Method of Variation of Parameters

This method is applicable to all linear differential equations. It is therefore more

powerful than the method of undetermined coefficients, which is restricted to linear
differential equations with constant coefficients and particular forms of   x  . In cases
where both methods are applicable, the method of undetermined coefficients is
usually the more efficient and, hence, preferable.
Consider the second order nonhomogeneous differential equation:

(1)
Where P(x), Q(x) and f(x) are continuous on some common interval I. The
corresponding homogeneous is given by;
y  P  x  y  Q  x  y  0 (2)
The homogeneous/complementary solution corresponding to equation (2) is given by

(3)
A particular solution of equation (1) has the form;
y p ( x)  u1  x  y1 ( x)  u 2  x  y2 ( x) (4)

To determine u1 and u2, differentiate equation (4) twice to get

(5)
To avoid second-order derivatives for the unknowns ,u1 and u2, in the expression for
yp , we impose the requirement

u1 y1  u 2 y2  0 (6)
Hence, equation (5) becomes
yp  u1 y1  u 2 y2 (7)

Then
y p  u1 y1  u1 y1  u 2 y 2  u 2 y 2 (8)

Substituting equations (4), (7) and (8) into equation (1) gives
u1 y1  u1 y1  u 2 y 2  u 2 y 2  P u1 y1  u 2 y 2   Q u1 y1  u 2 y 2   f  x 

u1  y1  Py1  Qy1   u 2  y 2  Py 2  Qy 2   u1 y   u 2 y 2  f  x  (9)

Substituting equation (2) into equation (9) gives
u1 y   u 2 y2  f  x  (10)
From equations (6) and (10) constitute a system of equations
u1 y1  u 2 y2  0

1
u1 y   u 2 y2  f  x  (11)
The system of equations (11) is solved simultaneously to obtain u1 and u 2 and then
integrated to get u1 and u2. u1 and u2 are substituted into equation (4) to get the desired
particular solution. Alternatively, u1 and u2 can be determined from the relations
y2  x  f  x 
u1    dx (12)
W  y1  x , y2  x 

y1  x  f  x 
u2   dx (13)
W  y1  x , y2  x 

y1  x  y2  x 
Where W  y1  x , y2  x   is the Wronskian of y1(x) and y2(x). By linear
y1  x  y2  x 

independence of y1(x) and y2(x) on I, W  y1  x , y2  x   0 for every x in the interval.

Always disregard all constants of integration in equations (12) and (13).
Examples
1. Determine the general solution of y  4 y  4 y   x  1e 2 x using the method of
variation of parameters.
Solution
Given
y  4 y  4 y   x  1e 2 x (1)

f  x    x  1e 2 x
The general solution is given by
y  x   yh  x   y p  x  (2)

The homogeneous equation corresponding to (1) is given by

y  4 y  4 y  0 (3)
The auxilliary equation is given by;
m 2  4m  4  0
m  2m  2  0
The roots are m1  m2  2
The homogeneous solution is given by
yh  x   c1e m1 x  c2 xe m1 x

 c1e 2 x  c2 xe 2 x (4)
Assume a particular solution of the form;

2
y p ( x)  u1  x  y1 ( x)  u 2  x  y2 ( x) (5)

Where
y1  x   e 2 x and y2  x   xe 2 x (6)
y2  x  f  x 
u1  x     dx (7)
W  y1  x , y2  x 

y1  x  f  x 
u2 x    dx (8)
W  y1  x , y2  x 

e2 x xe 2 x
 
W  y1  x , y2  x   d e 2 x 
d xe 2 x 
dx dx

From equation (7)

u1  x    

xe 2 x  x  1e 2 xdx
e4 x
   x x  1dx


   x 2  x dx 
 x3 x 2  x3 x 2
       (9)
 3 2 3 2

From equation (8)

u2 x   
 
e 2 x  x  1e 2 x
dx
e4 x
   x  1dx

x2
 x (10)
2
Substituting equations (6), (9) and (10) into (5) yields the particular solution as

(11)
Substituting equations (4) and (11) into (2) yields the general solution as

3
 1 3 2x 1 2 2x
y  x   c1e 2 x  c2 xe 2 x  xe  xe
6 2
2. solve 4 y  36 y  csc 3 x using the method of variation of parameters.
Solution
4 y  36 y  csc 3 x (1)
The general solution is given by
y  x   yh  x   y p  x  (2)

