Variation of parameters

In mathematics, variation of parameters, also known as variation of constants, is a general method to solve
inhomogeneous linear ordinary differential equations.

For first-order inhomogeneous linear differential equations it is usually possible to find solutions via integrating
factors or undetermined coefficients with considerably less effort, although those methods leverage heuristics that
involve guessing and do not work for all inhomogeneous linear differential equations.

Variation of parameters extends to linear partial differential equations as well, specifically to inhomogeneous
problems for linear evolution equations like the heat equation, wave equation, and vibrating plate equation. In this
setting, the method is more often known as Duhamel's principle, named after Jean-Marie Duhamel (1797–1872) who
first applied the method to solve the inhomogeneous heat equation. Sometimes variation of parameters itself is called
Duhamel's principle and vice versa.

Contents
History
Intuitive explanation
Description of method
Examples
First-order equation
Specific second-order equation
General second-order equation
Notes
References
External links

History
The method of variation of parameters was first sketched by the Swiss mathematician Leonhard Euler (1707–1783),
and later completed by the Italian-French mathematician Joseph-Louis Lagrange (1736–1813).[1]

A forerunner of the method of variation of a celestial body's orbital elements appeared in Euler's work in 1748, while
he was studying the mutual perturbations of Jupiter and Saturn.[2] In his 1749 study of the motions of the earth, Euler
obtained differential equations for the orbital elements.[3] In 1753, he applied the method to his study of the motions
of the moon.[4]

Lagrange first used the method in 1766.[5] Between 1778 and 1783, he further developed the method in two series of
memoirs: one on variations in the motions of the planets[6] and another on determining the orbit of a comet from three
observations.[7] During 1808–1810, Lagrange gave the method of variation of parameters its final form in a third
series of papers.[8]

Intuitive explanation
Consider the equation of the forced dispersionless spring, in suitable units:
Here x is the displacement of the spring from the equilibrium x = 0 , and F(t) is an external applied force that
depends on time. When the external force is zero, this is the homogeneous equation (whose solutions are linear
combinations of sines and cosines, corresponding to the spring oscillating with constant total energy).

We can construct the solution physically, as follows. Between times and , the momentum
corresponding to the solution has a net change (see: Impulse (physics)). A solution to the inhomogeneous
equation, at the present time t > 0 , is obtained by linearly superposing the solutions obtained in this manner, for s
going between 0 and t.

The homogeneous initial-value problem, representing a small impulse being added to the solution at time
, is

The unique solution to this problem is easily seen to be . The linear superposition of all
of these solutions is given by the integral:

To verify that this satisfies the required equation:

as required (see: Leibniz integral rule).

The general method of variation of parameters allows for solving an inhomogeneous linear equation

by means of considering the second-order linear differential operator L to be the net force, thus the total impulse
imparted to a solution between time s and s+ds is F(s)ds. Denote by the solution of the homogeneous initial value
problem

Then a particular solution of the inhomogeneous equation is

the result of linearly superposing the infinitesimal homogeneous solutions. There are generalizations to higher order
linear differential operators.

In practice, variation of parameters usually involves the fundamental solution of the homogeneous problem, the
infinitesimal solutions then being given in terms of explicit linear combinations of linearly independent
fundamental solutions. In the case of the forced dispersionless spring, the kernel
is the associated decomposition into fundamental solutions.

Description of method
Given an ordinary non-homogeneous linear differential equation of order n

Let be a fundamental system of solutions of the corresponding homogeneous equation

Then a particular solution to the non-homogeneous equation is given by

where the are differentiable functions which are assumed to satisfy the conditions

Starting with (iii), repeated differentiation combined with repeated use of (iv) gives

One last differentiation gives

By substituting (iii) into (i) and applying (v) and (vi) it follows that

The linear system (iv and vii) of n equations can then be solved using Cramer's rule yielding

where is the Wronskian determinant of the fundamental system and is the Wronskian determinant of
the fundamental system with the i-th column replaced by

The particular solution to the non-homogeneous equation can then be written as

Examples
First-order equation

The general solution of the corresponding homogeneous equation (written below) is the complementary solution to
our original (inhomogeneous) equation:

This homogeneous differential equation can be solved by different methods, for example separation of variables:

The complementary solution to our original equation is therefore:

Now we return to solving the non-homogeneous equation:

Using the method variation of parameters, the particular solution is formed by multiplying the complementary
solution by an unknown function C(x):

By substituting the particular solution into the non-homogeneous equation, we can find C(x):

We only need a single particular solution, so we arbitrarily select for simplicity. Therefore the particular
solution is:
The final solution of the differential equation is:

This recreates the method of integrating factors.

