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Differential Equations: Variation of Parameters

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 Home > Math > Differential Equations > Variation of Parameters Review and Introduction Variation of Parameters Differentiation Partial For the differential equation Differentiation Integration Techniques of Indefinite Integration the method of undetermined coefficients works only when the coefficients a, b, and c are constants and the right-hand term d( x) is of a special form. If these restrictions do not apply to a given nonhomogeneous linear differential equation, then a more powerful method of determining a particular solution is needed: the method known as variation of parameters. Partial Integration Introduction to Differential Equations The first step is to obtain the general solution of the corresponding homogeneous equation, which will have the form First-Order Equations Exact Equations Integrating Factors Separable Equations where y 1 and y 2 are known functions. The next step is to vary the parameters; that is, to replace the constants c 1 and c 2 by (as yet unknown) functions v 1 ( x) and v 2 ( First-Order x) to obtain the form of a particular solution y of the given nonhomogeneous equation: Homogeneous Equations First-Order Linear Equations Bernoulli's The goal is to determine these functions v 1 and v 2 . Then, since the functions y 1 and Equation y 2 are already known, the expression above for y yields a particular solution of the Second-Order nonhomogeneous equation. Combining y with y h then gives the general solution of Equations the non-homogeneous differential equation, as guaranteed by Theorem B. Linear Combinations, Since there are two unknowns to be determined, v 1 and v 2 , two equations or Linear conditions are required to obtain a solution. One of these conditions will naturally be satisfying the given differential equation. But another condition will be imposed Independence first. Since y will be substituted into equation (*), its derivatives must be evaluated. Second-Order Linear The first derivative of y is Equations Second-Order Homogeneous Equations Constant Now, to simplify the rest of the process—and to produce the first condition on v 1 Coefficients and v 2 —set The Method of Undetermined Coefficients Variation of Parameters Cauchy-Euler Equidimensional This will always be the first condition in determining v 1 and v 2 ; the second condition will be the satisfaction of the given differential equation (*).

Differential Equations: Variation of Parameters

http://www.cliffsnotes.com/study_guide/Variation-of-Parameters.topicA

Equation

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Introduction to

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Example 1: Give the general solution of the differential equation y″ + y = tan x.

Since the nonhomogeneous right-hand term, d = tan x, is not of the special form the method of undetermined coefficients can handle, variation of parameters is required. The first step is to obtain the general solution of the corresponding homogeneous equation, y″ + y = 0. The auxiliary polynomial equation is

whose roots are the distinct conjugate complex numbers m = ± i = 0 ± 1 i. The general solution of the homogeneous equation is therefore

Now, vary the parameters c 1 and c 2 to obtain

Differentialtion yields

Nest, remember the first condition to be imposed on v 1 and v 2 :

that is,

This reduces the expression for y′ to

so, then,

Substitution into the given nonhomogeneous equation y″ + y = tan x yields

Therefore, the two conditions on v 1 and v 2 are

Differential Equations: Variation of Parameters

http://www.cliffsnotes.com/study_guide/Variation-of-Parameters.topicA

To solve these two equations for v 1 ′ and v 2 ′, first multiply the first equation by sin

x; then multiply the second equation by cos x:

Substituting v 1 ′ = sin x back into equation (1) [or equation (2)] then gives

Now, integrate to find v 1 and v 2 (and ignore the constant of integration in each

case):

and

Therefore, a particular solution of the given nonhomogeneous differential equation is

Combining this with the general solution of the corresponding homogeneous equation gives the general solution of the nonhomogeneous equation:

In general, when the method of variation of parameters is applied to the second-order nonhomogeneous linear differential equation

Differential Equations: Variation of Parameters

http://www.cliffsnotes.com/study_guide/Variation-of-Parameters.topicA

with y = v 1 ( x) y 1 + v 2 ( x) y 2 (where y h = c 1 y 1 + c 2 y 2 is the general solution of

the corresponding homogeneous equation), the two conditions on v 1 and v 2 will

always be

So after obtaining the general solution of the corresponding homogeneous equation

( y h = c 1 y 1 + c 2 y 2 ) and varying the parameters by writing y = v 1 y 1 + v 2 y 2 , go

directly to equations (1) and (2) above and solve for v 1 ′ and v 2 ′.

Example 2: Give the general solution of the differential equation

Because of the In x term, the right-hand side is not one of the special forms that the method of undetermined coefficients can handle; variation of parameters is required. The first step requires obtaining the general solution of the corresponding homogeneous equation, y″ – 2 y′ + y = 0:

Varying the parameters gives the particular solution

and the system of equations (1) and (2) becomes

Cancel out the common factor of e x in both equations; then subtract the resulting equations to obtain

Substituting this back into either equation (1) or (2) determines

Now, integrate (by parts, in both these cases) to obtain v 1 and v 2 from v 2 ′ and v 2 ′:

Differential Equations: Variation of Parameters

http://www.cliffsnotes.com/study_guide/Variation-of-Parameters.topicA

Therefore, a particular solution is

Consequently, the general solution of the given nonhomogeneous equation is

Example 3: Give the general solution of the following differential equation, given that y 1 = x and y 2 = x 3 are solutions of its corresponding homogeneous equation:

Since the functions y 1 = x and y 2 = x 3 are linearly independent, Theorem A says

that the general solution of the corresponding homogeneous equation is

Varying the parameters c 1 and c 2 gives the form of a particular solution of the given

nonhomogeneous equation:

where the functions v 1 and v 2 are as yet undetermined. The two conditions on v 1

and v 2 which follow from the method of variation of parameters are

which in this case ( y 1 = x, y 2 = x 3 , a = x 2 , d = 12 x 4 ) become

Solving this system for v 1 ′ and v 2 ′ yields

from which follow

Differential Equations: Variation of Parameters

http://www.cliffsnotes.com/study_guide/Variation-of-Parameters.topicA

 Therefore, the particular solution obtained is and the general solution of the given nonhomogeneous equation is Cliff's Notes Do you know where I can find [pre-calculus homework] help on the weekends or whenever? What are limits in calculus? More Study Help More Study Help Connect with CliffsNotes Shakespeare Central CliffsNotes Films About CliffsNotes Unsubscribe from Our Newsletters Test Prep & Cram Plans Vocabulary Help: The Defining Twilight Series Contact Us CliffsNotes on Facebook Cliff's Notes Advertise with Us CliffsNotes on Twitter Manga Editions College Teacher Resources CliffsNotes on YouTube Study Break Buy CliffsNotes Books and E-books Download CliffsNotes Apps

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