Math 2.0

Ordinary differential equations Elementary methods of solution Concept

Variation of parameters

Builds on Linear differential equation of order nFundamental system of solutionsWronskianGeneral solution of an inhomogeneous linear equation

Summary

Variation of parameters is a method to find a particular solution of an inhomogeneous linear equation from a fundamental system of the homogeneous equation. Let p,q,fp, q, f be continuous on an open interval II. Let (y1,y2)(y_1, y_2) be a fundamental system of y′′+py′+qy=0y'' + p y' + q y = 0 on II, with Wronskian WW. One looks for y=u1y1+u2y2y = u_1 y_1 + u_2 y_2 with the extra condition u1′y1+u2′y2=0u_1' y_1 + u_2' y_2 = 0. Then the equation y′′+py′+qy=fy'' + p y' + q y = f becomes u1′y1′+u2′y2′=fu_1' y_1' + u_2' y_2' = f. This linear system gives u1′=−y2f/Wu_1' = -y_2 f / W and u2′=y1f/Wu_2' = y_1 f / W, so a particular solution is yp=−y1∫y2fW dx+y2∫y1fW dx.y_p = -y_1 \int \frac{y_2 f}{W}\, dx + y_2 \int \frac{y_1 f}{W}\, dx.

Remarks

The method works for each continuous right side, unlike the method of undetermined coefficients. Example: for y′′+y=tan⁡xy'' + y = \tan x on (−π/2,π/2)(-\pi/2, \pi/2), with y1=cos⁡xy_1 = \cos x, y2=sin⁡xy_2 = \sin x and W=1W = 1, one gets yp=−cos⁡xln⁡(sec⁡x+tan⁡x)y_p = -\cos x \ln\left(\sec x + \tan x\right). For first-order systems, the same idea gives the variation of constants formula.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Wronskian definition
  5. Ordinary differential equation definition
  6. Order of a differential equation definition
  7. Linear differential equation of order n definition
  8. Homogeneous linear equation definition
  9. Superposition principle statement
  10. Solution space of a homogeneous linear equation has dimension n statement
  11. Fundamental system of solutions definition
  12. General solution of an inhomogeneous linear equation statement
  13. Variation of parameters concept

Where this leads

4 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Variation_of_parameters, General second-order equation
About this page
Tag0Y6TH5PQVS
URIm2://0Y6TH5PQVS
Aliasesvariation-of-constants
Kindconcept
WritingW1 stated
MSC34A30
UsesLinear differential equation of order n, Fundamental system of solutions, Wronskian, General solution of an inhomogeneous linear equation
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