Lecture Notes in Differential Equations - Bruce E. Shapiro

More documents

Recommendations

Info

$NAME: Math 103L: Exercise on Functions ... - Bruce E. Shapiro$

$Introducing Latex - Bruce E. Shapiro$

$Applied Differential Equations, Math 280 at CSUN - Bruce E. Shapiro$

$Math 103 Section 1.2: Linear Equations and ... - Bruce E. Shapiro$

150 LESSON 17. SOME SPECIAL SUBSTITUTIONS hence Applying D −1 to both sides, D(e f(t) y) = e f(t) (Dy + yDD −1 p(t)) (17.65) = e f(t) (Dy + yp(t)) (17.66) = e f(t) (D + p(t))y (17.67) D(µ(t)y) = µ(t)(D + p(t))y (17.68) = µ(t)q(t) (17.69) D −1 D(µ(t)y) = D −1 (µ(t)q(t)) (17.70) The D −1 and D are only allowed to annihilate one another if we add a constant of integration (equation 17.56) or µ(t)y = D −1 (µ(t)q(t)) + C (17.71) y = 1 µ ( D −1 µq + C ) (17.72) which is the same result we had before (see equation 4.18): y = 1 (∫ ) µ(t)q(t)dt + C µ(t) (17.73) This formalism hasn’t really given us anything new for a general linear equation yet. When the function p is a constant, however, it does give us a useful way to look at things. Suppose that p(t) = A (17.74) where A is an constant. Then the differential equation is (D + A)y = q(t) (17.75) This will become useful when we solve higher order linear equations with constant coefficients because they can be factored: (D + A)(D + B)y = D 2 y + (A + B)Dy + ABy (17.76) Thus any equation of the form y ′′ + ay ′ + by = q(t) (17.77)
151 can be rewritten by solving a = A + B (17.78) b = AB (17.79) for A and B. Then the second order equation is reduced to a sequence of first order equations (D + A)z = q(t) (17.80) (D + B)y = z(t) (17.81) One first solves the first equation for z then plugs the solution into the second equation to solve for y.
Page 1 and 2:
Lecture Notes in Differential Equat
Page 3 and 4:
Contents Front Cover . . . . . . .
Page 5 and 6:
CONTENTS v Dedicated to the hundred
Page 7 and 8:
Preface These lecture notes on diff
Page 9 and 10:
Lesson 1 Basic Concepts A different
Page 11 and 12:
3 Definition 1.2 (Solution, ODE). A
Page 13 and 14:
5 1.22 is restricted to being a pos
Page 15 and 16:
7 Figure 1.1 illustrates what this
Page 17 and 18:
9 We will study linear equations in
Page 19 and 20:
Lesson 2 A Geometric View One way t
Page 21 and 22:
13 We can extend this geometric int
Page 23 and 24:
15 that since the slope of the solu
Page 25 and 26:
Lesson 3 Separable Equations An ODE
Page 27 and 28:
19 Since it is not possible to solv
Page 29 and 30:
21 where M(t) = −a(t) and N(y) =
Page 31 and 32:
23 Example 3.10. Find a general sol
Page 33 and 34:
Lesson 4 Linear Equations Recall th
Page 35 and 36:
27 So far any function µ will work
Page 37 and 38:
29 Example 4.1. Solve the different
Page 39 and 40:
31 Since p(t) = 1 (the coefficient
Page 41 and 42:
33 Multiplying equation 4.68 by µ
Page 43 and 44:
35 Substituting y = t = 0 in this i
Page 45 and 46:
37 ∫ t t 0 Evaluating the integra
Page 47 and 48:
Lesson 5 Bernoulli Equations The Be
Page 49 and 50:
41 This is a Bernoulli equation wit
Page 51 and 52:
Lesson 6 Exponential Relaxation One
Page 53 and 54:
45 Exponential Runaway First we con
Page 55 and 56:
47 Figure 6.2: Illustration of the
Page 57 and 58:
49 This is identical to with Theref
Page 59 and 60:
51 this becomes a first-order ODE i
Page 61 and 62:
Lesson 7 Autonomous Differential Eq
Page 63 and 64:
55 Figure 7.1: A plot of the right-
Page 65 and 66:
57 Figure 7.2: Solutions of the log
Page 67 and 68:
59 Figure 7.4: Solutions of the thr
Page 69 and 70:
Lesson 8 Homogeneous Equations Defi
