Derivation of the method
We assume throughout this section that the nonhomogeneous linear equation
is normal on an interval \((a,b)\). We’ll abbreviate this equation as \(Ly=F\), where
When we speak of solutions of this equation and its complementary equation \(Ly=0\), we mean solutions on \((a,b)\). We’ll show how to use the method of variation of parameters to find a particular solution of \(Ly=F\), provided that we know a fundamental set of solutions \(\{y_1,y_2,\dots,y_n\}\) of \(Ly=0\).
We seek a particular solution of \(Ly=F\) in the form
where \(\{y_1,y_2,\dots,y_n\}\) is a known fundamental set of solutions of the complementary equation
and \(u_1\), \(u_2\), …, \(u_n\) are functions to be determined. We begin by imposing the following \(n-1\) conditions on \(u_1,u_2,\dots,u_n\):
These conditions lead to simple formulas for the first \(n-1\) derivatives of \(y_p\):
These formulas are easy to remember, since they look as though we obtained them by differentiating (9.4.2) \(n-1\) times while treating \(u_1\), \(u_2\), …, \(u_n\) as constants. To see that (9.4.3) implies (9.4.4), we first differentiate (9.4.2) to obtain
which reduces to
because of the first equation in (9.4.3). Differentiating this yields
which reduces to
because of the second equation in (9.4.3). Continuing in this way yields (9.4.4).
The last equation in (9.4.4) is
Differentiating this yields
Substituting this and (9.4.4) into (9.4.1) yields
Since \(Ly_i=0\) \((1 \le i \le n)\), this reduces to
Combining this equation with (9.4.3) shows that
is a solution of (9.4.1) if
which can be written in matrix form as
The determinant of this system is the Wronskian \(W\) of the fundamental set of solutions \(\{y_1,y_2,\dots,y_n\}\), which has no zeros on \((a,b)\), by Theorem 9.1.4. Solving (9.4.5) by Cramer’s rule yields
where \(W_j\) is the Wronskian of the set of functions obtained by deleting \(y_j\) from \(\{y_1,y_2,\dots,y_n\}\) and keeping the remaining functions in the same order. Equivalently, \(W_j\) is the determinant obtained by deleting the last row and \(j\)-th column of \(W\).
Having obtained \(u_1'\), \(u_2'\)\(, \dots, \)\(u_n'\), we can integrate to obtain \(u_1,\,u_2,\dots,u_n\). As in Section 5.7, we take the constants of integration to be zero, and we drop any linear combination of \(\{y_1,y_2,\dots,y_n\}\) that may appear in \(y_p\).
Remark
For efficiency, it’s best to compute \(W_1\), \(W_2\), …, \(W_n\) first, and then compute \(W\) by expanding in cofactors of the last row; thus,
Third Order Equations
If \(n=3\), then
Therefore
and (9.4.6) becomes
Example 9.4.1
Find a particular solution of
given that \(y_1=x\), \(y_2=e^x\), and \(y_3=e^{-x}\) form a fundamental set of solutions of the complementary equation. Then find the general solution of (9.4.8).
Solution We seek a particular solution of (9.4.8) of the form
The Wronskian of \(\{y_1,y_2,y_3\}\) is
so
Expanding \(W\) by cofactors of the last row yields
Since \(F(x)=8x^2e^x\) and \(P_0(x)=x\),
Therefore, from (9.4.7)
Integrating and taking the constants of integration to be zero yields
Hence,
Since \(-e^x\) is a solution of the complementary equation, we redefine
Therefore the general solution of (9.4.8) is
Fourth Order Equations
If \(n=4\), then
Therefore
and (9.4.6) becomes
Example 9.4.2
Find a particular solution of
given that \(y_1=x\), \(y_2=x^2\), \(y_3=1/x\) and \(y_4=1/x^2\) form a fundamental set of solutions of the complementary equation. Then find the general solution of (9.4.10) on \((-\infty,0)\) and \((0,\infty)\).
Solution We seek a particular solution of (9.4.10) of the form
The Wronskian of \(\{y_1,y_2,y_3,y_4\}\) is
so
Expanding \(W\) by cofactors of the last row yields
Since \(F(x)=12x^2\) and \(P_0(x)=x^4\),
Therefore, from (9.4.9),
Integrating these and taking the constants of integration to be zero yields
Hence,
Since \(-19x^2/12\) is a solution of the complementary equation, we redefine
Therefore
is the general solution of (9.4.10) on \((-\infty,0)\) and \((0,\infty)\).
