Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

bruce.shapiro.com
from bruce.shapiro.com More from this publisher
21.04.2015 Views

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 ).

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.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!