An IVP would look like Second Order Linear DE’s. Thm. Existence of a Unique Solution Let a 0, a 1, a 2, and g(x) be continuous on an interval containing.

Slides:



Advertisements
Similar presentations
Ch 3.2: Solutions of Linear Homogeneous Equations; Wronskian
Advertisements

Chapter 2: Second-Order Differential Equations
5.3 Linear Independence.
Ch 7.4: Basic Theory of Systems of First Order Linear Equations
Ch 3.5: Nonhomogeneous Equations; Method of Undetermined Coefficients
Ch 3.3: Linear Independence and the Wronskian
Ch 7.1: Introduction to Systems of First Order Linear Equations
Math for CS Second Order Linear Differential Equations
Ordinary Differential Equations Final Review Shurong Sun University of Jinan Semester 1,
Sheng-Fang Huang. Introduction If r (x) = 0 (that is, r (x) = 0 for all x considered; read “r (x) is identically zero”), then (1) reduces to (2) y"
Nonhomogeneous Linear Differential Equations
Math 3120 Differential Equations with Boundary Value Problems
A matrix equation has the same solution set as the vector equation which has the same solution set as the linear system whose augmented matrix is Therefore:
Copyright © Cengage Learning. All rights reserved. 17 Second-Order Differential Equations.
Differential Equations MTH 242 Lecture # 13 Dr. Manshoor Ahmed.
Section 4.4 Undetermined Coefficients— Superposition Approach.
Boyce/DiPrima 9 th ed, Ch 3.2: Fundamental Solutions of Linear Homogeneous Equations Elementary Differential Equations and Boundary Value Problems, 9 th.
Boyce/DiPrima 9th ed, Ch 4.1: Higher Order Linear ODEs: General Theory Elementary Differential Equations and Boundary Value Problems, 9th edition, by.
Variation of Parameters
Second-Order Differential
7.2 Solving Linear Recurrence Relations Some of these recurrence relations can be solved using iteration or some other ad hoc technique. However, one important.
Section 4.1 Initial-Value and Boundary-Value Problems
Monday Class: (next class) Building # 5 PC-Lab 202 How to Solve DE using MATLAB.
Math 3120 Differential Equations with Boundary Value Problems
Ch7: Linear Systems of Differential Equations
Existence of a Unique Solution Let the coefficient functions and g(x) be continuous on an interval I and let the leading coefficient function not equal.
Differential Equations MTH 242 Lecture # 09 Dr. Manshoor Ahmed.
Section 1.1 Basic Definitions and Terminology. DIFFERENTIAL EQUATIONS Definition: A differential equation (DE) is an equation containing the derivatives.
Sec Sec Sec 4.4 CHAPTER 4 Vector Spaces Let V be a set of elements with vector addition and multiplication by scalar is a vector space if these.
Initial Value Problems A differential equation, together with values of the solution and its derivatives at a point x 0, is called an initial value problem.
UDS MTH:311 Differential Equations 1 ST TRIMESTER 2012/13 DR. Y. I. SEINI 2012.
Differential Equations MTH 242 Lecture # 08 Dr. Manshoor Ahmed.
Systems of Linear Differential Equations
3.2 Homogeneous Linear ODEs with Constant Coefficients
Linear Equations Constant Coefficients
DIFFERENTIAL EQUATIONS
A PART Ordinary Differential Equations (ODEs) Part A p1.
SECOND-ORDER DIFFERENTIAL EQUATIONS
Basic Definitions and Terminology
5-2 mean value theorem.
Advanced Engineering Mathematics 6th Edition, Concise Edition
Ch 10.1: Two-Point Boundary Value Problems
Boyce/DiPrima 10th ed, Ch 7.4: Basic Theory of Systems of First Order Linear Equations Elementary Differential Equations and Boundary Value Problems,
Chapter 4: Linear Differential Equations
Ch 4.1: Higher Order Linear ODEs: General Theory
We will be looking for a solution to the system of linear differential equations with constant coefficients.
Class Notes 7: High Order Linear Differential Equation Homogeneous
Higher-Order Linear Homogeneous & Autonomic Differential Equations with Constant Coefficients MAT 275.
4.9 – Antiderivatives.
MAE 82 – Engineering Mathematics
Class Notes 8: High Order Linear Differential Equation Non Homogeneous
Class Notes 5: Second Order Differential Equation – Non Homogeneous
Ch 5.2: Series Solutions Near an Ordinary Point, Part I
2.5 Euler—Cauchy Equations
General Solution – Homogeneous and Non-Homogeneous Equations
Boyce/DiPrima 9th ed, Ch 3.6: Variation of Parameters Elementary Differential Equations and Boundary Value Problems, 9th edition, by William E. Boyce.
Ch 3.7: Variation of Parameters
MAE 82 – Engineering Mathematics
Ch 3.2: Fundamental Solutions of Linear Homogeneous Equations
Linear Equations in Linear Algebra
Ch 4.1: Higher Order Linear ODEs: General Theory
2.10 Solution by Variation of Parameters Section 2.10 p1.
Introduction to Ordinary Differential Equations
Warm-up Problems Consider the functions y1 = sin 2x and y2 = cos 2x, and the DE y + 4y = 0. Show that y1 and y2 form a fundamental set of solutions.
Chapter 4 Higher Order Differential Equations
Warm–up Problems Find the interval of convergence and radius of convergence for If , write y – 4y as a single power series.
Differential Equations: Separation of Variables
Linear Equations in Linear Algebra
Ch 7.4: Basic Theory of Systems of First Order Linear Equations
Presentation transcript:

An IVP would look like Second Order Linear DE’s

Thm. Existence of a Unique Solution Let a 0, a 1, a 2, and g(x) be continuous on an interval containing x 0, and let a 2 (x) ≠ 0 for all x on an interval. Then a unique solution to the IVP exists on the interval.

A Boundary Valued Problem looks like  Could be values of y at one or both points  Boundary valued problems do not have to have unique solutions  The interval of definition would be [a,b]

Ex. y = c 1 x 2 + c 2 x is a solution to x 2 y  – 5xy + 8y = 24. Find a particular solution that satisfies the boundary condition: a) y(-1) = 0, y(1) = 4

Ex. y = c 1 x 2 + c 2 x is a solution to x 2 y  – 5xy + 8y = 24. Find a particular solution that satisfies the boundary condition: b) y(1) = 3, y(2) = 15

Ex. y = c 1 x 2 + c 2 x is a solution to x 2 y  – 5xy + 8y = 24. Find a particular solution that satisfies the boundary condition: c) y(0) = 3, y(1) = 0

The DE is called homogeneous if g(x) = 0.  For a nonhomogenous equation, we can find the associated homogeneous equation by replacing g(x) with 0.

Thm. Superposition Principle – Homogeneous Let y 1, y 2, …, y k be solutions to a homogeneous n th order DE, then (where c 1, c 2, …, c k are arbitrary constants) is also a solution.  Note that y = 0 is always a solution to a homogeneous DE.

Ex. y 1 = x 2 and y 2 = x 2 ln x are solutions to x 3 y  – 2xy + 4y = 0.

A set of functions f 1, f 2, …, f n is linearly dependent if there exist constants c 1, c 2, …, c n (not all zero) such that c 1 f 1 + c 2 f 2 + … + c n f n = 0  The set is linearly independent if c 1 = c 2 = … = c n = 0 is the only solution.  When there are only 2 functions, they are linearly dependent iff one is a constant multiple of the other.

Ex. Show that f 1 = cos 2 x, f 2 = sin 2 x, f 3 = tan 2 x, and f 4 = sec 2 x are linearly dependent.

Suppose f 1, f 2, …, f n possess at least n – 1 derivatives. The determinant is called the Wronskian.

Thm. Let y 1, y 2, …, y n be solutions of a homogeneous n th order DE, defined on an interval. The set of solutions is linearly independent if W(y 1,y 2,…,y n ) ≠ 0 for all x on the interval.

Any set y 1, y 2, …, y n of n linearly independent solutions of a homogeneous n th order DE is called a fundamental set of solutions. This set will always exist.  To show that solutions form a fundamental set, you must show that they satisfy the equation and that they are independent.  The general solution to the DE is

Ex. y 1 = e 3x and y 2 = e -3x are solutions to y  – 9y = 0.

Ex. y 1 = e x, y 2 = e 2x, and y 3 = e 3x are solutions to y  – 6y  + 11y – 6y = 0.

Any function y p that is free of parameters and satisfies a non–homogeneous DE is called a particular solution. Ex. y = 3 is a particular solution of y  + 9y = 27.

Homogeneous Non–Homogeneous If y 1, y 2, …, y k are solutions of (*) and y p is a solution to (**), then is a solution to (**).

Thm. Let y 1, y 2, …, y n be a fundamental set of solutions to (*), and let y p be a solution to (**), then is the general solution to (**). is called the complementary function of (**), written y c.  So the general solution can be written y c + y p.

Ex. Find the general solution to y  – 6y  + 11y – 6y = 3.

Thm. Superposition Principle – Nonhomogeneous then is a particular solution of

Ex.