9.4 Exercises
In Exercises 1–21 find a particular solution, given the fundamental set of solutions of the complementary equation.
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\(x^3y'''-x^2(x+3)y''+2x(x+3)y'-2(x+3)y=-4x^4\); \(\{x,\,x^2,\,xe^x\}\)
Show answer
\(y_p=2x^3\)
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\(y'''+6xy''+(6+12x^2)y'+(12x+8x^3)y=x^{1/2}e^{-x^2}\); \(\{e^{-x^2},\,xe^{-x^2},\,x^2e^{-x^2}\}\)
Show answer
\(y_p=\dst{8\over 105}x^{7/2} e^{-x^2}\)
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\(x^3y'''-3x^2y''+6xy'-6y=2x\); \(\{x,x^2,x^3\}\)
Show answer
\(y_p=x\ln|x|\)
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\(x^2y'''+2xy''-(x^2+2)y'=2x^2\); \(\{1,\,e^x/x,\,e^{-x}/x\}\)
Show answer
\(y_p=\dst{-{2(x^2+2)\over x}}\)
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\(x^3y'''-3x^2(x+1)y''+3x(x^2+2x+2)y'-(x^3+3x^2+6x+6)y=x^4e^{-3x}\);
\(\{xe^x,\,x^2e^x,\,x^3e^x\}\)
Show answer
\(y_p=\dst{-{xe^{-3x}\over64}}\)
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\(x(x^2-2)y'''+(x^2-6)y''+x(2-x^2)y'+(6-x^2)y=2(x^2-2)^2\); \(\{e^x,\,e^{-x},\,1/x\}\)
Show answer
\(y_p=-\dst{2x^2\over3}\)
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\(xy'''-(x-3)y''-(x+2)y'+(x-1)y=-4e^{-x}\); \(\{e^x,\,e^x/x,\,e^{-x}/x\}\)
Show answer
\(y_p=-\dst{e^{-x}(x+1)\over x}\)
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\(4x^3y'''+4x^2y''-5xy'+2y=30x^2\); \(\{\sqrt x,\,1/\sqrt x,\,x^2\}\)
Show answer
\(y_p=2x^2\ln|x|\)
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\(x(x^2-1)y'''+(5x^2+1)y''+2xy'-2y=12x^2\); \(\{x,\,1/(x-1),\,1/(x+1)\}\)
Show answer
\(y_p=x^2+1\)
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\(x(1-x)y'''+(x^2-3x+3)y''+xy'-y=2(x-1)^2\); \(\{x,\,1/x,e^x/x\}\)
Show answer
\(y_p=\dst{2x^2+6\over3}\)
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\(x^3y'''+x^2y''-2xy'+2y=x^2\); \(\{x,\,x^2,\,1/x\}\)
Show answer
\(y_p=\dst{x^2\ln|x|\over3}\)
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\(xy'''-y''-xy'+y=x^2\); \(\{x,\,e^x,\,e^{-x}\}\)
Show answer
\(y_p=-x^2-2\)
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\(xy^{(4)}+4y'''=6 \ln |x|\); \(\{1,\,x,\,x^2,\,1/x\}\)
Show answer
\(\dst{{1\over 4} x^3 \ln |x|-{25\over 48}x^3}\)
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\(16x^4y^{(4)}+96x^3y'''+72x^2y''-24xy'+9y=96x^{5/2}\); \(\{\sqrt x,\,1/\sqrt x,\,x^{3/2},\,x^{-3/2}\}\)
Show answer
\(y_p=\dst{x^{5/2}\over4}\)
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\(x(x^2-6)y^{(4)}+2(x^2-12)y'''+x(6-x^2)y''+2(12-x^2)y'=2(x^2-6)^2\);
\(\{1,\,1/x,\,e^x,\,e^{-x}\}\)
Show answer
\(y_p=\dst{x(12-x^2)\over6}\)
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\(x^4y^{(4)}-4x^3y'''+12x^2y''-24xy'+24y=x^4\); \(\{x,\,x^2,\,x^3,\,x^4\}\)
Show answer
\(y_p=\dst{x^4\ln|x|\over6}\)
