267x Filetype PDF File size 0.08 MB Source: users.math.msu.edu
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
no reviews yet
Please Login to review.