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MA2001N Differential Equations: Lecture Notes For Week 2
MA2001N Differential Equations: Lecture Notes For Week 2
MA2001N Differential Equations: Lecture Notes For Week 2
+1,*
Note) t%ere is no ter! in y (resent in +1,*. Equation +1,* can e sol-ed after !akin' t%e su stitution)
y = v ,
+1.*
$%ere
+10*
+12*
Equation +12* is a first order, linear ode, in t%e -aria le for v , / usin' t%e inte'ratin' factor !et%od.
3a-in' found v , t%e de(endent -aria le, y , follo$s fro! +1.* / carr/in' out anot%er inte'ration. After doin' suc% an inte'ration, $e $ould %a-e)
y = v dx + A
$%ere A is a constant. 1o far, $e %a-e outlined t%e 'eneral idea e%ind 4reducin' t%e order of an equation of t%e for! of +1,*. A $orked e5a!(le is no$ needed to clarif/ t%e a((roac%. 1
x 1 .
+18*
999999999999999999999999 :sin' t%e su stitution y = v , fro! +1.*, and follo$in' t%e !et%od outlined a o-e, equation +18* eco!es
v + 2 1 v= 2 . x x
+20*
and
I = x2 .
and
d + x 2 v* = 1 . dx
;nte'ratin' 'i-es
x 2 v = x + c1 ,
v=
1 c1 + . x x2
y =
1 c1 + . x x2
2
+21*
+22*
$%ere c 2 is a second constant. 999999999999999999999999999999999999999999999999999 6%at concludes t%e $orked e5a!(le. Notice %o$ t$o constants %a-e a((eared in +22*. No$ tr/ E5a!(le 1%eet 2+a*+i*. 3.2 "nitial conditions and initial #alue problems 6%e 'eneral solution of a 2nd order ode $ill al$a/s contain t$o ar itrar/ constants. 6%e $orked e5a!(le in section 3.1 %as 'i-en a de!onstration of t%is, $%ere equation +22* contains t%e constants c1 and c 2 . 6%ese t$o constants can e e-aluated, (ro-ided suita le conditions are 'i-en. As a co!!on e5a!(le of suc% conditions, $e introduce $%at are called initial conditions. 6%ese 4conditions are referred to as 4initial, ecause t%e/ are 'i-en at t%e start of a (rocess. 6%e/ are 'i-en in t%e for!)
y = y0
at at
x = x0 x = x0 ,
and
y = y0
and
. y + x 0 * = y 0
An initial -alue (ro le! is one in $%ic% a 'i-en ode %as to e sol-ed to'et%er $it% t%e a((ro(riate nu! er of 'i-en initial conditions. 6%e $orked e5a!(le in section 3.1 can no$ e e5tended to for! an initial -alue (ro le!, t%us s%o$in' %o$ suc% initial conditions can e used to e-aluate t%e ar itrar/ constants in +22*. 3
x 1 ,
at x = 1
and
y = 0 at x = 1 .
7or succinctness, t%is initial -alue (ro le! $ould e stated as)
x 2 y + 2 x y = 1 , y +1* = 0 , y +1* = 0 , x 1 .+23*
999999999999999999999999999999999999999999999999999 We %a-e alread/ found t%e 'eneral solution of t%e ode in +23*. ;n su!!ar/, fro! +22* and +21*, $e %a-e +22*)
y = ln x c1 + c 2 > +21*) x
y =
1 c1 + x x2
and
y +1* = 0 ,
in con=unction $it% +22* and +21* res(ecti-el/, $e %a-e t$o si!ultaneous equations)
0 = ln+1* c1 + c 2
and
0 = 1 + c1 .
and
c 2 = c1 = 1 .
1o, fro! +22*, t%e solution of t%e initial -alue (ro le! is
y = ln x + 1 1 . x
999999999999999999999999999999999999999999999999999 6%at concludes t%e $orked e5a!(le. No$ tr/ E5a!(le 1%eet 2+a*+ii*. #
+2#*
$%ere
a,
b and
A solution, y , is no$ required, $%ic% satisfies equation +2#*. <ecause a , b and c are all constants, $e are lookin' for a solution in $%ic% t%e for! of y , Dy and D 2 y can differ onl/ / a constant factor. 6%e 'eneral e5(onential function %as t%is (ro(ert/. 1o, let t%e solution, y , e t%e 'eneral e5(onential for!) y = k e x , +2,* $%ere k is a non?@ero constant and
is also a constant.
We no$ need to see $%et%er t%is assu!(tion a out t%e for! of t%e solution $orks out satisfactoril/. 1o, differentiatin' +2,* 'i-es
Dy = k e x
+2.* +20*
and
D 2 y = k 2 e x .
or
k e x +a 2 + b + c * = 0 .
x 1ince k e is not @ero, $e !ust %a-e
a 2 + b + c = 0 .
