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Equations (ODE)
機械工程學系
白明憲 教授
Motivation: 2nd order mechanical system: mx&& + cx& + kx = f
k
m
c
Differential equations: equations containing derivatives or
differentials
Ex.
dependent variable independent variable
dy
= e x + sin x ① y x
dx
y′′ - 2 y′ + y = cos x ② y x
∂ 2u ∂ 2u ∂u x, y , t
+ 2= ③ u
∂x ∂y
2
∂t
3x 2 dx + 2 ydy = 0 ④ x ( y) y ( x)
2 Mingsian R. Bai
Def. Ordinary Differential Equation (O.D.E.)
A differential equation in which all derivatives of one or more
dependent variables are differentiated wrt a single independent
variable.
Ex. Eqs. ①,②
3 Mingsian R. Bai
Def. Linear D.E.
A differential eq. is linear in a set of one or more of its
dependent variables if and only if each term of the equation
that contains a variable of the set or any of their derivatives is
of the first degree in those variables and their derivatives.
Ex y′′ + 4 xy′ + 2 y = cos x → linear L( y + y ) = L( y ) + L( y )
1 2 1 2
8 Mingsian R. Bai
∂f x
= M ⇒ f ( x, y) = ∫ M (t , y)dt + C ( y)
∂x x0
∂f ∂ x x ∂M (t , y )
⇒ = ∫ M (t , y)dt + C ′( y) = ∫ dt + C ′( y)
∂y ∂y x0 x0 ∂y
x ∂N (t , y )
=∫ dt + C ′( y ) = N ( x, y) − N ( x0 , y) + C ′( y)
x0 ∂t
∂M ∂N
Q =
∂y ∂x
y
Choose C ′( y) = N ( x0 , y) or C ( y) = ∫ N ( x0 , t )dt .
y0
∂f
⇒ = N ( x, y)
∂y
x x y
Thus, f ( x, y) = ∫ M (t , y)dt + C ( y) = ∫ M (t , y)dt + ∫ N ( x0 , t )dt is a function
x0 x0 y0
∂f ∂f
satisfying the condition of an exact DE: =M , = N.
∂x ∂y
∂f ∂f
df = dx + dy = M ( x, y)dx + N ( x, y)dy ⇒ f ( x, y) = k
∂x ∂y
9 Mingsian R. Bai
Summary
If M ( x, y )dx + N ( x, y )dy = 0 is exact, then the solution are
x y
f ( x, y ) = ∫ M (t , y)dt + ∫ N ( x0 , t )dt = k1
x0 y0
Or, alternatively,
x y
f ( x, y ) = ∫ M (t , y0 )dt + ∫ N ( x, t )dt = k2
x0 y0
⎧⎪ ∂f y ⎫⎪
⎨Start with
⎪⎩ ∂y
= N, f = ∫ y0
N ( x, t )dt + C ( x) ⎬
⎪⎭
10 Mingsian R. Bai
Ex. ( y 3 + 2 x ) dx + (3 xy 2 + 1) dy = 0
Sol: (1) M = y 3 + 2 x , N = 3 xy 2 + 1
∂M ∂N
= 3y2 = ⇒ Exact D.E.!
∂y ∂x
x y
f ( x, y ) = ∫x 0
M (t , y ) dt + ∫ N ( x0 , t ) dt = k
y0
(2) ( y 3 dx + 3 xy 2 dy ) + 2 xdx + dy = 0
d ( xy 3 ) + d ( x 2 ) + dy = 0 ⇒ xy 3 + x 2 + y = k #
f ( x)dx + g ( y )dy = 0 ⇒ ∫ f ( x) dx + ∫ g ( y ) dy = c
Variations:
f ( x) g ( y)
(1) f ( x)G ( y )dx = F ( x) g ( y ) dy ⇒ dx = dy
F ( x) G( y)
f ( x) g ( y)
⇒ ∫ dx = ∫ dy + c
F ( x) G( y)
dy dy
(2) = M ( x) N ( y ) ⇒ = M ( x)dx
dx N ( y)
dy
⇒ ∫ = ∫ M ( x)dx + c
N ( y)
12 Mingsian R. Bai
Ex dx + xy dy = y 2 dx + y dy
Sol: dx y dy
(1 − y ) dx = y (1 − x ) dy ⇒
2
=
1− x 1− y2
dx y dy 1
= ⇒ − d ln 1 − x = − d ln 1 − y 2
1− x 1− y2 2
×− 2 ∫
⇒ 2 ln 1 − x = ln 1 − y 2 ± ln λ
⎧⎪ (1 − x ) 2 = λ (1 − y 2 )
⇒ ⎨ → x = 1 , y = ±1 are singular
⎪⎩ λ (1 − x ) = (1 − y )
2 2
( 吸收到 λ的 sign 中)
( x − 1) 2 ⎫
+ y = 1⎪
2
λ ⎪
⎬λ ≠ 0
( x − 1) 2
or + y2 = 1 ⎪
1/ λ ⎪⎭
13 Mingsian R. Bai
Thus, λ > 0, an ellipses centered at (1,0)
λ < 0, a hyperbola centered at (1,0)
14 Mingsian R. Bai
Homogeneous first-order equations
Def. homogeneous function of degree n Mechanics變分法會用到
f (λ x1 , K , λ xm ) = λ n f ( x1 , K , xm ) , λ > 0
15 Mingsian R. Bai
How to solve a homogeneous D.E. ?
