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Chapter 7: Variation of Parameters
MATH 374 Lecture 19 Chapter 7: Variation of Parameters
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Note for this Chapter We now look at two methods of solving non-homogeneous linear equations with variable coefficients!
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7.1: Reduction of Order This method, due to D’Alembert, works for equations of the form: b0(x)y(n) + b1(x)y(n-1) + … + bn-1(x)y’ + bn(x)y = R(x). (1) Here is the main idea of this method …
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Main idea of Reduction of Order
b0(x)y(n) + b1(x)y(n-1) + … + bn-1(x)y’ + bn(x)y = R(x). (1) Main idea of Reduction of Order If we know y1 is a solution of the homogeneous equation corresponding to (1): b0(x)y(n) + b1(x)y(n-1) + … + bn-1(x)y’ + bn(x)y = 0, (2) then the introduction of a new dependent variable v by the substitution y = y1v (3) into (1) will lead to a differential equation of order (n-1) to solve!
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Reduction of Order - Second Order Equation case
Let’s try Reduction of Order on the equation: y’’ + p(x) y’ + q(x) y = R(x). (4) Suppose y1 is a solution of y’’ + p(x) y’ + q(x) y = 0. (5) Let y = y1v (6) and find the first and second derivatives of y:
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Reduction of Order - Second Order Equation case
y’’ + p(x) y’ + q(x) y = R(x). (4) y’’ + p(x) y’ + q(x) y = 0. (5) Reduction of Order - Second Order Equation case y = y1v (6) y’ = y1’v + y1v’ (7) y’’ = y1’’v + 2 y1’v’ + y1v’’ (8) Substituting (6), (7), and (8) into (4) yields: (y1’’v + 2 y1’v’ + y1v’’) + p(x)(y1’v + y1v’) + q(x)(y1v) = R(x) or, collecting like v-terms:
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Reduction of Order - Second Order Equation case
y’’ + p(x) y’ + q(x) y = R(x). (4) y’’ + p(x) y’ + q(x) y = 0. (5) Reduction of Order - Second Order Equation case y = y1v (6) y’ = y1’v + y1v’ (7) y’’ = y1’’v + 2 y1’v’ + y1v’’ (8) Substituting (6), (7), and (8) into (4) yields: (y1’’v + 2 y1’v’ + y1v’’) + p(x)(y1’v + y1v’) + q(x)(y1v) = R(x) or, collecting like v-terms: y1v’’ + (2y1’ + p(x)y1’)v’ + (y1’’ + p(x)y1’ + q(x) y1)v = R(x) (9)
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Reduction of Order - Second Order Equation case
y’’ + p(x) y’ + q(x) y = R(x). (4) y’’ + p(x) y’ + q(x) y = 0. (5) Reduction of Order - Second Order Equation case y = y1v (6) y’ = y1’v + y1v’ (7) y’’ = y1’’v + 2 y1’v’ + y1v’’ (8) Substituting (6), (7), and (8) into (4) yields: (y1’’v + 2 y1’v’ + y1v’’) + p(x)(y1’v + y1v’) + q(x)(y1v) = R(x) or, collecting like v-terms: y1v’’ + (2y1’ + p(x)y1’)v’ + (y1’’ + p(x)y1’ + q(x) y1)v = R(x) (9) Hence, we can rewrite (9) as y1v’’ + (2y1’ + p(x)y1’)v’ = R(x). (10) = 0 by (5)
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Reduction of Order - Second Order Equation case
y1v’’ + (2y1’ + p(x)y1’)v’ = R(x). (10) Reduction of Order - Second Order Equation case Letting w = v’, we see that (10) is a first order linear equation in w!! y1w’ +(2y1’ + p(x)y1)w = R(x). (11) To solve (11) for w, we use an integrating factor. Then since v’ = w, it follows that v = s w dx. Finally, y = y1v.
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Example 1 Use Reduction of Order to solve y’’ + y = sec3x (12)
Solution: First, note that the Method of Undetermined Coefficients will not work here! The homogeneous equation y’’ + y = 0 (13) has solution yc = c1 sin x + c2 cos x. We need a solution of (13) to use Reduction of Order, so take y1 = sin x. (14) (Any solution of (13) can be chosen for y1 …)
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Example 1 (continued) y = y1v = v sin x (15)
y’’ + y = sec3x (12) Example 1 (continued) y = y1v = v sin x (15) y’ = v’ sin x + v cos x (16) y’’ = v’’ sin x + 2 v’ cos x + v (-sin x) (17) Substituting (15), (16), and (17) into (12) gives: (v’’ sin x + 2 v’ cos x – v sin x) + v sin x = sec3 x. ) v’’ sin x + 2 v’ cos x = sec3 x ) v’’ + 2 (cos x)/(sin x) v’ = (sec3x)/(sin x) (18)
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v’’ + 2 (cos x)/(sin x) v’ = (sec3x)/(sin x) (18)
Example 1 (continued) Letting w = v’, (18) becomes: w’+2(cos x)/(sin x)w = (sec3x)/(sin x). (19) An integrating factor for (19) is: es (cos x)/(sinx ) dx = e2 ln(sin x) = sin2x. Multiplying (19) by the integrating factor, sin2x w’ + 2 sin x cos x w = sin x sec3x ) [sin2x w]’ = sin x sec3x ) sin2x w = s sin x sec3 x dx ) sin2x w = s tan x sec2x dx Letting u = tan x for the integral, ) sin2x w = 1/2 tan2x + C1 ) w = 1/2 sec2x + C1csc2x Recall that w = v’, so we have v’ = 1/2 sec2x + C1csc2x ) v = s (1/2 sec2x + C1csc2x) dx ) v = 1/2 tan x – C1cot x + C2 Finally, y = y1v, so it follows that y = sin x(1/2 tan x – C1cot x + C2) i.e. y = 1/2 sinx tanx – C1cos x + C2sin x yp yc
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