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Variation of Parameters I I

1. The method of variation of parameters can be used to find general solutions to higher order nonhomogeneous differential equations. 2. This involves finding the general solution to the associated homogeneous equation, then using integrals involving the fundamental solutions and Wronskians to determine the particular solution. 3. The general solution is the sum of the homogeneous solution and particular solution.

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337 views

Variation of Parameters I I

1. The method of variation of parameters can be used to find general solutions to higher order nonhomogeneous differential equations. 2. This involves finding the general solution to the associated homogeneous equation, then using integrals involving the fundamental solutions and Wronskians to determine the particular solution. 3. The general solution is the sum of the homogeneous solution and particular solution.

Uploaded by

Seaton Harns
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 PDF, TXT or read online on Scribd
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Method of Variation of Parameters (Higher Order)

For higher order differential equations, we can use the method of variation of parameters to get a general solution. Steps for Solving Higher Order Nonhomogeneous Equations (Variation of Parameters): 1. Find the general solution to the corresponding homogeneous equation. 2. Find the particular solution to the nonhomogeneous equation by solving for v1(x), v2(x), ,vn(x), where the particular solution is given by y P ( x ) = v1 y1 + v 2 y 2 + ... + v n y n and the solutions of v1(x), v2(x), ,vn(x) are given by the following general formula:

vn =

g ( x )Wn ( x ) dx W [ y1 , y 2 ,..., y n ]( x )

Note: Recall that W[y1(x),y2(x),,yn(x)] is the Wronskian of y1(x), y2(x),,yn(x) given by:

y1 ( x ) y ' ( x) W [ y1 , y 2 ,..., y n ]( x ) = 1 M n 1 y1 ( x )
Note: The W n(x) in the formula is given by

y2 ( x) y2 ' ( x) M n 1 y2 ( x )

... yn ( x) ... y n ' ( x ) O M n 1 ... y n ( x )

Wn ( x ) = ( 1) n k W [ y1 ,... y k 1 , y k +1 ,..., y n ]( x ) ,
where n is the number of fundamental solutions u have and k = 1, 2, , n. 3. Write the general solution to the nonhomogeneous differential equation by adding the homogeneous solution to the particular solution to get the form y = y H + y P . Example: Find the general solution to the differential equation y" '+ y ' = tan x . 1. Find a general solution the associated homogeneous equation.

y" '+ y ' = 0

r3 + r = 0 r ( r 2 + 1) = 0 r = 0, r = i --Thus, y H = c1 + c2 cos x + c3 sin x .


2. Find the particular solution to the nonhomogeneous equation. --We know that the fundamental solution is {y1,y2,y3} = {1, cos x, sin x}. Calculate the Wronskian of the fundamental set.

cos x

sin x

W [1, cos x, sin x ] = 0 sin x cos x 0 cos x sin x


--Using cofactor expansion using the first column yields:

1 0

cos x sin x

sin x cos x = 1

sin x

cos x

0 cos x sin x

cos x sin x

cos x

sin x

cos x sin x

cos x

sin x

sin x cos x

= sin 2 x + cos 2 x = 1

--Finding the other Wronskians gives the following:

W1 ( x ) = ( 1) 31W [cos x, sin x ]( x ) = ( 1) 2 cos x sin x sin x cos x

W2 ( x ) = ( 1) 32 W [1, sin x ]( x ) = ( 1) 1 sin x 0 cos x

= cos 2 x + sin 2 x =1 W3 ( x ) = ( 1) 33W [1, cos x ]( x )


= ( 1) 3 = cos x 1 cos x 0 sin x

= ( 1)( sin x ) = sin x

--Find v1(x), v2(x),and v3(x) by plugging into the formula above metioned in step 2.

v1 ( x ) = =

g ( x )W1 ( x ) dx W [ y1 ( x ), y 2 ( x ), y 3 ( x )]

v2 ( x) = =

1 = tan x + C

(tan x )(1)dx

g ( x )W2 ( x ) dx W [ y1 ( x ), y 2 ( x ), y 3 ( x )]

(tan x )(sin x )dx


1

= (tan x sin x )dx sin x = sin x dx cos x sin 2 x = dx cos x 1 cos 2 = cos x x dx

= ln cos x + C
v3 ( x ) = = g ( x )W3 ( x ) dx W [ y1 ( x ), y 2 ( x ), y 3 ( x )]

1 sin x = cos x dx cos x = sin xdx = cos x + C

(tan x )(cos x )dx

1 cos 2 x = dx cos x cos x = (sec x cos x )dx = ln sec x + tan x sin x + C

--Thus

y P ( x ) = (1)(1) + (cos x )(ln sec x + tan x sin x + C 2 ) + (sin x )( cos x + C3 ) = 1 + (cos x )(ln sec x + tan x ) sin x cos x sin x cos x = 1 + (cos x )(ln sec x + tan x ) 2 sin x cos x = 1 + (cos x )(ln sec x + tan x ) sin 2 x
. Note: We took the constants to be zero to make the solution more feasible.

3. Write the general solution by adding together the homogeneous solution and the particular solution. Hence, the general solution is given by

y = c1 + c 2 cos x + c3 sin x + (cos x)(ln sec x + tan x ) sin 2 x .

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