Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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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.

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

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