Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
244 LESSON 27. HIGHER ORDER EQUATIONS the determinant will be zero. Thus the Wronskian of a linearly dependent set of functions will always be zero. In fact, as we show in the following theorems, the Wronskian will be nonzero if and only if the functions form a complete set of solutions to the same differential equation. Example 27.8. Find the Wronskian of y ′′′ − 4y ′ = 0. The characteristic equation is 0 = r 3 − 4r = r(r 2 − 4) = r(r − 2)(r + 2) and a fundamental set of solutions are y 1 = 1, y 2 = e 2t , and y 3 = e −2t . Their Wronskian is y 1 y 2 y 3 W (t) = y 1 ′ y 2 ′ y 3 ′ (27.144) ∣y 1 ′′ y 2 ′′ y 3 ′′ ∣ ∣ 1 e 2t e −2t ∣∣∣∣∣ = 0 2e 2t −2e −2t (27.145) ∣0 4e 2t 4e −2t ∣ = ∣ 2e2t −2e −2t ∣∣∣ 4e 2t 4e −2t = 16. (27.146) Example 27.9. Find the Wronskian of y ′′′ − 8y ′′ + 16y ′ = 0. The characteristic equation is 0 = r 3 −8r 2 +16r = r(r 2 −8r+16) = r(r−4) 2 , so a fundamental set of solutions is y 1 = 1, y 2 = e 4t and y 3 = te 4t . Therefore 1 e 4t te 4t W (t) = 0 4e 4t e 4t (1 + 4t) (27.147) ∣0 16e 4t 8e 4t (1 + 2t) ∣ = (4e 4t )[8e 4t (1 + 2t)] − [e 4t (1 + 4t)](16e 4t ) (27.148) = 16e 8t (27.149) Theorem 27.8. Suppose that y 1 , y 2 , ..., y n all satisfy the same higher order linear homogeneous differential equation L n y = 0 on (a, b) Then y 1 , y 2 , ..., y n form a fundamental set of solutions if and only if for some t 0 ∈ (a, b), W [y 1 , ..., y n ](t 0 ) ≠ 0. Proof. Let y 1 , ..., y n be solutions to L n y = 0, and suppose that W [y 1 , ..., y n ](t 0 ) ≠ 0 for some number t 0 ∈ (a, b). We need to show that y 1 , ..., y n form a fundamental set of solutions. This means proving that any solution to L n y = 0 has the form Consider the initial value problem φ(t) = C 1 y 1 + C 2 y 2 + · · · + C n y n (27.150) L n y = 0, y(t 0 ) = y 0 , ..., y (n−1) (t 0 ) = y n (27.151)
245 Certainly every φ(t) given by (27.150) satisfies the differential equation; we need to show that for some set of constants C 1 , ..., C n it also satisfies the initial conditions. Differentiating (27.150) n − 1 times and combining the result into a matrix equation, ⎛ ⎜ ⎝ φ(t 0 ) φ ′ (t 0 ) . φ (n−1) (t 0 ) ⎞ ⎛ ⎟ ⎠ = ⎜ ⎝ y 1 (t 0 ) y 2 (t 0 ) · · · y n (t 0 ) y 1(t ′ 0 ) y 2(t ′ 0 ) y n(t ′ 0 ) . . y (n−1) 1 (t 0 ) y (n−1) 2 (t 0 ) · · · y n (n−1) (t 0 ) ⎞ ⎛ ⎟ ⎜ ⎠ ⎝ (27.152) The matrix on the right hand side of equation (27.152) is W[y 1 , ..., y n ](t 0 ). By assumption, the determinant W [y 1 , ..., y n ](t 0 ) ≠ 0, hence the corresponding matrix W[y 1 , ..., y n ](t 0 ) is invertible. Since W[y 1 , ..., y n ](t 0 ) is invertible, there is a solution {C 1 , ..., C n } to the equation given by ⎛ ⎜ ⎝ C 1 . C n ⎛ ⎜ ⎝ y 0 . y n ⎞ ⎛ ⎟ ⎜ ⎠ = W[y 1 , ..., y n ](t 0 ) ⎝ ⎞ ⎛ ⎟ ⎠ = {W[y 1 , .., y n ](t 0 )} −1 ⎜ ⎝ C 1 . C n y 0 . y n ⎞ ⎞ C 1 C 2 . C n ⎞ ⎟ ⎠ ⎟ ⎠ (27.153) ⎟ ⎠ (27.154) Hence there exists a non-trivial set of numbers {C 1 , ..., C n } such that φ(t) = C 1 y 1 + C 2 y 2 + · · · + C n y n (27.155) satisfies the initial value problem (27.151). By uniqueness, every solution of this initial value problem must be identical to (27.155), and this means that it must be a linear combination of the {y 1 , ..., y n }. Thus every solution of the differential equation is also a linear combination of the {y 1 , ..., y n }, and hence {y 1 , ..., y n } must form a fundamental set of solutions. To prove the converse, suppose that y 1 , ..., y n are a fundamental set of solutions. We need to show that for some number t 0 ∈ (a, b), W [y 1 , ..., y n ](t 0 ) ≠
