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Linear Independence and the Wronskian
Two functions f and g are linearly dependent if there
exist constants c
1
and c
2
, not both zero, such that
for all t in I. Note that this reduces to determining whether
f and g are multiples of each other.
If the only solution to this equation is c
1
= c
2
= 0, then f
and g are linearly independent.
For example, let f(x) = sin2x and g(x) = sinxcosx, and
consider the linear combination
This equation is satisfied if we choose c
1
= 1, c
2
= -2, and
hence f and g are linearly dependent.
0 ) ( ) (
2 1
= + t g c t f c
0 cos sin 2 sin
2 1
= + x x c x c
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Solutions of 2 x 2 Systems of Equations
When solving
for c
1
and c
2
, it can be shown that
Note that if a = b = 0, then the only solution to this system of
equations is c
1
= c
2
= 0, provided D = 0.
b y c y c
a x c x c
= +
= +
2 2 1 1
2 2 1 1
2 1
2 1
1 1
2 1 2 1
1 1
2
2 2
2 1 2 1
2 2
1
where ,
,
y y
x x
D
D
bx ay
x y y x
bx ay
c
D
bx ay
x y y x
bx ay
c
=
+
=

+
=

=
2
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Example 1: Linear Independence (1 of 2)
Show that the following two functions are linearly
independent on any interval:
Let c
1
and c
2
be scalars, and suppose
for all t in an arbitrary interval (o, | ).
We want to show c
1
= c
2
= 0. Since the equation holds for
all t in (o, | ), choose t
0
and t
1
in (o, | ), where t
0
= t
1
. Then
t t
e t g e t f

= = ) ( , ) (
0 ) ( ) (
2 1
= + t g c t f c
0
0
1 1
0 0
2 1
2 1
= +
= +

t t
t t
e c e c
e c e c
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Example 1: Linear Independence (2 of 2)
The solution to our system of equations
will be c
1
= c
2
= 0, provided the determinant D is nonzero:
Then
Since t
0
= t
1
, it follows that D = 0, and therefore f and g are
linearly independent.
0 1 1 0 1 0 1 0
1 1
0 0
t t t t t t t t
t t
t t
e e e e e e
e e
e e
D

= = =
( )
1 0
2
1
1
1
0
1 0
1 0
1 0
1 0 0 1 1 0
t t e
e
e
e e e D
t t
t t
t t
t t t t t t
= =
= = = =

0
0
1 1
0 0
2 1
2 1
= +
= +

t t
t t
e c e c
e c e c
3
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Theorem 3.3.1
If f and g are differentiable functions on an open interval I
and if W(f, g)(t
0
) = 0 for some point t
0
in I, then f and g are
linearly independent on I. Moreover, if f and g are
linearly dependent on I, then W(f, g)(t) = 0 for all t in I.
Proof (outline): Let c
1
and c
2
be scalars, and suppose
for all t in I. In particular, when t = t
0
we have
Since W(f, g)(t
0
) = 0, it follows that c
1
= c
2
= 0, and hence
f and g are linearly independent.
0 ) ( ) (
2 1
= + t g c t f c
0 ) ( ) (
0 ) ( ) (
0 2 0 1
0 2 0 1
= ' + '
= +
t g c t f c
t g c t f c
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Theorem 3.3.2 (Abels Theorem)
Suppose y
1
and y
2
are solutions to the equation
where p and q are continuous on some open interval I. Then
W(y
1
,y
2
)(t) is given by
where c is a constant that depends on y
1
and y
2
but not on t.
Note that W(y
1
,y
2
)(t) is either zero for all t in I (if c = 0) or
else is never zero in I (if c 0).
0 ) ( ) ( ] [ = + ' + ' ' = y t q y t p y y L
}
=
dt t p
ce t y y W
) (
2 1
) )( , (
4
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Example 2: Wronskian and Abels Theorem
Recall the following equation and two of its solutions:
The Wronskian of y
1
and y
2
is
Thus y
1
and y
2
are linearly independent on any interval I, by
Theorem 3.3.1. Now compare W with Abels Theorem:
Choosing c = -2, we get the same Was above.
t t
e y e y y y

