Differential Equations

Method of Undetermined Coefficents<!-- --> | Differential Equations

Method of Undetermined Coefficents

Sharan Sajiv Menon - September 5th, 2021


Method of undertimed coefficents video

Method of Undetermined coefficents is a method to solve non-homogenous differential equations.

General solution is in the form below

y=yh+ypy=y_h+y_p

where the second order non homogenous ODE has the form

a(x)y′′+b(x)y′+c(x)y=g(x)a(x)y''+b(x)y'+c(x)y=g(x)
  • yhy_h is the solution to the homogenous ODE a(x)y′′+b(x)y′+c(x)y=0a(x)y''+b(x)y'+c(x)y=0
  • ypy_p​​​, the particular solution, is a function that satisfies the non-homogenous equation. This can be determined by using the method of undetermined coefficents.

Problem 5: Find the General solution the non homogenous ODE y′′−8y′+16y=16e6ty''-8y'+16y=16e^{6t}​

Solution 5:

Solve for ycy_c first.

m2−8m+16=(m−4)(m−4)⟶m=4,4m^2-8m+16=(m-4)(m-4) \longrightarrow m=4, 4

So, yc=c1e4t+c2e4ty_c=c_1e^{4t} + c_2e^{4t}​​

Use method of undetermined coefficents

yp=Ae6t⟶36Ae6t−48Ae6t+16Ae4t=Ae6t(36−48+16)=Ae6t(36−48+16)y_p=Ae^{6t} \longrightarrow 36Ae^{6t} - 48Ae^{6t} + 16Ae^{4t} = Ae^{6t}(36-48+16) = Ae^{6t}(36-48+16)

This simplifies to

4Ae6t=16e6t→A=44Ae^{6t} = 16e^{6t} \rightarrow A=4

So, yp=4e6ty_p=4e^{6t}​

General solution is y=c1e4t+c2e4t+4e6ty = c_1e^{4t} + c_2e^{4t} + 4e^{6t}​

Problem 6: Find intial values and solve the DE: y′′+25y=e−ty'' + 25y=e^{-t}​​​, y(0)=y0y(0)=y_0​​​, y′(0)=y0′y'(0)=y'_0​​​​​​. Suppose we know that y(t)→0y(t) \rightarrow 0​ as t→∞t \rightarrow \infin​.

Solution 6:

Get general solution first y=yh+ypy = y_h + y_p​. For yhy_h, m=±5im=\pm5i since characteristic equation is m2+25=0m^2+25=0​. So, yhy_h is c1cos(5t)+c2sin(5t)c_1cos(5t) + c_2sin(5t)​.

Solve for ypy_p​​​ next. yp=Ae−ty_p = Ae^{-t}​​​. Plug in to the equation: Ae−t+25Ae−t=e−tAe^{-t} + 25Ae^{-t} = e^{-t}​​​. Simplifies to 26Ae−t=e−t26Ae^{-t}=e^{-t}​​​, making A=126A=\frac{1}{26}​​

General solution then is y=c1cos(5t)+c2sin(5t)+126e−ty = c_1cos(5t) + c_2sin(5t) + \frac{1}{26}e^{-t}​.

Find initial conditions. First, we do y(0)y(0)​​. y(0)=c1+1/26y(0) = c_1 + 1/26​​​​​, where c1c_1​​ and c2c_2​​ have to be 0 here in order for lim⁡x→∞y=0\lim_{x \to \infty} y=0​​​​​, and so y(0)=1/26y(0) = 1/26​​​. We get that limit because we know that y(t)→0y(t) \rightarrow 0 as t→∞t \rightarrow \infty. That is our first initial condition. Now, our second initial condition y′(0)=−c1sin(5∗0)+c2cos(5∗0)+1/26=c2−1/26y'(0) = -c_1sin(5*0) + c_2cos(5*0)+1/26=c_2-1/26 and since c2c_2 is also 0, y′(0)=−1/26y'(0)=-1/26. Our initial conditions are y(0)=1/26y(0)=1/26, and y′(0)=−1/26y'(0)=-1/26​​​.

Now, solve for y given the initial conditions. y=126e−ty=\frac{1}{26}e^{-t}​ from plugging in both the initial conditions and solving like a normal IVP.

Answers: y(0)=1/26y(0)=1/26​, y’(0)=−1/26y’(0)=-1/26​, and y=126e−ty=\frac{1}{26}e^{-t}​​​

Created by Sharan Sajiv Menon, © 2022