ODE 2nd order: Method of variation of 3/15/2022

parameters

Method of Variation of Parameters

Mathematics Section UniKL MFI

Norhayati Bakri

Method of Variation of Parameters

The method of variation of parameters is a technique for
finding the particular integral to a nonhomogeneous linear
differential equation when the coefficients are functions of 𝑥.
𝑑2𝑦 𝑑𝑦
𝑎 𝑥 2
+𝑏 𝑥 +𝑐 𝑥 𝑦 =𝑓 𝑥
𝑑𝑥 𝑑𝑥
The right side (the nonhomogeneous part, 𝑓 𝑥 ) can be
2
more general functions; 𝑙𝑛 𝑥 , 𝑒 𝑥 . The leading coefficient
must be unity. If it is not, then divide the differential equation
by the leading coefficient.
𝑑2𝑦 𝑑𝑦
2
+𝑃 𝑥 +𝑄 𝑥 𝑦 =𝑅 𝑥
𝑑𝑥 𝑑𝑥

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ODE 2nd order: Method of variation of 3/15/2022
parameters

Method of Method of
Undetermined coefficients Variation of Parameters
The coefficients are all constants. The coefficients are functions of 𝑥.
The right hand side function is
• a constant
• a polynomial function
• an exponential function The right hand side function is any
• a sine or cosine function integrable function.
• a linear combination of these
functions
• a product of these functions

• Variation of parameters is a more general method then

the method of undetermined coefficients but the
mathematics part is a little messy.
• Variation of parameters will always work as long as the
associated homogeneous differential equation can be
solved and the general solution 𝑦𝑐 must be known.

Variation of Parameters Method for a Linear Second

Order Differential Equation (non homogeneous)
𝑑2𝑦 𝑑𝑦
2
+𝑃 𝑥 +𝑄 𝑥 𝑦 =𝑅 𝑥
𝑑𝑥 𝑑𝑥
𝑦′′ + 𝑃 𝑥 𝑦′ + 𝑄 𝑥 𝑦 = 𝑅 𝑥
The solution of equation is given by the sum of the ‘complementary
function’ and the ‘particular integral’ ,
𝑦 = 𝑦𝑐 + 𝑦𝑃
• 𝑦𝑐 , the ‘complementary function’ is found by solving the
associated homogeneous equation
𝑦′′ + 𝑃 𝑥 𝑦′ + 𝑄 𝑥 𝑦 = 0
• 𝑦𝑝 , the ‘particular integral’ is found using Wronskian methods
(determinant of a matrix involving functions and their derivatives)
based on the form of 𝑦𝑐

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ODE 2nd order: Method of variation of 3/15/2022
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Assume that we know the general solution to the associated

homogeneous ODE. That is, we know the complementary
function.
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2
𝑦1 and 𝑦2 are the fundamental set of solutions.

We are looking for a particular integral of the form:

𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2
where 𝑢1 and 𝑢2 are functions of 𝑥
We are going to substitute 𝑦𝑝 and its derivatives, 𝑦𝑝 ′ and 𝑦𝑝 ′′
into the following equation
𝑦′′ + 𝑃 𝑥 𝑦′ + 𝑄 𝑥 𝑦 = 𝑅 𝑥
and derive a system of two equations with two unknowns,
𝑢1 ′ and 𝑢2 ′

𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2
PRODUCT
RULE
𝑦𝑝 ′ = 𝑢1 ′𝑦1 + 𝑢1 𝑦1 ′ + 𝑢2 ′𝑦2 + 𝑢2 𝑦2 ′

𝑦𝑝 ′′ = 𝑢1 ′′𝑦1 + 𝑢1 ′𝑦1 ′ + 𝑢1 ′𝑦1′ + 𝑢1 𝑦1′′ + 𝑢2 ′′𝑦2 + 𝑢2 ′𝑦2 ′

+ 𝑢2 ′𝑦2′ + 𝑢2 𝑦2′′
Substitute 𝑦𝑝 , 𝑦𝑝 ′ and 𝑦𝑝 ′′ into:
𝑦′′ + 𝑃 𝑥 𝑦′ + 𝑄 𝑥 𝑦 = 𝑅 𝑥

