Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
290 LESSON 30. THE METHOD OF FROBENIUS is a solution of (t − t 0 ) 2 y ′′ + (t − t 0 )p(t)y ′ + q(t)y = 0 (30.70) 2. If α 1 , α 2 are both real and distinct, such that ∆ = α 1 − α 2 is not an integer, then (30.69) gives a second solution with α = min{α 1 , α 2 }and a (different) set of coefficients {a 1 , a 2 , ...}. 3. If α 1 , α 2 are a complex conjugate pair, then there exists some sets of constants {a 1 , a 2 , ...} and {b 1 , b 2 , ...} such that y 1 = (t − t 0 ) α1 y 2 = (t − t 0 ) α2 ∞ ∑ k=0 ∑ ∞ k=0 form a fundamental set of solutions to (30.70). a k (t − t 0 ) k (30.71) b k (t − t 0 ) k (30.72) Example 30.5. Find the form of the Frobenius solutions for 2t 2 y ′′ + 7ty ′ + 3y = 0 (30.73) The differential equation can be put into the standard form t 2 y ′′ + tp(t)y ′ + q(t)y = 0 (30.74) by setting p(t) = 7/2 and q(t) = 3/2. The indicial equation is 0 = α 2 + (p 0 − 1)α + q 0 (30.75) = α 2 + (5/2)α + 3/2 (30.76) = (α + 3/2)(α + 1) (30.77) Hence the roots are α 1 = −1, α 2 = −3/2. Since ∆ = α 1 − α 2 = 1/2 /∈ Z, each root leads to a solution: y 1 = 1 t ∞∑ y 2 = t −3/2 k=0 ∑ ∞ a k t k = a 0 t + a 1 + a 2 t + a 3 t 2 + · · · (30.78) k=0 b k t k = b 0 t 3/2 + b 1 t 1/2 + b 2t 1/2 + b 3 t 3/2 + · · · (30.79)
291 Example 30.6. Find the form of the Frobenius solutions to t 2 y ′′ − ty + 2y = 0 (30.80) This equation can be written in the form t 2 y ′′ + tp(t)y ′ + q(t)y = 0 where p(t) = −1 and q(t) = 2. Hence the indicial equation is 0 = α 2 + (p 0 − 1)α + q 0 = α 2 − 2α + 2 (30.81) The roots of the indicial equation are α = 1 ± i, a complex conjugate pair. Since ∆α = (1 + i) − (1 − i) = 2i ∉ Z, each root gives a Frobenius solution: y 1 = t 1+i ∞ ∑ k=0 a k t k (30.82) = (cos ln t + i sin ln t) ( a 0 t + a 1 t 2 + a 2 t 3 + · · · ) y 2 = t 1−i ∞ ∑ k=0 (30.83) b k t k (30.84) = (cos ln t − i sin ln t) ( b 0 t + b 1 t 2 + b 2 t 3 + · · · ) . (30.85) Example 30.7. Find the form of the Frobenius solution for the Bessel equation of order -3, t 2 y ′′ + ty ′ + (t 2 + 9) = 0 (30.86) This has p(t) = 1 and q(t) = t 2 + 9, so that p 0 = 1 and q 0 = 9. The indicial equation is α 2 + 9 = 0 (30.87) The roots are the complex conjugate pair α 1 = 3i, α 2 = −3i. For a complex conjugate pair, each root gives a Frobenius solution, and hence we have two solutions y 1 = t 3i y 2 = t −3i ∞ ∑ k=0 ∑ ∞ k=0 where we have used the identity a k t k = [cos(3 ln t) + i sin(3 ln t)] b k t k = [cos(3 ln t) − i sin(3 ln t)] ∞∑ a k t k (30.88) k=0 ∞∑ b k t k (30.89) k=0 t ix = e ix ln t = cos(x ln t) + i sin(x ln t) (30.90) in the second form of each expression.
- 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 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
- Page 293 and 294: 285 This is a homogeneous linear eq
- Page 295 and 296: 287 Example 30.4. Find a Frobenius
- Page 297: 289 Thus a Frobenius solution is y
- 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
- Page 327 and 328: 319 we can replace (31.118) with a
- Page 329 and 330: 321 Corollary 31.12. The generalize
- Page 331 and 332: 323 where (A − λI)w 2 = w 1 , i.
- Page 333 and 334: 325 so that λ = 3, −5. The eigen
- Page 335 and 336: 327 Non-constant Coefficients We ca
- Page 337 and 338: 329 we find that ∫ M(t)g(t)dt = (
- Page 339 and 340: Lesson 32 The Laplace Transform Bas
- Page 341 and 342: 333 Figure 32.1: A piecewise contin
- Page 343 and 344: 335 Example 32.4. From integral A.1
- Page 345 and 346: 337 apply this result iteratively.
- Page 347 and 348: L [ t x−1] [ ] 1 d = L x dt tx =
290 LESSON 30. THE METHOD OF FROBENIUS<br />
is a solution of<br />
(t − t 0 ) 2 y ′′ + (t − t 0 )p(t)y ′ + q(t)y = 0 (30.70)<br />
2. If α 1 , α 2 are both real and dist<strong>in</strong>ct, such that ∆ = α 1 − α 2 is not an<br />
<strong>in</strong>teger, then (30.69) gives a second solution with α = m<strong>in</strong>{α 1 , α 2 }and<br />
a (different) set of coefficients {a 1 , a 2 , ...}.<br />
3. If α 1 , α 2 are a complex conjugate pair, then there exists some sets of<br />
constants {a 1 , a 2 , ...} and {b 1 , b 2 , ...} such that<br />
y 1 = (t − t 0 ) α1<br />
y 2 = (t − t 0 ) α2<br />
∞ ∑<br />
k=0<br />
∑<br />
∞<br />
k=0<br />
form a fundamental set of solutions to (30.70).<br />
a k (t − t 0 ) k (30.71)<br />
b k (t − t 0 ) k (30.72)<br />
Example 30.5. F<strong>in</strong>d the form of the Frobenius solutions for<br />
2t 2 y ′′ + 7ty ′ + 3y = 0 (30.73)<br />
The differential equation can be put <strong>in</strong>to the standard form<br />
t 2 y ′′ + tp(t)y ′ + q(t)y = 0 (30.74)<br />
by sett<strong>in</strong>g p(t) = 7/2 and q(t) = 3/2. The <strong>in</strong>dicial equation is<br />
0 = α 2 + (p 0 − 1)α + q 0 (30.75)<br />
= α 2 + (5/2)α + 3/2 (30.76)<br />
= (α + 3/2)(α + 1) (30.77)<br />
Hence the roots are α 1 = −1, α 2 = −3/2. S<strong>in</strong>ce ∆ = α 1 − α 2 = 1/2 /∈ Z,<br />
each root leads to a solution:<br />
y 1 = 1 t<br />
∞∑<br />
y 2 = t −3/2<br />
k=0<br />
∑<br />
∞<br />
a k t k = a 0<br />
t + a 1 + a 2 t + a 3 t 2 + · · · (30.78)<br />
k=0<br />
b k t k = b 0<br />
t 3/2 + b 1<br />
t 1/2 + b 2t 1/2 + b 3 t 3/2 + · · · (30.79)