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Undetermined Coefficients (Part 1)

So far, we have solved only homogeneous equations.

And we have seen that there are plenty of applications!

However, there are many more situations which call for solving non-homogeneous equations.

In particular, mass spring systems with variable external forces, or circuits for which voltage varies with time.

Today, we begin learning how to deal with the non-homogeneous case.



























General Background

Let $ Ly=y^{(n)}+p_{n-1}(x)y^{(n-1)}+\cdots+p_2(x)y''+p_1(x)y'+p_0(x)y=f(x) $ be a linear, non-homogeneous linear equation.

We seek a particular solution, $y_p,$ such that $ Ly_p=f(x). $

Then, if $y_h=y=C_1y_1+C_2y_2+\cdots+C_ny_n$ is the general solution to the corresponding homogeneous equation, the general solution to the non-homogeneous equation is $$y=y_h+y_p=C_1y_1+C_2y_2+\cdots+C_ny_n+y_p$$ since $$ \begin{array}{lll} \displaystyle Ly&\displaystyle=L(y_h+y_p) &\mbox{}\\ \displaystyle &\displaystyle=Ly_h+Ly_p &\mbox{}\\ \displaystyle &\displaystyle=0+f(x) &\mbox{}\\ \displaystyle &\displaystyle=f(x) &\mbox{}\\ \end{array} $$























Method of Undetermined Coefficients: The Big Idea

The method of undetermined coefficients is used to find a particular solution $y_p$ to a non-homogeneous equation with constant coefficients.

Let's consider a non-homogeneous example, $$ y''-7y'+12y=12x^2-2x+7 $$ We shall guess that a particular solution must have the form $y_p=Ax^2+Bx+C.$

The reasoning behind this guess is that derivatives of $y_p$ involve lower degree polynomials, so, combining these in the right way should enable us to reconstruct $f(x)=12x^2-2x+7.$

























Method of Undetermined Coefficients: The Big Idea

For $y_p=Ax^2+Bx+C,$ it must be that $$ y_p''-7y_p'+12y_p=12x^2-2x+7 $$ Then $$ \begin{array}{lll} &\displaystyle (Ax^2+Bx+C)''-7(Ax^2+Bx+C)'+12(Ax^2+Bx+C)=12x^2-2x+7&\mbox{}\\ \implies &\displaystyle 2A-7(2Ax+B)+12Ax^2+12Bx+12C=12x^2-2x+7&\mbox{}\\ \implies &\displaystyle 2A-14Ax-7B+12Ax^2+12Bx+12C=12x^2-2x+7&\mbox{}\\ \implies &\displaystyle 12Ax^2+(-14A+12B)x+(2A-7B+12C)=12x^2-2x+7&\mbox{}\\ \end{array} $$ Thus, the (undetermined) coefficients must satisfy the system $$ \begin{cases} 12A& & &=&12\\ -14A& +12B& &=&-2\\ 2A& -7B& +12C&=&7\\ \end{cases} $$ Solving this system...



























Method of Undetermined Coefficients: The Big Idea

We see that $A=1,$ $B=1,$ and $C=1.$

So the particular solution, $y_p,$ is $$ y_p=x^2+x+1 $$ Since the general solution to the corresponding homogeneous equation is $y_h=C_1e^{3x}+C_2e^{4x},$ the general solution to the non-homogeneous equation is $$ y=\underbrace{C_1e^{3x}+C_2e^{4x}}_{y_h}+\underbrace{x^2+x+1}_{y_p} $$



























Method of Undetermined Coefficients: The Big Idea

The big idea of the method of undetermined coefficients is that a particular solution $y_p$ might look something like $f(x).$

For example, $y_p=x^2+x+1$ solves the equation $$ y''-7y'+12y=12x^2-2x+7 $$ That is, $y_p=x^2+x+1$ has the same form as $f(x)=12x^2-2x+7.$























Example

Find a particular solution $y_p$ and a general solution to the equation $$ y''-7y'+12y=4e^{2x} $$

