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Dear Students,
numerical analysis.
differential equations.
equations.
spline interpolation.
Differentiation, Extrapolation
method.
homogeneous equation,
equation.
(continued)
existence of solutions,
of. solutions
given curve.
Text Books
2.8 to 2.9,
India, 1987.
1986.
From Textbook 2
Chapter 3: Sections 1 to 8,
Chapter 4: Sections 1 to 8,
Chapter 5: Sections 1 to 8.
From Textbook 3
TOPIC
ORDINARY DIFFERENTIAL
PROBLEMS
5.1 Introduction
6 VARIABLE COEFFICIENTS
6.1 Introduction
7.1 Introduction
8.1 Introduction
10.1 Introduction
ORDINARY DIFFERENTIAL
EQUATIONS INITIAL VALUE
PROBLEMS
5.1 INTRODUCTION
equation is give by
(m)
(t, y, y,y..y ) = 0
m
p=0
p (t)y( )(t) = r(t)
p
(m-l)
y(m) = F(t, y, y,..., y )
then the equation is called a
variable.
w(t, y, c 1 ,c 2 , ....c m ) = 0
or an explicit function of t of the form
y = w(t, c 1 , c 2 .....c m )
(v)
y (t0) = v v = 0,1,2,m 1
value problem.
Equations
u1 = y
u 1 = u 2
u 2 = u 3
u m-1 = u m
u m = F(t, u 1 ,u 2 ,...u m )
u 1 (t 0 ) = 0 , u 2 (t 0 ) = 1 , .....,u m (t 0 )
= m-1
u = f(t, u)
u(t 0 ) =
where
T
u = [u 1 , u 2 ... u m ] , f = [u 2 u 3 .... u m
T T
F] , = [ 0 1 ... m-1 ] . Thus, the
Example 1.
Proof
3
ty - y + 4t y = 0
y(l) =l,y(l) = 2.
v2 = 1 t ( v 2 4 t 3 v 1 ), v 2 ( 1
)=2
T
where v = [v 1 , v 2 ] ,
T T
f = [f 1 , f 2 ] , d = [d 1 , d 2 ] f1 = v2, f2
3
= (v 2 4t V 1 ), /t, d 1 = 1, d 2 = 2
Example.2
first-order equations:
1 , y 2 ) y 2 = f 2 ( t,y 1 , y 2 , y'
1 , y' 2 , y 2 ) y 1 ( t 0 )= 0 , y'
1 ( t 0 )= 1 , y 1 ( t 0 )= 2 y 2
( t 0 )= b 0 , y' 2 ( t 0 )= b 1 , y 2
( t 0 )= b 3
u 1 = u 3 (t), u 1 (t 0 ) = 0
u 2 = u 4 (t), u 2 (t 0 ) = b 0
u 3 = u 5 (t), u 3 (t 0 ) = 1
u 4 = u 6 (t), u 4 (t 0 ) = b 1
u 5 = f 1 (t. u 1 . u 2 . u 3 , u 4 . u 5 , u 6 ),
u 5 (t 0 ) = 2
u 6 = f 2 (t, u 1 , u 2 u 3 , u 4 , u 5 , u 6 ),
u 6 (t 0 ) = b 2 .
theorem:
Theorem.
following conditions:
in the strip
t [f 0 , b], u (-,).
v 1 and v 2 .
desire.
Test Equations
equation
u = f(t, u)
( ) ( )( ) ( ) ( )
f
u = t,u + t- t tt,u + u-u
f
u
t ,u
or u =u+c
f
( )
where =( u ) t ,u
( ) ( ) ( ) ( )
f
and c = f t ,u -u u t ,u + t- t
f
t
t ,u
u = w = [w (c / .)] + c = w,
or w = w.
shown in Fig.5.1(a)
t
Fig.5.1 (a) Representation of w = e
Similarly, the test equation for the
y = f(t, y, y )
y(t 0 ) = 0 , y (t 0 ) = 1
(
)
t ,y,y ' and truncating after the first
f
+(y y ) y
(t,y,y' )
= -by' - cy + k
f f
where b = - y'
(t,y,y' ), c = - y
(t,y,y' ), and
f f
k = f (t,y,y' ) + (t-t ) t
(t,y,y' ) y y
(t,y,y' )
Setting y = w + (k/c ),
or = - bw' - cw
equations
u = Au
where
[ ]
T 0 1
u = [u1, u2] , A =
c b
u1 = w , u2 = W
2
+ b + c = 0
equations are
1, 2 = [ b b2 4c] / 2
We now consider the following cases:
equation becomes
w + bw = 0, b > 0.
ii. b < 0, c 0,
equation becomes
w + bw = 0, b < 0.
complex pair.
unbounded as t . If b > 0,
w + cw = 0, c > 0
numbers.
number.
i. real,
iii. complex.
