4.

3 Method of Undetermined Coefficients

We now turn to nonhomogeneous linear differential equations of nth order, which we write in standard form (1)
y ( n ) + p n 1 (t ) y ( n 1) + + p1 (t ) y '+ p0 (t ) y = g (t ).

with y(n) = dny/dtn as the first term, which is practical, and g(t) 0. As for second-order equations, a general solution of (1) on an interval I of the taxis is of the form (2) y(t) = yh(t) + yp(t).

Here y h (t ) = c1 y1 (t ) + ... + cn y n (t ) is a general solution of the corresponding homogeneous equation

y + p n 1 (t ) y + + p1 (t ) y '+ p0 (t ) y = 0 (3) on I. Also, yp is any solution of (1) on I containing no arbitrary constants. If (1) has continuous coefficients and a continuous g(t) on I, then a general solution of (1) exists and includes all solutions. An initial value problem for (1) consists of (1) and n initial conditions
(n) ( n 1)

(4) y(t0) = K0, y' (t0) = K1, . . . , y(n-1) (t0) = Kn-1 with t0 in I. Under those continuity assumptions it has a unique solution. Method of Undetermined Coefficients Equation (2) shows that for solving (1) we have to determine a particular solution yp(t) of (1). For a constant-coefficient equation (5)
y ( n ) + an 1 y ( n 1) + + a1 y '+ a0 y = g (t )

(a0, . . . , an-1 constant) and special g(t) as in Sec. 3.5, such a yp(t) can be determined by the method of undetermined coefficients,using these rules.
1

(A) Basic Rule as in Sec. 3.5. (B) Modification Rule. If a term in your choice for yp is a solution of the homogeneous equation (3), then multiply yp(t) by tk, where k is the smallest positive integer such that no term of tk yp(t) is a solution of (3). (C)Sum Rule as in Sec. 3.5. Example Solve the DE
y (6) + y' ' ' = t

Example Solve the IVP y'" +3y" +3y' + y = 30e-t, y(0) = 3, y'(0) = -3, y" (0) = -47.

Example Determine a suitable form for y p if the method of undermined coefficients is to be used. Do not evaluate the constants.
(1)

y ( 4 ) 2 y ' '+ y = e t + sin t

(2)

y ( 4 ) + 2 y ' ' '+2 y ' ' = 3e t + 2te t + e t sin t