MATH C241:MATHEMATICSIII

BITS-PILANI HYDERABAD CAMPUS

7
3-Sep-12 1
Presented by
Dr. Akhlad Iqbal
3-Sep-12 2
Variation of parameters
Ch. 3
George F. Simmons,
Differential Equations with
Applications and Historical notes,
Tata McGraw-Hill, 2nd Ed, 2003
(Twelfth reprint, 2008)
Lecture 7
3-Sep-12 3
The method of
Variation of Parameters
3-Sep-12 4
In this lecture we discuss a general
method of finding a particular solution of
a non-homogeneous l.d.e. (whether it is
constant coefficient equation or not).
3-Sep-12 5
Consider the second order l.d.e.
0 1 2
( ) ( ) ( ) ( )..(*) a x y a x y a x y h x

+ + =
We assume that we have already found the
C.F. as
1 1 2 2
( ) ( ) y c y x c y x = +
The Method of Variation of
parameters
3-Sep-12 6
The Method of Variation of parameters says:
Take a particular solution of (*) as
1 1 2 2
( ) ( ) y v y x v y x = + ($)
where v
1
(x), v
2
(x) are functions of x to be
chosen such that ($) is a solution of (*).
3-Sep-12 7
1 1 2 2
( ) ( ) y v y x v y x = +
($)
Differentiating ($) w.r.t. x, we get
1 1 2 2 1 1 2 2
( ) ( ) ( ) ( ) y v y x v y x v y x v y x

= + + +
We now choose v
1
, v
2
such that
1 1 2 2
( ) ( ) 0 .....(1) v y x v y x

+ =
Thus
1 1 2 2
( ) ( ) y v y x v y x

= +
3-Sep-12 8
Differentiating y w.r.t. x, we get
1 1 2 2 1 1 2 2
( ) ( ) ( ) ( ) y v y x v y x v y x v y x

= + + +
Substituting for y, y, y in (*), we get
[ ]
[ ]
[ ]
0 1 1 2 2 1 1 2 2
1 1 11 2 22
2 1 1 2 2
( )
( )
( ) ( )
a x v y v y v y v y
a x v y v y
a x v y v y h x

+ + + +

+ +
+ =
The coefficients of v
1
, v
2
are zero as
1 1 2 2
( ) ( ) y v y x v y x

= +
3-Sep-12 9
y
1
, y
2
are solutions of the associated
homogeneous l.d.e.
0 1 2
( ) ( ) ( ) 0 a x y a x y a x y

+ + =
Thus we get
1 1 2 2
0
( )
( ) ( ) ....(2)
( )
h x
v y x v y x
a x

+ =
Solving (1), (2) we get
1 2
, v v

Integrating, we get
1 2
, v v
3-Sep-12 10
The two equations satisfied by
1 2
, v v

are
1 1 2 2
( ) ( ) 0 ...........(1) v y x v y x

+ =
1 1 2 2
0
( )
( ) ( ) ....(2)
( )
h x
v y x v y x
a x

+ =
We note that the determinant of the coefficient
matrix is
1 2
1 2
( ) ( )
( ) ( )
y x y x
y x y x
=

1 2
[ , ]( ) W y y x
0
3-Sep-12 11
as y
1
, y
2
are LI solutions of the associated
homogeneous l.d.e. Using Cramers rule, we get
2
0 2
1
1 2
0 ( )
( ) / ( ) ( )
[ , ]( )
y x
h x a x y x
v
W y y x

=
2
0
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
W y y x

=
1
1 0
2
1 2
( ) 0
( ) ( ) / ( )
[ , ]( )
y x
y x h x a x
v
W y y x

=
1
0
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
W y y x
=
3-Sep-12 12
Integrating, we get
2
0
1
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x

1
0
2
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x
=

3-Sep-12 13
And hence a particular solution is
1 1 2 2
( ) ( )
p
y y v y x v y x = = +
( )
( )
( )
( )
( )
( )
2 1
0 0
1 2
( ) ( )
( ) ( )
h x h x
y x y x
a x a x
y x dx y x dx
W x W x
| | | |

| |
| |
= +
| |
| |
\ \

3-Sep-12 14
( )
( )
( )
( )
( )
( )
2 1
0 0
1 2
( ) ( )
( ) ( )
x x
a a
h t h t
y t y t
a t a t
y x dt y x dt
W t W t
| | | |

| |
| |
= +
| |
| |
\ \

[ ]
1 2 2 1
0
( ) ( ) ( ) ( )
( )
( ) ( )
x
a
y t y x y t y x
h t dt
a t W t

( , ) ( )
x
a
K x t h t dt =

where
[ ]
1 2 2 1
0
( ) ( ) ( ) ( )
( , )
( ) ( )
y t y x y t y x
K x t
a t W t

=
3-Sep-12 15
Example 1 Find the general solution of the
d.e.
4 sec2 y y x

+ =
Auxiliary Equation
2
4 0 m + =
Roots: m =
2i
Hence the complementary function is
1 2
cos 2 sin 2
h
y y c x c x = = +
c
1
, c
2
arbitrary constants
3-Sep-12 16
Hence we take a particular solution as
1 2
cos 2 sin 2 y v x v x = +
where v
1
(x), v
2
(x) are functions of x to be
chosen such that the above is a solution of
the given d.e.
Differentiating w.r.t. x, we get
1 2
( 2sin 2 ) (2cos 2 ) y v x v x