+22*
Equation +22* is called t%e au5iliar/ equation. Equation +22* !ust e satisfied if t%e for! $e %a-e su''ested in +2,*, for t%e solution of +2#*, is indeed correct. ,
+28*
$%ere 1 , 2 are t%e t$o roots of equation +28*, de(endin' on $%ic% si'n res(ecti-el/ is c%osen. As usual $it% quadratic equations, t%ere are t%ree (ossi le cases to consider) &ase 1) Aoots of +28*, 1 , 2 , are real and distinct> &ase 2) Aoots of +28*, 1 , 2 , are ot% co!(le5> &ase 3) Aoots of +28*, 1 , 2 , are real and equal. Eac% of t%ese cases $ill no$ e dealt $it% in turn. $.1 &ase 1: 'oots of (2)*: real and distinct W%en b 2 > #ac , equation +28* $ill 'i-e real and distinct -alues for 1 and 2 . Equation +2,* t%en 'i-es t%e t$o solutions
y1 = k1e 1x
and
y 2 = k 2 e 2 x
corres(ondin' to t%e t$o roots 1 , 2 . 6%e 'eneral solution of +2#* is t%en t%e su! of y1 and y 2 , $%ic% 'i-es
y = k1 e 1 x + k 2 e 2 x ,
$it% 1 , 2 fro! +28*. $.2 &ase 2: 'oots of (2)*: both complex
+30*
W%en b 2 < #ac , equation +28* $ill 'i-e co!(le5 nu! er -alues for 1 and 2 . 6o de-elo( t%is furt%er, $rite equation +28* as follo$s) +continues o-erleaf* .
and
2 =
$%ere i is t%e unit i!a'inar/ nu! er, i = 1 , and $%ere it s%ould e noticed t%at, / re-ersin' si'ns, t%e ter! #ac b 2 is no$ real. We also take t%e ter! to e strictl/ (ositi-e. 6%e roots, 1 , 2 , !a/ e a re-iated as
1 = + i ,
2 = i ,
+31*
$%ere
=
b , 2a
#ac b 2 2a
+32*
6%e 'eneral solution can no$ e found / co! inin' +30*, $%ic% still a((lies e-en t%ou'% t%e roots are no$ co!(le5, and +31*. 6%is 'i-es)
y = k 1 e + + i * x + k 2 e + i * x .
6akin' out t%e co!!on factor, e x , +33* eco!es
y = e x + k1e i x + k 2 e i x * .
+33*
+3#*
;t is i!(ortant to realise t%at t%e solution, y , as 'i-en in +3#*, is a co!(le5 nu! er. We are, %o$e-er, lookin' for a real solution. 6o find suc% a solution, $e need to de-elo( t%e ter!s in +3#*, usin' t%e t%eor/ of co!(le5 nu! ers. After usin' t%e t%eor/ of co!(le5 nu! ers, it can e s%o$n t%at +3#* can e $ritten)
y = e x + k1 cos x + k 2 sin x* ,
+3,*
$%ere k1 and k 2 are no$ real -alued constants and and %a-e een defined in +32*. Note t%at in +3,*, y is no$ a real -alued solution, $%ic% is $%at $e are seekin'. <ut, %o$ does equation +3#* eco!e +3,*B 0
$%ere a1 , b1 , a 2 and b2 are real constants. </ e5(ressin' t%e e5(onential ter!, e i x , as a series e5(ansion and t%en collectin' to'et%er all real ter!s and all i!a'inar/ ter!s, it is (ossi le to identif/ t$o furt%er series e5(ansions, one for cos x and one for sin x . ;n t%is $a/, it is (ossi le to deri-e t%e standard tri'ono!etrical for!)
e i x = cos x + i sin x .
+3.*
$%ere $e could, if $e $is%ed to 'o to e5tre!es, identif/ k 3 = a1 + a 2 , k # = b2 b1 , k , = b1 + b2 and k . = a1 a 2 . <ut, it is i!(ortant to realise t%at it is not strictl/ necessar/ to kno$ (recisel/ %o$ t%ese constants are co!(osed. ;t is sufficient si!(l/ to kno$ t%at t%e/ are ar itrar/ and t%at t%e/ are real. No$ equatin' t%e real (art of equation +3.* +or indeed t%e coefficient of t%e i!a'inar/ (art of +3.*, $%ic% 'i-es t%e sa!e*, it is (ossi le to $rite)
y = e x +k1 cos x + k 2 sin x* ,
$%ere t%e su scri(t on y %as een dro((ed + ecause %ere y1 = y 2 * and $%ere t%e real constants k1 and k 2 %a-e een reintroduced to e consistent $it% +3,*. End of the aside: E!uation (3$* has no% become (3,*. 2
+30*
1ince 1 is no$ t%e one and onl/ root of +28*, it follo$s t%at equation +2,* $ill 'i-e one +and onl/ one* solution, $%ic% $ill e)
y1 = k1e 1x ,
$%ere 1 = b C+2a* %as een 'i-en in +30*.
