Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
146 LESSON 17. SOME SPECIAL SUBSTITUTIONS From (4.91), hence ∫ t From the initial condition y(0) = 1, 0 √ π e −s2 ds = erf(t) (17.30) 2 y(t) − y(0) = t √ π 2 − erf(t) (17.31) 4 y(t) = 1 + t √ π 2 − erf(t) (17.32) 4 ] This method also works for nonlinear equations. Example 17.4. Solve y ′′ + t(y ′ ) 2 = 0 Let z = y ′ , then z ′ = y ′′ , hence z ′ + tz 2 = 0. Separating variables, Solving for z, where C 2 = 2C 1 hence dy dt = z = dz dt = −tz2 (17.33) z −2 dz = −tdt (17.34) 1 z + C 1 = − 1 2 t2 (17.35) −1 t 2 /2 + C 1 = −2 t 2 + C 2 (17.36) y = −2 arctan t k + C (17.37) where k = √ C 2 and C are arbitrary constants of integration. Equations with no t dependence If there is no t-dependence in a linear ODE we have Ly = ay ′′ + by ′ + cy = 0 (17.38) This is a homogeneous differential equation with constant coefficients and reduces to a case already solved. If the equation is nonlinear we can make the same substitution
147 Example 17.5. Solve yy ′′ + (y ′ ) 2 = 0. Making the substitution z = y ′ and y ′′ = z ′ gives We can factor out a z, hence either z = 0 or z ′ = −z. The first choice gives as a possible solution. The second choice gives zz ′ + z 2 = 0 (17.39) z(z ′ + z) = 0 (17.40) dy dt = 0 =⇒ y 1 = C (17.41) dz z = −dt =⇒ ln z = −t + k =⇒ z = Ke−t (17.42) where K = e −k is a constant. Hence dy dt = Ke−t =⇒ dy = Ke −t dt (17.43) y = −Ke −t + K 1 (17.44) where K 1 is a second constant of integration. If we let K 0 = −K then this solution becomes y 2 = K 0 e −t + K 1 (17.45) Since we cannot distinguish between the two arbitrary constants K 1 in the second solution and C in the first, we see that the first solution is actually found as part of the second solution. Hence (17.45) gives the most general solution. Factoring a Linear ODE The D operator introduced in example (15.10) will be quite useful in studying higher order linear differential equations. We will usually write it as a symbol to the left of a function, as in Dy = dy dt (17.46) where D is interpreted as an operator, i.e., D does something to whatever is written to the right of it. The proper analogy is like a matrix: think of D as an n × n matrix and y as a column vector of length n (or an n × 1
- 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 and 152: Lesson 17 Some Special Substitution
- Page 153: 145 Therefore since z = y ′ , Int
- 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
- Page 203 and 204: 195 where (∫ ν(t) = exp ) −r 2
146 LESSON 17. SOME SPECIAL SUBSTITUTIONS<br />
From (4.91),<br />
hence<br />
∫ t<br />
From the <strong>in</strong>itial condition y(0) = 1,<br />
0<br />
√ π<br />
e −s2 ds = erf(t) (17.30)<br />
2<br />
y(t) − y(0) = t √ π<br />
2 − erf(t) (17.31)<br />
4<br />
y(t) = 1 + t √ π<br />
2 − erf(t) (17.32)<br />
4<br />
] This method also works for nonl<strong>in</strong>ear equations.<br />
Example 17.4. Solve y ′′ + t(y ′ ) 2 = 0<br />
Let z = y ′ , then z ′ = y ′′ , hence z ′ + tz 2 = 0. Separat<strong>in</strong>g variables,<br />
Solv<strong>in</strong>g for z,<br />
where C 2 = 2C 1 hence<br />
dy<br />
dt = z =<br />
dz<br />
dt = −tz2 (17.33)<br />
z −2 dz = −tdt (17.34)<br />
1<br />
z + C 1 = − 1 2 t2 (17.35)<br />
−1<br />
t 2 /2 + C 1<br />
=<br />
−2<br />
t 2 + C 2<br />
(17.36)<br />
y = −2 arctan t k + C (17.37)<br />
where k = √ C 2 and C are arbitrary constants of <strong>in</strong>tegration.<br />
<strong>Equations</strong> with no t dependence<br />
If there is no t-dependence <strong>in</strong> a l<strong>in</strong>ear ODE we have<br />
Ly = ay ′′ + by ′ + cy = 0 (17.38)<br />
This is a homogeneous differential equation with constant coefficients and<br />
reduces to a case already solved.<br />
If the equation is nonl<strong>in</strong>ear we can make the same substitution