Past exam of the mathematics course of the University of Cambridge / 2006 / ia / Paper 2 / 7B (Differential Equations)

The Wronskian satisfies Abel identity. Differentiating and substituting the homogeneous equations givesso $W(x)=-\exp [-{\int }_0^{x}p(r)dr]\ne 0$. The two homogeneous solutions are therefore independent.

Define the variation of parameters kernelFor fixed $s$, it satisfies the homogeneous differential equation in $x$. Direct evaluation gives $K(s,s)=0$ and $K_x(s,s)=1$. For $y(x)={\int }_0^{x}K(x,s)f(s)ds$, differentiation under the integral therefore yieldsCombining these identities proves $y^{\prime \prime }+p{y}^{\prime }+qy=f$; both initial values vanish. Continuity of the coefficients gives uniqueness of this initial value problem, establishing the proposed formula rather than merely recognizing it as a standard method.

For the oscillator, $y_1=\sin x$, $y_2=\cos x$ and $W=-1$, so the kernel is $\sin (x-s)$. HenceUsing ${\int }_0^x\cos s\sin sds={\sin }^{2}x/2$ and ${\int }_0^x{\sin }^{2}sds=x/2-\sin (2x)/4$ givesThe factor $x\cos x$ reflects resonance with the homogeneous oscillator frequency.