Some Basics 3.

Now linear, so find µ(x) Method of Undetermined Coeff [to include sums] my" + ky = 0
A DE involving only ordinary derivatives with 4. Take linear eqn steps 1. Given ay" + by' + cy = Pm(t) e^(rt) where Pm(t) is a y" + w^2 y = 0 (where w = Sqrt (k/m))
respect to a single indep. variable is called an ordinary 5. Substitute back to y polynomial of degree m. r = +/-w*i
differential equation (ODE). Then General Solution:
A DE involving partial derivatives with respect to Homogeneous Linear Equations: The General Solution yp(t) = t^s (Am t^m + . . . + A1t + A0) e^(rt) y(t) = C1coswt + C2sinwt
more than one indep. variable is a partial derivative ay" + by '+ cy=0 . . . Homogenous form with s same as before. Let C1 = Asin(phi) & C2 = A cos(phi) with A>=0
(PDE). Characteristic Equation / Auxiliary Equation: 2. Given ay" + by' + cy = Pm(t) e^(alpha*t) cos(beta*t) + Amplitud (or A) = sqrt(C1^2 + C2^2)
A linear differential eqn is one in which the dep ar2 + br + c = 0 Qn(t) e^(alpha*t) sin(beta*t) Tan (phi) = C1/C2 (quad of phi depends on C1 & C2)
variable (top) y and its dertivatives appear in additive Solve for r with Quadratic Formula: where Pm(t) is a polynomial of degree m and Qn(t) is y(t) = A sin(phi)coswt + A cos(phi)sinwt
combinations of their first powers: a polynomial of degree n. = A sin(wt + phi)
An(x) dny/dxn + An-1(x) dn-1y/dxn-1+...+ A1(x)dy/dx + Linear Independence of Two Function Then Angular Frequency = w = sqrt (k/m) in rad/sec
A0(x)y = F(x) Def: A pair of functions y1(t) and y2(t) is said to be yp(t) = t^s (Ak t^k + . . . + A1t + A0) e^(alpha*t) Natural Frequency = w/2(pi =3.14) in cycles/sec
The order of a DE is the number of constants you linearly independent on the interval I if and only if cos(beta*t) + t^s (Bk t^k + . . . + B1 + B0) e^(alpha*t) period = 2pi/w in sec
should expect. neither of them is a constant multiple of the other on sin(beta*t)
I. We say that they are linearly dependent on I if one where k is the maximum of m & n and s same as General Case:
Separable Equation of them is a constant multiple (include zero) of the before. m d^2y/dt^2 + b dy/dt + ky = 0
Separate the equation of dy/dx to solve for y or x. other on I. char eqn: mr^2 + br + k = 0
Linear Equation A Condition for Linearly Dependent of Solutions & Variation of Parameters
Write in std form: Wronskian For ay" + by' + cy = g(t) Underdamped b^2<4mk
Then calculate µ(x) = . y1y2' - y1'y2 = 0 Seeking particular solution: yp(t) = v1y1 + v2y2 r = alpha +/- i*beta;
Multiply the equation by µ(x). Right side becomes and if y1 and y2 are solutions to the DE then they are y1v1' + y2v2' = 0 y(t) = e^(alpha*t) [C1 cos(beta*t) + C2 sin (beta*t)]
. Then integrate and solve for linearly dependent. y1'v1' + y2'v2' = g(t)/a = Ae^(alpha*t) sin(beta*t + phi)
y! Distinct Real Roots: Extra: A = sqrt (C1^2 + C2^2), tan(phi) = C1/C2
y(t) = C1e^(r1*t) + C2e^(r2*t) v2' = (-g/a)y1/(y1'y2-y1y2') y(t) = Ae^(-bt/2m)sin(beta*t + phi)
Exact Differential Form Repeated Root: => v2 = intgral [(-g/a)y1/(y1'y2 - y1y2')] dt Biggest y can get is Ae^(-bt/2m)
The differential form M(x,y)dx & N(x,y)dy is said to y(t) = C1e^(rt) + C2te^(rt) v1' = (g/a)y2/(y1'y2-y1y2') Smallest y can get is - Ae^(-bt/2m)
be exact in a rectangle R if there is a function F(x,y) Complex Roots: alpha +/- i*beta => v1 = intgral [(g/a)y2/(y1'y2 - y1y2')] dt Quasiperiod= p=tpi/beta = 4mt/sqrt(4mk-b^2)
such that y(t) = C1e^(alpha*t) cos(beta*t) + Method of Variation of Parameters Quasifrequency= 1/p
C2e^(alpha*t)sin(beta*t) to determine a part. soln. to ay" + by' + cy = g Since alpha = -b/2m is neg, Ae^(-bt/2m) -> 0 as t->∞
