Method of variation of parameters
Consider the following second order non-homogeneous linear equation
d2 y
dy
+ a1
+ a2 y = f (x)
2
dx
dx
(1)
Let y = c1 y1 + c2 y2 , with c1 and c2 as arbitrary constants, be the general solution
of the homogeneous equation
dy
d2 y
+ a1
+ a2 y = 0
2
dx
dx
We assume that
y = C1 y 1 + C2 y 2
(2)
is the general solution of the non-homogeneous equation (1), where C1 and C2 are
functions of x to be so chosen that (1) is satisfied.
Differentiating (2) we get
y = C1 y 1 + C2 y 2 + C1 y 1 + C2 y 2
|
{z
}
(3)
=0
For simplicity, in order to find C1 and C2 we assume that
C1 y 1 + C2 y 2 = 0
(4)
Differentiating (3) again,
y = C1 y 1 + C2 y 2 + C1 y 1 + C2 y 2
(5)
Substituting y, y and y in (1) we get
C1 y1 + a1 y1 + a2 y1 + C2 y2 + a1 y2 + a2 y2 + C1 y1 + C2 y2 = f (x)
=
C1 y1 + C2 y2 = f (x)
Solving the equations (4) and (6):
0
f (x)
C1 =
y1
y
1
y2
y2
y f (x)
= 2
W
y2
y2
1
(6)
Here W is called Wronskian. It is non-zero because y1 and y2 are linearly independent. Similarly
y1
0
y f (x)
y f (x)
1
= 1
C2 =
y1 y2
W
y y
1
2
After integrating:
C1 =
y2 f (x)
dx + d1
and C2 =
y1 f (x)
dx + d2
W
Hence the general solution of the non-homogeneous equation
y = d1 y1 + d2 y2 + y1
y2 f (x)
dx + y2
W
y1 f (x)
dx
W
Example: Apply the method of variation of parameters to solve
d2 y
2
y =
2
dx
1 + ex
(7)
Solution:
C.F. = c1 ex + c2 ex
Let y = C1 ex + C2 ex be the general solution of the given equation.
y = C1 ex C2 ex + C1 ex + C2 ex
|
{z
}
=0
y = C1 ex + C2 ex + C1 ex C2 ex
Substituting in (7)
C1 ex C2 ex =
The Wronskian
Hence
2
1 + ex
x
e
ex
W = x
= 2
e ex
Z
Z
1
2
ex
x
C1 =
e
dx + d1 =
dx + d1
2
1 + ex
1 + ex
Substitute ex = z ex dx = dz
Z
Z
1
1
1
1
C1 =
dz
+
d
=
+
dz + d1
1
z 2 (1 + z)
z2 z 1 + z
2
1
C1 = ln z + ln(1 + z) + d1 = ex x + ln(1 + ex ) + d1
z
Similarly
Z
2
1
ex
dx + d1 = ln(1 + ex ) + d2
C2 =
2
1 + ex
The general solution of the differential equation
y = d1 ex + d2 ex 1 xex + (ex ex ) ln(1 + ex )