Constant Coefficients
u = Au + b(t)
Then,
u = U z = AUz + b(t).
-1
Premultiplying by U , we get
-1 -1 -1
U Uz = U A U z + U b(t)
or z = Dz + h(t)
-1 -1
where h(t) = U b(t) and D = U AU
solution of is given by
it
z i ( t) = e (e it
)
hi(t)dt+ci , i = 1,2,...,m
Theorem.
equations
du
dt = Au
[ ]
T 3 4
Where u =[u1, u2] and A =
2 3
| |
3 4 2
|A - | = = 1=0
2 3
[ ][ ] [ ]
4 4 u1 0
For = 1, we have the system =
2 2 u2 0
[ ][ ] [ ]
2 4 u1 0
For = -1, we have the system =
2 4 u2 0
The eigenvector v( ) = [2 1] .
2 T
[ ] [ ] [ ]
u1 t 1 2
= c1e v( ) + c2e v( ) = c1e
t 1 t 2 t
+ c2e
u2 1 1
solution as
1 -t 1
u 1 (t) = c 1 e + 2c 2 e , u 2 (t) = c 1 e
-1
+ c2e
Example 4.
problem
[ ] [ ]
2 1 u1
Where A= and u =
1 20 u2
| |
2 1 2
| AI | = = + 22 + 39 = 0
1 20
[ ][ ] [ ]
9 + 82 1 u1 0
=
1 9 82 u2 0
The eigenvector is v( ) = [1,
t T
82 9]
2
For = = 11 82, we have the system
[ ][ ] [ ]
9 + 82 1 u1 0
=
1 9 82 u2 0
given by
u = c1e(
82, 11)t
v( ) + c2e (
+ 11)t
v( )
1 82, 2
[ ] [ ]
1 9 82
= c1e(
82, 11)t
+c2e (
82, + 11)t
82 9 1
0.99694, c 2 = -0.05522.
[ ] [
82 + 11)t 9 82
]
1
u = 0.99694 e(
11)t
0.05522 e (
82,
82 9 1
stable.
Example 5.
system of equations
du1
dt = 5u1 + 2u2 + t
du2 t
dt = 2u1 + 2u2 + e
[ ] [ ] [ ]
du 5 2 u1 t
dt = A u + b, where A = , u= and b = t
2 2 u2 e
t
Consider the homogeneous system u
A is
[ ][ ] [ ]
1 2 u1 0
For = - 6,we have the system =
2 4 u2 0
(1) T
The eigenvector is v = [2, -1] .
[ ][ ] [ ]
4 2 u1 0
=
2 1 u2 0
(2) T
The eigenvector is v =[1,2] .
[ ] [ ]
2 1 1 1 2 1
U= and U = 5
1 2 1 2
Set u = U z. We obtain
z = D z + h(t),
where
[ ][ ] [ ] [ ]
t
1 1 2 1 t 1 2t e 6 0
h ( t) = U b= 5 t
= 5 and D =
1 2 e t+2
et 0 1
z1 = c1e
6t
+
1
450 (30 t 5 18e t ), z2 = c2e t + 15 ( t 1 + 2te t )
[ ][ ][ ] [ ]
u1 2 1 z1 2z1 + z2
= =
u2 1 2 z2 z1 + 2z2
Therefore, u1(t)=2c1e
6t
+ c2e
t
+
1
450 (150 t - 100 - 36e-t + 180te t )
u2(t)=2c2e
6t
+ c2e
t
+
1
450 (150 t - 175 - 18e-t + 360te t )
dependent variable.
written as
g n , 0 0.
u n ) + 5u n = 0
or u n+2 + u n+1 + 3u n = 0
otherwise, it is said to be
solution of is written as
un = un( ) + un( )
H p
For solving, we assume a solution of
n
the form u n = A , where A 0 is a
n = 0
A ( 0 k + 1 k-1 + ...... + k )
or 0 k + 1 k-1 + .... + k = 0
following cases:
constants
then, we have
have
[ p-1
]
(n ) = c1 nc2 + ... + n cp 1 + cp+1 p+1 + ... + ck k
H n n n
Complex Roots
2 2
r= + and = tan-1 (/) be the
have
n
un( ) = [c1 cos (n) + c2sin(n)]|1| + c3 3 + ... + ckk
H n n
g n = g is a constant, we assume
the solutions as un( ) = q, a constant.
p
Substituting we get
(0 + 1 + ... + k)q = g
u(n ) = q =
p g
or 0 + 1 + ... + k
determine q and r.
distinct, then
n n n
un = c1 1 + c2 2 + ... + ck k.
