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Maths (CH 2) 2

The document describes the method of variation of parameters for solving second order linear nonhomogeneous differential equations. It provides: 1) The general solution of a nonhomogeneous linear differential equation is the sum of the complementary function (C.F.) and particular integral (P.I.); 2) The method of variation of parameters determines the P.I. by treating the constants in the C.F. as functions of the independent variable; 3) This allows one to derive an integral formula to calculate the P.I. using the basis solutions of the homogeneous equation and the nonhomogeneous term. Several examples are worked through to demonstrate the full solution process.

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Soumen Biswas48
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
184 views

Maths (CH 2) 2

The document describes the method of variation of parameters for solving second order linear nonhomogeneous differential equations. It provides: 1) The general solution of a nonhomogeneous linear differential equation is the sum of the complementary function (C.F.) and particular integral (P.I.); 2) The method of variation of parameters determines the P.I. by treating the constants in the C.F. as functions of the independent variable; 3) This allows one to derive an integral formula to calculate the P.I. using the basis solutions of the homogeneous equation and the nonhomogeneous term. Several examples are worked through to demonstrate the full solution process.

Uploaded by

Soumen Biswas48
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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2.

10 Solution by Variation of Parameters


The second order nonhomogeneous linear differential equation is given by
y   p ( x) y   q ( x) y  r ( x)
Here the functions p (x) , q (x ) and r (x ) are any given continuous functions of x or may be constants.
General solution
The general solution of nonhomogeneous linear differential equation is given by
y ( x)  C. F.  P. I.  yh ( x)  y p ( x)
Method of Variation of Parameters
This method is used to determine the Particular Integral of nonhomogeneous linear differential
equation
y   p ( x) y   q ( x) y  r ( x)
In this method the constants in the corresponding homogeneous equation (Complementary Function)
are considered to be functions of the independent variable.
Particular Integral by Variation of Parameters method
Let’s consider a second order linear nonhomogeneous differential equation be
y   p ( x) y   q ( x) y  r ( x) (1)
Let the Complementary Function be
yh ( x )  c1 y1  c2 y2 (2)
In order to apply this method, let’s consider c1 and c2 in (2) as functions of x .
Therefore,
y p ( x)  c1 ( x) y1  c2 ( x) y2 (3)
Now we have to determine c1 ( x ) and c2 ( x) so that (3) will be a solution of Equation (1).
If y p happens to be a solution of Equation (1), then it must satisfy Equation (1).

 y p  [c1 ( x) y1  c2 ( x) y2 ]  [c1 ( x) y1  c2 ( x) y2 ] (4)



To keep y in the same form as (3), we have to assume
p

c1 ( x) y1  c2 ( x) y2  0 (5)


Now expression (4) reduces to
 y p  c1 ( x) y1  c2 ( x) y2
 y p  c1 ( x) y1  c1 ( x) y1  c2 ( x) y2  c2 ( x) y2
 
Substituting y , y and y in Equation (1), we get
p p p

c1 ( x) y1  c1 ( x) y1  c2 ( x) y2  c2 ( x) y2  p ( x)[c1 ( x) y1  c2 ( x) y2 ]  q ( x)[c1 ( x) y1  c2 ( x) y2 ]  r ( x)

 c1 ( x)[ y1  p ( x) y1  q ( x) y1 ]  c2 ( x)[ y2  p ( x) y2  q ( x) y2 ]  c1 ( x) y1  c2 ( x) y2  r ( x)


Since y1 and y2 are solutions of the corresponding homogeneous equation
y   p ( x) y   q ( x) y  r ( x)
  
So, y  p ( x) y  q ( x) y  0 and y  p ( x) y  q ( x) y  0
1 1 1 2 2 2

 c1 ( x) y1  c2 ( x) y2  r ( x) (6)


Solving Equations (5) and (6) we obtain
y2 r ( x) y1r ( x)
c1 ( x)    dx and c2 ( x)   dx
W ( y1 , y2 ) W ( y1 , y2 )
Substituting c1 ( x ) and c2 ( x) in (3) we get
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
Hence by Variation of Parameters method the Particular Integral is calculated by the formula
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
Solution of a 2nd order Nonhomogeneous ODE by Method of Variation of Parameters
The general solution of a second order linear Nonhomogeneous ODE y   p ( x) y   q ( x) y  r ( x ) can
be obtained by Variation of Parameters method as follows:
I. Find the Complementary function by solving the corresponding homogeneous
ODE y  p ( x) y  q ( x) y  0
C. F.  yh ( x)  c1 y1  c2 y2
II. Write the basis of solutions { y1 , y2 } .
y1 y2
III. Find the Wronskian W ( y1 , y2 )   y1 y2  y2 y1
y
1 y 
2
IV. Write the given ODE in the standard form of linear nonhomogeneous
ODE y   p ( x) y   q ( x) y  r ( x ) and find r (x).
V. Find the Particular Integral using the formula
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
VI. Find the general solution
y ( x)  C. F.  P. I.  yh ( x)  y p ( x)

