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Chapter 11 Ring of Differential Operators

DIFFERENTIAL EQUATIONS LECTURE NOTES

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0% found this document useful (0 votes)
77 views

Chapter 11 Ring of Differential Operators

DIFFERENTIAL EQUATIONS LECTURE NOTES

Uploaded by

Mat Mattt
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapterit Ring of differential operators Resolution of linear differential Si uation 1. Ring of differential operators Let _ = ge p 4? e D= 4) Dis Fak =a ie \\ dewote Gven a fun cFion a(t), we wi e a(t) sx) by (ap?) (x) Di=% We Can n-l o Ae op + a,D + --- + OnD = Fo4,.d" K=o n Theat means Ax= a,Dr+ a onipily Hee SO, We Call order of the imear operator A, dencted by ¥(A)) the greatest power of D appearin PP 4. in the expression of A. E xowple : t ax, + 3 ze _ atx Sint Can be written (E +ap-2ED)*= sink or ALs Sint where A= b+ 3d-2tD of ovdef 2: “define the Linear differential operator K ts a hiner operator . n Given: A= aoD +a, D"4 ---4+ OnD= yao" en wm} Keo 7 B-b D+rHD oath, De Fas" (a+e)x = ax +B* 108 Example: A= tp+tp ret and B= D+t then A4B= ED + H)D +etyt We can easily veri fy that, the addition tn the sel of differential operators _ is Commutative _ is assacative ~ admits a neutral element o which is the operator whose coefficients ace all xre- in n-K = Any operator A= Zao Ke admits a Symmetrical element (w. tk addition) denoted by — Ree Om the other hand, we define (AB)x= A(Bx) Example: lek A=D and BetD (AB) x = A(8x) = D(ED) -px+tDx= AB= D+tDt= tD¥D . (B.A) = B(AX)= tp(p»= EDx=> pac ED. We otic. that ABEBA- Meaning that, the muti plication 1S not Commutative in the Set of the differential operators: But we Can easil prove that, the mutipli cation in the set of dilferentiel operators |03 — is aSsociative - is distributive with respect to the addition ~ admits @ wouttal element which is Del. Conclusion. The set L of the linear differential Comcissuee operators , endowed with + and K, 15 4 ie fing. Remark: ap- BA if ayecst and by= cst. Let A ava B be 2 elements of L nnd Suppo se that (8) 3 Q and R/ A= QB+tR with ¥(R)< ¥(B) Thus, we divide BhyR so J Q,, 8 / B= QR+R, with ¥(R) < ¥(R) and so on, We repeat this ope vation till we reach then CCD(96,64)=32 2 Cases. . 3c | R fo woith ¥(Ri)=o, in this Case the 2 operators primes [ ¥(Ri)at ana Re divides Ris this Case , Ric Ge D(A, 8)- Aand B ave said to be relatively WW Conclusion: when A and B are not relatively prime aD, GOD of Aand B such that Az ALP aad BBD. 2... Application to the study of linear differential eqns Consider 2 homogeneous Riwear differential equations (i) axzo and © Bx=o. Aand B are 2 operators such that ¥(B) < ¥(A). Thus, bhere exist Q and R/ Ac QB+R with ¥(® < ¥(8)- Consider the equation ® Rxr=0- Th ig obvious that if X 1s a& Common Solution foe 0 avd @, bhus it ls Solution of 8. By Conti niwma the division, we. will reach 2 Cases. . 1S case: A and B are relatively prime. ws Common solution of @ and @ is Solution of R,xX=0 where ¥(Ri)=0 awe | R + Oo => x=0 | . 