M ( x, y ) dx + N ( x, y ) dy = 0
dy − M ( x, y )
=
dx N ( x, y )
M ( λ x, λ y ) λ n M ( x, y ) M ( x, y )
But = n =
N (λ x, λ y ) λ N ( x, y ) N ( x, y )
⎧ 1 M ( x, y ) M (λ x, λ y ) M (1, y / x)
⎪ If x > 0 , choose λ = , = =
⎪ x N ( x, y ) N (λ x, λ y ) N (1, y / x)
⎨
⎪If x < 0 , choose λ = −1 , M ( x, y ) M ( λ x, λ y ) M (−1, − y / x)
= =
⎪⎩ x N ( x, y ) N (λ x, λ y ) N (−1, − y / x)
16 Mingsian R. Bai
M ( x, y ) dx + N ( x, y ) dy = 0
dy M ( x, y )
⇒ =− = R( y / x)
dx N ( x, y )
y
Let u = or y = ux.
x
dy du
Then, =u+x
dx dx
dy du
Hence, = R ( y / x) ⇒ u + x = R(u ) ⇒ xdu = ⎡⎣ R(u ) − u ⎤⎦ dx
dx dx
(i) If R (u ) = u ,
dy y
= R(u ) = u =
dx x
dx dy
⇒ = ⇒ ln y = ln x + ln c = ln ⎡⎣ cx ⎤⎦ ⇒ y = cx ⇒ y = ±cx
x y
(ii) If R(u ) ≠ u ,
du dx
= ⇒ separable DE!
R(u ) − u x
17 Mingsian R. Bai
Ex. ( x2 + 3 y 2 ) dx − 2 xy dy = 0
Sol: This is a homogeneous D.E. of the second degree.
Let u = y / x or y = ux ⇒ dy = udx + xdu
(x 2
+ 3u 2 x2 ) dx − 2 xux ( udx + xdu ) = 0
x 2 (1 + 3u 2 ) dx − 2 x2u 2 dx − 2 x3udu = 0
x 2 (1 + u 2 ) dx − 2 x3udu = 0
(1 + u ) dx − 2xudu = 0
2
( x = 0 is a suppressed solution!)
dx 2udu
Separable form ⇒ − 2 =0
x 1+ u
ln x − ln (1 + u 2 ) = ln c c≠0
x x x
2 =c (
ln = ln c ⇒ = c ⇒ sign absorbed )
1+ u 2
1+ u 2
1+ u
⇒
x
1+ ( y / x)
2 = c ⇒ x 3
= c ( x 2
+ y 2
) #
18 Mingsian R. Bai
Linear first-order equations
dy
+ P( x) y = Q( x) ----(1)
dx
⇒ [ P ( x) y − Q ( x) ] dx + dy = 0 ----(2)
Is this exact?
∂M ? ∂N
=
∂y ∂x
M = P ( x ) y − Q ( x ), N =1
P ( x ) = 0 , not true in general! ⇒ Not exact!
19 Mingsian R. Bai
Find an integrating factor φ ( x ) for ( 2 ) to be exact :
φ ( x ) ⎡⎣ P ( x ) y − Q ( x ) ⎤⎦ dx + φ ( x ) dy = 0
M = φ ( x ) ⎡⎣ P ( x ) y − Q ( x ) ⎤⎦ , N = φ ( x )
∂M ∂N dφ ( x )
= ⇒ φ ( x) P ( x) =
∂y ∂x dx
dφ ( x )
= P ( x ) dx
φ ( x)
ln φ ( x ) = ∫ P ( x ) dx
φ ( x) = e ∫ P ( x ) dx
Æ Memorize this !
