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• Many examples here are taken from the textbook. The first number in () refers to the problem number
in the UA Custom edition, the second number in () refers to the problem number in the 8th edition.
0. Review
• The method of undetermined coefficients allow us to solve equations of the type
a y ′′ + b y ′ + c y = f (t) (1)
with f (t) of special forms:
f (t) = Pm(t) ert or f (t) = Pm(t) eαt cosβ t + Qn(t) eαt sinβ t or Sum of such terms (2)
y p = ts(Ak tk +
+ A1 t + A0) eαt cosβ t + ts (Bk tk +
+ B0) eαt sinβ t. (4)
with s = the number of times the pair (α ± β i) appears in the list of roots r1, r2, and
k = max {m, n} that is the bigger number of m, n.
◦ If f (t) = f1 +
+ fk with each fi of one of the above form, then find y p i for each
a y ′′ + b y ′ + c y = fi(t) (5)
and set yp = y p1 +
+ yp k.
3. Substitute yp into the equation to find all the constants.
4. Write down the final answer.
• Quiz:
y ′′ − y ′ = cos t + 1. y(0) = y ′(0) = 0. (6)
Solution. First notice that f (t) = cos t + 1 is of the form f = f1 + f2 with
f1 = cos t, f2 = 1 (7)
1. Solve
y ′′ − y ′ = 0. (8)
Characteristic equation r 2 − r = 0 r1 = 0, r2 = 1. So y1 = 1, y2 = et.
1
2 Math 201 Lecture 10: Variation of Parameters
2. Find y p.
◦ yp1. y p1 is a particular solution to
y ′′ − y ′ = cos t. (9)
Writing
cos t = t0 e0t cos t (10)
we see that
y p1 = ts A cos t + ts B sin t. (11)
As α ± i β = 0 ± i = ±i does not appear in r1, r2, we have s = 0. So
y p1 = A cos t + B sin t. (12)
To get A, B, substitute the above into the equation:
′′ ′
cos t = y p1 − yp1 = −A cos t − B sin t + A sin t − B cos t = (A − B) sin t − (A + B) cos t (13)
So
1
A − B = 0, −(A + B) = 1 A=B =− . (14)
2
So
1
y p1 = − (sin t + cos t). (15)
2
◦ yp2. y p2 is a particular solution to
y ′′ − y ′ = 1. (16)
Writing
1 = t0 e0t (17)
we see that
y p2 = ts A. (18)
To determine s we check the number of times 0 appears in the list r1, r2: We get s = 1. So
yp2 = A t. (19)
Substituting this into the equation we get A = −1.
So
1
y p = − (sin t + cos t) − t. (20)
2
3. The general solution is
1
y = C1 + C2 et − (sin t + cos t) − t. (21)
2
4. To solve the initial value problem, we prepare
1
y ′ = C2 et − (cos t − sin t) − 1. (22)
2
So
1
y(0) = 0 C1 + C2 − =0 (23)
2
y ′(0) = 0 C2 −
3
2
= 0. (24)
So
3
C1 = −1, C2 = . (25)
2
5. Summarizing, we have the final answer:
3 t 1
y = −1 + e − (sin t + cos t) − t. (26)
2 2
Jan. 30, 2012 3
1. Basic Information
• The Equation:
Still
a y ′′ + b y ′ + c y = f (t) (27)
But with f (t) subject to no restriction.
Remark 1. We will see in the next lecture that the following method actually works for the more
general case
a(t) y ′′ + b(t) y ′ + c(t) y = f (t) (28)
Remark 2. Note that y1 y2′ − y1′ y2 is the Wronskian of the two solutions y1, y2:
y1 y2
W [y1, y2](t) = det = y1 y2′ − y1′ y2. (31)
y1′ y2′
Further note that y1 y2′ − y1′ y2 is guarantee to be nonzero due to the following result:
If y1, y2 are solution to the same 2nd order homogeneous linear equation, then
1. Solve the homogeneous equation
y ′′ − 2 y ′ + y = 0 y1 = et , y2 = t et. (35)
2. Calculate:
a [y1 y2′ − y1′ y2] = 1 [et (et + t et) − et t et] = e2t. (36)
1. It may happen that v1, v2 contain some constants, say v1 = 6 t + 5. Then the 5 y1 can be combined into the C1 y1 term.
