A First Course in Elementary Differential Equations: Problems and Solutions
A First Course in Elementary Differential Equations: Problems and Solutions
A First Course in Elementary Differential Equations: Problems and Solutions
1
24 The Method of Variation of Parameters
Problem 24.1
Solve y + y = sec t by variation of parameters.
Solution.
The characteristic equation r2 + 1 = 0 has roots r = ±i and
Also, y1 (t) = cos t and y2 (t) = sin t so that W (t) = cos2 t + sin2 t = 1. Now,
d(cos t)
u1 = − sin t sec tdt = = ln | cos t|
cos t
and
u2 = cos t sec tdt = dt = t
Problem 24.2
Solve y −y = et by undetermined coefficients and by variation of parameters.
Explain any differences in the answers.
Solution.
The characteristic equation r2 − 1 = 0 for y − y = 0 has roots r = ±1. The
homogeneous solution is
yh (t) = c1 et + c2 e−t .
225
c1 et + c2 e−t found above implies y1 = et , y2 = e−t is a suitable independent
pair of solutions. Their Wronskian is W = −2. The variation of parameters
formula applies: −t t
t e t −t e t
yp (t) = e e dt − e e dt
2 2
Integration, followed by setting all constants of integration to zero, gives
t t
yp (t) = te2 − e4 .
t t
Differences. The two methods give respectively yp (t) = te2 and yp (t) = te2 −
et t t t
4
. The solutions yp (t) = te2 and yp (t) = te2 − e4 differ by the homogeneous
t
solution − e4 . In both cases, the general solution is
1
y(t) = c1 et + c2 e−t + tet
2
because terms of the homogeneous solution can be absorbed into the arbitrary
constants c1 , c2
Problem 24.3
Solve the following 2nd order equation using the variation of parameters
method:
y + 4y = t2 + 8 cos 2t.
Solution.
The characterisitc equation r2 + 4 = 0 has roots r = ±2i so that yh (t) =
c1 cos 2t + c2 sin 2t. Hence, y1 (t) = cos 2t, y2 (t) = sin 2t, and W (t) = 2. Thus,
sin 2t(t2 + 8 cos 2t) cos 2t(t2 + 8 cos 2t)
yp = − cos 2t dt + sin 2t dt
2 2
1 1 1
= − cos 2t( t sin 2t + cos 2t − t2 cos 2t − cos2 2t)
4 8 4
1 1 1 2 1
+ sin 2t( t cos 2t − sin 2t + t sin 2t + 2t + sin 4t)
4 8 4 2
1 1 2 2 1
= − + t + cos 2t cos 2t + 2t sin 2t + sin 4t sin 2t
8 4 2
The general solution is
1 1 2
y(t) = c1 cos 2t + c2 sin 2t − + t + 2t sin 2t
8 4
226
Problem 24.4
Find a particular solution by the variation of parameters to the equation
y + 2y + y = e−t ln t.
Solution.
The characteristic equation
r2 + 2r + 1 = 0
has roots r1 = r2 = −1, so the fundamental solutions of the reduced equation
are
y1 (t) = e−t , y2 (t) = te−t
Compute the Wronskian.
−t
e te−t
W (t) = −t
−e e − te−t
−t
227
Note.
We used integration by parts to compute the integrals t ln tdt and
ln tdt.
The particular solution to our complete equation is
yp (t) =u1 (t)y1 (t) + u2 (t)y2 (t)
2
t t2 −t
= − ln t + e + (t ln t − t)te−t
2 4
t2 3t2 −t
= ln te−t − e
2 4
t2 3t2 −t
=( ln t − )e
2 4
Problem 24.5
Solve the following initial value problem by using variation of parameters:
1 59
y + 2y − 3y = tet , y(0) = − , y (0) = .
64 64
Solution.
From the characteristic equation, we obtain y1 (t) = et , y2 (t) = e−3t and
W (t) = −4e−2t . Integration then yields
−3t t
e te t2
u1 (t) = − dt =
−4e−2t 8
t t
e te 1 4t e4t
u2 (t) = dt = − te +
−4e−2t 16 64
et
Thus. yp (t) = 64
(8t2 − 4t + 1) and the general solution is
t2 t 1
y(t) = c1 et + c2 e−3t + e − tet
8 16
Initial conditions:
1
y(0) =c1 + c2 = −
64
4 59
y (0) =c1 − 3c2 − =
64 64
15
These are satisfied by c1 = 64
and c2 = − 14 . Finally the solution to the initial
value problem is
et 2 1
y = (8t − 4t + 15) − e−3t
64 4
228
Problem 24.6 √ √
(a) Verify that {e t , e− t } is a fundamental set for the equation
4ty + 2y − y = 0
on the interval (0, ∞). You may assume that the given functions are solutions
to the equation.