+32*
<ut, since $e are sol-in' equation +2#*, t%at is, a 2nd order ode, $e kno$ t%ere !ust e anot%er solution, y 2 . 1o!e%o$, $e !ust find y 2 . 6o do t%is, $e !ake an assu!(tion t%at t%e second solution, y 2 , takes t%e for!
y 2 = v y1 ,
+38*
$%ere v is an as /et unkno$n function of x , ut y1 is t%e kno$n solution $e %a-e alread/ found in +32*. No$ $e find v , suc% t%at y 2 , fro! +38*, satisfies t%e ori'inal equation +2#* t%at $e are tr/in' to sol-e. After doin' t%is, it is (ossi le to s%o$ t%at of x , $%ic% can e $ritten
v = c1 + c 2 x .
No$ / for!in' t%e (roduct of v fro! +#0* and y1 fro! +32*, t%e second solution, y 2 , can e found fro! +38*. ;t follo$s t%at
y 2 = +c1 + c 2 x* k1e 1x .
+#1*
1ince t%e 'eneral solution, y , is t%e su! of y1 , fro! +32*, and y 2 , fro! +#1*, it follo$s t%at
y = + k1 + k 2 x * e 1 x ,
+#2*
$%ere k1 and k 2 can e t%ou'%t of as co! inations of ot%er ar itrar/ constants (re-iousl/ defined. <ut, in t%is case, %o$ do $e deri-e +#0* fro! +38*B 8
= v y1 + v y1 y2
and
+#3* +##*
= v y1 + 2 v y1 + v y1 . y2
+ 2 v y1 + v y1 * a +v y1 + v y1 * + b +v y1
+ c +v y1 * =0 .
v , in v and in v , to 'i-e
+ b y1 + c y1 * v +a y1 + b y1 * + v +2 a y1 + v +a y1 * = 0 .
&onsiderin' t%e +2#*.
+#,*
y1 is a solution of
+ b y1 + c y1 = 0 . a y1
Alread/ it can e seen t%at +#,* is 'reatl/ si!(lified.
+#.*
No$ considerin' t%e v ter! in +#,*, $e can e-aluate t%e factor + b y1 * as follo$s. 1ince, fro! +32*, y1 + 2 a y1 = k1 1e 1 x , $%ere, fro! +30*, 1 = b C+2a * , it follo$s t%at
+ b y1 = k1 e 1 x +2a + 2 a y1 b * + b* = 0 2a
+#0*
Equations +#.* and +#0* s%o$ t%at, in +#,*, ot% t%e ter! in v and t%e ter! in v are @ero. Equation +#,* t%erefore reduces to t%e -er/ si!(le for!)
v +a y1 * = 0 .
10
s%o$in' t%at, in t%is case, v !ust indeed e a 'eneral linear function, as %as alread/ een su''ested in equation +#0*. End of the aside: We ha#e no% deri#ed e!uation ($.* from (3)*6%e a((roac% used %ere to deri-e +#0* and t%en +#1*, t%at is, to find a second solution, y 2 , $%en a first solution, y1 , is kno$n, is a (articular e5a!(le of a (o$erful 'eneral !et%od called t%e !et%od of Aeduction of Drder. 6%is $ill e studied furt%er in section ,. $.$ &oncluding comment in summar/ of section $ ;n (ractice, $%en doin' (ro le!s in 2nd order odes $it% constant coefficients, it s%ould e realised t%at onl/ -er/ fe$ ste(s need to e $ritten do$n. Note, in (articular) &ase 2) %a-in' found and , equation +3,* is used directl/> &ase 3) %a-in' found 1 , equation +#2* is used directl/. 6%e (rocess is est illustrated / $orked e5a!(le, as follo$s. Worked Example: 2nd order odes %ith constant coefficients 1ol-e t%e 2nd order ode
D 2 y +# D y +c y = 0 ,
+#2*
2 = 1 .
7or t%is case, equation +30* a((lies. 1o, directl/ fro! +30*, $e %a-e
y = k1e 3 x + k 2 e x .
&ase 2: c = , +6%is $ill 'enerate t%e case in section #.2.* 7ro! +#2*, $rite do$n t%e au5iliar/ equation directl/ as)
2 + # + , = 0 .
+#8*
or
1 = 2 + i ,
2 = 2 i .
7or t%is case, equation +3,* a((lies. 1o, directl/ fro! +3,*, $e %a-e
y = e 2 x + k1 cos x + k 2 sin x* .
&ase 3: c = # +6%is $ill 'enerate t%e case in section #.3.* 7ro! +#2*, $rite do$n t%e au5iliar/ equation directl/ as)
2 + # + # = 0 .
7or t%is case, equation +#2* a((lies. 1o, directl/ fro! +#2*, $e %a-e
y = +k1 + k 2 x*e 2 x .