Specific second-order equation

Let us solve

We want to find the general solution to the differential equation, that is, we want to find solutions to the
homogeneous differential equation

The characteristic equation is:

Since is a repeated root, we have to introduce a factor of x for one solution to ensure linear independence:
u1 = e−2x and u2 = xe−2x. The Wronskian of these two functions is

Because the Wronskian is non-zero, the two functions are linearly independent, so this is in fact the general solution
for the homogeneous differential equation (and not a mere subset of it).

We seek functions A(x) and B(x) so A(x)u1 + B(x)u2 is a particular solution of the non-homogeneous equation. We
need only calculate the integrals

Recall that for this example

That is,

where and are constants of integration.

General second-order equation

We have a differential equation of the form

and we define the linear operator

where D represents the differential operator. We therefore have to solve the equation for ,
where and are known.

We must solve first the corresponding homogeneous equation:

by the technique of our choice. Once we've obtained two linearly independent solutions to this homogeneous
differential equation (because this ODE is second-order) — call them u1 and u2 — we can proceed with variation of
parameters.

Now, we seek the general solution to the differential equation which we assume to be of the form

Here, and are unknown and and are the solutions to the homogeneous equation. (Observe
that if and are constants, then .) Since the above is only one equation and we have two
unknown functions, it is reasonable to impose a second condition. We choose the following:

Now,

Differentiating again (omitting intermediary steps)

Now we can write the action of L upon uG as

Since u1 and u2 are solutions, then

We have the system of equations

Expanding,

So the above system determines precisely the conditions

We seek A(x) and B(x) from these conditions, so, given

we can solve for (A′(x), B′(x))T, so

where W denotes the Wronskian of u1 and u2 . (We know that W is nonzero, from the assumption that u1 and u2 are
linearly independent.) So,

While homogeneous equations are relatively easy to solve, this method allows the calculation of the coefficients of
the general solution of the inhomogeneous equation, and thus the complete general solution of the inhomogeneous
equation can be determined.

Note that and are each determined only up to an arbitrary additive constant (the constant of integration).
Adding a constant to or does not change the value of because the extra term is just a linear
combination of u1 and u2 , which is a solution of by definition.

