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07 Method of Variation of Parameters

1. The document discusses methods for finding particular solutions to non-homogeneous linear differential equations (DEs), including the method of variation of parameters. 2. The method involves expressing the particular solution as a linear combination of the complementary functions, with coefficients that are functions of x. These coefficients are chosen such that the particular solution satisfies the given DE. 3. The coefficients are determined by solving two equations obtained by differentiating the particular solution and substituting in the given DE. This yields an expression for the particular solution in terms of an integral involving the non-homogeneous term.

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0% found this document useful (0 votes)
187 views37 pages

07 Method of Variation of Parameters

1. The document discusses methods for finding particular solutions to non-homogeneous linear differential equations (DEs), including the method of variation of parameters. 2. The method involves expressing the particular solution as a linear combination of the complementary functions, with coefficients that are functions of x. These coefficients are chosen such that the particular solution satisfies the given DE. 3. The coefficients are determined by solving two equations obtained by differentiating the particular solution and substituting in the given DE. This yields an expression for the particular solution in terms of an integral involving the non-homogeneous term.

Uploaded by

tinkug163
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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We assume a particular solution of

1 2
cos sin
ax ax
Ly k e bx k e bx = +
as
1 2
cos sin
ax ax
p
y y Ae bx Ae bx = = +
We assume a particular solution of
0 1
( ... )
ax n
n
Ly e b b x b x = + + +
as
0 1
( ... )
ax n
p n
y y e A Ax A x = = + + +
We also use multiply by the least power of x
rule in case any term of the Given RHS is a
part of the C.F.
Example 8 Find the general solution of
the d.e.
2 2 sin
x
y y y e x
'' '
+ =
Solution We first find the complementary
function.
Auxiliary Equation:
2
2 2 0 m m + =
Roots: m =
Hence the Complementary function is
1 2
( cos sin ),
x
h
y e c x c x = +
c
1
, c
2
arbitrary constants

1 i
Now we find the particular solution.
As sin
x
e x is a part of the C.F., we take a
particular solution as
1 2
( cos sin )
x x
y x Ae x A e x = +
1 2 2 1
[( ) cos ( ) sin ]
x x
Dy x A A e x A A e x = + +
1 2
( cos sin )
x x
Ae x A e x + +
2
2 1
[2 cos 2 sin ]
x x
D y x A e x Ae x =
1 2 2 1
[2( ) cos 2( ) sin ]
x x
A A e x A A e x + + +
2
-2
1
Adding, we get
2
( 2 2) D D y + =
2 1
2 cos 2 sin
x x
A e x Ae x
sin
x
e x =
gives
1 2
2 1, 2 0 A A = =
1 2
1
, 0
2
A A = =
or
Hence a particular solution is
cos
2
x
p
x
y e x =
Hence the general solution is
h p
y y y = +
i.e.
1 2
( cos sin )
x
y e c x c x = +
cos
2
x
x
e x
c
1
, c
2
arbitrary constants

