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method of undetermined coefficients : ウィキペディア英語版
method of undetermined coefficients

In mathematics, the method of undetermined coefficients is an approach to finding a particular solution to certain inhomogeneous ordinary differential equations and recurrence relations. It is closely related to the annihilator method, but instead of using a particular kind of differential operator (the annihilator) in order to find the best possible form 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.
Undetermined coefficients is not as general a method as variation of parameters, since it only works for differential equations that follow certain forms.〔Ralph P. Grimaldi (2000). "Nonhomogeneous Recurrence Relations". Section 3.3.3 of ''Handbook of Discrete and Combinatorial Mathematics''. Kenneth H. Rosen, ed. CRC Press. ISBN 0-8493-0149-1.〕
==Description of the method==
Consider a linear non-homogeneous ordinary differential equation of the form
: \sum_^n c_i y^ + y^ = g(x)
:... where y^ denotes the i-th derivate of y, and c_i denotes a function of x
The method consists of finding the general homogeneous solution y_c for the complementary linear homogeneous differential equation
: \sum_^n c_i y^ + y^ = 0,
and a particular integral y_p of the linear non-homogeneous ordinary differential equation based on g(x). Then the general solution y to the linear non-homogeneous ordinary differential equation would be
:y = y_c + y_p.〔Dennis G. Zill (2001). ''A first course in differential equations - The classic 5th edition.'' Brooks/Cole. ISBN 0-534-37388-7.〕
If g(x) consists of the sum of two functions h(x) + w(x) and we say that y_ is the solution based on h(x) and y_ the solution based on w(x). Then, using a superposition principle, we can say that the particular integral y_p is
:y_p = y_ + y_.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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