Notes
1. See:
Forest Ray Moulton, An Introduction to Celestial Mechanics, 2nd ed. (first published by the
Macmillan Company in 1914; reprinted in 1970 by Dover Publications, Inc., Mineola, New York),
page 431 (https://books.google.com/books?id=URPSrBntwdAC&pg=PA431#v=onepage&q&f=fal
se).
Edgar Odell Lovett (1899) "The theory of perturbations and Lie's theory of contact
transformations," (https://books.google.com/books?id=j7sKAAAAIAAJ&pg=PA47#v=onepage&q
&f=false) The Quarterly Journal of Pure and Applied Mathematics, vol. 30, pages 47–149; see
especially pages 48–61.
2. Euler, L. (1748) "Recherches sur la question des inégalités du mouvement de Saturne et de Jupiter,
sujet proposé pour le prix de l'année 1748, par l’Académie Royale des Sciences de Paris" (https://bo
oks.google.com/books?id=GtA6Ea1NlqwC&pg=PA1#v=onepage&q&f=false) [Investigations on the
 question of the differences in the movement of Saturn and Jupiter; this subject proposed for the prize
of 1748 by the Royal Academy of Sciences (Paris)] (Paris, France: G. Martin, J.B. Coignard, & H.L.
Guerin, 1749).
3. Euler, L. (1749) "Recherches sur la précession des équinoxes, et sur la nutation de l’axe de la terre,"
(https://books.google.com/books?id=xA0_AAAAYAAJ&pg=PA289#v=onepage&q&f=false) Histoire
[or Mémoires ] de l'Académie Royale des Sciences et Belles-lettres (Berlin), pages 289–325
[published in 1751].
4. Euler, L. (1753) Theoria motus lunae: exhibens omnes ejus inaequalitates ... (https://archive.org/detai
ls/theoriamotuslun00eulegoog) [The theory of the motion of the moon: demonstrating all of its
inequalities ... ] (Saint Petersburg, Russia: Academia Imperialis Scientiarum Petropolitanae [Imperial
Academy of Science (St. Petersburg)], 1753).
5. Lagrange, J.-L. (1766) “Solution de différens problèmes du calcul integral,” (https://books.google.com/
books?id=XwVNAAAAMAAJ&pg=RA1-PA179#v=onepage&q&f=false) Mélanges de philosophie et
de mathématique de la Société royale de Turin, vol. 3, pages 179–380.
6. See:
Lagrange, J.-L. (1781) "Théorie des variations séculaires des élémens des Planetes. Premiere
partie, ... ," (https://books.google.com/books?id=UitRAAAAYAAJ&pg=PA199#v=onepage&q&f=fa
lse) Nouveaux Mémoires de l'Académie Royale des Sciences et Belles-lettres (Berlin), pages
199–276.
Lagrange, J.-L. (1782) "Théorie des variations séculaires des élémens des Planetes. Seconde
partie, ... ," (https://books.google.com/books?id=kW9PAAAAYAAJ&pg=PA169#v=onepage&q&f=f
alse) Nouveaux Mémoires de l'Académie Royale des Sciences et Belles-lettres (Berlin), pages
169–292.
Lagrange, J.-L. (1783) "Théorie des variations périodiques des mouvemens des Planetes.
Premiere partie, ... ," (https://books.google.com/books?id=Lz7fp3OnutEC&pg=PA161#v=onepage
&q&f=false) Nouveaux Mémoires de l'Académie Royale des Sciences et Belles-lettres (Berlin),
pages 161–190.
7. See:
Lagrange, J.-L. (1778) "Sur le probleme de la détermination des orbites des cometes d'après trois
observations, premier mémoire" (https://books.google.com/books?id=F90_AAAAYAAJ&pg=PA60
-IA55#v=onepage&q&f=false) (On the problem of determining the orbits of comets from three
observations, first memoir), Nouveaux Mémoires de l'Académie Royale des Sciences et Belles-
lettres (Berlin), pages 111–123 [published in 1780].
Lagrange, J.-L. (1778) "Sur le probleme de la détermination des orbites des cometes d'après trois
observations, second mémoire" (https://books.google.com/books?id=F90_AAAAYAAJ&pg=PA60
-IA68#v=onepage&q&f=false), Nouveaux Mémoires de l'Académie Royale des Sciences et
Belles-lettres (Berlin), pages 124–161 [published in 1780].
Lagrange, J.-L. (1783) "Sur le probleme de la détermination des orbites des cometes d'après trois
observations. Troisième mémoire, dans lequel on donne une solution directe et générale du
problème." (http://gallica.bnf.fr/ark:/12148/bpt6k229223s/f498.image), Nouveaux Mémoires de
l'Académie Royale des Sciences et Belles-lettres (Berlin), pages 296–332 [published in 1785].
8. See:
Lagrange, J.-L. (1808) “Sur la théorie des variations des éléments des planètes et en particulier
des variations des grands axes de leurs orbites,” Mémoires de la première Classe de l’Institut de
France. Reprinted in: Joseph-Louis Lagrange with Joseph-Alfred Serret, ed., Oeuvres de
Lagrange (Paris, France: Gauthier-Villars, 1873), vol. 6, pages 713–768 (http://gallica.bnf.fr/ark:/1
2148/bpt6k229225j/f715.image).
Lagrange, J.-L. (1809) “Sur la théorie générale de la variation des constantes arbitraires dans
tous les problèmes de la méchanique,” Mémoires de la première Classe de l’Institut de France.
Reprinted in: Joseph-Louis Lagrange with Joseph-Alfred Serret, ed., Oeuvres de Lagrange
(Paris, France: Gauthier-Villars, 1873), vol. 6, pages 771–805 (http://gallica.bnf.fr/ark:/12148/bpt6
k229225j/f773).
Lagrange, J.-L. (1810) “Second mémoire sur la théorie générale de la variation des constantes
arbitraires dans tous les problèmes de la méchanique, ... ,” Mémoires de la première Classe de
 l’Institut de France. Reprinted in: Joseph-Louis Lagrange with Joseph-Alfred Serret, ed., Oeuvres
de Lagrange (Paris, France: Gauthier-Villars, 1873), vol. 6, pages 809–816 (http://gallica.bnf.fr/ar
k:/12148/bpt6k229225j/f811.image).

References
Coddington, Earl A.; Levinson, Norman (1955). Theory of Ordinary Differential Equations (https://arch
ive.org/details/theoryofordinary00codd). McGraw-Hill.
Boyce, William E.; DiPrima, Richard C. (2005). Elementary Differential Equations and Boundary
Value Problems (8th ed.). Wiley. pp. 186–192, 237–241.
Teschl, Gerald (2012). Ordinary Differential Equations and Dynamical Systems (https://www.mat.univi
e.ac.at/~gerald/ftp/book-ode/). American Mathematical Society.

External links
Online Notes / Proof (http://tutorial.math.lamar.edu/classes/de/VariationofParameters.aspx) by Paul
Dawkins, Lamar University.
PlanetMath page (https://planetmath.org/encyclopedia/VariationOfParameters.html).
A NOTE ON LAGRANGE’S METHOD OF VARIATION OF PARAMETERS (https://projecteuclid.org/
download/pdf_1/euclid.mjms/1316092232)

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