Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
250 LESSON 27. HIGHER ORDER EQUATIONS ∣ ∣∣∣∣∣∣∣∣∣∣∣∣∣ y 1 · · · y n y 1 ′ y ′ n dW dx = . . y (n−2) 1 y n (n−2) − 1 n−1 ∑ a i (t)y (i) 1 · · · − 1 n−1 ∑ a i (t)y m (i) a n (t) a n (t) ∣ i=0 i=0 (27.182) The value of a determinant is unchanged if we add a multiple of one to another. So multiply the first row bya 0 (t)/a n (t), the second row bya 2 (t)/a n (t), etc., and add them all to the last row to obtain dW dt = ∣ y 1 · · · y n y 1 ′ y n ′ . . y (n−2) 1 y n (n−2) −p(t)y (n−1) 1 · · · −p(t)y n (n−1) ∣ (27.183) where p(t) = a n−1 (t)/a n (t). We can factor a constant out of every element of a single row of the determinant if we multiply the resulting (factored) determinant by the same constant. dW dt = −p(t) ∣ y 1 · · · y n y 1 ′ y n ′ . . y (n−2) 1 y n (n−2) y (n−1) 1 · · · y n (n−1) = −p(t)W (t) (27.184) ∣ Integrating this differential equation achieves the desired formula for W . Example 27.11. Calculate the Wronskian of y ′′ − 9y = 0. Since p(t) = 0, Abel’s formula gives W = Ce − ∫ 0·dt = C. Example 27.12. Use Abel’s formula to compute the Wronskian of y ′′′ − 2y ′′ − y ′ − 3y = 0 This equation has p(t) = −2, and therefore W = Ce − ∫ (−2)dt = Ce 2t . Example 27.13. Compute the Wronskian of x 2 y (??) +xy (??) +y ′′ −4x = 0. We have p(t) = t/t 2 = 1/t. Therefore W = Ce − ∫ (1/t)dt = Ce − ln t = C/t.
251 Example 27.14. Find the general solution of given that y = e t and y = e −t are solutions. From Abel’s formula, W (t) = exp ty ′′′ − y ′′ − ty ′ + y = 0 (27.185) { ∫ } − (−1/t)dt = exp{ln t} = t (27.186) By direct calculation, ∣ e −t e t y ∣∣∣∣∣ W (t)= −e −t e t y ′ (27.187) ∣ e −t e t y ′′ = e −t ∣ ∣∣∣ e t y ′ e t y ′′ ∣ ∣∣∣ + e −t ∣ ∣∣∣ e t y e t y ′′ ∣ ∣∣∣ + e −t ∣ ∣∣∣ e t y e t y ′ ∣ ∣∣∣ (27.188) = e −t [(e t y ′′ − e t y ′ ) + (e t y ′′ − e t y) + (e t y ′ − e t y)] (27.189) = y ′′ − y ′ + y ′′ − y + y ′ − y (27.190) = 2y ′′ − 2y (27.191) Setting the two expressions for the Wronskian equal to one another, y ′′ − y = t 2 (27.192) The method of undetermined coefficients tells us that y = C 1 e −t + C 2 e t − 1 2 t (27.193) is a solution ( the first two terms are y H and the third is y P ).
- 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
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- Page 219 and 220: Lesson 25 Harmonic Oscillations If
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- Page 225 and 226: Lesson 26 General Existence Theory*
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- 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 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: 249 By the lemma, to obtain the der
- Page 261 and 262: 253 So that f(t) = a n (t)y[ (n) +
- Page 263 and 264: Lesson 28 Series Solutions In many
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- Page 269 and 270: 261 Hence ∞∑ ∞∑ ∞∑ 0 =
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- 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 303 and 304: 295 Let j = n − k. Then |n − 1
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250 LESSON 27. HIGHER ORDER EQUATIONS<br />
∣ ∣∣∣∣∣∣∣∣∣∣∣∣∣ y 1 · · · y n<br />
y 1<br />
′ y ′ n<br />
dW<br />
dx = .<br />
.<br />
y (n−2)<br />
1 y n<br />
(n−2)<br />
− 1<br />
n−1<br />
∑<br />
a i (t)y (i)<br />
1 · · · − 1<br />
n−1<br />
∑<br />
a i (t)y m<br />
(i)<br />
a n (t)<br />
a n (t)<br />
∣<br />
i=0<br />
i=0<br />
(27.182)<br />
The value of a determ<strong>in</strong>ant is unchanged if we add a multiple of one to another.<br />
So multiply the first row bya 0 (t)/a n (t), the second row bya 2 (t)/a n (t),<br />
etc., and add them all to the last row to obta<strong>in</strong><br />
dW<br />
dt<br />
=<br />
∣<br />
y 1 · · · y n<br />
y 1<br />
′ y n<br />
′<br />
.<br />
.<br />
y (n−2)<br />
1 y n<br />
(n−2)<br />
−p(t)y (n−1)<br />
1 · · · −p(t)y n<br />
(n−1)<br />
∣<br />
(27.183)<br />
where p(t) = a n−1 (t)/a n (t). We can factor a constant out of every element<br />
of a s<strong>in</strong>gle row of the determ<strong>in</strong>ant if we multiply the result<strong>in</strong>g (factored)<br />
determ<strong>in</strong>ant by the same constant.<br />
dW<br />
dt<br />
= −p(t)<br />
∣<br />
y 1 · · · y n<br />
y 1<br />
′ y n<br />
′<br />
.<br />
.<br />
y (n−2)<br />
1 y n<br />
(n−2)<br />
y (n−1)<br />
1 · · · y n<br />
(n−1)<br />
= −p(t)W (t) (27.184)<br />
∣<br />
Integrat<strong>in</strong>g this differential equation achieves the desired formula for W .<br />
Example 27.11. Calculate the Wronskian of y ′′ − 9y = 0.<br />
S<strong>in</strong>ce p(t) = 0, Abel’s formula gives W = Ce − ∫ 0·dt = C.<br />
Example 27.12. Use Abel’s formula to compute the Wronskian of y ′′′ −<br />
2y ′′ − y ′ − 3y = 0<br />
This equation has p(t) = −2, and therefore W = Ce − ∫ (−2)dt = Ce 2t .<br />
Example 27.13. Compute the Wronskian of x 2 y (??) +xy (??) +y ′′ −4x = 0.<br />
We have p(t) = t/t 2 = 1/t. Therefore W = Ce − ∫ (1/t)dt = Ce − ln t = C/t.