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The document presents the formula for using the method of undetermined coefficients to find particular solutions to nonhomogeneous second-order linear constant coefficient ordinary differential equations. The formula involves plugging an "undetermined" function into the left side of the ODE and solving for the coefficients. Several examples applying the formula to different ODEs are shown to find particular solutions.

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163 views2 pages

Udc

The document presents the formula for using the method of undetermined coefficients to find particular solutions to nonhomogeneous second-order linear constant coefficient ordinary differential equations. The formula involves plugging an "undetermined" function into the left side of the ODE and solving for the coefficients. Several examples applying the formula to different ODEs are shown to find particular solutions.

Uploaded by

osmanfırat
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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The formula behind the method of undetermined coefficients

Consider the second order linear constant coefficient ODE: equation:


ay ′′ + by ′ + cy = g(t), a 6= 0
Let L[y] be the operation of plugging into to the left hand side of the equation. That is,
L[y] = ay ′′ + by ′ + cy
. Thus for example L[ert ] stands for the expression obtained by plugging in ert into the left hand side of the above
ODE. We have seen many many times that this results in
L[ert ] = ar2 + br + c ert


Let us also use the notation E(r) for the characteristic polynomial; i.e.,E(r) = ar2 + br + c.

Observe that the graph of E(r) is a parabola. Note that if the graph crosses the r-axis twice, say at r1 and
r2 then the derivative E ′ (r) = 2ar + b is not zero at r1 and not zero at r2 . On the other hand if the parabola only
touches the r-axis once, that is, E(r) has a double root r1 then E(r) has either a absolute minimum or maximum
at r1 and hence E ′ (r1 ) = 0

Now let us compute L[tn ert ], where r is a real or complex number and n is an integer. (In most of the
problems in this course n will be one of the following: 0, 1, 2. Set Y = tn ert . Then
c [Y = tn ert


ntn−1 + rtn ert


 
b [Y ′ =
n(n − 1)tn−2 + rntn−1 + r[ntn−1 + rtn ] ert
 
a [Y ′′ =
Adding and collecting together like powers of t gives the following:
L[tn ert ] = tn ar2 + br + c + ntn−1 2ar + b) + n(n − 1)tn−2 (a) ert
 

Using our notation for the characteristic polynomial this can be written much more simply as follows:
 
n(n − 1) n−2 ′′
L[tn ert ] = tn E(r) + ntn−1 E ′ (r) + t E (r) ert
2

Now let us look at several examples of ODE’s and see what this formula says about them.

Example 1
L[y] = y ′′ − 3y ′ − 4y = 0 L[e4t ] = (t0 E(4) + 0 + 0)e4t = 0,
just another verification that e4t solves this equation.

Example 2
L[y] = y ′′ − 2y ′ + y = 0
L[tet ] = (tE(1) + E ′ (1))e2t
The derivative E ′ (r) of the characteristic polynomial is zero when r = 1 because r = 1 is a double root. This is
another verification that tet is also a solution of the ODE when r = 1 is a double root of the characteristic equation.

Example 3
L[y] = y ′′ − 3y ′ − 4y = t2
L[1] = E(0) = c = −4
L[t] = tE(0) + E ′ (0) = tc + b = −4t − 3
L[t2 ] = t2 E(0) + 2tE ′ (0) + E ′′ (0) = t2 c + 2tb + 2a = −4t2 − 6t + 2
What is L[−t2 /4]? How would you find A, B and C so that L[At2 + Bt + C] = t2 ?

Example 4

L[y] = y ′′ − 3y ′ + 4 = −8et cos 2t


L[e(1+2i)t ] = E(1 + 2i)e(1+2i)t

¿From this we see that plugging e(1+2i)t into the left hand side gives a constant multiple of e(1+2i)t . Therefore
plugging in
−8
Y = e(1+2i)t
E(1 + 2i)
into the equation gives −8e(1+2i)t . A solution of the original equation is obtained by taking the real part of Y .

Example 5

L[y] = y ′′ − 2y ′ + 2 = et cos t
(1+i)t
L[te ] = (tE(1 + i) + E ′ (1 + i)) e(1+i)t

Since E(1 + i) = 0 but E ′ (1 + i) = 2(1 + i) − 2 = 2i 6= 0, we see that

−i (1+i)t
Y = te
2
satisfies the equation
y ′′ − 2y ′ + 2 = e(1+i)t
Taking the real part of this equation gives the solution to the original equation.

Example 6

L[y] = y ′′ − 2y ′ + 2 = tet cos t


L[t2 e(1+i)t ] = t2 E(1 + i) + 2tE ′ (1 + i) + E ′′ (1 + i) e(1+i)t


Since E(1 + i) = 0, E ′ (1 + i) = 2i and E ′′ (1 + i) = 2, we see that plugging the function

Y1 = t2 e(1+i)

into the left hand side gives


(4it + 2)e(1+i)t
Therefore taking Y1 − 2Y , where Y is given in Example 5, and plugging it in to the left hand side gives

4ite(1+i)t

So the function    
−i 2 (1+i) −2i (1+i)t −i 2
Y3 = t e − te = t − it e(1+i)t
4 2 4
satisfies L[Y3 ] = e(1+i)t . Taking the real part of Y3 gives a solution to the original equation.

Example 7

L[y] = y ′′ − 2y ′ + 1 = et
L[t2 et ] = t2 E(1) + 2tE ′ (1) + E ′′ (1) et


Here both E(1) = 0 and E ′ (1) are 0. But E ′′ (1) = 2. Thus a solution to this equation is
1 2 2t
t e
2

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