National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Basic Sciences

Differential Equations
MATH-108

Lecture # 19(ODE)

Course Instructor: Dr Saira Zainab

Ph. # 03325193283
Email: saira.zainab@seecs.edu.pk
Office # 207, IAEC
1
The Variation of Parameters Method
Summary of the Method
To solve the 2nd order non-homogeneous linear differential equation

a 2 y   a1 y   a0 y  g x ,
using the variation of parameters, we need to perform the following steps:
Step 1: We find the complementary function by solving the associated homogeneous
differential equation
a 2 y   a1 y   a0 y 0
Step 2: If the complementary function of the equation is given by
yc c1 y1  c 2 y 2

then y1 and y 2 are two linearly independent solutions of the homogeneous differential
equation. Then compute the Wronskian of these solutions.
y1 y2
W 
y1 y 2

Step 3: By dividing with a 2 , we transform the given non-homogeneous equation into the
standard form
y   Px y   Qx y  f x 
 a 2 y   a1 y   a0 y 0
Step 2: If the complementary function of the equation is given by
The Variation ofy Parameters
c y  c y Method
c 1 1 2 2

then y1 and y 2 are two linearly independent solutions of the homogeneous differential
equation. Then compute the Wronskian of these solutions.
y1 y2
W 
y1 y 2

Step 3: By dividing with a 2 , we transform the given non-homogeneous equation into the
standard form
y   Px y   Qx y  f x 
and we identify the function f x  .
The Variation of Parameters Method
Step 4: We now construct the determinants W1 and W2 given by

0 y2 y 0
W1  , W2  1
f ( x) y 2 y1 f ( x)
Step 5: Next we determine the derivatives of the unknown variables u1 and u 2 through
the relations
W W
u1  1 , u 2  2
W W
Step 6: Integrate the derivatives u1 and u 2 to find the unknown variables u1 and u 2 . So
that
 W1 W
u1  d x , u2  2 d x
 W  W
Step 7: Write a particular solution of the given non-homogeneous equation as
y p u1 y1  u2 y2
Step 8: The general solution of the differential equation is then given by
y  yc  y p c1 y1  c2 y2  u1 y1  u2 y2 .
The Variation of Parameters Method
Note that
Depending upon how the integrals of the derivatives u k of the unknown functions are
found, the answer for y p may be different for different attempts to find y p for the same
equation.

Important to remember!
When asked to solve an initial value problem, we need to be sure to apply the initial
conditions to the general solution and not to the complementary function alone, thinking
that it is only y c that involves the arbitrary constants.
Constants of Integration
We don’t need to introduce the constants of integration, when computing the indefinite
integrals in step 6 to find the unknown functions of u1 and u2 . For, if we do introduce
these constants, then
y p (u1  a1 ) y1  (u2  b1 ) y2
So that the general solution of the given non-homogeneous differential equation is
y  y c  y p c1 y1  c 2 y 2  u1  a1 y1  u 2  b1 y 2

or y c  a  y  c  b  y  u y  u y
Important to remember!
When asked to solve an initial value problem, we need to be sure to apply the initial
conditions to the general solution and not to the complementary function alone, thinking
The
that itVariation of involves
is only y c that Parameters Method
the arbitrary constants.
Constants of Integration
We don’t need to introduce the constants of integration, when computing the indefinite
integrals in step 6 to find the unknown functions of u1 and u2 . For, if we do introduce
these constants, then
y p (u1  a1 ) y1  (u2  b1 ) y2
So that the general solution of the given non-homogeneous differential equation is
y  y c  y p c1 y1  c 2 y 2  u1  a1 y1  u 2  b1 y 2

or y c1  a1  y1  c2  b1  y2  u1 y1  u2 y2

If we replace c1  a1 with C1 and c2  b1 with C 2 , we obtain

y C1 y1  C 2 y 2  u1 y1  u 2 y 2
This does not provide anything new and is similar to the general solution found in step 8,
namely
y c1 y1  c2 y2  u1 y1  u 2 y 2
The Variation of Parameters Method
Example 1
Solve y  4 y  4 y  x  1  e2 x .
Solution
Step 1 To find the complementary function
y   4 y   4 y 0
Put y e mx , y  me mx , y  m 2 e mx
Then the auxiliary equation is
m 2  4 m  4 0
m  22 0  m 2, 2
Repeated real roots of the auxiliary equation

