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and suppose that the associated homogeneous DE a2 (x)y + a1 (x)y + a0 (x)y = 0 has
a general solution yc = c1 y1 + c2 y2 .
Idea. In order to find the general solution (the family of all solutions)
y = yc + yp
of the given Non-Homogeneous DE, where yc is the general solution of the Associated
Homogeneous DE and yp is one solution (a Particular Solution) of the given NonHomogeneous DE: We have to find a Particular Solution yp .
We are looking for yp in the form
yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x).
In other words we replace the constants c1 and c2 in the general solution of the associated homogeneous DE by functions u1 (x) and u2 (x). We vary these two functions
in order to get a particular solution yp . That is because the Method is called:
The Method of Variation of Parameters.
Technically, the Method of Variation of Parameters computes the functions u1 (x) and
u2 (x). First, place the DE in Standard Form:
00
00
[u1 (x)y1 (x) + u2 (x)y2 (x)] + p(x)[u1 (x)y1 (x) + u2 (x)y2 (x)]
+q(x)[u1 (x)y1 (x) + u2 (x)y2 (x)] = f (x)
00
0 0
00
00
0 0
00
[u1 y1 + 2u1 y1 + u1 y1 + u2 y2 + 2u2 y2 + u2 y2 ]
0
0
0
0
+p(x)[u1 y1 + u1 y1 + u2 y2 + u2 y2 ] + q(x)[u1 (x)y1 (x) + u2 (x)y2 (x)] = f (x)
By using the fact that y1 and y2 are solutions of the associated homogeneous DE the
above expression simplifies to:
0
00
00
u1 y1 + u2 y2 = 0
[u1 y1 + u2 y2 ] = 0
u1 y1 + u2 y2 = f (x) .
0
As a result, u1 and u2 are solution of the following linear system of algebraic equations:
0
u1 y1 + u2 y2 = 0
0 0
0 0
u1 y1 + u2 y2 = f (x)
Hence,
0
u1 =
where
W1
,
W
u2 =
W2
,
W
0
y2
W1 =
,
f (x) y20
y
0
W2 = 10
y1 f (x)
y y
W (y1 , y2 ) = 10 20 .
y1 y2
2
Finally
u1 =
u1 (x)dx,
u2 =
u2 (x)dx
4y 00 + 4y 0 + y = xe 2 .
Remark. This is Problem 4 from the Section on Undetermined Coefficients. You
will see that the Method of Variation of Parameters is more simple for this problem.
Step 1. Solve the associated homogeneous DE:
4y 00 + 4y 0 + y = 0
4m2 + 4m + 1 = 0
4 16 16
1
m1 = m2 =
= .
8
2
Thus,
yc = c1 y1 + c2 y2
1
1
y1 = e 2 x , y2 = xe 2 x
1
1
yc = c1 e 2 x + c2 xe 2 x .
xe 2
f (x) =
.
4
xe 2
1
y +y + y =
4
4
00
y
0
W2 = 10
y1 f (x)
0
y2
,
W1 =
f (x) y20
Note that f (x) is the function on the right-hand side of the DE once it has
been placed in standard form. In our case:
x
xe 2
f (x) =
.
4
x
e 2 x
xe 2 x
W =
x
1
x
12 e 2 x e 2 12 xe 2 .
Computing W :
1
1
W = ex xex + xex = ex .
2
2
W1 =
0
1 x
xe 2
xe 2
x
x2
e 12 xe 2
x
x
1
1
W1 = xe 2 (xe 2 = x2 ex .
4
4
e 2
x
W2 =
12 e 2
0
x
1
xe 2
4
1
W2 = xex .
4
4
Z
Z
W1
x2 x 1
1
x2
dx
e
dx = x3 .
dx
=
x
W
4
e
4
12
Z
Z
1 x 1
1 2
1
W2
dx
xe
x
dx
=
x.
dx
=
u2 =
W
4
ex
4
8
Step 5. Form the particular solution yp :
yp = u1 y1 + u2 y2 .
