6.2 Undetermined coefficients

Theorem 6.2.1. Let \(g(t) = e^{\mu t}q(t)\) with \(q\) a polynomial of degree \(d\), and let \(m \geq 0\) be the multiplicity of \(\mu \) as a root of \(p\) (\(m = 0\) if \(p(\mu ) \neq 0\)). Then \(p(D)y = g\) has a particular solution \[ y_p = t^me^{\mu t}r(t), \qquad \deg r \leq d . \] The same holds for \(g = e^{at}q(t)\cos bt\) or \(e^{at}q(t)\sin bt\), with \(\mu = a + ib\) and \(y_p = t^me^{at}\bigl (r_1(t)\cos bt + r_2(t)\sin bt\bigr )\).

Proof. Write \(p(\lambda ) = (\lambda - \mu )^mp_1(\lambda )\) with \(p_1(\mu ) \neq 0\). By Lemma 6.1.1, \(p(D)(e^{\mu t}w) = e^{\mu t}p_1(D + \mu )D^mw\), so it suffices to solve \(p_1(D + \mu )D^mw = q\) with \(w = t^mr\). The operator \(p_1(D + \mu )\) maps polynomials of degree at most \(d\) into themselves and has constant term \(p_1(\mu ) \neq 0\), so on that finite-dimensional space it is triangular with non-zero diagonal, hence invertible: there is a polynomial \(v\) of degree at most \(d\) with \(p_1(D + \mu )v = q\). Then \(w\), an \(m\)-fold antiderivative of \(v\), can be chosen as \(t^mr\) with \(\deg r \leq d\), dropping the lower powers, which are killed by \(D^m\). For the trigonometric case take real or imaginary parts. □

The factor \(t^m\) is the algebraic form of resonance: when the forcing has the form of a free solution, the response grows by an extra power of \(t\), as in Example 5.5.1. Undetermined coefficients is limited to forcing of exponential-polynomial type; for other forcing, variation of parameters or the Green’s function is needed.

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