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4.7: Variation of Parameters for Nonhomogeneous Linear Systems

This page is a draft and is under active development. 

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Variation of Parameters for Nonhomogeneous Linear Systems

We now consider the nonhomogeneous linear system

y=A(t)y+f(t),

where A is an n×n matrix function and f is an n-vector forcing function. Associated with this system is the complementary system y=A(t)y.

The next theorem is analogous to Theorems (2.3.2) and (3.1.5). It shows how to find the general solution of y=A(t)y+f(t) if we know a particular solution of y=A(t)y+f(t) and a fundamental set of solutions of the complementary system. We leave the proof as an exercise (Exercise (4.7E.21)).

Theorem 4.7.1

Suppose the n×n matrix function A and the n-vector function f are continuous on (a,b). Let yp be a particular solution of y=A(t)y+f(t) on (a,b), and let {y1,y2,,yn} be a fundamental set of solutions of the complementary equation y=A(t)y on (a,b). Then y is a solution of y=A(t)y+f(t) on (a,b) if and only if

y=yp+c1y1+c2y2++cnyn,

where c1, c2, , cn are constants.

Proof

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Finding a Particular Solution of a Nonhomogeneous System

We now discuss an extension of the method of variation of parameters to linear nonhomogeneous systems. This method will produce a particular solution of a nonhomogenous system y=A(t)y+f(t) provided that we know a fundamental matrix for the complementary system. To derive the method, suppose Y is a fundamental matrix for the complementary system; that is,

Y=[y11y12y1ny21y22y2nyn1yn2ynn],

where

y1=[y11y21yn1],y2=[y12y22yn2],yn=[y1ny2nvnn]

is a fundamental set of solutions of the complementary system. In Section 4.3 we saw that Y=A(t)Y. We seek a particular solution of

y=A(t)y+f(t)

of the form

yp=Yu,

where u is to be determined. Differentiating (???) yields

yp=Yu+Yu=AYu+Yu (since Y=AY)=Ayp+Yu (since Yu=yp).

Comparing this with (???) shows that yp=Yu is a solution of (???) if and only if

Yu=f.

Thus, we can find a particular solution yp by solving this equation for u, integrating to obtain u, and computing Yu. We can take all constants of integration to be zero, since any particular solution will suffice.

Exercise (4.7E.22) sketches a proof that this method is analogous to the method of variation of parameters discussed in Sections 3.4 for scalar linear equations.

Example 4.7.1

(a) Find a particular solution of the system

y=[1221]y+[2e4te4t],

which we considered in Example (4.2.1).

(b)
Find the general solution of (???).

Answer

(a) The complementary system is

y=[1221]y.

The characteristic polynomial of the coefficient matrix is

|1λ22aλ|=(λ+1)(λ3).

Using the method of Section 4.4, we find that

y1=[e3te3t]andy2=[etet]

are linearly independent solutions of (4.7.10). Therefore

Y=[e3tete3tet]

is a fundamental matrix for (4.7.10). We seek a particular solution yp=Yu of (???), where Yu=f; that is,

[e3tete3tet][u1u2]=[2e4te4t].

The determinant of Y is the Wronskian

|e3tete3tet|=2e2t.

By Cramer's rule,

u1=12e2t|2e4tete4tet|=3e3t2e2t=32et,u2=12e2t|e3t2e4te3te4t|=e7t2e2t=12e5t.

Therefore

u=12[3ete5t].

Integrating and taking the constants of integration to be zero yields

u=110[15ete5t],

so

yp=Yu=110[e3tete3tet][15ete5t]=015[8e4t7e4t]

is a particular solution of (???).

(b) From Theorem (4.7.1), the general solution of (???) is

y=yp+c1y1+c2y2=15[8e4t7e4t]+c1[e3te3t]+c2[etet],

which can also be written as

y=15[8e4t7e4t]+[e3tete3tet]c,

where c is an arbitrary constant vector.

Writing (4.7.11) in terms of coordinates yields

y1=85e4t+c1e3t+c2ety2=75e4t+c1e3tc2et,

so our result is consistent with Example (4.2.1).

If A isn't a constant matrix, it's usually difficult to find a fundamental set of solutions for the system y=A(t)y. It is beyond the scope of this text to discuss methods for doing this. Therefore, in the following examples and in the exercises involving systems with variable coefficient matrices we'll provide fundamental matrices for the complementary systems without explaining how they were obtained.

Example 4.7.2

Find a particular solution of

y=[22e2t2e2t4]y+[11],

given that

Y=[e4t1e6te2t]

is a fundamental matrix for the complementary system.