Suppose now, we require that u n
= 1, then u n as n and
if | 1 | = | 2 | < 1, then u n 0 as n
, If 1 and 2 form a complex pair
as n if | 1 | < 1.
un is unbounded.
taken to z = - .
k k-1
P( z ) = 0 z + 1 z + ... + k
| |
1 3 5 2k-1
0 2 4 2k-2
0 1 3 2k-3
and D =
0 0 2 2k-4
0 0 0 k
where j 0 for j = 1,2, ....k and j
Proof.
We have
k = 1, 0 > 0, 1 > 0
satisfy | i | < 1.
= (1 + z) (1 z) and simplifying, we
get
2 2 2
c 0 (1+z) + c 1 (l z ) + c 2 (1 z) =0
2
or (c 0 c 1 +c 2 )z + 2(c 0 c 2 )z + (c 0
+ C 1 +c 2 ) = 0
where 0 = c0 c 1 + c 2 , 1 = 2 (c 0
c 2 ), and 2 = c 0 + c 1 + c 2 .
coefficients as
k
0 = c 0 c 1 + c 2 -...+ (-l) c k and
k = c 0 + c 1 + c 2 + .... +c k .
Example 6.
difference equations
2
i. u n - 3u n + 2u n = 0,
2
ii. u n + u n + u n + (1/4) u n = 0,
2
iii. u n - 2u n + 2u n = 0,
2 2
iv. u n+1 (1/3) u n = 0.
Is the solution bounded?
Proof.
equations,
u n ) + 2u n = 0
Or u n+2 5u n+1 + 6u n = 0.
n
Substituting u n = A , where A
characteristic equation as
2
- 5 + 6 = 0
solution is unbounded.
u n ) + (1/4) u n = 0
Substituting u n = A n , where A
characteristic equation as
2
- + (l/4) = 0
becomes
n
u n = (c 1 + nc 2 ) (1/2) .
since, u n 0 as n , the
solution is bounded.
u n ) + 2u n = 0
or u n+2 4u n+1 + 5u n = 0.
n
Substituting u n = A , A 0,
characteristic equation as .
2
-4 + 5 = 0
becomes
n
un = (c1 cos n + c2sinn)(5)
since, u n as n . the
solution is unbounded.
iv.
or 3un+3 7un+2 + 5un+1 un = 0
a constant, we obtain he
characteristic equation as
3 2
3 - 7 + 5 - I = 0
becomes
n
u n = c 1 + nc 2 + (l/3) c3.
Since, u n as n , the
solution is unbounded.
Example 7.
2 2
y j + 3y j 4y j = j
and get
2
Or y j+2 + y j+1 6y j = j .
(H) (p)
yj = y + y
(H)
where y is the complementary
(p)
solution and y is the particular
solution.
(H)
To determine the solution y , we
2
+ - 6 = 0.
(H)
The complementary function y , is
therefore
(H) i j
y = c 1 (-3) + c 2 (2) .
the form
(p) 2
y = j + bj + c
and substitute into the difference
equation. We obtain
2 2
((j+2) + b(j + 2) + c) + (j + l)
2
+ b(j +1) + c 6(j + bj + c) =
2
j .
following equations
-4 = 1,
6 - 4b = 0.
5 + 3b 4c = 0.
and c = - 19/32.
[ ]
1 j j 2
yj = 160 63( 3) + 32(2) 40j 60j 95
Example 8.
difference equations
i. (1 - 5) y n+2 (1 + 8) y n+1 +
yn = 0
5y n+1 - y n = 0
are less than one is magnitude
obtained as
2
(1 -5) (l + 8) + = 0.
transformed characteristic
equation as
2 2
(1 - 5)(l +z) (l +8)(l z )
2
+ (1 z) = 0
2
Or (2 + 4)z + (2 - 12)z - 12
= 0.
satisfied if
2 + 4 > 0,2 - 12 > 0, - 12 >
0.
unit circle || = 1.
obtained as
3 2
(1 - 9) (1+19) + 5 -
= 0.
transformed characteristic
equation as
3
(1 - 9)(1 +z) (1 + 19) (1 +
2 2
z) (1-z) + 5 (1 + z) (1 z) -
3
(1 z) = 0
3 2
Or (2 + 16)z + (4 - 16) z +
(2 - 48)z 0 - 24 = 0
3 2
Or 0 z + 1z + 2z + 3 = 0
Where 0 = 2 + 16, 1 = 4 -
satisfied if
0 = 2 (1 + 8) > 0, 1 = 4(1 -
24) + 6 (1 + 8)]
2
= 8[1 - 22 + 144 ] > 0.
CYP QUESTIONS.
problem.