for all (x,y) in R. That is, the total differential
1. Find 2 linearly indep solns y1 & y2 to the homog.
of F(x,y) satisfies: dF(x,y) = M(x,y)dx + N(x,y) dy. If
eqn. and take yp(t) = v1y1 + v2y2 Overdamped b^2>4mk
M(x,y)dx + N(x,y) dy is in exact differential form, then Euler's Formula:
e^(i*theta) = cos(theta) + i*sin(theta) 2. Determine v1 & v2 by solving the eqns: r = two solutions => positive and negative
the equation:
y1v1' + y2v2' = 0 y(t) = C1e^(r1t) + C2e^(r2t)
M(x,y)dx + N(x,y) dy = 0 is called an exact equation.
Undetermined Coefficients y1'v1' + y2'v2' = g(t)/a r2 is neg, r1 is also neg.
Test for Exactness
=>To find a particular solution to the DE 3. Substitute v1 & v2 into the expression for yp(t) As t->∞, e^(r1t) ->0 & e^(r2t)->0. Soln -> 0.
Suppose the first parital derivatives of M(x,y) &
Does not oscillate.
N(x,y) are continuous in a rectangle R. Then: M(x,y)dx ay" + by' + c = Ct^m e^(rt)
Variable-Coefficient Equations
+ N(x,y) dy = 0 is an exact equation in R if and only if Use the form:
yp(t) = t^s (Am t^m + . . . + A1t + A0) e^(rt) y" + P(t)y' + Q(t)y = g(t) Critically Damped Motion b^2 = 4mk
the compatibility condition:
with: Def of Cauchy-Euler: r = -b/2m is a double root
holds for all (x,y) in R.
i. s=0 if r is not a root of the char eqn. A linear 2nd Order eqn that can be expressed in the y= C1e^(-bt/2m) + C2te^(-bt/2m) = (C1+C2t)e^(-
Exact Equation
ii. s=1 if r is a simple root of the char eqn. form bt/2m)
If M(x,y)dx + N(x,y) dy = 0 is exact, then dF/dx = M.
iii. s=2 if r is a double root of the char eqn. at^2 y" + bt y' + cy = g As t->∞, y(t) = 0. (L'hopital's rule)
Integrate in respect to x to get:
=>To find a particular solution to the DE To solve for homogenous C-E eqns (g=0) we look for
F(x,y) = . Take the partial
ay" + by' + cy = Ct^m e^(alpha*t) cos(beta*t) or Ct^m solns of the form y=t^r then the eqn looks like: Consider
derivative with respect to y and substitute N for dF/dy.
e^(alpha*t) sin(beta*t) ar(r-1)t^r + brt^r + ct^r = 0 which is: my" + by' + ky = F0cos(£t)
Solve for g'(y). Integrate g'(y) to get g(y) and substitute
Use the form: ar(r-1) + br + c = 0 F0 & £ are nonnegative constants
back into the equation. M(x,y)dx + N(x,y) dy = 0
yp(t) = t^s (Am t^m + . . . + A1t + A0) e^(alpha*t) => ar^2 + (b-a)r + c = 0 & 0<b^2<4mk (underdamped)
implies that F(x,y) = C.
cos(beta*t) + t^s (Bm t^m + . . . + B1t + B0) e^(alpha*t) Real Soln:
sin(beta*t) Solns are in the form of y=t^r Elimination Method for Systems w/ Constant
Homogeneous Equations
with: Complex roots: Coefficients
Def: If the right-hand side of dy/dx = f(x,y) can be
iv, s=0 if alpha*t + i*beta is not root of the char eqn. r = alpha + i*beta Let D denote d/dt. In the case of: D(D+f(t))[y]; work
expressed as a function of the ratio y/x alone, then the
v. s=1 if alpha*t + i*beta is root of the char eqn. Then solns are: from right to left - [these first] then (these)!
equation is homogenous.