𝑢1 ′′𝑦1 + 𝑢1 ′𝑦1 ′ + 𝑢1 ′𝑦1′ + 𝑢1 𝑦1′′ + 𝑢2 ′′𝑦2 + 𝑢2 ′𝑦2 ′ + 𝑢2 ′𝑦2′ + 𝑢2 𝑦2′′

+ 𝑃 𝑢1 ′𝑦1 + 𝑢1 𝑦1′ + 𝑢2 ′𝑦2 + 𝑢2 𝑦2 ′ + 𝑄 𝑢1 𝑦1 + 𝑢2 𝑦2 = 𝑅 𝑥

Rearranging terms:
𝑢1 𝑦1′′ + 𝑃𝑦1′ + 𝑄𝑦1 + 𝑢2 𝑦2′′ + 𝑃𝑦2′ + 𝑄𝑦2 + 𝑢1 ′′𝑦1 + 𝑢1 ′𝑦1 ′
+ 𝑢2 ′′𝑦2 + 𝑢2 ′𝑦2 ′ + 𝑃 𝑢1 ′𝑦1 + 𝑢2 ′𝑦2 + 𝑢1 ′𝑦1′ + 𝑢2 ′𝑦2′ = 𝑅 𝑥

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ODE 2nd order: Method of variation of 3/15/2022
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From:

𝑢1 𝑦1′′ + 𝑃𝑦1′ + 𝑄𝑦1 + 𝑢2 𝑦2′′ + 𝑃𝑦2′ + 𝑄𝑦2 + 𝑢1 ′′𝑦1 + 𝑢1 ′𝑦1 ′

+ 𝑢2 ′′𝑦2 + 𝑢2 ′𝑦2 ′ + 𝑃 𝑢1 ′𝑦1 + 𝑢2 ′𝑦2 + 𝑢1 ′𝑦1′ + 𝑢2 ′𝑦2′ = 𝑅 𝑥

𝑑 𝑑
𝑦1 𝑢1 ′ + 𝑦 𝑢 ′
𝑑𝑥 𝑑𝑥 2 2
+ 𝑃 𝑢1 ′𝑦1 + 𝑢2 ′𝑦2 + 𝑢1 ′𝑦1′ + 𝑢2 ′𝑦2′ = 𝑅 𝑥
𝑑
𝑦 𝑢′ + 𝑦2 𝑢2 ′ + 𝑃 𝑢1 ′𝑦1 + 𝑢2 ′𝑦2 + 𝑢1 ′𝑦1′ + 𝑢2 ′𝑦2′ = 𝑅 𝑥
𝑑𝑥 1 1

Assuming: 𝑢1 ′𝑦1 + 𝑢2 ′𝑦2 = 0

Then: 𝑢1 ′𝑦1′ + 𝑢2 ′𝑦2′ = 𝑅 𝑥

We have a system of two equations with two unknowns

𝑢1 ′𝑦1 + 𝑢2 ′𝑦2 = 0
𝑢1 ′𝑦1′ + 𝑢2 ′𝑦2′ = 𝑅 𝑥
The system of equations can be solved using Cramer’s Rule.

Rewrite in matrix 𝑦1 𝑦2 𝑢1 ′ 0
𝑦1′ 𝑦2 ′ =
form: 𝑢2 ′ 𝑅 𝑥

The solution is 𝑊1 𝑊2
given by: 𝑢1′ = and 𝑢2′ =
𝑊 𝑊

Where the determinant of the coefficient matrix, 𝑊 is the

Wronskian of 𝑦1 and 𝑦2 .

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ODE 2nd order: Method of variation of 3/15/2022
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The Wronskian of 𝑦1 and 𝑦2 is a determinant whose first

row consists of functions 𝑦1 and 𝑦2 , and whose following
row consists of the derivatives of these same functions, 𝑦1 ′
and 𝑦2 ′
𝑦1 𝑦2
𝑊 𝑦1 , 𝑦2 = 𝑦 ′ 𝑦 ′
1 2

Since 𝑦1 and 𝑦2 are linearly independent solutions to the

associated homogeneous ODE, then
𝑊 𝑦1 , 𝑦2 ≠ 0
and
0 𝑦2 𝑦1 0
𝑊1 = 𝑊2 =
𝑅 𝑥 𝑦2′ 𝑦1′ 𝑅 𝑥

Therefore,
0 𝑦2
𝑅 𝑥 𝑦′ −𝑦2 𝑅 𝑥
𝑢1′ = 𝑦 𝑦 2 =
1 2 𝑦1 𝑦2′ − 𝑦2 𝑦1′
′ ′
𝑦1 𝑦2
𝑦1 0
′ 𝑦1 𝑅 𝑥
𝑦 𝑅 𝑥
𝑢2′ = 1𝑦 𝑦 =
1 2 𝑦1 𝑦2′ − 𝑦2 𝑦1′
𝑦1′ 𝑦2′

