Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
302 LESSON 30. THE METHOD OF FROBENIUS Example 30.9. Find the form of the Frobenius solutions to Bessel’s equation of order 3, t 2 y ′′ + ty + (t 2 − 9)y = 0 (30.176) Equation (30.176) has the form t 2 y ′′ + tp(t)y ′ + q(t)y = 0, where p(t) = 1 and q(t) = t 2 − 9 are both analytic functions at t = 0. Hence p 0 = 1, q 0 = −9, and the indicial equation α 2 + (p 0 − 1)α + q 0 = 0 is α 2 − 9 = 0 (30.177) Therefore α 1 = 3 and α 2 = −3. The first Frobenius solution is y 1 = t 3 ∞ ∑ k=0 Since ∆ = α 1 − α 2 = 6 ∈ Z, the second solution is y 2 = a (ln t) t 3 a k t k = a 0 t 3 + a 1 t 4 + a 2 t 5 + · · · (30.178) ∞ ∑ k=0 a k t k + t −3 ∞ ∑ k=0 b k t k (30.179) The coefficients a, a k and b k are found by substituting the expressions (30.178) and (30.179) into the differential equation.
Lesson 31 Linear Systems The general linear system of order n can be written as y ′ 1 = a 11 y 1 + a 12 y 2 + · · · + a 1n + f 1 (t) ⎫ ⎪⎬ . ⎪⎭ y n ′ = a n1 y 1 + a n2 y 2 + · · · + a nn + f 2 (t) (31.1) where the a ij are either constants (for systems with constant coefficients) or depend only on t and the functions f i (t) are either all zero (for homogeneous systems) or depend at most on t. We typically write this a matrix equation ⎛ ⎞ ⎛ ⎞ ⎛ ⎞ ⎛ ⎞ y 1 ′ a 11 a 12 · · · a 1n y 1 f 1 (t) ⎜ ⎟ ⎜ ⎝ . ⎠ = ⎝ . . .. ⎟ ⎜ ⎟ ⎜ ⎟ . ⎠ ⎝ . ⎠ + ⎝ . ⎠ (31.2) a n1 · · · a nn y n f n (t) y ′ n We will write this as the matrix system y ′ = Ay + f (31.3) where it is convenient to think of y, f(t) : R → R n as vector-valued functions. In analogy to the scalar case, we call a set of solutions to the vector equation {y 1 , ..., y n } to the homogeneous equation y ′ = Ay (31.4) 303
- 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 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: 301 Example 30.8. In example 30.4 w
- 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 =
- Page 349 and 350: 341 Equating numerators and expandi
- Page 351 and 352: 343 Derivatives of the Laplace Tran
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- Page 355 and 356: 347 Translations in the Laplace Var
- Page 357 and 358: 349 Summary of Translation Formulas
- Page 359 and 360: 351 The inverse transform is [ ] f(
302 LESSON 30. THE METHOD OF FROBENIUS<br />
Example 30.9. F<strong>in</strong>d the form of the Frobenius solutions to Bessel’s equation<br />
of order 3,<br />
t 2 y ′′ + ty + (t 2 − 9)y = 0 (30.176)<br />
Equation (30.176) has the form t 2 y ′′ + tp(t)y ′ + q(t)y = 0, where p(t) = 1<br />
and q(t) = t 2 − 9 are both analytic functions at t = 0. Hence p 0 = 1,<br />
q 0 = −9, and the <strong>in</strong>dicial equation α 2 + (p 0 − 1)α + q 0 = 0 is<br />
α 2 − 9 = 0 (30.177)<br />
Therefore α 1 = 3 and α 2 = −3. The first Frobenius solution is<br />
y 1 = t 3<br />
∞ ∑<br />
k=0<br />
S<strong>in</strong>ce ∆ = α 1 − α 2 = 6 ∈ Z, the second solution is<br />
y 2 = a (ln t) t 3<br />
a k t k = a 0 t 3 + a 1 t 4 + a 2 t 5 + · · · (30.178)<br />
∞ ∑<br />
k=0<br />
a k t k + t −3<br />
∞ ∑<br />
k=0<br />
b k t k (30.179)<br />
The coefficients a, a k and b k are found by substitut<strong>in</strong>g the expressions<br />
(30.178) and (30.179) <strong>in</strong>to the differential equation.