21.04.2015 Views

Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Lesson 24<br />

Variation of Parameters<br />

The method of variation of parameters gives an explicit formula for<br />

a particular solution to a l<strong>in</strong>ear differential equation once all of the homogeneous<br />

solutions are known. The particular solution is a pseudo-l<strong>in</strong>ear<br />

comb<strong>in</strong>ation of the homogeneous equation. By a pseudo-l<strong>in</strong>ear comb<strong>in</strong>ation<br />

we mean an expression that has the same form as a l<strong>in</strong>ear comb<strong>in</strong>ation,<br />

but the constants are allowed to depend on t:<br />

y P = u 1 (t)y 1 + u 2 (t)y 2 (24.1)<br />

where u 1 (t) and u ( t) are unknown functions of t that are treated as parameters.<br />

The name of the method comes from the fact that the parameters<br />

(the functions u 1 and u 2 <strong>in</strong> the l<strong>in</strong>ear comb<strong>in</strong>ation) are allowed to vary.<br />

For the method of variation of parameters to work we must already know<br />

two l<strong>in</strong>early <strong>in</strong>dependent solutions to the homogeneous equations<br />

Suppose that y 1 (t) and y 2 (t) are l<strong>in</strong>early <strong>in</strong>dependent solutions of<br />

a(t)y ′′ + b(t)y ′ + c(t)y = 0 (24.2)<br />

The idea is to look for a pair of functions u(t) and v(t) that will make<br />

a solution of<br />

Differentiat<strong>in</strong>g equation (24.3)<br />

y P = u(t)y 1 + v(t)y 2 (24.3)<br />

a(t)y ′′ + b(t)y ′ + c(t)y = f(t). (24.4)<br />

y ′ P = u ′ y 1 + uy ′ 1 + v ′ y 2 + vy ′ 2 (24.5)<br />

205

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!