Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
168 LESSON 19. METHOD OF UNDETERMINED COEFFICIENTS The second initial condition is y ′ (0) = −1 so that − 1 = 2C 2 (19.58) hence y = − 1 2 sin 2t + 3 t sin 2t (19.59) 4 Example 19.5. Solve the initial value problem ⎫ y ′′ − y = t + e 2t ⎪⎬ y(0) = 0 ⎪⎭ y ′ (0) = 1 (19.60) The characteristic equation is r 2 − 1 = 0 so that y H = C 1 e t + C 2 e −t (19.61) For a particular solution we try a linear combination of particular solutions for each of the two forcing functions, Substituting into the differential equation, y P = At + B + Ce 2t (19.62) y ′ P = A + 2Ce 2t (19.63) y ′′ P = 4Ce 2t (19.64) 4Ce 2t − At − B − Ce 2t = t + e 2t (19.65) 3Ce 2t − At − B = t + e 2t (19.66) A = −1 (19.67) B = 0 (19.68) C = 1 3 (19.69) Hence y = C 1 e t + C 2 e −t − t + 1 3 e2t (19.70) From the first initial condition, y(0) = 0, 0 = C 1 + C 2 + 1 3 (19.71) From the second initial condition y ′ (0) = 1, 1 = C 1 − C 2 + 2 3 (19.72)
169 Adding the two equations gives us C 1 = 0 and substitution back into either equation gives C 2 = −1/3. Hence y = − 1 3 e−t − t + 1 3 e2t (19.73) Here are some typical guesses for the particular solution that will work for common types of forcing functions. Forcing Function Particular Solution Constant A t At + B at 2 + bt + c At 2 + Bt + C a n t n + · · · + a 0 A n t n + · · · + A 0 a cos ωt A cos ωt + B sin ωt b sin ωt A cos ωt + B sin ωt t cos ωt (At + B) cos ωt + (Ct + D) sin ωt t sin ωt (At + B) cos ωt + (Ct + D) sin ωt (a n t n + · · · + a 0 ) sin ωt (A n t n + · · · + A 0 ) cos ωt+ (A n t n + · · · + A 0 ) sin ωt (a n t n + · · · + a 0 ) cos ωt (A n t n + · · · + A 0 ) cos ωt+ (A n t n + · · · + A 0 ) sin ωt e at e a t te at (At + B)e a t t sin ωte at e a t((At + B) sin ωt + (Ct + D) cos ωt) (a n t n + · · · + a 0 )e at (A n t n + · · · + A 0 )e at (a n t n + · · · + a 0 )e at cos ωt (A n t n + · · · + A 0 )e at cos ωt+ (A n t n + · · · + A 0 )e at sin ωt If the particular solution shown is already part of the homogeneous solution you should multiply by factors of t until it no longer is a term in the homogeneous solution.
- 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 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: 167 Example 19.4. Solve ⎫ y ′
- 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*
169<br />
Add<strong>in</strong>g the two equations gives us C 1 = 0 and substitution back <strong>in</strong>to either<br />
equation gives C 2 = −1/3. Hence<br />
y = − 1 3 e−t − t + 1 3 e2t (19.73)<br />
Here are some typical guesses for the particular solution that will work for<br />
common types of forc<strong>in</strong>g functions.<br />
Forc<strong>in</strong>g Function<br />
Particular Solution<br />
Constant<br />
A<br />
t<br />
At + B<br />
at 2 + bt + c<br />
At 2 + Bt + C<br />
a n t n + · · · + a 0 A n t n + · · · + A 0<br />
a cos ωt<br />
A cos ωt + B s<strong>in</strong> ωt<br />
b s<strong>in</strong> ωt<br />
A cos ωt + B s<strong>in</strong> ωt<br />
t cos ωt<br />
(At + B) cos ωt + (Ct + D) s<strong>in</strong> ωt<br />
t s<strong>in</strong> ωt<br />
(At + B) cos ωt + (Ct + D) s<strong>in</strong> ωt<br />
(a n t n + · · · + a 0 ) s<strong>in</strong> ωt (A n t n + · · · + A 0 ) cos ωt+<br />
(A n t n + · · · + A 0 ) s<strong>in</strong> ωt<br />
(a n t n + · · · + a 0 ) cos ωt (A n t n + · · · + A 0 ) cos ωt+<br />
(A n t n + · · · + A 0 ) s<strong>in</strong> ωt<br />
e at<br />
e a t<br />
te at<br />
(At + B)e a t<br />
t s<strong>in</strong> ωte at<br />
e a t((At + B) s<strong>in</strong> ωt + (Ct + D) cos ωt)<br />
(a n t n + · · · + a 0 )e at (A n t n + · · · + A 0 )e at<br />
(a n t n + · · · + a 0 )e at cos ωt (A n t n + · · · + A 0 )e at cos ωt+<br />
(A n t n + · · · + A 0 )e at s<strong>in</strong> ωt<br />
If the particular solution shown is already part of the homogeneous solution<br />
you should multiply by factors of t until it no longer is a term <strong>in</strong> the<br />
homogeneous solution.