20 Mingsian R. Bai
φ ( x )(1) : e ∫ P ( x ) dx dy
+e ∫ P ( x ) dx
P ( x) y = e ∫ P ( x ) dx
Q ( x)
dx
dx
e{
d ∫ P( x )dx
⋅y =e } ∫ P ( x ) dx
Q ( x ) or
d
dx
(φ y ) = φ Q
ye ∫ P ( x ) dx
= ∫ Q ( x )e ∫ P ( x ) dx
dx + c
⇒ y ( x) = e ∫ ∫
− P ( x ) dx P ( x ) dx − ∫ P ( x ) dx
∫ Q( x)e dx + ce
( particular solution ) ( homogeneous solution )
Q nonhomo. term Q one parameter
21 Mingsian R. Bai
Ex. (1 + x2 )(dy − dx) = 2 xydx , y(0) = 1
dy 2x
Sol: − y = 1 ---(1)
dx 1 + x 2
⇒ y( x) = (1 + x 2 ) tan −1 x + c(1 + x 2 )
y(0) = 1 : 1 = 1⋅ 0 + c ⇒ c = 1
Thus , y( x) = (1 + x 2 ) tan −1 x + (1 + x 2 ) = (1 + x 2 )(1 + tan −1 x ) #
22 Mingsian R. Bai
Bernoulli Equation
dy
+ P ( x ) y = Q ( x ) y n ---(1) ( a nonlinear DE if n ≠ 0 , 1)
dx
dz − n dy
Let z = y 1− n
or = (1 − n ) y
dx dx
(1 − n ) y − n ⋅ (1) :
dy
(1 − n ) y −n
+ (1 − n ) y − n P ( x ) y = (1 − n ) y − n Q ( x ) y n
dx
dz
+ (1 − n ) y1− n P ( x ) = (1 − n ) Q ( x )
dx
dz
+ (1 − n ) P ( x ) z = (1 − n ) Q ( x ) ( linear first-order DE )
dx
with the suppressed solution, y = 0
23 Mingsian R. Bai
Ex. 3xy′ + y + x2 y 4 = 0
y ⎛ x⎞
Sol: y′ + = − ⎜ ⎟ y 4 (Bernoulli equation with n = 4)
3x ⎝3⎠
1− n −3 dz −4 dy dy y 4 dz
Let z = y = y or = −3 y or =−
dx dx dx 3 dx
y 4 dz y 1 4 dz y −3 dz z
⇒− + = − xy ⇒ − = x⇒ − =x (linear first order)
3 dx 3x 3 dx x dx x
1
φ ( x) = e ∫ P ( x ) dx ∫ − dx
= e x = e− ln x =
1
x
1 dz z d ⎛z⎞ z
− 2 =1 ⇒ ⎜ ⎟ = 1 ⇒ = x + c ⇒ z = x 2 + cx
x dx x dx ⎝ x ⎠ x
Recall z = y −3 ,
1 ⎫
y −3 = x 2 + cx ⇒ y 3 = ⎪ 1
x 2 + cx ⎬ ∗ Can be combined by setting c =
b
with the suppressed solution, y = 0 ⎪⎭
b
∴ y3 = 2 #
bx + x
24 Mingsian R. Bai
Second- order equations of reducible order
Case1. The dependent variable is not explicitly present
in the 2nd-order D.E. ⇒ Let y ′ = v .
Ex. y′′ + ( y′)2 + 1 = 0
Sol: y′ = v
v′ + v 2 + 1 = 0
dv 2
+ v +1 = 0
dx
dv −1
⇒ + dx = 0 ⇒ tan v + x = c1
1+ v 2
⇒ v = tan(c1 − x) ⇒ y′ = tan(c1 − x)
⇒ y = ln cos(c1 − x) + c2 #
25 Mingsian R. Bai
Case2. The independent variable does not appear
explicitly in the 2nd-order D.E.
i.e. y′′ = f ( y , y′) ⇒ Let y′ = v .
Dynamics: && x = f ( x, x& )
acc disp vel
Let y′ = v
dy′ dv dv dy dv
⇒ y′′ = = = =v
dx dx dy dx dy
dv
Hence, y′′ = f ( y, y′) becomes v = f ( y, v) → first-order D.E. in v.
dy
In particular, if f = f ( y ),
dv
then v = f ( y ) ⇒ vdv = f ( y )dy, separable!
dy
1 1
⇒ v 2 = ∫ f ( y )dy + c1 = ( y′)2 → Solve for y′, then for y L
2 2
26 Mingsian R. Bai
Ex. y′′ = −2 y + 2 y3 st. y(0) = 0 , y′(0) = 1
dv
Sol: Let y′ = v , then y′′ = v
dy
dv
v = −2 y + 2 y3 ⇒ vdv = (−2 y + 2 y3 )dy, separable!
