V. Linear ODE of Higher Order.

Variation of Parameters
Learning
LearningObjective
Objective

At the end of the module, you should be able to

solve linear differential equations of higher
order using Variation of parameters method.
V. Linear ODE of Higher Order.
Variation of Parameters
Derivation of the method
a2 ( x) y  a1 ( x) y  a0 ( x) y  g ( x)

a1 ( x) a0 ( x ) g ( x)
y  y  y
a2 ( x ) a2 ( x ) a2 ( x )

y  P( x) y  Q( x) y  f ( x) The standard

form
V. Linear ODE of Higher Order.
Variation of Parameters
Derivation of the method

Let y p  u1 ( x) y1 ( x)  u2 ( x) y2 ( x)
where y1 ( x) and y2 ( x)
are the fundamental set of solutions on
some interval I of the homogeneous DE.
 Derivation of the method
y p  u1 ( x) y1 ( x)  u2 ( x) y2 ( x)
yp  u1 y1  y1u1  u2 y2  y2u2
  u1 y1  u2 y2    y1u1  y2u2 

yp  u1 y1  u1 y1  u 2 y2  u2 y2   y1u1  y2u2  

 Derivation of the method
y  P( x) y  Q( x) y  f ( x)

u1 y1  u1 y1  u 2 y2  u 2 y2   y1u1  y2u2 
      

 P u1 y1  u2 y2   P y1u1  y2u2   Q u1 y1  u2 y2 

 u1 ( y1  Py1  Qy1 )  u2 ( y2  Py2  Qy2 )
       
 u1 y1  u 2 y2   y1u1  y2u2   P y1u1  y2u2 



  u1 y1  u2 y2    y1u1  y2u2   P y1u1  y2u 2   f (x)
 Derivation of the method

y1u1  y2u2  0
y1u1  y2 u2  f ( x)

By the Cramer’s Rule:

W1 y2 f ( x) W2 y1 f ( x)

u1   and u2  
W W W W

where W
y1 y2
, W1 
0 y2
, W2 
y1 0
y1 y 2 f ( x) y 2 y1 f ( x)
Summary of the Variation of Parameters method

a2 ( x) y  a1 ( x) y  a0 ( x) y  g ( x)

• Find the complementary solution

yc  c1 y1  c2 y2

• Compute the Wronskian

W ( y1 ( x), y2 ( x))
Summary of the Variation of Parameters method

• Write the DE in standard form

y  P( x) y  Q( x) y  f ( x)

• Compute
W1 y2 f ( x) W2 y1 f ( x)

u1   and u2 
W

W
W W
Summary of the Variation of Parameters method

• Integrate u1 and u2

• Finally y p  u1 y1  u2 y2

The general solution: y  yc  y p

 Example

Solve
y  4 y  4 y  ( x  1)e .
2x
 Example

Find yc
y  4 y  4 y  0
m  4m  4  0
2

m1  m2  2
 Example

yc  c1e  c2 xe
2x 2x

yp  ?
Example yc  c1e  c2 xe
2x 2x

f
y  4 y  4 y  ( x  1)e .
2x

Standard form

y p  u1 y1  u2 y2
y1  e , y2  xe
2x 2x From yc
 y1  e , y2  xe
2x 2x
Example
y1 y2
W
y1 y2
Wronskian
2x 2x
e xe
W  2x
2e (e  2 xe )
2x 2x

W  e (e  2 xe )  (2e )( xe )
2x 2x 2x 2x 2x

W e 4x
Example W e 4x
y1  e 2 x , y2  xe 2 x

y2 f ( x )  x( x  1)e 4 x
u1   
W e4 x

u1   x( x  1)   x  x 2

3 2
x x
u1   
3 2
Example
W e 4x y1  e 2 x , y2  xe 2 x

4x
( x  1)e
u2 
y1 f ( x)
W
  4x
e
u2  x  1
2
x
u2  x
2
 2
Example x 3
x 2 x
u1    u2  x
3 2 2
y  yc  y p
y  yc  u1 y1  u2 y2
3 2 2
x x 2x x
y  c1e  c2 xe  (  )e  (  x) xe
2x 2x 2x

3 2 2
2 3
x 2x x 2x
y  c1e  c2 xe  e  e
2x 2x

2 6
 Example

Solve
4 y  36 y  csc 3x.
Example
4 y  36 y  0
Find yc .
4m  36  0
2

m 9  0
2

m1  3i, m2  3i

  0,   3 yc ?
Example

yc  c1e cos 3 x  c2 e sin 3 x

0x 0x

yc  c1 cos 3x  c2 sin 3x

yp  ?
Example
yc  c1 cos 3 x  c2 sin 3 x
y p  u1 y1  u2 y2

y1  cos 3 x, y2  sin 3 x
Example
yc  c1 cos 3 x  c2 sin 3 x

cos 3 x sin 3 x
W
 3 sin 3 x 3 cos 3 x

W  3 cos 3 x  (3 sin 3 x)

