Method of Undetermined Coefficients for Higher Order Linear Equations

In summary, when using the method of undetermined coefficients, the particular solution is determined by the "right hand side" of the equation and the characteristic roots. If the right hand side does not involve any of the characteristic roots, the particular solution is simply the exponential term with undetermined constants. If the right hand side does involve a characteristic root, the particular solution is a polynomial of that root's power multiplied by the exponential term.
  • #1
craighenn
5
0
Hi, I'd just like to have a quick clarification with regards to the method of undetermined coefficients. I know that if a characteristic equation has the form

(r-4)3 = 0

then the characteristic solution will be

yc = e4t + te4t + t2e4t + t3e4t
and the particular solution ought to be

Y = At4e4t

That all makes sense to me. But I was wondering how the particular solution is to be found if the characteristic solution isn't entirely one root. Like if it was

(r-4)2(r-2) =0

The characteristic solution would be

yc = e4t + te4t + e2t

My question then is two-fold. First, how do I structure the particular solution with regard to the method of undetermined coefficients? Because when all the roots repeat then the particular is just one power of t greater than the greatest one in the solution, like in my first example.

But with two different roots out of 3 (or think of any other example), I'm not sure what to do. Can I even use that method, or is a particular solution even necessary when the characteristic equation has more than just repeated roots?



Hopefully I wrote this clear enough to convey what I'm asking.
 
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  • #2
The only time a characteristic root is important in determining a particular solution is when it is one of the possiblities for the particular solution. So if your characteristic sollution is [itex]C_1e^{4t}+ C_2te^{4t}+ C_3e^{2t}[/itex] (don't forget the undetermined constants) then whether you need to consider them at all depends on the "right hand side". If the right hand side were [itex]e^{5t}[/itex] and does not involve any of the characteristic roots, then you would just try [itex]Ae^{5t}[/itex]. If there were a "[itex]e^{4t}[/itex]" term, since you already have [itex]e^{4t}[/itex] and [itex]te^{4t}[/itex], you would need to try [itex]t^2e^{4t}[/itex]. The important point is that in determining whether to "multiply t" is that you only have to determine whether that particular exponent is one of the characteristic roots.

Here's another question you may not have thought about- suppose the right hand side already involves a power of t along with an exponential. Say, the differential equation is [itex]y''- 6y'+ 9y= t^2e^{3t}[/itex] The characteristic equation is [itex]r^2- 6r+ 9= (r- 3)^2= 0[/itex] and has r= 3 as a double root. That means the characteristic solution is of the form [itex]C_1e^{3t}+ C_2te^{3t}[/itex]. Normally, with [itex]t^2e^{3t}[/itex] on the right, we would try [itex](At^2+ Bt+ C)e^{3t}[/itex]- that is we want all powers of t from the [itex]t^2[/itex] we have on the right, down. But now because we already have [itex]e^{3t}[/itex] and [itex]te^{3t}[/itex], we multiply that by [itex]t^2[/itex] and try [itex](At^4+ Bt^3+ Ct^2)e^{3t}[/itex].
 
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Related to Method of Undetermined Coefficients for Higher Order Linear Equations

1. What is the "Method of Undetermined Coefficients"?

The Method of Undetermined Coefficients is a technique used to solve higher order linear differential equations by assuming a particular form for the solution and then finding the coefficients that satisfy the equation.

2. How does the Method of Undetermined Coefficients work?

The Method of Undetermined Coefficients involves assuming a form for the solution based on the non-homogeneous term in the differential equation. Then, the coefficients in this form are determined by plugging it into the differential equation and solving for the unknown coefficients.

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

The Method of Undetermined Coefficients can only be used when the non-homogeneous term in the differential equation is a polynomial, exponential, sine, cosine, or a combination of these functions. It cannot be used for non-linear equations or equations with non-constant coefficients.

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

The Method of Undetermined Coefficients may not work if the assumed form of the solution happens to be a solution to the corresponding homogeneous equation. It also cannot be used for certain special cases, such as repeated roots and equations with complex roots.

5. Are there any alternative methods for solving higher order linear differential equations?

Yes, there are other methods such as the Method of Variation of Parameters and Laplace Transform method. These methods may be more suitable for certain types of equations or can be used as a backup if the Method of Undetermined Coefficients fails to provide a solution.

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