We shall choose a particular solution of the form $y_p=Ae^{2x}.$

Then $$ \begin{array}{lll} &\displaystyle y_p''-7y_p'+12y=4e^{2x}&\mbox{}\\ \implies &\displaystyle (Ae^{2x})''-7(Ae^{2x})'+12(Ae^{2x})=4e^{2x}&\mbox{}\\ \implies &\displaystyle 4Ae^{2x}-7A(2e^{2x})+12Ae^{2x}=4e^{2x}&\mbox{}\\ \implies &\displaystyle 4Ae^{2x}-14Ae^{2x}+12Ae^{2x}=4e^{2x}&\mbox{}\\ \implies &\displaystyle 2Ae^{2x}=4e^{2x}&\mbox{}\\ \implies &\displaystyle 2A=4&\mbox{}\\ \implies &\displaystyle A=2&\mbox{}\\ \end{array} $$ Thus, the particular solution to the equation is $$ y_p=2e^{2x} $$ Since the general solution to the corresponding homogeneous equation is $y_h=C_1e^{3x}+C_2e^{4x},$ the general solution to the non-homogeneous equation is $$ y=\underbrace{C_1e^{3x}+C_2e^{4x}}_{y_h}+\underbrace{2e^{2x}}_{y_p} $$





























Example

Find a particular solution $y_p$ and a general solution to the equation $$ y''-7y'+12y=5e^{4x} $$ Given that $y_h=C_1e^{3x}+C_2e^{4x},$ does anyone anticipate any issues?



Naively, we would guess $y_p=Ae^{4x}$ as the form of our particular solution.

However, our choice of $y_p$ solves the homogeneous equation!

What ever shall we do?????

















Answer: We amend our guess to $$ y_p=Axe^{4x} $$ It turns out that this amended guess will work as our particular solution. (Notice that these are the same shenanigans we pulled when we needed to find a second linearly independent solution to the homogeneous equation.)

Then $$ \begin{array}{lll} &\displaystyle y_p''-7y_p'+12y=5e^{4x}&\mbox{}\\ \implies &\displaystyle (Axe^{4x})''-7(Axe^{4x})'+12(Axe^{4x})=5e^{4x}&\mbox{}\\ \implies &\displaystyle (Ae^{4x}+4Axe^{2x})'-7(Ae^{4x}+4Axe^{2x})+12Axe^{4x}=5e^{4x}&\mbox{}\\ \implies &\displaystyle 4Ae^{4x}+4(Ae^{4x}+4Axe^{2x})-7Ae^{4x}-28Axe^{2x}+12Axe^{4x}=5e^{4x}&\mbox{}\\ \implies &\displaystyle 4Ae^{4x}+4Ae^{4x}+\color{magenta}{16Axe^{2x}}-7Ae^{4x}\color{magenta}{-28Axe^{2x}}\color{magenta}{+12Axe^{4x}}=5e^{4x}&\mbox{}\\ \implies &\displaystyle Ae^{4x}=5e^{4x}&\mbox{}\\ \implies &\displaystyle A=5&\mbox{}\\ \end{array} $$ Thus, the particular solution to the equation is $$ y_p=5xe^{4x} $$ Since the general solution to the corresponding homogeneous equation is $y_h=C_1e^{3x}+C_2e^{4x},$ the general solution to the non-homogeneous equation is $$ y=\underbrace{C_1e^{3x}+C_2e^{4x}}_{y_h}+\underbrace{5xe^{4x}}_{y_p} $$

































Example

Find a particular solution $y_p$ and a general solution to the equation $$ y''-8y'+16y=2e^{4x} $$ Given that $y_h=C_1e^{4x}+C_2xe^{4x},$ does anyone anticipate any issues?



Again, our initial guess for $y_p$ might be $$ y_p=Ae^{4x} $$ Of course, since this is a solution to the homogeneous equation, this won't work.

In our previous example, we amended our particular solution to have the form $$ y_p=Axe^{4x} $$ but this is also a solution to the homogeneous equation.

What ever shall we do?????

















