Math 308

Dierential Equations Summary of the Method of Undetermined Coecients

The Method of Undetermined Coecients is a method for nding a particular solution to the second order nonhomogeneous dierential equation ay + by + cy = g(t) when g(t) has a special form, involving only polynomials, exponentials, sines and cosines. In the following table, Pn (t) is a polynomial of degree n: Pn (t) = an tn + an1 tn1 + + a1 t + a0 . g(t) kert k cos(t) or k sin(t) Pn (t) Pn (t)ert Pn (t)ert cos(t) or Pn (t)ert sin(t) Yp (t) (rst guess) Aert A sin(t) + B cos(t) An tn + An1 tn1 + + A1 t + A0 An tn + An1 tn1 + + A1 t + A0 ert An tn + An1 tn1 + + A1 t + A0 ert cos(t) + Bn tn + Bn1 tn1 + + B1 t + B0 ert sin(t)

If any term in the rst guess is also a solution to the corresponding homogeneous equation, multiply the whole guess by t. If any term in this second guess is still a solution to the homogeneous equation, multiply by t again (i.e. multiply the rst guess by t2 ). To nd the coecients, substitute Yp into the dierential equation, and collect the coecients of the dierent functions of t. Example. Consider y + 3y + 2y = t2 . We nd yh (t) = c1 et + c2 e2t . Since g(t) = t2 , a second degree polynomial, we use the third line in the above table, and we guess Yp (t) = A2 t2 + A1 t + A0 . None of the three terms in this guess also solves the homogeneous equations, so this guess will work. Example. Consider y + 6y + 10y = te3t cos(t). We nd yh (t) = c1 e3t cos(t) + c2 e3t sin(t). Now g(t) = te3t cos(t), so we use the fth line in the table above (n = 1, a1 = 1, a0 = 0, r = 3, = 1) to make the rst guess Yp (t) = (A1 t + A0 )e3t cos(t) + (B1 t + B0 )e3t sin(t) = A1 te3t cos(t) + A0 e3t cos(t) + B1 te3t sin(t) + B0 e3t sin(t). However, the terms A0 e3t cos(t) and B0 e3t sin(t) both solve the homogeneous equation, so we must multiply the rst guess by t. Our guess is now Yp (t) = t (A1 t + A0 )e3t cos(t) + (B1 t + B0 )e3t sin(t) = A1 t2 e3t cos(t) + A0 te3t cos(t) + B1 t2 e3t sin(t) + B0 te3t sin(t). None of the terms in this guess solves the homogeneous equation, so this guess will work.