dy
1 1 1 1
⇒ v2 = ( y′)2 = ∫ (−2 y + 2 y3 ) dy + c1 ⇒ ( y′)2 = c1 − y 2 + y 4
2 2 2 2
1 1 1
Q y(0) = 0 , y′(0) = 1 ∴ ⋅12 = c1 − 02 + 04 ⇒ c1 =
2 2 2
⇒ ( y′)2 = 1 − 2 y 2 + y 4 = (1 − y 2 )2
y′ = ±(1 − y 2 )
Again, Q y(0) = 0, y′(0) = 1∴ y′ = +(1 − y 2 )
dy dy −1 e x+c2 − e−( x+c2 )
= 1− y ⇒
2
= dx ⇒ tanh ( y) = x + c2 ⇒ y( x) = tanh( x + c2 ) = x+c2 −( x+c2 )
dx 1− y 2
e +e
Q y(0) = 0 ∴ tanh(c2 ) = 0, c2 = 0
Thus, y( x) = tanh( x) #
27 Mingsian R. Bai
Modeling a Physical problem using ODE
Ex. Apply physical laws Æ ODE
x 2 + ( y − R)2 = R 2
Initially filled with water
Hole radius = r
Find : depth y = y (t )
How long will it take to empty ?
28 Mingsian R. Bai
Sol:
dV = π x 2 dy < 0
Work : v1 v2
m m
W = P1 A1Δl1 − P2 A2 Δl2 = P1 − P2 P1 A1 P2 A2
ρ ρ
(m : mass of shaded area) Δl1 Δl2
Kinetic energy :
1 1 P1 A1 P2 A2
ΔK = mv2 2 − mv12
2 2
v1
1 m v2
W = ΔK : m(v2 − v1 ) = ( P1 − P2 )
2 2
2 ρ
1 1
P1 + ρ v12 = P2 + ρ v2 2 = constant
2 2
(Simplified Bernoulli equation)
29 Mingsian R. Bai
Thus, the velocity at the bottom hole :
1 1 2 1 2
P + ρ (0) = 0 + ρ v or ρ gy = ρ v (Torricelli's law : P = ρ gy )
2
2 2 2
⇒ v = 2 gy ⇒ dV = −vπ r 2 dt = −π r 2 2 gy dt (小孔噴出的水)
π x 2 dy = −π r 2 2 gy dt (上層減少的水)
But, x 2 + ( y − R) 2 =R 2 or x 2 = 2 yR − y 2
Thus, π (2 yR − y 2 )dy = −π r 2 2 gy dt
1 3
(2 Ry − y )dy = −r 2 2 g dt (separable form , 直接積分)
2 2
4 32 2 52
⇒ Ry − y = −r 2 2 g t + c
3 5
30 Mingsian R. Bai
Qt = 0 , y = R (full tank)
5 5 5
4 2 14
∴ R − R = 0 + c or
2 2
R =c 2
3 5 15
4 32 2 52 ⎛4 2 ⎞ 5
14
Thus, Ry − y = y y ⎜ R − y ⎟ = −r 2 2 g t + R 2
3 5 ⎝3 5 ⎠ 15
31 Mingsian R. Bai
HW (Wylie)
1.3: 10, 24
1.7: 10, 12, 16
1.8: 4, 8
1.9: 20, 28
1.10: 20, 26, 40
1.11: 4, 8, 18, 22
1.12: 12, 16
1.13: 10, 12
1.15: 16
32 Mingsian R. Bai
Linear Ordinary Differential Equations
a0 ( x) y ( n ) + a1 ( x) y ( n −1) + LL + an −1 ( x) y′ + an ( x) y = f ( x), a0 ≠ 0 ____(1)
f ( x): non-homogeneous term, forcing term, input excitation
Nonhomogeneous equation if f ( x) ≠ 0
Homogeneous equation if f ( x) = 0
"Normal" on an interval I if ai ( x) and f ( x) are continuous on I .
Thm
On any interval I over which an nth-order homogeneous, linear DE
is normal, the wronskian of any particular solution is either identically
zero or nonzero.
35 Mingsian R. Bai
Pf. ( for n = 2 ) case :
Let y1 and y2 be two particular solutions
a0 ( x) yi′′ ( x) + a1( x) yi′ ( x) + a2 ( x) yi ( x) = 0, i = 1 ,2
a ( x) ′ a ( x)
yi′′ ( x) = − 1 yi ( x) − 2 y ( x), i = 1 ,2
a0 ( x) a0 ( x) i
The wronskian
y1( x) y2 ( x)
W ( x) = = y1( x) y2′ ( x) − y2 ( x) y1′ ( x)
y ′ ( x) y ′ ( x)
1 2
⎡ ⎤ ⎡ ⎤
⇒ W ′( x) = ⎢ y1′ ( x) y2′ ( x) + y1( x) y2′′ ( x) ⎥ − ⎢ y2′ ( x) y1′ ( x) + y2 ( x) y1′′ ( x)⎥
⎣ ⎦ ⎣ ⎦
⎡ a a2 ⎤ ⎡ a a2 ⎤
′′ ′′ 1 ′ ′
= y1( x) y2 ( x) − y2 ( x) y1 ( x) = y1 ⎢ − y2 − y2 ⎥ − y2 ⎢ − y1 − y1 ⎥
1
⎢⎣ a0 a0 ⎥⎦ ⎢⎣ a0 a0 ⎥⎦
a a
= − 1 ( y1 y2′ − y2 y1′ ) = − 1 W ( x)
a0 a0
a ( x)
⇒ W ′( x) + 1 W ( x) = 0
a0 ( x)
36 Mingsian R. Bai
Needs only 1 IC.