Therefore,
x2 x
x3 x
xe 2 +
e 2
8
12
!
yp =
x3 x x3 x
e 2 e 2
8
12
3
x
x
yp = e 2 .
24
Step 6. Construct the general solution of the given DE by using yc and yp :
yp =
y = yc + yp
y = c1 y 1 + c2 y 2 + y p
1
y1 = e 2 x ,
12 x
y = c1 e
y2 = xe 2 x ,
+ c2 xe
21 x
yp =
x3 x
e 2
24
x3 x
+ e 2.
24
ex ex
W =
ex ex
W = 2.
0 ex
W1 =
x2 e x
ex 0
W2 =
ex x2
W1 = x2 ex .
W2 = x2 ex .
Then,
x2 ex
1 Z 2 x
=
x e dx (integration by parts)
2
2
1 2 x Z x
1 2 x
1 2 x 1 Z x
xe +
e 2x dx =
x e + e x dx =
x e + xex ex .
2
2
2
2
!
x2
u1 = + x 1 ex .
2
Z 2 x
xe
1 Z 2 x
1 2 x 1 Z x
u2 =
=
x e dx =
xe +
e 2x dx
2
2
2
2
Z
1
1
x2 ex + xex + ex dx = x2 ex + xex ex
2
2
!
x2
u2 =
x 1 ex
2
u1 =
Since yp = u1 y1 + u2 y2 ,
x2
x2
x x
+x1 e e +
x 1 ex ex x2 2.
2
2
!
yp =
ex
xex
W =
x
x
e
e xex
0
xex
W1 =
x
x
xe
e xex
ex
0
W2 =
ex xex
W = e2x .
W1 = x2 e2x .
W2 = xe2x .
Then,
Z
Z
x3
x2 e2x
W1
2
dx =
dx
=
x
dx
=
.
W
e2x
3
Z
Z
Z
W2
xe2x
x2
u2 =
dx =
dx
=
xdx
=
.
W
e2x
2
u1 =
Since yp = u1 y1 + u2 y2 ,
x3 x
yp = e +
3
x3 x
yp = e +
3
x3 x
yp = e .
6
The general solution of the given DE is:
x2
(xex )
2
x3 x
e
2
y = yc + yp = c1 ex + c2 ex +
7
x3 x
e .
6
cos(x) sin(x)
W =
sin x cos x
0 sin(x)
W1 =
x cos(x)
cos x
0
W2 =
sin(x) cos(x)
W1 = x sin x.
W2 = x cos(x).
Then,
u1 =
u2 =
x sin(x) dx = x cos(x)
x cos(x) dx = x sin(x)
e2x
xe2x
W =
x
2e
(1 2x)e2x
0
xe2x
W1 =
(3 + x)e2x (1 2x)e2x
e2x
0
W2 =
2e2x (3 + x)e2x
W1 = x(3 + x)e4x .
W2 = (3 + x)e4x .
Then,
Z
x(3 + x)e4x
3 2 x3
2
dx
=
(3x
+
x
)
dx
=
x .
e4x
2
3
Z
Z
4x
2
(3 + x)e
x
u2 =
dx = (x + 3) dx =
+ 3x.
4x
e
!
!2
x3 2x
x2
3
e
+
+ 3x xe2x
y p = x2
2
3
2
!
3 2 2x
x3 x3 2x
2
yp = 3x x e
+
e
2
2
3
3
x3
yp = x2 e2x + e2x .
2
6
u1 =
2x
y = c1 e
+ c2 xe
2x
c1 = 2.
c2 = 5 + 2c1 = 9.
9
x3 2x 3x2 2x
e
+
e .
6
2
y 00 3y + 2y = e2x + xex .
Solution. First, solve the associated homogeneous DE:
3 98
2
m 3m + 2 = 0 m1,2 =
= 1, 2 yc = c1 ex + c2 e2x .
