21.04.2015 Views

Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

148 LESSON 17. SOME SPECIAL SUBSTITUTIONS<br />

matrix). Then we are allowed to multiply D by y on the right, to gives us<br />

another function. Like the matrix an vector, we are not allowed to reverse<br />

the order of the D and whatever it operates on. Some authors write D[y],<br />

D(y), D t y, or ∂ t y <strong>in</strong>stead of Dy.<br />

Before we beg<strong>in</strong> our study of higher order equations, we will look at what<br />

the D operator represents <strong>in</strong> terms of l<strong>in</strong>ear first order equations. While<br />

it doesn’t really add anyth<strong>in</strong>g to our understand<strong>in</strong>g of l<strong>in</strong>ear first order<br />

equations, look<strong>in</strong>g at how it can be used to describe these equations will<br />

help us to understand its use <strong>in</strong> higher order l<strong>in</strong>ear equations.<br />

We beg<strong>in</strong> by rewrit<strong>in</strong>g the first order l<strong>in</strong>ear differential equation<br />

as<br />

dy<br />

+ p(t)y = q(t) (17.47)<br />

dt<br />

Dy + p(t)y = q(t) (17.48)<br />

The trick here is to th<strong>in</strong>k like matrix multiplication: we are still allowed<br />

the distributive law, so we can factor out the y on the left hand side, but<br />

only on the right. In other words, we can say that<br />

[D + p(t)]y = q(t) (17.49)<br />

Note that we cannot factor out the y on the left, because<br />

so it would be <strong>in</strong>correct to say anyth<strong>in</strong>g like<br />

Dy ≠ yD (17.50)<br />

y(D + p(t)) = q(t) (17.51)<br />

In fact, anytime you see a D that is not multiply<strong>in</strong>g someth<strong>in</strong>g on its right,<br />

that should r<strong>in</strong>g a bell tell<strong>in</strong>g you that someth<strong>in</strong>g is wrong and you have<br />

made a calculation error some place.<br />

Cont<strong>in</strong>u<strong>in</strong>g with equation 17.49 we can now reformulate the general <strong>in</strong>itial<br />

value problem as<br />

}<br />

[D + p(t)]y = q(t)<br />

(17.52)<br />

y(t 0 ) = y 0<br />

The D operator has some useful properites. In fact, th<strong>in</strong>k<strong>in</strong>g <strong>in</strong> terms of<br />

matrices, it would be nice if we could f<strong>in</strong>d an expression for the <strong>in</strong>verse of<br />

D so that we could solve for y. If M is a matrix then its <strong>in</strong>verse M −1 has<br />

the property that<br />

MM −1 = M −1 M = I (17.53)

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!