Lecture Notes in Differential Equations - Bruce E. Shapiro

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

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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 ).

251<br />

Example 27.14. F<strong>in</strong>d the general solution of<br />

given that y = e t and y = e −t are solutions.<br />

From Abel’s formula,<br />

W (t) = exp<br />

ty ′′′ − y ′′ − ty ′ + y = 0 (27.185)<br />

{ ∫ }<br />

− (−1/t)dt = exp{ln t} = t (27.186)<br />

By direct calculation,<br />

∣ e −t e t y ∣∣∣∣∣<br />

W (t)=<br />

−e −t e t y ′<br />

(27.187)<br />

∣ e −t e t y ′′<br />

= e −t ∣ ∣∣∣ e t y ′<br />

e t y ′′ ∣ ∣∣∣<br />

+ e −t ∣ ∣∣∣ e t y<br />

e t y ′′ ∣ ∣∣∣<br />

+ e −t ∣ ∣∣∣ e t y<br />

e t y ′ ∣ ∣∣∣<br />

(27.188)<br />

= e −t [(e t y ′′ − e t y ′ ) + (e t y ′′ − e t y) + (e t y ′ − e t y)] (27.189)<br />

= y ′′ − y ′ + y ′′ − y + y ′ − y (27.190)<br />

= 2y ′′ − 2y (27.191)<br />

Sett<strong>in</strong>g the two expressions for the Wronskian equal to one another,<br />

y ′′ − y = t 2<br />

(27.192)<br />

The method of undeterm<strong>in</strong>ed coefficients tells us that<br />

y = C 1 e −t + C 2 e t − 1 2 t (27.193)<br />

is a solution ( the first two terms are y H and the third is y P ).

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