General Question about Undetermined Coefficients

In summary, the method of undetermined coefficients is used to solve non-homogeneous differential equations and involves guessing a particular solution based on the form of the non-homogeneous term. However, this method may not work for all non-homogeneous functions, and in some cases, the variation of parameters method may be a better approach. When using the method of undetermined coefficients, it is important to consider the form of the non-homogeneous term and make an educated guess for the particular solution.
  • #1
afil
6
0
Hello, I had a question about the method of undetermined coefficients for solving ODE's. I understand it is only useful for certain non-homogeneous functions, and those dictate specific guesses, but what if I had a sum or product of two valid functions, is the guess simply a sum or product of their guesses?

EX:

Guess for 3e^-2t = Ae^-2t

Then would the guess for 3e^-2t(sin(t)) be (Ae^-2t)(Asin(t)+Bsin(t))?If this is not valid or too complicated, would variation of parameters be a better method for these types of equations?

Thanks
 
Physics news on Phys.org
  • #2
Do you mean 3e^(-2t) = Ae^(-2t) (that is ##3e^{-2t}=Ae^{-2t}##)? That is equivalent to A=3, and nothing else. There is nothing to guess, or to solve.
 
  • #3
That example is just the non homogeneous term, so extend the example to something like

y''+9y'+4y=3e^(-2t)(sint)
 
  • #4
I presume you are talking about the standard undetermined coefficients, it is possible to extend the method.
The idea is we want to solve
Q(D)y=f
where
R(D)f=0
so we solve
R(D)Q(D)y=0
then separate
y=y1+y2
where Q(D)y1=0
then determine a particular y2 by
Q(D)y2=f

So the functions f for which this method will work will be those that are solutions of some homogenous linear constant coefficient equation. A typical such function is
$$C \, x^n \, e^{A \, x}\cos(B \, x+\phi)$$
clearly linear combinations of such function are again such functions as are products of such functions and thus products of linear combinations of such functions.

I am sure there is some more slick way of showing it.
 
  • #5
Often, you make a guess and then think "what are some other terms that make this guess work".

For your example ##y''+9y'+4y=3e^{-2t}\sin t##, since you have ##y## on the left hand side, you need
at least ##y = A e^{-2t}\sin t##. But if you differentiate that, you get ##y' = -2A e^{-2t}\sin t + A e^{-2t}\cos t## so you will have to equate the coefficients of ##e^{-2t}\cos t## as well.

So, a better guess is ##y = A e^{-2t}\sin t + B e^{-2t}\cos t##. Now when you substitute into the equation and equate the coefficients of ##e^{-2t}\sin t## and ##e^{-2t}\cos t##, you get two equations for A and B. If you can solve for A and B, you are done.

But if the equation was ##y'' + 4y' + 5 = 3e^{-2t}\sin t##, your guess ##y = A e^{-2t}\sin t + B e^{-2t}\cos t## is actually the general solution for ##y'' + 4y' + 5 = 0##, so it won't give you a particular solution. If you try it, you can't solve the equations for A and B.

If that happens, you have to start again with something like ##y = Ax e^{-2t}\sin t##, and then see what other terms you need.
 

1. What is the undetermined coefficients method?

The undetermined coefficients method is a technique used in solving linear differential equations with constant coefficients. It involves determining a particular solution by guessing a form for the solution and then solving for the undetermined coefficients.

2. When is the undetermined coefficients method used?

The undetermined coefficients method is typically used when the differential equation has a non-homogeneous term, such as a function of x or a constant, on the right side of the equation.

3. How does the undetermined coefficients method work?

The method involves guessing a form for the particular solution based on the type of non-homogeneous term in the equation. The form of the solution is then substituted back into the original equation and the undetermined coefficients are solved for by equating coefficients on both sides of the equation.

4. What are some common forms used in the undetermined coefficients method?

Some common forms used in the undetermined coefficients method include polynomials, exponential functions, sine and cosine functions, and combinations of these functions.

5. What are the limitations of the undetermined coefficients method?

The method is limited to solving linear differential equations with constant coefficients and non-homogeneous terms that can be represented by the guessed form of the particular solution. It may also fail when the non-homogeneous term is a linear combination of the forms used in the method.

Similar threads

  • Calculus and Beyond Homework Help
Replies
7
Views
507
  • Differential Equations
Replies
9
Views
2K
Replies
1
Views
3K
  • Differential Equations
Replies
6
Views
2K
  • Differential Equations
Replies
2
Views
2K
  • Differential Equations
Replies
11
Views
10K
Replies
1
Views
2K
  • Differential Equations
Replies
1
Views
1K
  • Differential Equations
Replies
4
Views
3K
Replies
1
Views
2K
Back
Top