(b) Use the method of variation of parameters to find one solution to the
equation √ √
4ty + 2y − y = 4 te t .
Solution. √
t
(a) Usually√
the first thing to do would be to check that y 1 (t) = e and
− t
y2 (t) = e really are solutions to the equation. However, the question says
that this can be assumed and so we move on to the next step, which is to
check that the Wronskian of the two solutions is non-zero on (0, ∞). We have
√ √
1 1 −
y1 = 2
√
t
e t
and y2 = − 2√ t
e t
and so
1 1 1
W (t) = y1 y2 − y1 y2 = − √ − √ = − √
2 t 2 t t
√ √
This is indeed non-zero and so {e t , e− t } is a fundamental set for the ho-
mogeneous equation.
(b) The variation of parameters formula says that
y2 g y1 g
y = −y1 dt + y2 dt
W (t) W (t)
is a solution to the nonhomogeneous equation in the form y + py + qy = g.
To get the
√ right g, we have to divide the equation through by 4t and so
g = √1t e t . Thus
√
e−√t ( √1 )e√t √
e√t ( √1 )e√t
t t
y =−e t √ dt + e− t √ dt
−1/ t −1/ t
√
√
√
t − t
=e dt − e e2 t dt
√ √
√
t − t
=te − e e2 t dt
229
√
To evaluate the integral, we substitute u = 2 t so that dt = 12 udu. We get
√ √ √
2 t 1 1
e dt = ueu du = (u − 1)eu = ( t − 1/2)e2 t .
2 2
Thus √ √
t
y = (t − t + 1/2)e
is one solution to√ the equation. You might notice that the 1/2 can be dropped
(because (1/2)e t is a solution to the homogeneous equation) so that
√ √
y = (t − t)e t
Problem 24.7
Use the method of variation of parameters to find the general solution to the
equation
y + y = sin t.
Solution.
The characteristic equation r2 + 1 = 0 has roots r = ±i so that the solu-
tion to the homogeneous equation is yh (t) = c1 cos t + c2 sin t. The Wron-
skian is W (cos t, sin t) = 1. Now u1 (t) = − sin2 t = cos (2t)−1
2
. Hence u1 (t) =
( sin(2t) − t). Similarly, u2 (t) = sin t cos t. Hence u2 (t) = 12 sin2 t. So
1 1
2 2
1
y(t) = c1 cos t + c2 sin t − t cos t
2
Problem 24.8
Consider the differential equation
t2 y + 3ty − 3y = 0, t > 0.
230
Solution.
(a) Inserting y, y , and y into the equation we find r2 + 2r − 3 = 0. Solving
for r to obtain r1 = 1 and r2 = −3.
(b) Let y1 (t) = t and y2 (t) = t−3 . Since
t t−3
W (t) =
−4 = −4t
−3
1 −3t
{y1 , y2 } is a fundamental set of solutions for t > 0.
(c) Recall that the variation of parameters formula states that if y1 and y2
form a fundamental solution set for y + p(t)y + q(t)y = 0, then yp (t) =
u1 (t)y1 (t) + u2 (t)y2 (t) is a particular solution to the equation y + p(t)y +
q(t)y = g(t), where
−3 −5
t t 1
u1 (t) = − dt = − t−4
−4t −3 16
−5
t·t 1
u2 (t) = dt = − ln t
−4t −3 4
Thus,
1 1
yp (t) = − t−3 − t−3 ln t
16 4
Problem 24.9
Use the method of variation of parameters to find the general solution to the
differential equations
y + y = sin2 t.
Solution.
The characterisitc equation r2 + 1 = 0 has roots r = ±i so that y1 (t) =
cos t, y2 (t) = sin t, and W (t) = 1. Hence,
1
u1 (t) = − sin t sin tdt = (1 − cos2 t)d(cos t) = cos t − cos3 t
2
3
1
u2 (t) = cos t sin2 tdt = sin3 t
3
Thus,
1 1
yp (t) = cos2 t − cos4 t + sin4 t
3 3
and
1 1
y(t) = c1 cos t + c2 sin t + cos2 t − cos4 t + sin4 t
3 3
231