= = = ' '
2 1
, , 0
. all for 0 2 2
0
2 1
2 1
t e e e e e
y y
y y
W
t t t t
= = = =
' '
=

c ce ce t y y W
dt dt t p
=
}
=
}
=
0 ) (
2 1
) )( , (
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Theorem 3.3.3
Suppose y
1
and y
2
are solutions to equation below, whose
coefficients p and q are continuous on some open interval I:
Then y
1
and y
2
are linearly dependent on I iff W(y
1
, y
2
)(t) = 0
for all t in I. Also, y
1
and y
2
are linearly independent on I iff
W(y
1
, y
2
)(t) = 0 for all t in I.
0 ) ( ) ( ] [ = + ' + ' ' = y t q y t p y y L
5
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Summary
Let y
1
and y
2
be solutions of
where p and q are continuous on an open interval I.
Then the following statements are equivalent:
The functions y
1
and y
2
form a fundamental set of
solutions on I.
The functions y
1
and y
2
are linearly independent on I.
W(y
1
,y
2
)(t
0
) = 0 for some t
0
in I.
W(y
1
,y
2
)(t) = 0 for all t in I.
0 ) ( ) ( = + ' + ' ' y t q y t p y
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Complex Roots of Characteristic Equation
Recall our discussion of the equation
where a, b and c are constants.
Assuming an exponential soln leads to characteristic equation:
Quadratic formula (or factoring) yields two solutions, r
1
& r
2
:
If b
2
4ac < 0, then complex roots: r
1
= + i, r
2
= - i
Thus
0 = + ' + ' ' cy y b y a
0 ) (
2
= + + = c br ar e t y
rt
a
ac b b
r
2
4
2

=
( ) ( )t i t i
e t y e t y
+
= = ) ( , ) (
2 1
6
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Eulers Formula; Complex Valued Solutions
Substituting it into Taylor series for e
t
, we obtain Eulers
formula:
Generalizing Eulers formula, we obtain
Then
Therefore
( ) ( )
t i t
n
t
i
n
t
n
it
e
n
n n
n
n n
n
n
it
sin cos
! 1 2
) 1 (
! 2
) 1 (
!
) (
1
1 2 1
0
2
0
+ =

= =


=

=

=
t i t e
t i

sin cos + =
( )
| | t ie t e t i t e e e e
t t t t i t t i


sin cos sin cos + = + = =
+
( )
( )
t ie t e e t y
t ie t e e t y
t t t i
t t t i




sin cos ) (
sin cos ) (
2
1
= =
+ = =

+
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Real Valued Solutions
Our two solutions thus far are complex-valued functions:
We would prefer to have real-valued solutions, since our
differential equation has real coefficients.
To achieve this, recall that linear combinations of solutions
are themselves solutions:
Ignoring constants, we obtain the two solutions
t ie t e t y
t ie t e t y
t t
t t




sin cos ) (
sin cos ) (
2
1
=
+ =
t ie t y t y
t e t y t y
t
t

sin 2 ) ( ) (
cos 2 ) ( ) (
2 1
2 1
=
= +
t e t y t e t y
t t


sin ) ( , cos ) (
4 3
= =
7
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Real Valued Solutions: The Wronskian
Thus we have the following real-valued functions:
Checking the Wronskian, we obtain
Thus y
3
and y
4
form a fundamental solution set for our ODE,
and the general solution can be expressed as
t e t y t e t y
t t


sin ) ( , cos ) (
4 3
= =
( ) ( )
0
cos sin sin cos
sin cos
2
= =
+
=
t
t t
t t
e
t t e t t e
t e t e
W

t e c t e c t y
t t


sin cos ) (
2 1
+ =
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Example 1
Consider the equation
Then
Therefore
and thus the general solution is
( ) ( ) 2 / 3 sin 2 / 3 cos ) (
2 /
2
2 /
1
t e c t e c t y
t t
+ =
0 = + ' + ' ' y y y
i
i
r r r e t y
rt
2
3
2
1
2
3 1
2
4 1 1
0 1 ) (
2
=

=

= = + + =
2 / 3 , 2 / 1 = =
8
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Example 2
Consider the equation
Then
Therefore
and thus the general solution is
0 4 = + ' ' y y
i r r e t y
rt
2 0 4 ) (
2
= = + =
2 , 0 = =
( ) ( ) t c t c t y 2 sin 2 cos ) (
2 1
+ =
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Example 3
Consider the equation
Then
Therefore the general solution is
0 2 3 = + ' ' ' y y y
i r r r e t y
rt
3
2
3
1
6
12 4 2
0 1 2 3 ) (
2
=