2 2

W  3[cos 3x  sin 3 x]  3
2 2
Example W 3 1
W1  
4
1

W1 4 1
u1   
W 3 12
1
u1   x
12
Example cos 3x
W 3 W2 
4 sin 3 x
cos 3 x
W2 4 sin 3x cot 3 x
u2   
W 3 12
1
u2  ln sin 3 x
36
 Example y  yc  y p

y  yc  u1 y1  u2 y2

1 1
y  c1 cos 3x  c2 sin 3x  ( x) cos 3x  ( ln sin 3x ) sin 3x
12 36
 Extending to Higher Order
Solve
a3 ( x) y  a2 ( x) y  a1 ( x) y  a0 ( x) y  g ( x)

• Find the complementary solution

yc  c1 y1  c2 y2  c3 y3

• Compute the Wronskian

W ( y1 ( x), y2 ( x), y3 ( x))
 Extending to Higher Order
• Write the DE in standard form

y  P ( x) y  Q( x) y  R( x) y  f ( x)

• Compute
W1 W2 W3
u1  u2  and u3 
W W W
 Extending to Higher Order
y1 y2 y3
W  y1 y2 y3
y1 y2 y3

0 y2 y3 y1 0 y3 y1 y2 0
W1  0 y2 y3 W2  y1 0 y3 W3  y1 y2 0
f ( x) y2 y3 y1 f ( x) y3 y1 y2 f ( x)
 Extending to Higher Order

• Integrate u1, u 2 and u3

• Finally y p  u1 y1  u2 y2  u3 y3

The general solution: y  yc  y p

Example

Solve

y  y  tan x
Example
y  y  0
yc m m0
3

m(m  1)  0
2

m1  0, m2  i, m3  i

yc  c1  c2 sin x c 3 cos x
Example yc  c1  c2 sin x c 3 cos x

y  y  tan x
1 sin x cos x
yp
W0 cos x  sin x
0  sin x  cos x
cos x  sin x
W 1  1
 sin x  cos x
Example
y  y  tan x

0 sin x cos x
W1  0 cos x  sin x
tan x  sin x  cos x

sin x cos x
W1  tan x   tan x
cos x  sin x
Example y  y  tan x

1 0 cos x
W2  0 0  sin x
0 tan x  cos x

0  sin x sin 2 x
W2  1 
tan x  cos x cos x
Example y  y  tan x

1 sin x 0
W3  0 cos x 0
0  sin x tan x

cos x 0
W3  1  sin x
 sin x tan x
Example W1  tan x
u1    tan x
W 1

u1   tan xdx

u1   ln cos x
Example 2
sin x
 2
W2 cos x sin x
u 2   
W 1 cos x
2
sin x 1  cos x 2
u2   dx   dx
cos x cos x
u 2   (sec x  cos x)dx
u 2  ln sec x  tan x  sin x
Example W3 sin x
u3     sin x
W 1

u3    sin xdx

u3  ( cos x)  cos x

Example
y p  u1 y1  u2 y2  u3 y 3

y  yc  y p

Complete it.
VI-The Cauchy-Euler Equation-
Learning Outcome

At the end of the section, students

should be able to identify and solve a
Cauchy-Euler equation.
 The Cauchy-Euler Equation

A linear DE of the form

n n 1
d y n 1 d y dy
an xn
n
 an 1 x n 1
 ...  a1 x  a0 y  g ( x)
dx dx dx

where the coefficients an , an 1 ,..., a0 are

constants.
2nd–order Cauchy-Euler equation

2
d y dy
ax 2
2
 bx  cy  g ( x )
dx dx

where the coefficients a, b, c are

constants.
 Homogeneous

2
d y dy
ax 2
2
 bx  cy  0
dx dx
where the coefficients a, b, c are
constants.
Method of Solution

2
d y dy
ax 2
2
 bx  cy  0
dx dx

Let yx m
be the form of
solution.
Method of Solution
2
d y dy
ax2
2
 bx  cy  0
dx dx

yx m
Substitute
y  mx m 1 into the
DE.
y  m(m  1) x m2
The Auxiliary Equation

am(m  1)  bm  c  0

am  (b  a )m  c  0
2
 Case I- Distinct Real Roots

If m1 , m2 are two distinct real roots

of the auxiliary equation, then the
general solution is

y  c1 x  c2 x .
m1 m2
 Case II- Repeated Real Roots

If m1 , m2 are two repeated real roots

of the auxiliary equation, then the
general solution is

y  c1 x  c2 x ln x.
m1 m1
Case III- Conjugate Complex Roots
If m1    i, m2    i
are two conjugate complex roots of
the auxiliary equation, then the
general solution is
  i   i
y  c1 x  c2 x .
or

y  x [c1 cos( ln x)  c2 sin(  ln x)].
Example

Solve
2
d y dy
x2
2
 2 x  4 y  0.
dx dx
 2
Example d y dy
x2
2
 2 x  4 y  0.
dx dx
a  1, b  2, c  4
The Auxiliary Equation:
am  (b  a )m  c  0
2

1m  (2  1)m  4  0
2

m  3m  4  0
2
Example
m  3m  4  0
2

(m  4)(m  1)  0
m1  4, m2  1
1
y  c1 x  c2 x .
4
Example

Solve
2
d y dy
4x2
2
 8 x  y  0.
dx dx
 2
d y dy
Example 4x 2
 8 x  y  0.
2

dx dx
a  4, b  8, c  1
The Auxiliary Equation:

4m  (8  4)m  1  0
2

4m  4m  1  0
2

(2m  1)  0 2
Example 1 1
m1   , m2  
2 2

y  c1 x  c2 x ln x.
m1 m1

1 1
 
y  c1 x 2
 c2 x 2
ln x
Example

Solve

1
4 x y  17 y  0, y (1)  1, y(1)   .
2

2
 Example 4 x y  17 y  0
2

a  4, b  0, c  17
The Auxiliary Equation

4m  (0  4)m  17  0
2

4m  4m  17  0
2

 (4)  16  4(4)(17)
m
2( 4)
Example  (4)  16  4(4)(17)
m
2(4)
 (4)  16i
m
8
1 1
m1   2i, m2   2i
2 2
 1 1
Example m1   2i, m2   2i
2 2

y  x [c1 cos( ln x)  c2 sin(  ln x)].

1
y  x [c1 cos(2 ln x)  c2 sin( 2 ln x)]
2
 Example 1
y (1)  1, y(1)   .
2
1
y  x [c1 cos(2 ln x)  c2 sin( 2 ln x)]
2

y (1)  1
1
(1) [c1 cos(2 ln(1))  c2 sin( 2 ln(1))]  1
2

c1  1
 1
Example y(1)  
2
1
y  x [c1 cos(2 ln x)  c2 sin( 2 ln x)]
2

1
1 
y  x [c1 cos(2 ln x)  c2 sin( 2 ln x)]
2
2
1
2c1 2c 2
 x [
2
sin( 2 ln x)  cos(2 ln x)]
x x
Example 1
y(1)  
2
1
1 
(1) 2 [c1 cos(2 ln 1)  c2 sin(2 ln 1)]
2
1
2c1 2c2 1
 (1) [ 
2
sin(2 ln 1)  cos(2 ln 1)]  
1 1 2
1 1
  2c2  
2 2
c2  0
Example
1
y  x [c1 cos(2 ln x)  c2 sin( 2 ln x)]
2

The solution is
1
y   x [cos(2 ln x)]
2
Example

Solve

x y  5 x y  7 xy  8 y  0.

3 2
Example
x y  5 x y  7 xy  8 y  0.
3 2

Let the solution be yx m

y  mx m 1

y  m(m  1) x m2

y  m(m  1)(m  2) x m 3

Example
x y  5 x y  7 xy  8 y  0
3 2

m 3 m2
x (m)(m  1)(m  2) x
3
 5 x (m)(m  1) x
2

m 1
 7 xmx  8x  0
m

x [(m)(m  1)(m  2)  5(m)(m  1)

m

 7m  8]  0
Example
x [m  2m  4m  8]  0
m 3 2

0 m  2m  4m  8  0
3 2

(m  2)(m  4)  0
2

m1  2, m2  2i, m3  2i

Example m1  2, m2  2i, m3  2i
The general solution
2
y  c1 x  x [c2 cos(2 ln x)  c3 sin(2 ln x)]
0

2
y  c1 x  c2 cos(2 ln x)  c3 sin( 2 ln x)
NON HOMOGENEOUS

2
d y dy
ax 2
2
 bx  cy  g ( x)
dx dx
where the coefficients a, b, c are
constants.
 NON HOMOGENEOUS
2
d y dy
ax 2
2
 bx  cy  g ( x )
dx dx
The general solution:
y  yc  y p
 y  yc  y p
Find yc by solving the homogeneous DE

Find y p using Variation of Parameters method

 Example
2
d y dy
x2
2
 2x  4 y  x  x .
4 2

dx dx
1
yc  c1 x  c2 x .
4

Find yp
 Example yc  c1 x  c2 x .
4 1

y1  x 4
y2  x 1

4 1
x x
W 3 2   x 2
 4 x 2
 5 x 2
4x x
 Example
2
d y dy
x 2
2
 2x  4 y  x  x .
4 2

dx dx
Standard form
2
d y 2 dy 4
2
  2 y  x 1
2

dx x dx x

f ( x)  x  1
2
 Example
1
y1  x 4
y2  x f ( x)  x 2  1
0 x 1
W1    x  x 1
x 2  1  x 2
1
W  ( x  x ) 1 1 3
u1 
' 1
  ( x  x )
W  5x 2
5
1 1
u1  (ln x  2 )
5 2x
 Example
1
y1  x 4
y2  x f ( x)  x 2  1
x4 0
W2   x6  x4
4 x3 x2 1
W x 6
 x 4
1 4
u2 
' 2
   ( x  x 2
)
W  5x 2
5
5 3
1 x x
u2   (  )
5 5 3
 1
Example y1  x 4
y2  x
5 3
1 1 1 x x
u1  (ln x  2 ) u2   (  )
5 2x 5 5 3
y p  y1u1  y2u2
1 4 x2 x4 x2 
y p   x ln x    
5 2 5 3
1 4 5x 2
x 
4
y p   x ln x   
5 6 5