In this lecture we discuss a general method of
finding a particular solution of a non-
homogeneous l.d.e. (whether it is constant
coefficient equation or not).
Consider the second order l.d.e.
( ) ( ) ( )..(*) y P x y Q x y h x
'' '
+ + =
We assume that we have already found the C.F.
as
1 1 2 2
( ) ( ) y c y x c y x = +
The Method of Variation of parameters says:
Take a particular solution of (*) as
1 1 2 2
( ) ( ) y v y x v y x = + (**)
where v
1
(x), v
2
(x) are functions of x to be
chosen such that (**) is a solution of (*).
1 1 2 2
( ) ( ) y v y x v y x = +
(**)
Differentiating (**) w.r.t. x, we get
1 1 2 2 1 1 2 2
( ) ( ) ( ) ( ) y v y x v y x v y x v y x
' ' ' ' '
= + + +
We now choose v
1
, v
2
such that
1 1 2 2
( ) ( ) 0 .....(1) v y x v y x
' '
+ =
Thus
1 1 2 2
( ) ( ) y v y x v y x
' ' '
= +
Differentiating y' w.r.t. x, we get
1 1 2 2 1 1 2 2
( ) ( ) ( ) ( ) y v y x v y x v y x v y x
'' '' '' ' ' ' '
= + + +
Substituting for y, y', y in (*), we get
| |
| |
| |
1 1 2 2 1 1 2 2
1 1 2 2
1 1 2 2
( )
( ) ( )
v y v y v y v y
P x v y v y
Q x v y v y h x
'' '' ' ' ' '
+ + + +
' '
+ +
+ =
The coefficients of v
1
, v
2
are zero as
1 1 2 2
( ) ( ) y v y x v y x
' ' '
= +
y
1
, y
2
are solutions of the associated
homogeneous l.d.e.
( ) ( ) 0 y P x y Q x y
'' '
+ + =
Thus we get
1 1 2 2
( ) ( ) ( ) ....(2) v y x v y x h x
' ' ' '
+ =
Solving (1), (2) we get
1 2
, v v
' '
Integrating, we get
1 2
, v v
The two equations satisfied by
1 2
, v v
' '
are
1 1 2 2
( ) ( ) 0 ...........(1) v y x v y x
' '
+ =
1 1 2 2
( ) ( ) ( ) ....(2) v y x v y x h x
' ' ' '
+ =
We note that the determinant of the coefficient
matrix is
1 2
1 2
( ) ( )
( ) ( )
y x y x
y x y x
=
' '
1 2
[ , ]( ) W y y x
0 =
as y
1
, y
2
are LI solutions of the associated
homogeneous l.d.e. Using Cramers rule, we get
2
2
1
1 2
0 ( )
( ) ( )
[ , ]( )
y x
h x y x
v
W y y x
'
'
=
2
1 2
( ) ( )
[ , ]( )
h x y x
W y y x

=
1
1
2
1 2
( ) 0
( ) ( )
[ , ]( )
y x
y x h x
v
W y y x
'
'
=
1
1 2
( ) ( )
[ , ]( )
h x y x
W y y x
=
Integrating, we get
2
1
1 2
( ) ( )
[ , ]( )
h x y x
v dx
W y y x

=
}
1
2
1 2
( ) ( )
[ , ]( )
h x y x
v dx
W y y x
=
}
And hence a particular solution is
1 1 2 2
( ) ( )
p
y y v y x v y x = = +
Example 1 Find the general solution of the d.e.
4 sec2 y y x
''
+ =
Auxiliary Equation
2
4 0 m + =
Roots: m =
2i
Hence the complementary function is
1 2
cos 2 sin 2
h
y y c x c x = = +
c
1
, c
2
arbitrary constants
Hence we take a particular solution as
1 2
cos 2 sin 2 y v x v x = +
where v
1
(x), v
2
(x) are functions of x to be
chosen such that the above is a solution of
the given d.e.
Differentiating w.r.t. x, we get
1 2
( 2sin 2 ) (2cos 2 ) y v x v x
'
= +
1 2
cos 2 sin 2 v x v x
' '
+ +
We now choose v
1
, v
2
such that
1 2
cos 2 sin 2 0 .....(1) v x v x
' '
+ =
Differentiating y' w.r.t. x, we get
1 2
( 2sin 2 ) (2cos 2 ) y v x v x
'
= +
1 2
( 4cos 2 ) ( 4sin 2 ) y v x v x
''
= +
1 2
( 2sin 2 ) (2cos 2 ) v x v x
' '
+ +
Substituting for y, y', y in the given d.e.,
we get
4 sec2 y y x
''
+ =
1 2
( 4cos 2 ) ( 4sin 2 ) v x v x +
1 2
( 2sin 2 ) (2cos 2 ) v x v x
' '
+ +
1 2
4( cos 2 sin2 ) sec2 v x v x x + + =
1 2
( 2sin 2 ) (2cos 2 ) sec2 v x v x x
' '
+ =
The two equations satisfied by
1 2
, v v
' '
are
1 2
cos 2 sin 2 0 .....(1) v x v x
' '
+ =
1 2
( 2sin 2 ) (2cos 2 ) sec2 ...(2) v x v x x
' '
+ =
Using Cramers rule, we get
We note that the determinant of the coefficient
matrix is
cos 2 sin 2
2sin 2 2cos 2
x x
x x
=