yc c1e 2 x  c2 xe 2 x
Step 2 By the inspection of the complementary function y c , we make the identification

y1 e 2 x and y 2  xe 2 x
The Variation of Parameters Method

e2x xe 2 x
Therefore 
W y1 , y 2  W e , xe
2x 2x
 2x 2x 2x
e 4 x 0, x
2e 2 xe e
Step 3 The given differential equation is

y  4 y  4 y x  1e 2 x

Since this equation is already in the standard form
y  Px y  Qx y  f x 
Therefore, we identify the function f (x) as

f x  x  1e 2 x
Step 4 We now construct the determinants

0 xe 2 x
W1    x  1  xe 4x

 x  1 e2 x 2 xe 2 x  e 2 x

e2 x 0
W2  2 x  x  1  e 4x

2e  x  1 e2 x
The Variation of Parameters Method
Step 5 We determine the derivatives of the functions u1 and u 2 in this step
W1
u1  
 x  1xe 4 x
 x 2  x
4x
W e
W2 x  1e 4 x
u 2   x 1
W e4x
Step 6 Integrating the last two expressions, we obtain
2 x3 x2
u1  ( x  x)dx  
3 2
x2
u 2  ( x  1) dx   x.
2
Remember! We don’t have to add the constants of integration.
Step 7 Therefore, a particular solution of then given differential equation is
 x3 x 2   x2 
y      2
e x   x  xe 2 x
p  3 2   2 
   
 x3 x 2 
or y p   e 2x
 6 2 
 
The Variation of Parameters Method
Step 8 Hence, the general solution of the given differential equation is

 x 3
x 2

y  y  y c1e 2 x  c2 xe 2 x     e 2 x
c p  6 2 
The Variation of Parameters Method
Example 2
Solve 4 y   36 y csc 3 x.
Solution
Step 1: To find the complementary function we solve the associated homogeneous
differential equation
4 y   36 y 0  y   9 y 0
The auxiliary equation is

m 2  9 0  m 3 i
Roots of the auxiliary equation are complex. Therefore, the complementary function is
y c c1 cos 3 x  c 2 sin 3 x
Step 2: From the complementary function, we identify
y1 cos 3 x, y 2 sin 3 x
as two linearly independent solutions of the associated homogeneous equation. Therefore
cos 3 x sin 3 x
W cos 3 x, sin 3 x   3
 3 sin 3 x 3 cos 3 x
The Variation of Parameters Method
Step 3: By dividing with 4 , we put the given equation in the following standard form
1
y   9 y  csc 3 x.
4
So that we identify the function f (x) as
1
f x   csc 3 x
4
Step 4: We now construct the determinants W1 and W2
0 sin 3 x
1 1
W1  1  csc 3 x sin 3 x 
csc 3 x 3cos 3 x 4 4
4
cos 3 x 0
1 cos 3 x
W2  1 
 3sin 3 x csc 3 x 4 sin 3 x
4
Step 5: Therefore, the derivatives u1 and u 2 are given by

W 1 W 1 cos 3x
u1  1  , u 2  2 
W 12 W 12 sin 3 x
The Variation of Parameters Method
Step 6: Integrating the last two equations w.r.to x , we obtain
1 1
u1  x and u 2  ln sin 3x
12 36
Note that no constants of integration have been added.
Step 7: The particular solution of the non-homogeneous equation is
1 1
y p  x cos 3x  sin 3 x ln sin 3 x
12 36
Step 8: Hence, the general solution of the given differential equation is
1 1
y  yc  y p c1 cos 3x  c 2 sin 3x  x cos 3x  sin 3x ln sin 3x
12 36
The Variation of Parameters Method
Example 3
1
Solve y   y  .
x
Solution:
Step 1: For the complementary function consider the associated homogeneous equation
y   y 0
To solve this equation we put

y e mx , y  m e mx , y  m 2 e mx
Then the auxiliary equation is:

m 2  1 0  m 1
The roots of the auxiliary equation are real and distinct. Therefore, the complementary
function is

yc c1e x  c 2 e  x
The Variation of Parameters Method
Step 2: From the complementary function we find
y e x , y e  x
1 2
The functions y1 and y 2 are two linearly independent solutions of the homogeneous
equation. The Wronskian of these solutions is

 x
W e , e x
 x
ex
e
 e x
 e x
 2

Step 3: The given equation is already in the standard form

y  p  x  y  Q  x  y  f  x 
1
Here f ( x) 
x

Step 4: We now form the determinants

0 e x x
W1  x
  e (1 / x)
1/ x  e
ex 0
W2  x e x (1 / x)
e 1/ x
The Variation of Parameters Method
Step 5: Therefore, the derivatives of the unknown functions u1 and u 2 are given by

W1 e  x 1 / x  e  x
u1   
W  2 2x

W2 e x 1 / x  ex
u 2   
W  2 2x

Step 6: We integrate these two equations to find the unknown functions u1 and u 2 .

