21.04.2015 Views

Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

415<br />

for y once z is known.<br />

Method of Reduction of Order<br />

If one solution y 1 is known for the differential equation<br />

y ′′ + p(t)y ′ + q(t)y = 0<br />

then a second solution is given by<br />

∫ W (y1 , y 2 ))(t)<br />

y 2 (t) = y 1 (t)<br />

y 1 (t) 2 dt<br />

where the Wronskian is given by Abel’s formula<br />

( ∫ )<br />

W (y 1 , y 2 )(t) = Cexp − p(s)ds<br />

Method of Variation of Parameters<br />

To f<strong>in</strong>d a particular solution to<br />

y ′′ + p(t)y ′ + q(t)y = r(t)<br />

when a pair of l<strong>in</strong>early <strong>in</strong>dependent solutions to the homogeneous equation<br />

are already known,<br />

∫<br />

y p = −y 1 (t)<br />

t<br />

y ′′ + p(t)y ′ + q(t)y = 0<br />

∫<br />

y 2 (s)r(s)<br />

W (y 1 , y 2 )(s) ds + y 2(t)<br />

t<br />

y 1 (s)r(s)<br />

W (y 1 , y 2 )(s) ds<br />

Power Series Solution<br />

To solve<br />

y ′′ + p(t)y ′ + q(t)y = g(t)<br />

expand y, p, q and g <strong>in</strong> power series about ord<strong>in</strong>ary (non-s<strong>in</strong>gular) po<strong>in</strong>ts<br />

and determ<strong>in</strong>e the coefficients by apply<strong>in</strong>g l<strong>in</strong>ear <strong>in</strong>dependence to the powers<br />

of t.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!