e’re going to derive the formula for variation of parameters. We’ll start off by acknowledging that the complementary solution to(1)is
Remember as well that this is the general solution to the homogeneous differential equation.
/ (2)Also recall that in order to write down the complementary solution we know thaty1(t)andy2(t)are a fundamental set of solutions.
What we’re going to do is see if we can find a pair of functions,u1(t)andu2(t)so that
will be a solution to(1). We have two unknowns here and so we’ll need two equations eventually. One equation is easy. Our proposed solution must satisfy the differential equation, so we’ll get the first equation by plugging our proposed solution into(1). The second equation can come from a variety of places. We are going to get our second equation simply by making an assumption that will make our work easier. We’ll say more about this shortly.
So, let’s start. If we’re going to plug our proposed solution into the differential equation we’re going to need some derivatives so let’s get those. The first derivative is
Here’s the assumption. Simply to make the first derivative easier to deal with we are going to assume that whateveru1(t)andu2(t)are they will satisfy the following.
/ (3)Now, there is no reason ahead of time to believe that this can be done. However, we will see that this will work out. We simply make this assumption on the hope that it won’t cause problems down the road and to make the first derivative easier so don’t get excited about it.
With this assumption the first derivative becomes.
The second derivative is then,
Plug the solution and its derivatives into(1).
Rearranging a little gives the following.
Now, bothy1(t)andy2(t)are solutions to(2)and so the second and third terms are zero. Acknowledging this and rearranging a little gives us,
/ (4)We’ve almost got the two equations that we need. Before proceeding we’re going to go back and make a further assumption. The last equation,(4), is actually the one that we want, however, in order to make things simpler for us we are going to assume that the functionp(t) = 1.
In other words, we are going to go back and start working with the differential equation,
If the coefficient of the second derivative isn’t one divide it out so that it becomes a one. The formula that we’re going to be getting will assume this! Upon doing this the two equations that we want so solve for the unknown functions are
/ (5)/ (6)
Note that in this system we know the two solutions and so the only two unknowns here areand. Solving this system is actually quite simple. First, solve(5)forand plug this into(6)and do some simplification.
/ (7)/ (8)
So, we now have an expression for. Plugging this into(7)will give us an expression for.
/ (9)Next, let’s notice that
Recall thaty1(t)andy2(t)are a fundamental set of solutions and so we know that the Wronskian won’t be zero!
Finally, all that we need to do is integrate(8)and(9)in order to determine whatu1(t)andu2(t)are. Doing this gives,
So, provided we can do these integrals, a particular solution to the differential equation is
So, let’s summarize up what we’ve determined here.
Variation of Parameters
Consider the differential equation,Assume thaty1(t)andy2(t)are a fundamental set of solutions for
Then a particular solution to the nonhomogeneous differential equation is,
Depending on the person and the problem, some will find the formula easier to memorize and use, while others will find the process used to get the formula easier. The examples in this section will be done using the formula.
Before proceeding with a couple of examples let’s first address the issues involving the constants of integration that will arise out of the integrals. Putting in the constants of integration will give the following.
The final quantity in the parenthesis is nothing more than the complementary solution withc1= -candc2= kand we know that if we plug this into the differential equation it will simplify out to zero since it is the solution to the homogeneous differential equation. In other words, these terms add nothing to the particular solution and so we will go ahead and assume thatc= 0 andk= 0 in all the examples.
One final note before we proceed with examples. Do not worry about which of your two solutions in the complementary solution isy1(t)and which one isy2(t). It doesn’t matter. You will get the same answer no matter which one you choose to bey1(t)and which one you choose to bey2(t).
Let’s work a couple of examples now.
Example 1 Find a general solution to the following differential equation.Solution
First, since the formula for variation of parameters requires a coefficient of a one in front of the second derivative let’s take care of that before we forget. The differential equation that we’ll actually be solving is
We’ll leave it to you to verify that the complementary solution for this differential equation is
So, we have
The Wronskian of these two functions is
The particular solution is then,
The general solution is,
Example 2 Find a general solution to the following differential equation.
Solution
We first need the complementary solution for this differential equation. We’ll leave it to you to verify that the complementary solution is,
So, we have
The Wronskian of these two functions is
The particular solution is then,
The general solution is,
This method can also be used on non-constant coefficient differential equations, provided we know a fundamental set of solutions for the associated homogeneous differential equation.
Example 3 Find the general solution togiven that
form a fundamental set of solutions for the homogeneous differential equation.
Solution
As with the first example, we first need to divide out by at.
The Wronskian for the fundamental set of solutions is
The particular solution is.
The general solution for this differential equation is.
We need to address one more topic about the solution to the previous example. The solution can be simplified down somewhat if we do the following.
Now, sinceis an unknown constant subtracting 2 from it won’t change that fact. So we can just write theasand be done with it. Here is a simplified version of the solution for this example.