1  e x 1  ex
u1   dx , u2   dx
2 x 2 x
The integrals defining u1 and u 2 cannot be expressed in terms of the elementary functions
and it is customary to write such integral as:

x x
1  e  t 1  et
u1   dt , u2    dt
2 x t
 2  x t

The Variation of Parameters Method
Step 7: A particular solution of the non-homogeneous equations is

x x
1 x  e t 1  x  et
yp  e  dt  e  dt
2   x t 2  x t

Step 8: Hence, the general solution of the given differential equation is

x x
x x 1 x  e t 1  x  et
y  y c  y p c1e  c 2 e  e  dt  e  dt
2 x t 2  x t

Variation of Parameters Method for Higher-Order Equations
The method of the variation of parameters just examined for second-order differential
equations can be generalized for an nth-order equation of the type.

dny d n 1y dy
an  an  1    a1  a0 y  g ( x)
dx n dx n  1 dx
The application of the method to nth order differential equations consists of performing
the following steps.
Step 1: To find the complementary function, we need to solve the associated
homogeneous equation

dny d n 1 y dy
an n  an 1 n 1    a1  a0 y 0
dx dx dx
Step 2: Suppose that the complementary function for the equation is
y c1 y1  c 2 y 2    c n y n
Then y1 , y 2 ,  , y n are n linearly independent solutions of the homogeneous equation.
Therefore, we compute Wronskian of these solutions.
Variation of Parameters Method for Higher-Order Equations
y1 y2  yn
y1 y2  yn
W  y1 , y2 , y3 , , yn      
   
y1( n 1) y2 ( n 1)  yn ( n 1)
Step 3: We write the differential equation in the form

y    Pn 1  x  y 
n 1
   P1  x  y  P  x  y  f  x  .
n

Step 4: We compute the determinants Wk ; k 1, 2,  , n ; by replacing the kth column

of W by the column
0
0

0
f ( x)
Variation of Parameters Method for Higher-Order Equations
Step 5: Next, we find the derivatives u1 , u 2 ,  , u n of the unknown functions
u1, u2 ,  , un through the relations
W
u k  k , k 1, 2,  , n
W
Note that these derivatives can be found by solving the following n equations.
y1u1  y 2u 2    y n u n  0
y1u1  y 2 u 2    y n u n  0
  
y1n  1u1  y 2 n  1u 2    y n n  1u n  f x 
Step 6: Integrate the derivative functions computed in the step 5 to find the functions u k
Wk
u k 
 dx, k 1, 2,  , n
 W
Step 7: We write a particular solution of the given non-homogeneous equation as
y p u1  x  y1  x   u2  x  y2  x     un  x  yn  x 
Step 8: Having found the complementary function y c and the particular integral y p , we
write the general solution by substitution in the expression
y  yc  y p
Variation of Parameters Method for Higher-Order Equations
Note that
 The first n  1 equations in step 5 are assumptions made to simplify the first n  1
derivatives of y p . The last equation in the system results from substituting the
particular integral y p and its derivatives into the given nth order linear
differential equation and then simplifying.
 Depending upon how the integrals of the derivatives u k of the unknown
functions are found, the answer for y p may be different for different attempts to
find y p for the same equation.
Important
When asked to solve an initial value problem, we need to be sure to apply the initial
conditions to the general solution and not to the complementary function alone, thinking
that it is only y c that involves the arbitrary constants.
Variation of Parameters Method for Higher-Order Equations
Example 1
Solve the differential equation by variation of parameters.

