Variation of Parameters for System of 1st order ODE

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SUMMARY

The discussion centers on the variation of parameters method for solving systems of first-order ordinary differential equations (ODEs) as presented in Kreyszig's "Advanced Engineering Mathematics." The particular solution for a system is defined as \underline{y}_p = \underline{Y}(x)\underline{u}(x), where \underline{u}(x) is derived from the integral \int_0^x \underline{Y}^{-1}\underline{g}. In contrast, for a single second-order non-homogeneous ODE, the solution is expressed using indefinite integrals. The conversation highlights the confusion regarding the use of definite versus indefinite integrals and suggests that definite integrals are beneficial when initial conditions are specified.

PREREQUISITES
  • Understanding of first-order and second-order ordinary differential equations (ODEs)
  • Familiarity with the variation of parameters method
  • Knowledge of the Wronskian and its role in ODE solutions
  • Basic concepts of homogeneous and non-homogeneous equations
NEXT STEPS
  • Study the variation of parameters method for non-homogeneous systems of ODEs
  • Explore the role of the Wronskian in determining the linear independence of solutions
  • Investigate initial value problems and their relation to definite integrals in ODEs
  • Review examples of solving second-order ODEs using both definite and indefinite integrals
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Mathematicians, engineering students, and anyone involved in solving ordinary differential equations, particularly those interested in advanced techniques for both first-order and second-order systems.

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Kreyszig Advanced Engineering Mathematics shows the variation of parameter method for a system of first order ODE: \underline{y}' = \underline{A}(x)\underline{y} + \underline{g}(x) The particular solution is: \underline{y}_p = \underline{Y}(x)\underline{u}(x) where \underline{Y}(x) is the homogeneous solution and: \underline{u}(x) = \int_0^x \underline{Y}^{-1}\underline{g} But, for for a single 2nd order non-homogeneous ODE y'' + p(x) y' + q(x) y = r(x) the solution is:y_p = y_1 \int \frac{y_2}{W}r(x)dx + y_2 \int \frac{y_1}{W}r(x)dx where y_1, \, y_2 are the solutions to the homogeneous equation and W is the Wronskian of the homogeneous solutions.

Why the definite integral in the case of systems but indefinite integral in the case of a single 2nd order ODE? The book offers no explanation.
 
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I checked my undergrad math book and it uses indefinite integral for systems. To (hopeful) gain some insight, I worked a couple of problems (one from Kreyszig and one I converted to a system from a single 2nd order ODE) and in both cases, the lower limit of integration produced extraneous solutions that could be absorbed in the homogeneous solution, which suggests the definite integral is worthless. But, through some web searching I found an example using definite integral for initial value problems. Thus, it appears the definite integral is useful if the stated problem has initial conditions. I wonder if the same is true for variation of parameters for non-systems?
 

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