diff --git a/documents/by-course/math-4b/course-notes/main.typ b/documents/by-course/math-4b/course-notes/main.typ index 96b368e..354ffb5 100644 --- a/documents/by-course/math-4b/course-notes/main.typ +++ b/documents/by-course/math-4b/course-notes/main.typ @@ -1,6 +1,6 @@ -#import "./dvd.typ": * +#import "@youwen/zen:0.1.0": * -#show: dvdtyp.with( +#show: zen.with( title: "Math 4B Course Notes", author: "Youwen Wu", date: "Winter 2025", @@ -164,3 +164,178 @@ $ We can easily obtain a solution form for any first order linear ODE simply by identifying $p(t)$ and $g(t)$. ] + += Lecture #datetime(day: 22, year: 2025, month: 1).display() - existence and uniqueness of solutions + +Midterm 1 is #datetime(month: 1, day: 28, year: 2025).display() in class, covering Chapter 2. Five problems: + +- Solving separable equations (10pts) +- Solving Linear ODE (10pts) +- Modeling (Newton's law of cooling) (10pts) +- Eulers's method (5 pts) +- True or false problem (if ODE linear, existence, etc) (5 pts) + +== Existence and uniqueness of solutions to the initial value problem + +Before we looked at particular ODEs. Now we turn our attention to general ODEs. +In general ODEs do not have solutions, so let us discuss methods to identify +when solutions exist. + +Given a first order initial value problem ODE + +$ y' = F(t,y), underbrace(y(t_0) = y_0, "initial value") $ + +When does a solution exist? Is it unique? + +Warm up: + +$ y' = -x / y $ + +It's separable and we can solve it. + +$ + 1 / 2 y^2 &= -1 / 2 x^2 + C \ + y^2 &= 2C - x^2 \ + y &= plus.minus sqrt(2C - x^2) +$ + +Say $y(1) = 1$. Then $C = 1$. + +Since $y(1) = 1$, we choose the positive version of solution. + +$ y = sqrt(2 - x^2) $ + +The slope field shows that the solutions are semicircles above and below the +$x$-axis. + +Consider this initial value + +$ + y(3) &= 0 \ + 2C &= 9 \ + y &= plus.minus sqrt(9 - x^2) +$ + +Now should we choose $+$ or $-$? It seems that either can work, but it turns +out that it is not a solution! + +Recall the equation + +$ y' = -x / y $ + +With our initial condition, this equation was not defined! So there is no +solution for this initial condition. + +Now consider + +$ y' = sqrt(y) $ + +Again it is separable + +$ + integral dif x &= integral sqrt(y) dif y \ + 2y^(1 / 2) &= x + C \ +$ + +With initial condition $y(0) = 0$, + +$ + y = (x / 2)^2 +$ + +However we lost a solution, since we divided by $sqrt(y)$, which could've been +0! + +When $F(t,y)$ (RHS) is not nice (differentiable) at the initial value $(t_0, +y_0)$, existence and uniqueness (E/U) could fail. We do have E/U when $F(t,y)$ +is nice. + +== Existence of solutions to IVT - linear case + +The first order linear ODE is + +$ + y'(t) = p(t) y(t) = g(t) \ +$ + +Use integrating factor + +$ mu(t) = e^(integral p(t) dif t) $ + +We know a general solution using the method of integrating factors. + +$ y(t) = 1 / mu(t) [C + integral mu(t) g(t) dif t] $ + +We are assuming that $p(t)$ and $g(t)$ are given continuous functions defined +on some interval $I$. The solution $y(t)$ is defined on the same interval +$I$. + +#remark[ + The solution of the initial value problem for a linear equation exists, is + unique, and is defined as long as the coefficients in the equation are defined. +] + +#remark[ + Existence and uniqueness are important. It guarantees there is one and only one + solution curve passing through an initial point $(t_0, y_0)$. +] + +#example[ + Consider + $ y'(t) - 1 / t y(t) = 1 / (t^2), y(1) = 0 $ + + + $(-infinity, 0)$ + + $(0, infinity)$ + + $(-infinity, infinity)$ + + $(0, 2)$ + + $0$ is a bad value. So we choose either $(0, infinity)$ or $(-infinity, 0)$. + But the initial value exists on $(0, infinity)$, so we choose (1). +] + +Now let's consider a general first order ODE + +$ y' = F(t,y), y(t_0) = y_0 $ + +Now "nice" is not so clear cut. +Assume $F(t,y)$ is a "nice" function ($F$, $(diff F)/(diff y)$ are continuous) +defined on some rectangle in $(t,y)$-plane. + +#theorem("Existence and uniqueness theorem for ODE")[ + If the initial point $(t_0, y_0)$ belongs to the rectangle where $F(t,y)$ is + defined, then this initial value problem has a *unique solution* $y(t)$ defined + on some time interval $I$. +] + +#example[ + Find the solution of the initial value problem + $ + y' = y^2, y(0) = 1 \ + y(t) = 1 / (1-t) + $ + + The function on the right side is + $ F(t,y) = y^2 $ + It's defined for all $t$ and $y$. Nevertheless the largest interval on which + the solution is defined is $-infinity < t < 1$. +] + +Consider IVP + +$ + y' = sqrt(9 - y^2), y(1) = 0 +$ + +Any E/U problems? + +== Numerical approximations with Euler's method + +We can determine if solutions exist using @eutheorem but in general we cannot +find an explicit solution. Instead we approximate the solution. + +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.