= = + =
( ) ( ) 3 / 2 sin 3 / 2 cos ) (
3 /
2
3 /
1
t e c t e c t y
t t
+ =
9
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Example 4: Part (a) (1 of 2)
For the initial value problem below, find (a) the solution u(t)
and (b) the smallest time T for which |u(t)| s 0.1
We know from Example 1 that the general solution is
Using the initial conditions, we obtain
Thus
( ) ( ) 2 / 3 sin 2 / 3 cos ) (
2 /
2
2 /
1
t e c t e c t u
t t
+ =
1 ) 0 ( , 1 ) 0 ( , 0 = ' = = + ' + ' ' y y y y y
3
3
3
, 1
1
2
3
2
1
1
2 1
2 1
1
= = =

= +
=
c c
c c
c
( ) ( ) 2 / 3 sin 3 2 / 3 cos ) (
2 / 2 /
t e t e t u
t t
+ =
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Example 4: Part (b) (2 of 2)
Find the smallest time T for which |u(t)| s 0.1
Our solution is
With the help of graphing calculator or computer algebra
system, we find that T ~ 2.79. See graph below.
( ) ( ) 2 / 3 sin 3 2 / 3 cos ) (
2 / 2 /
t e t e t u
t t
+ =
10
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Repeated Roots; Reduction of Order
Recall our 2
nd
order linear homogeneous ODE
where a, b and c are constants.
Assuming an exponential soln leads to characteristic equation:
Quadratic formula (or factoring) yields two solutions, r
1
& r
2
:
When b
2
4ac = 0, r
1
= r
2
= -b/2a, since method only gives
one solution:
0 = + ' + ' ' cy y b y a
0 ) (
2
= + + = c br ar e t y
rt
a
ac b b
r
2
4
2

=
a t b
ce t y
2 /
1
) (

=
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Second Solution: Multiplying Factor v(t)
We know that
Since y
1
and y
2
are linearly dependent, we generalize this
approach and multiply by a function v, and determine
conditions for which y
2
is a solution:
Then
solution a ) ( ) ( solution a ) (
1 2 1
t cy t y t y =
a t b a t b
e t v t y e t y
2 /
2
2 /
1
) ( ) ( try solution a ) (

= =
a t b a t b a t b a t b
a t b a t b
a t b
e t v
a
b
e t v
a
b
e t v
a
b
e t v t y
e t v
a
b
e t v t y
e t v t y
2 /
2
2
2 / 2 / 2 /
2
2 / 2 /
2
2 /
2
) (
4
) (
2
) (
2
) ( ) (
) (
2
) ( ) (
) ( ) (

+ ' ' ' ' = ' '

' = '
=
11
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Finding Multiplying Factor v(t)
Substituting derivatives into ODE, we seek a formula for v:
0 = + ' + ' ' cy y b y a
4 3
2
2 2 2
2 2
2 2
2
2
2 /
) ( 0 ) (
0 ) (
4
4
) (
0 ) (
4
4
4
) ( 0 ) (
4
4
4
2
4
) (
0 ) (
2 4
) (
0 ) ( ) (
2
) ( ) (
4
) ( ) (
0 ) ( ) (
2
) ( ) (
4
) ( ) (
k t k t v t v
t v
a
ac b
t v a
t v
a
ac
a
b
t v a t v
a
ac
a
b
a
b
t v a
t v c
a
b
a
b
t v a
t cv t v
a
b
t v b t v
a
b
t v b t v a
t cv t v
a
b
t v b t v
a
b
t v
a
b
t v a e
a t b
+ = = ' '
=
|
|
.
|

\
|
' '
=
|
|
.
|

\
|
+

+ ' ' =
|
|
.
|

\
|
+ + ' '
=
|
|
.
|

\
|
+ + ' '
= + ' + + ' ' '
=
)
`

+
(

' +
(

+ ' ' '

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General Solution
To find our general solution, we have:
Thus the general solution for repeated roots is
( )
a bt a bt
a bt a bt
a bt a bt
te c e c
e k t k e k
e t v k e k t y
2 /
2
2 /
1
2 /
4 3
2 /
1
2 /
2
2 /
1
) ( ) (



+ =
+ + =
+ =
a bt a bt
te c e c t y
2 /
2
2 /
1
) (

+ =
12
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Wronskian
The general solution is
Thus every solution is a linear combination of
The Wronskian of the two solutions is
Thus y
1
and y
2
form a fundamental solution set for equation.
a bt a bt
te c e c t y
2 /
2
2 /
1
) (