Thus , W ( x) is a solution of a homogeneous first-order D.E. According to
the Corollary , if W = 0 at any one point of I then W ( x) ≡ 0 , i.e. ,
W ( x) is either identically zero or nonzero. Q.E.D.
a1
Solve W ′ + W = 0 (linear 1st-order DE)
a0
d ⎛ ∫ a10 dx ⎞
a a a
∫ a10 dx ∫ a10 dx
φ ( x) = e ⇒ ⎜e W ⎟=0⇒e W =k
dx ⎜⎝ ⎟
⎠
a1
∫ − dx
⇒ W ( x) = ke a0
(Abel's formula)
The constant k is subject to judicious choice.
37 Mingsian R. Bai
Ex. (1 − x) y′′ + xy′ − y = 0
It can be verified that y1 = e x , y2 = x are two particular solutions.
ex x
W ( x) = x = (1 − x)e x
e 1
From Abel's formula ,
⎡ x ⎤ ⎧⎪ k ( x − 1)e x , x > 1
W ( x) = k exp ⎢ −∫ dx ⎥ = k exp ⎡⎣ x + ln x −1 ⎤⎦ = k x −1 e = ⎨
x
⎣ 1− x ⎦ ⎪⎩ k (1 − x)e , x < 1
x
⎧⎪ k = −1 for x > 1
Then , ⎨
⎪⎩ k = 1 for x < 1
(differs by only a constant)
38 Mingsian R. Bai
Thm .
Any n particular solutions of a linear ODE on an interval I over
which the equation is normal are linearly independent (LI).
⇔ Their wronskian W ( x ) ≠ 0 on I .
Otherwise, these n solutions are L D,i.e.,
LI ⇔ W ( x ) ≠ 0 an d L D ⇔ W ( x ) ≡ 0
39 Mingsian R. Bai
(b) Sufficient condition : (P ⇒ Q or P ⇐ Q )
If W = 0 for some x = x0 on I ,
⎧ k1 y1 ( x0 ) + k2 y2 ( x0 ) = 0
⎨ (unknows: k1 , k 2 )
⎩ k1 y '1 ( x0 ) + k2 y '2 ( x0 ) = 0
has nontrivial k1 , k2 (not both zero).
40 Mingsian R. Bai
Thm.
If y1 ( x) ,…, yn ( x) are LI solutions of an nth-order homogeneous ODE ,
then every solution y ( x) can be expressed by the linear combination of
these LI solutions, i.e.,
y ( x) = c1 y1 ( x) +…+ cn yn ( x)
(cf. expansion by basis vetors in linear algebra)
cos ω0 x sin ω0 x
W ( x) = = ω0 (cos 2 ω0 x + sin 2 ω0 x) = ω0 ≠ 0
−ω0 sin ω0 x ω0 cos ω0 x
⇒ y1 and y2 are LI ⇒ basis fuctions ⇒ y ( x) = c1 cos ω0 x + c2 sin ω0 x
41 Mingsian R. Bai
Solution of nonhomogeneous equations.
Nonhomogeneous equation :
a0 ( x) y ( n ) + a1 ( x) y ( n −1) + K + an −1 ( x) y′ + an ( x) y = f ( x) ____(1)
Thm.
