Differential Equations (MTH401) VU

Lecture 21
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 −1 y dy
an + a n −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 solve the associated homogeneous
equation
dny d n−1 y dy
an + an −1 + + a1 + a0 y = 0
dx n dx n−1 dx
Step 2 Suppose that the complementary function for the equation is
y = c1 y1 + c 2 y 2 + + cn y n

Then y1 , y 2 , …, y n are n linearly independent solutions of the homogeneous equation.

Therefore, we compute Wronskian of these solutions.
y1 y2 … yn
y1′ y2′ … yn′
W ( y1 , y2 , y3 ,… , yn ) = … … … …
… … … …
y1( n−1) y2 ( n−1) … yn ( n−1)
Step 4 We write the differential equation in the form

y ( ) + Pn−1 ( x ) y ( + P1 ( x ) y′ + P ( x ) y = f ( x )
n −1 )
+
n

and compute the determinants Wk ; k = 1, 2, … , n ; by replacing the kth column of W by

0
0
the column

0
f ( x)

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Step 5 Next we find the derivatives u1′ , u 2′ , … , u n′ of the unknown functions u1, u2 ,… , un
through the relations

Wk
u k′ = , k = 1, 2, …, n
W
Note that these derivatives can be found by solving the 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

uk = ⌠
Wk
⎮ 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

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.

‰ 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.

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Example 1
Solve the differential equation by variation of parameters.
d3y dy
+ = csc x
dx3 dx
Solution
Step 1: The associated homogeneous equation is
d 3 y dy
+ =0
dx 3 dx
Auxiliary equation

(
m3 + 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

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 + cos2 x = 1 ≠ 0
Step 3: The given differential equation is already in the required standard form

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y′′′ + 0 y′′ + y′ + 0 y = csc x

Step 4: Next we find the determinants W1 ,W2 and W3 by respectively, replacing 1st, 2nd
0
rd
and 3 column of W by the column 0
csc x
0 cos x sin x
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
− sin x 0
and W3 = 0 − sin x 0 = = − sin x csc x = − 1
− cos x csc x
0 − cos x csc x

Step 5: We compute the derivatives of the functions u1 , u 2 and u 3 as:

W1
u1′ = = csc x
W
W2
u 2′ = = − cot x
W
W3
u 3′ = = −1
W
Step 6: Integrate these derivatives to find u1 , u 2 and u3

u1 = ⌠
W1
⎮ dx = ∫ csc xdx = ln csc x − cot x
⌡W

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⌠W ⌠ − cos x
u2 = ⎮⎮ 2 dx = ∫ − cot xdx = ⎮⎮ dx = − ln sin x
⌡ W ⌡ sin x

u3 = ⌠
W3
⎮ dx = ∫ − 1dx = − x
⌡W

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

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
(
m3 + m = 0 ⇒ m m 2 + 1 = 0 )
m = 0, m = ± i
Therefore the complementary function is
y c = c1 + c 2 cos x + c3 sin x

Step 2: Since
y c = c1 + c 2 cos x + c3 sin x

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

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

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1 0 0
=0 − sin x cos x
0 − cos x − sin x

( )
= sin 2 x + cos2 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
0
0
tan x

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

Step 5: We compute the derivatives of the functions u1 , u 2 and u3 .

W
u1′ = 1 = tan x
W
W2
u2′ = = − sin x
W
W3
u 3′ = = − sin x tan x
W
Step 6: We integrate these derivatives to find u1 , u 2 and u3

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⌠W ⌠ sin x
u1 = ⎮⎮1
dx = ∫ tan x dx = −⎮⎮ − dx = − ln cos x
⌡ W ⌡ cos x
⌠W
u2 = ⎮⎮2
dx = ∫ − sin x dx = cos x
⌡ W
⌠W
u3 = ⎮⎮3
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
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 .

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) m2 − 1 = 0 )
⇒ m = 1, 2, −1

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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
e x e2 x e− x 1 1 1
W = ex 2e2 x − e − x = e x ⋅ e 2 x ⋅ e − x 1 2 −1
ex 4e2 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
Thus

0 e2 x e− x
− 3+1 e
2x e− x
W1 = 0 2e 2 x −e x = ( −1) e3x
− 2e 2 x −e − x
e3x 4e 2 x e x

(
= e3x −e x − 2e x = −3e4 x )
ex 0 e− x
− 3+ 2 e
x e− x
W2 = e x 0 −e x = ( −1) e3x
− ex −e − x
ex e3x e x

( )
= − −e0 − e0 e3x = 2e3 x

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ex e2 x 0
ex e2 x
W3 = e x 2e 2 x 0 =e3 x
and ex 2e2 x
ex 4e2 x e3 x

(
= e3 x 2e3 x − e3 x = e6 x )
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
= − e2x
W 6e 2
W2 2e3 x 1 x
u2′ = = = e
W 6 e2 x 3
W e6x 1
u 3′ = 3 = 2 x = e 4 x
W 6e 6
Step 6: Integrate these derivatives to find u1 , u 2 and u3

u1 = ⌠ dx = ⌠
W1 1 2x 1 2x 1 2x
⎮ ⎮ − e dx = − ∫ e dx = − e
⌡W ⌡ 2 2 4
⌠W ⌠1 1
u2 = ⎮⎮ 2 dx = ⎮⎮ e x dx = e x
⌡ W ⌡3 3

u3 = ⌠ dx = ⌠
W3 1 4x 1 4x
⎮ ⎮ e dx = e
⌡W ⌡6 24

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

1 1 1
y p = − e3 x + e3 x + e3 x
4 3 24
Step 8: The general solution of the given differential equation is:

y = c1e x + c2e2 x + c3e− x − e3x + e3x + e3x

1 1 1
4 3 24

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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
7. y ′′′ + 4 y ′ = sec 2 x

8. 2 y ′′′ − 6 y ′′ = x 2
Solve the initial value problems.
9. 2 y ′′ + y ′ − y = x + 1

( )
10. y ′′ − 4 y ′ + 4 y = 12 x 2 − 6 x e 2 x

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