Method of variation of parameters

In mathematics, variation of parameters is a technique used in solving certain second order linear inhomogeneous ordinary differential equations. Variation of parameters is not commonly used in pure mathematics, but is a useful tool in engineering applications.

Technique

We have a differential equation of the form

$u''+p(x)u'+q(x)u=f(x)\,$

and we define the linear operator

$L=D^2+p(x)D+q(x)\,$

where D represents the differential operator. We therefore have to solve the equation $L u (x) = f (x)$ for $u (x)$ , where $L$ and $f (x)$ are known.

Suppose we have two linearly independent solutions to the given differential equation, u₁ and u₂. Let W be the Wronskian of these two functions, and W must be nonzero since we have supposed the solutions are linearly independent.

Now, we seek the general solution to the differential equation $u G (x)$ which we assume to be of the form

u G (x) = A (x) u 1 (x) + B (x) u 2 (x).

Here, $A (x)$ and $B (x)$ are unknown and $u 1 (x)$ and $u 2 (x)$ are the solutions to the homogeneous equation. Observe that if $A (x)$ and $B (x)$ are constants, then $L u G (x) = 0$ . We desire A=A(x) and B=B(x) to be of the form

A'(x) u 1 (x) + B'(x) u 2 (x) = 0.

Now,

$u_G'(x)=(A(x)u_1(x)+B(x)u_2(x))'=(A(x)u_1(x))'+(B(x)u_2(x))'\,$

$=A'(x)u_1(x)+A(x)u_1'(x)+B'(x)u_2(x)+B(x)u_2'(x)\,$

$=A'(x)u_1(x)+B'(x)u_2(x)+A(x)u_1'(x)+B(x)u_2'(x)\,$

and since we have required the above condition, then we have

$u_G'(x)=A(x)u_1(x)'+B(x)u_2'(x)\,$

Differentiating again (omitting intermediary steps)

$u_G''(x)=A(x)u_1''(x)+B(x)u_2''(x)+A(x)'u_1(x)'+B(x)'u_2'(x)\,$

Now we can write the action of L upon u_{G_as}

$Lu_G=A(x)Lu_1(x)+B(x)Lu_2(x)+A(x)'u_1(x)'+B(x)'u_2'(x)\,$

Since u₁ and u₂ are solutions, then

$Lu_G=A(x)'u_1(x)'+B(x)'u_2'(x)\,$

We have the system of equations

$\begin{pmatrix} u_1(x) & u_2(x) \\ u_1'(x) & u_2'(x) \end{pmatrix} \begin{pmatrix} A'(x) \\ B'(x)\end{pmatrix} = \begin{pmatrix} 0\\ f\end{pmatrix}$

Expanding,

$\begin{pmatrix} A'(x)u_1(x)+B'(x)u_2(x)\\ A(x)'u_1(x)'+B(x)'u_2'(x)\end{pmatrix} = \begin{pmatrix} 0\\f\end{pmatrix}$

So the above system determines precisely the conditions

$A'(x)u_1(x)+B'(x)u_2(x)=0\,$

$A(x)'u_1(x)'+B(x)'u_2'(x)=Lu_G=f\,$

We seek A(x) and B(x) from these conditions, so, given

$\begin{pmatrix} u_1(x) & u_2(x) \\ u_1'(x) & u_2'(x) \end{pmatrix} \begin{pmatrix} A'(x) \\ B'(x)\end{pmatrix} = \begin{pmatrix} 0\\ f\end{pmatrix}$

we can solve for (A′(x), B′(x))^T, so

$\begin{pmatrix} A'(x) \\ B'(x)\end{pmatrix}= \begin{pmatrix} u_1(x) & u_2(x) \\ u_1'(x) & u_2'(x) \end{pmatrix}^{-1} \begin{pmatrix} 0\\ f\end{pmatrix}$

$={1\over W} \begin{pmatrix} u_2'(x) & -u_2(x) \\ -u_1'(x) & u_1'(x) \end{pmatrix} \begin{pmatrix} 0\\ f\end{pmatrix}$

So,

$A'(x) = - {1\over W} u_2(x) f(x),\; B'(x) = {1 \over W} u_1(x)f(x)$

$A(x) = - \int {1\over W} u_2(x) f(x)\,dx,\; B(x) = \int {1 \over W} u_1(x)f(x)\,dx$

Whilst homogeneous equations are relatively easy to solve, this method allows the calculation of the coefficients of the general solution of the inhomogeneous equation, and thus the complete general solution of the inhomogeneous equation can be determined.

Example usage

Let us solve

$y''+4y'+4=\cosh{x}\;\!$

We want to find the general solution to the differential equation, that is, we want to find solutions to the homogeneous differential equation

$y''+4y'+4=0\;\!$

Form the characteristic equation

$\lambda^2+4\lambda+4=(\lambda+2)^2=0\;\!$

$\lambda=-2,-2\;\!$

Since we have a repeated root, we have to introduce a factor of x for one solution to ensure linear independence.

So, we obtain u₁=e^-2x, and u₂=xe^{-2x^{. The Wronskian of these two functions is}}

$\begin{vmatrix} e^{-2x} & xe^{-2x} \\ -2e^{-2x} & -e^{-2x}(2x-1)\\ \end{vmatrix} = -e^{-2x}e^{-2x}(2x-1)+2xe^{-2x}e^{-2x}$

$= -e^{-4x}(2x-1)+2xe^{-4x}= (-2x+1+2x)e^{-4x} = e^{-4x}\;\!$

We seek functions A(x) and B(x) so A(x)u₁+B(x)u₂ is a general solution of the inhomogeneous equation. We need only calculate the integrals

$A(x) = - \int {1\over W} u_2(x) f(x)\,dx,\; B(x) = \int {1 \over W} u_1(x)f(x)\,dx$

that is,

$A(x) = - \int {1\over e^{-4x}} xe^{-2x} \cosh{x}\,dx = - \int xe^{2x}\cosh{x}\,dx = -{1\over 18}e^x(9(x-1)+e^{2x}(3x-1))$

$B(x) = \int {1 \over e^{-4x}} e^{-2x} \cosh{x}\,dx = \int e^{2x}\cosh{x}\,dx ={1\over 6}e^{x}(3+e^{2x})$

Method of variation of parameters

Technique

Example usage

See also: Method of variation of parameters, Differential operator, Engineering, Inhomogeneous, Mathematics, Ordinary differential equation, Pure mathematics, Wronskian