Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
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)
- Page 163 and 164: 155 Theorem 18.2. Euler’s Formula
- Page 165 and 166: 157 For k = 0, 1, 2, . . . , n −
- Page 167 and 168: 159 and its roots are given by The
- Page 169 and 170: 161 The motivation for equation 18.
- Page 171 and 172: Lesson 19 Method of Undetermined Co
- Page 173 and 174: 165 3. If f(t) = e rt and r is a ro
- Page 175 and 176: 167 Example 19.4. Solve ⎫ y ′
- Page 177 and 178: 169 Adding the two equations gives
- Page 179 and 180: Lesson 20 The Wronskian We have see
- Page 181 and 182: 173 Definition 20.1. The Wronskian
- Page 183 and 184: 175 Example 20.3. Show that y = sin
- Page 185 and 186: 177 and therefore the system of equ
- Page 187 and 188: Lesson 21 Reduction of Order The me
- Page 189 and 190: 181 The method of reduction of orde
- Page 191 and 192: 183 Plugging these into Bessel’s
- Page 193 and 194: 185 Example 21.5. Find a second sol
- Page 195 and 196: Lesson 22 Non-homogeneous Equations
- Page 197 and 198: 189 where r 1 and r 2 are the roots
- Page 199 and 200: 191 This is a first order linear eq
- Page 201 and 202: 193 Theorem 22.5. Properties of the
- Page 203 and 204: 195 where (∫ ν(t) = exp ) −r 2
- Page 205 and 206: 197 The characteristic equation is
- Page 207 and 208: Lesson 23 Method of Annihilators In
- Page 209 and 210: 201 Theorem 23.5. (D 2 − 2aD + (a
- Page 211 and 212: 203 The method of annihilators is r
- Page 213: Lesson 24 Variation of Parameters T
- Page 217 and 218: 209 Example 24.3. Solve the initial
- Page 219 and 220: Lesson 25 Harmonic Oscillations If
- Page 221 and 222: 213 It is standard to define a new
- Page 223 and 224: 215 As with the unforced case, we c
- Page 225 and 226: Lesson 26 General Existence Theory*
- Page 227 and 228: 219 In the case just proven, there
- Page 229 and 230: 221 Theorem 26.5. Under the same co
- Page 231 and 232: 223 Since K n /(1 − K) → 0 as n
- Page 233 and 234: 225 for any φ ∈ V. Let g, h be f
- Page 235 and 236: Lesson 27 Higher Order Linear Equat
- Page 237 and 238: 229 L n+1 (e rt y) = e rt a n (D +
- Page 239 and 240: 231 Example 27.2. Find the general
- Page 241 and 242: 233 Differentiating, u ′ (t) = d
- Page 243 and 244: 235 Integrating, − 2K |t − t 0
- Page 245 and 246: 237 a closed form expression for a
- Page 247 and 248: 239 Example 27.6. Find the general
- Page 249 and 250: 241 The characteristic equation is
- Page 251 and 252: 243 The Wronskian In this section w
- Page 253 and 254: 245 Certainly every φ(t) given by
- Page 255 and 256: 247 the differential equation. Over
- Page 257 and 258: 249 By the lemma, to obtain the der
- Page 259 and 260: 251 Example 27.14. Find the general
- Page 261 and 262: 253 So that f(t) = a n (t)y[ (n) +
- Page 263 and 264: Lesson 28 Series Solutions In many
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)