2
y = 3y + 6ty + 10t y +
sin t
problem.
y = et + y + u + u + y, y(l)
= 3, y (l) = 1
diagonalisation procedure,
of equations
u 1 = - 3u 1 + u 2 + 3 cos t
u 2 = u 1 3u 2 2 cos t 3 sin
t.
5. Find yj from the difference
equation
2 1 2
yj+1 + 2 yj = 0, j = 0,1,2,...
stable?
difference equation.
-j
u j+1 = 2u j = j2 .
difference equation
y j+1 - 2y j + y j-1 = 0
unbounded solutions.
t 2 .....< t N = b
h j = h = constant, j = 1,2,..., N.
t j = t 0 + j h , j = 0, 1,2, ....N.
h<t<t + h. we write as
h h2 hp
u ( th ) = u (t ) 1 ! u (t ) + u (t ) ... + (1 ) p u (p ) + (t ) + ...
2! p!
u (t+h ) u (t ) h 2
h 2
u> (t ) du
h dt
Similarly, we obtain
u(t) du
h = dt + o(h)
( 2)
u(t) du
and h = dt +o h
A difference approximation to u(t) at
| |
(i)(uj+1 uj) / h
u(tj) = (ii)(uj uj 1) / h
(iii)(uj+1 uj-1) / h
uj+1 uj
i. h = f(tj, uj)
uj uj-1
ii. h = f(tj, uj)
uj+1 uj-1
iii. 2h = f(tj,uj)
roundoff errors.
Stability
A method is stable if the cumulative
equation as u = u, u(t 0 ) = 0 .
problem is
= 0 e (
t t0)
u(t)
dividing, we get
u(tj+) (
tj+1 t0 )
= e ( j+1 j)
0e t t
=
u(tj) 0e (
tj t0 )
Or u(tj+1) = e u(tj)
h
h
e 1 + h(first order)
2 2
h
1+ h 2 (second order)
2 2 3 3
h h
1 + h + 2 + 6 (third order)
2 2 3 3 4 4
h h h
1 + h + 2 + 6 + 24 (fourth order)
1 + (h / 2)
1 (h / 2)
(second order)
u j+1 = E (h) u j .
equation
h
The exact solution is u(t j+1 ) = e
u(t j )
u(t j )]
h
= -e u(t j ) + E(h) { j + u(t j )]
h
= [E(h) - e ] u(t j ) + E(h) j .
The first term on the right hand side
we get
[
j+2 = E(h) e
h
]u(tj+1) + E(h)j+1
[
= E(h) e ]eh u(tj) + E(h){[E(h) eh]u(tj) + E(h)j}
h
[
= E(h) e
h
][eh + E(h)]u(tj) + E2(h)j
[ 2
= E (h)
2h
]u(tj) + E2(h)j
Again, the first term is the truncation
|E(h)| < 1.
relatively stable.
If < 0, then the methods are
following examples.
have
|E(h)| = |1 + h| < 1.
have
|
|E(h)| = 1 + h+ 2 h
1 2 2
|<1
1 2 2
Or -1 < 1 +h+ 2 h < 1
[(h+1) ]
1 2
Simplifying, we get 1 < 2 +1 <1
[ ]
2
Or - 2 < (h+1) + 1 < 2
also (-2,0).
have
|E(h)| = |1 + h+ 2 |<1
1 2 2 1 3 3
h + 6 h
have
|E(h)| = |1 + h+ 2 |<1
1 2 2 1 3 3 1 4 4
h + 6 h + 24 h
We find that h (-2.78, 0).
methods.
Euler Method
u j+1 = u j + hf j , j = 0, 1, 2, ...........,N
numerical solution of
u1 = u0 + hf0
u2 = u1 + hf1
_
uN = uN-1 + hfN-1
given by
Tj+1 = u(tj+1) uj+1
[ ]
2
= u(tj+1) u(tj) + hf(tj,uj) =
h
2 u ()
2
The local truncation error is of o(h )
as h 0.
Example 1.
2
uj + 1 = uj 2htj uj ; j = 0,1,2,3,4
gives u 0 = 1.
For j = 0: t 0 = 0, u 0 = 1
2
u(0, 1) u1 = u0 2ht0u0 = 1.0.
For j = 1: t 1 = 0.2, u 1 = 1
2
u(0.4) u2 = u1 2ht1 u1
2
= 1 2(0.2) (0.2) (l) = 0.92.
2
= 0.92 2(0.2) (0.4) (0.92) =
0.78458.
Similarly, we get
for j = 0: t 0 = 0, u 0 = 1
2
u(0, 1) u1 = u0 2ht0u0 = 1.0.
for j = 1: t 1 = 0.1, u j = 1
2
u(0.2) u2 = u1 2ht1u1
2
= 1 2(0.1) (0.1) (l) = 0.98. for
j = 2: t 2 = 0.2, u 2 = 0.98
2
u(0.3) u3 = u2 2ht2u2
2
= 0.98 2(0.1) (0.2) (0.98) = 0.94158.
