General Question about Undetermined Coefficients

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Discussion Overview

The discussion revolves around the method of undetermined coefficients for solving ordinary differential equations (ODEs), particularly focusing on how to formulate guesses for non-homogeneous terms that involve sums or products of functions. Participants explore the applicability of this method and consider alternatives like variation of parameters.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant questions how to formulate a guess when dealing with a product of valid functions, suggesting that the guess might be a product of their individual guesses.
  • Another participant clarifies that for a specific example, the guess for a term like 3e^(-2t) is straightforward, as it directly leads to A=3, indicating no need for further guessing.
  • A different participant extends the discussion by providing a more complex example involving a second-order ODE, suggesting that the method can be adapted for such cases.
  • Another participant emphasizes the importance of considering additional terms when making a guess, particularly when differentiating the guessed function leads to new terms that must be accounted for.
  • It is noted that if the guessed function is part of the homogeneous solution, it will not yield a particular solution, prompting the need for a modified guess that includes additional factors.

Areas of Agreement / Disagreement

Participants express differing views on the formulation of guesses for the method of undetermined coefficients, with some suggesting straightforward approaches while others highlight the complexity introduced by certain terms. The discussion remains unresolved regarding the best approach for specific cases.

Contextual Notes

Limitations include the dependence on the specific form of the non-homogeneous term and the need for careful consideration of the homogeneous solution when making guesses.

afil
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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
 
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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.
 
That example is just the non homogeneous term, so extend the example to something like

y''+9y'+4y=3e^(-2t)(sint)
 
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.
 
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.
 

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