2
0 =
1
0 sin 2
sec2 2cos 2
2
x
x x
v
'
=
1
tan 2
2
x =
2
cos 2 0
2sin 2 sec2
2
x
x x
v

'
=
1
2
=
Integrating, we get
1
ln(sec2 )
4
x
2
v =
1
ln(cos 2 ),
4
x =
1
v =
1
2
x
Hence a particular solution is
1 2
cos 2 sin 2 y v x v x = +
1 1
[ln(cos2 )]cos2 sin2
4 2
x x x x = +
Hence the general solution is
1 2
. . cos 2 sin 2 i e y c x c x = + +
c
1
, c
2
arbitrary constants
h p
y y y = +
1 1
[ln(cos2 )]cos2 sin2
4 2
x x x x + +
1
1
ln(cos2 ),
4
v x =
2
1
2
v x =
Example 2 Find the general solution of the d.e.
2 2
( 1) (2 ) (2 ) ( 1) x x y x y x y x
'' '
+ + + = +
We first find the complementary function .
1
x
y y e = =
We assume a second LI solution as
As the sum of the coefficients (of the LHS)
2
( 1) (2 ) (2 ) 0 x x x x = + + + =
is one solution of the C.F.
2 1
y y vy = =
where
2
1
1
P dx
v e dx
y

}
= =
}
2
(2 )
( 1)
2
1
x
dx
x x
x
e dx
e

+
}
}
Now
2
2
( 1)
x
x x

=
+
2
1
( 1)
x
x x

+ =
+
2 1
1
1 x x
+ +
+
Hence
2
(2 )
( 1)
x
dx
x x
e

+
}
=
2 1
(1 )
1
dx
x x
e
+
+
}
2
1
x
x
e
x
+
=
2
(2 )
( 1)
2
1
x
dx
x x
x
v e dx
e

+
}
=
}
Thus
2 2
1 1
x
x
x
e dx
e x
+
=
}
2
1 1
( )
x
e dx
x x

= +
}
1
x
e
x

=
Hence
2 1
y vy = =
1
x

And hence
2
1
y
x
=
is a second LI solution
of the associated homogeneous d.e.
Hence the C.F. is
1 2
1
x
y c e c
x
= +
(c
1
, c
2
arbitrary constants)
So let a particular solution be
1 2
1
x
y v e v
x
= +
Differentiating w.r.t. x, we get
1 2 1 2
2
1 1
( )
x x
y v e v v e v
x x
' ' '
= + + +
We now choose v
1
, v
2
such that
1 2
1
0 ....(1)
x
v e v
x
' '
+ =
Hence
1 2
2
1
( )
x
y v e v
x
'
= +
Differentiating y' w.r.t. x, we get
1 2 1 2
3 2
2 1
( ) ( )
x x
y v e v v e v
x x
'' ' '
= + + +
Substituting for y, y', y in the given d.e.,
1 2 1 2
3 2
2 1
( 1)[ ( ) ( )]
x x
x x v e v v e v
x x
' '
+ + + +
2
1 2
1
(2 )[ ] ( 1)
x
x v e v x
x
+ + = +
2
1 2
2
1
(2 )[ ( )]
x
x v e v
x
+ +
1 2
2
1
( )
x
y v e v
x
'
= +
we get
1 2
2
1 ( 1)
( ) ....(2)
x
x
v e v
x x
+
' '
+ =
The two equations satisfied by
1 2
, v v
' '
are
1 2
1
0 ....(1)
x
v e v
x
' '
+ =
1 2
2
1 ( 1)
( ) ....(2)
x
x
v e v
x x
+
' '
+ =
We note that the determinant of the coefficient
matrix is
2
1 1
x
e
x x
(
+
(

