Day 23

MATH24-1 (Differential Equations)

Ch 4.4 The Method of Variation of Parameters;

Higher Order (Page 241-247)
Elementary Differential Equations and Boundary Value Problems, 10th edition, by
William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.
• The variation of parameters method can be used to find a
particular solution of the nonhomogeneous nth order linear
differential equation
L y   y ( n )  p1 (t ) y ( n 1)    pn 1 (t ) y  pn (t ) y  g (t ),
provided g is continuous.
• As with 2nd order equations, begin by assuming y1, y2, …, yn
are fundamental solutions to homogeneous equation.
• Next, assume the particular solution Y has the form
Y (t )  u1 (t ) y1 (t )  u2 (t ) y2 (t )    un (t ) yn (t )
where u1, u2,…, un are functions to be solved for.
• In order to find these n functions, we need n equations.
 Variation of Parameters Derivation (2 of 5)

• First, consider the derivatives of Y:

Y   u1 y1  u2 y2    un yn   u1 y1  u2 y2    un yn 
• If we require
u1 y1  u2 y2    un yn  0
then
Y   u1 y1  u2 y2    un yn   u1 y1  u2 y2    un yn 
• Thus we next require
u1 y1  u2 y2    un yn  0
• Continuing in this way, we require
u1 y1( k 1)  u2 y (2k 1)    un y (nk 1)  0, k  1,, n 1
and hence
Y ( k )  u1 y1( k )    un yn( k ) , k  0,1,, n  1
 Variation of Parameters Derivation (3 of 5)

• From the previous slide,

Y ( k )  u1 y1( k )    un yn( k ) , k  0,1,, n  1

• Finally,
  
Y ( n )  u1 y1( n 1)    un yn( n 1)  u1 y1( n )    un yn( n ) 
• Next, substitute these derivatives into our equation
y ( n )  p1 (t ) y ( n 1)    pn 1 (t ) y  pn (t ) y  g (t )
• Recalling that y1, y2, …, yn are solutions to homogeneous
equation, and after rearranging terms, we obtain
u1 y1( n 1)    un yn( n 1)  g
 Variation of Parameters Derivation (4 of 5)

• The n equations needed in order to find the n functions

u1, u2,…, un are
u1 y1    un y1  0
u1 y1    un yn  0

u1 y1( n 1)    un yn( n 1)  g
• Using Cramer’s Rule, for each k = 1, …, n,
g (t )Wk (t )
uk (t )  , where W (t )  W ( y1 ,, yn )(t )
W (t )
and Wk is determinant obtained by replacing kth column of
W with (0, 0, …, 1).
 Variation of Parameters Derivation (5 of 5)

• From the previous slide,

g (t )Wk (t )
uk (t )  , k  1,, n
W (t )
• Integrate to obtain u1, u2,…, un:
t g ( s)Wk ( s)
uk (t )   ds, k  1,, n
t0 W ( s)
• Thus, a particular solution Y is given by
 t g ( s)Wk ( s) 
n
Y (t )    ds  yk (t )
k 1  W ( s) 
t0

where t0 is arbitrary.
 Example 1 (1 of 3)

• Consider the equation below, along with the given solutions

of corresponding homogeneous solutions y1, y2, y3:
y  y  y  y  g (t ), y1 (t )  et , y2 (t )  tet , y3 (t )  e t
• Then a particular solution of this ODE is given by
3
 t e 2 sWk ( s) 
Y (t )    ds  yk (t )
k 1  
t0 W ( s )

• It can be shown that

et tet e t
W (t )  et t  1et  e t  4e t
et t  2et e t
 Example 1 (2 of 3)

• Also,
0 tet e t
W1 (t )  0 t  1et  e t  2t  1
1 t  2et e t
et 0 e t
W2 (t )  et 0  e t  2
et 1 e t
et tet 0
W3 (t )  et t  1et 0  et
et t  2et 1
 Example 1 (3 of 3)

• Thus a particular solution in integral form is

3
 t g ( s)Wk ( s) 
Y (t )    ds  yk (t )
k 1  W ( s) 
t0

t g ( s ) 2 s  1
2s
t g ( s)2 t g ( s )e
 et  s
ds  te t
 s
ds  e t
 s
ds
t0 4e t 0 4e t 0 4e
 
  e  1  2(t  s)   e (t  s ) g ( s)ds
1 t t s
4 t0
 Examples
In each of Problems 7 and 8, find the general solution of the
given differential equation. Leave your answers in terms of
one or more integrals.
8/244) y‴ − y′ = csc t, 0 < t < π

In each of Problems 9 through 12, find the solution of the

given initial value problem. Then plot a graph of the solution.
9/244) y‴ + y′ = sec t; y(0) = 2, y′(0) = 1, y″(0) = −2