Well, again, fear not; we just throw in another factor of $x.$

That is, we we guess that $y_p$ has the form $$ y_p=Ax^2e^{4x} $$ It turns out that this amended guess will work as our particular solution. $$ \begin{array}{lll} &\displaystyle y_p''-8y_p'+16y=2e^{4x}&\mbox{}\\ \implies &\displaystyle (Ax^2e^{4x})''-8(Ax^2e^{4x})'+16(Ax^2e^{4x})=2e^{4x}&\mbox{}\\ \implies &\displaystyle (2Axe^{4x}+4Ax^2e^{4x})'-8(2Axe^{4x}+4Ax^2e^{4x})+16Ax^2e^{4x}=2e^{4x}&\mbox{}\\ \implies &\displaystyle 2A(e^{4x}+4xe^{4x})+4A(2xe^{4x}+4x^2e^{4x})-16Axe^{4x}-32Ax^2e^{4x}+16Ax^2e^{4x}=2e^{4x}&\mbox{}\\ \implies &\displaystyle 2Ae^{4x}\color{magenta}{+8xe^{4x}}+\color{magenta}{8Axe^{4x}}\color{blue}{+16Ax^2e^{4x}}\color{magenta}{-16Axe^{4x}}\color{blue}{-32Ax^2e^{4x}}\color{blue}{+16Ax^2e^{4x}}=2e^{4x}&\mbox{}\\ \implies &\displaystyle 2Ae^{4x}=2e^{4x}&\mbox{}\\ \implies &\displaystyle 2A=2&\mbox{}\\ \implies &\displaystyle A=1&\mbox{}\\ \end{array} $$ Thus, the particular solution to the equation is $$ y_p=x^2e^{4x} $$ Since the general solution to the corresponding homogeneous equation is $y_h=C_1e^{4x}+C_2xe^{4x},$ the general solution to the non-homogeneous equation is $$ y=\underbrace{C_1e^{4x}+C_2xe^{4x}}_{y_h}+\underbrace{x^2e^{4x}}_{y_p}=(C_1+C_2 x+x^2)e^{4x} $$





























When $f(x)$ has the Same Form as Solutions to the Homogeneous Equation

The above examples show us that when $f(x)$ has the same form as one of our linearly independent solutions to the homogeneous equation, we multiply our guess $y_g$ by suitable a power $\ell$ of $x.$

The power we choose is the smallest non-negative integer $\ell$ such that $x^{\ell} y_g$ does does not appear as a solution to the homogeneous equation.

If our guess $y_g$ has multiple terms, then $x^{\ell} y_g$ cannot contain any terms which solve the homogeneous equation.





















Example

Find a particular solution $y_p$ and a general solution to the equation $$ y''-3y'+2y=(x^2+2x-1)e^{3x} $$