2
1
x
x
e
x
+
(
=
(

Using Cramers rule, we get
2
1
2
1
0
( 1) 1
1
( )
x
x
x
x x
v
x
e
x
+

'
=
+

x
e

=
2
2
0
1
1
( )
x
x
x
e
x
e
x
v
x
e
x
+
'
=
+

x =
Integrating, we get
1
v =
,
x
e

2
v =
2
2
x

Hence a particular solution is


1 2
1
x
y v e v
x
= + 1
2
x
=
2
1 2
,
2
x
x
v e v

= =
Hence the general solution is
h p
y y y = +
i.e.
1 2
1
x
y c e c
x
= + 1
2
x

c
1
, c
2
arbitrary constants
Example 3 Find the general solution of the d.e.
2 ln .
x
y y y e x

'' '
+ + =
Auxiliary Equation
2
2 1 0 m m + + =
Roots: m =
1, 1
Hence the complementary function is
1 2
( )
x x
h
y y c e c xe

= = +
c
1
, c
2
arbitrary constants
Hence we take a particular solution as
1 2
x x
y v e v xe

= +
where v
1
(x), v
2
(x) are functions of x to be
chosen such that the above is a solution of the
given d.e.
Thus here
1 2
,
x x
y e y xe

= =
Wronskian = W =
x x
x x x
e xe
e e xe


=

2x
e

Noting that ( ) ln
x
h x e x

= we get
2
1
1 2
( ) ( )
[ , ]( )
h x y x
v dx
W y y x

=
}
1
2
1 2
( ) ( )
[ , ]( )
h x y x
v dx
W y y x
=
}
2
ln
x x
x
e x xe
dx
e


=
}
ln x x dx =
}
2 2
ln
2 4
x x
x = +
2
ln
x x
x
e x e
dx
e


=
}
ln x dx =
}
ln x x x =
Hence a particular solution is
1 2
x x
p
y y v e v xe

= = +
2 2
( ln )
2 4
x
x x
x e

= + + ( ln )
x
x x x xe

2
2
3
( ln )
2 4
x
x
x x e

=
And the general solution is
h p
y y y = +
i.e.
1 2
x x
y c e c xe

= + +
2
2
3
( ln )
2 4
x
x
x x e

Example 4 Find the general solution of the d.e.


2
2 2 .
x
x y x y y xe

'' '
+ =
Solution Consider the associated homogeneous
equation
z
x e =
Note that
2
2
,
dy d y dy
xy xy
dz dz dz
' ''
= =
2
2 2 0 x y x y y
'' '
+ =
We put
(**)
Auxiliary equation
2
3 2 0 m m + =
Roots m = 1, 2
Solution of Eqn (**) is
2
1 2
z z
y c e c e = +
2
1 2
y c x c x = +
c
1
, c
2
arbitrary constants
i.e. The complementary function of the
given d.e. is
Hence the equation (**) becomes
2
( 3 2) 0 y u u + =
( )
d
dz
u =
So we take a particular solution as
2
1 2
y v x v x = +
Thus here
2
1 2
, y x y x = =
Wronskian = W =
2
1 2
x x
x
=
2
x
Noting that
( )
x
e
h x
x

=
We get
2
1
1 2
( ) ( )
[ , ]( )
h x y x
v dx
W y y x

=
}
1
2
1 2
( ) ( )
[ , ]( )
h x y x
v dx
W y y x
=
}
x
e
dx
x

=
}
2
x
e
dx
x

=
}
x x
e e
dx
x x

=
}
Hence a particular solution is
2
1 2 p
y y v x v x = = +
2
x x
x
e e
x dx xe x dx
x x

=
} }
And the general solution is
h p
y y y = +
i.e.
2
1 2
y c x c x = +
2
( )
x
x
e
xe x x dx
x

= +
}
2
( )
x
x
e
xe x x dx
x

+
}

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