To find 𝑢1 and 𝑢2 :
−𝑦2 𝑅 𝑥 𝑦1 𝑅 𝑥
𝑢1 = න 𝑑𝑥 𝑢2 = න 𝑑𝑥
𝑦1 𝑦2′ − 𝑦2 𝑦1′ 𝑦1 𝑦2′ − 𝑦2 𝑦1′

Therefore: 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2

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ODE 2nd order: Method of variation of 3/15/2022
parameters

Procedure to solve Differential Equations using

Variation of Parameters
𝑦′′ + 𝑃 𝑥 𝑦′ + 𝑄 𝑥 𝑦 = 𝑅 𝑥
• Determine the ‘complementary function’, 𝑦𝑐
• Write the auxiliary equation 𝑚2 + 𝑃𝑚 + 𝑄 = 0 and solve for 𝑚

• If the roots of the auxiliary equation are:

 Real and unequal (𝑚 = 𝛼 , 𝑚 = 𝛽) the solution: 𝑦 = 𝐴𝑒 𝛼𝑥 + 𝐵𝑒 𝛽𝑥
 Real and equal (𝑚 = 𝛼 , 𝑚 = 𝛼) the solution: 𝑦 = 𝐴𝑥 + 𝐵 𝑒 𝛼𝑥
 Complex (𝑚 = 𝛼 ± 𝑖𝛽) the solution: 𝑦 = 𝑒 𝛼𝑥 𝐴𝑐𝑜𝑠 𝛽𝑥 + 𝐵𝑠𝑖𝑛 𝛽𝑥
• In all three cases above, 𝑦 is made of two parts 𝑦1 and 𝑦2 , known as the
‘fundamental solutions of the equation’. They are linearly independent
because neither function is a constant multiple of the other.

𝑦 = 𝐴𝑒 𝛼𝑥 + 𝐵𝑒 𝛽𝑥 𝑦1 = 𝐴𝑒 𝛼𝑥 , 𝑦2 = 𝐵𝑒 𝛽𝑥
𝑦 = 𝐴𝑥 + 𝐵 𝑒 𝛼𝑥 𝑦1 = 𝐴𝑥𝑒 𝛼𝑥 , 𝑦2 = 𝐵𝑒 𝛼𝑥
𝑦 = 𝑒 𝛼𝑥 𝐴𝑐𝑜𝑠 𝛽𝑥 + 𝐵𝑠𝑖𝑛 𝛽𝑥 𝑦1 = 𝐴𝑐𝑜𝑠 𝛽𝑥 𝑒 𝛼𝑥 , 𝑦2 = 𝐵𝑠𝑖𝑛 𝛽𝑥 𝑒 𝛼𝑥

Procedure to solve Differential Equations using

Variation of Parameters … continue
• Determine the ‘particular integral’: 𝑦𝑃 = 𝑢1 𝑦1 + 𝑢2 𝑦2
• Based on the Cramer’s Rule, write the Wronskians:
𝑦1 𝑦2 0 𝑦2 𝑦1 0
𝑊 = 𝑦′ 𝑦2′ 𝑊1 = 𝑊2 =
1 𝑅 𝑥 𝑦2′ 𝑦1′ 𝑅 𝑥
Since 𝑦1 and 𝑦2 are linearly independent, the value of the Wronskian cannot equal zero.

𝑊1 𝑊2
• Determine 𝑢1′ = , 𝑢2′ =
𝑊 𝑊

• Determine 𝑢1 = න 𝑢1′ 𝑑𝑥 , 𝑢2 = න 𝑢2′ 𝑑𝑥

Józef Maria
Hoene-Wroński
1776 - 1853
• The solution to the equation is given by 𝑦 = 𝑦𝑐 + 𝑦𝑃
This method may produce a solution but in some cases the solution has to be left as an integral.

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ODE 2nd order: Method of variation of 3/15/2022
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Example 1
Given that 𝑥 , 𝑥 3 is a fundamental set of solutions of
𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 3𝑦 = 0
Find the general solution of 𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 3𝑦 = 4𝑥 7