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\(x^4y^{(4)}-4x^3y'''+2x^2(6-x^2)y''+4x(x^2-6)y'+(x^4-4x^2+24)y=4x^5e^x\);
\(\{xe^x,\,x^2e^x,\,xe^{-x},\,x^2e^{-x}\}\)
Show answer
\(y_p=\dst{x^3e^x\over2}\)
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\(x^4y^{(4)}+6x^3y'''+2x^2y''-4xy'+4y=12x^2\); \(\{x,x^2,1/x,1/x^2\}\)
Show answer
\(y_p= x^2\ln|x|\)
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\(xy^{(4)}+4y'''-2xy''-4y'+xy=4e^x\); \(\{e^x,\,e^{-x},\,e^x/x,\,e^{-x}/x\}\)
Show answer
\(y_p=\dst{xe^x\over2}\)
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\(xy^{(4)}+(4-6x)y'''+(13x-18)y''+(26-12x)y'+(4x-12)y=3e^x\); \(\{e^x,\,e^{2x},\,e^x/x,\,e^{2x}/x\}\)
Show answer
\(y_p=\dst{3xe^x\over2}\)
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\(x^4y^{(4)}-4x^3y'''+x^2(12-x^2)y''+2x(x^2-12)y'+2(12-x^2)y=2x^5\); \(\{x,\,x^2,\,xe^x,\,xe^{-x}\}\)
Show answer
\(y_p=-x^3\)
In Exercises 22–33 solve the initial value problem, given the fundamental set of solutions of the complementary equation. Where indicated by C/G , graph the solution.
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C/G \(x^3y'''-2x^2y''+3xy'-3y=4x, \quad y(1)=4,\quad y'(1)=4, \quad y''(1)=2\); \(\{x,\,x^3,\,x \ln x\}\)
Show answer
\(y=-x(\ln x)^2+3x+x^3-2x\ln x\)
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\(x^3y'''-5x^2y''+14xy'-18y=x^3, \quad y(1)=0,\quad y'(1)=1,\quad y''(1)=7\); \(\{x^2,\, x^3,\,x^3 \ln x\}\)
Show answer
\(y=\dst{x^3\over 2} (\ln |x|)^2+x^2-x^3+2x^3\ln|x|\)
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\(\dst{(5-6x)y'''+(12x-4)y''+(6x-23)y'+(22-12x)y=-(6x-5)^2e^x}\)
\(\dst{y(0)=-4, \quad y'(0)=-{3\over2},\quad y''(0)=-19}\); \(\{e^x,\,e^{2x},\,xe^{-x} \}\)
Show answer
\(y=\dst{-{1\over 2}(3x+1)xe^x-3e^x-e^{2x} +4xe^{-x}}\)
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\(x^3y'''-6x^2y''+16xy'-16y=9x^4, \quad y(1)=2,\quad y'(1)=1,\quad y''(1)=5\);
\(\{x,\,x^4,\,x^4 \ln |x|\}\)
Show answer
\(y=\dst{{3\over 2}x^4(\ln x)^2+3x-x^4+2x^4\ln x}\)
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C/G \((x^2-2x+2)y'''-x^2y''+2xy'-2y=(x^2-2x+2)^2, \quad y(0)=0,\quad y'(0)=5\),
\(y''(0)=0\); \(\{x,\,x^2,\,e^x\}\)
Show answer
\(y=\dst{-{x^4+12\over6}+3x-x^2+2e^x}\)
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\(x^3y'''+x^2y''-2xy'+2y=x(x+1), \quad y(-1)=-6,\quad y'(-1)=\dst{43\over6},\quad y''(-1)= -\dst{5\over2}\);
\(\{x,\,x^2,\,1/x\}\)
Show answer
\(y=\dst{\left({x^2\over3}-{x\over2}\right)\ln|x|+4x-2x^2}\)
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\((3x-1)y'''-(12x-1)y''+9(x+1)y'-9y=2e^x(3x-1)^2, \quad y(0)=\dst{3\over4}\),
\(y'(0)=\dst{5\over4}, \quad y''(0)=\dst{1\over4}\); \(\{x+1,\,e^x,\,e^{3x}\}\)
Show answer
\(y=\dst{-{xe^x(1+3x)\over2}+{x+1\over2}-{e^x\over4}+{e^{3x}\over2}}\)
