Method of Undetermined Coefficients, Variation of Parameters, Superposition

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Method of Undetermined Coefficients, Variation of Parameters, Superposition

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equations with constant coefficients. Method of Undetermined

Coefficients, Variation of Parameters, Superposition.

Operational methods.

We shall now consider techniques for solving the general (nonhomogeneous) linear differential equation with

constant coefficients

y = yc + yp

where yc is the complementary function of 1) i.e. the general solution to the associated homogeneous equation

and yp is a particular solution. We already know how to obtain the complementary function yc so we will focus

on techniques for obtaining a particular solution yp.

1. Method of Undetermined Coefficients. The Method of Undetermined Coefficients involves the skill

of finding a homogeneous linear differential equation with constant coefficients when given its solution i.e.

working backward from solution to equation. More specifically, we are given a particular solution to some

homogeneous linear differential equation with constant coefficients and we want to know what the equation is.

In that connection let us simply note the following facts:

a single root m = a of the auxiliary equation f(x) = 0 gives rise to a term c1eax

n repeated 0 roots, m = 0, 0, .... , 0 give rise to c1 + c2x + c3 x2 + ...... +cnxn -1

the roots m = - i, i give rise to c1cos x + c2sin x

Problem. Find a homogeneous linear equation with constant coefficients which has as a particular solution

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

y = 3e4x + 2x2

Solution. A single root m = 4 will give rise to a term c1e4x. A triple 0 root m = 0, 0, 0 will give rise to a term

c2x2. Thus the equation

D3(D - 4)y = 0

will contain a particular solution of the required form. Its general solution is

y = 3e4x + 2x2 .

Let us now consider the problem of finding a particular solution of the equation

3) m = 0, 0, 1

4) yc = c1 + c2x + c3ex .

We wish to find a particular solution yp. The first step in the procedure is to find that homogeneous linear

differential equation with constant coefficients which has as a particular solution the right-hand side of 2) i.e. the

function G(x) = 3ex + sin x. It will be an equation whose auxiliary equation has the roots

6) m' = 1, i

7) (D - 1)(D2 + 1) y = 0

If now we multiply both sides of equation 2) by the differential operator (D - 1)(D2 + 1) we will annihilate the

right member of 2) and obtain

8) (D - 1)(D2 + 1)D2(D - 1) y = 0

Any solution of 2) must satisfy 8) i.e. the solution set of 2) is a subset of the solution set of 8).

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

The general solution of 8) can be written down at once from the roots of its auxiliary equation, those roots being

the values m = 0, 0, 1 along with m' = 1, i . Thus the general solution is

y = yc + yp

where

yc = c1 + c2x + c3ex .

The particular solution yp of 2) must then consist of at most the remaining terms in 9) i.e. it must be of the form

It remains only to determine the values of the coefficients A, B, C by substitution of 10) into the original

equation

D2yp = A (xex + 2ex) - B sin x - C cos x

D3yp = A (xex + 3ex) + B sin x - C cos x

Since 11) is an identity and since ex, sin x and cos x are linearly independent, corresponding coefficients in the

two members of 11) must be equal. Consequently

A=3

B+C=1

B-C=0.

Thus A = 3, B = 1/2, C = 1/2. Substituting into 10) we obtain the particular solution

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

More detail on the underlying theory. Let us now consider the underlying theory of the above method

in more detail. Consider the equation

where f(D) is a polynomial in the operator D. Let the roots of the auxiliary equation be

14) y = yc + yp

where the complementary function yc can be obtained from the values of m and yp is a particular solution.

Now suppose that the right member G(x) of 12) is a particular solution of some homogeneous linear differential

equation with constant coefficients,

15) h(D)y = 0 ,

17) h(D)f(D) y = 0

consist of the values of m from 13) and m' from 16). Because the roots include the values of m, the general

solution of 17) contains the complementary function yc of equation 14). Thus it is of the form

y = yc + yq

Now, any particular solution of 12) must satisfy 17). If f(D)(yc + yq) = G(x), then f(D)yq = G(x) because f(D)

(yc) = 0. Thus deleting yc from the general solution of 17) leaves a function yp which for some numerical values

of its coefficients must satisfy 12), thus providing a particular solution yp for 12).

General remarks. The above method is applicable when, and only when, the right member of the equation is

itself a particular solution of some homogeneous linear differential equation with constant coefficients. In

general, it is applicable for the differential equation f(D)y = G(x) where G(x) contains a polynomial, terms of the

form sin ax, cos ax, eax or combinations of sums and products of these (where a is a constant).

1. From the original equation f(D)y = G(x) find the values of m and m'

2. From the values of m and m' write yc and yp

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

3. Substitute the yp into f(D)y = G(x), equate corresponding coefficients, and compute the values of the

coefficients

4. Write the general solution y = yc + yq

2. Method of Variation of Parameters. The Method of Variation of Parameters (also called the

Method of Variation of Constants) is due to Lagrange and can be used to find a particular solution to any

linear differential equation, whether the coefficients are constant or not, provided the complementary function

has been found. Consider the equation

or, equivalently,

Lagrange showed that a particular solution to equation 1) can be obtained by a procedure in which the cs in 3)

are replaced by functions of x. We thus begin with the function

formed by replacing the cs of 3) by the L(x)s. The method consists of determining the Ls in such a way that 4)

satisfies 1). Relation 4) contains n unknown functions, L1, L2, ...... ,Ln to be determined. We have only one

condition that must be satisfied ---- the condition that 4) satisfies the original equation 1). That gives us freedom

to impose (n - 1) conditions which, with the differential equation, gives n conditions to determine the n unknown

functions L1, L2, ...... ,Ln. We choose conditions that will make the determination of the Ls as simple and easy

as possible.

