Higher-order linear equations · Definition

Undetermined coefficients

differential equationshigher order

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.

\[y_p=t^{s}\,(A_0+A_1t+\cdots+A_nt^n)\,e^{kt}\]

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

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