d3y dy
 csc x
dx3 dx
Solution
Step 1: The associated homogeneous equation is
d3y dy
 0
dx 3 dx
Auxiliary equation


m 3  m 0  m m 2  1 0 
m 0, m i
Therefore the complementary function is
y c1  c2 cos x  c3 sin x
c
Step 2: Since
y c1  c2 cos x  c3 sin x
c
Therefore y1 1, y2 cos x, y3 sin x
Variation of Parameters Method for Higher-Order Equations
So that the Wronskian of the solutions y1 , y 2 and y3

1 cos x sin x
W  y1 , y2 , y3   0  sin x cos x
0  cos x  sin x
By the elementary row operation R1  R3 , we have

1 0 0
0  sin x cos x
0  cos x  sin x

 
 sin 2 x  cos 2 x 1 0
Step 3: The given differential equation is already in the required standard form
0
y 0 y y 0 y csc x
0
Step 4: Next we find the determinants
csc x W1 ,W2 and W3 by respectively, replacing 1st, 2nd
and 3rd column of W by the column
Variation of Parameters Method for Higher-Order Equations
0 cos x sin x
That is, W1  0  sin x cos x
csc x  cos x  sin x

 
csc x sin 2 x  cos 2 x csc x ,

1 0 sin x
W2  0 0 cos x
0 csc x  sin x

0 cos x
  cos x csc x  cot x
csc x  sin x

1 cos x 0
and  sin x 0
W3  0  sin x 0   sin x csc x  1
 cos x csc x
0  cos x csc x
Variation of Parameters Method for Higher-Order Equations
Step 5: We compute the derivatives of the functions u1 , u 2 and u3 as:

W
u1  1 csc x
W
W
u 2  2  cot x
W
W
u3  3  1
W
Step 6: Integrate these derivatives to find u1 , u 2 and u 3

W1
u1 
 dx csc xdx ln csc x  cot x
W
 W2   cos x
u2  dx  cot xdx  dx  ln sin x
 W  sin x
W3
u3 
 dx  1dx  x
 W
Variation of Parameters Method for Higher-Order Equations

Step 7: A particular solution of the non-homogeneous equation is

y ln csc x  cot x  cos x ln sin x  x sin x
p
Step 8: The general solution of the given differential equation is:
y c1  c2 cos x  c3 sin x  ln csc x  cot x  cos x ln sin x  x sin x
Variation of Parameters Method for Higher-Order Equations
Example 2
Solve the differential equation by variation of parameters.
y   y   tan x
Solution
Step 1: We find the complementary function by solving the associated homogeneous
equation
y   y  0
Corresponding auxiliary equation is

m 3  m 0  m m 2  1 0 
m 0, m i
Therefore the complementary function is
yc c1  c 2 cos x  c3 sin x
Step 2: Since
yc c1  c 2 cos x  c3 sin x

Therefore y1 1, y 2 cos x, y3 sin x

Variation of Parameters Method for Higher-Order Equations
Now we compute the Wronskian of y1 , y 2 and y3

1 cos x sin x
W  y1 , y2 , y3   0  sin x cos x
0  cos x  sin x
By the elementary row operation R1  R3 , we have

1 0 0
0  sin x cos x
0  cos x  sin x

 
 sin 2 x  cos 2 x 1 0
Step 3: The given differential equation is already in the required standard form
y   0 y   y   0 y tan x

Step 4: The determinants W1 ,W2 and W3 are found by replacing the 1st, 2nd and 3rd
column of W by the column
Variation of Parameters Method for Higher-Order Equations
Therefore
0 cos x sin x
W1  0  sin x cos x
tan x  cos x  sin x

 
tan x cos 2 x  sin 2 x tan x

1 0 sin x
W2  0 0 cos x 10  cos x tan x   sin x
0 tan x  sin x
1 cos x 0
and W3  0  sin x 0 1 sin x tan x   0  sin x tan x
0  cos x tan x
Variation of Parameters Method for Higher-Order Equations
Step 5: We compute the derivatives of the functions u1 , u 2 and u 3 .