4 Math 201 Lecture 10: Variation of Parameters
2 et
As f (t) = t
we have
Z
−f (t) y2(t)
v1 =
a [y1 y2′ − y1′ y2]
−(2 et/t) t et
Z Z
= = −2 = −2 t. (37)
e2t
Z
f (t) y1(t)
v2 = ′ ′
a [y 1 y2 − y1 y2 ]
t t
Z Z
(2 e /t) e 2
= = = 2 ln |t|. (38)
e2t t
3. The general solution is then
y = C1 y1 + C2 y2 + y p = C1 y1 + C2 y2 + v1 y1 + v2 y2 = C1 et + C2 t et − 2 t et +
2 ln |t| t et. (39)
4. Simplify:
y = C1 et + C2 t et − 2 t et + 2 ln |t| t et
= C1 et + (C2 − 2) t et + 2 ln |t| t et. (40)
As C2 stands for an arbitrary constant, so does C2 − 2. So we can write the general
solution as
y = C1 et + C2 t et + 2 ln |t| t et. (41)
Now the initial conditions lead to
y(1) = 0 C1 e + C2 e = 0. (45)
y ′(1) = 0 C1 + 2 C2 + 2 = 1. (46)
Solving this we obtain
C1 = 1, C2 = −1. (47)
So the answer is
y = et − t et + 2 ln |t| t et. (48)
• How to check solutions
◦ Nothing new: Substitute y = C1 et + C2 t et + 2 ln |t| t et into the equation.
• Forget to simplify.
3. More Examples
• Example: (4.6 1; 4.6 2) Find the general solution to the differential equation
y ′′ + 4 y = tan 2 t. (49)
Solution. We need to do two things: finding general solution to the homogeneous equation, and
finding one particular solution to the nonhomogeneous equation.
◦ General solution to the homogeneous problem. The auxiliary equation is
r2 + 4 = 0 r1 = 2 i, r2 = −2 i z1 = e2it = cos2 t + i sin2 t, z2 = cos 2 t − i sin 2 t. (50)
Thus the general solution to the homogeneous equation is given by
C1 cos 2 t + C2 sin 2 t. (51)
◦ Particular solution to the nonhomogeneous problem. As the right hand side is tan 2 t, it is
not possible to use the method of undetermined coefficients. We use variation of parameters
instead. We have
sin 2 t
y1 = cos 2 t, y2 = sin 2 t, f (t) = tan 2 t = , a = 1. (52)
cos 2 t
We compute
y1 y2′ − y1′ y2 = 2. (53)
Thus the equations for v1, v2 are
sin22 t
Z Z Z Z
−f (t) y2(t) 1 f (t) y1(t) 1
v1 = ′ ′ = − , v2 = ′ ′ = sin 2 t. (54)
a [y1 y2 − y1 y2] 2 cos 2 t a [y1 y2 − y1 y2] 2
Integrating, we have
sin22 t
Z
1
v1(t) = − dt
2 cos 2 t
1 − cos22 t
Z
1
= − dt
2Z cos 2 t Z
1 1 1
= − dt + cos 2 t dt. (55)
2 cos 2 t 2
We evaluate Z
1 1
cos 2 t dt = sin 2 t. (56)
2 4
Z Z
1 1 1 cos 2 t
− dt = − dt
2 cos 2 t 2 Z cos22 t
1 d sin 2 t
= −
4 1 − sin2 2 t
Z Z
1 dsin 2 t d sin 2 t
= − +
8 1 − sin 2 t 1 + sin 2 t
1
= − [ln |1 + sin 2 t| − ln |1 − sin 2 t|]. (57)
8
Thus
sin22 t
Z
1 1
v1(t) = dt = − [ln |1 + sin 2 t| − ln |1 − sin 2 t|] + sin 2 t. (58)
cos 2 t 8 4
On the other hand, Z
1 1
v2(t) = sin 2 t dt = − cos 2 t. (59)
2 4
6 Math 201 Lecture 10: Variation of Parameters
Example 3. Solve
y ′′ + 4 y = tan 2 t + e3t (62)
Solution.
First solve the homogeneous equation:
y ′′ + 4 y = 0 r1,2 = ±2 i C1 cos 2 t + C2 sin 2 t. (63)
To find y p we notice that tan 2 t is the “bad term” while e3t − 1 fits the framework of undetermined
coefficients. So we break things up:
y p = y p1 + y p2 (64)
with
′′
y p1 + 4 y p1 = tan 2 t (65)
′′
yp2 + 4 y p2 = e3t (66)
1 1
◦ Check that − 8 [ln |1 + sin 2 t| − ln |1 − sin 2 t|] cos 2 t + 13 e3t solves the original equation.
ax+by = e (83)
cx+dy = f (84)
• For equations with constant coefficients, we will introduce a third method, the method of Laplace
transform, which is in some sense in between the current two methods: Simpler calculation than
variation of parameters, but more complicated than undetermined coefficients, etc.
• Although variation of parameters can be extended to variable coefficient equations, in practice it is
rarely used for the following reasons:
◦ There is no good method getting formulas for solutions y1, y2 of the homogeneous equation
a(t) y ′′ + b(t) y ′ + c(t) y = 0. Such formulas may not even exist;
◦ The “series” method (Chapter 8) can get y1, y2 in the form of infinite sums. But they are hard
to use in variation of parameters. Furthermore the same “series” method can get y p directly
without much more difficulty than getting y1, y2 anyway.
When this is the case, the unique solution is given by Cramer’s rule
e b a e
det f d
det c f
x= , y= . (86)
a b a b
det c d
det c d