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14.7: Variation of Parameters

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In this section we give a method called variation of parameters for finding a particular solution of

P0(x)y+P1(x)y+P2(x)y=F(x)

if we know a fundamental set {y1,y2} of solutions of the complementary equation

P0(x)y+P1(x)y+P2(x)y=0.

Having found a particular solution yp by this method, we can write the general solution of Equation ??? as

y=yp+c1y1+c2y2.

Since we need only one nontrivial solution of Equation ??? to find the general solution of Equation ??? by reduction of order, it is natural to ask why we are interested in variation of parameters, which requires two linearly independent solutions of Equation ??? to achieve the same goal. Here’s the answer:

  • If we already know two linearly independent solutions of Equation ??? then variation of parameters will probably be simpler than reduction of order.
  • Variation of parameters generalizes naturally to a method for finding particular solutions of higher order linear equations (Section 9.4) and linear systems of equations (Section 10.7), while reduction of order doesn’t.
  • Variation of parameters is a powerful theoretical tool used by researchers in differential equations. Although a detailed discussion of this is beyond the scope of this book, you can get an idea of what it means from Exercises 5.7.37–5.7.39.

We’ll now derive the method. As usual, we consider solutions of Equation ??? and Equation ??? on an interval (a,b) where P0, P1, P2, and F are continuous and P0 has no zeros. Suppose that {y1,y2} is a fundamental set of solutions of the complementary equation Equation ???. We look for a particular solution of Equation ??? in the form

yp=u1y1+u2y2

where u1 and u2 are functions to be determined so that yp satisfies Equation ???. You may not think this is a good idea, since there are now two unknown functions to be determined, rather than one. However, since u1 and u2 have to satisfy only one condition (that yp is a solution of Equation ???), we can impose a second condition that produces a convenient simplification, as follows.

Differentiating Equation ??? yields

yp=u1y1+u2y2+u1y1+u2y2.

As our second condition on u1 and u2 we require that

u1y1+u2y2=0.

Then Equation ??? becomes

yp=u1y1+u2y2;

that is, Equation ??? permits us to differentiate yp (once!) as if u1 and u2 are constants. Differentiating Equation ??? yields

yp=u1y1+u2y2+u1y1+u2y2.

(There are no terms involving u1 and u2 here, as there would be if we hadn’t required Equation ???.) Substituting Equation ???, Equation ???, and Equation ??? into Equation ??? and collecting the coefficients of u1 and u2 yields

u1(P0y1+P1y1+P2y1)+u2(P0y2+P1y2+P2y2)+P0(u1y1+u2y2)=F.

As in the derivation of the method of reduction of order, the coefficients of u1 and u2 here are both zero because y1 and y2 satisfy the complementary equation. Hence, we can rewrite the last equation as

P0(u1y1+u2y2)=F.

Therefore yp in Equation ??? satisfies Equation ??? if

u1y1+u2y2=0u1y1+u2y2=FP0,

where the first equation is the same as Equation ??? and the second is from Equation ???.

We’ll now show that you can always solve Equation ??? for u1 and u2. (The method that we use here will always work, but simpler methods usually work when you’re dealing with specific equations.) To obtain u1, multiply the first equation in Equation ??? by y2 and the second equation by y2. This yields

u1y1y2+u2y2y2=0u1y1y2+u2y2y2=Fy2P0.

Subtracting the second equation from the first yields

u1(y1y2y1y2)=Fy2P0.

Since {y1,y2} is a fundamental set of solutions of Equation \ref{eq:5.7.2} on (a,b), Theorem 5.1.6 implies that the Wronskian y_1y_2'-y_1'y_2 has no zeros on (a,b). Therefore we can solve Equation \ref{eq:5.7.10} for u_1', to obtain

\label{eq:5.7.11} u_1'=-{Fy_2\over P_0(y_1y_2'-y_1'y_2)}.

We leave it to you to start from Equation \ref{eq:5.7.9} and show by a similar argument that

\label{eq:5.7.12} u_2'={Fy_1\over P_0(y_1y_2'-y_1'y_2)}.

We can now obtain u_1 and u_2 by integrating u_1' and u_2'. The constants of integration can be taken to be zero, since any choice of u_1 and u_2 in Equation \ref{eq:5.7.3} will suffice.