A systematized procedure that utilizes the Method of Variation of Parameters is the following:

By differentiation of 4) we have

So now 5) becomes

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

We now set our last condition. We set the quantity within the second parenthesis of 14) to Q(x):

The conditions that we have imposed on the Ls form the following linear system of n equations in the n

variables

...............................................

...............................................

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

which is the Wronskian of y1, y2, ...... , yn. The determinant is not identically zero due to the assumption that the

ys are linearly independent. Thus the system of equations 17) can be solved for the L' s and the Ls can be

found by integration.

We now show that 4) is a solution of 1) if the Ls satisfy 17). If we substitute the following equations

..........................................................................

..........................................................................

into 1) we obtain

or

or

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

Example

3. Operational methods. Operational methods are those methods involving differential operators. The vast

majority of linear differential equations with constant coefficients can be solved by the Method of Undetermined

Coefficients. The rare equation that cannot be solved by this method can be solved by the Method of Variation of

Parameters. There are, however, a large collection of methods that utilize differential operators. They sometimes

give the solution with much less work than the two preceding methods. We will now consider some of them.

Inverse differential operators. Symbols of the form 1/f(D), where f(D) is a polynomial in D, are inverse

differential operators.

1) f(D)y = g(x)

it is natural to wonder if an inverse of the operator f(D) might exist, an operator that would have the effect of

undoing the action of f(D), thus enabling us to solve 1) for y by multiplying both sides by the inverse of f(D).

Would it be possible to define such an inverse? If such an inverse could be defined, how might one define it? For

insight, consider the simple equation

2) Dy = g(x)

How would an inverse D-1 = 1/D for this operation need to be defined? Since in this case we know that y is

given by

The symbol 1/D can be defined this way and is called an inverse operator. In the same way, an inverse operator

1/ D2 = (1/D)(1/D) can be defined which corresponds to double integration and an inverse operator 1/Dn can be

defined that corresponds to n-fold integration.

3) (D - a)y = g(x) .

What meaning might the inverse operator 1/ (D - a) have? Equation 3) has the solution

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

Ordinarily the inverse operator is employed only for finding particular integrals, in which case the arbitrary

constant c is dropped and

Products of type (D - a)(D - b) ....... (D - q). Let us consider what we would expect the most natural

meaning of

(D - a)(D - b)y

In fact, this is the meaning and we see that the operator (D - a)(D - b) is equivalent to D2 - (a + b)D + ab. The

converse can also be established. It follows from this that operators with constant coefficients can be multiplied

or factored like algebraic quantities.

is always possible and unique when a0, a1, .... , an, and consequently, a, b ..... q are constants.

Thus operators obey the commutative, associative and distributive laws in the same way algebraic quantities do.

Because of this fact, we can introduce inverse operators of type

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

as

Solution by partial fractions. One might ask if one can resolve the inverse operator

into partial fractions in the same way we do algebraic fractions. The answer is yes. If

then

by 5).

*****************************************

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

Theorems

Theorem 1.

Theorem 2.

(D - a)n(xneax) = n!eax

Theorem 3.

Case 2. f(a) = 0. If f(a) = 0, then f(D) contains the factor (D - a). Suppose a is an n-fold root and the factor

occurs n times. Then

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

Solutions of equations of form f(D2) = sin (ax + b) and f(D2) = cos (ax + b). If the operator f(D)

is a function of D2 as in f(D2) = D2 + 4 or f(D2) = D4 + 10D2 + 9 then

Solution. The complementary solution is y = c1 cos x + c2 sin x + c3 cos 3x + c4 sin 3x. A particular solution is

or, equivalently,

This theorem shows how to shift an exponential factor from the right side of a differential operator to the left

side.

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

Solution.

(D - 1)2y = xex

e-x (D - 1)2y = x

D2(e-xy) = x

4. Miscellaneous methods

Method of superposition

Theorem. If y1 is a particular solution of f(D)y = G1(x) and y2 is a particular solution of f(D)y = G2(x) then

y = y1 + y2

Thus it follows that the task of obtaining a particular solution of f(D)y = G(x) can be split up into parts by

treating separate terms of G(x) independently.

This theorem follows directly from the linearity of a differential operator i.e

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11/27/2017 Methods for finding particular solutions of linear differential equations with constant coefficients. Method of Undetermined Coefficients, Variatio

is a particular solution of (D2 - 9)y = 3ex . Similarly we see that y2 = -x/9 is a particular solution of (D2 - 9)y =

x. Thus

Case 2. an = 0 and equation has the form (a0Dn + ........ + an-kDk)y = G0 where Dky is the lowest order

derivative occurring. The solution is

References

1. Max Morris / Orley Brown. Differential Equations.

2. James/James. Mathematics Dictionary.

3. Murray R. Spiegel. Applied Differential Equations.

4. James B. Scarborough. Differential Equations and Applications.

5. Frank Ayres. Differential Equations (Schaum).

6. Eshbach. Handbook of Engineering Fundamentals.

7. Earl Rainville. Elementary Differential Equations.

8. Harold Wayland. Differential Equations Applied in Science and Engineering.

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