TERM PAPER OF ENGINEERING MATHAMETICS-I MTH101

Topic: Write about the method of undetermined coefficients & method of variation of parameters. Discuss & compare the advantages and disadvantages of each method. Illustrate your findings with examples
Sub. To: Mr. Bharpur Singh (Deptt. Of Mathematics) Sub. By: Name: - Vaibhav Kumar Tripathi Roll no- RG4003A34 Program-B.Tech-M.Tech (ME) Program code-1208-D Reg.no-11000653 Section-G4003

ACKNOWLEDGEMENT I would like to thank all those who have encouraged me to Submit a project related to Write about the method of undetermined

coefficients & method of variation of parameters. Discuss & compare the advantages and disadvantages of each method. Illustrate your findings with examples as a term paper.
It is an extremely arduous job to acknowledge the invaluable help rendered by all those venerated souls who directly or indirectly contributes to make feat as possible for me. I certainly feel elated and privileged to express my deep sense to gratitude to all of them. The entire term paper would not have come to a state of fruition without them. During term paper work, I learnt many things. Everybody was extremely co-operative. I thank all the members of LOVELY PROFESSIONAL UNIVERSITY who extended their hands for help, co-operation and kindness whenever and wherever required

VAIBHAV KUMAR TRIPATHI

CONTENT TABLE
1. INTRODUCTION TO METHOD OF UNDETERMINED

COEFFICIENTS. 2. METHODOLOGY 3. TYPICAL FORM OF SOLUTION 4. EXAMPLES 5. INTRODUCTION TO METHOD OF VARIATIONS OF PARAMERTERS 6. METHODOLOGY 7. EXAMPLES
8. ADVANTAGES AND DISADVANTAGES OF EACH

METHOD WITH EXAMPLES 9. REFERNCES

INTRODUCTION TO METHOD OF UNDETERMINED COEFFICIENTS In Mathematics, the method of undetermined coefficients, otherwise known as the Lucky Guess Method, is an approach to finding a particular solution to a certain inhomogeneous ordinary differential equations and recurrence relation. It is closely related to annihilator method (variation of parameter method), but instead of using a particular kind of differential operator (the annihilator) in order to find the best possible from of the particular solution, a guess is made as to the appropriate form , which is then tested by differentiating the resulting equation. For complex equations, the annihilator method or variation of parameters is less time consuming to perform. METHODOLOGY Considering a linear non-homogeneous ordinary differential equation with the form any(n) + a(n 1)y(n 1) + ... + a1y' + a0y = g(x) The method consists of finding the homogeneous solution yc for the complementary function and a particular solution yp based on g(x). Then the general solution y to the equation would be y = yc + yp If g(x) consists of the sum of two functions h(x) + w(x) and we say that yp1 is the solution based on h(x) and yp2 the solution based on w(x).

Then, using the superposition principle, we can say that the particular solution yp is yp = yp1 + yp2 TYPICAL FORM OF SOLUTION In order to find the particular solution, we need to 'guess' its form, with some coefficients left as variables to be solved for. This takes the form of the first derivative of complementary function. Below is a table of some typical functions and the solution to guess for them. Function of x Form for y

If a term in the above particular solution for y appears in the homogeneous solution, it is necessary to multiply by a sufficiently large power of x in order to make the two solutions linearly independent. If the function of x is a sum of terms in the above table, the particular solution can be guessed using a sum of the corresponding terms for y. EXAMPLES

EXAMPLE1 Find a particular solution of the equation

The right side t cos t has the form

With n=1, =0, and =1. Since + i = i is a simple root of the characteristic equation

We should try a particular solution of the form

Substituting yp into the differential equation, we have the identity

Comparing both sides, we have

Which has the solution A0 = 0, A1 = 1/4, B0 = 1/4, B1 = 0. We then have a particular solution

Example 2 Consider the following linear inhomogeneous differential equation:

This is like the first example above, except that the inhomogeneous part (ex) is not linearly independent to the general solution of the homogeneous part (c1ex); as a result, we have to multiply our guess by a sufficiently large power of x to make it linearly independent. Here our guess becomes: Yp= A x ex. By substituting this function and its derivative into the differential equation, one can solve for A:

Axex + Aex = Axex + ex A = 1. So, the general solution to this differential equation is thus: y = c1ex + xex.

Example 3 Find the general solution of the equation:

f(t), t2, is a polynomial of degree 2, so we look for a solution using the same form, yp = At2 + Bt + C, where

Plugging this particular solution with constants A, B, and C into the original equation yields, 2At + B = t2 (At2 + Bt + C), where T2 At2 = 0 and Bt = 2At and C = B Replacing resulting constants, Yp = t2 2t + 2 To solve for the general solution, y = yp + yh Where yh is the homogeneous solution yh = c1e-1 therefore the general solution is: y = t2 2t + 2 + c1 e-t

INTRODUCTION TO METHOD OF VARIATIONS OF PARAMERTERS In Mathematics, Variations of Parameters, also known as variations of constant, is a general method to solve inhomogeneous linear ordinary differential equations. It was developed by Joseph Louis Lagranges. For first-order inhomogeneous linear differential equations its usually possible to find solutions via integrating factor or undermined coefficient with considerably less effort, although those methods are rather heuristic that involve guessing and dont work for all inhomogeneous linear differential equations. Variations of parameters extend to linear partial differential equations as well, specifically to inhomogeneous problems for linear evolution equations like that heat equations, wave equations, and vibrating plate equations. In this setting, the method is more often known as Duhamels principle, named for Jean-Marie Duhamel who was first applied the method to solve the inhomogeneous heat equations.

