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Variation of Parameters in ODEs

This document provides an overview of the method of variation of parameters for solving non-homogeneous ordinary differential equations (ODEs). [1] It discusses constructing a particular solution using N functions that satisfy imposed conditions, resulting in N simultaneous linear equations. [2] Cramer's rule is then used to solve for the derivatives of the N functions, allowing the determination of a particular solution. [3] An example exercise demonstrates applying the method to find a general solution for a third order non-homogeneous ODE.

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72 views8 pages

Variation of Parameters in ODEs

This document provides an overview of the method of variation of parameters for solving non-homogeneous ordinary differential equations (ODEs). [1] It discusses constructing a particular solution using N functions that satisfy imposed conditions, resulting in N simultaneous linear equations. [2] Cramer's rule is then used to solve for the derivatives of the N functions, allowing the determination of a particular solution. [3] An example exercise demonstrates applying the method to find a general solution for a third order non-homogeneous ODE.

Uploaded by

kahramanenesmert16
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We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

ORDINARY DIFFERENTIAL EQUATIONS

LECTURE 16

Instructor: Assoc. Prof. Dr. M. Emre ÇEK

E-mail: [email protected]
Tel: +90 0232 301 7683

Office hour: Wednesday 13:00 – 13:45


Method of Variation of Parameters
Let 𝑎, 𝑏 ⊆ ℝ be an open interval in ℝ;
𝑥 be an independent variable between 𝑎, 𝑏 ; 𝑦 𝑥 be a function of 𝑥.
Let 𝐿 be a differential operator of the order 𝑁 defined as
𝑁 𝑁−1
𝐿 𝑦 =𝑦 𝑥 + 𝑝1 𝑥 𝑦 𝑥 + ⋯ + 𝑝𝑁−1 𝑥 𝑦 ′ 𝑥 + 𝑝𝑁 𝑥 𝑦 𝑥 ,
where 𝑝1 𝑥 , 𝑝2 𝑥 , … , 𝑝𝑁 𝑥 are given continuous functions;
Consider the non-homogeneous ODE of the order 𝑁,
𝐿 𝑦 =𝑔 𝑥 , 𝑥 ∈ 𝑎, 𝑏 (1)
and the homogeneous equation corresponding to (1)
𝐿 𝑦 = 0, 𝑥 ∈ 𝑎, 𝑏 , (2)

2
Constructing Solution for Non-homogeneous ODE - Variation of
Parameters
Suppose that fundamental set of solutions are found to be

𝑦1 𝑥 , 𝑦2 𝑥 , … , 𝑦𝑁 𝑥
from the homogeneous equation (2). Then a general solution of (2) is
given by

𝑦ℎ 𝑥 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑁 𝑦𝑁 𝑥 , (3)

The method of variation of parameters consists of determining a


particular solution 𝑌 𝑥 of (1) from 𝑁 functions

𝑢1 𝑥 , 𝑢2 𝑥 , … , 𝑢𝑁 𝑥
such that 𝑌 𝑥 is expressed in the form

𝑌 𝑥 = 𝑢1 𝑥 𝑦1 𝑥 + 𝑢2 𝑥 𝑦2 𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 (4)

3
Constructing Solution for Non-homogeneous ODE - Variation of
Parameters

The imposed condition on 𝑢𝑗 𝑥 , 𝑗 = 1,2, … , 𝑁 are that

𝑚 −1 𝑚 −1 𝑚 −1
𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 ′
𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 = 0. (5)

𝑚 = 1,2, … , 𝑁 − 1

4
Constructing Solution for Non-homogeneous ODE - Variation of
Parameters
Theoretical Exercise: Show that under conditions (5) the following equalities
are found:
𝑚 𝑚 𝑚 𝑚
𝑌 𝑥 = 𝑢1 𝑥 𝑦1 𝑥 + 𝑢2 𝑥 𝑦2 𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 , (6)
𝑚 = 0,1,2, … , 𝑁 − 1;

𝑁 𝑁 𝑁 𝑁
𝑌 𝑥 = 𝑢1 𝑥 𝑦1 𝑥 + 𝑢2 𝑥 𝑦2 𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥
𝑁−1 𝑁−1 𝑁−1
+ 𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 ′
𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥

(7)
𝑁−1 𝑁−1 𝑁−1
𝐿 𝑌 = 𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 ′
𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 (8)

5
Constructing Solution for Non-homogeneous ODE - Variation of
Parameters
The imposed condition is that 𝑌 𝑥 is a solution of (1). It is obtained from
(8)
𝑁−1 𝑁−1 𝑁−1
𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 ′
𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 = 𝑔 𝑥 . (9)
Equation (9) together with 𝑁 − 1 equations (5), yield 𝑁 simultaneous
linear equations for 𝑢1′ 𝑥 , 𝑢2′ 𝑥 , … , 𝑢𝑁
′
𝑥 :
𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 𝑥 + ⋯ + 𝑢𝑁
′
𝑥 𝑦𝑁 𝑥 = 0,
𝑢1′ 𝑥 𝑦1′ 𝑥 + 𝑢2′ 𝑥 𝑦2′ 𝑥 + ⋯ + 𝑢𝑁
′
𝑥 𝑦𝑁′ 𝑥 = 0,
..............................................................
𝑁−2 𝑁−2 𝑁−2
𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 ′
𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 =0
𝑁−1 𝑁−1 𝑁−1
𝑢1′ 𝑥 𝑦1 𝑥 + 𝑢2′ 𝑥 𝑦2 ′
𝑥 + ⋯ + 𝑢𝑁 𝑥 𝑦𝑁 𝑥 =𝑔 𝑥 .

6
Variation of Parameters
The determinant of the system is nonzero for each value of 𝑥 since it
denotes to Wronskian 𝑊 𝑥 = 𝑊 𝑦1 , 𝑦2 , … , 𝑦𝑁 𝑥 .
Using Cramer’s rule, we have
′ 𝑊𝑚 𝑥
𝑢𝑚 𝑥 = , 𝑚 = 1,2, … , 𝑁. (10)
𝑊 𝑥

Note that 𝑊𝑚 𝑥 is the determinant obtained from 𝑊 𝑥 by replacing


𝑇
𝑚th column by 0, 0, … , 𝑔 𝑥 .
Particular solution of (1) is given by
𝑁 𝑥 𝑊𝑚 𝑧
𝑌 𝑥 = 𝑚 =1 𝑦𝑚 𝑥 𝑥0 𝑊 𝑧
𝑑𝑧 (11)

where 𝑥0 is arbitrary.

7
Variation of Parameters: Exercise
Exercise: Let 𝑔 𝑥 be a given continuous function. Find a general solution
of the following equation

𝑦 ′′′ 𝑥 + 𝑦′ 𝑥 = 𝑔 𝑥 , 𝑥 ∈ −∞, +∞ . (12)

Answer:

A general solution of (12) is given by


𝑥
𝑦 𝑥 = 𝑐1 + 𝑐2 cos 𝑥 + 𝑐3 sin 𝑥 + 𝑥0
𝑔 𝑧 1 − cos 𝑥 − 𝑧 𝑑𝑧.

where 𝑐1 , 𝑐2 , 𝑐3 are given arbitrary constants.

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