= +
1 2
cos 2 sin 2 v x v x

+ +
3-Sep-12 17
We now choose v
1
, v
2
such that
1 2
cos 2 sin 2 0 .....(1) v x v x

+ =
Differentiating y w.r.t. x, we get
1 2
( 2sin 2 ) (2cos 2 ) y v x v x

= +
1 2
( 4cos 2 ) ( 4sin 2 ) y v x v x

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

+ +
3-Sep-12 18
Substituting for y, y, y in the given d.e.,
we get 4 sec2 y y x

+ =
1 2
( 4cos 2 ) ( 4sin 2 ) v x v x +
1 2
( 2sin2 ) (2cos2 ) v x v x

+ +
1 2
4( cos 2 sin 2 ) sec2 v x v x x + + =
1 2
( 2sin2 ) (2cos2 ) sec2 v x v x x

+ =
i.e.
3-Sep-12 19
The two equations satisfied by
1 2
, v v

are
1 2
cos 2 sin 2 0 ..... (1) v x v x

+ =
1 2
( 2sin2 ) (2cos 2 ) sec2 ...(2) v x v x x

+ =
Using Cramers rule, we get
We note that the determinant of the coefficient
matrix is
cos 2 sin 2
2sin 2 2cos 2
x x
x x
=

2
0
3-Sep-12 20
1
0 sin 2
sec 2 2cos 2
2
x
x x
v

=
1
tan 2
2
x =
2
cos 2 0
2sin 2 sec 2
2
x
x x
v

=
1
2
=
3-Sep-12 21
Integrating, we get
1
ln(sec2 )
4
x
2
v =
1
ln(cos 2 ),
4
x =
1
v =
1
2
x
Hence a particular solution is
1 2
cos 2 sin 2 y v x v x = +
1 1
[ln(cos 2 )] cos 2 sin 2
4 2
x x x x = +
3-Sep-12 22
Hence the general solution is
1 2
. . cos 2 sin 2 i e y c x c x = + +
c
1
, c
2
arbitrary constants
h p
y y y = +
1 1
[ln(cos2 )]cos2 sin2
4 2
x x x x + +
3-Sep-12 23
Alternatively, here we can directly find v
1
and
v
2
by
2
0
1
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x

1
0
2
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x
=

3-Sep-12 24
Example 2 Find the general solution of the
d.e.
2 2
( 1) (2 ) (2 ) ( 1) x x y x y x y x

+ + + = +
We first find the complementary function .
1
x
y y e = =
We assume a second LI solution as
As the sum of the coefficients (of the LHS)
2
( 1) (2 ) (2 ) 0 x x x x = + + + =
is one solution of the C.F.
2 1
y y vy = =
where
3-Sep-12 25
2
1
1
P dx
v e dx
y

= =

2
(2 )
( 1)
2
1
x
dx
x x
x
e dx
e

Now
2
2
( 1)
x
x x

=
+
2
1
( 1)
x
x x

+ =
+
2 1
1
1 x x
+
+
Hence
2
(2 )
( 1)
x
dx
x x
e

=
2 1
(1 )
1
dx
x x
e
+
+

2
1
x
x
e
x
+
=
3-Sep-12 26
2
(2 )
( 1)
2
1
x
dx
x x
x
v e dx
e

Thus
2 2
1 1
x
x
x
e dx
e x
+
=

2
1 1
( )
x
e dx
x x

= +

1
x
e
x

=
Hence
2 1
y vy = =
1
x

And hence
2
1
y
x
=
is a second LI solution
of the associated homogeneous d.e.
3-Sep-12 27
Hence the C.F. is
1 2
1
x
y c e c
x
= +
(c
1
, c
2
arbitrary constants)
So let a particular solution be
1 2
1
x
y v e v
x
= +
Differentiating w.r.t. x, we get
1 2 1 2
2
1 1
( )
x x
y v e v v e v
x x

= + + +
We now choose v
1
, v
2
such that
1 2
1
0 ....(1)
x
v e v
x

+ =
Hence
1 2
2
1
( )
x
y v e v
x

= +
3-Sep-12 28
Differentiating y w.r.t. x, we get
1 2 1 2
3 2
2 1
( ) ( )
x x
y v e v v e v
x x