2”4 case: Let D be the Cc ef hand B. | Any Common Solution of @ and @ ts Solution of | Disco. But sina A= AD and B= B,D | W2 | | Then an Solution of Dxr=0 18 Soluti {@ olution o and @. Hera, only the Solutions of Dacso ate Common solutions of @ and @. The orem: Giwew 2 differential eqns @ Ax-o @ Bx=0 Tf A and B ave relatively prime then the only Common solution ot oO and Os the ro Sdution . , tf A and B® ave not relatively prime, ther the Common Solution of © ord @ ave exackty Lhe Solutions of @® Px=% uhere D -< the GoD of A and B- oe Tf We consider the, particular Case where any solution of @ is solution of @, then bhe Common Solutions of @ and @ ate the solutions of @. Hence Br Gcpd(A,B).- So, a necessary, and sufficient Condition that any solution of @ is a solution fQ, is that B divides A. Case where Pp Solutions are Known: Consider the ? order \ineat differential equation @A% = 0 where nz X(A)- M3 Serres ie we. Know P_ pactiesler ealakion hyp =p Xp (Pen) linearly independet of OS There exists & differential equation of order P adwi ting, Lyn Mp OSH un damental Set of Solutions - That eqn is given by w(%\, %) 77 xg) 20+ That fast equation con be written under the form @ Bx=0 with ¥ (8) =P. Any gclution of @ is Solution of (OF a ®B diwides A- A= Qs with ¥(Q)=E WP: The eqn @ Con be written (QB) x= Q(Bx)=° Let@y= Bx 2OQ()= ° Equation @ iS a homogeneous differential eqn of ovder n-Ff- By solving ik we find 4. By geting 4, 24" ® Boxy is 4 di ffevential eqn of order f with second member, of which we Know a undawental set of homoge neors solutions, which ate %1%.0-°2 7p" Method of variation of constant allows us to find the general solution of: - ly Example: Consider the followin 4 differential equation: C #s -v (E+3) ae + 2b (t+3) 4x dx _2(t+3)x=00 ) a that Q@ adwits 2 linearly dependent Solutions of the form " where 1S an integer. ii) Using Ene se solutions , ceduce the otder awd Cond khe general solution of @ Solution. , . i) Let Xp ak ) Xp 0 5 deanna) ; ai: T (aed(ne By tes lacing in “a we ablain: n(n-ylr- ay ie (nye (t+3) LE” a o abtteaye. epee = a (o-a{n-2)-n(n-l) (E43) + 2" (b+3)-2(t3)=° ter” a5 n(-1) (9-2) + (n-)(- n+2)(t43)=0 0 (m-1) (n-2)— (n-) (4 2) (t+3)=0 (n- \) (w- 2) (- 3) = (n-)(¥- 2)t=o x n=l or n= 2 Co } n clusion. zk and x, zt are 2 parhicalar sduttave, of on - WS. W(X) %2) = £ (4%) =] t Apae ) 2k de peodent : thus x, and 2, ave linearly im ti) let us find the eqn @ Bx=°, such that X= & and X= & form a Landamental set of salution of @. aie = © px ) 2tb| = px o 2 ft | -o|t ue 2 , 2k ° Ww (*) %1) %2) =° Oe? *\ | - DL ° 2 pty 2b Dx + 2%= Beso. @ Any solution of @ is a Solution of @ thxs B dwides A. Leb us find the operator Q Such Hhat B= QB. a. Pp (t+) px2t(t+s)D- 2(t+s) |UDe 2'D+2 a> 2 2. ~ (Ops 2b DY_ 2 DY 2ED +2tD) [ED -(E+9) - t(t +3) D+ 2t(t+3)D _2 (£43) — (oer (ers vo 2t (t+3)D -2(t+3)) Oo - We- So Q= ED- (643) @MAx=o = Q(Bx)=0 5 Let Se Bx @ => Qly)=0 @ EDY- (t+3) 4 =° =F Ede (Es) y-0 5 dg - Exe dt => d : : ag. | Ets dt = {4 j 3 dé = (4g) k a> Ln al = k+ 3ln\t\ 2 Ln ef Laltl” ee 2 lw etfel? \sl- K |e} eo sy York ret chet ¥ where Cis an arbitrary constant. Now , we have to solve 8 Bc fe (tb D'_2tD+2)x< cle The homoqencous eqn assotialed to is@) Bez. But we Know that x= and x, 24" form a fu damental sek o solutions of G). ion of 6) is eS cb ect ig X22 (EE + 2, (6) Thus, the general solut Then) the general Solution of @ Z, and Z, bo be ound , using the method of Variation of Constant. - 12- Zk + zs, t*=0 > vez 3 3 4 nbz WW. chet ctet <5 ao t= 2 b+2tZ,= ctet 1 2 Cebas Z,= cet 4 Ky 2. zZ--Z,b= wkCe hte t bet c a CeeK, -t@¢* Ligie® Oo oO Finally, the 4e ¥2 zb+%te- neval solution of Q 1s chet cte EL Kt+ chet + KE xa KE + Ke + Cte® where K,) Ky and C ove arbitrary constants. - 8- Case where One Solution 15 Known Consider the equation @ Ax= b(1). Suppose Phat we Known & parti cular gelation x, of the assouated homogeneous eqn @ AxX=0. thus Consider the substitution x= %Z ushere, zis Whe new function to be found. Wwe get A\2 = blk) @. The assocated howe eneous equation ¥ @ fz=e- the coefficient of 2 in @ iS equal bo yero. az = bo by nae bz = bWO By taking zisu, we obtain a di {ferential eqn of order nl which is br GO, a bee b(t). Exow ple: Solve (1- Ba" atx! 4 axe 0 O given that x,et is a Solution. let x= x,2=6235 nie BEEZ X= z'+2'¢ tz": g2'+t2" The equation @ becomes: (1-2) (22'+t2") _2t(z2+b2') + 2tZ =0 zy | Leyta "s+ 2 (1-20) zgizo (2) A, = ce (1-t) Dv 2(1-2)D Let u=z’; © becomes £(i_elaa(i-2t ure -W9- By Separation of the Variables, we cbtam -2(1-24) ge a> fate -2[ rent at | a du = uw tG-t*) £(1-#4) 2 1-20, Op by oS aeigbs-Ly cel. TO Ee ye) Ses dt _ (dt = \ de .-2)% +i ives Lwjul < -2\lt\— Ln fyb] - brf(i+e)) + Ln jul = - 2b le] - ta ft-e Hint’ tw) |B) +k aleyce - a a ees S aCe) =>u- G& =2! U-t) Fn | & des le + Ly dt byt) E 1-8 z:- -S Co ml itt) 4 C Go Goleta eneval Solution of @ is given Thus the b tel + Gt by ne Zs -c, + GE bw where Cy and C, ave arbitrary Constants. «a 264 y_ Linear “a with Constant Coefficients vf Let A= al = apnea, O -H (0-4) po(e*) = e*!(p_a)x -\2\- function of t D*( (ex) = en aif We Con prove by recurrence that ) rLetsj= vat (p- ax We Can use this identity te solve equations of type (D- ajcso => oe" '(p-a)ra0> p'( ety) 20 => Pa is oO polynowial in E of degree SP éex= a) => X= ett P x-é€ othe ~ t+, eet Cave arbi trav Constants. Cy Pet mo ae Examples: Solve 1-20 => (pD-\)*=° (%215 P=) Solve xe x) 44xz0 The characteristic paynowial r+ 920 (r-syeo 2 Te 4e3 and Pe? 2 (ot cp +aye= (9-59 © xa Fh et. (arktye et - \22- x Consider the eqn Ax=o where Az Soy De with ay ave Constants. Ke r, he d A= a0o(D-%)""(D-as) = -— (D-at,) * The solution of (D- &) Lo 15 also solut of Axc=0- find this is true wie fimo But for each Le}nz---yf, (p-a, x0 X= ge F.