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C/G \((x^2-2)y'''-2xy''+(2-x^2)y'+2xy=2(x^2-2)^2, \quad y(0)=1,\quad y'(0)=-5\),
\(y''(0)=5\); \(\{x^2,\,e^x,\,e^{-x}\}\)
Show answer
\(y=-8x+2x^2-2x^3+2e^x-e^{-x}\)
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C/G \(x^4y^{(4)}+3x^3y'''-x^2y''+2xy'-2y=9x^2, \quad y(1)=-7,\quad y'(1)= -11,\quad y''(1)=-5\), \(y'''(1)=6; \quad \{x,\,x^2,\,1/x,\,x\ln x\}\)
Show answer
\(y=3x^2\ln x-7x^2\)
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\((2x-1)y^{(4)}-4xy'''+(5-2x)y''+4xy'-4y=6(2x-1)^2, \quad y(0)=\dst{55\over4}, \quad y'(0)=0\),
\(y''(0)=13, \quad y'''(0)=1\); \(\{x,\,e^x,\,e^{-x},\,e^{2x}\}\)
Show answer
\(y=\dst{{3(4x^2+9)\over2}+{x\over2}-{e^x\over2}+{e^{-x}\over2}+{e^{2x}\over4}}\)
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\(4x^4y^{(4)}+24x^3y'''+23x^2y''-xy'+y=6x\), \(y(1)=2,\quad y'(1)=0,\quad y''(1)=4,\quad y'''(1)=-\dst{37\over4}\); \(\{x,\sqrt x,1/x,1/\sqrt x\}\)
Show answer
\(y=x\ln x+x-\sqrt x+\dst{1\over x}+{1\over\sqrt x}\).
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\(x^4y^{{(4)}}+5x^3y'''-3x^2y''-6xy'+6y=40x^3, \quad y(-1)=-1, \; y'(-1)=-7\),
\(y''(-1)=-1,\quad y'''(-1)=-31\); \(\{x,\, x^3,\,1/x,\,1/x^2\}\)
Show answer
\(y=\dst{x^3\ln|x|+x-2x^3+{1\over x}-{1\over x^2}}\)
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Suppose the equation
\[ P_0(x)y^{(n)}+P_1(x)y^{(n-1)}+\cdots+P_n(x)y=F(x) \tag*{\rm (A)} \]is normal on an interval \((a,b)\). Let \(\{y_1,y_2,\dots,y_n\}\) be a fundamental set of solutions of its complementary equation on \((a,b)\), let \(W\) be the Wronskian of \(\{y_1,y_2,\dots,y_n\}\), and let \(W_j\) be the determinant obtained by deleting the last row and the \(j\)-th column of \(W\). Suppose \(x_0\) is in \((a,b)\), let
\[ u_j(x)=(-1)^{(n-j)}\int_{x_0}^x{F(t)W_j(t)\over P_0(t)W(t)}\,dt, \quad 1\le j\le n, \]and define
\[ y_p=u_1y_1+u_2y_2+\cdots+u_ny_n. \]Show that \(y_p\) is a solution of (A) and that
\[ y_p^{(r)}=u_1y^{(r)}_1+u_2y_2^{(r)}\cdots+u_ny^{(r)}_n,\quad 1 \le r \le n-1, \]and
\[ y_p^{(n)}=u_1y_1^{(n)}+u_2y_2^{(n)}+\cdots+u_ny_n^{(n)}+{F\over P_0}. \]Hint: See the derivation of the method of variation of parameters at the beginning of the section.
Show that \(y_p\) is the solution of the initial value problem
\[ \begin{array}{r} P_0(x)y^{(n)}+P_1(x)y^{(n-1)}+\cdots+P_n(x)y=F(x),\\[5pt] \hspace*{20pt} y(x_0)=0,\; y'(x_0)=0,\dots,\quad y^{(n-1)}(x_0)=0. \end{array} \]Show that \(y_p\) can be written as
\[ y_p(x)=\int_{x_0}^x G(x,t)F(t)\,dt, \]where
\[ G(x,t)={1\over P_0(t)W(t)}\left|\begin{array}{cccc} y_1(t)&y_2(t)&\cdots&y_n(t)\\[5pt] y_1'(t)&y_2'(t)&\cdots&y_n'(t)\\[5pt] \vdots&\vdots&\ddots&\vdots\\[5pt] y_1^{(n-2)}(t)&y_2^{(n-2)}(t)&\cdots&y_n^{(n-2)}(t)\\[5pt] y_1(x)&y_2(x)&\cdots&y_n(x)\end{array}\right|, \]which is called the Green’s function for (A).