The solution to the homogeneous equation is $y_h=C_1e^{x}+Ce^{2x}.$

Since $f(x)=(x^2+2x-1)e^{3x},$ and since none of the terms in this expression are solutions to the homogeneous equation, we choose the form of our particular solution to be $$y_p=(Ax^2+Bx+C)e^{3x}$$ Then, $$ \begin{array}{lll} \displaystyle y_p'&\displaystyle=((Ax^2+Bx+C)e^{3x})' &\mbox{}\\ \displaystyle &\displaystyle=(2Ax+B)e^{3x}+3(Ax^2+Bx+C)e^{3x} &\mbox{}\\ \displaystyle &\displaystyle=[(2Ax+B)+3(Ax^2+Bx+C)]e^{3x} &\mbox{}\\ \displaystyle &\displaystyle=[3Ax^2+(2A+3B)x+B+3C]e^{3x} &\mbox{}\\ \end{array} $$ and $$ \begin{array}{lll} \displaystyle y_p''&\displaystyle=((Ax^2+Bx+C)e^{3x})'' &\mbox{}\\ \displaystyle &\displaystyle=([3Ax^2+(2A+3B)x+B+3C]e^{3x})' &\mbox{}\\ \displaystyle &\displaystyle=[6Ax+2A+3B]e^{3x}+3[3Ax^2+(2A+3B)x+B+3C]e^{3x} &\mbox{}\\ \displaystyle &\displaystyle=\left([6Ax+2A+3B]+3[3Ax^2+(2A+3B)x+B+3C]\right)e^{3x} &\mbox{}\\ \displaystyle &\displaystyle=\left(\color{blue}{6Ax}\color{red}{+2A+3B}\color{magenta}{+9Ax^2}\color{blue}{+(6A+9B)x}\color{red}{+3B+9C}\right)e^{3x} &\mbox{}\\ \displaystyle &\displaystyle=\left(\color{magenta}{9Ax^2}+\color{blue}{(12A+9B)x}+\color{red}{2A+6B+9C}\right)e^{3x} &\mbox{}\\ %\displaystyle &\displaystyle=\left(9Ax^2+(12A+9B)x+2A+6B+9C\right)e^{3x} &\mbox{}\\ \end{array} $$ So, $$ \begin{array}{lll} &\displaystyle y_p''-3y_p'+2y_p=(x^2+2x-1)e^{3x} &\mbox{}\\ \implies &\displaystyle \left(9Ax^2+(12A+9B)x+2A+6B+9C\right)e^{3x}-3[3Ax^2+(2A+3B)x+B+3C]e^{3x}+2((Ax^2+Bx+C)e^{3x})=(x^2+2x-1)e^{3x}&\mbox{}\\ \implies &\displaystyle 9Ax^2+(12A+9B)x+2A+6B+9C-3(3Ax^2+(2A+3B)x+B+3C)+2(Ax^2+Bx+C)=x^2+2x-1&\mbox{}\\ \implies &\displaystyle \color{magenta}{9Ax^2}\color{blue}{+(12A+9B)x}\color{red}{+2A+6B+9C}\color{magenta}{-9Ax^2}\color{blue}{+(-6A-9B)x}\color{red}{-3B-9C}\color{magenta}{+2Ax^2}\color{blue}{+2Bx}\color{red}{+2C}=x^2+2x-1&\mbox{}\\ \implies &\displaystyle \color{magenta}{2Ax^2}\color{blue}{+(6A+2B)x}\color{red}{+2A+3B+2C}=x^2+2x-1&\mbox{}\\ \implies &\displaystyle \begin{cases} 2A & & &=1\\ 6A &+2B& &=2\\ 2A &+3B &+2C &=-1\\ \end{cases}&\mbox{}\\ \end{array} $$ Solving this system gives $\displaystyle A=\frac{1}{2},$ $\displaystyle B=-\frac{1}{2},$ and $\displaystyle C=-\frac{1}{4}.$

Thus, $$ y_p=\left(Ax^2+Bx+C\right)e^{3x}=\left(\frac{1}{2}x^2-\frac{1}{2}x+\frac{1}{4}\right)e^{3x}=\frac{1}{4}e^{3x}(2x^2-2x+1) $$ Since the general solution to the corresponding homogeneous equation is $y_h=C_1e^{4x}+C_2xe^{4x},$ the general solution to the non-homogeneous equation is $$ y=\underbrace{C_1e^{x}+Ce^{2x}}_{y_h}+\underbrace{\frac{1}{4}e^{3x}(2x^2-2x+1)}_{y_p} $$



























Example

Determine the form of a particular solution $y_p$ for the equation $$ y''-4y'+3y=(12x^2+8x+6)e^{3x} $$

The solution to the homogeneous equation is $y_h=C_1e^{x}+Ce^{3x}.$

Since $f(x)=(12x^2+8x+6)e^{3x},$ our initial guess for our particular solution is $$y_g=(Ax^2+Bx+C)e^{3x}=Ax^2e^{3x}+Bxe^{3x}+Ce^{3x}$$ However, we notice that the last term solves the homogeneous equation.

Thus, we multiply the above by $x$ (in this case $\ell=1$) so that our amended particular solution is $$ y_p=xy_g=x(Ax^2+Bx+C)e^{3x}=(Ax^3+Bx^2+Cx)e^{3x} $$ We know that $\ell=1$ is the correct choice since no term in $x_p=xy_g$ solves the homogeneous equation.



