Similarly, we get
u(0.4) u 4 = 0.88839, u(0.5) u 5 =
0.82525,
u(0.6) u 6 = 0.75715, u(0.7) u 7 =
0.68835,
u(0.8) u 8 = 0.62202, u(0.9) u 9 =
0.56011,
u(1.0) u 10 = 0.50364.
For h - 0.05, we get
method is given by
2
h
TE = 2 u ()
|u ()| | u ( t) |
2 2
h h
|TE| = 2 2 max
0 t 1
2
as the absolute maximum of (1 3t
) in [0, 1] is 2.
k (k-1) h (k-1)
2 uj ( ) uj (h)
u(k)(h) =
2
k
2 1
value of u( 1.0)
0.20 0.50706
0.10 0.50364 0.50022
Example 2.
| |
u(tj) u(tj,h)
hM
2 [exp{(t )} 1]
j
equation
u = u, we get u j+i = u j + hu j = (1
+ h)u j
T j+i
setting j = u(t j ) u j ,
we obtain
| |
2 2
|Tj+1| =
h h
2 u () 2 M
max
Where M=
[ , b]
| u
( t) | Denote
E j+i = max ) | j+1 |. Then, we have
error. Now.
i
(1 + h) < exp [ j h] < exp [(t j -
)], > 0.
[ { }] = hM
2 [exp{(tj )} 1]
2
Ej < 2(h) exp (tj ) 1
h M
|u(tj) u(tj,h)| hM
2L [exp{(t )} 1]
j
Where | f/ y| L.
Example 3.
Proof.
Yj+1 = yj + hzj
[ ][ ][ ]
yj+1 1 h yj
=
zj+1 bh 1 h zj
Or uj+1 = Auj
Where
[ ]
T 1 h
uj = [yjzj] and A =
bh 1 h
matrix A is given by
2
(2 - h) ^ + 1 - h + bh = 0.
2 2
4 - 2h + bh > 0. - bh > 0, bh >0.
characteristic equation as
2 2
(2 bh ) + 1=0.
2 2
Since b > 0, (2-bh ) 4 < 0, the
by h /b.
Backward Euler Method
u1 = u0 + hf1
u2 = u1 + hf2
uN = uN-1 + hfN
implicit method.
Since f(t, u) is nonlinear (1) produces
s+1
[(
u(j+1 ) = uj + h f tj+1, uj+1
(s)
) (
+ u(j+1 ) uj+1
s+1 (s)
) f
u ]
or after rearrangement as
(1 h uf )(u(j+1
s+1) (s)
uj+1 ) = uj uj+1
(s)
+ hf(tj+1, uj+1
(s)
)
( ) s
Where uj+1 is the sth iterate of u j+1
| u(j+1 ) uj+1
s+1 ( s)
|
TOL
u(j+1
)
0
= ujThe local truncation error at
is given by
[ (
= u(tj+1) u(tj) + hf tj+1, u(tj+1) )]
2
h
= 2 u"(), tj < < tj+1
opposite signs.
Example 4.
Proof.
Newton-Raphson method.
Denote
2
F(u j+1 ) = u j+1 u j + 0.4t j+1 u j+1
We have,
( ) 0
Taking we obtain from uj+1 = ujfor
( ) 0
( )
F u1( ) = 0.08, F' u1( ) = 1.16, u1( ) = 0.93103448,
1 1
Therefore,u(0.2) u1 = 0.93070331
( ) 0
( )
F u(2 ) = 0.13859338, F' u(2 ) = 1.29782506, u(2 ) = 0.82391436,
0 1
MidPoint Method
......u n .
The local truncation error is given by
[ (
=u(tj+1) uj+1 + 2hf tj, u(tj) )]
3
h
=3 u'"(), tj-1 < < tj+1
given by
|Tj+1|
h
3 M3
Example 5.
1.
have
2
h
u1 u(h) = u(0) + hu'(0) + 2 , u"(0)
We have, for
j=1:u0=1,u1=0.96,t1=0.2,
2
u(0.4) u2 = u0 0.8t1 u1
2
=1-(0.8)(0.2)(0.96) = 0.852544
j = 2: u1 = 0.96, u2 = 0.852544, t2 = 0.4,
2
u(0.6) u3 = u1 0.8t2u2
2
=0.96-(0.8)(0.4)(0.852544) = 0.7274139
j = 3: u2 = 0.852544, u3 = 0.727139, t3 = 0.6,
2
u(0.6) u3 = u1 0.8t2u2
4
=0.96-(0.8)(0.4)(0.852544) = 0.7274139
j = 3: u2 = 0.852544, u3 = 0.7274139, t3 = 0.6,
2
u(0.8) u4 = u2 0.8t3u3
2
=0.852544-4(0.2)(0.6)(0.7274139) = 0.5985611
j = 4: u3 = 0.7274139, u4 = 0.5985611, t4 = 0.8,
2
u(1.0) u5 = u3 0.8t4u4
2
=0.7274139-(0.8)(0.8)(0.5985611) = 0.4981176
Therfore,
Example 6.
