Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
414 APPENDIX C. SUMMARY OF METHODS To find y P make an educated guess based on the form form of f(t). The educated guess should be the product y P = P (t)S(t)E(t) where P (t) is a polynomial of the same order as in f(t). S(t) = r n (A sin rt+ B cos rt) is present only if there are trig functions in rt in f(t), and n is the multiplicity of r as a root of the characteristic equation (n = 0 if r is not a root). E(t) = r n e rt is present only if there is an exponential in rt in f(t). If f(t) = f 1 (t) + f 2 (t) + · · · then solve each of the equations ay ′′ + by ′ + cy = f i (t) separately and add all of the particular solutions together to get the complete particular solution. General Non-homogeneous Linear Equation with Constant Coefficients To solve ay ′′ + by ′ + cy = f(t) where a, b, c are constants for a general function f(t), the solution is y = Ae r1t + Be r1t ∫ t e r2−r1 sds + er1t a where r 1 and r 2 are the roots of ar 2 + br + c = 0. ∫ t ∫ e r2−r1 s e −r2u f(u)duds s An alternative method is to factor the equation into the form and make the substitution (D − r 1 )(D − r 2 )y = f(t) z = (D − r 2 )y This reduces the second order equation in y to a first order linear equation in z. Solve the equation (D − r 1 )z = f(t) for z, then solve the equation (D − r 2 )y = z
415 for y once z is known. Method of Reduction of Order If one solution y 1 is known for the differential equation y ′′ + p(t)y ′ + q(t)y = 0 then a second solution is given by ∫ W (y1 , y 2 ))(t) y 2 (t) = y 1 (t) y 1 (t) 2 dt where the Wronskian is given by Abel’s formula ( ∫ ) W (y 1 , y 2 )(t) = Cexp − p(s)ds Method of Variation of Parameters To find a particular solution to y ′′ + p(t)y ′ + q(t)y = r(t) when a pair of linearly independent solutions to the homogeneous equation are already known, ∫ y p = −y 1 (t) t y ′′ + p(t)y ′ + q(t)y = 0 ∫ y 2 (s)r(s) W (y 1 , y 2 )(s) ds + y 2(t) t y 1 (s)r(s) W (y 1 , y 2 )(s) ds Power Series Solution To solve y ′′ + p(t)y ′ + q(t)y = g(t) expand y, p, q and g in power series about ordinary (non-singular) points and determine the coefficients by applying linear independence to the powers of t.
- 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
- Page 383 and 384: 375 Since both f and g are differen
- Page 385 and 386: 377 Using the cos π/4 = √ 2/2 an
- Page 387 and 388: 379 values, of the matrix. We find
- Page 389 and 390: 381 Distinct Real Nonzero Eigenvalu
- Page 391 and 392: 383 eigendirection {λ 1 , v 1 }dom
- Page 393 and 394: 385 Figure 34.5: Phase portraits ty
- Page 395 and 396: 387 Complex Conjugate Pair with non
- Page 397 and 398: 389 The angular change is described
- Page 399 and 400: 391 Figure 34.8: Topological instab
- Page 401 and 402: 393 Figure 34.10: phase portraits f
- Page 403 and 404: Appendix A Table of Integrals Basic
- Page 405 and 406: 397 ∫ x √ x − adx = 2 3 a(x
- Page 407 and 408: 399 ∫ x √ ax2 + bx + c dx = 1 a
- Page 409 and 410: 401 ∫ ∫ ∫ ∫ e ax2 dx = −
- Page 411 and 412: 403 ∫ tan 3 axdx = 1 a ln cos ax
- Page 413 and 414: 405 Products of Trigonometric Funct
- Page 415 and 416: Appendix B Table of Laplace Transfo
- Page 417 and 418: 409 e at cosh kt t sin kt t cos kt
- Page 419 and 420: Appendix C Summary of Methods First
- Page 421: 413 The resulting equation is linea
- Page 425 and 426: Bibliography [1] Bear, H.S. Differe
- Page 427 and 428: BIBLIOGRAPHY 419
- Page 429 and 430: BIBLIOGRAPHY 421
414 APPENDIX C. SUMMARY OF METHODS<br />
To f<strong>in</strong>d y P make an educated guess based on the form form of f(t). The<br />
educated guess should be the product<br />
y P = P (t)S(t)E(t)<br />
where P (t) is a polynomial of the same order as <strong>in</strong> f(t). S(t) = r n (A s<strong>in</strong> rt+<br />
B cos rt) is present only if there are trig functions <strong>in</strong> rt <strong>in</strong> f(t), and n is the<br />
multiplicity of r as a root of the characteristic equation (n = 0 if r is not a<br />
root). E(t) = r n e rt is present only if there is an exponential <strong>in</strong> rt <strong>in</strong> f(t).<br />
If f(t) = f 1 (t) + f 2 (t) + · · · then solve each of the equations<br />
ay ′′ + by ′ + cy = f i (t)<br />
separately and add all of the particular solutions together to get the complete<br />
particular solution.<br />
General Non-homogeneous L<strong>in</strong>ear Equation with Constant<br />
Coefficients<br />
To solve<br />
ay ′′ + by ′ + cy = f(t)<br />
where a, b, c are constants for a general function f(t), the solution is<br />
y = Ae r1t + Be r1t ∫<br />
t<br />
e r2−r1 sds + er1t<br />
a<br />
where r 1 and r 2 are the roots of ar 2 + br + c = 0.<br />
∫<br />
t<br />
∫<br />
e r2−r1 s e −r2u f(u)duds<br />
s<br />
An alternative method is to factor the equation <strong>in</strong>to the form<br />
and make the substitution<br />
(D − r 1 )(D − r 2 )y = f(t)<br />
z = (D − r 2 )y<br />
This reduces the second order equation <strong>in</strong> y to a first order l<strong>in</strong>ear equation<br />
<strong>in</strong> z. Solve the equation<br />
(D − r 1 )z = f(t)<br />
for z, then solve the equation<br />
(D − r 2 )y = z