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Variation of Parameters
A Lecture in ENGIANA
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Background The procedure used to find a particular solution yp of a linear first-order differential equation on an interval is applicable to linear higher-order DEs as well. To adapt the method of variation of parameters to a linear second-order DE we rewrite the equation into standard form:
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Assumptions We seek a solution of the form
where y1 and y2 form a fundamental set of solutions on an interval of the associated homogeneous form. Differentiating twice, we get
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Assumptions Substituting yp and its derivatives into the standard form of a second order DE and grouping terms yields
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Assumptions
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Assumptions Because we seek to determine two unknown functions u1 and u2, we need two independent equations. We can obtain these equations by making the assumption that y1u1’ + y2u2’ = 0.
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Assumptions
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Assumptions The functions u1 and u2 are found by integrating u1’ and u2’, respectively. The determinant W is the Wronskian of y1 and y2. By linear independence of y1 and y2 on an interval, we know that W(y1(x), y2(x)) 0 for every x in the interval.
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Summary of the Method Usually, it is not a good idea to memorize formulas in lieu of understanding a procedure. However, the foregoing procedure is too long and complicated to use each time we wish to solve a differential equation. In this case, it is more efficient to simply use formulas.
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Summary of the Method Step 1. Put a2y’’ + a1y’ + a0y = g(x) into
the standard form y’’ + Py’ + Qy = f(x). Step 2. Find the complementary function yc = c1y1 + c2y2. Step 3. Compute the Wronksian W(y1(x), y2(x)). Step 4. Compute for W1 and W2.
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Summary of the Method Step 5. Solve for u1 and u2 by integrating u1’ = W1/W and u2’ = W2/W. Step 6. Express the particular solution as yp = u1y1 + u2y2 Step 7. The general solution of the equation is then y = yc + yp.
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Example Find the general solution of (D2 + 1)y = cscx.
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Note on constants of integration
When computing the indefinite integrals of u1’ and u2’, we need not introduce any constants. This is because y = yc + yp = c1y1 + c2y2 + (u1 + a1)y1 + (u2 + a2)y2 = (c1 + a1)y1 + (c2 + a2)y2 + u1y1 + u2y2 = C1y1 + C2y2 + u1y1 + u2y2
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Example Find the general solution of y’’ + 2y’ + y = e-tlnt.
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Higher-Order Equations
The variation of parameters method for non-homogeneous second-order differential equations can be generalized to linear nth-order equations that have been put into the standard form
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Example Find the general solution of y’’’ + y’ = tanx
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Remarks The variation of parameters method has a distinct advantage over the method of undetermined coefficients in that it will always yield a particular solution yp provided that the associated homogeneous equation can be solved.
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Examples & Exercises Find the general solution of the following:
(D2 + 1)y = sec3x (D2 + 1)y = tanx (D2 + 1)y = secxcscx (D2 – 2D + 1)y = e2x(ex+1)-2 (D2 – 3D + 2)y = cos(e-x) (D2 – 1)y = e-2xsin(e-x) y’’’ – y’ = x [use VOP and compare with MUC]
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