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function ex .
2
d y dy
To solve these type of differential equations, we first need to solve the corresponding linear homogeneous differential equation a 2
+b
dt
+ cy = 0 for
dt
the homogeneous solution yh (t).. We then need to find a particular solution Y (t) which will be of a particular form dependent on the combination of
functions forming g(t) (see the page linked above).
We can then solve for the coefficients and obtain a general solution y = y (t) + Y (t)
h
.
We will now look at some examples of applying this method.
Example 1
2
d y dy
Solve the following second order linear nonhomogeneous differential equation 2
+
dt
− 6y = 12e
3t
+ 12e
−2t
using the method of
dt
undetermined coefficients.
2
d y dy
The corresponding second order homogeneous differential equation is 2
+
dt
− 6y = 0 and the characteristic equation is
dt
r
2
+ r − 6 = (r + 3)(r − 2) = 0 . The roots to the characteristic equation are r1 = −3 and r2 = 2 and so the solution to the homogeneous second
order differential equation is:
y (t) = C e
h
−3t
+ De
2t
(1)
We now want to find a particular solution Y (t). Assume that Y (t) = Ae3t + Be−2t . No part of the assumed form of Y (t) is contained in the solution to the
corresponding second order homogeneous differential equation from above, so we do not need to multiply by t. The first and second derivatives of Y are
given below.
Y
′
(t) = 3Ae
3t
− 2Be
−2t
(2)
Y
′′
(t) = 9Ae
3t
+ 4Be
−2t
(3)
′ ′′
Substituting the values of Y (t), Y (t) , and Y (t) into our differential equations gives us:
[9Ae
3t
+ 4Be
−2t
] + [3Ae
3t
− 2Be
−2t
] − 6[Ae
3t
+ Be
−2t
] = 12e
3t
+ 12e
−2t (4)
3t −2t 3t −2t
(9A + 3A − 6A)e + (4B − 2B − 6B)e = 12e + 12e
3t −2t 3t −2t
6Ae − 4Be = 12e + 12e
The equation above implies that A = 2 and B = −3. Therefore a particular solution to the second order nonhomogeneous differential equation is
Y (t) = 2e
3t
− 3e
−2t
. Thus, the general solution is given by:
Example 2
http://mathonline.wikidot.com/the-method-of-undetermined-coefficients-examples-1 1/2
5/2/2018 The Method of Undetermined Coefficients Examples 1 - Mathonline
2
d y
Solve the following second order linear nonhomogeneous differential equation 2
+ 9y = t e
2 3t
+6 using the method of undetermined
dt
coefficients.
2
d y
The corresponding second order homogeneous differential equation is 2
+ 9y = 0 , and the corresponding characteristic equation is r2 +9 = 0 .
dt
We now need to find a particular solution for the second order nonhomogeneous differential equation. Assume the form Y (t) = (P + Qt + Rt )e
2 3t
+S .
The first and second derivatives of Y are:
Y
′
(t) = (Q + 2Rt)e
3t
+ 3(P + Qt + Rt )e
2 3t
(7)
Y
′′
(t) = 2Re
3t
+ 3(Q + 2Rt)e
3t
+ 3(Q + 2Rt)e
3t
+ 9(P + Qt + Rt )e
2 3t
(8)
[2Re
3t
+ 3(Q + 2Rt)e
3t
+ 3(Q + 2Rt)e
3t
+ 9(P + Qt + Rt )e
2 3t
] + 9[(P + Qt + Rt )e
2 3t 2
+ S] = t e
3t
+6
(9)
3t 3t 2 3t 2 3t
(2R + 3Q + 3Q + 9P + 9P )e + (6R + 6R + 9Q + 9Q)te + (9R + 9R)t e + 9S = t e +6
2R + 6Q + 18P = 0 (10)
12R + 18Q = 0
18R = 1
9S = 6
2 1 1 1
Therefore S =
3
,R =
18
,Q = −
27
and P =
162
. Therefore, a particular solution to the second order nonhomogeneous differential equation is
Y (t) = (
1
−
1
t+
1 2
t )e
3t
+
2
and so the general solution to the second order nonhomogeneous differential equation given is:
162 27 18 3
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