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Variation of Parameters and Euler Equation

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Variation of Parameters and
Euler Equation
Non- homogeneous linear d.e with a)constant
coefficients and b) variable coefficients
METHOD OF VARIATION OF PARAMETERS (MVP)
οƒ˜ This method is used when the method of undetermined coefficients
will not work.
οƒ˜Applied to any linear equation of any order with constant or variable
coefficients regardless of the forms of f(x) and for which yc is
available.
οƒ˜ Consider the 2nd order linear differential equation:
𝑦 ′′ + 𝑃 π‘₯ 𝑦 ′ + 𝑄 π‘₯ 𝑦 = 𝑓(π‘₯)
Solution: y = yc + yp
yc= c1y1 + c2y2
yp = u1y1 + u2y2
Assume u1 and u2 as functions of x
METHOD OF VARIATION OF PARAMETERS (MVP)
PROCEDURE
οƒ˜ Solve for yc
οƒ˜Replace c’s in yc with u’s to get yp
οƒ˜Set up the Wronskian matrix
οƒ˜Solve the u1’, u2’,……un’ (via Cramer’s Rule)
οƒ˜Obtain u1, u2…..un by integration to get final yp
CAUCHY- EULER LDE
Standard form:
𝑛
𝑑
𝑦
𝑛
π‘Žπ‘› π‘₯
+
𝑛
𝑑π‘₯
𝑛−1
𝑑
𝑦
𝑑𝑦
𝑛−1
π‘Žπ‘›−1 π‘₯
+ … . . + π‘Ž1 π‘₯
+ π‘Ž0 𝑦 = 𝑓(π‘₯)
𝑛−1
𝑑π‘₯
𝑑π‘₯
Where a0 , a1 , ….. an
𝑑
𝐷=
𝑑π‘₯
Example:
are constants
π‘œπ‘π‘’π‘Ÿπ‘Žπ‘‘π‘œπ‘Ÿ
π‘₯ 2 𝐷2 − π‘₯𝐷 + 1 𝑦 =
1
π‘₯
NOTES: 1) Special LDE with variable coefficients
2) Powers of x and D are equal in each term
CAUCHY- EULER LDE
• Transformation
Let z = ln x
→
𝒙 = 𝒆𝒛
Notes: 𝐷π‘₯ =
𝑑
𝑑π‘₯
dz/dx = 1/x
• For the first derivative:
𝐷π‘₯ 𝑦
𝐷π‘₯ 𝑦
𝑑𝑦
𝑑𝑦 𝑑𝑧
=
=
.
𝑑π‘₯
𝑑π‘₯ 𝑑𝑧
𝑑𝑧 𝑑𝑦
=
.
𝑑π‘₯ 𝑑𝑧
1 𝑑𝑦
1
=
.
=
𝐷𝑧 𝑦
π‘₯ 𝑑𝑧
π‘₯
x D x y = 𝑫𝒛 π’š
𝐷𝑦 =
𝑑
𝑑𝑦
CAUCHY- EULER LDE
Transformation
For the second derivative
𝑑
𝐷π‘₯2 𝑦=
𝐷π‘₯ 𝑦 =
𝑑π‘₯
𝑑 1
𝑑π‘₯ π‘₯
=
=
=
=
•
1 𝑑
π‘₯ 𝑑π‘₯
1 𝑑
π‘₯ 𝑑π‘₯
𝐷𝑧 𝑦 =
1
𝐷𝑦
π‘₯2 𝑧
𝑑𝑧
1
− 2 𝐷𝑧
𝑑𝑧
π‘₯
𝐷𝑧 𝑦 −
𝐷𝑧 𝑦
1 𝑑
𝑑𝑧
1
𝐷𝑧 𝑦
− 2 𝐷𝑧 𝑦
π‘₯ 𝑑𝑧
𝑑π‘₯
π‘₯
1 2
1
1
𝐷 𝑦
− 2 𝐷𝑧 𝑦
π‘₯ 𝑧
π‘₯
π‘₯
1
2𝑦 − 𝐷 𝑦
𝐷
𝑧
𝑧
π‘₯2
π‘₯ 2 𝐷π‘₯2 𝑦 = 𝐷𝑧2 𝑦 − 𝐷𝑧 𝑦
π’™πŸ π‘«πŸπ’™ π’š = 𝑫𝒛 𝑫𝒛 − 𝟏 π’š
CAUCHY- EULER LDE
• Transformatio n
For the third derivative:
• x Dx y = 𝐷𝑧 𝑦
• π‘₯ 2 𝐷π‘₯2 𝑦 =
𝐷𝑧 𝐷𝑧 − 1 𝑦
• π’™πŸ‘ π‘«πŸ‘π’™ π’š =
𝑫𝒛 𝑫𝒛 − 𝟏 (𝑫𝒛 − 𝟐 π’š
• π‘₯ 𝑛 𝐷π‘₯𝑛 𝑦 =
𝐷𝑧 𝐷𝑧 − 1 𝐷𝑧 − 2 … … . 𝐷𝑧 − 𝑛 − 1
𝑦
CAUCHY- EULER LDE
PROCEDURE:
οƒ˜ Make sure that the given LDE with variable coefficients conforms to
the Cauchy-Euler form.
οƒ˜Substitute the boxed expressions in the given differential equation
οƒ˜Solve a transformed LDE (now with constant coefficients) using MUC
or MVP with z as the independent variable
οƒ˜Resubstitute x= ez or z = ln π‘₯ π‘‘π‘œ π‘œπ‘π‘‘π‘Žπ‘–π‘› π‘ π‘œπ‘™π‘’π‘‘π‘–π‘œπ‘› 𝑖𝑛 π‘‘π‘’π‘Ÿπ‘šπ‘  π‘œπ‘“ π‘₯
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