The fundamental 𝑦1 = 𝑥 𝑦2 = 𝑥 3
solutions:
Their derivatives: 𝑦1′ = 1 𝑦2′ = 3𝑥 2

𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 3𝑦 = 4𝑥 7 ÷ 𝑥2

3 3
𝑦 ′′ − 𝑦 ′ + 2 𝑦 = 4𝑥 5
𝑥 𝑥
𝑅 𝑥 = 4𝑥 5

Example 1 … continue
Calculate the Wronskian of 𝑦1 and 𝑦2

𝑊 𝑦1 , 𝑦2 = 𝑥 𝑥 3 = 3𝑥 3 − 𝑥 3 = 2𝑥 3
1 3𝑥 2
Calculate 𝑊1 and 𝑊2

𝑊1 = 0 𝑥 3 = −4𝑥 8
5
4𝑥 3𝑥 2
𝑥 0
𝑊2 = = 4𝑥 6
1 4𝑥 5

Find 𝑢1 ′ and 𝑢2 ′ −4𝑥 8

𝑢1 ′ = = −2𝑥 5
2𝑥 3
4𝑥 6
𝑢2 ′ = 3 = 2𝑥 3
2𝑥

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Example 1 … continue

Find 𝑢1 and 𝑢2 :
𝑥6
𝑢1 = න −2𝑥 5 𝑑𝑥 = −
3
3
𝑥4
𝑢2 = න 2𝑥 𝑑𝑥 =
2

The particular 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2
integral: 𝑥6 𝑥4 3 𝑥7 𝑥7 𝑥7
𝑦𝑝 = − 𝑥 + 𝑥 = − + =
3 2 3 2 6

The general solution:

𝑥7
3
𝑦 = 𝐴𝑥 + 𝐵𝑥 +
6

Example 2
Find the particular integral to the following differential
equation
𝑥 2 𝑦 ′′ − 2𝑦 = 3𝑥 2 − 1
1
Knowing that the functions 𝑦1 = 𝑥 2 and 𝑦2 = 𝑥 are solutions
to the homogeneous equation 𝑥 2 𝑦 ′′ − 2𝑦 = 0

𝑥 2 𝑦 ′′ − 2𝑦 = 3𝑥 2 − 1 ÷ 𝑥2

2 1
𝑦 ′′ − 𝑦 = 3 − 1
𝑥2 𝑥2 𝑅 𝑥 =3−
𝑥2
1
The fundamental 𝑦1 = 𝑥 2 𝑦2 =
solutions: 𝑥
1
Their derivatives: 𝑦1′ = 2𝑥 𝑦2′ = −
𝑥2

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Example 2 … continue
Calculate the Wronskian of 𝑦1 and 𝑦2
1
𝑥2
𝑊 𝑦1 , 𝑦2 = 𝑥 = −1 − 2 = −3
1
2𝑥 − 2
𝑥
Calculate 𝑊1 and 𝑊2
1
0 3 1 1 3
𝑊1 = 𝑥 =− − = −
1 1 𝑥 𝑥3 𝑥3 𝑥
3− − 2
𝑥2 𝑥
𝑥2 0
𝑊2 = 1 = 3𝑥 2 − 1
2𝑥 3−
𝑥2

Example 2 … continue
Find 𝑢1 ′ and 𝑢2 ′
1 3
3−𝑥 1 1
𝑢1 ′ = 𝑥 =− 3+
−3 3𝑥 𝑥
3𝑥 2 − 1 1
𝑢2 ′ = = −𝑥 2 +
−3 3
Find 𝑢1 and 𝑢2 :

1 1 1
𝑢1 = න − 3
+ 𝑑𝑥 = 2 + 𝑙𝑛 𝑥
3𝑥 𝑥 6𝑥
1 𝑥3 1
2
𝑢2 = න −𝑥 + 𝑑𝑥 = − + 𝑥
3 3 3

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ODE 2nd order: Method of variation of 3/15/2022
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Example 2 … continue

The particular integral:

𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2

1 𝑥3 1 1
𝑦𝑝 = + 𝑙𝑛 𝑥 𝑥2 + − + 𝑥
6𝑥 2 3 3 𝑥
1 𝑥2 1
= + 𝑥 2 𝑙𝑛 𝑥 − +
6 3 3
2
𝑥 1
𝑦𝑝 = 𝑥 2 𝑙𝑛 𝑥 − +
3 2

Example 3

𝑑2𝑦
Solve − 𝑦 = 2𝑥 2 − 𝑥 − 3
𝑑𝑥 2
Get the ‘complementary function’, 𝑦𝑐 :

𝑑2𝑦
−𝑦 =0
𝑑𝑥 2
Auxiliary
𝑚2 − 1 = 0
equation:
𝑚+1 𝑚−1 =0 Using
Factorization
𝑚 = −1 , 𝑚 = 1
complementary
function
𝑦𝑐 = 𝐴𝑒 −𝑥 + 𝐵𝑒 𝑥
Fundamental solutions

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Example 3 … continue

Get the ‘particular integral’, 𝑦𝑝 :

The fundamental 𝑦1 = 𝑒 −𝑥 𝑦2 = 𝑒 𝑥
solutions and
their derivatives 𝑦1′ = −𝑒 −𝑥 𝑦2′ = 𝑒 𝑥

