Lecture-6

Mathematics 2 (15B11MA211)

CO [C106.1]

Topic: Solution of second order

differential equations using Variation of
Parameters

References for the lecture

R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics”
fifth edition, Narosa publishing house, 2016.

B. S. Grewal, “Higher Engineering Mathematics” 42nd -Edition, 1

Khanna Publisher, New Delhi
 Topics to be covered

Solution of second order differential equations using

➢ Variation of Parameters

➢ Example

2
Method of Variation of Parameters:
For the differential equation
y + P ( x ) y + Q ( x ) y = R ( x ) (1)

first find two linearly independent functions (x) and (x) of the
corresponding homogeneous differential equation (2) of (1)
y + P ( x ) y + Q ( x ) y = 0 (2)
 y = C1 + C2 is the C.F. of (1) and
  + P ( x )  + Q ( x ) = 0 (3)
  + P ( x )  + Q ( x ) = 0 (4)
Let y = u + v be a solution of (1)

3
 Let y = u + v be a solution of (1)
Differentiating it w.r.t. x
y = u + v + u  + v 
Assume u + v = 0 (5)

Thus y = u  + v 
Again differentiating it w.r.t. x

y = u  + v  + u  + v 

Now substituting y, y and y in equation (1)
( u  + v  + u  + v  ) + P ( x )( u  + v  ) + Q ( x )( u + v ) = R ( x )
u  + v  + (  + P ( x )  + Q ( x ) ) u + (  + P ( x )  + Q ( x ) ) v = R ( x )
u  + v  + ( 0 ) u + ( 0 ) v = R ( x ) (using 3&4)
u  + v  = R ( x ) (6)

4
The equations (5) and (6)
u + v = 0 (5)
u  + v  = R ( x ) (6)
are linear non-homogeneous algebraic equations for unknowns u  and v.

These equation have unique solution if the determinant of coefficients does

not vanish. i.e. if

 ( x)  ( x)
=  ( x )  ( x ) − ( x )  ( x ) = W ( x )  0
( x)  ( x)

where W ( x) is known as the Wronskian of the functions (x) and (x).

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On solving equations (5) and (6) we get

− R( x) ( x ) R( x) ( x )
u ( x ) = v ( x ) =
W ( x) W ( x)

Integrating these expressions we obtain

− R ( x ) ( x ) R ( x ) ( x )
u ( x) =  dx + C1 , v( x) =  dx + C2
W ( x) W ( x)

The general solution of the equation (1) can now be written as

 R( x) ( x )   R ( x) ( x ) 
y =  ( x ) − dx + C1  +  ( x )   dx + C2 
 W ( x)   W ( x) 

This method is known as Method of VARIATION OF PARAMETERS

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Example: Solve y − y − 2 y = e − x by variations of parameters method.
Solution:
First we find the solution of homogeneous equation y − y − 2 y = 0
The auxiliary equation is

m2 − m − 2 = 0 or (m + 1)(m − 2) = 0
Therefore two independent solutions of the homogeneous equation are
 ( x) = e − x ,  ( x) = e 2 x
Assume that the general solution of non-homogeneous equation is
y = u ( x )e − x + v ( x )e 2 x
where u , v satisfy the equations
u  ( x ) e − x + v ( x ) e 2 x = 0
−u  ( x ) e − x + 2v ( x ) e 2 x = e − x
Solving for u , v we get 7
 0 e2 x e− x 0
e− x 2e 2 x 1 −e − x e− x 1
u = =− , v = = e −3 x
e− x e2 x 3 e− x e2 x 3
−e − x 2e 2 x −e − x 2e 2 x

Integrating with respect to x, we get

x 1
u = − + c1 , v = − e −3 x + c2
3 9
Thus the general solution is
 x   1 
y =  − + c1  e − x +  − e −3 x + c2  e 2 x
 3   9 
 x 1
= c1e − x + c2 e 2 x −  +  e − x
3 9
 x 1  −x
c1e − x + c2 e 2 x is the complementary function and −  +  e is the particular integral
3 9
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Example 2: Using the variation of parameters solve the dif. equ.
x 2 y + xy − y = x 2e x (1)
Solution: The corresponding homogeneous differential equation is
x 2 y + xy − y = 0, (2)
which is a Cauchy-Euler Homogeneous equation.
Let x = et  t = log x
2 2
dy dy d y d y dy
x = x 2
2
= 2 −
dx dt dx dt dt
 d 2 y dy  dy d2y
Hence  2 −  + − y = 0  2 −y=0
 dt dt  dt dt
A.E. m2 − 1 = 0  m = 1  C.F . = C1et + C2e −t
= C1 x + C2 x −1

We note that x and x -1 are two L.I. solutions of diff. equ. (2) 9
Let y = u(x) x + v(x) x -1 be the general solution of the given DE.
 −1
 −2
y +x y −x y=e x

Then u  and vmust satisfy the equations

u x + vx −1 = 0
u  − vx −2 = e x
Solving these equations for u  and v , we get

u = 12 e x , v = − 12 x 2e x

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Integrating

u = 12 e x + c1 ,
v = −  12 x 2 e x dx + c2 = (− 12 x 2 + x − 1)e x + c2

Hence the general solution of the DE is

1
2
x
 1 2 x

y = ( e + c1 ) x + (− 2 x + x − 1)e + c2  x −1

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Method of Variation of Parameters (Formula Based):

For the differential equation

y + P ( x ) y + Q ( x ) y = R ( x )
First find two linearly independent functions i.e.  ( x ) and  ( x ) .

Write the complementary function i.e. C.F. = c1 ( x ) + c2 ( x )

Find the Wronskian W =  ( x )  ( x )

( x)  ( x)

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  R ( x)  R ( x)
P. I . = −   dx +   dx
W W
y = C.F . + P.I .

Example: Using the variation of parameters solve the dif. equ.

y ''+ 9 y = tan 3 x
Solution:
A.E. m2 + 9 = 0
m = 3i
C.F . = C1 cos3 x + C2 sin 3 x
 = cos3 x  = sin 3 x
 ( x)  ( x) cos3 x sin 3 x
Wronskian W= = =3
 ( x )  ( x ) −3sin 3 x 3cos3 x
 

sin 3 x tan 3 x cos3 x tan 3 x

P. I . = − cos3 x  dx + sin 3 x  dx
3 3
13
 sin 2 3 x sin 3 x
P. I . = − cos3 x  dx + sin 3 x  dx
3cos3 x 3
1 − cos 2 3 x  cos3 x 
= − cos3 x  dx + sin 3 x  − 
3cos3 x  9 
sec3 x − cos3 x  cos3 x 
= − cos3 x  dx + sin 3 x  − 
3  9 
cos3 x  log ( sec3 x + tan 3 x ) − sin 3 x   cos3 x 
=−   + sin 3 x  − 
3  3   9 
cos3 x log ( sec3 x + tan 3 x )
=−
9
Hence y = C.F . + P.I .
1
= C1 cos3 x + C2 sin 3 x − cos3 x log ( sec3 x + tan 3 x )
9

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