diff --git a/documents/by-course/math-4b/course-notes/main.typ b/documents/by-course/math-4b/course-notes/main.typ index 320d1fc..eabf3a0 100644 --- a/documents/by-course/math-4b/course-notes/main.typ +++ b/documents/by-course/math-4b/course-notes/main.typ @@ -338,7 +338,7 @@ Consider the IVP $ y' = 1 / 2 cos(y) + t, y(0) = -1 $ The righthand side is nice, by @eutheorem, it has a unique solution. We can't -find an explicit solution. +find an explicit solution. So use Euler's method. = Lecture #datetime(day: 23, month: 1, year: 2025).display() @@ -387,4 +387,146 @@ has a unique solution $y(t)$ defined on $I$. Same as first order case. Always wr == 2nd order linear homogenous ODEs +How to find solutions to 2nd order linear ODE? Recall +$ + y'' = p(t)y' + q(t)y = 0 +$ + +Consider 2nd order linear homogenous ODEs with constant coefficients $a,b,c, a!= 0$. + +$ + a y'' + b y' + c y = 0 +$ + +Judging from this equation it seems $y$ should be an exponential since we want +a function whose derivatives can cancel each other out (with constants +applied). + +Trying $y=e^(r t)$, + +$ + y' = r e^(r t) \ + y'' = r^2 e^(r t) \ + a r^2 e^(r t) + b r e^(r t) + c e^(r t) = 0 +$ + +$e^(r t)$ is never 0 (in $RR$) so we can divide without losing or gaining solutions. + +$ + e^(r t) (a r^2 + b r + c) = 0 +$ + +Then we simply just need to solve a quadratic for $r$. + +$ + a r^2 + b r + c = 0 +$ + +We may have two distinct real solutions, one repeated solution, or complex +solutions (no solutions in $RR$). For now let us consider the distinct real +solutions. + +#fact[ + We conclude $y(t) = e^(r t)$ is a solution of + $ + a y'' + b y' + c y = 0 + $ + provided $r$ satisfies + $ + a r^2 + b r + c = 0 + $ + This is the _characteristic equation_. +] + +#example[ + $ + y'' + 5y' + 6y = 0 + $ + It is homogenous, so we find the characteristic equation. + + $ + r^2 + 5 r + 6 = 0 \ + r = -2, -3 \ + y_1 = e^(-2t), y_2 = e^(-3t) + $ +] + +#example[ + $ y'' - 2y' + y = 0 $ + The characteristic equation is + $ + r^2 - 2r + 1 = 0 \ + r = 1 \ + y_1 = e^t + $ +] + +== Superposition principle for 2nd order linear homogenous ODE + +We can find a few particular solutions to our ODE, but how can we find all of the solutions? + +#fact[ + Suppose $y_1(t), y_2(t)$ are a pair of solutions of + $ + y'' + p(t) y' + q(t) y = 0 + $ + Then the linear combination + $ + c_1 y_1(t) + c_2 y_2(t) + $ + is also a solution. +] + +#proof[ + $ + (c_1 y_1(t) + c_2 y_2(t))'' + p(t) (c_1 y_1(t) + c_2 y_2(t))' + q(t)(c_1 y_1(t) + c_2 y_2(t)) \ + = c_1 y_1'' + c_2 y_2'' + p(t)(c_1 y_1' + c_2 y_2') + g(t)(c_1 y_1 + c_2 y_2) \ + = c_1 (y''_1 + p(t)y'_1 + q(t) y_1) + c_2 (y''_2 + p(t) y'_2 + q(t) y_2) \ + = c_1 (0) + c_2(0) = 0 + $ +] + +#example[Revisiting @particular-solutions][ + $ + y'' + 5y' + 6y = 0 + $ + It is homogenous, so we find the characteristic equation. + + $ + r^2 + 5 r + 6 = 0 \ + r = -2, -3 \ + y_1 = e^(-2t), y_2 = e^(-3t) + $ + + So by @superposition-principle, + $ + y(t) = c_1 e^(-2t) + c_2 e^(-3t) + $ + is a general solution. +] + +#example[ + Find the general solution of + $ + y'' + 2y' - 3y = 0 \ + y(1) = 1, y'(1) = -1 + $ + and then find the solution satisfying the initial conditions + $ + y(1) = 1, y'(1) = -1 + $ + General solution is + $ + y(t) &= c_1 e^(-3t) + c_2 e^t \ + y'(t) &= -3 c_1 e^(-3t) + c_2 e^t + $ + Now we need the particular solution. + $ + 1 &= c_1 e^(-3) + c_2 e \ + -1 &= -3 c_1 e^(-3) + c_2 e \ + $ + + Now we have a system and we can solve it using standard linear algebra + techniques. +]