Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
192 LESSON 22. NON-HOMOG. EQS.W/ CONST. COEFF. this into C and including a new constant of integration C ′ gives ye −7t = − 9 ∫ e −7t sin tdt − 3 ∫ e −7t cos ttdt + Ce −4t + C ′ (22.36) 10 10 = − 9 ( − 1 ) 10 50 e−7t (cos t + 7 sin t) − 3 ( ) 1 10 50 (sin t − 7 cos t) + Ce −4t + C ′ (22.37) ( 9 = e −7t 63 cos t + 500 500 sin t − 3 ) 21 sin t + 500 500 cos t + Ce −4t + C ′ (22.38) = 1 50 e−7t (3 cos t + 6 sin t) + Ce −4t + C ′ (22.39) y = 1 50 (3 cos t + 6 sin t) + Ce3t + C ′ e −7t (22.40) The first initial condition, y(0) = 1, gives us 1 = 3 50 + C + C′ (22.41) To apply the second initial condition, y ′ (0) = 0, we need to differentiate (22.40) y ′ = 1 50 (−3 sin t + 6 cos t) + 3Ce3t − 7C ′ e −7t (22.42) Hence 0 = 6 50 + 3C − 7C′ (22.43) Multiplying equation (22.41) by 7 Adding equations (22.43) and (22.44) 7 = 21 50 + 7C + 7C′ (22.44) 7 = 27 323 + 10C =⇒ C = 50 500 Substituting this back into any of (22.41), (22.43), or (22.44) gives C ′ = 147 500 hence the solution of the initial value problem is (22.45) (22.46) y = 1 323 (3 cos t + 6 sin t) + 50 500 e3t + 147 500 e−7t (22.47)
193 Theorem 22.5. Properties of the Linear Differential Operator. Let and denote its characteristic polynomial by Then for any function y(t) and any scalar r, L = aD 2 + bD + c (22.48) P (r) = ar 2 + br + c (22.49) Ly = P (D)y (22.50) Le rt = P (r)e rt (22.51) Lye rt = e rt P (D + r)y (22.52) Proof. To demonstrate (22.50) we replace r by D in (22.49): To derive (22.51), we calculate P (D)y = (aD 2 + bD + c)y = Ly (22.53) Le rt = a(e rt ) ′′ + b(e rt ) ′ + c(e rt (22.54) = ar 2 e rt + bre rt + ce rt (22.55) = (ar 2 + br + c)e rt (22.56) = P (r)e rt (22.57) To derive (22.52) we apply the differential operator to the product ye rt and expand all of the derivatives: Lye rt = aD 2 (ye rt ) + bD(ye rt ) + cye rt (22.58) = a(ye rt ) ′′ + b(ye rt ) ′ + cye rt (22.59) = a(y ′ e rt + rye rt ) ′ + b(y ′ e rt + rye rt ) + cye rt (22.60) = a(y ′′ e rt + 2ry ′ e rt + r 2 ye rt ) + b(y ′ e rt + rye rt ) + cye rt (22.61) = e rt [a(y ′′ + 2ry ′ + r 2 y) + b(y ′ + ry) + cy] (22.62) = e rt [ a(D 2 + 2Dr + r 2 )y + b(D + r)y + cy ] (22.63) = e rt [ a(D + r) 2 y + b(D + r)y + cy ] (22.64) = e rt [ a(D + r) 2 + b(D + r) + c ] y (22.65) = e rt P (D + r)y (22.66)
- 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 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: 191 This is a first order linear eq
- 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: 239 Example 27.6. Find the general
- Page 249 and 250: 241 The characteristic equation is
192 LESSON 22. NON-HOMOG. EQS.W/ CONST. COEFF.<br />
this <strong>in</strong>to C and <strong>in</strong>clud<strong>in</strong>g a new constant of <strong>in</strong>tegration C ′ gives<br />
ye −7t = − 9 ∫<br />
e −7t s<strong>in</strong> tdt − 3 ∫<br />
e −7t cos ttdt + Ce −4t + C ′ (22.36)<br />
10<br />
10<br />
= − 9 (<br />
− 1 )<br />
10 50 e−7t (cos t + 7 s<strong>in</strong> t)<br />
− 3 ( )<br />
1<br />
10 50 (s<strong>in</strong> t − 7 cos t) + Ce −4t + C ′ (22.37)<br />
( 9<br />
= e −7t 63<br />
cos t +<br />
500 500 s<strong>in</strong> t − 3<br />
)<br />
21<br />
s<strong>in</strong> t +<br />
500 500 cos t<br />
+ Ce −4t + C ′ (22.38)<br />
= 1<br />
50 e−7t (3 cos t + 6 s<strong>in</strong> t) + Ce −4t + C ′ (22.39)<br />
y = 1<br />
50 (3 cos t + 6 s<strong>in</strong> t) + Ce3t + C ′ e −7t (22.40)<br />
The first <strong>in</strong>itial condition, y(0) = 1, gives us<br />
1 = 3<br />
50 + C + C′ (22.41)<br />
To apply the second <strong>in</strong>itial condition, y ′ (0) = 0, we need to differentiate<br />
(22.40)<br />
y ′ = 1<br />
50 (−3 s<strong>in</strong> t + 6 cos t) + 3Ce3t − 7C ′ e −7t (22.42)<br />
Hence<br />
0 = 6 50 + 3C − 7C′ (22.43)<br />
Multiply<strong>in</strong>g equation (22.41) by 7<br />
Add<strong>in</strong>g equations (22.43) and (22.44)<br />
7 = 21<br />
50 + 7C + 7C′ (22.44)<br />
7 = 27<br />
323<br />
+ 10C =⇒ C =<br />
50 500<br />
Substitut<strong>in</strong>g this back <strong>in</strong>to any of (22.41), (22.43), or (22.44) gives<br />
C ′ = 147<br />
500<br />
hence the solution of the <strong>in</strong>itial value problem is<br />
(22.45)<br />
(22.46)<br />
y = 1<br />
323<br />
(3 cos t + 6 s<strong>in</strong> t) +<br />
50 500 e3t + 147<br />
500 e−7t (22.47)