Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
144 LESSON 17. SOME SPECIAL SUBSTITUTIONS Replacing z with its original value of z = y ′ , Hence dy dt = Ce−6t (17.6) ∫ dy y = dt (17.7) dt ∫ = Ce −6t dt = (17.8) = − 1 6 Ce−6t + C ′ (17.9) Since −C/6 is still a constant we can rename it C ′′ = −C/6, then rename C ′′ back to C, giving us Example 17.2. Find the general solution o y = Ce −6t + C ′ (17.10) y ′′ + 6y ′ = t (17.11) We already have solved the homogeneous problem y ′′ + 6y ′ = 0 in example (17.1). From that we expect that where y = Y P + Y H (17.12) Y H = Ce −6t + C ′ (17.13) To see what we get if we substitute z = y ′ into (17.11) and obtain the first order linear equation z ′ + 6z = t (17.14) An integrating factor is µ = exp (∫ 6dt ) = e 6t , so that Integrating, ∫ d ( ze 6t ) = (z ′ + 6t) e 6t = te 6t (17.15) dt d ( ze 6t ) ∫ dt = te 6t dt (17.16) dt ze 6t = 1 36 (6t − 1)e6t + C (17.17) z = 1 6 t − 1 36 + Ce−6t (17.18)
145 Therefore since z = y ′ , Integrating gives dy dt = 1 6 t − 1 36 + Ce−6t (17.19) y = 1 12 t2 − 1 36 t − 1 6 Ce−6t + C ′ (17.20) It is customary to combine the (−1/6)C into a single unknown constant, which we again name C, y = 1 12 t2 − 1 36 t + Ce−6t + C ′ (17.21) Comparing this with (17.12) and (17.13) we see that a particular solution is y P = 1 12 t2 − 1 (17.22) 36 This method also works when b(t) has t dependence. Example 17.3. Solve Substituting z = y ′ gives ⎫ y ′′ + 2ty ′ = t⎪⎬ y(0) = 1 ⎪⎭ y ′ (0) = 0 An integrating factor is exp (∫ 2tdt ) = e t2 . Hence (17.23) z ′ + 2tz = t (17.24) d ( ze t2) = te t2 (17.25) dt ∫ ze t2 = te t2 dt + C = 1 2 et2 + C (17.26) z = 1 2 + Ce−t2 (17.27) From the initial condition y ′ (0) = z(0) = 0, C = −1/2, hence dy dt = 1 2 − 1 2 e−t2 (17.28) Changing the variable from t to s and integrating from t = 0 to t gives ∫ t 0 ∫ dy t ds ds = 1 2 ds − 1 2 0 ∫ t 0 e −s2 ds (17.29)
- Page 101 and 102: 93 because the integral is zero (th
- Page 103 and 104: 95 Example 11.1. Construct the Pica
- Page 105 and 106: 97 We can then plug this expression
- Page 107 and 108: Lesson 12 Existence of Solutions* I
- Page 109 and 110: 101 • Interchangeability of Limit
- Page 111 and 112: 103 But on the square −1 ≤ t
- Page 113 and 114: 105 Thus lim φ n = φ 0 + lim n→
- Page 115 and 116: 107 because the right hand side doe
- Page 117 and 118: Lesson 13 Uniqueness of Solutions*
- Page 119 and 120: 111 The proof of theorem (13.1) is
- Page 121 and 122: 113 But δ(t) is an absolute value,
- Page 123 and 124: 115 Substituting (13.66) into (13.6
- Page 125 and 126: Lesson 14 Review of Linear Algebra
- Page 127 and 128: 119 Definition 14.10. An m × n (or
- Page 129 and 130: 121 Definition 14.19. Matrix Multip
- Page 131 and 132: 123 In practical terms, computation
- Page 133 and 134: 125 Simplifying 4x − 2 + 3z = 0 (
- Page 135 and 136: Lesson 15 Linear Operators and Vect
- Page 137 and 138: 129 Example 15.3. By a similar argu
- Page 139 and 140: 131 Therefore ‖y + z‖ 2 ≤ ‖
- Page 141 and 142: 133 Definition 15.5. Two vectors y,
- Page 143 and 144: Lesson 16 Linear Equations With Con
- Page 145 and 146: 137 Hence both r = 1 and r = 3. Thi
- Page 147 and 148: 139 The second order linear initial
- Page 149 and 150: 141 The general solution to is give
- Page 151: Lesson 17 Some Special Substitution
- Page 155 and 156: 147 Example 17.5. Solve yy ′′ +
- Page 157 and 158: 149 where I is the identity matrix.