- 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: 239 Example 27.6. Find the general
- Page 249 and 250: 241 The characteristic equation is
- Page 251: 243 The Wronskian In this section w
- 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
- Page 289 and 290: 281 Example 29.6. Solve t 2 y ′
- Page 291 and 292: Lesson 30 The Method of Frobenius I
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- Page 301 and 302: 293 term by term to (30.97). Starti
244 LESSON 27. HIGHER ORDER EQUATIONS<br />
the determ<strong>in</strong>ant will be zero. Thus the Wronskian of a l<strong>in</strong>early dependent<br />
set of functions will always be zero. In fact, as we show <strong>in</strong> the follow<strong>in</strong>g<br />
theorems, the Wronskian will be nonzero if and only if the functions form<br />
a complete set of solutions to the same differential equation.<br />
Example 27.8. F<strong>in</strong>d the Wronskian of y ′′′ − 4y ′ = 0.<br />
The characteristic equation is 0 = r 3 − 4r = r(r 2 − 4) = r(r − 2)(r + 2) and<br />
a fundamental set of solutions are y 1 = 1, y 2 = e 2t , and y 3 = e −2t . Their<br />
Wronskian is<br />
y 1 y 2 y 3<br />
W (t) =<br />
y 1 ′ y 2 ′ y 3<br />
′ (27.144)<br />
∣y 1 ′′ y 2 ′′ y 3<br />
′′ ∣<br />
∣ 1 e 2t e −2t ∣∣∣∣∣<br />
=<br />
0 2e 2t −2e −2t<br />
(27.145)<br />
∣0 4e 2t 4e −2t ∣ =<br />
∣ 2e2t −2e −2t ∣∣∣<br />
4e 2t 4e −2t = 16. (27.146)<br />
Example 27.9. F<strong>in</strong>d the Wronskian of y ′′′ − 8y ′′ + 16y ′ = 0.<br />
The characteristic equation is 0 = r 3 −8r 2 +16r = r(r 2 −8r+16) = r(r−4) 2 ,<br />
so a fundamental set of solutions is y 1 = 1, y 2 = e 4t and y 3 = te 4t . Therefore<br />
1 e 4t te 4t<br />
W (t) =<br />
0 4e 4t e 4t (1 + 4t)<br />
(27.147)<br />
∣0 16e 4t 8e 4t (1 + 2t) ∣<br />
= (4e 4t )[8e 4t (1 + 2t)] − [e 4t (1 + 4t)](16e 4t ) (27.148)<br />
= 16e 8t (27.149)<br />
Theorem 27.8. Suppose that y 1 , y 2 , ..., y n all satisfy the same higher<br />
order l<strong>in</strong>ear homogeneous differential equation L n y = 0 on (a, b) Then<br />
y 1 , y 2 , ..., y n form a fundamental set of solutions if and only if for some<br />
t 0 ∈ (a, b), W [y 1 , ..., y n ](t 0 ) ≠ 0.<br />
Proof. Let y 1 , ..., y n be solutions to L n y = 0, and suppose that W [y 1 , ..., y n ](t 0 ) ≠<br />
0 for some number t 0 ∈ (a, b).<br />
We need to show that y 1 , ..., y n form a fundamental set of solutions. This<br />
means prov<strong>in</strong>g that any solution to L n y = 0 has the form<br />
Consider the <strong>in</strong>itial value problem<br />
φ(t) = C 1 y 1 + C 2 y 2 + · · · + C n y n (27.150)<br />
L n y = 0, y(t 0 ) = y 0 , ..., y (n−1) (t 0 ) = y n (27.151)