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06 Undetermined Coefficient Method

This document discusses the method of undetermined coefficients for solving second order inhomogeneous linear differential equations. It begins by reviewing the general form of such equations and the steps to use the method. It then provides 4 examples that demonstrate solving equations with polynomial, exponential, trigonometric, and combination function forms for the inhomogeneous term. The document concludes with 5 practice problems for students to solve.

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Olabode Egbinola
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245 views11 pages

06 Undetermined Coefficient Method

This document discusses the method of undetermined coefficients for solving second order inhomogeneous linear differential equations. It begins by reviewing the general form of such equations and the steps to use the method. It then provides 4 examples that demonstrate solving equations with polynomial, exponential, trigonometric, and combination function forms for the inhomogeneous term. The document concludes with 5 practice problems for students to solve.

Uploaded by

Olabode Egbinola
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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SSG 204

(Differential Equations I)
2nd Order Differential Equations
Method of Undetermined Coefficient
by
Engr. O.A. Adeleye
2nd Order Inhomogeneous Linear Differential
Equations: Method of Undetermined
Coefficient
Recall Equation (1) ��′′ + � � �′ + � � � = � �
When � � = 0 it is homogeneous
But when � � ≠ 0 then the solution is given by
� = �ℎ + ��
And it is solved by Method of Undetermined Coefficient.
A solution is proposed based on the form of � � , the right side of the
equation.

Substitution of the proposed form and its derivatives into the equation to
be solved, followed by equating the coefficients of the like terms allows us
to determine the values of the introduced constants as shown in the
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
Example 1 Solve the differential equation
�′′ − 3�′ + 2� = �2 + 1 (1)

Solution
Step 1: Solve the LHS of the equation
Assume that � � = 0
Hence, �′′ − 3�′ + 2� = 0
Auxiliary equation is �2 − 3�+ 2 = 0
�− 1 �− 2 = 0
�1 = 1 and �2 = 2
Therefore �ℎ = ��� + ��2�

Step 2: Since the RHS of the equation is a polynomial function of order two(2), we propose for ��, the general
quadratic polynomial ��2 + 푏� + �
Therefore �� = ��2 + 푏� + �
�′� = 2�� + 푏
�′′� = 2�
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Substitute these results into equation (1)
Undetermined Coefficient
(�′′ − 3�′ + 2� = �2 + 1 )
2� − 3 2�� + 푏 + 2 ��2 + 푏� + � = �2 + 1

Expand & compare the coefficients


2��2 = 1�2
�=1 2

−6�� + 2푏� = 0� or −6� + 2푏 = 0 or 2푏 = 6�


2푏 = 6 1 2 = 3
푏=3 2

2� − 3푏 + 2� = 1 or 2 1 2 − 3 3 2 + 2� = 1
2� = 9 2 or �=9 4

Substituting �, 푏, and � into general quadratic polynomial ��2 + 푏� + �


2 �2 3� 9
�� = �� + 푏� + � = + +
2 2 4
�2 3� 9
Therefore � = �ℎ + �� = ��� + ��2� + + +
2 2 4
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined
Example 2 Solve the differential equation
Coefficient
�′′ − �′ − 2� = 4�2 (1)
Solution
Step 1: Solve the LHS of the equation
Assume that � � = 0
Hence, �′′ − �′ − 2� = 0
Auxiliary equation is �2 − �− 2 = 0
�+ 1 �− 2 = 0
�1 =− 1 and �2 = 2
Therefore �ℎ = ��−� + ��2�

Step 2: Since the RHS of the equation is a polynomial function of order two(2), we propose
for ��, the general quadratic polynomial ��2 + 푏� + �
Therefore �� = ��2 + 푏� + �
�′� = 2�� + 푏
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
′′ ′
Substitute these results into equation (1) (� − � − 2� = 4� )
2

2� − 2�� + 푏 − 2 ��2 + 푏� + � = 4�2

Expand & compare the coefficients


−2��2 = 4�2
� =− 2

−2�� − 2푏� = 0 or −2푏 = 2 −2


푏=2

2� − 푏 − 2� = 0 or 2� = 2� − 푏 = 2 −2 − 2
� =− 3

Substituting �, 푏, and � into general quadratic polynomial ��2 + 푏� + �


�� = ��2 + 푏� + � =− 2�2 + 2� − 3
Therefore � = � + � = ��−� + ��2� − 2�2 + 2� − 3
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
Example 3 Solve the differential equation
�′′ − �′ − 2� = �3� (1)
Solving the LHS and the auxiliary equation
Auxiliary equation is �2 − �− 2 = 0
�+ 1 �− 2 = 0
�1 =− 1 and �2 = 2
Therefore �ℎ = ��−� + ��2�

Since the RHS of the equation is an exponential function, we propose for ��, the exponential function ��3�
Hence, �� = ��3�
�′� = 3��3�
�′′� = 9��3�

Substitute these results into equation (1) (�′′ − �′ − 2� = �3�)


1
9��3� − 3��3� − 2 ��3� = �3� or 4��3� = �3� �=
4
1 3�
Therefore � = �ℎ + �� = ��−� + ��2� + �
4
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
Example 4 Solve the differential equation
�′′ − �′ − 2� = sin 2� (1)
Solving the LHS and the auxiliary equation
Auxiliary equation is �2 − �− 2 = 0
�+ 1 �− 2 = 0
�1 =− 1 and �2 = 2
Therefore �ℎ = ��−� + ��2�

Since the RHS of the equation is a trigonometric function, we propose for ��, the function �sin 2� +
푏cos 2�
Hence, �� = �sin 2� + 푏cos 2�
�′� = 2�cos 2� − 2푏sin 2�
�′′� =− 4�sin 2� − 4푏cos 2�

Substitute these results into equation (1) (�′′ − �′ − 2� = sin 2�)


−4�sin 2� − 4푏cos 2� − 2�cos 2� − 2푏sin 2�
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
−6� + 2푏 sin 2� + −6푏 − 2� cos 2� = 1 sin 2� + 0 cos 2�

Factorizing and collecting like terms, we obtain


−6� + 2푏 = 1
−2� − 6푏 = 0

Solving these equations simultaneously


3 1
� =− 푏=
20 20

3 1
Therefore �� =− sin 2� + cos 2�
20 20
1 3
Hence, � = �ℎ + �� = �� −�
+ �� 2�
+ cos 2� − sin 2�
20 20
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
Classwork
1. Solve the following differential equations
1. �′′ − 6�′ + 25� = 50�3 − 36�2 − 63� + 18
2. �′′ − 2�′ + � = 4cos �
3. �′′ − 6�′ + 25� = 64�−�
4. �′′ − �′ − 2� = 4�2 � 0 = 1, �′ 0 = 4
′′ 3 ′
5. � + � − � = 12�2 + 6�3 − �4
2
� 0 = 4, �′ 0 =− 8
2nd Order Inhomogeneous Linear
Differential Equations: Method of
Undetermined Coefficient
Answers to Classwork
1. � = �3� �cos 4� + �sin 4� + 2�3 − 3�
2. � = ��� + ���� − 2 sin �
3. � = �3� �cos 4� + �sin 4� + 2�−�
4. � = 2�−� + 2�2� − 2�2 + 2� − 3
5. � = 4�−2� + �4

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