2
We look for yp in the form: yp = u1 ex + u2 e2x . Since the DE is in standard form,
we proceed to find W, W1 , W2 and u1 , u2 :
ex e2x
W = x
e 2e2x
0
2x
x
e + xe
0
e2x
W1 = 2x
e + xex 2e2x
W2 =
ex
ex
W = e3x .
W1 = e4x xe3x .
W2 = e3x + xe2x .
Then,
Z
e4x xe3x
x2
x
x
dx = e x dx = e .
u1 =
e3x
2
Z
Z 3x
e + xe2x
dx = 1 + xex dx = x xex ex .
u2 =
e3x
x2
yp = u1 ex + u2 e2x = (ex )ex + (x xex ex )e2x .
2
2
x
x2
e2x ex + xe2x xex ex = ex xex + xe2x + (e2x ex ).
2
2
Z
Note that (e2x ex ) is a solution of the homogeneous DE and add this term to yc .
Thus, the general solution is:
y = c1 e2x + c2 xe2x
x2 x
e xex + xe2x + (e2x ex )
2
10
x2 x
e xex + xe2x + (c1 1)ex + (c2 1)e2x .
2
Since (c1 1) is an arbitrary constant, we denote it by c1 , and analogously, (c2 1)
is denoted by c2 . Finally, the general solution:
y = yc + yp
y = c1 ex + c2 e2x
11
x2 x
e xex + xe2x
2
x>0
where a2 , a1 , a0 are constants (numbers). Note that the coefficients are non-constant,
i.e., they are function but of special form.
Solution of homogeneous, second-order Cauchy-Euler DE:
00
a2 x2 y + a1 xy + a0 y = 0,
x > 0.
0
00
a2 x2 y + a1 xy + a0 y = 0
a2 x2 (m(m 1)xm2 ) + a2 (mxm1 ) + a0 xm
xm [a2 m(m 1) + a1 m + a0 ] = 0, x > 0
a2 m(m 1) + a1 m + a0 = 0
a2 m2 + (a1 a2 )m + a0 = 0
that is a quadratic equation called characteristic equation of a homogeneous
second-order Cauchy-Euler DE. According to the solutions m1 and m2 of the
characteristic equation we have the following 3 cases:
(a) Distinct real solutions m1 6= m2 . Then the general solution is:
y = c1 xm1 + c2 xm2 .
(b) Repeated real solutions m1 = m2 . Then the general solution is:
y = c1 xm1 + c2 xm1 ln(x).
(c) Complex (conjugate) solutions m1 = i, m2 = + i. Then the general
solution in complex form is:
y = c1 xm1 + c2 xm2
y = c1 xi + c2 x+i
y = c1 x ei ln(x) + c2 x ei ln(x)
12
and from here the real form of the general solution is:
y = x [c1 cos( ln(x)) + c2 sin( ln(x))] .
General solution of a non-homogeneous, second-order, Cauchy-Euler DE:
00
a2 x2 y + a1 xy + a0 y = g(x),
x > 0.
y 0 = mxm1 ,
y 00 = m(m 1)xm2 .
Step 2. We have two real distinct solutions. Hence, the general solution has the form
y = c1 xm1 +c2 xm2 . Thus, the general solution of the given homogeneous Cauchy-Euler
DE is:
y = c1 x + c2 x 4 .
13
x1
x2
x
1
ln(x)
2
1
W1 =
x
ln(x)
x2
ln(x)
.
x3
W2 =
ln(x)
ln(x)
(x) =
.
2
x
x
ln(x) x
1Z 1
ln(x)
1
dx
=
ln(x)dx
=
.
x3
2
2 x2
2x
2x
ln(x) x
1 Z
1
dx =
ln(x)dx = (x ln(x) x).
x
2
2
2
14
Find yp = u1 y1 + u2 y2 :
!
ln(x) 1
x
x
1
(x) +
ln(x) +
2x
2
2
x
!
ln(x) 1
ln(x) 1
yp =
+
+
2
2
2
ln(x) 1 ln(x) + 1
2 ln(x)
yp =
ln(x)
2
2
x2 y + xy + y = 0,
x > 0.
x2 y + xy + y = 0
x2 m(m 1)xm2 + xmxm1 + xm = 0
xm [m(m 1) + m + 1] = 0
m2 + 1 = 0 m1,2 = i .