Note: The method of Undetermined Coefficients y1 = t^(alpha) cos(beta*lnt) Elimination Procedure for 2X2 Systems:
Test for Homogeneity:
applies only to non-homogeneities that are y2 = t^(alpha) sin(beta*lnt) To find a general solution for the system
dy/dx = f(x,y) is homogeneous if & only if:
polynomials, exponentials, sines, cosines, or products Double Roots: L1[x] + L2[x] = f1
f(tx,ty) = f(x,y) for all t≠0.
of these. y1 = t^r & y2 = t^r lnt L3[x] + L4[y] = f2
Useful info:
where L1, L2, L3, L4 are polynomials in D = d/dt;
v=y/x => xv=y => dy/dx = v + x(dv/dt)
Superposition Principle: Reduction of Order: a) Make sure that the system is written in operator
Simple Steps:
Thm: Let y1 be a solution to the DE y2 = y1 integral of e^(-integral [p(t)]dt) dt form.
1. dy/dx form
ay" + by' + cy = f1(t) [y(t)]^2 b) Eliminate one of the variables, say y, and solve the
2. sub in v (after checking for
and y2 be a solution to the DE The Energy Integral resulting equation for x(t). If the system is degenerate
homogeneity)
ay" + by' + cy = f2(t). Let y(t) be a sol to the DE y" = f(y) where f(y) is a conts (L1L4 - L2L3 is the zero operator), stop! A separate
3. sub in v + x (dv/dt) for dy/dx (or other
Then for any constants C1 + C2 the fn C1y1 + C2y2 is fn that does not depend on y' or the independent analysis is required to determine whether or not there
variables)
a solution to the DE: variable & let F(y) be an indefinite integral of f(y), ie, are solutions.
4. Now separable, so integrate
ay" + by' cy = C1f1(t) + C2f2(t). f(y) = d/dx (F(y)) c) (Shortcut) If possible, use the system to derive an
5. Put back y/x for v's
To solve for a particular solution: Then the quantity equation that involves y(t) but not its derivatives.
- set y1 and y2 to be similar to the right of DE E(t) = 1/2 [y'(t)]^2 - F(y(t)) is constant [Otherwise, got to step (d).] Substitute the found
Bernoulli Equations
-solve for DE for y1 and then solve for y2 ie, d/dt E(t) = 0 expression for x(t) into this equation to get a formula
Def: A first-order equation that can be written in
-plug back into yp(t) equation above y" = f(y) => 1/2(y')^2 -F(y) = K for y(t). The expressions for x(t), y(t) give the desired
the form: dy/dx + P(x)y = Q(x)yn, where P(x) and Q(x)
Observation: dy/dt = y' = general solution.
are continuous on an interval (a,b) and n is a real
ay" + by' cy = f(t) t= d) Eliminate x from the system and solve for y(t).
number, is called a Bernoulli Equation.
ay" + by' cy = 0 + f(t) [Solving for y(t) gives more constants - in fact, twice
Useful info:
ay" + by' cy = 0 & ay" + by' cy = f(t) Fee Mechanical Vibrations as many as needed.]
v=y1-n => dv/dx = (1-n)y-n(dy/dx)
yh(t) yp(t) Fext = [inertia] d^2y/dt^2 + [damping] dy/dt + e) Remove the extra constants by substitution the
Simple Steps:
y(t) = yh(t) + yp(t) [stiffness] y expressions for x(t) and y(t) into one or both of the
1. Divide by yn
= my" + by' + ky equations in the system. Write the expressions for x(t)
2. Sub in for dy/dx and y(t) in terms of the remaining constants.
Consider case where b=0 & Fext=0;
Introduction to the Phase Plane
dx/dt = f(x,y) & dy/dt = g(x,y) (1)
Autonomous: independent variable t does not appear
in the right-hand terms f(x,y) and g(x,y).
