Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
230 LESSON 27. HIGHER ORDER EQUATIONS The Homogeneous Equation The solutions we found for second order equations generalize to higher order equations. In fact, the solutions to the homogeneous equation are the functions e rt , te rt ,..., t k−1 e rt where each r is a root of P n (r) with multiplicity k, and these are the only solutions to the homogeneous equation, as we prove in the following two theorems. Theorem 27.3. Let r be a root of P n (r) with multiplicity k. Then e rt , te rt , ..., t k−1 e rt are solutions to the homogeneous equation L n y = 0. Proof. Since r is a root of P n (r), then P n (r) = 0. Hence L n e rt = e rt P n (r) = 0 (27.20) Suppose that r has multiplicity k. Renumber the roots r 1 , r 2 , ..., r n as r 1 , r 2 , ..., r n−k , r, ..., r. Then } {{ } k times P n (x) = a n (x − r 1 )(x − r 2 ) · · · (x − r n−k )(x − r) k (27.21) Let s ∈ {0, 1, 2, ..., k−1} so that s < k is an integer. Then by the polynomial shift property (27.10) and equation (27.21) L n (e rt t s ) = e rt P n (D + r)t s (27.22) because D k (t s ) = 0 for any integer s < k. Theorem 27.4. Suppose that the roots of P n (r) = a n r n + a n−1 r n−1 + · · · + a 0 are r 1 , ..., r k with multiplicities m 1 , m 2 , ..., m k (where m 1 + m 2 + · · · + m k = n). Then the general solution of L n y = 0 is y H = k∑ i=1 m∑ i−1 e rit j=0 C ij t j (27.23) Before we prove theorem 27.3 will consider several examples Example 27.1. Find the general solution of y ′′′ − 3y ′′ + 3y ′ − y = 0 The characteristic equation is r 3 − 3r 2 + 3r − 1 = (r − 1) 3 = 0 (27.24) which has a single root r = 1 with multiplicity 3. The general solution is therefore y = (C 1 + C 2 t + C 3 t 3 )e t (27.25)
231 Example 27.2. Find the general solution of y (4) − 2y ′′ + y = 0 The characteristic equation is 0 = r 4 − 2r 2 + r = (r 2 − 1) 2 = (r − 1) 2 (r + 1) 2 (27.26) The roots are 1 and -1, each with multiplicity 2. Thus the solution is y = e t (C 1 + C 2 t) + e −t (C 3 + C 4 t) (27.27) Example 27.3. Find the general solution of y (4) − y = 0 The characteristic equation is 0 = r 4 − 1 = (r 2 − 1)(r 2 + 1) = (r − 1)(r + 1)(r − i)(r + i) (27.28) There are four distinct roots r = ±1, ±i. The real roots give solutions e ±t ; the complex roots r = 0 ± i give terms sin t and cos t. Hence the general solution is y = C 1 e t + C 2 e −t + C 3 cos t + C 4 sin t (27.29) Example 27.4. Find the general solution of y (4) + y = 0 The characteristic equation is r 4 + 1 = 0. Therefore r = (−1) 1/4 . By Euler’s equation, − 1 = e iπ = e i(π+2kπ) (27.30) hence the four fourth-roots are [ ] i(π + 2kπ) (−1) 1/4 = exp (27.31) 4 ( π = cos 4 + kπ ) ( π + i sin 2 4 + kπ ) , k = 0, 1, 2, 3 (27.32) 2 Therefore r i = ± √ 2 2 ± i √ 2 √ 2 2 = 2 (±1 ± i) = 1 √ 2 (±1 ± i) (27.33) and the general solution of the differential equation is [ y = e t/√ 2 C 1 cos √ t + C 2 sin t ] √ 2 2 + e −t/√ 2 [ C 3 cos t √ 2 + C 4 sin √ t ] 2 (27.34)
- 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: 229 L n+1 (e rt y) = e rt a n (D +
- 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
- 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: 251 Example 27.14. Find the general
- 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
231<br />
Example 27.2. F<strong>in</strong>d the general solution of y (4) − 2y ′′ + y = 0<br />
The characteristic equation is<br />
0 = r 4 − 2r 2 + r = (r 2 − 1) 2 = (r − 1) 2 (r + 1) 2 (27.26)<br />
The roots are 1 and -1, each with multiplicity 2. Thus the solution is<br />
y = e t (C 1 + C 2 t) + e −t (C 3 + C 4 t) (27.27)<br />
Example 27.3. F<strong>in</strong>d the general solution of y (4) − y = 0<br />
The characteristic equation is<br />
0 = r 4 − 1 = (r 2 − 1)(r 2 + 1) = (r − 1)(r + 1)(r − i)(r + i) (27.28)<br />
There are four dist<strong>in</strong>ct roots r = ±1, ±i. The real roots give solutions e ±t ;<br />
the complex roots r = 0 ± i give terms s<strong>in</strong> t and cos t. Hence the general<br />
solution is<br />
y = C 1 e t + C 2 e −t + C 3 cos t + C 4 s<strong>in</strong> t (27.29)<br />
Example 27.4. F<strong>in</strong>d the general solution of y (4) + y = 0<br />
The characteristic equation is r 4 + 1 = 0.<br />
Therefore r = (−1) 1/4 . By Euler’s equation,<br />
− 1 = e iπ = e i(π+2kπ) (27.30)<br />
hence the four fourth-roots are<br />
[ ]<br />
i(π + 2kπ)<br />
(−1) 1/4 = exp<br />
(27.31)<br />
4<br />
( π<br />
= cos<br />
4 + kπ ) ( π<br />
+ i s<strong>in</strong><br />
2<br />
4 + kπ )<br />
, k = 0, 1, 2, 3 (27.32)<br />
2<br />
Therefore<br />
r i = ±<br />
√<br />
2<br />
2 ± i √<br />
2<br />
√<br />
2<br />
2 = 2<br />
(±1 ± i) =<br />
1<br />
√<br />
2<br />
(±1 ± i) (27.33)<br />
and the general solution of the differential equation is<br />
[<br />
y = e t/√ 2<br />
C 1 cos √ t + C 2 s<strong>in</strong><br />
t ]<br />
√<br />
2 2<br />
+ e −t/√ 2<br />
[<br />
C 3 cos<br />
t √<br />
2<br />
+ C 4 s<strong>in</strong><br />
√ t ]<br />
2<br />
(27.34)