The Principle of Superposition

Suppose we want to solve the equation $$ Ly=f_1(x)+f_2(x)=f(x) $$ That is, $f(x)$ has multiple terms.

What do we do?





















The Principle of Superposition

Consider the linear equation $$ Ly=f_1(x)+f_2(x)=f(x) $$ If $$Ly_{p_1}=f_1(x)\,\,\,\,\mbox{and}\,\,\,\, Ly_{p_2}=f_2(x)$$ then $$L(y_{p_1}+y_{p_2})=f(x)$$

That is, $y_p=y_{p_1}+y_{p_2}$ solves $Ly=f(x).$



$$ \begin{array}{lll} \displaystyle L(y_{p})&\displaystyle=L(y_{p_1}+y_{p_2}) &\mbox{}\\ \displaystyle &\displaystyle=Ly_{p_1}+Ly_{p_2} &\mbox{}\\ \displaystyle &\displaystyle=f_1(x)+f_2(x) &\mbox{}\\ \displaystyle &\displaystyle=f(x) &\mbox{}\\ \end{array} $$

























Example

Find a particular solution $y_p$ and a general solution to the equation $$y''-7y'+12y=4e^{2x}+12x^2-2x+7$$

In this example, $f(x)=4e^{2x}+12x^2-2x+7.$

So, we take $f_1(x)=4e^{2x}$ and $f_2(x)=12x^2-2x+7.$

From the previous examples we saw that $$y_{p_1}=2e^{2x} \,\,\,\,\mbox{solves}\,\,\,\, y''-7y'+12y=4e^{2x}$$ and $$y_{p_2}=x^2+x+1 \,\,\,\,\mbox{solves}\,\,\,\, y''-7y'+12y=12x^2-2x+7$$ Thus, our particular solution to the original equation is $$ y_p=\underbrace{2e^{2x}}_{y_{p_1}}+\underbrace{x^2+x+1}_{y_{p_2}} $$ Since the general solution to the corresponding homogeneous equation is $y_h=C_1e^{3x}+C_2e^{4x},$ the general solution to the non-homogeneous equation is $$ y=\underbrace{C_1e^{3x}+C_2e^{4x}}_{y_h}+\underbrace{2e^{2x}+x^2+x+1}_{y_p} $$



























Reminder

The method of undetermined coefficients only works nicely for linear, constant-coefficient equations.

We will learn more general methods later.























Finding Particular Solutions to $Ly=f(x)$

$$ \begin{array}{ll} f(x) & \mbox{Form of }\,\,y_p\\\hline a_nx^n+\cdots+a_1x+a_0 & \color{magenta}{x^{\ell}}\left(A_nx^n+\cdots+A_1x+A_0\right)\\ ae^{\alpha x} & \color{magenta}{x^{\ell}}Ae^{\alpha x}\\ (a_nx^n+\cdots+a_1x+a_0 )e^{\alpha x} & \color{magenta}{x^{\ell}}\left(A_nx^n+\cdots+A_1x+A_0\right)e^{\alpha x}\\ %a\cos(\beta x)+b\sin(\beta x) & \color{magenta}{x^{\ell}}(A\cos(\beta x)+B\sin(\beta x)) \\ %p(x)\cos(\beta x)+q(x)\sin(\beta x) & \color{magenta}{x^{\ell}}(P(x)\cos(\beta x)+Q(x)\sin(\beta x)) \\ %ae^{\alpha x}\cos(\beta x)+be^{\alpha x}\sin(\beta x) & \color{magenta}{x^{\ell}}(Ae^{\alpha x}\cos(\beta x)+Be^{\alpha x}\sin(\beta x)) \\ %p(x)e^{\alpha x}\cos(\beta x)+q(x)\sin(\beta x) & \color{magenta}{x^{\ell}}(P(x)e^{\alpha x}\cos(\beta x)+Q(x)e^{\alpha x}\sin(\beta x)) \\ \end{array} $$ $\ell$ is the smallest non-negative integer such that $y_p=x^{\ell}y_g$ has no terms which solve the homogeneous equation.