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Non-homogeneous equations (Sect. 3.6). ◮ We study: y′′ +p(t)y′ +q(t)y = f(t). ◮ Method of variation of parameters. ◮ Using the method in an example. ◮ The proof of the variation of parameter method. ◮ Using the method in another example. Method of variation of parameters. Remarks: ◮ This is a general method to find solutions to equations having variable coefficients and non-homogeneous with a continuous but otherwise arbitrary source function, y′′ + p(t)y′ + q(t)y = f (t). ◮ The variation of parameter method can be applied to more general equations than the undetermined coefficients method. ◮ The variation of parameter method usually takes more time to implement than the simpler method of undetermined coefficients. Method of variation of parameters. Theorem (Variation of parameters) Let p, q, f : (t1,t2) → R be continuous functions, let y1, y2 : (t1, t2) → R be linearly independent solutions to the homogeneous equation y′′ + p(t)y′ + q(t)y = 0, and let W be the Wronskian of y and y . If the functions u y y 1 2 1 1 2 and u are defined by 2 Z Z u (t) = −y2(t)f(t) dt, u (t) = y1(t)f (t) dt, 1 W (t) 2 W (t) y y y y 1 2 1 2 then the function y = u y +u y is a particular solution to the p 1 1 2 2 non-homogeneous equation y′′ + p(t)y′ + q(t)y = f (t). Non-homogeneous equations (Sect. 3.6). ◮ We study: y′′ +p(t)y′ +q(t)y = f(t). ◮ Method of variation of parameters. ◮ Using the method in an example. ◮ The proof of the variation of parameter method. ◮ Using the method in another example. Using the method in an example. Example Find the general solution of the inhomogeneous equation y′′ − 5y′ + 6y = 2et. Solution: First: Find fundamental solutions to the homogeneous equation. The characteristic equation is ( 1 √ r =3, r2 −5r +6 = 0 ⇒ r= 5± 25−24 ⇒ 1 2 r =2. 2 Hence, y (t) = e3t and y (t) = e2t. Compute their Wronskian, 1 2 W (t)=(e3t)(2e2t)−(3e3t)(e2t) ⇒ W (t)=−e5t. y y y y 1 2 1 2 Second: We compute the functions u and u . By definition, 1 2 u′ = − y2f , u′ = y1f . 1 W 2 W y y y y 1 2 1 2 Using the method in an example. Example Find the general solution of the inhomogeneous equation y′′ − 5y′ + 6y = 2et. Solution: Recall: y (t) = e3t, y (t) = e2t, W (t) = −e5t, and 1 2 y y 1 2 u′ = − y2f , u′ = y1f . 1 W 2 W y y y y 1 2 1 2 u′ = −e2t(2et)(−e−5t) ⇒ u′=2e−2t ⇒ u =−e−2t, 1 1 1 u′ = e3t(2et)(−e−5t) ⇒ u′=−2e−t ⇒ u =2e−t. 2 2 2 Third: The particular solution is y =(−e−2t)(e3t)+(2e−t)(e2t) ⇒ y =et. p p The general solution is y(t) = c e3t + c e2t + et, c ,c ∈ R. ⊳ 1 2 1 2 Non-homogeneous equations (Sect. 3.6). ◮ We study: y′′ +p(t)y′ +q(t)y = f(t). ◮ Method of variation of parameters. ◮ Using the method in an example. ◮ The proof of the variation of parameter method. ◮ Using the method in another example. The proof of the variation of parameter method. Proof: Denote L(y) = y′′ +p(t)y′ +q(t)y. Weneed to find yp solution of L(yp) = f. Weknow y and y solutions of L(y ) = 0 and L(y ) = 0. 1 2 1 2 Idea: The reduction of order method: Find y proposing y = uy . 2 2 1 First idea: Propose that y is given by y = u y + u y . p p 1 1 2 2 Wehope that the equation for u and u will be simpler than the 1 2 original equation for yp, since y1 and y2 are solutions to the homogeneous equation. Compute: y′ = u′y +u y′ +u′y +u y′, p 1 1 1 1 2 2 2 2 y′′ = u′′y + 2u′y′ + u y′′ + u′′y + 2u′y′ + u y′′. p 1 1 1 1 1 1 2 2 2 2 2 2
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