METHODOLOGY Given an ordinary non-homogeneous linear differential equation of order n

(i) Let be a fundamental system of the corresponding homogeneous equation (ii) Then a particular solution to the non-homogeneous equation is given by (iii) Where the ci(x) are continuous functions which satisfy the equations (iv) (Results from substitution of (iii) into the homogeneous case (ii); ) And

(v) (Results from substitution of (iii) into (i) and applying (iv); Ci'(x) = 0 for all x and i is the only way to satisfy the condition, since all yi(x) are linearly independent. It implies that all ci(x) are independent of x in the homogeneous case b(x)=0. ) This linear system of n equations can then be solved using Cramer's rule yielding

Where W(x) is the Wronskian determinant of the fundamental system and Wi(x) is the Wronskian determinant of the fundamental system with the i-th column replaced by The particular solution to the non-homogeneous equation can then be written as

EXAMPLES SPECIFIC SECOND ORDER EQUATION Let us solve We want to find the general solution to the differential equation, that is, we want to find solutions to the homogeneous differential equation From the characteristic equation

Since we have a repeated root, we have to introduce a factor of x for one solution to ensure linear independence. So, we obtain u1 = e2x, and u2 = xe2x. The Wronskian of these two functions is

Because the Wronskian is non-zero, the two functions are linearly independent, so this is in fact the general solution for the homogeneous differential equation (and not a mere subset of it). We seek functions A(x) and B(x) so A(x)u1 + B(x)u2 is a general solution of the non-homogeneous equation. We need only calculate the integrals

That is,

Where C1 and C2 are constants of integration.

General second order equation

We have a differential equation of the form And we define the linear operator

Where D represents the differential operator. We therefore have to solve the equation Lu(x) = f(x) for u(x), where L and f(x) are known. We must solve first the corresponding homogeneous equation: By the technique of our choice. Once we've obtained two linearly independent solutions to this homogeneous differential equation (because this ODE is second-order) call them u1 and u2 we can proceed with variation of parameters. Now, we seek the general solution to the differential equation uG(x) which we assume to be of the form Here, A(x) and B(x) are unknown and u1(x) and u2(x) are the solutions to the homogeneous equation. Observe that if A(x) and B(x) are

constants, then LuG(x) = 0. We desire A=A(x) and B=B(x) to be of the form Now,

And since we have required the above condition, then we have

Differentiating again (omitting intermediary steps) Now we can write the action of L upon uG as Since u1 and u2 are solutions, then We have the system of equations

Expanding,

So the above system determines precisely the conditions

We seek A(x) and B(x) from these conditions, so, given

We can solve for (A(x), B(x))T, so

Where W denotes the Wronskian of u1 and u2. (We know that W is nonzero, from the assumption that u1 and u2 are linearly independent.) So,

While homogeneous equations are relatively easy to solve, this method allows the calculation of the coefficients of the general solution of the inhomogeneous equation, and thus the complete general solution of the inhomogeneous equation can be determined. Note that A(x) and B(x) are each determined only up to an arbitrary additive constant (the constant of integration); one would expect two constants of integration because the original equation was second order. Adding a constant to A(x) or B(x) does not change the value of LuG(x) because L is linear.

ADVANTAGES AND DISADVANTAGES OF EACH METHOD WITH EXAMPLES. Undetermined Coefficients Advantages: a. Easy mathematics: involves NO integration. b. Can be used to find a particular solution without having to find eigenvectors. Disadvantages: a. Only works when g contains nice functions (polynomials, exponentials, and trigs). b. P must have constant coefficients.

Variation of Parameters Advantages: a. May be applied to solve any problem.

b. Easy to remember: the only formulae you need are are u0 = g

And xP = u. Disadvantages:
a. Solving equations can get ugly because each component of the

vectors involved can contain a complicated expression and rowreduction becomes cumbersome. b. Integrating equation to find solution can sometimes be difficult.
c. Doing the matrix multiplication of equations can be tedious.

REFERENCES 1. Boyce, W. E.; DiPrima, R. C. (1965). Elementary Differential Equations and Boundary Value problems. Wiley Interscience. 2. ^ Kenneth H. Rosen: Handbook of Discrete and Combinatorial Mathematics. CRC Press 2000. (3.3.3 Nonhomogeneous Recurrence Relations) 3. ^ Kenneth H. Rosen: Handbook of Discrete and Combinatorial Mathematics. CRC Press 2000. (3.3.3 Nonhomogeneous Recurrence Relations)