= + + +
Substituting for y, y, y in the given d.e.,
1 2 1 2
3 2
2 1
( 1)[ ( ) ( )]
x x
x x v e v v e v
x x

+ + + +
2
1 2
1
(2 )[ ] ( 1)
x
x v e v x
x
+ + = +
2
1 2
2
1
(2 )[ ( )]
x
x v e v
x
+ +
1 2
2
1
( )
x
y v e v
x

= +
we get
3-Sep-12 29
1 2
2
1 ( 1)
( ) ....(2)
x
x
v e v
x x
+

+ =
The two equations satisfied by
1 2
, v v

are
1 2
1
0 ....(1)
x
v e v
x

+ =
1 2
2
1 ( 1)
( ) ....(2)
x
x
v e v
x x
+

+ =
We note that the determinant of the coefficient
matrix is
2
1 1
x
e
x x
(
+
(

2
1
x
x
e
x
+
(
=
(

3-Sep-12 30
Using Cramers rule, we get
2
1
2
1
0
( 1) 1
1
( )
x
x
x
x x
v
x
e
x
+

=
+

x
e

=
2
2
0
1
1
( )
x
x
x
e
x
e
x
v
x
e
x
+

=
+

x =
Integrating, we get
1
v =
,
x
e

2
v =
2
2
x

3-Sep-12 31
Hence a particular solution is
1 2
1
x
y v e v
x
= + 1
2
x
=
2
1 2
,
2
x
x
v e v

= =
Hence the general solution is
h p
y y y = +
i.e.
1 2
1
x
y c e c
x
= + 1
2
x

c
1
, c
2
arbitrary constants
3-Sep-12 32
Example 3 Find the general solution of the
d.e.
2 ln .
x
y y y e x

+ + =
Auxiliary Equation
2
2 1 0 m m + + =
Roots: m =
1, 1
Hence the complementary function is
1 2
( )
x x
h
y y c e c xe

= = +
c
1
, c
2
arbitrary constants
3-Sep-12 33
Hence we take a particular solution as
1 2
x x
y v e v xe

= +
where v
1
(x), v
2
(x) are functions of x to be
chosen such that the above is a solution of the
given d.e.
Thus here
1 2
,
x x
y e y xe

= =
Wronskian = W =
x x
x x x
e xe
e e xe


=

2x
e

3-Sep-12 34
Noting that
0
( ) 1, ( ) ln
x
a x h x e x

= = we get
2
0
1
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x

1
0
2
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x
=

2
ln
x x
x
e x xe
dx
e

ln x x dx =

2 2
ln
2 4
x x
x = +
2
ln
x x
x
e x e
dx
e

ln x dx =

ln x x x =
3-Sep-12 35
Hence a particular solution is
1 2
x x
p
y y v e v xe

= = +
2 2
( ln )
2 4
x
x x
x e

= + +
( ln )
x
x x x xe

2
2
3
( ln )
2 4
x
x
x x e

=
And the general solution is
h p
y y y = +
i.e.
1 2
x x
y c e c xe

= + +
2
2
3
( ln )
2 4
x
x
x x e

3-Sep-12 36
Example 4 Find the general solution of the
d.e.
2
2 2 .
x
x y x y y xe

+ =
Solution Consider the associated
homogeneous equation
z
x e =
Note that
2
2
,
dy d y dy
xy xy
dz dz dz

= =
2
2 2 0 x y x y y

+ =
We put
(**)
3-Sep-12 37
Auxiliary equation
2
3 2 0 m m + =
Roots m = 1, 2
Solution of Eqn (**) is
2
1 2
z z
y c e c e = +
2
1 2
y c x c x = +
c
1
, c
2
arbitrary constants
i.e. The complementary function of the
given d.e. is
Hence the equation (**) becomes
2
( 3 2) 0 y + =
( )
d
dz
=
3-Sep-12 38
So we take a particular solution as
2
1 2
y v x v x = +
Thus here
2
1 2
, y x y x = =
Wronskian = W =
2
1 2
x x
x
=
2
x
3-Sep-12 39
Noting that
2
0
( ) , ( )
x
a x x h x xe

= =
We get
2
0
1
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x

1
0
2
1 2
( )
( )
( )
[ , ]( )
h x
y x
a x
v dx
W y y x
=

x
e
dx
x

2
x
e
dx
x

x x
e e
dx
x x

=

3-Sep-12 40
Hence a particular solution is
2
1 2 p
y y v x v x = = +
2
x x
x
e e
x dx xe x dx
x x

=

And the general solution is
h p
y y y = +
i.e.
2
1 2
y c x c x = +
2
( )
x
x
e
xe x x dx
x

= +

2
( )
x
x
e
xe x x dx
x

* * *