+ =
a bt a bt
te t y e t y
2 /
2
2 /
1
) ( , ) (

= =
t e
a
bt
e
a
bt
e
e
a
bt
e
a
b
te e
t y y W
a bt
a bt a bt
a bt a bt
a bt a bt
all for 0
2 2
1
2
1
2
) )( , (
/
/ /
2 / 2 /
2 / 2 /
2 1
= =
|
.
|

\
|
+ |
.
|

\
|
=
|
.
|

\
|

=

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Example 1
Consider the initial value problem
Assuming exponential soln leads to characteristic equation:
Thus the general solution is
Using the initial conditions:
Thus
( ) ( ) 1 0 , 1 0 , 0 2 = ' = = + ' + ' ' y y y y y
1 0 ) 1 ( 0 1 2 ) (
2 2
= = + = + + = r r r r e t y
rt
t t
te c e c t y

+ =
2 1
) (
2 , 1
1
1
2 1
2 1
1
= =
)
`

= +
=
c c
c c
c
t t
te e t y

+ = 2 ) (
13
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Example 2
Consider the initial value problem
Assuming exponential soln leads to characteristic equation:
Thus the general solution is
Using the initial conditions:
Thus
( ) ( ) 2 / 1 0 , 2 0 , 0 25 . 0 = ' = = + ' ' ' y y y y y
2 / 1 0 ) 2 / 1 ( 0 25 . 0 ) (
2 2
= = = + = r r r r e t y
rt
2 /
2
2 /
1
) (
t t
te c e c t y + =
2
1
, 2
2
1
2
1
2
2 1
2 1
1
= =

= +
=
c c
c c
c
2 / 2 /
2
1
2 ) (
t t
te e t y =
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Example 3
Consider the initial value problem
Assuming exponential soln leads to characteristic equation:
Thus the general solution is
Using the initial conditions:
Thus
( ) ( ) 2 / 3 0 , 2 0 , 0 25 . 0 = ' = = + ' ' ' y y y y y
2 / 1 0 ) 2 / 1 ( 0 25 . 0 ) (
2 2
= = = + = r r r r e t y
rt
2 /
2
2 /
1
) (
t t
te c e c t y + =
2
1
, 2
2
3
2
1
2
2 1
2 1
1
= =

= +
=
c c
c c
c
2 / 2 /
2
1
2 ) (
t t
te e t y + =
14
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Reduction of Order
The method used so far in this section also works for
equations with nonconstant coefficients:
That is, given that y
1
is solution, try y
2
= v(t)y
1
:
Substituting these into ODE and collecting terms,
Since y
1
is a solution to the differential equation, this last
equation reduces to a first order equation in v' :
0 ) ( ) ( = + ' + ' ' y t q y t p y
) ( ) ( ) ( ) ( 2 ) ( ) ( ) (
) ( ) ( ) ( ) ( ) (
) ( ) ( ) (
1 1 1 2
1 1 2
1 2
t y t v t y t v t y t v t y
t y t v t y t v t y
t y t v t y
' ' + ' ' + ' ' = ' '
' + ' = '
=
( ) ( ) 0 2
1 1 1 1 1 1
= + ' + ' ' + ' + ' + ' ' v qy y p y v py y v y
( ) 0 2
1 1 1
= ' + ' + ' ' v py y v y
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Example 4: Reduction of Order (1 of 3)
Given the variable coefficient equation and solution y
1
,
use reduction of order method to find a second solution:
Substituting these into ODE and collecting terms,
, ) ( ; 0 , 0 3
1
1
2
= > = + ' + ' ' t t y t y y t y t
3 2 1
2
2 1
2
1
2
) ( 2 ) ( 2 ) ( ) (
) ( ) ( ) (
) ( ) (

+ ' ' ' = ' '

' = '
=
t t v t t v t t v t y
t t v t t v t y
t t v t y
( ) ( )
) ( ) ( where , 0
0
0 3 3 2 2
0 3 2 2
1 1 1
1 2 1 3 2 1 2
t v t u u u t
v v t
vt vt v vt v t v
vt vt t v t vt t v t v t
' = = + '
= ' + ' '
= + ' + + ' ' '
= + ' + + ' ' '


15
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Example 4: Finding v(t) (2 of 3)
To solve
for u, we can use the separation of variables method:
Thus
and hence
. 0 since ,
ln ln
1
0
1
1
> = =
+ = = = +

