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Solving ODEs: Undetermined Coefficients & Variation

The document discusses the method of undetermined coefficients for solving non-homogeneous ODEs, highlighting its ease of use but limitations regarding the types of functions it can handle. It introduces the method of variation of parameters as a more flexible alternative, requiring knowledge of the general solution of the corresponding homogeneous equation. An example is provided to illustrate the application of the variation of parameters method, including the calculation of the Wronskian and the particular solution.

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Kanish Gupta
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6 views11 pages

Solving ODEs: Undetermined Coefficients & Variation

The document discusses the method of undetermined coefficients for solving non-homogeneous ODEs, highlighting its ease of use but limitations regarding the types of functions it can handle. It introduces the method of variation of parameters as a more flexible alternative, requiring knowledge of the general solution of the corresponding homogeneous equation. An example is provided to illustrate the application of the variation of parameters method, including the calculation of the Wronskian and the particular solution.

Uploaded by

Kanish Gupta
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

t

Modification Rule. If a term in your choice for happens to be a solution of the


homogeneous ODE corresponding to (1), multiply this term by t (or by if this solution
corresponds to a double root of the characteristic equation of the homogeneous ODE).
Exercise: Solve the following using the method of undetermined coefficients:
(a) Ans:

(b) Ans:
Pros and Cons of the Method of Undetermined Coefficients:
The method is very easy to perform. However, the limitation of the method of
undetermined coefficients is that the non-homogeneous term can only contain
simple functions such as so the trial function
can be effectively guessed.

Let’s learn a new method!!!


Method of variation of parameters

Consider a 2nd-order linear non-homogeneous ODE,

(1)

The method of variation of parameters enables us to solve (1) for any r –


but only if we know the general solution of the corresponding
homogeneous equation,

(2)
Assume that you do know two independent solutions of the
homogeneous equation, y1,2 – hence, the general solution is

yh  C1 y1 ( x)  C2 y2 ( x).

Let’s seek the solution of the non-homogeneous equation (1) in the form

y  u ( x) y1 ( x)  v( x) y2 ( x), (3)

where u(x) and v(x) are given by

r y2 r y1
u   dx . v dx .
y1 y2  y1 y2 y1 y2  y1 y2
So,

r y2 r y1
y   y1  W
dx  y 2  W
dx ,

u v
where
W  y1 y 2  y1 y 2 .

۞ W is called the Wronskian.


Example 1:
Solve the following ODE:

y   y  cot x .
Hint:
dx 1 1  cos x
 sin x  2 ln 1  cos x  C.
The soln:
Step 1: Find y1,2, i.e. solve the corresponding homogeneous equation:

y h  y h  0,
hence,

hence...
y h  C1 cos x  C2 sin x  y1  cos x, y 2  sin x,

Step 2: Calculate the Wronskian,

W  y1 y 2  y1 y 2
 (cos x ) (cos x )  (  sin x ) (sin x )
1 .

Step 3: Calculate u and v:

cot x
and...
r y1 cos x
v dx   (cos x ) dx,
W sin x
hence,

cos 2 x = 1 – sin2 x
v dx,
sin x
hence,

dx
v   sin x dx,
sin x

hence, using the hint provided and your knowledge of the basics,

1 1  cos x
v  ln  cos x  C2 .
2 1  cos x
The answer:

Warning:
Don’t lose C1,2, otherwise you’ll find a particular solution instead of the
general one.

Rearrange the answer in the form

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