-1
i. y(t) = + be
We have
y(tj+1) = + be
tj+1
y(tj) = + be
tj
y(tj) = be
tj
| |
y(tj+1)
tj+1
-1 e
y(tj)
tj
or 1 e =0
y'(tj)
tj
1 e
numerical method
(
yj+1 = yj + 1 e
-h
)y'j
ii. we have three arbitrary
We have
y(tj+1)=+b cos (tj+1)+c sin (tj+1)
( ) ( )
y(tj+1) y(tj) = b cos (tj+1) cos(tj) + c sin(tj+1) sin(tj) Eliminating b and c we obtain
| |
y(tj+1) y(tj)
(
cos (tj+1) cos(tj) ) (
sin(tj+1) sin(tj) )
y'(tj+1) sin (tj+1) cos(tj+1) =0
y'(tj) sin(tj)
cos(tj)
Simplifying, we have
[ {
+y'(tj) cos (tj+1) cos (tj+1) cos tj + sint } ( ){
j+1
sin(tj+1) sin tj } ] =0
They are
can be written as
u j+1 = u j + h (t j , u j , h).
method.
Discretization Error
the equation
u(t j ), h) + T j+1
Order of a method
| 1
h Tj+1 | = O(hp)
We now derive single step methods
functions.
u(
p+1)
(tj+h)
1 p+1
+ (p+1) ! h
( )
= u(tj) + h tj, u(tj), h + (p+1) ! h
1 p+1
u(
p+1)
(tj+h)
( )
2 p
Where h tj,u(tj), h = hu'(tj) + (tj) + .... + p! u( )(tj)
h h p
2 ! u"
the method
u j+1 = u j + h (t j , u j , h), j = 0,
1 p+1 p+1
Tj+1 = (p+1) ! h u ( j
)
t + h
u j+1 = u j + hu j = u j + hf (t j , u j )
calculated as follows:
u'=f(t,u)
u"=f1 + ffu
.............................................
Where f1, f u ,........represent the
(t j ), u (t j ),.....can be computed by
substituting t = t j .
p+1
(p+1)
(tj + h)
h
(p+1) !
u
(p)
at the term u (t j ) then
p+1 (p +1)
h |u (t j + h)| < (p + 1)!
p+1 (p)
or h |f (t j + h)| < (p+ 1)! .
(p)
We assume that an estimate of |f
(t j + h) is known.
an upper bound on h.
(p)
Since t j + h is not known, |f (t j
We have
u(0) = 0, u'(0) = 0
u"=2t+2uu',u"(0) = 0
( )
2
u"'=2+2 uu"+(u') , u'"(0) = 2
(4)
= 2(uu"'+3u'u"), u( )(0) = 0
4
u
[ ]
u( ) = 2 uu( )+4u'u"+3(u") , u( )(0) = 0
5 4 2 5
11
[
10 9 8 7 4 6
]
u( ) = 2 uu( ) + 10u'u( ) + 45u"u( ) + 120u"'u( ) + 210u( )u( ) + 126u( )) , u( )(0) = 38400
5 2 11
given by
1 1 2
u(1) = 3 + 63 + 2079 0.350168
| 2
2079 t |
11
< 0.5 10
7
Example 2.
value problem
W+ WW= 0, W(0) = 0,
W(0) = 0, W"(0)=1.
[0, 0.2].
Proof.
We find
W"'=-WW".W"'(0) = 0
W( )=-(WW"+W'W"),WH( )(0) = 0
4 4
[
W( )=- WW( )+2W'W"'+(W") , W( )(0) = 1 ]
5 4 2 5
W( )(t) =
9 375 2
We find 11 ! t
And max |
0 t 0.2
W( )(t) = 7.5
9
|
9
7.5(0.2)
Hence,|E8|
11
9! (1.06)10
[t j , t j+1 ], we get
tj+1
du
tj+1
dt= f(t,u)dt
tj
dt tj
the approximation
Euler method.
If we approximate u j+1 = u j + hf j ,
argument of f, we get
K2 = hf(tj+1, uj + kj)
We get the method as
uj+1 = uj + k2
Case =1/2 when =1/2 we obtain
( (
u(tj+1) = u(tj) + hf tj+ 2 , u tj +
h h
2 ))
However, t j + (h/2) is not a nodal
point.
