Undetermined coefficients with annihilator approach (DE)

In summary, the conversation is about solving nonhomogeneous ODEs using the annihilator approach. The person is struggling with understanding the process and their problems have a common factor of the differential operator (D-1). They receive help in understanding the algorithm for finding the particular solution, and it involves modifying the initial guess by multiplying by appropriate powers of x. The person is thankful for the explanation and prefers this method over memorization.
  • #1
Mangoes
96
1
There isn't a specific problem that's making me stuck, but I was hoping if someone could point me in the right direction here. I've looked up the topic online, but most of what I could find was through another approach or very unclear. The book I'm using also does not use the method my professor uses.

In my ODE class I've been using the annihilator approach to solve homogenous DEs. We moved on to solving nonhomogenous ODEs a while ago and covered undetermined coefficients and variation of parameters, but I had to miss the lecture on undetermined coefficients and there's something I missed which is messing me up.

I understand that if I have a simple ODE such as
[tex] y'' + 16y = e^{3x} [/tex]

I can see why the particular solution would take the form

[tex] y_p = Ae^{3x} [/tex]

You'd then differentiate as needed, plug in, and solve for the coefficients. This way of thinking has been recurring throughout the course so it doesn't feel foreign. However, in the later exercises, I'm having problems.

Consider the ODE

[tex] y^{(3)} - y = e^x + 7 [/tex]

If I just look at the RHS and think of what'll annihilate it, let D be the differential operator, then D(D-1) looks like it'll do the job. This means that the particular solution would look like the form:

[tex] y_p = c_1 + c_2e^x [/tex]

But if I were to differentiate that three times and plug it into the ODE, it wouldn't give me a nice result.

I noticed that the problems I've been struggling with have something in common though.
The LHS of the ODE is annihilated by (D-1)(D2 + D + 1). So (D-1) is a common annihilator of both sides of the equation and I suspect this has to do with what's throwing me off.

Could someone please shed some light on what's the algorithm for these types of situations?
 
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  • #2
If you apply the annihilator, you'll have D(D-1)2(D2+D+1)y = 0. What should be the form of the solution to this homogeneous equation? Compare it to yh you get from the original DE. The terms left over make up yp.
 
  • #3
vela said:
If you apply the annihilator, you'll have D(D-1)2(D2+D+1)y = 0. What should be the form of the solution to this homogeneous equation? Compare it to yh you get from the original DE. The terms left over make up yp.

Thanks for the reply, I hadn't thought of it that way. You're kind of shifting the nonhomogeneous equation to a homogeneous one.

The solution formed by applying the annihilator would take the form:

[tex] y = c_1 + c_2e^x + c_3xe^x + e^{-x/2}(c_4cos(\sqrt{3/4}x) + c_5sin(\sqrt{3/4}x)) [/tex]

Since

[tex] y_h = a_1e^x +e^{-x/2}(a_2cos(\sqrt{3/4}x) + a_3sin(\sqrt{3/4}x)) [/tex]

I'm guessing

[tex] y_p = Axe^{x/2} + B [/tex]

So in order to find the particular solution, it would simply just be a manner of differentiating the last equation above and plugging into find the coefficients?
 
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  • #4
I'm not sure what's going on with the exponents there. Where did the ##a_2## term and the A term come from?
 
  • #5
vela said:
I'm not sure what's going on with the exponents there. Where did the ##a_2## term and the A term come from?

Oh, I just switched the letters up because I didn't feel like keeping track of which constant is which.

Sorry about that, I thought of adding the explanation when I made the choice to do that after I was finished typing the equations, but I forgot to actually go ahead and type that out when I got to finishing...

That is, B would be equal to c_1, a_1 would be equal to c_2...
Should've just gone ahead and used the same names...
 
  • #6
The exponent in yp should be x, not x/2, but otherwise it looks fine now.

Do you see how you would generally modify your guess for the particular solution when the forcing function has terms that satisfy the homogeneous equation?
 
  • #7
vela said:
The exponent in yp should be x, not x/2, but otherwise it looks fine now.

Do you see how you would generally modify your guess for the particular solution when the forcing function has terms that satisfy the homogeneous equation?

Yep, that exponent's a typo.

Just write out the general solution for the DE annihilated by both annihilators (the RHS and LHS) and then filter out yp from the terms that already appeared in yh and then just go through the mindless computation and equate coefficients.

Pretty simple procedure then, thanks a lot for taking the trouble to help me out. :smile:
 
  • #8
You can streamline that procedure a bit. You just need to multiply what you might naively guess for yp by appropriate powers of x. For example, if you had (D-1)2y=ex, you might initially guess that yp=Cex. But since yh=Aex+Bxex, you need to multiply by x2 to make the particular solution linearly independent of yh, so you'd actually use yp=Cx2ex.
 
  • #9
Eh, the thought process of converting the nonhomogeneous eqn to a homogeneous eqn and then choosing what you want to solve seems like the most intuitive thing for me and I hate memorizing things, so I'll just stick to what you told me a couple of posts ago. What you're saying now might seem more obvious after I work out a couple of problems, but for now I'm happy the other way.
 

1. What is the annihilator approach in solving differential equations?

The annihilator approach is a method used to solve certain types of differential equations, particularly those with constant coefficients. It involves finding the "annihilator," which is a polynomial that when multiplied with the original equation, results in a simpler equation that can be easily solved.

2. How does the undetermined coefficients method work with the annihilator approach?

The undetermined coefficients method is a technique used to find a particular solution to a nonhomogeneous differential equation. When combined with the annihilator approach, it involves using the annihilator to simplify the equation and then using the method of undetermined coefficients to find the particular solution.

3. What types of differential equations can be solved using the annihilator approach?

The annihilator approach is most commonly used for solving linear differential equations with constant coefficients. It can also be applied to certain non-linear equations, but the process becomes more complex and may not always result in a solution.

4. Are there any limitations or drawbacks to using the annihilator approach?

While the annihilator approach can be a useful tool for solving certain types of differential equations, it may not always be the most efficient or practical method. It is limited to equations with constant coefficients and may not work for more complex or non-linear equations.

5. How does the annihilator approach compare to other methods of solving differential equations?

The annihilator approach is just one of many methods used to solve differential equations. It may be more efficient for certain types of equations, but other methods such as variation of parameters or the Laplace transform may be more useful for different types of equations. It is important to understand various methods and when to use them for different types of differential equations.

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