Page 71 and 72:
63 where z = y/t, the differential
Page 73 and 74:
Lesson 9 Exact Equations We can re-
Page 75 and 76:
67 Now compare equation (9.2) with
Page 77 and 78:
69 Hence dg dy = 0 =⇒ g = C′ (9
Page 79 and 80:
71 From the first of equations (9.5
Page 81 and 82:
73 Differentiating equations (9.81)
Page 83 and 84:
75 This has the form Mdt + Ndy = 0
Page 85 and 86:
Lesson 10 Integrating Factors Defin
Page 87 and 88:
79 Differentiating with respect to
Page 89 and 90:
81 Proof. In each of the five cases
Page 91 and 92:
83 as required by equation (10.31).
Page 93 and 94:
85 Since M y ≠ N t , equation (10
Page 95 and 96:
87 the revised equation (10.100) is
Page 97 and 98:
89 Substituting (10.129) into (10.1
Page 99 and 100:
Lesson 11 Method of Successive Appr
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 and 152: Lesson 17 Some Special Substitution
Page 153 and 154: 145 Therefore since z = y ′ , Int
Page 155 and 156: 147 Example 17.5. Solve yy ′′ +
Page 157: 149 where I is the identity matrix.
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
Page 205 and 206: 197 The characteristic equation is
Page 207 and 208: Lesson 23 Method of Annihilators In
Page 209 and 210:
201 Theorem 23.5. (D 2 − 2aD + (a
Page 211 and 212:
203 The method of annihilators is r
Page 213 and 214:
Lesson 24 Variation of Parameters T
Page 215 and 216:
207 Substituting into equation (24.
Page 217 and 218:
209 Example 24.3. Solve the initial
Page 219 and 220:
Lesson 25 Harmonic Oscillations If
Page 221 and 222:
213 It is standard to define a new
Page 223 and 224:
215 As with the unforced case, we c
Page 225 and 226:
Lesson 26 General Existence Theory*
Page 227 and 228:
219 In the case just proven, there
Page 229 and 230:
221 Theorem 26.5. Under the same co
Page 231 and 232:
223 Since K n /(1 − K) → 0 as n
Page 233 and 234:
225 for any φ ∈ V. Let g, h be f
Page 235 and 236:
Lesson 27 Higher Order Linear Equat
Page 237 and 238:
229 L n+1 (e rt y) = e rt a n (D +
Page 239 and 240:
231 Example 27.2. Find the general
Page 241 and 242:
233 Differentiating, u ′ (t) = d
Page 243 and 244:
235 Integrating, − 2K |t − t 0
Page 245 and 246:
237 a closed form expression for a
Page 247 and 248:
Page 249 and 250:
241 The characteristic equation is
Page 251 and 252:
243 The Wronskian In this section w
Page 253 and 254:
245 Certainly every φ(t) given by
Page 255 and 256:
247 the differential equation. Over
Page 257 and 258:
249 By the lemma, to obtain the der
Page 259 and 260:
Page 261 and 262:
253 So that f(t) = a n (t)y[ (n) +
Page 263 and 264:
Lesson 28 Series Solutions In many
Page 265 and 266:
257 Changing the index of the secon
Page 267 and 268:
259 Since the first two terms (corr
Page 269 and 270:
261 Hence ∞∑ ∞∑ ∞∑ 0 =
Page 271 and 272:
263 has an analytic solution at t =
Page 273 and 274:
265 By the triangle inequality, |(k
Page 275 and 276:
267 Table 28.1: Table of Special Fu
Page 277 and 278:
269 Thus y = a 0 ( 1 + 1 6 t3 + 1 +
Page 279 and 280:
271 into (28.114) and collect terms
Page 281 and 282:
273 Summary of Power series method.
Page 283 and 284:
Lesson 29 Regular Singularities The
Page 285 and 286:
277 ∑ ∞ ∞∑ ∞∑ 0 = t 2 a
Page 287 and 288:
279 Case 2: Two equal real roots. S
Page 289 and 290:
281 Example 29.6. Solve t 2 y ′
Page 291 and 292:
Lesson 30 The Method of Frobenius I
Page 293 and 294:
285 This is a homogeneous linear eq
Page 295 and 296:
287 Example 30.4. Find a Frobenius
Page 297 and 298:
289 Thus a Frobenius solution is y
Page 299 and 300:
291 Example 30.6. Find the form of