} }
t ct u e t u
C t u dt
t u
du
u
dt
du
t
C
) ( ) ( , 0 t v t u u u t ' = = + '
t
c
v = '
k t c t v + = ln ) (
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Example 4: General Solution (3 of 3)
We have
Thus
Recall
and hence we can neglect the second term of y
2
to obtain
Hence the general solution to the differential equation is
( )
1 1 1
2
ln ln ) (

+ = + = t k t ct t k t c t y
k t c t v + = ln ) (
. ln ) (
1
2
t t t y

=
1
1
) (

= t t y
t t c t c t y ln ) (
1
2
1
1

+ =
16
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Ch 3.6: Nonhomogeneous Equations;
Method of Undetermined Coefficients
Recall the nonhomogeneous equation
where p, q, g are continuous functions on an open interval I.
The associated homogeneous equation is
In this section we will learn the method of undetermined
coefficients to solve the nonhomogeneous equation, which
relies on knowing solutions to homogeneous equation.
) ( ) ( ) ( t g y t q y t p y = + ' + ' '
0 ) ( ) ( = + ' + ' ' y t q y t p y
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Theorem 3.6.1
If Y
1
, Y
2
are solutions of nonhomogeneous equation
then Y
1
- Y
2
is a solution of the homogeneous equation
If y
1
, y
2
form a fundamental solution set of homogeneous
equation, then there exists constants c
1
, c
2
such that
) ( ) ( ) ( ) (
2 2 1 1 2 1
t y c t y c t Y t Y + =
) ( ) ( ) ( t g y t q y t p y = + ' + ' '
0 ) ( ) ( = + ' + ' ' y t q y t p y
17
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Theorem 3.6.2 (General Solution)
The general solution of nonhomogeneous equation
can be written in the form
where y
1
, y
2
form a fundamental solution set of homogeneous
equation, c
1
, c
2
are arbitrary constants and Y is a specific
solution to the nonhomogeneous equation.
) ( ) ( ) ( ) (
2 2 1 1
t Y t y c t y c t y + + =
) ( ) ( ) ( t g y t q y t p y = + ' + ' '
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Method of Undetermined Coefficients
Recall the nonhomogeneous equation
with general solution
In this section we use the method of undetermined
coefficients to find a particular solution Y to the
nonhomogeneous equation, assuming we can find solutions
y
1
, y
2
for the homogeneous case.
The method of undetermined coefficients is usually limited
to when p and q are constant, and g(t) is a polynomial,
exponential, sine or cosine function.
) ( ) ( ) ( t g y t q y t p y = + ' + ' '
) ( ) ( ) ( ) (
2 2 1 1
t Y t y c t y c t y + + =
18
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Example 1: Exponential g(t)
Consider the nonhomogeneous equation
We seek Y satisfying this equation. Since exponentials
replicate through differentiation, a good start for Y is:
Substituting these derivatives into differential equation,
Thus a particular solution to the nonhomogeneous ODE is
t
e y y y
2
3 4 3 = ' ' '
t t t
Ae t Y Ae t Y Ae t Y
2 2 2
4 ) ( , 2 ) ( ) ( = ' ' = ' =
2 / 1 3 6
3 4 6 4
2 2
2 2 2 2
= =
=
A e Ae
e Ae Ae Ae
t t
t t t t
t
e t Y
2
2
1
) ( =
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Example 2: Sine g(t), First Attempt (1 of 2)
Consider the nonhomogeneous equation
We seek Y satisfying this equation. Since sines replicate
through differentiation, a good start for Y is:
Substituting these derivatives into differential equation,
Since sin(x) and cos(x) are linearly independent (they are not
multiples of each other), we must have c
1
= c
2
= 0, and hence
2 + 5A = 3A = 0, which is impossible.
t y y y sin 2 4 3 = ' ' '
t A t Y t A t Y t A t Y sin ) ( , cos ) ( sin ) ( = ' ' = ' =
( )
0 cos sin
0 cos 3 sin 5 2
sin 2 sin 4 cos 3 sin
2 1
= +
= + +
=
t c t c
t A t A
t t A t A t A
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Example 2:
Sine g(t), Particular Solution (2 of 2)
Our next attempt at finding a Y is
Substituting these derivatives into ODE, we obtain
Thus a particular solution to the nonhomogeneous ODE is
t B t A t Y t B t A t Y
t B t A t Y
cos sin ) ( , sin cos ) (
cos sin ) (
= ' ' = '
+ =
( ) ( ) ( )
( ) ( )
17 / 3 , 17 / 5
0 5 3 , 2 3 5
sin 2 cos 5 3 sin 3 5
sin 2 cos sin 4 sin cos 3 cos sin
= =
= = +
= + +
= +
B A
B A B A
t t B A t B A
t t B t A t B t A t B t A
t y y y sin 2 4 3 = ' ' '
t t t Y cos
17
3
sin
17
5
) ( +