- Page 159 and 160: 151 can be rewritten by solving a =
- Page 161 and 162: Lesson 18 Complex Roots We know for
- Page 163 and 164: 155 Theorem 18.2. Euler’s Formula
- Page 165 and 166: 157 For k = 0, 1, 2, . . . , n −
- Page 167 and 168: 159 and its roots are given by The
- Page 169 and 170: 161 The motivation for equation 18.
- Page 171 and 172: Lesson 19 Method of Undetermined Co
- Page 173 and 174: 165 3. If f(t) = e rt and r is a ro
- Page 175 and 176: 167 Example 19.4. Solve ⎫ y ′
- Page 177 and 178: 169 Adding the two equations gives
- Page 179 and 180: Lesson 20 The Wronskian We have see
- Page 181 and 182: 173 Definition 20.1. The Wronskian
- Page 183 and 184: 175 Example 20.3. Show that y = sin
- Page 185 and 186: 177 and therefore the system of equ
- Page 187 and 188: Lesson 21 Reduction of Order The me
- Page 189 and 190: 181 The method of reduction of orde
- Page 191 and 192: 183 Plugging these into Bessel’s
- Page 193 and 194: 185 Example 21.5. Find a second sol
- Page 195 and 196: Lesson 22 Non-homogeneous Equations
- Page 197 and 198: 189 where r 1 and r 2 are the roots
- Page 199 and 200: 191 This is a first order linear eq
- Page 201 and 202: 193 Theorem 22.5. Properties of the
145<br />
Therefore s<strong>in</strong>ce z = y ′ ,<br />
Integrat<strong>in</strong>g gives<br />
dy<br />
dt = 1 6 t − 1 36 + Ce−6t (17.19)<br />
y = 1<br />
12 t2 − 1 36 t − 1 6 Ce−6t + C ′ (17.20)<br />
It is customary to comb<strong>in</strong>e the (−1/6)C <strong>in</strong>to a s<strong>in</strong>gle unknown constant,<br />
which we aga<strong>in</strong> name C,<br />
y = 1 12 t2 − 1 36 t + Ce−6t + C ′ (17.21)<br />
Compar<strong>in</strong>g this with (17.12) and (17.13) we see that a particular solution<br />
is<br />
y P = 1 12 t2 − 1<br />
(17.22)<br />
36<br />
This method also works when b(t) has t dependence.<br />
Example 17.3. Solve<br />
Substitut<strong>in</strong>g z = y ′ gives<br />
⎫<br />
y ′′ + 2ty ′ = t⎪⎬<br />
y(0) = 1<br />
⎪⎭<br />
y ′ (0) = 0<br />
An <strong>in</strong>tegrat<strong>in</strong>g factor is exp (∫ 2tdt ) = e t2 . Hence<br />
(17.23)<br />
z ′ + 2tz = t (17.24)<br />
d<br />
(<br />
ze t2) = te t2 (17.25)<br />
dt<br />
∫<br />
ze t2 = te t2 dt + C = 1 2 et2 + C (17.26)<br />
z = 1 2 + Ce−t2 (17.27)<br />
From the <strong>in</strong>itial condition y ′ (0) = z(0) = 0, C = −1/2, hence<br />
dy<br />
dt = 1 2 − 1 2 e−t2 (17.28)<br />
Chang<strong>in</strong>g the variable from t to s and <strong>in</strong>tegrat<strong>in</strong>g from t = 0 to t gives<br />
∫ t<br />
0<br />
∫<br />
dy t<br />
ds ds = 1<br />
2 ds − 1 2<br />
0<br />
∫ t<br />
0<br />
e −s2 ds (17.29)