If Y ( x) is any particular solution of (1) , and if yc ( x) = c1 y1 + L + cn yn
is a solution of the related homogeneous equation, then the complete
solution of the nonhomogeneous equation is
y ( x) = yc ( x) + Y ( x) = c1 y1 ( x) + L + cn yn ( x)+Y ( x)
yc ( x) : complementary/homogeneaous solution → transient response;
Y ( x) : paticular solution → steady-state response
42 Mingsian R. Bai
Pf: (n = 2 case)
Let y ( x) be an arbitrary sol. , and let Y ( x) be any particular sol. of
a0 ( x) y′′ + a1 ( x) y′ + a2 ( x) y = f ( x) ______(2)
Then , a0 ( x)Y ′′( x) + a1 ( x)Y ′( x) + a2 ( x)Y ( x) = f ( x) ______(3)
(2) − (3) : a0 ( y′′ − Y ′′) + a1 ( y′ − Y ′) + a2 ( y − Y ) ≡ 0
⇒ a0 ( y − Y )′′ + a1 ( y − Y )′ + a2 ( y − Y ) ≡ 0
Thus, (y - Y ) is a solution of the homogeneous equation
a0 yc′′ + a1 yc′ + a2 yc = 0 ______(4)
Given 2 LI sols, if Eq.(4) has c1 y1 + c2 y2 as a complementary sol. ,
then (y − Y ) can be expressed in the form:
yc ( x) = y − Y = c1 y1 + c2 y2 ⇒ y = c1 y1 + c2 y2 + Y
1. α A
2. α x n
( n a positive integer) A0 x n + A1 x n-1 +…+ An-1 x + An
derivatives of
3. αerx ( r either real or complex) Ae rx All orders
4. α cos kx
A cos kx + B sin kx
5. α sin kx
6. ax n e rx cos kx ( A0 x n + … + An -1 x + An )e rx cos kx
7. ax n erx sin kx + ( B0 x n + …+ Bn -1 x + Bn )e rx sin kx
44 Mingsian R. Bai
Thm.
If Yi is a particular solution of
a0 y ( n ) + a1 y ( n-1) +…+ an y = fi , i = 1, 2, …, m
then Y1 + Y2 +…+ Ym will be a particular solution of
a0 y ( n ) + a1 y ( n -1) +…+ an y = fi +…+ f m
45 Mingsian R. Bai
d 2x
x = 2 = -ω 2 r cos(ωt + α ) = -ω 2 x
&&
dt
d2y
y = 2 = -ω 2 r sin(ωt + α ) = -ω 2 y
&&
dt
then r cos(ωt + α ) and r sin(ωt + α ) are both solutions of
d 2z
2
+ ω 2
z=0 1-D wave equation
dt
46 Mingsian R. Bai
Ex. Find a complete sol. of y′′+9y=3+2e x +sinx
Sol: The complementary sol. y c =c1cos3x+c 2sin3x
The particular sol.:
D.E. Trial func. Particular sol.
1
y′′ + 9 y = 3 C Y1 =
3
1
y′′ + 9 y = 2e x Ce x Y2 = e x → mistake in text p.80
5
1
y′′ + 9 y = sin x A sin x Y3 = sin x
8
not always work
1 1 x 1
Y = Y1 + Y2 + Y3 = + e + sin x
3 5 8
1 1 1
Thus , y = yc + Y = c1 cos 3 x + c2 sin 3 x + + e x + sin x
3 5 8
determined by I.C. #
47 Mingsian R. Bai
Variation of Parameters
App#1 Finding a particular solution given the complementary solution.
a0 y′′ + a1 y′ + a2 y = f
yc ( x) = c1 y1 ( x) + c2 y2 ( x)
Let Y ( x) = u1 ( x) y1 ( x) + u2 ( x) y2 ( x)
→ To determine u1 & u2 , 2 conditions are needed.
48 Mingsian R. Bai
Recall cond.#1, a0Y ′′ + a1Y ′ + a2Y = f
a0 (u1 y1′′ + u1′ y1′ + u2 y2′′ + u2′ y2′ )+a1 (u1 y1′ + u2 y2′ ) + a2 (u1 y1 + u2 y2 ) = f
⇒ u1 (a0 y1′′ + a1 y1′ + a2 y1 ) + u2 (a0 y2′′ + a1 y2′ + a2 y2 ) + a0 (u1′ y1′ + u2′ y2′ ) = f
0 0
Thus, one has a system of linear equations :
⎧ ′ ′ ′ ′ f
u
⎪ 1 1y + u y =
with unknowns u1′and u2′
2 2
⎨ a0
⎪ ′
⎩ u1 y1 + u2′ y2 = 0
− y2 f − y2 f y1 f y1 f
⇒ u1′ = = ′
, u2 = =
y1 y2′ − y2 y1′ a0 W ( x) a0 y1 y2′ − y2 y1′ a0 W ( x) a0
− y2 f y f
⇒ u1 = ∫ dx , u2 = ∫ 1 dx
W ( x) a0 W ( x) a0
⇒ Y ( x) = u1 ( x) y1 ( x) + u2 ( x) y2 ( x) ( a0 ( x) ≠ 0,Q y1 , y2 are LI ∴W ≠ 0 )
49 Mingsian R. Bai
Ex. y′′ + y = sec x , find the particular solution.
Sol : yc ( x) = c1 cos x + c2 sin x
Y ( x) = u1 ( x) cos x + u2 ( x)sin x
50 Mingsian R. Bai
App#2
Finding the 2nd solution of a homogeneous D.E., given one particular solution,
e.g., 2nd solution of a special function or repeated roots in O.D.E.
a0 y′′ + a1 y′ + a2 y = 0 → Need 2 LI solutions, but only one is known.