=
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Example 3: Polynomial g(t)
Consider the nonhomogeneous equation
We seek Y satisfying this equation. We begin with
Substituting these derivatives into differential equation,
Thus a particular solution to the nonhomogeneous ODE is
1 4 4 3
2
= ' ' ' t y y y
A t Y B At t Y C Bt At t Y 2 ) ( , 2 ) ( ) (
2
= ' ' + = ' + + =
( ) ( )
( ) ( )
8 / 11 , 2 / 3 , 1
1 4 3 2 , 0 4 6 , 4 4
1 4 4 3 2 4 6 4
1 4 4 2 3 2
2 2
2 2
= = =
= = + =
= + +
= + + +
C B A
C B A B A A
t C B A t B A At
t C Bt At B At A
8
11
2
3
) (
2
+ = t t t Y
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Example 4: Product g(t)
Consider the nonhomogeneous equation
We seek Y satisfying this equation, as follows:
Substituting derivatives into ODE and solving for A and B:
t e y y y
t
2 cos 8 4 3 = ' ' '
( ) ( )
( ) ( ) ( )
( )
( ) ( ) t e B A t e B A
t e B A
t e B A t e B A t e B A t Y
t e B A t e B A
t Be t Be t Ae t Ae t Y
t Be t Ae t Y
t t
t
t t t
t t
t t t t
t t
2 sin 3 4 2 cos 4 3
2 cos 2 2
2 sin 2 2 sin 2 2 2 cos 2 ) (
2 sin 2 2 cos 2
2 cos 2 2 sin 2 sin 2 2 cos ) (
2 sin 2 cos ) (
+ + =
+ +
+ + + + = ' '
+ + + =
+ + = '
+ =
t e t e t Y B A
t t
2 sin
13
2
2 cos
13
10
) (
13
2
,
13
10
+ = = =
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Discussion: Sum g(t)
Consider again our general nonhomogeneous equation
Suppose that g(t) is sum of functions:
If Y
1
, Y
2
are solutions of
respectively, then Y
1
+ Y
2
is a solution of the
nonhomogeneous equation above.
) ( ) ( ) ( t g y t q y t p y = + ' + ' '
) ( ) ( ) (
2 1
t g t g t g + =
) ( ) ( ) (
) ( ) ( ) (
2
1
t g y t q y t p y
t g y t q y t p y
= + ' + ' '
= + ' + ' '
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Example 5: Sum g(t)
Consider the equation
Our equations to solve individually are
Our particular solution is then
t e t e y y y
t t
2 cos 8 sin 2 3 4 3
2
+ = ' ' '
t e t e t t e t Y
t t t
2 sin
13
2
2 cos
13
10
sin
17
5
cos
17
3
2
1
) (
2
+ + + =
t e y y y
t y y y
e y y y
t
t
2 cos 8 4 3
sin 2 4 3
3 4 3
2
= ' ' '
= ' ' '
= ' ' '
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Example 6: First Attempt (1 of 3)
Consider the equation
We seek Y satisfying this equation. We begin with
Substituting these derivatives into ODE:
Thus no particular solution exists of the form
t y y 2 cos 3 4 = + ' '
t B t A t Y t B t A t Y
t B t A t Y
2 cos 4 2 sin 4 ) ( , 2 sin 2 2 cos 2 ) (
2 cos 2 sin ) (
= ' ' = '
+ =
( ) ( )
( ) ( )
t
t t B B t A A
t t B t A t B t A
2 cos 3 0
2 cos 3 2 cos 4 4 2 sin 4 4
2 cos 3 2 cos 2 sin 4 2 cos 4 2 sin 4
=
= + + +
= + +
t B t A t Y 2 cos 2 sin ) ( + =
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Example 6: Homogeneous Solution (2 of 3)
Thus no particular solution exists of the form
To help understand why, recall that we found the
corresponding homogeneous solution in Section 3.4 notes:
Thus our assumed particular solution solves homogeneous
equation
instead of the nonhomogeneous equation.
t B t A t Y 2 cos 2 sin ) ( + =
t c t c t y y y 2 sin 2 cos ) ( 0 4
2 1
+ = = + ' '
t y y 2 cos 3 4 = + ' '
0 4 = + ' ' y y
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Example 6: Particular Solution (3 of 3)
Our next attempt at finding a Y is:
Substituting derivatives into ODE,
t Bt t At t B t A
t Bt t B t B t At t A t A t Y
t Bt t B t At t A t Y
t Bt t At t Y