@ where Re isa polynomial Wn t of deqres a The yen Solution of Axso ts gives by. xz 2 et pm. i=! ayt Exowple : Solve ran xt x! X= 0 Qa @ can be weitlen (D+ pD'-D-1)x=0 => (D*(D+1)- (+i) L=0 (Dv) (Dire => (+) (p-)t=° (D-l)x-20 = x= cet 2 (Da)x=0 => x2 (G4Gbe° Thus the general Solution of o 1s gives by: Xa Ce + (c,4ahHet (€,, Cas arbitrary Constants) « ion Ks -\23- * Contribution of a Complex foot and its Con\ugate Yook to the general Solution of the differentia) ans ‘ Consider Ax=0 and suppose that among, the. Toots of the polynomial A(r) , there exists a Complex foot k= A+tib of wultiplictty d. K- a-ib is also a Yooh of multiplicity d for the chavack evistic paynovsial A(r). The Contribution of X in the Solution of Ax=o ig 9 bs (arib)t aiven 4 Spa Rw - The Contribution ° Mm is wen b pot 3 3 X,< Q, Thus khe Contribution of the 2 Toots Lond & 1S a ivew by: Xz H+%= é( Rk, (H cosbt + St t Pe ura) Example Solve x, rt a axle ax'-x=0 QO Q) Can be writen (pig 2pi+3D 4 2D+I)x=° & (p't D+!) x=° (ror \yz0 = C+reiso=> b) sinbt) ~124- The coots of ety alco ave the _— A> -L- me and AL Lie 2 za zZ2 So, the solution of @ Can bewriten he gv (8, cos iB t a4 Rosin Ge) “yt 2 ¢€ (Gt se coBl + (Cgte€ ) sini b) Solve (0%) (pen) x= o Oo (p-n (D+) (o- ) (DE DH)X= 9 (p+i) (p-') (D* +D+i)eee (Dr) x=0 => X= cet (D- ay xe => X= (C 46 ate (p+D+!) groom Me e*(c, co B t + CgsinBb) Solution of O ts written as: inl, m2 CE be (c+ Cot ere Kc, Cor Bt CgS'Z 3) Consider A(X) = ELE) O Suppose that b is writen b= babe Consider @ Ax- b, Consider @) Axt=b,. -\25- Let x, be @ particular solution of @ let £, be ow particular solution of B) lek x= %\ 4 Fe Sina A 15 @ linear then Ax= A(x, 4%, )= AX FAX, 1 t . * = by rk Conclusion: X,+%z 1S a particslar solution af Axe be b +b, - Remark: Lek @ Ax= bE) - To Sind the gene Cal solution of O, Wwe solve Ax=0 by Using the. \denkities of the preceeding paragraph: Then, We arly wethod of variation of Constonts to find the general Solution f@. Determination of oO pac ticular solutions in Lhe Porm € Consider OA x 2 wet 3 Az Soypy “aith oy ate Loastonts: Let yyy ---) oy be the foots of the. polynomial Alr) and Ret dy Avy ra AK bE theit Corres ponding mali plicities . - 126- Th BHA Y ce, 2,3) --9 K4 Then, We fook for petite? solution of O ° so Foren Le te wohete C is de termine by identi ification. a“ { Bie oly and »i is the mu ki plicaty. of ot, then, we Rook Lor a pia Solution ai YQ Ax= yet of the orm cv 2 E ere C 16 determined y identification. t it Solve x! Mes alex = fete © Example : the assotiated Nunta eneioies eqn is @) x" x! a © & (D+) (d- x20 yz CE (a4 be ii) Let us Look fora patti calar Solution for 5 Be2 £ocef-oih. uM u 1 2k HX. -X4+m = ¢ f bhen x, = ce; Xp 20e a yc et ond ye gcet x= Xp ~ pam e C (3-4-24)¢'- ety Cer « Thas tere itt) Let “ took ‘for oa parkicul at Solution for x xyes eg ~ 12 Sw@ -| is a Sim ple. toot of Poe ceico then Ret us find the particular Solution under the oe hi che xo Lt ee c(i- vet Po xn=¢ fe ty tee p= BO ae" xp c(e EL (bane a}: c(3- ber = = Of bss (k- 2)-(1-t) Des e =<» Gear sThes a ip Xp -Xp +% xD) Let us find a pennies solution of x" Mae under the few Xp cket —~ x —-e+ vot 2 (since }is a doulsle rook rice ratze) xp? c (tee et 5 a - = c(atuese ye p= c(¢ cack be eer (2ratel)-[ et) ut __ oe Be a xe "Kp ans - Cy et e