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单词 MethodOfUndeterminedCoefficients
释义

method of undetermined coefficients


Given a (usually non-homogeneous) ordinary differential equationMathworldPlanetmath

F(x,f(x),f(x),,f(n)(x))=0,

the method of undetermined coefficients is a way of finding an exact solution when a guess can be made as to the general form of the solution.

In this method, the form of the solution is guessed with unknown coefficients left as variables. A typical guess might be of the form Ae2x or Ax2+Bx+C. This can then be substituted into the differential equation and solved for the coefficients. Obviously the method requires knowing the approximate form of the solution, but for many problems this is a feasible requirement.

This method is most commonly used when the formula is some combination of exponentialsPlanetmathPlanetmath, polynomials, sin and cos.

Example

Suppose we have the following second order non-homogeneous equation

f′′(x)-2f(x)+f(x)=2e2x.

If we guess that the soution is of the form f(x)=Ae2x, then, by substitution, we get

4Ae2x-4Ae2x+Ae2x-2e2x=0

and therefore Ae2x=2e2x, so A=2, giving f(x)=2e2x as a solution.

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更新时间:2025/5/4 18:44:07