Problem Set-2.10
Q.1-Q.13: Solve the following differential equations by variation of parameters method.
Q.2) y   9 y  cos ec3 x
Solution: Complementary Function: yh (x)
The corresponding homogeneous ODE is
y  9 y  0
The Auxiliary equation is 2  9  0    3i
Hence the Complementary Function is yh ( x)  A cos 3 x  B sin 3 x
Basis of solutions is {cos 3 x, sin 3 x}  { y1 , y2 }
Wronskian:
cos 3 x sin 3 x
W (cos 3 x, sin 3 x)   3(cos 2 3 x  sin 2 3 x)  3
 3 sin 3 x 3 cos 3 x
The given ODE is in the standard form, so r ( x )  cos ec3 x
Particular Integral: y p (x)
According to method of variation of parameters the P. I. can be obtained by
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
sin 3 x  cos ec3 x cos 3 x  cos ec3 x
 y p ( x)   cos 3 x  dx  sin 3 x  dx
3 3
cos 3 x sin 3 x cos 3 x
 y p ( x)  
3  dx 
3  sin 3 x
dx
x cos 3 x sin 3 x
 y p ( x)    ln sin 3 x
3 9
General Solution:
The general solution of the 2nd order linear nonhomogeneous ODE is
y ( x)  C. F.  P. I.  yh ( x)  y p ( x)
Hence the required general solution is
x cos 3 x sin 3 x
y ( x)  A cos 3 x  B sin 3 x   ln sin 3 x
3 9
Q.10) ( D 2  2 D  2 I ) y  4e  x sec3 x
Solution: The given differential equation is
y  2 y  2 y  4e  x sec 3 x
Complementary Function: yh (x)
The corresponding homogeneous differential equation is
y   2 y   2 y  0
The Auxiliary equation is
2  2  2  0
 (  1) 2  1    1  i
The Complementary Function is:
yh ( x)  e  x ( A cos x  B sin x)
Basis of Solution is: {e  x cos x, e  x sin x}  { y1 , y2 }
Wronskian:
e  x cos x e  x sin x
W (e  x cos x, e  x sin x)  x x x x
 e 2 x
e cos x  e sin x  e sin x  e cos x
Particular Integral: y p (x)
In the given differential equation r ( x)  4e  x sec3 x
By Variation of parameter method, the Particular is obtained by
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
e x sin x  4e x sec3 x e x cos x  4e x sec3 x
 y p ( x)  e x cos x  dx  e x
sin x  dx
e 2 x e 2 x
sin x
 y p ( x)  4e  x cos x  3
dx  4e  x sin x  sec 2 xdx  2e  x sec x cos 2 x
cos x
General Solution
The general solution is
y ( x)  C. F.  P. I.  yh ( x)  y p ( x)
Required general solution is
y ( x)  e  x ( A cos x  B sin x)  2e  x sec x cos 2 x  e  x ( A cos x  B sin x  2 sec x cos 2 x)
1
Q.12) ( D 2  I ) y 
cosh x
Solution: The given differential equation is
1
y  y 
cosh x
Complementary Function: yh (x)
The corresponding homogeneous ODE is
y   y  0
Auxiliary equation is 2  1  0    1
Hence the complementary function is
yh ( x)  c1e x  c2 e  x
Since e x and e  x are solutions of y   y  0 , so cosh x and sinh x are also the solutions.
Hence the Complementary Function is
yh ( x)  A cosh x  B sinh x
Basis of solutions is: {cosh x, sinh x}  { y1 , y2 }
Wronskian:
cosh x sinh x
W (cosh x, sinh x)   cosh 2 x  sinh 2 x  1
sinh x cosh x
Particular Integral: y p (x)
By Variation of Parameters method
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
sinh x cosh x
 y p ( x)   cosh x  dx  sinh x  dx   cosh x ln cosh x  x sinh x
cosh x cosh x
General Solution:
The general solution is
y ( x)  C. F.  P. I.  yh ( x)  y p ( x)
Hence the required general solution is
y ( x)  A cosh x  B sinh x  cosh x ln cosh x  x sinh x
Q.13) ( x 2 D 2  xD  9 I ) y  48 x 5
Solution: The given ODE is
x 2 y  xy  9 y  48 x 5
Complementary Function: yh (x)
The corresponding homogeneous ODE is
x 2 y  xy  9 y  0
Here a  1 and b  9
The Auxiliary equation is m 2  ( a  1) m  b  0
 m2  9  0  m  3
The Complementary Function is
yh ( x )  c1 x 3  c2 x 3
Basis of solutions is: {x 3 , x 3}  { y1 , y2 }
Wronskian:
x3 x 3
W ( x 3 , x 3 )  2 4
 3 x 1  3 x 1  6 x 1
3x  3x
Particular Integral: y p (x)
The given differential equation can be written as
1 9
y  y  2 y  48 x 3
x x
Hence r ( x )  48 x 3
By Variation of Parameters method
y2 r ( x) y1r ( x)
y p ( x)   y1  dx  y2  dx
W ( y1 , y2 ) W ( y1 , y2 )
x 3  48 x3 3
3 x  48 x
3
 y p ( x)   x3  dx  x   6 x1 dx
 6 x 1
 y p ( x)  8 x3  xdx  8 x 3  x7 dx  4 x5  x5  3x5
General Solution:
The general solution is
y ( x)  C. F.  P. I.  yh ( x)  y p ( x)
The required general solution is
y ( x)  c1 x 3  c2 x 3  3 x 5

Course Faculty
Dr. Madhusmita Sahoo
****************************************END*************************************

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