Determine the Wronskians

𝑒 −𝑥 𝑒 𝑥 = 𝑒 −𝑥 𝑒 𝑥 − −𝑒 −𝑥 𝑒 𝑥 = 2
𝑊=
−𝑒 −𝑥 𝑒𝑥
0 𝑒𝑥
𝑊1 = = 0 − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥
2𝑥 2 − 𝑥 − 3 𝑒 𝑥
= − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥
𝑒 −𝑥 0
𝑊2 = = 𝑒 −𝑥 2𝑥 2 − 𝑥 − 3 − 0
−𝑒 −𝑥 2𝑥 2 − 𝑥 − 3
= 𝑒 −𝑥 2𝑥 2 − 𝑥 − 3

Example 3 … continue
𝑊1 − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥
Determine 𝑢1′ = =
𝑊 2
1
𝑢1′ = − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥
2
𝑊2 𝑒 −𝑥 2𝑥 2 − 𝑥 − 3
𝑢2′ = =
𝑊 2
1
𝑢2′ = 2𝑥 2 − 𝑥 − 3 𝑒 −𝑥
2
1
Determine 𝑢1 = න − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥 𝑑𝑥
2
Apply integration
1 by parts
𝑢2 = න 2𝑥 2 − 𝑥 − 3 𝑒 −𝑥 𝑑𝑥
2

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Example 3 … continue

1 integration by parts
𝑢1 = − න 2𝑥 2 − 𝑥 − 3 𝑒 𝑥 𝑑𝑥 𝑑𝑢
2 𝑢 = 4𝑥 − 1 ,
𝑑𝑥
=4

𝑑𝑣 = 𝑒 𝑥 𝑑𝑥 , 𝑣 = 𝑒𝑥
integration by parts
𝑑𝑢
𝑢 = 2𝑥 2 − 𝑥 − 3 , = 4𝑥 − 1 න 4𝑥 − 1 𝑒 𝑥 𝑑𝑥
𝑑𝑥
𝑑𝑣 = 𝑒 𝑥 𝑑𝑥 , 𝑣=𝑒 𝑥
= 4𝑥 − 1 𝑒 𝑥 − න 4𝑒 𝑥 𝑑𝑥
1
𝑢1 = − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥 − න 4𝑥 − 1 𝑒 𝑥 𝑑𝑥 = 4𝑥 − 1 𝑒 𝑥 − 4𝑒 𝑥
2 integration by parts

1
𝑢1 = − 2𝑥 2 − 𝑥 − 3 𝑒 𝑥 − 4𝑥 − 1 𝑒 𝑥 − 4𝑒 𝑥
2
5
𝑢1 = −𝑥 2 𝑒 𝑥 + 𝑥𝑒 𝑥 − 𝑒 𝑥
2

Example 3 … continue

1
𝑢2 = න 2𝑥 2 − 𝑥 − 3 𝑒 −𝑥 𝑑𝑥
2
integration by parts – tabular method

𝑢 𝑑𝑣
+ 2𝑥 2 −𝑥−3 𝑒 −𝑥
differentiate

integrate

- 4𝑥 − 1 −𝑒 −𝑥

+ 4 𝑒 −𝑥
0 −𝑒 −𝑥

1
𝑢2 = − 2𝑥 2 − 𝑥 − 3 𝑒 −𝑥 − 4𝑥 − 1 𝑒 −𝑥 − 4𝑒 −𝑥
2
3
𝑢2 = −𝑥 2 𝑒 −𝑥 − 𝑥𝑒 −𝑥
2

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ODE 2nd order: Method of variation of 3/15/2022
parameters

Example 3 … continue

Particular
Integral
𝑦𝑃 = 𝑢1 𝑦1 + 𝑢2 𝑦2
5 3
= −𝑥 2 𝑒 𝑥 + 𝑥𝑒 𝑥 − 𝑒 𝑥 𝑒 −𝑥 + −𝑥 2 𝑒 −𝑥 − 𝑥𝑒 −𝑥 𝑒 𝑥
2 2
5 3
= −𝑥 2 + 𝑥 − 1 −𝑥 2 − 𝑥
2 2
𝑦𝑃 = −2𝑥 2 + 𝑥 − 1

Complete
𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 𝑥 − 2𝑥 2 + 𝑥 − 1
Solution:

Example 4
1
Solve 4𝑦 ′′ − 𝑦 = 𝑥𝑒 2𝑥 where 𝑦 0 = 1, 𝑦′ 0 = 0

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ODE 2nd order: Method of variation of 3/15/2022
parameters

Example 4 … continue

Example 4 … continue

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ODE 2nd order: Method of variation of 3/15/2022
parameters

Example 4 … continue

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