If we approximate (
u tj +
h
2 )in the
(
u tj +
h
2 ) = uj + 2 fj
h
(
uj+1=uj+hf tj + 2 , uj + 2 fj
h h
)
if we get K1 = hfj
( h
K2 = hf tj + 2 , uj + 2 fj
h
)
Then can be written as
uj+1 = uj + K2
Alternately, if we use the approximation
(
u' tj +
h
2 )
1
2 [u'(tj) + u'(tj + h)]
and the Euler method, we obtain
uj+1=uj +
1
2 [
+ f'(tj, uj) + f(tj+1, uj + hfj) ]
If we set K1 = hfj
K2 = hf(tj+1, uj + K1)
Then, can be written as
(K1+K2)
h
uj+1 = uj + 2
u(t j )).
Runge-Kutta methods use a weighed
on [t j , t j+1 ]. Define
K| = hf(t j + c 1 h, u j + 11 K 1 + 12 K 2
+ ... + 1v K v )
K 2 = hf(t j + c 2 h, u j + 21 K 1 +
22 k 2 + .... + 2v K v )
.....................................................................
K v = h f (t j + c v h, u j + v 1 K 1 + v 2
K 2 + vv K v ).
defined by u j+1 = u j + W 1 K 1 + W 2 K 2
+.....+ W v K v .
This is also called a v-stage Runge-
full v x v matrix.
[ ]
11 12 ...... 1v
A= 21 22 ...... 2v
v1 v2 ...... vv
K 1 =h f(t j + c 1 h, u j + 11 K 1 )
K 2 = h f (t j + c 2 h, u j + 21 K 1 +
22 K 2 )
.. .. .. .. .. ..
K v = h f (t j + c v h, u j + v 1 K 1 + v2 K 2
+ ... + vv K v ).
K 1 = h f (t j , u j )
K 2 = h f (t j + c 2 h, u j + 21 K 1 )
K 3 = h f (t j + c 2 h, u j + 31 K 1 + 32
K2)
.. .. .. .. .. ..
K v = h f (t j + c v h. u j + V1 K 1 +
K1 = hf(tj,uj)
K2 = hf(tj+c2h,uj + 21K1)
uj+1 = uj + W1K1 + W2K2
2 3
u(tj+1) = u(tj) + hu'(tj) + ( tj ) + (tj) + ....
h h
2 ! u" 3 ! u"'
( )
2 3
= u(tj) + hf tj, u(tj) + (f1+ffu)tj +
h h
2! 2!
K2 = hf(tj+c2,uj+21 hfj)
[ ]
fj + h(c2f1 + 21 f fu)tj
=h
( )
2
h 2 2
+ 2 c fu + 2c221 fftu + f2fuu tj + ....
21
in, we get
(2 )tj + ....
3
h 2 2
+ 2 W2 c2 ftt + 2c2 21 fftu + 21 f fuu
W1 + W2 =1
c2W2 = 1 / 2
21W2 = 1 / 2
The solution of this system is
1 1
21 = c2, W2 = 2c2 , W1 = 1 2c2
Where c 2 0, is arbitrary. It is not
evaluations of f is
uj+1 = uj + 1 ( 1
2c2 ) K1 +
1
2c2 K2
Where K1 = hf(tj,uj),
K2 = hf(tj+c2h,uj + c2K1)
Substituting in we get
2 3
h c2
(ft + f fu)tj + (fu+2f ftu+f2 fuu)tj+....
h
uj+1 = uj + hfj + 2 4
choice c 2 = makes W 1 = 0.
If c2 = 1 / 2, we get
uj+1 = uj + K2
Where K1 = hf(tj,uj),
( h 1
K2 = hf tj + 2 , uj + 2 K1)
Which is the Euler method with
spacing h/2.
It is also called the modified
(K1+K2)
1
For uj+1 = uj + 2
Where K1=hf(tj,uj)
Minimization of Local
Truncation Error
we find that
[| | ]
c2
|Tj+1| < ML
2 3 1 1
h 4 6 4 + 3
method as
(K1 + 3K2)
1
uj+1 = uj + 4
where K1 = hf(tj,uj)
( 2
K2 = hf tj + 3 h,uj + 3 K1
2
)
If the arbitrary parameters are
where K1 = hf(tj,uj)
W 2 , W 3 , c 2 , c 3 , 21 , 31 and 32 .
are
2
c232W2 + c3 ( 16 ) = 12 c2232, c3232W2 + c23( 16 ) = 13 c232
exists unless
c3(c3-c2)
2
3c232 c3 2c232 c3
= or 32 =
c2(2-3c2)
2 2 3
6c2c232 6c232
equations.
