Higher-order linear equations · Definition
Undetermined coefficients
Before you start you need to know
It is the short path for a nonhomogeneous linear equation whose right-hand side is of a type that differentiation keeps in the same family.
Definition
A method that finds a particular solution \(y_p\) of \(ay''+by'+cy=g(t)\) by guessing a function of the same type as \(g\), with coefficients \(A_i\) fixed by substitution.
The general solution of \(ay''+by'+cy=g(t)\) is \(y=y_h+y_p\): the homogeneous solution plus any particular solution. Differentiating a polynomial, an exponential, or a sine or cosine produces functions of the same type, so when \(g\) is of that class we guess a \(y_p\) of the same form with unknown coefficients \(A_i\); substituting and matching like terms leaves a linear system for them. For \(g=8t\) guess \(At+B\); for \(g=10\sin t\), \(A\cos t+B\sin t\), because differentiating one brings in the other.
The exception is resonance. If the guess contains a term that already solves the homogeneous equation, substituting gives zero and there is no way to match \(g\). The remedy is to multiply by \(t^{s}\), where \(s\) is the multiplicity of \(k\) (or of \(k\pm i\beta\)) as a root of the characteristic equation. For \(y''-2y'-3y=e^{3t}\), with roots \(3\) and \(-1\), guess \(Ate^{3t}\) and get \(A=\tfrac14\); for a double root you need \(t^2\).
When \(g\) is a sum, solve each term separately and add the particular solutions (superposition). The method fails for \(\tan t\), \(\ln t\) or \(1/t\), whose derivatives keep producing new functions; there variation of parameters is used. Initial conditions are imposed at the end, on \(y=y_h+y_p\), never on \(y_p\) alone.
Think about it
What form of \(y_p\) do you guess for \(y''+y=\sin t\)?
Since \(\pm i\) are roots of \(r^2+1=0\), there is resonance: \(y_p=t\,(A\cos t+B\sin t)\), and one finds \(y_p=-\tfrac12t\cos t\).
Exercises 10
- Find a particular solution of \(y''-y=6e^{2t}\) using the guess \(y_p=Ae^{2t}\).
- A particular solution of \(y''+4y=8t\) has the form \(y_p=At+B\). Which one is it?
- For \(y''-2y'-3y=e^{3t}\), which guess for \(y_p\) works?
- With \(y_p=Ate^{3t}\) for \(y''-2y'-3y=e^{3t}\), what is \(A\)?
- For which \(g(t)\) can undetermined coefficients be used in \(ay''+by'+cy=g(t)\)?
- Find a particular solution of \(y''+3y'+2y=10\sin t\).
- For \(y''+4y=\cos 2t\), which guess for \(y_p\) works?
- Find the general solution of \(y''-y=4t\).
- Find a particular solution of \(y''+2y'+y=e^{-t}\).
- Find a particular solution of \(y''+y=t+e^{t}\).
References
- William E. Boyce, Richard C. DiPrima, Douglas B. Meade, Elementary Differential Equations and Boundary Value Problems, 12th edition, Wiley, 2021. §3.5
- Dennis G. Zill, A First Course in Differential Equations with Modeling Applications, 11th edition, Cengage, 2018. §4.4