We have the case of two complex conjugate solutions m1 = i, m2 = i. Complex
form of the general solution:
y = c1 xi + c2 xi .
Real form of the general solution ( = 0, = 1):
y = x [c1 cos( ln(x)) + c2 sin( ln(x))]
y = x0 [c1 cos(ln(x)) + c2 sin(ln(x))]
y = c1 cos(ln(x)) + c2 sin(ln(x))
Problem 2. Solve the following homogeneous Cauchy-Euler DE:
00
x2 y + 3xy + 2y = 0,
15
x > 0.
x2 y + 3xy + 2y = 0
x2 m(m 1)xm2 + 3xmxm1 + 2xm = 0
xm [m(m 1) + 3m + 2] = 0
2 4 8
2
m + 2m + 2 = 0 m1,2 =
2
m1 = 1 i, m2 = 1 + i
We have the case of two complex conjugate solutions m1 = i, m2 = i. Complex
form of the general solution:
y = c1 x1i + c2 x1+i .
Real form of the general solution ( = 1, = 1):
y = x [c1 cos( ln(x)) + c2 sin( ln(x))]
y = x1 [c1 cos(ln(x)) + c2 sin(ln(x))]
Problem 3. Solve the following homogeneous Cauchy-Euler DE:
00
x2 y + 3xy + y = 0,
x > 0.
x2 y + 3xy + y = 0
x2 m(m 1)xm2 + 3xmxm1 + xm = 0
xm [m(m 1) + 3m + 1] = 0
2 4 4
2
m + 2m + 1 = 0 m1,2 =
2
m1 = m2 = 1 .
We have the case of repeated real solutions m1 = m2 = 1. the general solution:
y = c1 xm1 + c2 xm1 ln(x).
y = c1 x1 + c2 x1 ln(x)
Problem 4. Solve the following non-homogeneous Cauchy Euler DE:
x2 y 00 + 4xy 0 + 2y = 4 ln(x),
16
0 < x < .
x2
x1
W =
3
2x
x2
W1 =
W2 =
0
x1
4x2 ln(x) x2
x2
0
3
2
2x
4x ln(x)
W = x4 .
W1 = 4x3 ln(x).
W2 = 4x4 ln(x).
Z
4x3 ln(x)
dx = 4 x ln(x)dx
x4
17
0<x<
.
2x
2x
2x2
2 2x
5
1
1 1
y 00 + y 0 + 2 y = x1 .
2x
2x
2 2
Compute W, W1 and W2 :
x1
x 2
W =
3
x2 12 x 2
5
1 5
1 5
W = x 2 + x 2 = x 2 .
2
2
18
W1 =
x 2
3
1
x 2 s
2
0
12 x1
x1
W2 =
x2
1 1
x
0
1
2
1
2
1 1 1 1
x 2.
W1 =
x
2 2
W2 = x1
1 1 1
.
x
2 2
Find u1 and u2 :
u1 =
12 x1 x 2
1 52
x
2
dx
x2 x3
(x 1)x dx = (x x ) dx =
.
2
3
Z x1 1 1 x1
2
2
u2 =
dx.
1 52
x
2
Z
Z
3
1
3
2 5 2 3
1
2
x 2 x 2 dx = x 2 x 2 .
x (1 x ) =
5
3
Z
x1 +
x2 x2 x 2
2
3
5
3
!
yp =
x x2 2 2 2
x2 x
+ x x=
.
2
3
5
3
15 6
The general solution has the form
y = yc + yp = c1 y1 + c2 y2 + yp .
Thus, the general solution is:
1
y = c1 x1 + c2 x 2 +
19
x2 x
.
15 6