( ) ( )
a0 uy1′′ + u′y1′ + u′y1′ + u′′y1 + a1 uy1′ + u′y1 + a2uy1 = 0
( )
a0 y1u′′ + 2a0 y1′ + a1 y1 u′ + ⎛⎜ a0 y1′′ + a1 y1′ + a2 y1
⎝
⎞u = 0
⎟
⎠
⇒ a 2nd order D.E. of reducible order
51 Mingsian R. Bai
Let v = u ′
2 a0 y1′ + a1 y1
a0 y1v′ + (2 a0 y1′ + a1 y1 )v = 0 ⇒ v′ + v=0
a0 y1
y1′ a1 a a
∫ (2 + ) dx 2ln| y1 |+ ∫ a01 dx ∫ a10 dx
The integrating factor: φ ( x ) = e y1 a0
=e = y12 e
a1
d 1 ∫ − dx
(φ v ) = 0 ⇒ φ v = c1 ⇒ v = c1 2 e a0
, y1 ≠ 0
dx y1
a
1 − ∫ a10 dx
u = ∫ vdx = c1 ∫ 2
e dx + c2
y1
a
1 − ∫ a10 dx
y = uy1 = c1 y1 ∫ e dx + c2 y1 →1st solution
y12
Choose c1 = 1 , c2 = 0
a
1 − ∫ a10 dx
y2 ( x ) = y1 ∫ 2
e dx (2 nd solution)
y1
⇒ yc ( x ) = c2 y1 ( x ) + c1 y2 ( x )
52 Mingsian R. Bai
Hw
2.2: 14,16,26
2.3: 8
2.4: 8, 18, 21, 23, 32
53 Mingsian R. Bai
Homogeneous second-order DE with constant
coefficients
ay ′′ + by ′ + cy = 0 a ,b ,c are constants
f
k
m mx&& + cx& + kx = f
c
Trial solution: y ( x) = Ae mx
am 2 Aemx + bmAe mx + cAe mx = 0
Aemx (am 2 + bm + c) = 0
A ≠ 0 and emx ≠ 0 for nontrivial solution.
⇒ am 2 + bm + c = 0 (characteristic equation)
−b ± b 2 − 4ac
m1,2 = , 判別式 Δ = b 2 − 4ac
2a
54 Mingsian R. Bai
Case Ι. (Δ > 0) two distinct real roots m1 and m2
y ( x) = c1e m1x + c2 e m2 x
Ex.
y ''+ 7 y '+ 12 y = 0
Sol:
m 2 + 7 m + 12 = 0
⇒ m1 = −3, m2 = −4
y ( x) = c1e −3 x + c2 e −4 x
55 Mingsian R. Bai
Case ΙΙ. ( Δ = 0) repeated real root m1
m 2 − 2m1m + m1 = 0 ⇒ m = m1 , m1
2
56 Mingsian R. Bai
Ex.
y ′′ − 4 y ′ + 4 y = 0 s.t. y (0) = 3, y′(0) = 4
Sol:
m 2 − 4m + 4 = 0 ⇒ m = 2, 2
y = c1e 2 x + c2 xe 2 x
y ′ = 2c1e 2 x + c2 (e 2 x + 2 xe 2 x )
= (2c1 + c2 )e 2 x + 2c2 xe 2 x
y (0) = 3 = c1
y ′(0) = 4 = 2c1 + c2
⇒ c1 = 3, c2 = −2
Thus, y ( x) = 3e 2 x − 2 xe 2 x
57 Mingsian R. Bai
Case ΙΙΙ. (Δ <0) conjugate complex roots
m1 = p + iq, m2 = p − iq
y ( x) = c1′e m1x + c2′ e m2 x = c1′e( p +iq ) x + c2′ e( p −iq ) x
= e px (c1′eiqx + c2′ e − iqx )
(By Euler's formula: e ± iqx = cos qx ± i sin qx)
= e px [c1′(cos qx + i sin qx) + c2′ (cos qx − i sin qx)]
= e px [(c1′ + c2′ ) cos qx + i (c1′ − c2′ ) s in qx]
= e px (c1 cos qx + c2 sin qx)
58 Mingsian R. Bai
Ex. y′′ + 2 y′ + 5 y = 0
Sol: m 2 + 2m + 5 = 0
⇒ m1 = −1 + 2i and m2 = −1 − 2i ⇒ p = −1, q = 2
y ( x) = e − x (c1 cos 2 x + c2 sin 2 x) c1 , c2 are determined by I.C's
59 Mingsian R. Bai
O.D.E of higher order with constant
coefficients
1. Homogeneous equations:
a0 y ( n ) + a1 y ( n −1) + ... + a( n −1) y′ + an y = 0
⇒ a0 m n + a1m n −1 + ... + an −1m + an = 0 (characteristic equation)
Rule:
1. simple characteristic root of m j , j = 1,K , J
y ( x) = c1 y1 + c2 y2 + ... + cJ y J
2. characteristic root of mi of multiplicity k
y ( x) = c1 yi + c2 xyi + ... + ck x k −1 yi is a solution
yi ( x) is the homogeneous solution corresponding to mi
60 Mingsian R. Bai
Ex.