Page 301 and 302:
293 term by term to (30.97). Starti
Page 303 and 304:
295 Let j = n − k. Then |n − 1
Page 305 and 306:
297 is a solution of (t − t 0 ) 2
Page 307 and 308:
299 Evaluation of the integral depe
Page 309 and 310:
301 Example 30.8. In example 30.4 w
Page 311 and 312:
Lesson 31 Linear Systems The genera
Page 313 and 314:
305 is where λ 2 − T λ + ∆ =
Page 315 and 316:
307 (b) If λ 1 ≠ λ 2 ∈ R, i.e
Page 317 and 318:
309 We will verify (31.54) by induc
Page 319 and 320:
311 The Jordan Form Let A be a squa
Page 321 and 322:
313 y = 1 [( ) ( ) ] ( ) 4 1 e 2t 1
Page 323 and 324:
315 Theorem 31.8. (Abel’s Formula
Page 325 and 326:
317 By a similar argument, the seco
Page 327 and 328:
319 we can replace (31.118) with a
Page 329 and 330:
321 Corollary 31.12. The generalize
Page 331 and 332:
323 where (A − λI)w 2 = w 1 , i.
Page 333 and 334:
325 so that λ = 3, −5. The eigen
Page 335 and 336:
327 Non-constant Coefficients We ca
Page 337 and 338:
329 we find that ∫ M(t)g(t)dt = (
Page 339 and 340:
Lesson 32 The Laplace Transform Bas
Page 341 and 342:
333 Figure 32.1: A piecewise contin
Page 343 and 344:
335 Example 32.4. From integral A.1
Page 345 and 346:
337 apply this result iteratively.
Page 347 and 348:
L [ t x−1] [ ] 1 d = L x dt tx =
Page 349 and 350:
341 Equating numerators and expandi
Page 351 and 352:
343 Derivatives of the Laplace Tran
Page 353 and 354:
345 can be written as as illustrate
Page 355 and 356:
347 Translations in the Laplace Var
Page 357 and 358:
349 Summary of Translation Formulas
Page 359 and 360:
351 The inverse transform is [ ] f(
Page 361 and 362:
353 Example 32.18. Find the Laplace
Page 363 and 364:
355 Similarly, we can express a uni
Page 365 and 366:
357 Figure 32.7: Solution of exampl
Page 367 and 368:
Lesson 33 Numerical Methods Euler
Page 369 and 370:
361 Figure 33.1: Illustration of Eu
Page 371 and 372:
363 y 4 = y 3 + hf(t 3 , y 3 ) (33.
Page 373 and 374:
365 Figure 33.3: Illustration of th
Page 375 and 376:
367 result with a smaller step size
Page 377 and 378:
369 Expanding the final term in a T
Page 379 and 380:
371 k 2 = y 0 + h 2 f(t 0, k 1 ) (3
Page 381 and 382:
Lesson 34 Critical Points of Autono
Page 383 and 384:
375 Since both f and g are differen
Page 385 and 386:
377 Using the cos π/4 = √ 2/2 an
Page 387 and 388:
379 values, of the matrix. We find
Page 389 and 390:
381 Distinct Real Nonzero Eigenvalu
Page 391 and 392:
383 eigendirection {λ 1 , v 1 }dom
Page 393 and 394:
385 Figure 34.5: Phase portraits ty
Page 395 and 396:
387 Complex Conjugate Pair with non
Page 397 and 398:
389 The angular change is described
Page 399 and 400:
391 Figure 34.8: Topological instab
Page 401 and 402:
393 Figure 34.10: phase portraits f
Page 403 and 404:
Appendix A Table of Integrals Basic
Page 405 and 406:
397 ∫ x √ x − adx = 2 3 a(x
Page 407 and 408:
399 ∫ x √ ax2 + bx + c dx = 1 a
Page 409 and 410:
401 ∫ ∫ ∫ ∫ e ax2 dx = −
Page 411 and 412:
403 ∫ tan 3 axdx = 1 a ln cos ax
Page 413 and 414:
405 Products of Trigonometric Funct
Page 415 and 416:
Appendix B Table of Laplace Transfo
Page 417 and 418:
409 e at cosh kt t sin kt t cos kt
Page 419 and 420:
Appendix C Summary of Methods First
Page 421 and 422:
413 The resulting equation is linea
Page 423 and 424:
415 for y once z is known. Method o
Page 425 and 426:
Bibliography [1] Bear, H.S. Differe
Page 427 and 428:
BIBLIOGRAPHY 419
Page 429 and 430:
BIBLIOGRAPHY 421
show all

Lecture Notes in Differential Equations - Bruce E. Shapiro

Create successful ePaper yourself

Delete template?

Save as template?