You should not memorize Equation \ref{eq:5.7.11} and Equation \ref{eq:5.7.12}. On the other hand, you don’t want to rederive the whole procedure for every specific problem. We recommend the a compromise:

  1. Write \label{eq:5.7.13} y_p=u_1y_1+u_2y_2 to remind yourself of what you’re doing.
  2. Write the system \label{eq:5.7.14} \begin{array}{rcl} u_1'y_1+u_2'y_2 &= 0 \\ u_1'y_1'+u_2'y_2' &= {F\over P_0} \end{array} for the specific problem you’re trying to solve.
  3. Solve Equation \ref{eq:5.7.14} for u_1' and u_2' by any convenient method.
  4. Obtain u_1 and u_2 by integrating u_1' and u_2', taking the constants of integration to be zero.
  5. Substitute u_1 and u_2 into Equation \ref{eq:5.7.13} to obtain y_p.

Below is a video on using variation of parameters to solve a differential equation.

Below is another video on using variation of parameters to solve a differential equation.

Example 4.7.1

Find a particular solution y_p of

\label{eq:5.7.15} x^2y''-2xy'+2y=x^{9/2},

given that y_1=x and y_2=x^2 are solutions of the complementary equation

x^2y''-2xy'+2y=0. \nonumber

Then find the general solution of Equation \ref{eq:5.7.15}.

Solution

We set

y_p=u_1x+u_2x^2, \nonumber

where

\begin{aligned} u_1'x+\phantom{2}u_2'x^2&=0\\ u_1'\phantom{x}+2u_2'x\phantom{^2}&={x^{9/2}\over x^2}=x^{5/2}.\end{aligned}

From the first equation, u_1'=-u_2'x. Substituting this into the second equation yields u_2'x=x^{5/2}, so u_2'=x^{3/2} and therefore u_1'=-u_2'x=-x^{5/2}. Integrating and taking the constants of integration to be zero yields

u_1=-{2\over7}x^{7/2}\quad \text{and} \quad u_2={2\over5}x^{5/2}. \nonumber

Therefore

y_p=u_1x+u_2x^2 =-{2\over7}x^{7/2}x+{2\over5}x^{5/2}x^2={4\over35}x^{9/2}, \nonumber

and the general solution of Equation \ref{eq:5.7.15} is

y={4\over35}x^{9/2}+c_1x+c_2x^2. \nonumber

Below is a video on using variation of parameters to solve a differential equation.

Example 4.7.2

Find a particular solution y_p of

\label{eq:5.7.16} (x-1)y''-xy'+y=(x-1)^2,

given that y_1=x and y_2=e^x are solutions of the complementary equation

(x-1)y''-xy'+y=0. \nonumber

Then find the general solution of Equation \ref{eq:5.7.16}.

Solution

We set

y_p=u_1x+u_2e^x, \nonumber

where

\begin{aligned} u_1'x+u_2'e^x&=0\\ u_1'\phantom{x}+u_2'e^x&={(x-1)^2\over x-1}=x-1.\end{aligned}

Subtracting the first equation from the second yields -u_1'(x-1)=x-1, so u_1'=-1. From this and the first equation, u_2'=-xe^{-x}u_1'=xe^{-x}. Integrating and taking the constants of integration to be zero yields

u_1=-x \quad \text{and} \quad u_2=-(x+1)e^{-x}. \nonumber

Therefore

y_p=u_1x+u_2e^x =(-x)x+(-(x+1)e^{-x})e^x=-x^2-x-1, \nonumber

so the general solution of Equation \ref{eq:5.7.16} is

\label{eq:5.7.17} y=y_p+c_1x+c_2e^x=-x^2-x-1+c_1x+c_2e^x = -x^2-1+(c_1-1)x+c_2e^x.

However, since c_1 is an arbitrary constant, so is c_1-1; therefore, we improve the appearance of this result by renaming the constant and writing the general solution as

\label{eq:5.7.18} y= -x^2-1+c_1x+c_2e^x.

