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Boyce & DiPrima ODEs 10e: Section 2.

1 - Problem 38 Page 1 of 3

Problem 38
Variation of Parameters. Consider the following method of solving the general linear equation
of first order:
y 0 + p(t)y = g(t). (i)
(a) If g(t) = 0 for all t, show that the solution is
 ˆ 
y = A exp − p(t) dt , (ii)

where A is a constant.

(b) If g(t) is not everywhere zero, assume that the solution of Eq. (i) is of the form
 ˆ 
y = A(t) exp − p(t) dt , (iii)

where A is now a function of t. By substituting for y in the given differential equation, show
that A(t) must satisfy the condition
ˆ 
0
A (t) = g(t) exp p(t) dt . (iv)

(c) Find A(t) from Eq. (iv). Then substitute for A(t) in Eq. (iii) and determine y. Verify that
the solution obtained in this manner agrees with that of Eq. (33) in the text. This
technique is known as the method of variation of parameters; it is discussed in detail in
Section 3.6 in connection with second order linear equations.

Solution

Part (a)

Suppose that g(t) = 0. Then equation (i) reduces to

y 0 + p(t)y = 0.

Divide both sides by y


y0
+ p(t) = 0
y
and bring p(t) to the right side.
y0
= −p(t)
y
The left side can be written as d/dt(ln |y|) by the chain rule. The absolute value sign is included
because the argument of the logarithm cannot be negative.
d
(ln |y|) = −p(t)
dt
Integrate both sides with respect to t.
ˆ t
ln |y| = [−p(s)] ds + C

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Boyce & DiPrima ODEs 10e: Section 2.1 - Problem 38 Page 2 of 3

Exponentiate both sides.


 ˆ t 
|y| = exp − p(s) ds + C
 ˆ t 
C
= e exp − p(s) ds

Introduce ± on the right side to remove the absolute value sign.


 ˆ t 
C
y(t) = ±e exp − p(s) ds

Therefore, using a new constant A for ±eC ,


 ˆ t 
y(t) = A exp − p(s) ds .

Part (b)

To solve the ODE for the case that g(t) is nonzero, allow the parameter A to vary.
 ˆ t 
y(t) = A(t) exp − p(s) ds

Substitute this formula into equation (i) to obtain an ODE for A(t).
  ˆ t 0   ˆ t 
y 0 + p(t)y = g(t) → A(t) exp − p(s) ds + p(t) A(t) exp − p(s) ds = g(t)

Use the product rule to expand the left side.


 ˆ t   ˆ t   ˆ t 
0 d
A (t) exp − p(s) ds + A(t) exp − p(s) ds − p(s) ds
dt
 ˆ t 
+ p(t)A(t) exp − p(s) ds = g(t)

 ˆ t   ˆ t  (  ˆ t  
0 ((((  
A (t) exp − p(s) ds + A(t) exp − p(s) ds [−p(t)] + p(t)A(t) exp − p(s) ds = g(t)
( ( ( ( 
(((  
((( 
h´ i
t
Multiply both sides by exp p(s) ds to solve for A0 (t).
ˆ t 
0
A (t) = g(t) exp p(s) ds

Part (c)

Integrate both sides with respect to t to get A(t).


ˆ t ˆ r 
A(t) = g(r) exp p(s) ds dr + C1

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Boyce & DiPrima ODEs 10e: Section 2.1 - Problem 38 Page 3 of 3

Now substitute this result into equation (iii).


 ˆ t 
y(t) = A(t) exp − p(s) ds
1
= h´ i A(t)
t
exp p(s) ds
ˆ t ˆ r  
1
= h´ i g(r) exp p(s) ds dr + C1
t
exp p(s) ds

This is essentially equation (33) in the text,


ˆ t 
1
y(t) = µ(s)g(s) ds + c , (33)
µ(t) t0

considering that ˆ t 
µ(t) = exp p(s) ds .

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