Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
268 LESSON 28. SERIES SOLUTIONS in the differential equation gives ∞∑ ∞∑ ∞∑ k(k − 1)a k t k−2 = t a k t k = a k t k+1 (28.98) k=0 Renumbering the index to j = k − 2 (on the left) and j = k + 1 (on the right), and recognizing that the first two terms of the sum on left are zero, gives ∞∑ ∞∑ (j + 2)(j + 1)a j+2 t j = a j−1 t j (28.99) Rearranging, 2a 2 + j=0 k=0 j=1 k=0 ∞∑ [(j + 2)(j + 1)a j+2 − a j−1 ] t j = 0 (28.100) j=1 By linear independence, a 2 = 0 and the remaining a j satisfy If we let k = j + 2 and solve for a k , a k = a k−3 k(k − 1) (j + 2)(j + 1)a j+2 = a j−1 (28.101) (28.102) The first two coefficients, a 0 and a 1 , are determined by the initial conditions; all other coefficients follow from the recursion relationship.. In particular, since a 2 = 0, every third successive coefficient a 2 = a 5 = a 8 = · · · = 0. Starting with a 0 and a 1 we can begin to tabulate the remaining ones: and a 3 = a 0 3 · 2 a 6 = a 3 6 · 5 = a 0 6 · 5 · 3 · 2 a 9 = a 6 9 · 8 = a 0 9 · 8 · 6 · 5 · 3 · 2 . a 4 = a 1 4 · 3 a 7 = a 4 7 · 6 = a 1 7 · 6 · 4 · 3 a 10 = a 7 10 · 9 = a 1 10 · 9 · 7 · 6 · 4 · 3 . (28.103) (28.104) (28.105) (28.106) (28.107) (28.108)
269 Thus y = a 0 ( 1 + 1 6 t3 + 1 + a 1 t ) 12960 t9 + · · · 180 t6 + 1 ( 1 + 1 12 t3 + 1 504 t6 + 1 45360 t9 + · · · ) (28.109) (28.110) = a 0 y 1 (t) + a 1 y 2 (t) (28.111) where y 1 and y 2 are defined by the sums in parenthesis. It is common to define the Airy Functions 1 Ai(t) = 3 2/3 Γ(2/3) y 1 1(t) − 3 1/3 Γ(1/3) y 2(t) (28.112) √ √ 3 3 Bi(t) = 3 2/3 Γ(2/3) y 1(t) + 3 1/3 Γ(1/3) y 2(t) (28.113) Either the sets {y 1 , y 2 } or {Ai, Bi} are fundamental sets of solutions to the Airy equation. Figure 28.1: Solutions to Airy’s equation. Left: The fundamental set y 1 (solid) and y 2 (dashed). Right: the traditional functions Ai(t)(solid) and Bi(t) (dashed). The renormalization keeps Ai(t) bounded, whereas the unnormalized solutions are both unbounded. 1 0.5 0 0.5 1 0.5 0.25 0. 0.25 0.5 15 10 5 0 5 15 10 5 0 5 Example 28.5. Legendre’s Equation of order n is given by (1 − t 2 )y ′′ − 2ty ′ + n(n + 1)y = 0 (28.114) where n is any integer. Equation (28.114) is actually a family of differential equations for different values of n; we have already solved it for n = 2 in example 28.3, where we found that most of the coefficients in the power series solutions were zero, leaving us with a simple quadratic solution.
- 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 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: 267 Table 28.1: Table of Special Fu
- 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
- Page 293 and 294: 285 This is a homogeneous linear eq
- Page 295 and 296: 287 Example 30.4. Find a Frobenius
- Page 297 and 298: 289 Thus a Frobenius solution is y
- Page 299 and 300: 291 Example 30.6. Find the form of
- Page 301 and 302: 293 term by term to (30.97). Starti
- Page 303 and 304: 295 Let j = n − k. Then |n − 1
- Page 305 and 306: 297 is a solution of (t − t 0 ) 2
- Page 307 and 308: 299 Evaluation of the integral depe
- Page 309 and 310: 301 Example 30.8. In example 30.4 w
- Page 311 and 312: Lesson 31 Linear Systems The genera
- Page 313 and 314: 305 is where λ 2 − T λ + ∆ =
- Page 315 and 316: 307 (b) If λ 1 ≠ λ 2 ∈ R, i.e
- Page 317 and 318: 309 We will verify (31.54) by induc
- Page 319 and 320: 311 The Jordan Form Let A be a squa
- Page 321 and 322: 313 y = 1 [( ) ( ) ] ( ) 4 1 e 2t 1
- Page 323 and 324: 315 Theorem 31.8. (Abel’s Formula
- Page 325 and 326: 317 By a similar argument, the seco
268 LESSON 28. SERIES SOLUTIONS<br />
<strong>in</strong> the differential equation gives<br />
∞∑<br />
∞∑<br />
∞∑<br />
k(k − 1)a k t k−2 = t a k t k = a k t k+1 (28.98)<br />
k=0<br />
Renumber<strong>in</strong>g the <strong>in</strong>dex to j = k − 2 (on the left) and j = k + 1 (on the<br />
right), and recogniz<strong>in</strong>g that the first two terms of the sum on left are zero,<br />
gives<br />
∞∑<br />
∞∑<br />
(j + 2)(j + 1)a j+2 t j = a j−1 t j (28.99)<br />
Rearrang<strong>in</strong>g,<br />
2a 2 +<br />
j=0<br />
k=0<br />
j=1<br />
k=0<br />
∞∑<br />
[(j + 2)(j + 1)a j+2 − a j−1 ] t j = 0 (28.100)<br />
j=1<br />
By l<strong>in</strong>ear <strong>in</strong>dependence, a 2 = 0 and the rema<strong>in</strong><strong>in</strong>g a j satisfy<br />
If we let k = j + 2 and solve for a k ,<br />
a k =<br />
a k−3<br />
k(k − 1)<br />
(j + 2)(j + 1)a j+2 = a j−1 (28.101)<br />
(28.102)<br />
The first two coefficients, a 0 and a 1 , are determ<strong>in</strong>ed by the <strong>in</strong>itial conditions;<br />
all other coefficients follow from the recursion relationship.. In particular,<br />
s<strong>in</strong>ce a 2 = 0, every third successive coefficient a 2 = a 5 = a 8 = · · · = 0.<br />
Start<strong>in</strong>g with a 0 and a 1 we can beg<strong>in</strong> to tabulate the rema<strong>in</strong><strong>in</strong>g ones:<br />
and<br />
a 3 = a 0<br />
3 · 2<br />
a 6 = a 3<br />
6 · 5 = a 0<br />
6 · 5 · 3 · 2<br />
a 9 = a 6<br />
9 · 8 = a 0<br />
9 · 8 · 6 · 5 · 3 · 2<br />
.<br />
a 4 = a 1<br />
4 · 3<br />
a 7 = a 4<br />
7 · 6 = a 1<br />
7 · 6 · 4 · 3<br />
a 10 = a 7<br />
10 · 9 = a 1<br />
10 · 9 · 7 · 6 · 4 · 3<br />
.<br />
(28.103)<br />
(28.104)<br />
(28.105)<br />
(28.106)<br />
(28.107)<br />
(28.108)