There’s nothing wrong with leaving the general solution of Equation \ref{eq:5.7.16} in the form Equation \ref{eq:5.7.17}; however, we think you’ll agree that Equation \ref{eq:5.7.18} is preferable. We can also view the transition from Equation \ref{eq:5.7.17} to Equation \ref{eq:5.7.18} differently. In this example the particular solution y_p=-x^2-x-1 contained the term -x, which satisfies the complementary equation. We can drop this term and redefine y_p=-x^2-1, since -x^2-x-1 is a solution of Equation \ref{eq:5.7.16} and x is a solution of the complementary equation; hence, -x^2-1=(-x^2-x-1)+x is also a solution of Equation \ref{eq:5.7.16}. In general, it is always legitimate to drop linear combinations of \{y_1,y_2\} from particular solutions obtained by variation of parameters. (See Exercise 5.7.36 for a general discussion of this question.) We’ll do this in the following examples and in the answers to exercises that ask for a particular solution. Therefore, don’t be concerned if your answer to such an exercise differs from ours only by a solution of the complementary equation.

Below is a video on verifying a solution to a differential equation and then solving it using variation of parameters.

Example 4.7.3

Find a particular solution of

\label{eq:5.7.19} y''+3y'+2y={1\over 1+e^x}.

Then find the general solution.

Solution

The characteristic polynomial of the complementary equation

\label{eq:5.7.20} y''+3y'+2y=0

is p(r)=r^2+3r+2=(r+1)(r+2), so y_1=e^{-x} and y_2=e^{-2x} form a fundamental set of solutions of Equation \ref{eq:5.7.20}. We look for a particular solution of Equation \ref{eq:5.7.19} in the form

y_p=u_1e^{-x}+u_2e^{-2x}, \nonumber

where

\begin{aligned} \phantom{-}u_1'e^{-x}+\phantom{2}u_2'e^{-2x}&=0\\ -u_1'e^{-x}-2u_2'e^{-2x}&={1\over 1+e^x}.\end{aligned}

Adding these two equations yields

-u_2'e^{-2x}={1\over1+e^x},\quad \text{so} \quad u_2'=-{e^{2x}\over 1+e^x}. \nonumber

From the first equation,

u_1'=-u_2'e^{-x}={e^x\over 1+e^x}. \nonumber

Integrating by means of the substitution v=e^x and taking the constants of integration to be zero yields

u_1=\int{e^x\over 1+e^x}\,dx=\int {dv\over 1+v} =\ln(1+v)=\ln(1+e^x) \nonumber

and

\begin{aligned} u_2&=-\int{e^{2x}\over 1+e^x}\,dx=-\int {v\over 1+v}\,dv =\int\left[{1\over 1+v}-1\right]\,dv \\ &=\ln(1+v)-v=\ln(1+e^x)-e^x.\end{aligned}

Therefore

\begin{aligned} y_p&=u_1e^{-x}+u_2e^{-2x}\\ &=[\ln(1+e^x)]e^{-x}+\left[\ln(1+e^x)-e^x\right]e^{-2x},\end{aligned}

so

y_p=\left(e^{-x}+e^{-2x}\right)\ln(1+e^x)-e^{-x}. \nonumber

Since the last term on the right satisfies the complementary equation, we drop it and redefine

y_p=\left(e^{-x}+e^{-2x}\right)\ln(1+e^x). \nonumber

The general solution of Equation \ref{eq:5.7.19} is

y=y_p+c_1e^{-x}+c_2e^{-2x}=\left(e^{-x}+e^{-2x}\right)\ln(1+e^x) +c_1e^{-x}+c_2e^{-2x}. \nonumber

Example 4.7.4

Solve the initial value problem

\label{eq:5.7.21} (x^2-1)y''+4xy'+2y={2\over x+1}, \quad y(0)=-1,\quad y'(0)=-5,

given that

y_1={1\over x-1}\quad\mbox{ and }\quad y_2={1\over x+1} \nonumber

are solutions of the complementary equation

(x^2-1)y''+4xy'+2y=0. \nonumber

Solution

We first use variation of parameters to find a particular solution of

(x^2-1)y''+4xy'+2y={2\over x+1} \nonumber

on (-1,1) in the form

y_p={u_1\over x-1}+{u_2\over x+1}, \nonumber

where

\label{eq:5.7.22}\frac{u_{1}'}{x-1}+\frac{u_{2}'}{x+1}=0

-\frac{u_{1}'}{(x-1)^{2}}-\frac{u_{2}'}{(x+1)^{2}}=\frac{2}{(x+1)(x^{2}-1)}\nonumber

Multiplying the first equation by 1/(x-1) and adding the result to the second equation yields

\label{eq:5.7.23} \left[{1\over x^2-1}-{1\over(x+1)^2}\right]u_2'={2\over(x+1)(x^2-1)}.