Show that
\[ {\partial^{j}G(x,t)\over\partial x^j} ={1\over P_0(t)W(t)}\left|\begin{array}{cccc} y_1(t)&y_2(t)&\cdots&y_n(t)\\[5pt] y_1'(t)&y_2'(t)&\cdots&y_n'(t)\\[5pt] \vdots&\vdots&\ddots&\vdots\\[5pt] y_1^{(n-2)}(t)&y_2^{(n-2)}(t)&\cdots&y_n^{(n-2)}(t)\\[5pt] y_1^{(j)}(x)&y_2^{(j)}(x)&\cdots&y_n^{(j)}(x)\end{array}\right|,\quad 0\le j\le n. \]Show that if \(a<t<b\) then
\[ \left.{\partial^{j}G(x,t)\over\partial x^j}\right|_{x=t}= \left\{\begin{array}{cl} 0,&1\le j\le n-2,\\[5pt] \dst{1\over P_0(t)},&j=n-1. \end{array}\right. \]Show that
\[ y_p^{(j)}(x)=\left\{\begin{array}{cl}\dst{\int_{x_0}^x {\partial^{j}G(x,t)\over\partial x^j}F(t)\,dt},&1\le j\le n-1,\\[10pt] \dst{{F(x)\over P_0(x)}+ \int_{x_0}^x{\partial^{(n)}G(x,t)\over\partial x^n}F(t)\,dt},&j=n. \end{array}\right. \]
In Exercises 35–42 use the method suggested by Exercise 34 to find a particular solution in the form \(y_p=\int_{x_0}^x G(x,t)F(t)\,dt\), given the indicated fundamental set of solutions. Assume that \(x\) and \(x_0\) are in an interval on which the equation is normal.
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\(y'''+2y'-y'-2y=F(x); \quad \{e^x,\,e^{-x},e^{-2x}\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {e^{(x-t)}-3e^{-(x-t)}+2e^{-2(x-t)}\over6} F(t)\,dt}\)
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\(x^3y'''+x^2y''-2xy'+2y=F(x); \quad \{x,\,x^2,\,1/x\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {(x-t)^2(2x+t)\over6xt^3} F(t)\,dt}\)
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\(x^3y'''-x^2(x+3)y''+2x(x+3)y'-2(x+3)y=F(x); \{x,x^2,xe^x\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {xe^{(x-t)}-x^2+x(t-1)\over t^4} F(t)\,dt}\)
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\(x(1-x)y'''+(x^2-3x+3)y''+xy'-y=F(x); \quad \{x,\,1/x,\,e^x/x\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {x^2-t(t-2)-2te^{(x-t)}\over 2x(t-1)^2} F(t)\,dt}\)
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\(y^{(4)}-5y''+4y=F(x); \quad \{e^x,\,e^{-x},\,e^{2x},\,e^{-2x}\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {e^{2(x-t)}-2e^{(x-t)}+2e^{-(x-t)}-e^{-2(x-t)}\over12 } F(t)\,dt}\)
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\(xy^{(4)}+4y'''=F(x); \quad \{1,\,x,\,x^2,\,1/x\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {(x-t)^3\over6x} F(t)\,dt}\)
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\(x^4y^{(4)}+6x^3y'''+2x^2y''-4xy'+4y=F(x)\); \(\{x,x^2,1/x,1/x^2\}\)
Show answer
\(y_p=\dst\int_{x_0}^x{(x+t)(x-t)^3\over12x^2t^3}F(t)\,dt\)
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\(xy^{(4)}-y'''-4xy'+4y'=F(x); \quad \{1,\,x^2,\,e^{2x}, e^{-2x}\}\)
Show answer
\(y_p=\dst{\int_{x_0}^x {e^{2(x-t)}(1+2t)+e^{-2(x-t)}(1-2t)-4x^2+4t^2-2\over32t^2} F(t)\,dt}\)