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Lecture 5

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Lecture 5

Lecture

Uploaded by

MSP LUCY&[TR78]
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EEF 210E

DIFFERENTIAL EQUATIONS

LECTURE 5
31/10/2024
3.2 Solutions of Linear Homogeneous Equations;
the Wronskian
Differential Operator Notation

 To discuss general properties of linear differential equations, it


is helpful to introduce a differential operator notation. Let p
and q be continuous functions on an open interval I—that is,
for
• Then, for any function that is twice differentiable on I, we
define the differential operator L by the equation

• Note that is a function on I. The value of at a point t


is:
• Consideions:
In this section, we study homogeneous equations.

Consider the initial conditions:

DOES THIS PROBLEM ALWAYS HAVE A SOLUTION


AND IS IT UNIQUE?
Proof is omitted.
Example Find the longest interval in which the solution of the
initial value problem is certain to exist.

 The only points of discontinuity of the coefficients are


t = 0 and t = 3.
 Therefore, the longest open interval, containing the initial point
t = 1, in which all the coefficients are continuous is 0 < t < 3.
Proof:
Substitute

Note that: and


Therefore:
 Beginning with only two solutions, we can construct an infinite
family of solutions.
 Are all solutions of
included in or may there be
other solutions of a different form?
 Can the constants and can be chosen so as to satisfy
the initial conditions ?
If there will be a unique solution for
regardless of the values of

or, in terms of determinants


 If there will be a unique solution for

 BUT If , there are no solutions


(There are many IC’s that cannot be satisfied no
matter how is chosen.)

 is called the Wronskian.


Example

The Wronskian of these two functions is:

which is nonzero for all values of t.


Proof
Let φ be any solution of
To prove the theorem,we must determine whether φ
is included in the linear combinations
We must determine whether there are values of
that make the linear combination the same as φ
 Let be a point where the Wronskian of and is nonzero.

 Next, consider the initial value problem

 The function φ is a solution of this initial value problem.


 Further, because we are assuming that is nonzero, it
is possible (by Theorem 3.2.3) to choose such that
is also a solution of the initial value problem.
 The uniqueness part of Theorem 3.2.1 guarantees that these two
solutions of the same initial value problem are actually the same
function, thus for proper choice of

 Therefore φ is included in the family of functions


 Finally, since φ is an arbitrary solution of
it follows that every solution of this equation is included in this
family.
 Now suppose that there is no point where the Wronskian is
nonzero.
 Thus for all
 Then there are values for which we cannot solve for
 (Theorem 3.2.3)
 Select a pair of such values and choose the solution φ that satisfies
the initial conditions. (This is guaranteed to exist by Theorem 3.2.1)
 However, this solution is not included in the family

 Thus this linear combination does not include all solutions if

 This completes the proof.


 IF AND ONLY IF THE WRONSKIAN IS NOT EVERYWHERE
ZERO CONTAINS ALL SOLUTIONS OF

 SO, WE CALL THE GENERAL


SOLUTION OF
 ARE SAID TO FORM A FUNDAMENTAL SET OF
SOLUTIONS IF AND ONLY IF THEIR WRONSKIAN IS NON-
ZERO.
THE SOLUTIONS OF A DIFFERENTIAL EQUATION
MUST BE LINEARLY INDEPENDENT AND THEY WILL
BE GUARANTEED TO BE LINEARLY INDEPENDENT
WHEN THEIR WRONSKIAN IS NON-ZERO.
Linear Dependence and Independence
The functions are said to be linearly dependent
on an interval I if there exists a set of constants
not all zero, such that

for all t in I. The functions are said to be linearly


independent on I if they are not linearly dependent there or if
the above equality is satisfied only when

If functions are linearly dependent, you can express one in terms


of the others.
If are a fundamental set of solutions they must be
linearly independent .
If is satisfied, will be linearly
independent and form a fundamental set of solutions.
Example Determine whether the functions

are linearly independent or dependent on any interval I.

If

It is possible to write:
Example Show that and form a
fundamental set of solutions of
Proof: The existence of the functions and is ensured by
the existence part of Theorem 3.2.1.

So, and form a fundamental set of solutions.


This theorem does not answer how to find an d ,
but justifies that a fundamental set of solutions always exist.
Proof:

Separate into real and imaginary parts:

=0
=0=0+i0
=0
The complex conjugate of a solution is also a solution. This is a
consequence of Theorem 3.2.2 since is a
linear combination of two solutions.
Proof:

Multiply the first equation by , multiply the second


equation by and add them:

This is a first order linear and separable equation.

For W to be zero,
c must be zero.
Example
ESSENCE OF THE STORY

 First find two functions and that satisfies the eqn.


 Make sure that there is a point in the interval
where the Wronskian W of and is nonzero.

 Then and form a fundamental set of solutions.


 The general solution is given by:
3.3 Complex Roots of the Characteristic Equation

Characteristic Equation

If roots are real and different:

If roots are complex conjugates.


Euler’s Formula
• Taylor series expansion for about the point

• Now assume that we can substitute it for t :

Euler’s formula
Example

• .
Note that holds for complex r.
Example Find the general solution of the differential equation

Also find the solution that satisfies the initial conditions

Characteristic eqn:

So, the general solution can be expressed as a linear combination of


and
 However, there is an alternative way to represent the solution.
 Go back to Theorem 3.2.7.
 If is a solution, then and are separately
solutions.
 We generally prefer real valued solutions because the diff. Eqn
has real coefficients.

 So, and form a fundamental set of solutions.


Initial conditions

Solution of the initial value problem:


The general solution for complex conjugate
characteristic equation roots

as long as is non-zero.
So, and form a
fundamental set of solutions.
Example Find the solution of the initial value problem

Characteristic eqn:

Set
3.4 Repeated Roots; Reduction of Order

Characteristic eqn

If then
Both roots will yield

But, we have to find a linearly independent second solution.


Example Solve the differential equation

Method of D’Alembert (1717–1783)


Assume then determine
second sol’n original sol’n

Therefore:
General Derivation

is nonzero and can be cancelled.


=0
=0 since

original sol’n second sol’n


Example Find the solution of the initial value problem

Characteristic eqn:
Essence of the Story

Characteristic eqn:
Reduction of Order
• It is a method to find the solution of:

• Suppose we know one solution


• Let:

=0 since is a solution

First order linear eqn.


Example Given that is a solution, solve:

Set

Let

Second sol’n First sol’n

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