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Lecture Notes in Differential Equations - Bruce E. Shapiro

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164 LESSON 19. METHOD OF UNDETERMINED COEFFICIENTS<br />

S<strong>in</strong>ce the characteristic equation is r 2 − 1 = 0, with roots r = ±1, we know<br />

that the homogeneous solution is<br />

As a guess to the particular solution we try<br />

Differentiat<strong>in</strong>g,<br />

Substitut<strong>in</strong>g <strong>in</strong>to (19.1),<br />

y H = C 1 e t + C 2 e −t (19.4)<br />

y P = At 2 + Bt + C (19.5)<br />

y P ′ = 2At + B (19.6)<br />

y P ′′ = 2A (19.7)<br />

2A − At 2 − Bt − C = t 2 (19.8)<br />

S<strong>in</strong>ce each side of the equation conta<strong>in</strong>s polynomials, we can equate the<br />

coefficients of the power on each side of the equation. Thus<br />

Coefficients of t 2 : − A = 1 (19.9)<br />

Coefficients of t : B = 0 (19.10)<br />

Coefficients of t 0 : 2A − C = 0 (19.11)<br />

The first of these gives A = −1, the third C = 2A = −2. Hence<br />

y P = −t 2 − 2 (19.12)<br />

Substitution <strong>in</strong>to (19.1) verifies that this is, <strong>in</strong> fact, a particular solution.<br />

The complete solution is then<br />

y = y H + y P = C 1 e r + C 2 e −t − t 2 − 2 (19.13)<br />

Use of this method depends on be<strong>in</strong>g able to come up with a good guess.<br />

Fortunately, <strong>in</strong> the case where f is a comb<strong>in</strong>ation of polynomials, exponentials,<br />

s<strong>in</strong>es and cos<strong>in</strong>es, a good guess is given by the follow<strong>in</strong>g heuristic.<br />

1. If f(t) is a polynomial of degree n, use<br />

y P = a n t n + a n−1 t n−1 + · · · a 2 t 2 + a 1 t + a 0 (19.14)<br />

2. If f(t) = e rt and r is not a root of the characteristic equation, try<br />

y P = Ae rt (19.15)

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