Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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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

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

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