Since

\left[{1\over x^2-1}-{1\over(x+1)^2}\right]={(x+1)-(x-1)\over(x+1)(x^2-1)} ={2\over(x+1)(x^2-1)}, \nonumber

Equation \ref{eq:5.7.23} implies that u_2'=1. From Equation \ref{eq:5.7.22},

u_1'=-{x-1\over x+1}u_2'=-{x-1\over x+1}. \nonumber

Integrating and taking the constants of integration to be zero yields

\begin{aligned} u_1&=-\int{x-1\over x+1}\,dx=-\int{x+1-2\over x+1}\,dx \\ &=\int\left[{2\over x+1}-1\right]\,dx=2\ln(x+1)-x\end{aligned}

and

u_2=\int\,dx=x. \nonumber

Therefore

\begin{aligned} y_p&={u_1\over x-1}+{u_2\over x+1}=\left[2\ln(x+1)-x\right]{1\over x-1} +x{1\over x+1} \\ &={2\ln(x+1)\over x-1}+x\left[{1\over x+1}-{1\over x-1}\right] ={2\ln(x+1)\over x-1}-{2x\over(x+1)(x-1)}.\end{aligned}

However, since

{2x\over(x+1)(x-1)}=\left[{1\over x+1}+{1\over x-1}\right] \nonumber

is a solution of the complementary equation, we redefine

y_p={2\ln(x+1)\over x-1}. \nonumber

Therefore the general solution of Equation \ref{eq:5.7.24} is

\label{eq:5.7.24} y={2\ln(x+1)\over x-1}+{c_1\over x-1}+{c_2\over x+1}.

Differentiating this yields

y'={2\over x^2-1}-{2\ln(x+1)\over(x-1)^2}-{c_1\over(x-1)^2}-{c_2\over(x+1)^2}. \nonumber

Setting x=0 in the last two equations and imposing the initial conditions y(0)=-1 and y'(0)=-5 yields the system

\begin{aligned} -c_1+c_2&=-1\phantom{.}\\ -2-c_1-c_2&=-5.\end{aligned}

The solution of this system is c_1=2,\,c_2=1. Substituting these into Equation \ref{eq:5.7.24} yields

\begin{aligned} y&={2\ln(x+1)\over x-1}+{2\over x-1}+{1\over x+1}\\ &={2\ln(x+1)\over x-1}+{3x+1\over x^2-1}\end{aligned}

as the solution of Equation \ref{eq:5.7.21}. Figure 4.7.1 is a graph of the solution.

The graph of the solution which has vertical asymptotes at x=-1 and x=1.
Figure 4.7.1 : y=\frac{2\ln (x+1)}{x-1}+\frac{3x+1}{x^{2}-1}

Below is a video on using variation of parameters to solve a differential equation.

We’ve now considered three methods for solving nonhomogeneous linear equations: undetermined coefficients, reduction of order, and variation of parameters. It’s natural to ask which method is best for a given problem. The method of undetermined coefficients should be used for constant coefficient equations with forcing functions that are linear combinations of polynomials multiplied by functions of the form e^{\alpha x}, e^{\lambda x}\cos \omega x, or e^{\lambda x}\sin \omega x. Although the other two methods can be used to solve such problems, they will be more difficult except in the most trivial cases, because of the integrations involved.

If the equation isn’t a constant coefficient equation or the forcing function isn’t of the form just specified, the method of undetermined coefficients does not apply and the choice is necessarily between the other two methods. The case could be made that reduction of order is better because it requires only one solution of the complementary equation while variation of parameters requires two. However, variation of parameters will probably be easier if you already know a fundamental set of solutions of the complementary equation.


This page titled 14.7: Variation of Parameters is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or curated by William F. Trench.

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