Math 201 Lecture 08 Undetermined Coefficients

Jan. 25, 2012

Many examples here are taken from the textbook. The rst number in () refers to the problem number in the UA Custom edition, the second number in () refers to the problem number in the 8th edition. 0. Review

How to solve homogeneous linear equations with constant coecients: a n y (n ) + + a1 y + a0 y = 0 . (1)

1. Solve the characteristic/auxiliary equation an r n + 2. Construct a set of solutions y1, 3. The general solution is C1 y1(t) + C2 y2(t) + + Cn yn(t). (3) + a1 r + a0 = 0. , rn. (2)

, yn based on r1,

4. If initial conditions are given (the number of initial conditions is necessarily n, same as the order of the equation), use them to get n equations for C1, , Cn. Solve this system to get C1, , Cn. Quiz: y + y + y + y = 0, Solution. Characteristic equation is r 3 + r 2 + r + 1 = 0. We observe that r1 = 1 is a solution and factorize r 3 + r 2 + r + 1 = (r (1)) (r 2 + 1) r2, 3 = i. (6) (5) y (0) = 2, y (0) = 0, y (0) = 0. (4)

Now arrange a list of roots with repeated roots grouped together and complex conjugates in pairs: 1, 0 i. Thus y1 = et , y2,3 = cos t, sin t. The general solution is y = C1 et + C2 cos t + C3 sin t. To apply initial conditions, we prepare: y = C1 et C2 sin t + C3 cos t. y = C1 et C2 cos t C3 sin t. Now we have y (0) = 1 y (0) = 0 y (0) = 0 C1 + C2 = 2; C1 + C3 = 0; C1 C2 = 0. (11) (12) (13) (9) (10) (8) (7)

Solving this system, we have C1 = C2 = C3 = 1. The solution to the initial value problem is then given by y = et + cos t + sin t. General theory of 2nd order linear equations. a(t) y + b(t) y + c(t) y = f (t). 1 (15) (14)

Math 201 Lecture 08 Undetermined Coefficients

Then the general solution can be written as y = C1 y1 + C2 y2 + y p. with y1, y2 linearly independent solutions to the homogeneous problem a(t) y + b(t) y + c(t) y = 0. and yp one solution to the original non-homogeneous problem a(t) y + b(t) y + c(t) y = f (t). 1. Basic Information The Equation. a y + b y + c y = f (t). How to get general solution The general solution can be written as y = C1 y1 + C2 y2 + y p. By now we have no problem getting y1, y2, which are linearly independent solutions to a y + b y + c y = 0. (21) (20) (19) (18) (17) (16)

When f (t) belongs to a special class of functions, it is possible to make an educated guess of what y p looks like. Such guesses involve a certain number of constants (the undetermined coecients) that can be xed by substituting the ansatz into the equation. This is the method of undetermined coecients. Solution procedure: To solve a y + b y + c y = f (t), 1. Solve the homogeneous problem a y + b y + c y = 0 to get y1, y2. Keep record of the roots r1, 2 of the characteristic equation. 2. Guess what y p should look like according to the following rules: If f (t) = C tm ert, then yp = ts (Am tm + + A1 t + A0) ert (24) (23) (22)

with s=the number of times r appears in the list of roots r1, r2. If f (t) = C tm et cos t or C tm et sin t, then yp = ts(Am tm + + A1 t + A0) et cos t + ts (Bm tm + + B0) et sin t. (25)

with s = the number of times the pair ( i) appears in the list of roots r1, r2. Remark 1. When f (t) is a linear combination of such terms, we will see in the next lecture that the method still works. Example: (4.4 24; 4.4 24) Find a particular solution to y (x) + y (x) = 4 x cos x. (26)

Solution. First we need to gure out the correct form of the solution. Comparing with the general procedure above, we write the right hand side as 4 x e0 x cos x. (27)

Jan. 25, 2012

It is of the form C tm et cos t with m = 1, = 0, = 1. Thus the solution is of the form xs (A1 x + A0) cos x + xs (B1 x + B0) sin x. r2 + 1 = 0 We see that s = 1. Substituting yp = x [(A1 x + A0) cos x + (B1 x + B0) sin x] into the equation, we have
4 x cos x = yp + yp = [(A1 x2 + A0 x) cos x + (B1 x2 + B0 x) sin x] +(A1 x2 + A0 x) cos x + (B1 x2 + B0 x) sin x = [2 A1 cos x 2 (2 A1 x + A0) sin x (A1 x2 + A0 x) cos x] +[2 B1 sin x + 2 (2 B1 x + B0) cos x (B1 x2 + B0 x) sin x] +(A1 x2 + A0 x) cos x + (B1 x2 + B0 x) sin x = 4 B1 x cos x + (4 A1) x sin x + (2 A1 + 2 B0) cos x + (2 B1 2 A0) sin x.

