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Lecture 21 22

The document discusses the method of variation of parameters for solving non-homogenous linear differential equations when the method of undetermined coefficients is not applicable. It details the adaptation of this method to second-order differential equations and outlines the necessary steps to find particular solutions using known homogeneous solutions. The document concludes with a general solution formula and an exercise section for practice.

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ambreenhabib1038
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5 views5 pages

Lecture 21 22

The document discusses the method of variation of parameters for solving non-homogenous linear differential equations when the method of undetermined coefficients is not applicable. It details the adaptation of this method to second-order differential equations and outlines the necessary steps to find particular solutions using known homogeneous solutions. The document concludes with a general solution formula and an exercise section for practice.

Uploaded by

ambreenhabib1038
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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4.

6 Variation of Parameters
The method of undetermined coefficients is not applicable to equations of form
𝑎𝑛 𝑦 (𝑛) + ⋯ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 𝑔(𝑥)
when

and so on.
Variation of parameters will solve any non-homogenous linear differential equation
provided that the solutions to homogeneous equation are known.
To adapt the method of variation of parameters to a linear second-order differential
equation suppose we have a second order non-homogenous differential equation in
standard form
𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 𝑓(𝑥). (1)
where 𝑃(𝑥) and 𝑄(𝑥) are continuous on some interval 𝐼.
Further, let 𝑦𝑐 = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) be the solution of homogenous second order
differential equation (1).
In the same manner as in reduction of order, if we define
𝑦𝑝 (𝑥) = 𝑢1 (𝑥) 𝑦1 (𝑥) + 𝑢2 (𝑥) 𝑦2 (𝑥),
it follows that
𝑦𝑝 ′(𝑥) = 𝑢1′ (𝑥) 𝑦1 (𝑥) + 𝑢1 (𝑥) 𝑦1′ (𝑥) + 𝑢2′ (𝑥) 𝑦2 (𝑥) + 𝑢2 (𝑥) 𝑦2′ (𝑥)

𝑦𝑝′′ (𝑥) = 𝑢1′′ (𝑥) 𝑦1 (𝑥) + 2 𝑢1′ (𝑥) 𝑦1′ (𝑥) + 𝑢1 (𝑥) 𝑦1′′ (𝑥) + 𝑢2′′ (𝑥) 𝑦2 (𝑥) + 2 𝑢2′ (𝑥) 𝑦2′ (𝑥)
+ 𝑢2 (𝑥) 𝑦2′′ (𝑥)

So equation (1) becomes


𝑦𝑝′′ + 𝑃(𝑥)𝑦𝑝′ + 𝑄(𝑥)𝑦𝑝
= 𝑢1′′ (𝑥) 𝑦1 (𝑥) + 2 𝑢1′ (𝑥) 𝑦1′ (𝑥) + 𝑢1 (𝑥) 𝑦1′′ (𝑥) + 𝑢2′′ (𝑥) 𝑦2 (𝑥)
+ 2 𝑢2′ (𝑥) 𝑦2′ (𝑥) + 𝑢2 (𝑥) 𝑦2′′ (𝑥)
+ 𝑃(𝑥)[𝑢1′ (𝑥) 𝑦1 (𝑥) + 𝑢1 (𝑥) 𝑦1′ (𝑥) + 𝑢2′ (𝑥) 𝑦2 (𝑥) + 𝑢2 (𝑥) 𝑦2′ (𝑥)]
+ 𝑄(𝑥) (𝑢1 (𝑥) 𝑦1 (𝑥) + 𝑢2 (𝑥) 𝑦2 (𝑥)) = 𝑓(𝑥)

After rearranging, we have


𝑢1 (𝑥)[𝑦1′′ (𝑥) + 𝑃(𝑥)𝑦1′ (𝑥) + 𝑄(𝑥) 𝑦1 (𝑥)] + 𝑢2 (𝑥)[𝑦2′′ (𝑥) + 𝑃(𝑥)𝑦2′ (𝑥) +
𝑄(𝑥) 𝑦2 (𝑥)] + 𝑢1′′ (𝑥) 𝑦1 (𝑥) + 𝑢1′ (𝑥)𝑦1′ (𝑥) + 𝑢2′′ (𝑥) 𝑦2 (𝑥) + 𝑢2′ (𝑥)𝑦2′ (𝑥) +
𝑃(𝑦1 𝑢1′ + 𝑦2 𝑢2′ ) + 𝑦1′ 𝑢1′ + 𝑦2′ 𝑢2′ = 𝑓(𝑥), (2)

