [/tex]

For the [tex] y_{p1} [/tex] portion:

[tex] y_{p1} = At^2+Bt+C [/tex]
[tex] y_{p1}'' = 2At+B [/tex]
[tex] y_{p1}'' = 2A [/tex]

Plugging into (*1) yields:

[tex] 2[2A]+3[2At+B]+[At^2+Bt+C] = t^2 [/tex]
[tex] [A]t^2 + [6A+B]t^1 +[4A+3B+C]t^0 = t^2 [/tex]

Now this is where I get confused.
I'm supposed to factor and arrange the terms, and setup a system of equations?

So, maybe something like this?

[tex] t^2: A = \lambda_1 [/tex]
[tex] t^1: 6A + B = \lambda_2 [/tex]
[tex] t^0: 4A+3B+C= \lambda_3 [/tex]

Now, how do I know what [tex]\lambda_n [/tex] are? The book, seems to magically find a number for them, but I'm NOT sure where those numbers are coming from. So if someone could explain this step, I would be very thankful. I think once I understand this step that I will be able to carry on with the other problems and do the [tex] y_{p2} [/tex] portion of this problem also.

Thanks in advance :)
The lambda are the coefficents. Equate them to the given coeffficients and solve for the unknowns using algebra.
 
  • #5
No offense lurflurf, but I just said that I don't understand what "equate the coefficients means. So telling me to equate the coefficients again doesn't make any sense to me.

I'm just guessing here, but maybe it means this ?

Ok, so our factored equation with the appropriate [tex]y_{pn}^{(m)}[/tex] plugged in is:
[tex](4A+3B+C)+(6A+B)t+At^2=t^2[/tex]

So equating the coefficients means:
[tex] t^n : P(N) = \lambda_n [/tex]
Where [tex] \lambda_n [/tex] means the count of coefficients in the expression we are trying to find a function for.

So the function we are trying to find a [tex] y_{pn} [/tex] function for is [tex] t^2 [/tex], which can be written as:

[tex] c_1t^2 + c_2t^1 + c_3t^0 |c_1=1,\,c_2=0,\,c_3=0[/tex]

So that is how you get the [tex] \lambda_n [/tex] expressions. So, equating the coefficients really does make sense after all.

Sorry lurflurf!

hehe, how could I have been so stupid :)

that's it? Right? grr... I hope that's what it is, I'll have to try it in a second with a different problem.
 
  • #6
FrogPad said:
I don't understand what "equate the coefficients on both sides for like terms" means. I'm probably missing something really basic here. But, how are you getting the {1,0,0} in the system of equations?

I'm probably too late but for the record here goes: So we have:

[tex](4A+3B+C)+(6A+B)t+At^2=t^2[/tex]

That's the same thing as :

[tex](4A+3B+C)t^0+(6A+B)t+At^2=0t^0+0t+1t^2[/tex]

Now, for this to be an equality for EVERY value of t, the coefficients on each power of t must be the same. So look at the coefficient on [itex]t^0[/itex]

That means:
4A+3B+C=0

right?

Same dif for t ok?
6A+B=0

Same for t^2:

A=1.

What about:

[tex](2a-4b+6a-12)+(22a-c)x+(-c+3d)x^2-(16c-22d)x^3=1-2x^2-x^3[/tex]

Can you set up the the four equations which "equate" coefficients? (Don't solve them as this is just a made-up problem ok)
 
  • #7
[tex] 2a-4b+6a-12 = 1[/tex]
[tex] 22a-c = 0[/tex]
[tex] -c+3d = -2[/tex]
[tex] 16c-22d = -1[/tex]

:)

Thanks saltydog, I'm pretty sure I understand it. I seriously appreciate the help. I just didn't understand how the book was "magically" getting those numbers in the system of equations. So, thanks guys.
 

1. What is the Method of Undetermined Coefficients in Differential Equations?

The Method of Undetermined Coefficients is a technique used to solve non-homogeneous linear differential equations. It involves assuming a particular solution for the equation and finding the coefficients that satisfy the equation. This method is often used when the non-homogeneous term of the equation is a polynomial, exponential, or trigonometric function.

2. How does the Method of Undetermined Coefficients work?

The Method of Undetermined Coefficients works by assuming a particular solution for the differential equation, which is made up of a combination of functions that are known to produce the non-homogeneous term. These functions are then substituted into the equation, and the coefficients are determined by solving the resulting system of equations.

3. When should the Method of Undetermined Coefficients be used?

The Method of Undetermined Coefficients is most effective when the non-homogeneous term of the differential equation is a polynomial, exponential, or trigonometric function. It is also useful when the non-homogeneous term is a linear combination of these functions.

4. What are the limitations of the Method of Undetermined Coefficients?

The Method of Undetermined Coefficients may not work if the non-homogeneous term is a complicated function or if it has repeated roots. In these cases, the variation of parameters method may be a better option for solving the differential equation.

5. Can the Method of Undetermined Coefficients be used for higher-order differential equations?

Yes, the Method of Undetermined Coefficients can be used for higher-order differential equations. However, the number of unknown coefficients will increase with the order of the equation, making the process more complex. In these cases, it may be more efficient to use the Laplace transform method.

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