Solving a differential equation w/ undetermined coefficients

In summary, when finding the particular solution for a non-homogeneous linear equation using the method of undetermined coefficients, it may be necessary to multiply the initial particular solution by ##x^n##, where n is the number of times the complementary solution appears as a solution when applying the derivative operator to it. This is known as the method of annihilators and can be used to find a particular solution in cases where the initial guess has terms that are already solutions to the complementary equation.
  • #1
Aerospace93
22
0

Homework Statement


y''+2y'+y=xe-x

Homework Equations



Yc=c1e-x+c2xe-x

relevant info on textbook: "If any term of yp is a solution of the complementary equation, multiply yp by x (or by x2 if necessary)."
>> i don't understand the part where it says "a solution of the complementary equation". Does it mean that if any term in yp is equal to any term in the complementry solution[...]? or does it explicitly mean if any term in yp is equal to the entire solution of the complementary equation[...]?

The Attempt at a Solution


The first particular solution that pops when G(x)=xe-x is yp=(Ax+b)e-x. However, since that gives a particular equation whose terms are in the complementary equation we must multiply by x.

seconds attempt: yp=x(Ax+b)e-x.

Now what i didn't understand above comes into play. There is a term in the particular solution bxe-x which is equal to another SINGLE TERM (maybe what they refer to as a solution?) in the complementary solution c2xe-x. Does this mean i must multiply by x2?

that would be: yp=x2(Ax+b)e-x... now no single term in the particular sol. is equal to a single term in the complementary solution.

disclaimer: my confusion is with the language used. when they refer to a solution of the complementary equation are they referring to anyone term in the equation and calling that a solution or are they referring to the complementary eq. as a whole? I'm confused :s and my instincts tell me that they could have used "term" instead of "solution" there too... fml
 
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  • #2
The complementary solution ##y_c## refers to the general solution of the homogeneous equation, in this case your ##Y_c=C_1e^{-x}+C_2xe^{-x}##. A particular solution is any solution ##y_p## of the non-homogeneous equation.

To answer your question about the choice for ##y_p##, yes, you need to multiply by ##x^2##.
 
  • #3
that's wasnt my question. to put it in other words, why would you multiply it by x2...
 
  • #4
Aerospace93 said:
that's wasnt my question. to put it in other words, why would you multiply it by x2...

Here's why:

Your equation can be written in the operator form$$
(D^2+2D+1)y=(D+1)^2y=xe^{-x}$$Since ##y = xe^{-x}## itself is a solution of$$
(D+1)^2y =(D^2+2D+1)y = 0$$that means that if we apply another##(D+1)^2## to both sides of this equation we get$$
(D+1)^4y=(D+1)^2(xe^{-x})= 0$$The ##y## you are looking for must satisfy this equation. The general solution of ##(D+1)^4y=0## is $$
y = Ae^{-x} +Bxe^{-x} +Cx^2e^{-x} +Dx^3e^{-x}$$Your particular solution must be in there somewhere, and it can't use the first two terms because they are solutions of the homogeneous equation. So for your particular solution you must look in the last two terms:$$
y_p=Cx^2e^{-x} +Dx^3e^{-x}$$which is the same thing as multiplying your initial ##y_c## by ##x^2##. This is the method of annihilators which is the theoretical underpinning of undetermined coefficients. There are many resources on the internet about it.
 
  • #5
Without knowing about the form of the complementary solution at first, we'd figure that if G(x)=x2ekx then the particular solution should be something like this: (Ax2+Bx+c)ekx?? And say that you then worked out the complementary solution and it was: c1er1x+c2er1x, then the last term "c" [cekx,in the particular solution], is a solution of the complementray equation because we have two terms with (constant coefficient)*(ekx). So therefore must we multiply the particular solution by x and result w/:
yp=x(Ax2+Bx+c)ekx??

I think this is the best way for me to explain my first question.

Until now i have only learned how to solve nonhomogeneous linear equations using the method of undetermined coefficients. So what i do is i figure the complementary then the particular and add them. Now I am learning how i need to multiply the particular by x in some situation however i haven't quite yet figured the logic behind it yet. I would really apreciate any help here!
 
  • #6
Aerospace93 said:
I think this is the best way for me to explain my first question.

Until now i have only learned how to solve nonhomogeneous linear equations using the method of undetermined coefficients. So what i do is i figure the complementary then the particular and add them. Now I am learning how i need to multiply the particular by x in some situation however i haven't quite yet figured the logic behind it yet. I would really apreciate any help here!

My explanation in post #4 is the logic behind it. Give it some thought. Otherwise you will be stuck with ad-hoc and confusing rules about when to multiply by what power of ##x## or what form to use for ##y_p##.
 

Related to Solving a differential equation w/ undetermined coefficients

1. What are undetermined coefficients in a differential equation?

Undetermined coefficients refer to the unknown constants that are present in a differential equation. These coefficients are usually determined by comparing the given differential equation with a known general solution of a similar equation.

2. How do you solve a differential equation with undetermined coefficients?

The general steps for solving a differential equation with undetermined coefficients are:

  1. Identify the highest order of the derivative present in the equation.
  2. Find the general solution of the equation by assuming the unknown coefficients as variables.
  3. Substitute the general solution into the original equation and solve for the unknown coefficients.
  4. Combine the known and unknown coefficients to get the final solution.

3. Can undetermined coefficients be used for all types of differential equations?

No, undetermined coefficients can only be used for linear differential equations with constant coefficients. They cannot be used for non-linear or variable coefficient differential equations.

4. What are some common techniques used to find the undetermined coefficients?

The most commonly used techniques to find the undetermined coefficients are the Method of Undetermined Coefficients and the Method of Variation of Parameters. These methods involve using the general solution of a similar equation and solving for the unknown coefficients by equating coefficients.

5. Are there any limitations to using undetermined coefficients for solving differential equations?

Yes, there are some limitations to using undetermined coefficients. These methods may not work for all types of differential equations and may require additional techniques such as Laplace transforms or power series to find the solution. Also, undetermined coefficients may not always give the most general solution and may only provide a particular solution for the given equation.

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