TOPICS
Search

Variation of Parameters


For a second-order ordinary differential equation,

 y^('')+p(x)y^'+q(x)y=g(x).
(1)

Assume that linearly independent solutions y_1(x) and y_2(x) are known to the homogeneous equation

 y^('')+p(x)y^'+q(x)y=0,
(2)

and seek v_1(x) and v_2(x) such that

y^*=v_1y_1+v_2y_2
(3)
y^('*)=(v_1^'y_1+v_2^'y_2)+(v_1y_1^'+v_2y_2^').
(4)

Now, impose the additional condition that

 v_1^'y_1+v_2^'y_2=0
(5)

so that

y^('*)(x)=v_1y_1^'+v_2y_2^'
(6)
y^(''*)(x)=v_1^'y_1^'+v_2^'y_2^'+v_1y_1^('')+v_2y_2^('').
(7)

Plug y^*, y^*^', and y^*^('') back into the original equation to obtain

 v_1(y_1^('')+py_1^'+qy_1)+v_2(y_2^('')+py_2^'+qy_2)+v_1^'y_1^'+v_2^'y_2^'=g(x),
(8)

which simplifies to

 v_1^'y_1^'+v_2^'y_2^'=g(x).
(9)

Combing equations (◇) and (9) and simultaneously solving for v_1^' and v_2^' then gives

v_1^'=-(y_2g(x))/(W(x))
(10)
v_2^'=(y_1g(x))/(W(x)),
(11)

where

 W(y_1,y_2)=W(x)=y_1y_2^'-y_2y_1^'
(12)

is the Wronskian, which is a function of x only, so these can be integrated directly to obtain

v_1=-int(y_2g(x))/(W(x))dx
(13)
v_2=int(y_1g(x))/(W(x))dx,
(14)

which can be plugged in to give the particular solution

 y^*=v_1y_1+v_2y_2.
(15)

Generalizing to an nth degree ODE, let y_1, ..., y_n be the solutions to the homogeneous ODE and let v_1^'(x), ..., v_n^'(x) be chosen such that

 {y_1v_1^'+y_2v_2^'+...+y_nv_n^'=0; y_1^'v_1^'+y_2^'v_2^'+...+y_n^'v_n^'=0; |; y_1^((n-1))v_1^'+y_2^((n-1))v_2^'+...+y_n^((n-1))v_n^'=g(x).
(16)

and the particular solution is then

 y^*(x)=v_1(x)y_1(x)+...+v_n(x)y_n(x),
(17)

See also

Ordinary Differential Equation, Second-Order Ordinary Differential Equation

Explore with Wolfram|Alpha

Cite this as:

Weisstein, Eric W. "Variation of Parameters." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/VariationofParameters.html

Subject classifications