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Variation of Parameters
Consider the differential equation
(20.1) y + p(x)y + q(x)y = g(x)
Suppose y1 (x) and y2 (x) are two linearly independent solutions of the homogeneous problem corresponding
to (20.1); i.e., y1 and y2 satisfy
(20.2) y + p(x)y + q(x)y = 0
and
(20.3) W [y1 , y2 ] = 0 .
We seek to determine two function u1 (x) and u2 (x) such that
(20.4) yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x)
is a solution of (20.1). To determine the two functions u1 and u2 uniquely we need to impose two (inde-
pendent) conditions. First, we shall require (20.4) to be a solution of (20.1); and second, we shall require
(20.5) u1 y1 + u2 y2 = 0 .
(This latter condition is imposed not only because we need a second equation, but also make the calculation
a lot easier.)
Differentiating (20.4) yields
(20.6) yp = u1 y1 + u1 y1 + u2 y2 + u2 y2
We now plug (20.4), (20.7), and (20.8) into the original differential equation (20.1).
g (x) = (u1 y1 + u1 y1 + u2 y2 + u2 y2 ) + p(x) (u1 y1 + u2 y2 ) + q(x) (u1 y1 + u2 y2 )
The last two terms vanish since y1 and y2 are solutions of (20.2). We thus have
(20.10) u1 y1 + u2 y2 = 0
(20.11) u1 y1 + u2 y2 = g
We now can now solve this pair of equations for u1 and u2 . The result is
u1 = y1 y y2yg y2 = W [yy12,yg 2 ]
− −
(20.12) 2 1
u2 = y1 y y1 gy y2 = W [yy11g,y2 ] .
−
2 1 −
1
20. VARIATION OF PARAMETERS 2
(Note that division by W (y1 , y2 ) causes no problems since y1 and y2 were chosen such that W (y1 , y2 ) = 0.)
Hence
x y2 (t)g (t)
u1 (x) = −
dt
(20.13) x Wy[1y(1t,y 2 ](t)
)g (t)
u2 (x) = W [y1 ,y2 ](t) dx
and so
x x
y2 (t)g(t) y1 (t)g(t)
(20.14) yp (x) = −y1 (x) dt + y2 (x) dt
W [y1 , y2 ](t) W [y1 , y2 ](t)
is a particular solution of (20.1).
Example 20.1. Find the general solution of
(20.15) y − y − 2 y = 2e
− x
This is a second order linear equation with constant coefficients whose characteristic equation is
(20.17) λ2 − λ − 2 = 0 .
The characteristic equation has two distinct real roots
(20.18) λ = −1, 2
and so the functions
y1 ( x) = e x −
and
(20.21) W [y1 , y2 ](x) = e x 2e2x − −e x e2x = 3ex ,
− −
so
x y2 (t)g(t)
yp (x) = −y1 (x) W [ y1 ,y2 ](t) dt + y2 (x) x Wy[1y(1t,y)g2(](t)t) dt
= −e−x xx e (32eet ) dt + x e2x x e (32eet ) dt
2t −t −t −t
(20.22)
= −e−x 32 dt + e2x 32 e−3t dt
= − 23 xe−x − 29 e−x
The general solution of (20.15) is thus
y(x) = yp (x) + c1 y1 (x) + c2 (x)
(20.23) = − 23 xe−x + c1 − 29 e−x + c2 e2x
= − 23 xe−x + C1 e−x + C2 e2x
where we have absorbed the − 29 in the second line into the arbitrary parameter C1 .