MHB Method of undetermined coefficients

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SUMMARY

The method of undetermined coefficients is utilized to solve ordinary differential equations (ODEs) such as $y'' + 3y' + 2y = 2x^2 + 4x + 5$ and $y''' + 3y'' + 3y' + y = e^x - x - 1$. The homogeneous solutions are identified as $y_h = c_1 e^{-2x} + c_2 e^{-x}$ and $y_h = e^{-x}(c_3 x^2 + c_2 x + c_1)$ respectively. The particular solutions are derived by equating coefficients after substituting assumed forms into the ODEs, resulting in $y_p = \frac{1}{8} e^x - x + 2$ for the second equation. The general solution combines both homogeneous and particular solutions.

PREREQUISITES
  • Understanding of ordinary differential equations (ODEs)
  • Familiarity with the method of undetermined coefficients
  • Knowledge of characteristic equations and their roots
  • Ability to perform polynomial algebra and coefficient comparison
NEXT STEPS
  • Study the method of undetermined coefficients in detail
  • Learn about the annihilator method for finding particular solutions
  • Explore tables of standard forms for particular solutions in ODEs
  • Practice solving various ODEs using both the method of undetermined coefficients and the annihilator method
USEFUL FOR

Students preparing for exams in differential equations, mathematicians, and educators looking to deepen their understanding of solving linear ODEs using the method of undetermined coefficients.

ineedhelpnow
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Use the method of undetermined coefficients to find a general solution of the ODE:
$y''+3y'+2y=2x^{2}+4x+5$$r^{2}+3r+2=0$
$r=-2$ and $r=-1$
$y_{h}=c_{1}e^{-2x}+c_{2}e^{-x}$
I'm not sure how to get $y_{p}$ here

So here's what I've done so far. I have my final exam tomorrow and I have a few questions to go over as a review. I need help with the rest of this!

Here's another one:
$y''+3y''+3y'+y=e^{x}-x-1$

$r^{3}+3r^{2}+3r+1=0$
$r_{1,2,3}=-1$
$y_{h}=c_{1}e^{-x}+xe^{-x}(c_{2}+c_{3})$
Not really sure how to get $y_{p}$ here either
 
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1.) You have correctly identified the homogeneous solution, and so if we consult a table, we find that the particular solution must take the form:

$$y_p(x)=Ax^2+Bx+C$$

Then compute the needed derivatives, and substitute into the original ODE, and the equate the corresponding coefficients to determine $A,\,B,\,C$.

Can you proceed?

2.) You have correctly identified that the characteristic equation has the root $r=-1$ of multiplicity 3, and so the homogeneous solution will take the form:

$$y_h(x)=c_1e^{-x}+c_2xe^{-x}+c_3x^2e^{-x}$$

Consulting a table, and applying the principle of superposition, we find the particular solution must take the form:

$$y_p(x)=Ae^x+Bx+C$$

Can you proceed? :)
 
I understand. But can you please post the table or a picture of it?! Because I can't find it anywhere in my book but I know there is one because I have referenced it before.
 
Here is the table (along with its justification):

http://mathhelpboards.com/math-notes-49/justifying-method-undetermined-coefficients-4839.html
 
I don't really understand what Pn is. :(
 
ineedhelpnow said:
I don't really understand what Pn is. :(

If $g(x)$ contains the $n$th degree polynomial $p_n(x)$, then the particular solution (in types I and IV) will contain the $n$th degree polynomial $P_n(x)$.
 
the particular solution is chosen based on the RHS, correct?
 
ineedhelpnow said:
the particular solution is chosen based on the RHS, correct?

Yes, if the ODE is of the form:

$$L[y](x)=g(x)$$

then we base the form of our particular solution on $g(x)$. If you prefer not to use a table, you can use the annihilator method to find the form of the particular solution:

http://mathhelpboards.com/questions-other-sites-52/jeromes-questions-yahoo-answers-regarding-inhomogeneous-linear-odes-4718.html
 
I figured the first one out but I still can't get around the second.
 
  • #10
Okay, the second one is:

$$y'''+3y''+3y'+y=e^{x}-x-1$$

We have already established the homogeneous solution is:

$$y_h(x)=c_1e^{-x}+c_2xe^{-x}+c_3x^2e^{-x}=e^{-x}\left(c_3x^2+c_2x+c_1\right)$$

Next, we posit that the particular solution must take the form:

$$y_p(x)=Ae^x+Bx+C$$

So, we need to compute:

$$y_p'(x)=Ae^x+B$$

$$y_p''(x)=Ae^x$$

$$y_p'''(x)=Ae^x$$

Now, substituting these into the given ODE, there results:

$$Ae^x+3Ae^x+3(Ae^x+B)+Ae^x+Bx+C=e^{x}-x-1$$

$$8Ae^x+Bx+3B+C=e^{x}-x-1$$

By equating corresponding coefficients, we obtain:

$$8A=1\implies A=\frac{1}{8}$$

$$B=-1$$

$$3B+C=-1\implies C=2$$

Thus, the particular solution is:

$$y_p(x)=\frac{1}{8}e^x-x+2$$

And so the general solution is:

$$y(x)=y_h(x)+y_p(x)=e^{-x}\left(c_3x^2+c_2x+c_1\right)+\frac{1}{8}e^x-x+2$$
 

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