Second Order Differential Equation 1

Nonhomogeneous Equations: Variation of parameters

The nonhomogeneous equation:

L ( y )  y   p (t ) y   q (t ) y  f (t ) ………(⎈)

2
The operator L is often written as L  D  pD  q , where D is the
derivative operator. p , q , and g are given (continuous) functions on the

open interval I.

The general solution of the nonhomogeneous equation (⎈) can be written

y   (t )  c 1 y 1 (t )  c 2 y 2 (t )  Y (t )

where y 1 and y 2 are a fundamental set of solutions of the corresponding

Y is some specific solution of the nonhomogeneous equation (⎈).

One strategy for finding Y (t ) is called the method of variation of

Y (t )  u 1 (t ) y 1 ( x )  u 2 (t ) y 2 (t ) ………(⎈⎈)

Try to determine u 1 (t) and u 2 (t ) so that the expression in Eq. (⎈⎈) is a

solution of the nonhomogeneous equation (⎈). We must compute two

Y   u 1 y 1  u 2 y 2   u 1 y 1  u 2  y 2

Simplify this derivative by imposing the condition that:

u 1 y 1  u 2  y 2  0

© Dr. Saad K. Essa

 Y   u 1 y 1  u 2 y 2 
 
Y   u 1  y 1   u 2  y 2   u 1 y 1  u 2 y 2

Substitute Y into the differential equation (⎈) to get

 
u 1 y 1  u 2  y 2   u 1 y 1  u 2 y 2
 p (t )(u 1 y 1   u 2 y 2  )  q (t )(u 1 y 1  u 2 y 2 )  f (t )

Rearrange terms to write

zero zero

 
u 1 [ y 1  p (t ) y 1   q (t ) y 1 ]  u 2 [ y 2  p (t ) y 2   q (t ) y 2 ]
u 1  y 1   u 2  y 2   f (t )

 u 1  y 1   u 2  y 2   f (t )

By Cramer’s Rule, the solution of the system:

y 1u 1   y 2u 2   0

u 1  y 1   u 2  y 2   f (t )

can be expressed in terms of determinants:

W1 y 2 (t )f (t ) W2 y 1 (t )f (t )
u 1   and u 2  
W W (t ) W W (t )

where W (t ) is the Wronskian of y 1 (t ) and y 2 (t ) .

y1 y2 0 y2 y1 0
W  , W1  , W2 
y 1 y 2 f (t ) y 2  y 1  f (t )

 y (t )f (t )  y (t )f (t )
 Y (t )   y 1 (t ) 2 dt  y 2 (t ) 1 dt
 W  W

Where: W  y 1 y 2   y 2 y 1

© Dr. Saad K. Essa

EXAMPLE 1: General Solution Using Variation of Parameters

Solve:

2x
y   4 y   4 y  ( x  1) e

Solution:

2 2
  4  4  (  2)  0  1   2  2
2x 2x
 y c  c 1e  c 2 xe
2x 2x
 y1  e and y 2  xe

Compute the Wronskian:

2x 2x
2x 2x e xe
W (e , xe ) 2x 2x 2x
2e 2 xe e
4x 4x
e (2 x  1)  2 xe
4x 4x 4x
 2 xe e  2 xe
4x
e

2x
0 xe 4x
W1  2x 2x 2x
 ( x  1)xe
( x  1)e 2 xe e

2x
e 0 4x
W2  2x 2x
 ( x  1)e
2e ( x  1)e

4x
( x  1)xe
u 1  
2
4x
 x x
e

4x
( x  1)e
u 2  4x
 x 1
e

1 3 1 2 1 2
 u1   x  x and u2  x x
3 2 2

© Dr. Saad K. Essa

 1 3 1 2  2x  1 2  2x 1 3 2x 1 2 2x
Y (x )    x  x e   x  x  xe  x e  x e
 3 2  2  6 2

2x 2x 1 3 2x 1 2 2x
 y ( x )  y c  y p  c 1e  c 2 xe  x e  x e
6 2

Example: General Solution Using Variation of Parameters

Solve:

4 y   36y  csc 3x

Solution:

We first put the equation in the standard form:

1
y   9y  csc 3x
4

Characteristic equation:

2
  9  0  1  i 3 and  2  i 3

The complementary function:

y c  c 1 cos 3x  c 2 sin 3x
 y 1  cos 3x and y 2  sin 3x

cos 3x sin 3x 2 2
W   3 cos 3x  3 sin 3x
3 sin 3x 3 cos 3x
3

0 sin 3x
1 1
W1  1   sin 3x 
csc 3x 3 cos 3x 4 sin 3x
4
1

4

© Dr. Saad K. Essa

cos 3x 0
1 cos 3x
W2  1 
3 sin 3x csc 3x 4 sin 3x
4

W1 1 W2 1 cos 3x
u 1   and u 2  
W 12 W 12 sin 3x

1 1
 u1   x and u2  ln sin 3x
12 36

1 1
 yp   x cos 3x  (sin 3x ) ln sin 3x
12 36

The general solution of the equation is:

1 1
y  y c  y p  c 1 cos 3x  c 2 sin 3x  x cos 3x  (sin 3x ) ln sin 3x
12 36

HOMEWORK

Solve each differential equation by variation of parameters:

1) y   y  sec x
2
2) y   y  cos x
2x
e
3) y   4 y 
x
x
4) y   3y   2 y  sin e
t
5) y   2 y   y  e ln t
6) y   9y  12 sec 3x

© Dr. Saad K. Essa