( D8 + 6 D6 − 32 D 2 ) y = 0, D d / dx
Sol:
m8 + 6m6 − 32m 2 = m 2 (m6 + 6m 4 − 32)
= m 2 (m − 2)(m + 2)(m − 2i ) 2 (m + 2i ) 2 = 0
⇒ y ( x) = c1 + c2 x + c3e 2x
+ c4 e− 2x
+ (c5 + c6 x) cos 2 x + (c7 + c8 x) sin 2 x
61 Mingsian R. Bai
2. Non-homogeneous equations:
a0 y ( n ) + a1 y ( n −1) + ... + a( n −1) y′ + an y = f ( x)
⇒ y ( x) = yc ( x) + Y ( x)
62 Mingsian R. Bai
Ex. y′′ + 3 y′ + 2 y = 10e3 x + 4 x 2
⎧⎪ y′′ + 3 y′ + 2 y = 10e3 x ⇒ Y1 = Ae3 x
Sol: ⎨
⎪⎩ y′′ + 3 y′ + 2 y = 4 x ⇒ Y2 = Bx + Cx + D
2 2
2 2
2 B + 3(2 Bx + C ) + 2( Bx 2 + Cx + D) = 4 x 2
⇒ 2 Bx 2 + (6 B + 2C ) x + (2 B + 3C + 2 D) = 4 x 2
⎧ 2B = 4 ⎧B=2
⎪ ⎪
⎨ 6 B + 2C = 0 ⇒ ⎨ C = −6 ⇒ Y2 ( x) = 2 x − 6 x + 7
2
⎪ 2 B + 3C + 2 D = 0 ⎪ D=7
⎩ ⎩
1
Y ( x) = Y1 ( x) + Y2 ( x) = e3 x + 2 x 2 − 6 x + 7
2
m 2 + 3m + m = 0 ⇒ m = −1, − 2 y ( x) = c1e − x + c2 e −2 x + Y ( x)
63 Mingsian R. Bai
Exception: f ( x) is a solution of the homogeneous equation (Resonance, 共振)
Ex. y′′ + 5 y′ + 6 y = e −3 x
try Y ( x) = Ae −3 x
9 Ae −3 x + 5(−3 Ae −3 x ) + 6( Ae −3 x ) = e −3 x
0 = e −3 x ⇒ contradiction!
(Q m 2 + 5m + 6 = 0, m = −2, −3 ⇒ yc ( x) = c1e −2 x + c2 e −3 x )
⎧ variation of parameters
⎪
Use ⎨undetermined coefficients to find the proper Y ( x)
⎪
⎩ Laplace transform
Undetermined coefficients: a0 y ( n ) + a1 y n −1 + ... + an y = f
Let Ly ( x) = f ( x),
d
where the differential operator L a0 D n + ... + an −1 D + an , D
dx
64 Mingsian R. Bai
Def. An operator annihilates f ( x ) or L1 Ly ( x ) = 0
Procedures:
1. Given Ly = f , find L1 such that L1 Ly = 0
2. Find a complete solution of L1 Ly = 0, delete the solution of
Ly = 0, and set Y to be the sum of the remaining terms.
3. Substitute Y into Ly = f and determine the constants.
65 Mingsian R. Bai
Ex. y′′ + 5 y′ + 6 y = e−3 x
Sol: ( D 2 + 5 D + 6) y = e −3 x
( D + 3)( D 2 + 5D + 6) y = ( D + 3)e −3 x = −3e −3 x + 3e −3 x = 0
⇒ ( D + 3) 2 ( D + 2) y = 0
⇒ y ( x) = c1e −2 x + c2 e −3 x + c3 xe −3 x
14 4244 3
yc of y '' + 5 y ' + 6 y = 0
Thus, Y ( x) = Axe−3 x
Substitute Y ( x) into y′′ + 5 y′ + 6 y = e −3 x
⇒ A(9 xe −3 x − 6e −3 x ) + 5 A(−3 xe −3 x + e −3 x ) + 6 Axe −3 x = − Ae −3 x = e −3 x
⇒ A = −1
Thus, y ( x) = yc ( x) + Y ( x) = c1e −2 x + c2 e −3 x − xe −3 x
66 Mingsian R. Bai
HW
2.5: 18, 30
2.6: 28, 34
2.7: 10, 30, 60
67 Mingsian R. Bai