Put equation (1) in standard form by dividing equation (1) by 4 to get

1
y  9 y  csc 3 x (3)
4
1
Let f  x   csc 3 x
4
The homogeneous equation corresponding to (3) is given by
y  9 y  0 (4)
The auxiliary equation is given by;
m2  9  0
m 2  9

m    9  3i where   0 and   3

The homogeneous solution is given by
yh  x   c1ex cos  x  c2 ex sin  x

 c1 cos 3 x  c2 sin 3 x (5)

Assume a particular solution of the form;
y p ( x)  u1  x  y1 ( x)  u 2  x  y2 ( x) (6)

Where
y1  cos 3 x and y2  x   sin 3 x (7)
y2  x  f  x 
u1    dx (8)
W  y1  x , y2  x 

y1  x  f  x 
u2   dx (9)
W  y1  x , y2  x 

cos 3 x sin 3 x
W  y1  x , y2  x   d cos 3 x  d sin 3 x 
dx dx

4
From equation (8)
1 
sin 3 x csc 3 x 
u1    4  dx
3
1
  dx
12
x
 (10)
12
From equation (9)
1 
cos 3 x csc 3 x 
u2   4  dx
3
cos 3 x
 dx
12 sin 3 x
1
 ln sin 3 x (11)
36
Substituting equations (8), (10) and (11) into (6) yields the particular solution as
x 1
y p ( x)   cos 3 x  sin 3 x  ln sin 3 x (12)
12 36
Substituting equations (5) and (12) into (2) yields the general solution as
x 1
y  x   c1 cos 3 x  c2 sin 3 x  cos 3 x  sin 3 x  ln sin 3 x
12 36

Exercises
1. Use variation of parameters to find the general solutions of the following
differential equations:
a)

b)

c)

5
d)

e)

f)

Cauchy Euler Equation

A linear differential equation of the form:

(1)
where the coefficients an, an-1,…, a1, a0 are constants and x > 0, is known as a
nonhomogeneous Cauchy-Euler differential equation of order n. If f(x) = 0, then
equation (1) is homogeneous Cauchy-Euler differential equation and is given by;

(2)
The main feature of this type of equation is that the powers of x match with the order
of the derivatives. As a result of this property, Cauchy Euler equations are also
called equidimensional equations.
Second Order Homogeneous Cauchy-Euler Differential Equation
A second order Homogeneous Cauchy-Euler differential equation is of the form;

(3)
Where a, b, and c are constants.
Solution of Second Order Cauchy-Euler Differential Equation
To solve equation (3), use a solution of the form;

(4)
Find the first and second derivatives of equation (4);

6
 (5)

(6)
Substitute equations (4) - (6) into equation (3) to get;
   
ax 2 mm  1x m 2  bx mx m1  cx m  0

amm  1  bm  c x m  0
am  b  a m  c x
2 m
0 (7)
Equation (4) is a solution of equation (3) whenever m is the solution of the
characteristic (auxiliary) equation;
am 2  b  a m  c  0 (8)
The general solution of equation (3) depends on the nature of the roots of equation (8).
The nature of the roots of equation (8) presents three cases.
Case I: Distinct Real Roots
Let m1 and m2 denote the real roots of (8) such that m1 ≠ m2. Then y1  x m1 and

y2  x m2 form a fundamental set of solutions. Hence the general solution of equation

(3) is;
y c 1 x m1  c 2 x m2 (9)

Case I:Repeated Real Roots

If the roots of (8) are real and repeated (that is m1 = m2), then the general solution of
equation (3) is;
y c 1 x m1  c 2 x m1 ln x (10)

Case III: Complex Roots

If the roots of (8) are complex, m    i ( m1    i , m2    i ), then the
general solution of equation (3) is;
y  x c1 cos(  ln x)  c 2 sin(  ln x) (11)
Examples

1. Solve
Solution
Given the equation

7
 (1)
The characteristic equation is given by;
am 2  b  a m  c  0 (2)
From equation (1), a = 1, b = - 2 and c = -4. substituting these constants into equation
(2) yields;
m 2   2  1m  4  0

m 2  3m  4  0 (3)
Solving equation (3) yields the roots; m1 = -1 and m2 = 4. Since the roots are real and
distinct, the general solution of equation (1) is given by;
y c 1 x m1  c 2 x m2 c 1 x 1  c 2 x 4

2. Solve
Solution
Given the equation

(1)
The characteristic equation is given by;
am 2  b  a m  c  0 (2)
From equation (1), a = 4, b = 8 and c = 1. substituting these constants into equation (2)
yields;
4m 2  8  4m  1  0