But
𝑦1′′ + 𝑃(𝑥)𝑦1′ + 𝑄(𝑥)𝑦1 = 0 and 𝑦2′′ + 𝑃(𝑥)𝑦2′ + 𝑄(𝑥)𝑦2 = 0

So (2) reduces to
𝑢1′′ (𝑥) 𝑦1 (𝑥) + 𝑢1′ (𝑥)𝑦1′ (𝑥) + 𝑢2′′ (𝑥) 𝑦2 (𝑥) + 𝑢2′ (𝑥)𝑦2′ (𝑥) + 𝑃(𝑦1 𝑢1′ + 𝑦2 𝑢2′ ) + 𝑦1′ 𝑢1′ +
𝑦2′ 𝑢2′ = 𝑓(𝑥),

𝑢1′′ (𝑥) 𝑦1 (𝑥) + 𝑢1′ (𝑥)𝑦1′ (𝑥) + 𝑢2′′ (𝑥) 𝑦2 (𝑥) + 𝑢2′ (𝑥)𝑦2′ (𝑥) + 𝑃(𝑦1 𝑢1′ + 𝑦2 𝑢2′ ) + 𝑦1′ 𝑢1′ +
𝑦2′ 𝑢2′ = 𝑓(𝑥), (3)

But
𝑑
(𝑢1′ (𝑥)𝑦1 (𝑥)) = 𝑢1′′ (𝑥) 𝑦1 (𝑥) + 𝑢1′ (𝑥)𝑦1′ (𝑥)
𝑑𝑥
And
𝑑
(𝑢′ (𝑥)𝑦2 (𝑥)) = 𝑢2′′ (𝑥) 𝑦2 (𝑥) + 𝑢2′ (𝑥)𝑦2′ (𝑥)
𝑑𝑥 2
So (3) becomes
𝑑 𝑑
𝑑𝑥
(𝑢1′ (𝑥)𝑦1 (𝑥)) + 𝑑𝑥 (𝑢2′ (𝑥)𝑦2 (𝑥)) + 𝑃(𝑦1 𝑢1′ + 𝑦2 𝑢2′ ) + 𝑦1′ 𝑢1′ + 𝑦2′ 𝑢2′ = 𝑓(𝑥), (4)

Equation (4) can be written as


𝑑
(𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 ) + 𝑃(𝑦1 𝑢1′ + 𝑦2 𝑢2′ ) + 𝑦1′ 𝑢1′ + 𝑦2′ 𝑢2′ = 𝑓(𝑥), (5)
𝑑𝑥

Since we seek to determine two unknown functions 𝑢1 and 𝑢2 , so we require only two
equations. We can obtain these by making the further assumption that the functions 𝑢1 and
𝑢2 satisfy 𝑦1 𝑢1′ + 𝑦2 𝑢2′ = 0. So Eq. (5) further reduces to 𝑦1′ 𝑢1′ + 𝑦2′ 𝑢2′ = 𝑓(𝑥).

So we have

𝑦1 𝑢1′ + 𝑦2 𝑢2′ = 0
{ ′ ′ (6)
𝑦1 𝑢1 + 𝑦2′ 𝑢2′ = 𝑓(𝑥)

By Cramer’s Rule, the solution of the system can be expressed in terms of determinants.
𝑊1 𝑊2
𝑢1′ = and 𝑢2′ =
𝑊 𝑊

𝑦1 𝑦2 0 𝑦2 𝑦1 0
where 𝑊 = |𝑦 ′ ′ | , 𝑊1 = | | and 𝑊2 = | |
1 𝑦2 𝑓(𝑥) 𝑦2′ 𝑦1′ 𝑓(𝑥)

NOTE: 𝑊(𝑦1 (𝑥), 𝑦2 (𝑥)) ≠ 0 for every 𝑥 in the interval. Hence finally we have
𝑊1 𝑊2
𝑢1 = ∫ 𝑑𝑥 and 𝑢2 = ∫ 𝑑𝑥
𝑊 𝑊

So the particular solution is


𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2
Hence the general solution will be
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + 𝑢1 𝑦1 + 𝑢2 𝑦2
Exercise 4.6
In Problems 1–10 solve each differential equation by variation of parameters.

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