2 cos 4 2 sin 4 2 sin 4 2 cos 4
2 cos 4 2 sin 2 2 sin 2 2 sin 4 2 cos 2 2 cos 2 ) (
2 sin 2 2 cos 2 cos 2 2 sin ) (
2 cos 2 sin ) (
=
+ = ' '
+ + = '
+ =
t t t Y
B A
t t B t A
2 sin
4
3
) (
0 , 4 / 3
2 cos 3 2 sin 4 2 cos 4
=
= =
=
t y y 2 cos 3 4 = + ' '
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Ch 3.7: Variation of Parameters
Recall the nonhomogeneous equation
where p, q, g are continuous functions on an open interval I.
The associated homogeneous equation is
In this section we will learn the variation of parameters
method to solve the nonhomogeneous equation. As with the
method of undetermined coefficients, this procedure relies on
knowing solutions to homogeneous equation.
Variation of parameters is a general method, and requires no
detailed assumptions about solution form. However, certain
integrals need to be evaluated, and this can present difficulties.
) ( ) ( ) ( t g y t q y t p y = + ' + ' '
0 ) ( ) ( = + ' + ' ' y t q y t p y
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Example: Variation of Parameters (1 of 6)
We seek a particular solution to the equation below.
We cannot use method of undetermined coefficients since
g(t) is a quotient of sin t or cos t, instead of a sum or product.
Recall that the solution to the homogeneous equation is
To find a particular solution to the nonhomogeneous
equation, we begin with the form
Then
or
t y y csc 3 4 = + ' '
t c t c t y
C
2 sin 2 cos ) (
2 1
+ =
t t u t t u t y 2 sin ) ( 2 cos ) ( ) (
2 1
+ =
t t u t t u t t u t t u t y 2 cos ) ( 2 2 sin ) ( 2 sin ) ( 2 2 cos ) ( ) (
2 2 1 1
+ ' + ' = '
t t u t t u t t u t t u t y 2 sin ) ( 2 cos ) ( 2 cos ) ( 2 2 sin ) ( 2 ) (
2 1 2 1
' + ' + + = '
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Example: Derivatives, 2
nd
Equation (2 of 6)
From the previous slide,
Note that we need two equations to solve for u
1
and u
2
. The
first equation is the differential equation. To get a second
equation, we will require
Then
Next,
t t u t t u t t u t t u t y 2 sin ) ( 2 cos ) ( 2 cos ) ( 2 2 sin ) ( 2 ) (
2 1 2 1
' + ' + + = '
0 2 sin ) ( 2 cos ) (
2 1
= ' + ' t t u t t u
t t u t t u t y 2 cos ) ( 2 2 sin ) ( 2 ) (
2 1
+ = '
t t u t t u t t u t t u t y 2 sin ) ( 4 2 cos ) ( 2 2 cos ) ( 4 2 sin ) ( 2 ) (
2 2 1 1
' + ' = ' '
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Example: Two Equations (3 of 6)
Recall that our differential equation is
Substituting y'' and y into this equation, we obtain
This equation simplifies to
Thus, to solve for u
1
and u
2
, we have the two equations:
( ) t t t u t t u
t t u t t u t t u t t u
csc 3 2 sin ) ( 2 cos ) ( 4
2 sin ) ( 4 2 cos ) ( 2 2 cos ) ( 4 2 sin ) ( 2
2 1
2 2 1 1
= + +
' + '
0 2 sin ) ( 2 cos ) (
csc 3 2 cos ) ( 2 2 sin ) ( 2
2 1
2 1
= ' + '
= ' + '
t t u t t u
t t t u t t u
t t t u t t u csc 3 2 cos ) ( 2 2 sin ) ( 2
2 1
= ' + '
t y y csc 3 4 = + ' '
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Example: Solve for u
1
' (4 of 6)
To find u
1
and u
2
, we need to solve the equations
From second equation,
Substituting this into the first equation,
t
t
t u t u
2 sin
2 cos
) ( ) (
1 2
' = '
( ) ( )
( ) ( ) | |
t t u
t
t t
t t t u
t t t t u t t u
t t
t
t
t u t t u
cos 3 ) (
sin
cos sin 2
3 2 cos 2 sin ) ( 2
2 sin csc 3 2 cos ) ( 2 2 sin ) ( 2
csc 3 2 cos
2 sin
2 cos
) ( 2 2 sin ) ( 2
1
2 2
1
2
1
2
1
1 1
= '
(