Autonomous systems have a "time-shift immunity."
The time-shifted pair x(t+C), y(t+C) for any constant
C, solves (1). Specifically, let X(t) = x(t+C) and Y(t) =
y(t+C), then:
dX/dt(t) = dx/dt(t+C) = f(x(t+C), y(t+C)) = f(X(t), Y(t)) &
same for g.
dy/dx = (dy/dt)/(dx/dt) = g(x,y)/ f(x,y) is referred to
as the phase plane equation. Use separation of
variables after getting it into the phase plane equation. Method:
To solve for critical points and the equilibrium
solutions, set dx/dt & dy/dt functions equal to zero.
Equilibrium solutions are written as x(t) = A and y(t) =
B while the critical point is (A,B) in this case.
Definition of the Laplace Transform
Let f(t) be a function on [0, ∞). The Laplace
Transform of f is the function F defined by the
integral:
F(s) =
The domain of F(s) is all values of s for which the
integral above exists. The Laplace Transform is
denoted by both F and L{f}.
Note:
Some important Integrals:
Thm[Conditions for Existence of the Transform]
If f(t) is piecewise. conts on [0,∞) and of
exponential order α then L{f}(s) exists for s> α.
Other Important Laplace Transforms:
Properties of Laplace Transform
L{f+g} = L{f} + L{g}
L{cf} = cL{f} for any constant c
L{eatf(t)}(s) = L{f}(s-a)
L{f'}(s) = sL{f}(s)-f(0)
L{f''}(s) = s2L{f}(s) - sf(0) - f'(0)
(n) n n-1 n-2 n-1
L{f }(s) = s L{f}(s) - s f(0) - s f'(0) - . . . - f (0)
L{tnf(t)}(s) = (-1)n dn/dsn(L{f}(s))
Inverse Laplace Transform
Given a function F(s), if there is a function f(t) that
is continuous on [0, ∞) and satisfies L{f} = F, then we
say that f(t) is the inverse Laplace transform of F(s)
and employ the notation f= L- -1{f}.
Use Laplace Transform tables to help determine
Inverse Laplace Transform.
Nonrepeated Linear Factors
For Q(s) = (s-r1)(s-r2) . . . (s-rn)
Repeated Linear Factors
For Q(s) = (s-r)m
Quadratic Factors
Note: Deg P < Deg Q
Also: Completing the square
Solving Initial Value Problems (IVPs)
Note: IC has to be at 0!!! If ICs are not at zero, let
another function be at zero, for old function. Do NOT
forget to revert back to old function!!!
Method:
1. Take the Laplace transform of both sides of the
equation.
2. Use the properties of the Laplace transform and
the initial conditions to obtain an equation for the
Laplace transform of the solution and then solve this
equation for the transform.
3. Determine the inverse Laplace transform
1. Take the Laplace transform of both sides of the
equation.
2. Use the properties of the Laplace transform and
the initial conditions to obtain an equation for the
Laplace transform of the solution and then solve this
equation for the transform.
3. Determine the inverse Laplace transform of the
solution by looking it up in the table or by using a
suitable method (such as partial fractions) in
combination with the table.
L{ty'(t)}(s) = -sY'(s) - Y(s)
L{ty''(t)}(s) = -s2Y'(s) - 2sY(s) -y(0)
If you used either above; you will need to move the Radius of Convergence
equation so that Y'(s) is coeff of 1. Then set µ(x) =
. Then left becomes: and then
take the integral & divide by µ(x) to get Y(s). You will
also need to set c=0 & take the inverse Laplace
transform to get y(t).
Fact: If f(t) is a piecewise conts function on [0, ∞) & of
exponential order, then
Transforms of Discontinuous and Periodic Functions
Definition: The unit step function is defined by
u(t) :=
1) move the jump along x-axis:
u(t-a) :=
2)change the height of the jump
Mu(t-a) :=
Translation in t
Let F(s) = L{f}(s) exist for s> α ≥0. If a is a positive
constant, then
L{f(t-a)u(t-a)}(s) =
and, conversely, an inverse Laplace transform of
is given by
L -1{ }(t) = f(t-a)u(t-a).
