Variation of Parameters for Higher Order Differential Equations

For second order nonhomogeneous differential equations, we saw that if the function g(x) does not generate a UC-Set, then we must use the method of variation of parameters. To review this method click here. It turns out that the method of variation of parameters naturally generalizes to higher order differential equations.

Let

L(y) = y(n) + p1y(n-1) + ... + pn-1y' + pny = g(t)

and suppose that the general solution to L(y) = 0 is given by

yh = c1y1 + c2y2 + ... + cnyn

As with variation of parameters for second order equations, we assume that

yp = u1y1 + u2y2 + ... + unyn

where the ui are functions of t. Following the prior discussion, we see that we need only one yp but have labeled n functions of t. We therefore may impose n - 1 conditions on the u's. The conditions that we impose are

u1y1' + u2y2' + ... + unyn'

u1'y1' + u2'y2' + ... + un'yn'

u1''y1' + u2''y2' + ... + un''yn'

u1(n-1) y1' + u2(n-1) y2' + ... + un(n-1) yn'

Now take derivatives to get

yp' = u1y1' + u1'y1 + u2y2' +u2'y2 + ... + unyn' + un'yn = u1'y1 + u2'y2 + ... + un'yn

yp'' = u1'y1' + u1''y1 + u2'y2' +u2''y2 + ... + un'yn' + un''yn = u1''y1 + u2''y2 + ... + un''yn

yp(n-1) = u1(n-1)y1 + u2(n-1)y2 + ... + un(n-1)yn

Plugging in to the original differential equation and noting that each of the y's are solution to the differential equation, we get

y1(n-1)u1' + y2(n-1)u2' + ... + yn(n-1)un' = g(t)

Notice that this gives a system of n equations and n unknowns. We can write this as

Since the Wronskian is never zero, we can take its inverse. Taking the inverse of matrix where the entries are functions is not easy. Fortunately, we only need the last column of the inverse, which can be found with much less pain using the adjoint formula.

Example

Solve

y''' + y' = sec t

Solution

We first find the homogeneous solution. The characteristic equation is

r3 + r = 0

r(r2 + 1) = 0

r = 0,

r = i,

r = -i

We conclude

yh = c1 + c2 cos t + c3 sin t

We have

yp = v1 + v2 cos t + v3 sin t

and the Wronskian matrix is

The Wronskian is

|W| = 1(sin2 t + cos2 t) - cos t (0 - 0) + sin t (0 - 0) = 1

The matrix equation takes the following form

So that

u1' = sec t

u2' = -1

u3' = -tan t

Integrating, we get

u1' = ln|sec t + tan t|

u2' = -t

u3' = ln|cos t|

The final solution is

y = c1 + c2 cos t + c3 sin t + ln|sec t + tan t| -t cos t + (sin t) ln|cos t|