Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
324 LESSON 31. LINEAR SYSTEMS for some set of unknown functions u 1 (t), ..., u n (t), and u = (u 1 (t) u 2 (t) · · · u n (t)) T . Differentiating (31.166) gives y ′ P = (Wu) ′ = W ′ u + Wu ′ (31.167) Substitution into the differential equation (31.164) gives Since W ′ = AW, Subtracting the commong term AWu gives W ′ u + Wu ′ = AWu + g (31.168) AWu + Wu ′ = AWu + g (31.169) Multiplying both sides of the equation by W −1 gives Wu ′ = g (31.170) du dt = u′ = W −1 g (31.171) Since W = e At , W −1 = e −At , and therefore ∫ ∫ du u(t) = dt dt = e −At g(t)dt (31.172) Substition of (31.172) into (31.166) yields the desired result, using the fact that W = e At . Example 31.5. Find a particular solution to the system } x ′ = x + 3y + 5 y ′ = 4x − 3y + 6t The problem can be restated in the form y ′ = Ay + g where ( ) ( ) 1 3 5 A = , and g(t) = 4 −3 6t (31.173) (31.174) We first solve the homogeneous system. The eigenvalues of A satisfy 0 = (1 − λ)(−3 − λ) − 12 (31.175) = λ 2 + 2λ − 15 (31.176) = (λ − 3)(λ + 5) (31.177)
325 so that λ = 3, −5. The eigenvectors satisfy ( ) ( ) ( ) ( 1 3 a a 3 = 3 ⇒ 2a = 3b ⇒ v 4 −3 b b 3 = 2 ) (31.178) and ( 1 3 4 −3 ) ( c d ) ( c = −5 d ) ( 1 ⇒ d = −2c ⇒ v −5 = −2 ) (31.179) Hence y H = c 1 e 3t ( 3 2 ) + c 2 e −5t ( 1 −2 ) (31.180) where c 1 , c 2 are arbitrary constants. Define a matrix U whose columns are the eigenvectors of A. Then Then U = ( 3 1 2 −2 ) where D = diag(3, −5). Hence and U −1 = ( 1/4 1/8 1/4 −3/8 ) (31.181) e At = Ue Dt U −1 (31.182) ( ) ( ) ( ) e At 3 1 e 3t 0 1/4 1/8 = 2 −2 0 e −5t (31.183) 1/4 −3/8 ( ) ( ) 3 1 e = 3t /4 e 3t /8 2 −2 e −5t /4 −3e −5t (31.184) /8 ⎛ 3 ⎜ = ⎝4 e3t + 1 3 4 e−5t 8 e3t − 3 ⎞ 8 e−5t 1 2 e3t − 1 1 2 e−5t 4 e3t + 3 ⎟ ⎠ (31.185) 4 e−5t Since we have e −At = (Ue Dt U −1 ) −1 = Ue −Dt U −1 (31.186) ( ) ( ) ( ) e −At 3 1 e −3t 0 1/4 1/8 = 2 −2 0 e 5t (31.187) 1/4 −3/8 ⎛ 3 ⎜ = ⎝4 e−3t + 1 3 4 e5t 8 e−3t − 3 ⎞ 8 e5t 1 2 e−3t − 1 1 2 e5t 4 e−3t + 3 ⎟ ⎠ (31.188) 4 e5t
- 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
- Page 327 and 328: 319 we can replace (31.118) with a
- Page 329 and 330: 321 Corollary 31.12. The generalize
- Page 331: 323 where (A − λI)w 2 = w 1 , i.
- 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
- Page 365 and 366: 357 Figure 32.7: Solution of exampl
- Page 367 and 368: Lesson 33 Numerical Methods Euler
- Page 369 and 370: 361 Figure 33.1: Illustration of Eu
- Page 371 and 372: 363 y 4 = y 3 + hf(t 3 , y 3 ) (33.
- Page 373 and 374: 365 Figure 33.3: Illustration of th
- Page 375 and 376: 367 result with a smaller step size
- Page 377 and 378: 369 Expanding the final term in a T
- Page 379 and 380: 371 k 2 = y 0 + h 2 f(t 0, k 1 ) (3
- Page 381 and 382: Lesson 34 Critical Points of Autono
325<br />
so that λ = 3, −5. The eigenvectors satisfy<br />
( ) ( ) ( )<br />
(<br />
1 3 a a 3<br />
= 3 ⇒ 2a = 3b ⇒ v<br />
4 −3 b b<br />
3 =<br />
2<br />
)<br />
(31.178)<br />
and<br />
(<br />
1 3<br />
4 −3<br />
) (<br />
c<br />
d<br />
)<br />
( c<br />
= −5<br />
d<br />
)<br />
( 1<br />
⇒ d = −2c ⇒ v −5 =<br />
−2<br />
)<br />
(31.179)<br />
Hence<br />
y H = c 1 e 3t (<br />
3<br />
2<br />
)<br />
+ c 2 e −5t (<br />
1<br />
−2<br />
)<br />
(31.180)<br />
where c 1 , c 2 are arbitrary constants. Def<strong>in</strong>e a matrix U whose columns are<br />
the eigenvectors of A. Then<br />
Then<br />
U =<br />
( 3 1<br />
2 −2<br />
)<br />
where D = diag(3, −5). Hence<br />
and U −1 =<br />
( 1/4 1/8<br />
1/4 −3/8<br />
)<br />
(31.181)<br />
e At = Ue Dt U −1 (31.182)<br />
( ) ( ) ( )<br />
e At 3 1 e<br />
3t<br />
0 1/4 1/8<br />
=<br />
2 −2 0 e −5t (31.183)<br />
1/4 −3/8<br />
( ) ( )<br />
3 1 e<br />
=<br />
3t /4 e 3t /8<br />
2 −2 e −5t /4 −3e −5t (31.184)<br />
/8<br />
⎛<br />
3<br />
⎜<br />
= ⎝4 e3t + 1 3<br />
4 e−5t 8 e3t − 3 ⎞<br />
8 e−5t<br />
1<br />
2 e3t − 1 1<br />
2 e−5t 4 e3t + 3 ⎟<br />
⎠ (31.185)<br />
4 e−5t<br />
S<strong>in</strong>ce<br />
we have<br />
e −At = (Ue Dt U −1 ) −1 = Ue −Dt U −1 (31.186)<br />
( ) ( ) ( )<br />
e −At 3 1 e<br />
−3t<br />
0 1/4 1/8<br />
=<br />
2 −2 0 e 5t (31.187)<br />
1/4 −3/8<br />
⎛<br />
3<br />
⎜<br />
= ⎝4 e−3t + 1 3<br />
4 e5t 8 e−3t − 3 ⎞<br />
8 e5t<br />
1<br />
2 e−3t − 1 1<br />
2 e5t 4 e−3t + 3 ⎟<br />
⎠ (31.188)<br />
4 e5t