Note: In practice, you will more often see g(t)u(t-a)
rather than f(t-a)u(t-a). Therefore, let g(t) = f(t-a) then
g(t+a) = f(t). Thus,
L{g(t)u(t-a)}(s) =
Impulses & the Dirac Delta Function
The Dirac Delta Function (t) is characterized by
the following two properties:
1. (t) =
and
2.
for any function f(t) that is conts on an open interval
containing t=0.
Note: for (t-a):
(t-a) =
and
Exponential Order α (E.O. α)
A fn is said to be of exponential order α if there
exists positive constants T and M such that
To check use:
if -> ∞ then not in E.O. α
The Taylor Polynomial Approximation Analytic Function
The Taylor Polynomial of degree n centered at x0 A function f is said to be analytic at x0 if, in an
approximating f(x) is given by: open interval about x0, this function is the sum of a
Pn(x) = f(x0) + f'(x0)(x-x0) + f''(x0)/2! (x-x0)2 + f'''(x0)/3! power series that has a positive
(x-x0)3 + ... + fn(x0)/n! (x-x0)n radius of convergence.
Note: Pn(x0) = f(x0), Pn'(x0) = f'(x0), ... Pnk(x0) = fk(x0) Observations:
Def: If f(x) is infinitely differentiable, then the 1. All polynomials are analytic
Taylor series of f(x) centered at x 0 is given by 2. If f(x) is analytic, so is f'(x), f''(x), etc
3. Any power series that converges (with
ROC>0) to a fn f(x) has to be a Taylor
Series f(x)
Power Series & Analytic Functions 4. If f&g are analytic at x0 then so are f+g,
A power series about the pt x0 is an expression of cf, fg, and f/g (g≠0)
the form Important Fact: If the coefficients of a DE are analytic
at x0, then the soln can be expressed as a power series
about x0.
We say the above converges at the pt x=C if the Power Series Solns to Linear DEs
infinite series converges, otherwise Fact: If the coeffs P(x)=A1/A2 & Q(x)=A0/A2 are
the power series is said to diverge at x=0. analytic near x0, then the soln is analytic near x0. So
Observation: It will always converge at x=x0 we can find a power series soln!
Recall from Calc2:
1. A power series converges absolutely if the absolute OTHER NOTES:
value of it converges. -not included in these notes is a list of common
2. Absolute convergence implies regular convergence. Laplace Transforms - please refer to your textbook
and include here if needed.
For each power series of the form above, there is a Please note: Many of these notes taken in class come
number p (0≤p≤∞), called the ROC of the power straight from our textbook - Fundamentals of
series, such that the form above converges absolutely Differential Equations (7th Edition) by Nagle, Saff,
for absolute value of (x-x0) > p. Snider
If the series converges for all values of x, then p=∞.
When the series converges at only x0, then p=0.
Ratio Test:
If, for n large, the coefficients An are nonzero and
satisfy
then the radius of convergence of the power series
is p=1/L, with p=∞ if L=0 and p=0 if
L=∞.
Power Series Vanishing on an Interval
If = 0 for all x in some open
interval, then each coefficient An equals zero.
Given f(x) = and g(x) =
,
1. f(x) + g(x) =
2. f(x)g(x) = , where
Cn =
IOC is the common open interval of f(x)
+ g(x)'s IOC
3. f(x)/g(x) has no nice form & the IOC
may be smaller than the IOC of both f&g
(reason: g(x)≠0). Use long division to get
first few terms.
Differential & Integration of Power Series
If the series f(x) = has a positive
radius of convergence p, then f is differentiable in the
interval |x-x0 | < p and term-wise differentiation
gives the power series for the derivative:
Furthermore, term-wise integration gives the power
series for the integral of f:
Shifting the Summation Index
Not hard just sub in K.
Some helpful Power Series: