Method of Undetermined Coefficients/Sine and Cosine/Particular Solution/i b is Root of Auxiliary Equation/Trigonometric Form
< Method of Undetermined Coefficients | Sine and Cosine | Particular Solution | i b is Root of Auxiliary Equation
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Proof Technique
Consider the nonhomogeneous linear second order ODE with constant coefficients:
- $(1): \quad y + b^2 y = \alpha \sin b x + \beta \cos b x$
The Method of Undetermined Coefficients can be used to find a particular solution to $(1)$ in the following manner.
Method and Proof
Let $\map {y_g} x$ be the general solution to:
- $y + b^2 y = 0$
From General Solution of Linear 2nd Order ODE from Homogeneous 2nd Order ODE and Particular Solution:
- $\map {y_g} x + \map {y_p} x$
is the general solution to $(1)$.
It remains to find $\map {y_p} x$.
Assume that there is a particular solution to $(1)$ of the form:
- $y_p = x \paren {A \sin b x + B \cos b x}$
We have:
\(\ds \frac {\d} {\d x} y_p\) | \(=\) | \(\ds x \paren {b A \cos b x - b B \sin b x} + \paren {A \sin b x + B \cos b x}\) | Derivative of Sine Function, Derivative of Cosine Function, Product Rule for Derivatives | |||||||||||
\(\ds \frac {\d^2} {\d x^2} y_p\) | \(=\) | \(\ds x \paren {-b^2 A \sin b x - b^2 B \cos b x} + \paren {b A \cos b x - b B \sin b x} + \paren {b A \cos b x - b B \sin b x}\) | Derivative of Sine Function, Derivative of Cosine Function, Product Rule for Derivatives | |||||||||||
\(\ds \) | \(=\) | \(\ds x \paren {-b^2 A \sin b x - b^2 B \cos b x} + 2 \paren {b A \cos b x - b B \sin b x}\) |
Inserting into $(1)$:
\(\ds x \paren {-b^2 A \sin b x - b^2 B \cos b x} + 2 \paren {b A \cos b x - b B \sin b x} + b^2 x \paren {A \sin b x + B \cos b x}\) | \(=\) | \(\ds \alpha \sin b x + \beta \cos b x\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds 2 \paren {b A \cos b x - b B \sin b x}\) | \(=\) | \(\ds \alpha \sin b x + \beta \cos b x\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds 2 b A \cos b x\) | \(=\) | \(\ds \beta \cos b x\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds -2 b B \sin b x\) | \(=\) | \(\ds \alpha \sin b x\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds 2 b A\) | \(=\) | \(\ds \beta\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds -2 b B\) | \(=\) | \(\ds \alpha\) |
Hence $A$ and $B$ can be expressed in terms of $\alpha$ and $\beta$:
\(\ds \leadsto \ \ \) | \(\ds A\) | \(=\) | \(\ds \frac \beta {2 b}\) | |||||||||||
\(\ds B\) | \(=\) | \(\ds -\frac \alpha {2 b}\) |
Hence:
- $y_p = \dfrac {\beta x \sin b x} {2 b} - \dfrac {\alpha x \cos b x} {2 b}$
$\blacksquare$
Sources
- 1972: George F. Simmons: Differential Equations ... (previous) ... (next): $\S 3.18$: The Method of Undetermined Coefficients