Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
306 LESSON 31. LINEAR SYSTEMS and that if c = 0 but b ≠ 0, u ′′ − (a + d)u ′ + adu = 0 (31.25) In every case in which one of the equations is second order, the characteristic equation of the differential equation is identical to the characteristic equation of the matrix, and hence the solutions are linear combinations of e λ1t and e λ2t , if the eigenvalues are distinct, or are linear combinations of e λt and te λt if the eigenvalue is repeated. Furthermore, if one (or both) the equations turn out to be first order, the solution to that equation is still e λt where λ is one of the eigenvalues of A. Theorem 31.2. Let ( ) a b A = c d (31.26) Then the solution of y ′ = Ay is given be one of the following four cases. 1. If b = c = 0, then the eigenvalues of A are a and d, and } y 1 = C 1 e at y 2 = C 2 e dt (31.27) 2. If b ≠ 0 but c = 0, then the eigenvalues of A are a and d, and { C 1 e at + C 2 e dt a ≠ d y 1 = (C 1 + C 2 t)e at a = d ⎫ ⎪⎬ ⎪ ⎭ (31.28) y 2 = C 3 e dt 3. If b = 0 but c ≠ 0, then the eigenvalues of A are a and d, and y 1 = C 1 e dt ⎫ { ⎪⎬ C 2 e at + C 3 e dt a ≠ d (31.29) y 2 = ⎪⎭ (C 2 + C 3 t)e at a = d 4. If b ≠ 0 and c ≠ 0, then the eigenvalues of A are λ = 1 [ T ± √ ] T 2 2 − 4∆ (31.30) and the solutions are (a) If λ 1 = λ 2 = λ y i = (C i1 + C i2 t)e λt (31.31)
307 (b) If λ 1 ≠ λ 2 ∈ R, i.e., T 2 ≥ 4∆, y i = C i1 e λ1t + C i2 e λ2t (31.32) (c) It T 2 < 4∆ then λ 1,2 = µ ± iσ, where µ, σ ∈ R, and y i = e µt (C i1 cos σt + C i2 sin σt) (31.33) Example 31.1. Solve the system ( y ′ 6 = Ay, y(0) = 5) (31.34) where by elimination of variables. A = ( ) 1 1 4 −2 (31.35) To eliminate variables means we try to reduce the system to either two separate first order equations or a single second order equation that we can solve. Multiplying out the matrix system gives us u ′ = u + v, u 0 = 6 (31.36) v ′ = 4u − 2v, v 0 = 5 (31.37) Solving the first equation for v and substituting into the second, v ′ = 4u − 2v = 4u − 2(u ′ − u) = 6u − 2u ′ (31.38) Differentiating the first equations and substituting Rearranging, u ′′ = u ′ + v ′ = u ′ + 6u − 2u ′ = −u ′ + 6u (31.39) u ′′ + u ′ − 6u = 0 (31.40) The characteristic equation is r 2 + r − 6 = (r − 2)(r + 3) = 0 so that u = C 1 e 2t + C 2 e −3t (31.41) From the initial conditions, u ′ 0 = u 0 + v 0 = 11. Hence C 1 + C 2 = 6 2C 1 − 3C 2 = 11 (31.42) Multiplying the first of (31.42) by 3 and adding to the second gives 5C 1 = 29 or C 1 = 29/5, and therefore C 2 = 6 − 29/5 = 1/5. Thus
- 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 and 310: 301 Example 30.8. In example 30.4 w
- Page 311 and 312: Lesson 31 Linear Systems The genera
- Page 313: 305 is where λ 2 − T λ + ∆ =
- 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
- Page 353 and 354: 345 can be written as as illustrate
- 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(
- Page 361 and 362: 353 Example 32.18. Find the Laplace
- Page 363 and 364: 355 Similarly, we can express a uni
307<br />
(b) If λ 1 ≠ λ 2 ∈ R, i.e., T 2 ≥ 4∆,<br />
y i = C i1 e λ1t + C i2 e λ2t (31.32)<br />
(c) It T 2 < 4∆ then λ 1,2 = µ ± iσ, where µ, σ ∈ R, and<br />
y i = e µt (C i1 cos σt + C i2 s<strong>in</strong> σt) (31.33)<br />
Example 31.1. Solve the system<br />
(<br />
y ′ 6<br />
= Ay, y(0) =<br />
5)<br />
(31.34)<br />
where<br />
by elim<strong>in</strong>ation of variables.<br />
A =<br />
( )<br />
1 1<br />
4 −2<br />
(31.35)<br />
To elim<strong>in</strong>ate variables means we try to reduce the system to either two<br />
separate first order equations or a s<strong>in</strong>gle second order equation that we can<br />
solve. Multiply<strong>in</strong>g out the matrix system gives us<br />
u ′ = u + v, u 0 = 6 (31.36)<br />
v ′ = 4u − 2v, v 0 = 5 (31.37)<br />
Solv<strong>in</strong>g the first equation for v and substitut<strong>in</strong>g <strong>in</strong>to the second,<br />
v ′ = 4u − 2v = 4u − 2(u ′ − u) = 6u − 2u ′ (31.38)<br />
Differentiat<strong>in</strong>g the first equations and substitut<strong>in</strong>g<br />
Rearrang<strong>in</strong>g,<br />
u ′′ = u ′ + v ′ = u ′ + 6u − 2u ′ = −u ′ + 6u (31.39)<br />
u ′′ + u ′ − 6u = 0 (31.40)<br />
The characteristic equation is r 2 + r − 6 = (r − 2)(r + 3) = 0 so that<br />
u = C 1 e 2t + C 2 e −3t (31.41)<br />
From the <strong>in</strong>itial conditions, u ′ 0 = u 0 + v 0 = 11. Hence<br />
C 1 + C 2 = 6<br />
2C 1 − 3C 2 = 11<br />
(31.42)<br />
Multiply<strong>in</strong>g the first of (31.42) by 3 and add<strong>in</strong>g to the second gives 5C 1 = 29<br />
or C 1 = 29/5, and therefore C 2 = 6 − 29/5 = 1/5. Thus