W
u1  1  tan x
W
W
u2  2  sin x
W
W3
u 3   sin x tan x
W
Step 6: We integrate these derivatives to find u1 , u 2 and u 3
 W1  sin x
u1  dx tan x dx    dx  ln cos x
 W  cos x
 W2
u2  dx  sin x dx cos x
 W
 W3
u3  dx  sin x tan xdx
 W
 sin x
  sin x dx  sin 2 x sec dx
 cos x
  
 cos 2 x  1 sec xdx  cos 2 x sec x  sec x dx 
 cos x  sec x  dx cos xdx  sec xdx
sin x  ln sec x  tan x
Variation of Parameters Method for Higher-Order Equations
Step 7: Thus, a particular solution of the non-homogeneous equation

y  ln cos x  cos x cos x   sin x  ln sec x  tan x  sin x 

p
 ln cos x  cos 2 x  sin 2 x  sin x ln sec x  tan x
 ln cos x  1  sin x ln sec x  tan x
Step 8: Hence, the general solution of the given differential equation is:
y c1  c 2 cos x  c3 sin x  ln cos x  1  sin x ln sec x  tan x

or y c1  1  c 2 cos x  c3 sin x  ln cos x  sin x ln sec x  tan x

or y d1  c2 cos x  c3 sin x  ln cos x  sin x ln sec x  tan x

where d1 represents c1  1 .
Variation of Parameters Method for Higher-Order Equations
Example 3
Solve the differential equation by variation of parameters.
y  2 y  y  2 y e3 x
Solution
Step 1: The associated homogeneous equation is
y  2 y  y  2 y 0
The auxiliary equation of the homogeneous differential equation is
m3  2m 2  m  2 0

 (m  2) m 2  1 0 
 m 1, 2,  1
The roots of the auxiliary equation are real and distinct. Therefore yc is given by
yc c1e x  c2e2 x  c3e x
Step 2: From yc we find that three linearly independent solutions of the homogeneous
differential equation.
y1 e x , y2 e2 x , y3 e x
Thus the Wronskian of the solutions y1 , y 2 and y3 is given by
Variation of Parameters Method for Higher-Order Equations
ex e2 x e x 1 1 1
W  ex 2e2 x  e x e x e 2 x e  x 1 2  1
ex 4e 2 x e x 1 4 1

By applying the row operations R2  R1, R3  R1 , we obtain

1 1 1
W e2 x 0 1  2 6e2 x 0
0 3 0
Step 3: The given differential equation is already in the required standard form
y  2 y  y  2 y e3 x
Step 4: Next we find the determinants W1 ,W2 and W3 by, respectively, replacing the 1st,
2nd and 3rd column of W by the column
0
0
e3x
Variation of Parameters Method for Higher-Order Equations
Thus

0 e2 x e x
 31 e
2x e x 3x
W1  0 2e 2 x e x  1 e
2e 2 x e  x
e3 x 4e 2 x e  x


e3 x  e x  2e x  3e 4 x 
ex 0 e x
3 2 ex e x 3x
W2  e x 0  e  x  1 e
ex e  x
ex e3 x e x

 
  e0  e0 e3 x 2e3 x

ex e2 x 0
ex e2 x
W3  e x 2e 2 x 0 e 3 x
and ex 2e 2 x
ex 4e 2 x e3 x


e3 x 2e3 x  e3 x e6 x 
Variation of Parameters Method for Higher-Order Equations
Step 5: Therefore, the derivatives of the unknown functions u1 , u 2 and u3 are given by.
W1  3e 4 x 1
u1   2 x  e 2 x
W 6e 2
W2 2e3x 1 x
u2    e
W 6 e2 x 3
W3 e6x 1
u 3   2x  e4x
W 6e 6
Step 6: Integrate these derivatives to find u1 , u 2 and u3
W1 1 2x 1 2x 1 2x
u1 
 dx 
  e dx  e dx  e
 W  2 2 4
W  1 1
u2  2 dx  e x dx  e x
 W  3 3
W3  1 e 4 x dx  1 e 4 x
u 3 
 dx  
 W 6 24
Variation of Parameters Method for Higher-Order Equations
Step 7: A particular solution of the non-homogeneous equation is
1 3x 1 3x 1 3x
y p  e  e  e
4 3 24
Step 8: The general solution of the given differential equation is:
1 3x 1 3x 1 3x
y c1e x  c2e2 x  c3e  x  e  e  e
4 3 24
Variation of Parameters Method for Higher-Order Equations
Practice Exercise
Solve the differential equations by variations of parameters.
1. y   y  tan x 2. y   y sec x tan x

3. y   y sec 2 x 4. y   y 9 x / e 3 x


5. y   2 y   y e x / 1  x 2  6. 4 y   4 y   y e x / 2 1  x 2
Solve the higher order differential equations by variations of parameters.

1. y   4 y  sec 2 x 2. 2 y   6 y   x 2