et => Cet Lo Z + fet / Conclusion: the general solution of @ is given by: we Fyr mat oe, +% % x2 GE Baty e*+,te False tLtéta ve where Cy Cr and C ave acleitary toda _128- Second order linear differential eqn with constant coeffidents and with particular SeCond Wwember, Let a.x + a,x 4 4,X= b(t) (a,,4,,4, are Constants) . @ blb)=k we look fora particular solution of the form p= C- Remark: «tf a,=°) for a pat p= Cl. TE a,24,=95 a t'= kK = Xe “ 1 aX + ayes K we look brosGar Ssofution of the fora eck. Example: xa tax 22 eo gat = 3 2 Kye Ce + Cle ! =C 5 Xp= Xp Kee? Fee xz Fr Xe ce 2b ® b(t) 2 RO) where Pp, (4) is @ paynomial of deacee n. NE look for a particular solution of the forms Xo= Q, (¢) Remark: -T £ %2=°) ae ae= Rb). We \ooK for a partionlar solution of the. (orem x(t) = 2,66) eT( dyed=0 5 aox'= RE) => Xr RD Example Solve. +X = ak. xitXeO 5 crleo = C= ES X,= C, cost + Cz sit oI28~ tee at+b, Xp = a & Xp=0 opat+b=ut => a<43 bro > Xpout Cy Cost + Gsink +4E _ We look for Xp= C& if B is rola Coot of the chavacterishe tar+a,=0 Me Ly+ Xp= @ b(t) = Ket pol gowital af sWe look Cor X, = ck et if Rise simple ook of a,r t+ +4, =o: sWe look for Xp = ck "ifs isa double coot of af 4 O,f +4a,=% Bt @ b(t) = RIDE . we Jook for tp = Q,(§) oa Bis nok & foot of the- characteristic polynomial aot t+ Ar+42.=° pt ° We look for Xp = awe if ” po TAH 8 15 a Simple- foot of Oo + Ayr +0,=0 t . We |ook for Ker 0,4Oe if 8 is a double took of ag ht Art Or=?° Example: Solve gel’ ax! ax <4 x ax'-3% <0 py 2b eo = (,e-15 <3 kin St ecce™ -t Xy= Ce + C, 2 XY gt as! 3xe YES = 130 Ape atte, xXp2a5 xp=0 _aa-3(at+b)eut-S = _sat—-3b-2a = 4ub-s az-4 5 _3b-2ae-5 —sb + =-5 => abe Stk: b= 23 Fy gb S: 3 : 3 wil ex) -3% = ct et it = no f-) at oe tp =(ct+d)e fee ae taa(ctrd et = eect vo) xo Et (act +r) te ¥ (2) x'ps 2 (ta 20) a ats tae se ‘pet ote fede maiee 5 opie dbs Ce) d- . f_2-2te yet te Fy + 4 * he =e 46,0 wk “ -\3l- ® blt)= (i sinSt) + h cos (gt) » We look Loc Lee Cc, si4 (Bt) + C, cos (6) if 2 LB \S not o Yoot of ante Age a ge | We look for tee E[c, sin (Bt) + heodBt)) if + i® \S oO Coot ° age AC + =O { the chavacke rishic polynomial Exow ple Solve y+ 44 CH2rt 4" 444 = 0 , C, . 268 ¢ 412 then ‘de? Acosx + Bs\ 4 = =if sine + & coSx ame ‘ B gin t Jee ber y de 4g Bene +4 => B=0 = 2 co$sX Cs sin 2X = _ ace - « 2coSt A cos xt BSin®% = 2C0sx - ACS ZAc2 5 3%=2 2& 3 . bcos 2 CCH 2>* C, sine + ze cos J= Ot oF -132- © «b(t = &*[ vm (BE) + h cos(Be)] «We look {or Xp e*(c, sinBt)+ bh celt)) if ig not a Coat for Age + O\f +Ao=° pet B . We look for Xe = rétLk sift) +h cor (t)} cf \ribisa coot Lor AoC + Art aez0 Exom ple! Solve xp = cost rr v= (eri) =° => K= 0 A= we-) Meet ot : . &,- {e+ Gbe + cok Gtatr SE adhe jeu ts pot a foot of Cx Peo Vhen Spe e (A cole) + sin(St))= et(pce £4 Bsint) x'p2 ef (fcort + B sint) + et(—asint sie BCet) Xe? et (@xa)cort + (B-A) si") th- e (Carsyent* (o-#) sint) + e (-(arerent (B-8) col) 4 _2f sink ths oe lr = in é (-spseh-ane) =) et (2(g-Aert 2 2(atB)s xb + Xp = es —2A)emt _ (4942-8) sint _teost ~ (oe* Bg