Answer

We seek a particular solution yp=Yu of (???) where Yu=f; that is,

[e4t1e6te2t][u1u2]=[11].

The determinant of Y is the Wronskian

|e4t1e6te2t|=2e6t.

By Cramer's rule,

u1=12e6t|111e2t|=e2t+12e6t=e4t+e6t2u2=12e6t|e4t1e6t1|=e4te6t2e6t=e2t12.

Therefore

u=12[e4t+e6te2t1].

Integrating and taking the constants of integration to be zero yields

u=124[3e4t+2e6t6e2t+12t],

so

yp=Yu=124[e4t1e6te2t][3e4t+2e6t6e2t+12t]=124[4e2t+12t33e2t(4t+1)8]

is a particular solution of (???).

Example 4.7.3

Find a particular solution of

y=2t2[t3t212t]y+t2[11],

given that

Y=[2t3t212t]

is a fundamental matrix for the complementary system on (,0) and (0,).

Answer

We seek a particular solution yp=Yu of (???) where Yu=f; that is,

[2t3t212t][u1u2]=[t2t2].

The determinant of Y is the Wronskian

|2t3t2 12t|=t2.

By Cramer's rule,

u1=1t2|t23t2t22t|=2t33t4t2=2t3t2,u2=1t2|2tt21t2|=2t3t2t2=2t1.

Therefore

u=[2t3t22t1].

Integrating and taking the constants of integration to be zero yields

u=[t2t3t2t],

so

yp=Yu=[2t3t212t][t2t3t2t]=[t3(t1)t2(t1)]

is a particular solution of (???).

Example 4.7.4

(a) Find a particular solution of

y=[211101110]y+[et0et].

(b) Find the general solution of (???).

Answer

(a) The complementary system for (???) is

y=[211101110]y.

The characteristic polynomial of the coefficient matrix is

|2λ111λ111λ|=λ(λ1)2.

Using the method of Section 4.4, we find that

y1=[111],y2=[etet0],andy3=[et0et]

are linearly independent solutions of (4.7.17). Therefore

Y=[1etet1et010et]

is a fundamental matrix for (4.7.17). We seek a particular solution yp=Yu of (???), where
Yu=f; that is,

[1etet1et0e0et][u1u2u3]=[et0et].

The determinant of Y is the Wronskian

|1etet1et010et|=e2t.

Thus, by Cramer's rule,

u1=1e2t|etetet0et0et0et|=e3tete2t=etetu2=1e2t|1etet1001etet|=1e2te2t=1e2tu3=1e2t|1etet1et010et|=e2te2t=1.

Therefore

u=[etet1e2t1].

Integrating and taking the constants of integration to be zero yields

u=[etete2t2+tt],

so

yp=Yu=[1etet1et010et][etete2t2+tt]=[et(2t1)et2et(t1)et2et(t1)et]

is a particular solution of (???).

(b) From Theorem (4.7.1) the general solution of (???) is

y=yp+c1y1+c2y2+c3y3=[et(2t1)et2et(t1)et2et(t1)et]+c1[111]+c2[etet0]+c3[et0et],

which can be written as

y=yp+Yc=[et(2t1)et2et(t1)et2et(t1)et]+[1etet1et010et]c

where c is an arbitrary constant vector.

Example 4.7.5

Find a particular solution of

y=12[3ete2t060e2te3t1]y+[1etet],

given that

Y=[et0e2t0e3te3tet10]

is a fundamental matrix for the complementary system.

Answer

We seek a particular solution of (???) in the form yp=Yu, where Yu=f; that is,

[et0e2t0e3te3tet10][u1u2u3]=[1etet].

The determinant of Y is the Wronskian

|et0e2t0e3te3tet10|=2e4t.

By Cramer's rule,

u1=12e4t|10e2tete3te3tet10|=e4t2e4t=12u2=12e4t|et1e2t0ete3tetet0|=e3t2e4t=12etu3=12e4t|et010e3tetet1et|=e3t2e2t2e4t=2e2tet2

Therefore

u=12[1et2e2tet].

Integrating and taking the constants of integration to be zero yields

u=12[tetete2t],

so

yp=Yu=12[et0e2t0e3te3tet10][tetete2t]=12[et(t+1)1etet(t1)]

is a particular solution of (???).


This page titled 4.7: Variation of Parameters for Nonhomogeneous Linear Systems is shared under a CC BY-NC-SA 4.0 license and was authored, remixed, and/or curated by William F. Trench.

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