= + '
= ' '
=
(

' + '
0 2 sin ) ( 2 cos ) (
csc 3 2 cos ) ( 2 2 sin ) ( 2
2 1
2 1
= ' + '
= ' + '
t t u t t u
t t t u t t u
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Example : Solve for u
1
and u
2
(5 of 6)
From the previous slide,
Then
Thus
t t
t
t
t
t
t
t t
t
t
t
t
t t u
sin 3 csc
2
3
sin 2
sin 2
sin 2
1
3
sin 2
sin 2 1
3
cos sin 2
sin 2 1
cos 3
2 sin
2 cos
cos 3 ) (
2
2 2
2
=
(

=
(

=
(

=
(

= '
2 2 2
1 1 1
cos 3 cot csc ln
2
3
sin 3 csc
2
3
) ( ) (
sin 3 cos 3 ) ( ) (
c t t t dt t t dt t u t u
c t tdt dt t u t u
+ + = |
.
|

\
|
= ' =
+ = = ' =
} }
} }
t
t
t u t u t t u
2 sin
2 cos
) ( ) ( , cos 3 ) (
1 2 1
' = ' = '
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Example: General Solution (6 of 6)
Recall our equation and homogeneous solution y
C
:
Using the expressions for u
1
and u
2
on the previous slide, the
general solution to the differential equation is
| |
( ) | |
t c t c t t t t
t y t t t t t t t
t y t t t t t t t
t y t t t t t t t
t y t t u t t u t y
C
C
C
C
2 sin 2 cos 2 sin cot csc ln
2
3
sin 3
) ( 2 sin cot csc ln
2
3
1 cos 2 sin cos sin 2 3
) ( 2 sin cot csc ln
2
3
2 cos sin 2 sin cos 3
) ( 2 sin cos 3 2 sin cot csc ln
2
3
2 cos sin 3
) ( 2 sin ) ( 2 cos ) ( ) (
2 1
2 2
2 1
+ + + =
+ + =
+ + =
+ + + =
+ + =
t c t c t y t y y
C
2 sin 2 cos ) ( , csc 3 4
2 1
+ = = + ' '
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Summary
Suppose y
1
, y
2
are fundamental solutions to the homogeneous
equation associated with the nonhomogeneous equation
above, where we note that the coefficient on y'' is 1.
To find u
1
and u
2
, we need to solve the equations
Doing so, and using the Wronskian, we obtain
Thus
) ( ) ( ) ( ) ( ) (
0 ) ( ) ( ) ( ) (
2 2 1 1
2 2 1 1
t g t y t u t y t u
t y t u t y t u
= ' ' + ' '
= ' + '
) ( ) ( ) ( ) ( ) (
) ( ) ( ) (
2 2 1 1
t y t u t y t u t y
t g y t q y t p y
+ =
= + ' + ' '
( ) ( ) ) ( ,
) ( ) (
) ( ,
) ( ,
) ( ) (
) (
2 1
1
2
2 1
2
1
t y y W
t g t y
t u
t y y W
t g t y
t u = ' = '
( ) ( )
} }
+ = + =
2
2 1
1
2 1
2 1
2
1
) ( ,
) ( ) (
) ( ,
) ( ,
) ( ) (
) ( c dt
t y y W
t g t y
t u c dt
t y y W
t g t y
t u
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Theorem 3.7.1
Consider the equations
If the functions p, q and g are continuous on an open interval I,
and if y
1
and y
2
are fundamental solutions to Eq. (2), then a
particular solution of Eq. (1) is
and the general solution is
( ) ( )
} }
+ = dt
t y y W
t g t y
t y dt
t y y W
t g t y
t y t Y
) ( ,
) ( ) (
) (
) ( ,
) ( ) (
) ( ) (
2 1
1
2
2 1
2
1
) ( ) ( ) ( ) (
2 2 1 1
t Y t y c t y c t y + + =
) 2 ( 0 ) ( ) (
) 1 ( ) ( ) ( ) (
= + ' + ' '
= + ' + ' '
y t q y t p y
t g y t q y t p y