(28)

To x the power s, we need to check how many times the pair 0 i appears in the root list of r1, 2 = i. (29)

(30)

(31)

Thus 4 B1 4 A 1 2 A1 + 2 B0 2 B1 2 A 0 Solving this gives B1 = 1, A1 = 0, B0 = 0, A0 = 1. So the particular solution is given by y p = x [cos x + x sin x]. How to solve initial value problem (IVP) Nothing new here. Example: y (x) + y (x) = 4 x cos x, y (0) = 0, y (0) = 1. (38) Solution. As usual we rst obtain the general solution. Recall that the general solution looks like C 1 y1 + C 2 y2 + y p (39) where y1, y2 are linearly independent solutions to y + y = 0 (or equivalently, C1 y1 + C2 y2 is the general solution for y + y = 0 and yp is one particular solution. Using the result from the above example we see that the general solution reads y = C1 cos x + C2 sin x + x [cos x + x sin x]. To use the initial condition, we prepare: y = C1 sin x + C2 cos x + cos x + x sin x + x2 cos x. Now apply the initial conditions: y (0) = 0 y (0) = 1 C1 = 0; C2 + 1 = 1. (42) (43) (41) (40) (37) (36) = = = = 4 0 0 0. (32) (33) (34) (35)

Math 201 Lecture 08 Undetermined Coefficients

So we have C1 = C2 = 0. The solution to the initial value problem is then y = x [cos x + x sin x]. How to check solutions Check whether y1.y2 solves the homogeneous problem, then check whether yp solves the nonhomogeneous problem. 2. Things to be Careful/Tricky Issues See Common Mistakes for examples. The method only works for f listed. The method only works for equation with constant coecients. When solving initial value problems, apply initial conditions only after the general solution to the original equation has been obtained. 3. More Examples Sometimes equation needs to be pre-processed: Example 2. (4.4 14; 4.4 11) Find a particular solution for y (x) + y (x) = 2x. Solution. Writing 2x = e(ln 2) x, it is of the form C tm ert with m = 0, r = ln 2. So (46) (45) (44)

y p(x) = A e(ln 2) x. Substituting into the equation, we reach

yp + y p = A (ln 2) e(ln 2) x + A e(ln 2) x = A (ln 2) + 1 2x. 2 2

(47)

Equating with the right hand side, we have A = (ln 2) + 1 which leads to y p(x) = (ln 2) + 1
2 1 (ln 2) x 2 1

(48)
2 1 x

= (ln 2) + 1

2 .

(49)

The method applies to higher order equations too. In that case s may take other values than 0, 1, 2. The rules are exactly the same: If our equation is an y (n) + Let r1, + a1 y + a0 y = f (t). (50)

, rn be the list of roots to the characteristic equation an r n + + a1 r + a0 = 0 . + A1 t + A0) ert , rn. (51) (52) If f (t) = C t e , then yp = ts (Am tm + with s=the number of times r appears in the list of roots r1, r2,
m rt

If f (t) = C t e

m t

cos t or C t e

m t

sin t, then + B0) et sin t. , rn. (53)

yp = ts(Am tm +

+ A1 t + A0) et cos t + ts (Bm tm +

with s = the number of times the pair ( i) appears in the list of roots r1, r2, Example 3. (4.4 35; 4.4 35) Find a particular solution to y + y 2 y = t et.

(54)

Jan. 25, 2012

Solution. We look for solutions of the form y = ts [A1 t + A0] et. To determine s we need to check the relation between r = 1 and the auxiliary equation r3 + r2 2 = 0 (r 1) (r 2 + 2 r + 2) = 0. (56) (55)

The list of roots are (complex roots written in pairs) 1, 1 i. (57)

We see that our right hand side is of the form t ert with r = 1. As 1 appears once in the above list of roots, s = 1. Substituting y = t (A1 t + A0) et into the equation we have t et = y + y 2 y = [(A1 t2 + A0 t) et] + [(A1 t2 + A0 t) et] 2 (A1 t2 + A0 t) et = [A1 t2 + (6 A1 + A0) t + 6 A1 + 3 A0] et + [A1 t2 + (4 A1 + A0) t + 2 A1 + 2 A0] et 2 (A1 t2 + A0 t) et = 10 A1 t et + (8 A1 + 5 A0) et. Thus A1 = The special solution is then given by y p(t) = t 4 t et = 10 25 t2 4 t 10 25 et. (60) 1 , 10 A0 = 4 . 25

(58)

(59)

Its important to be able to decide whether the method of undetermined coecient applies or not. Recall that there are two requirements: 1. The equation is constant-coecients, that is the coecients on the left hand side (terms involving y ) are all constants; 2. The right hand side is of the form f (t) = C tm ert or f (t) = C tm et cos t or C tm et sin t or sum of such terms (We will discuss this last case in the next lecture). Example 4. (4.4 18; 4.4 18) Decide whether or not the method of undetermined coecients can be applied: y + 2 y y = t1 et 5 y 3 y + 2 y = t3 cos 4 t 2 y 6 y + y = sin x/e4 x x + 5 x 3 x = 3t 2 w 3 w = 4 x sin2x + 4 x cos2x y + 3 y y = sec t y y + 2 y = sin 3 t 8 z 2 z = 3 x100 e4 x cos 25 x. Ans. N, Y, Y, Y, Y, N, N, Y. 4. Notes and Comments (61) (62) (63) (64) (65) (66) (67) (68)

It is easy to see that if we allow = 0 in the case f (t) = C tm et cos t or C tm et sin t, then it includes the rst case f = C tm ert.