Вы находитесь на странице: 1из 6

Differential Equations: Variation of Parameters

CliffsNotes

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

Home > Math > Differential Equations > Variation of Parameters

 

Review and

Introduction

Variation of Parameters

 

Differentiation

Partial

For the differential equation

Differentiation

Integration

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

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

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

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

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

Reduction of

Order

Power Series

Introduction to

Power Series

Taylor Series

Solutions of

Differential

Equations

The Laplace

Transform

Linear

Transformations

The Laplace

Transform

Operator

Solving

Differential

Equations

Applying

Differential

Equations

Applications of

First-Order

Equations

Applications of

Second-Order

Equations

Related Topics:

CalculusEquations Applications of First - Order Equations Applications of Second - Order Equations Related Topics: Precalculus

PrecalculusEquations Applications of First - Order Equations Applications of Second - Order Equations Related Topics: Calculus

Applications of First - Order Equations Applications of Second - Order Equations Related Topics: Calculus Precalculus

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

y ″ + y = 0. The auxiliary polynomial equation is whose roots are the distinct

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

general solution of the homogeneous equation is therefore Now, vary the parameters c 1 and c

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

Now, vary the parameters c 1 and c 2 to obtain Differentialtion yields Nest, remember the

Differentialtion yields

c 1 and c 2 to obtain Differentialtion yields Nest, remember the first condition to be

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

the first condition to be imposed on v 1 and v 2 : that is, This

that is,

condition to be imposed on v 1 and v 2 : that is, This reduces the

This reduces the expression for y′ to

v 2 : that is, This reduces the expression for y ′ to so, then, Substitution

so, then,

that is, This reduces the expression for y ′ to so, then, Substitution into the given

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

given nonhomogeneous equation y ″ + y = tan x yields Therefore, the two conditions on

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

y ″ + y = tan x yields Therefore, the two conditions on v 1 and

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:

by sin x ; then multiply the second equation by cos x : Adding these equations

Adding these equations yields

second equation by cos x : Adding these equations yields Substituting v 1 ′ = sin

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

sin x back into equation (1) [or equation (2)] then gives Now, integrate to find v

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

case):

2 (and ignore the constant of integration in each case): and Therefore, a particular solution of

and

(and ignore the constant of integration in each case): and Therefore, a particular solution of the

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

of the given nonhomogeneous differential equation is Combining this with the general solution of the

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

gives the general solution of the nonhomogeneous equation: In general, when the method of variation of

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

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

the two conditions on v 1 and v 2 will always be So after obtaining the

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

2 : Give the general solution of the differential equation Because of the In x term,

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:

homogeneous equation, y ″ – 2 y ′ + y = 0: Varying the parameters gives

Varying the parameters gives the particular solution

y = 0: Varying the parameters gives the particular solution and the system of equations (1)

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

solution and the system of equations (1) and (2) becomes Cancel out the common factor of

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

equations; then subtract the resulting equations to obtain Substituting this back into either equation (1) or

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

this back into either equation (1) or (2) determines Now, integrate (by parts, in both these

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

parts, in both these cases) to obtain v 1 and v 2 from v 2 ′

Differential Equations: Variation of Parameters

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

Therefore, a particular solution is

Therefore, a particular solution is Consequently, the general solution of the given

Consequently, the general solution of the given nonhomogeneous equation is

the general solution of the given nonhomogeneous equation is Example 3 : Give the general solution

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:

are solutions of its corresponding homogeneous equation: Since the functions y 1 = x and y

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

solution of the corresponding homogeneous equation is Varying the parameters c 1 and c 2 gives

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

nonhomogeneous equation:

a particular solution of the given nonhomogeneous equation: where the functions v 1 and v 2

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 follow from the method of variation of parameters are which in this case ( y

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

= x 3 , a = x 2 , d = 12 x 4 ) become

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

x 4 ) become Solving this system for v 1 ′ and v 2 ′ yields

from which follow

x 4 ) become Solving this system for v 1 ′ and v 2 ′ yields

Differential Equations: Variation of Parameters

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

Therefore, the particular solution obtained is

 
Therefore, the particular solution obtained is   and the general solution of the given nonhomogeneous equation

and the general solution of the given nonhomogeneous equation is

 
solution of the given nonhomogeneous equation is   Cliff's Notes Do you know where I can

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

|

|