4m 2  4m  1  0 (3)
1
Solving equation (3) yields the roots; m1  m2   . Since the roots are real and
2
repeated, the general solution of equation (1) is given by;
y c 1 x m1  c 2 x m1 ln x c 1 x 1 2  c 2 x 1 2 ln x

3. Solve x 2 y  xy  y  0 .

Solution
Given the equation
x 2 y  xy  y  0 , y 1  1 . (1)
The characteristic equation is given by;

8
am 2  b  a m  c  0 (2)
From equation (1), a = 1, b = 1 and c = 1. substituting these constants into equation (2)
yields;
m 2  1  1m  1  0

m2  1  0 (3)
Solving equation (3) yields the roots; m  i , m1 = -i and m2 = i where   0 and
  1 . Since the roots are complex, the general solution of equation (1) is given by;
y  x c1 cos(  ln x)  c 2 sin(  ln x) c1 cos(ln x)  c 2 sin(ln x) (4)
Exercise
1. Solve the following equations on 0,   ;

Reduction of a Cauchy–Euler Differential Equation to constant coefficients

Consider the second order Cauchy-Euler differential equation;

(1)
To transform equation (1) to differential equation with constant coefficients, use the
relation; x  e t (where t  ln x ) for x  0,   . Then find first and second derivatives
of y with respect to x. Substitute the derivatives into equation (1) to convert it into a
differential equation with constant coefficients. The original equation can now be
solved by solving the new equation using any method. Once the general solution is
obtained, re-substitute t  ln x . That is,

9
Substituting the derivatives into equation (1) yields
 1  d 2 y dy   1 dy 
ax 2  2  2    bx   cy  0
 x  dt dt   x dt 

d2y dy
a 2
 (b  a )  cy  0 (2)
dt dt
Equation (2) is a second order differential equation with constant coefficients.
Examples
1. Convert x 2 y  xy  y  ln x into a differential equation with constant coefficients
using the substitution x  e t . Solve the original equation by solving the new equation.
Solution
Given the equation
x 2 y  xy  y  ln x (1)

Using the relation x  e t , t  ln x , the derivatives of (1) are obtained as;

10
Substituting the derivatives into equation (1) yields
 1  d 2 y dy   1 dy 
x 2  2  2    x  y t
 x  dt dt   x dt 

d2y dy
2
2  y t (2)
dt dt
Equation (2) has constant coefficients. Its general solution is given by
y  yh  y p (3)

The homogeneous equation corresponding to (2) is given by

d2y dy
2
2  y 0
dt dt (4)
The characteristic equation corresponding to equation (4) is given by;

The roots are m1 = m2 =1. Hence the homogeneous solution is given by

yh  c1e m1t  c2te m1t  c1e t  c2te t (5)

The right hand side of equation (2) is a polynomial of degree one, so assume a
particular solution of the form;
y p  At  B (6)

Finding the first and second derivatives of equation (6) gives;

yp  A (7)

yp  0 (8)

Substituting equations (6), (7) and (8) into equation (2) gives;

11
 2 A  At  B  t
Equating coefficients, yields
A=1
-2 A + B = 0
B=2
Substituting the values of the constants into equation (6) yields the particular solution
as;
yp  t  2 (9)

Substituting equations (5) and (9) into equation (3) gives the general solution of
equation (2) as;
y  c1e t  c2te t  t  2 (10)
The general solution of the original differential equation (1) is obtained by
substituting x  e t and t  ln x into equation (10) to get
y  c1 x  c2 x ln x  ln x  2 (11)

2. Convert x 2 y  4 xy  6 y  ln x 2 into a differential equation with constant

coefficients using the substitution x  e t .

Solution
Given the equation
x 2 y  4 xy  6 y  ln x 2 (1)
Equation (1) can be rewritten as;
x 2 y  4 xy  6 y  2 ln x (2)

Using the relation x  e t , t  ln x , the derivatives of (1) are obtained as;

12
Substituting the derivatives into equation (2) yields
 1  d 2 y dy   1 dy 
x 2  2  2    4 x   6 y  2t
 x  dt dt   x dt 

d2y dy
2
 5  6 y  2t (2)
dt dt
Exercise
3. Use the substitution to transform the given Cauchy – Euler equation to a
differential equation with constant coefficients. Solve the original equation by
solving the new equation.
a)

b)

c)

d)

e)

13