Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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206 LESSON 24. VARIATION OF PARAMETERS If we now make the totally arbitrary assumption that then and therefore From equation (24.4) u ′ y 1 + v ′ y 2 = 0 (24.6) y ′ P = uy ′ 1 + vy ′ 2 (24.7) y ′′ P = u ′ y ′ 1 + uy ′′ 1 + v ′ y ′ 2 + vy ′′ 2 (24.8) f(t) = a(t)(u ′ y ′ 1 + uy ′′ 1 + v ′ y ′ 2 + vy ′′ 2 ) + b(t) (uy ′ 1 + vy ′ 2) + c(t) (uy 1 + vy 2 ) (24.9) = a(t) (u ′ y ′ 1 + v ′ y ′ 2) + u [a(t)y ′′ 1 + b(t)y ′ 1 + c(t)y 1 ] + v[a(t)y ′′ 2 + b(t)y ′ 2 + c(t)y 2 ] (24.10) = a(t)(u ′ y ′ 1 + v ′ y ′ 2) (24.11) Combining equations (24.6) and (24.11) in matrix form ( y1 y 2 ) ( ) ( u ′ v ′ = 0 f(t)/a(t) ) (24.12) y 1 ′ y 2 ′ The matrix on the left hand side of equation (24.12) is the Wronskian, which we know is nonsingular, and hence invertible, because y 1 and y 2 form a fundamental set of solutions to a differential equation. Hence ( u ′ v ′ ) = = = where W (t) = y 1 y ′ 2 − y 2 y ′ 1. Hence ( ) −1 ( ) y1 y 2 0 y 1 ′ ( y 2 ′ f(t)/a(t) ) ( ) 1 y ′ 2 −y 2 0 W (t) ( −y 1 ′ y 1 ) f(t)/a(t) 1 −y2 f(t)/a(t) W (t) y 1 f(t)/a(t) du dt = −y 2f(t) a(t)W (t) dv dt = y 1f(t) a(t)W (t) (24.13) (24.14) (24.15) Integrating each of these equations, ∫ y2 (t)f(t) u(t) = − dt (24.16) a(t)W (t) ∫ y1 (t)f(t) v(t) = dt (24.17) a(t)W (t)

207 Substituting into equation (24.3) y P = −y 1 ∫ ∫ y 2 f(t) a(t)W (t) dt + y 2 y 1 f(t) dt (24.18) a(t)W (t) which is the basic equation of the method of variation of parameters. It is usually easier to reproduce the derivation, however, then it is to remember the solution. This is illustrated in the following examples. Example 24.1. Find the general solution to y ′′ − 5y ′ + 6y = e t The characteristic polynomial r 2 − 5r + 6 = (r − 3)(r − 2) = 0, hence a fundamental set of solutions is y 1 = e 3t , y 2 = e 2t . The Wronskian is ∣ W (t) = e 3t e 2t ∣∣∣ ∣ 3e 3t 2e 2t = −e 5t (24.19) Since f(t) = e t and a(t) = 1, ∫ e y P = − e 3t 2t e t ∫ e 3t −e 5t dt + e t e2t dt (24.20) −e5t ∫ ∫ =e 3t e −2t dt − e 2t e −t dt (24.21) = − 1 2 et + e t = 1 2 et (24.22) (We ignore any constants of integration in this method). Thus the general solution is y = y P + y H = 1 2 et + C 1 e 3t + C 2 e 2t (24.23) Example 24.2. Find a particular solution to y ′′ −5y ′ +6y = t by repeating the steps in the derivation of (24.18) rather than plugging in the general formula. From the previous example we have homogeneous solutions y 1 = e 3t and y 2 = e 2t . Therefore we look for a solution of the form Differentiating, y = u(t)e 3t + v(t)e 2t (24.24) y ′ = u ′ (t)e 3t + 3u(t)e 3t + v ′ (t)e 2t + 2v(t)e 2t (24.25) Assuming that the sum of the terms with the derivatives of u and v is zero, u ′ (t)e 3t + v ′ (t)e 2t = 0 (24.26)

206 LESSON 24. VARIATION OF PARAMETERS<br />

If we now make the totally arbitrary assumption that<br />

then<br />

and therefore<br />

From equation (24.4)<br />

u ′ y 1 + v ′ y 2 = 0 (24.6)<br />

y ′ P = uy ′ 1 + vy ′ 2 (24.7)<br />

y ′′<br />

P = u ′ y ′ 1 + uy ′′<br />

1 + v ′ y ′ 2 + vy ′′<br />

2 (24.8)<br />

f(t) = a(t)(u ′ y ′ 1 + uy ′′<br />

1 + v ′ y ′ 2 + vy ′′<br />

2 )<br />

+ b(t) (uy ′ 1 + vy ′ 2) + c(t) (uy 1 + vy 2 ) (24.9)<br />

= a(t) (u ′ y ′ 1 + v ′ y ′ 2) + u [a(t)y ′′<br />

1 + b(t)y ′ 1 + c(t)y 1 ]<br />

+ v[a(t)y ′′<br />

2 + b(t)y ′ 2 + c(t)y 2 ] (24.10)<br />

= a(t)(u ′ y ′ 1 + v ′ y ′ 2) (24.11)<br />

Comb<strong>in</strong><strong>in</strong>g equations (24.6) and (24.11) <strong>in</strong> matrix form<br />

(<br />

y1 y 2<br />

) ( ) (<br />

u<br />

′<br />

v ′ =<br />

0<br />

f(t)/a(t)<br />

)<br />

(24.12)<br />

y 1 ′ y 2<br />

′<br />

The matrix on the left hand side of equation (24.12) is the Wronskian,<br />

which we know is nons<strong>in</strong>gular, and hence <strong>in</strong>vertible, because y 1 and y 2<br />

form a fundamental set of solutions to a differential equation. Hence<br />

( u<br />

′<br />

v ′ )<br />

=<br />

=<br />

=<br />

where W (t) = y 1 y ′ 2 − y 2 y ′ 1. Hence<br />

( ) −1 ( )<br />

y1 y 2<br />

0<br />

y 1 ′ (<br />

y 2<br />

′ f(t)/a(t)<br />

) ( )<br />

1 y<br />

′<br />

2 −y 2 0<br />

W (t) ( −y 1 ′ y 1 ) f(t)/a(t)<br />

1 −y2 f(t)/a(t)<br />

W (t) y 1 f(t)/a(t)<br />

du<br />

dt = −y 2f(t)<br />

a(t)W (t)<br />

dv<br />

dt = y 1f(t)<br />

a(t)W (t)<br />

(24.13)<br />

(24.14)<br />

(24.15)<br />

Integrat<strong>in</strong>g each of these equations,<br />

∫<br />

y2 (t)f(t)<br />

u(t) = −<br />

dt (24.16)<br />

a(t)W (t)<br />

∫<br />

y1 (t)f(t)<br />

v(t) =<br />

dt (24.17)<br />

a(t)W (t)

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