HIGHER ORDER EQUATIONS:
UNDETERMINED COEFFICIENTS

General Problem Form:
nth order equation

\begin{displaymath}L[y] = a_0\frac{d^ny}{dt^n} + a_1\frac{d^{n-1}y}{dt^{n-1}}
+ \cdots + a_ny = g(t),\end{displaymath}

given independent solutions $y_1(t), \ldots, y_n(t)$ to L[y]=0.
General Solution
is

\begin{displaymath}y(t) = c_1y_1(t)+c_2y_2(t)+\cdots+c_ny_n(t)+Y(t),
\end{displaymath}

where Y(t) is a particular solution to L[y]=g(t).
Superposition of Solutions:
if $g = g_1 + \cdots + g_n$, and
L[Yi] = gi, for $i=1,\ldots ,n$, then $Y = Y_1 + \cdots + Y_n$.
Undetermined Coefficients



Alan C Genz
1999-10-15