identification: YB-2A=1 5 YA+2Bz0 4 A+2ZBcos> 2A+Beo> B--2A 4B-202 -8A-2A =) => As-L 16 i. =a te) ~ Xe Xy+ tes C+ Cok a cet et(-L sinteen) @ bl) = Fi) sin(Bb) + Q, (8) co BE . we. JooK Sor Xp = Rnlt) sin B+ Sy lt) coat) if xi®B 15 not a oot of As + Ar 40=9- L we Wok fr = Ry) Si) + 49°60 tf FiB is a oot of Ag+ At Ao=0- Exam ple » Solve xb 4%X= cost cipyrco 5, Crea 2 cetiz 2 C,ca2t+r& sin zt so #tin> Xp = (atrb)eest + (ste 4) sant = ateok + (atest) + csiata(ckrd ert x Po Xp G@+d)cat + (- b) sint -atsint + cteest xp = (a+d) sink + (c- b) Coot - a asint — ah cost xh let et Se 4) sink — atcost —ctsink r -134- y x - pt 4%p= (2c-b) Cert — (2a +d) sint ~ at Coot —ct sink + gattot+4 bart + uctsint + Gdsint = -eest = (2c% a Yert x (34- 2a) gint ~3zatcost 4 actsiat = By identi fication: 204 3b=0 4, t cost gd-2azo 5 sacl 3C<0 ad-2a2 3d-420> ede 34-4 > d- kh 3 O2eb 4 OHO 4 b=0 5 Lee J, tet +e atak 2 C,cmrt +O sinzt 4 A beak oo Lyr 4 ’ 4 Zsint. 3 1 5- Evlec’s equations: A di fferential equation is called Euler's equation wher its Taesagencen’ _assoasled equation of the form at pDx+t at Dx oO, Drayed where the a, ave Constants. St wethod: We seek to determine pasticslar solutions of the owogen® oS equation under the form fe By fe placing ww will veach 2 equality where Pir) 19 0 pelynomio Theat wwekhod anes q particular solutions q \s the number dhe equation, Wwe of \he form Flr) a \in ¢ of deq ree n. lmearly independent where of Johinct real roots of P(0). Example: Solve tly txtieax= BO Th iS Euler's equation. Ths associated homogeneous equation is @) ex" gtx! UX =o: Let us find particular selutions of «@) under the Loco 5 ee is it's oo ; es c(r-E By replacing n® we obtain te (7) ery te pre ytiso -|3b= (o(e-i * (r-w)) Ee 8 => (8) E05 po 2 or rent This, & gwd ave 2, pacticlar homogeneous inearly independent meaning thot the geretl Solution a’) we Kye Cc, bo CQ pe Use the meth od of Variation of Constant io order lo determine the general solution of QO. -t yz 2, rZel gtagbeco = genet pat -22,t = bit). Het \ 2 a i? atk 22 pe 226 - 2% bt y _ot, -2%2? t _ytizt! 4y 2, 2 at =>. 4 5 Zr- - e+ Db \ “4 ° a E and D ave arbitrars Constants. -13t- Second method : ler's equation by \etting tee We solve Ev lee De 4 ond Be Mean D= "bh (+) pix = p(Dx) = D(a) = ea (e“ay) - en (-e "aes eto) 2 &* [e*(e- ax] =< e&“[Le*(o-) ax) = oo pn (p-)* By yeccuvenG We prove that De =. eon (4-\)[ A-2) eke pr=e (a-\)--- (s- pri) By this change of variable , Euler's eqn is reduced to one with Constanl coeffi cients. SolveO Ux" 4 ta -Ve Example: let teu. (epts ED-4) te E The eq (1) becomes: ““w-4u)re ee (e™ een (o-!)* eX es - 138- (o-4)* = et (a) The assoaated homogeneous equation is (d-4) x22 5 rysto = faae Ly 2 Ce Ce eo Let us find a particular solution of eqn (+) under the form X= ce (s+ }) hee ace, Hp = 4Ce By fe placing in (4) We alorais : aCe yCe = eae sCa1>Ceb ” -Leé* the he te e the general Solution of eqn (#) is L(wy= H+ %pe Ce but et=t then 3 (=e GEA GEe LE. 2u 3u + Ce +Ee

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