When c s = c 3 , we get c 2 = 2/3 and
other parameters as 31 = 0, 32 =
obtained as
(2K1+3K2+3K3)
1
uj+1 = uj + 8
where K1 = hf(tj,uj),
K2 = hf tj+ ( 2h
2 ,uj
2
+ 3 K1 )
and K3 = hf tj+ ( 2h
3 ,uj
2
+ 3 K2 )
we note that the methods use three
methods.
where K1=hf(tj,uj)
equations
c2=21
c3=31+32
c4=41+42+43
W1+W2+W3+W4=1
1
W2c2+W3c3+W4c4= 2
2 2 2 1
W2c2+W3c3+W4c4= 3
W3c232+W4(c242 + c343)+= 6
1
3 3 3 1
W2c2 + W3c3 + W4c4 = 4
2
(
W3c232 + W4 c242 + c343 =
2 2
) 1
12
We have 11 equations in 13
given by .
W1 = W4 = 1 / 6, 21 = 1 / 2, 31 = 0, 32 = 1 / 2, 41 = 0, 42 = 0, 43 = 1.
Thus, the fourth order method becomes
(K1+2K2+2K3+K4)
1
uj+1 = uj + 6
K1 = hf(tj,uj)
( 1
K2 = hf tj + 2 h,uj + 2 K1
1
)
( 1
K3 = hf tj + 2 h,uj + 2 K2
1
)
K4 = hf(tj + h,uj+K3)
C2 21
w1 w2
2/ 2/
1 1
3 3
0 1
Euler-cauchy Modified
Optimal
or Heun Euler-Cauchy
C2 21
C3 31 32
W1 W2 W3
2/ 2/
3 3
2/ 2/
0 0
3 3
2/ 3/ 3/ 2/ 3/ 4/
8 8 8 9 9 9
Ny strom Nearly optimal
1/ 1/ 1/
2 3 3
2/ 2/
1 -1 2 0
3 3
1/ 4/ 1/
0
6 6 6
Classical Heun
C2 21
C3 31 32
C4 41 42 43
W1 W2 W3 W4
1/ 1/ 1/
2 3 3
1/ 2/ -1/
0 1
2 3 3
1 0 0 1 1 1 -1 1
1/ 2/ 2/ 1/ 1/ 3/ 3/ 1/
6 6 6 6 8 8 8 8
Classical Kutta
equations
i-1 v
Ci = ij, and Wi = 1
j=1 i=1
parameters is equal to
of integration.
p 2 3 4 5 6 ...
V 2 3 4 6 8 ...
u(0.4) using
and
method is given by
uj+1 = uj + |K2
2
and ( )
K2 =hf tj + 2 , uj + 2 K1 = 0.4(tj + 0.1) uj + 2 K1
h 1
( 1
)
For j = 0, we have
2
t0 = 0, u0 = 1, K1 = 0, K2 = 0.4(0.1)(1) = 0.4
u(0.2) = u1 = u0 + K2 = 1 0.04 = 0.96
For j=1,we have
2
t1 = 0.2, u1 = 0.96, K1 = 0.4(0.2)(0.96) = 0.073728
2
K2 = 0.4(0.2 + 0.1)(0.96 0.36864) = 0.102262
u(0.4) u2 = u1 + K2 = 0.96 0.102262 = 0.857738
2
and K2 = hf(tj+h,uj+K1) = 0.4(tj + 0.2)(uj + K1)
For j=1,we have
2
t1 = 0.2, u1 = 0.96, K1 = 0.4(0.2)(0.96) = 0.0731728
2
K2 = 0.4(0.2 + 0.2)(0.96 0.737328) = 0.125676
(0.4) = 0.004331.
0.001538, (0.4) =
0.001771
exact solution.
( ) ( 0.22 )(1)
h 1 2
K2 = hf t0+ 2 ,u0 + 2 K1 = (0.2) = 0.04
( ) ( 0.22 )(0.98)
h 1 2
K3 = hf t0+ 2 ,u0 + 2 K2 = 2(0.2) = 0.038416
2
K4 = hf(t0+h,u0 + K3) = 2(0.2)(0.2)(0.961585) = 0.0739715
1
u(0.2) u1 = 1 + 6 [0 0.08 0.076832 0.0739715] = 0.9615328
( ) = 2(0.2)(0.3)(0.924551) = 0.1025753
h K1 2
K2 = hf t1+ 2 ,u1 + 2
Estimation of Local
Truncation Error
| | |
u(tj+1) uj+1 < u(tj+1) uj+1
*
|
and j+1 = u(tj+1) uj+1 uj+1 uj+1
*
p 2 3 4 5
v* 5 8 11 14
where v* is the total evaluations of f
per step.
formula is
uj+1 = uj + [ 216
25
+ 2565 K3 + 4104 K4 5 K5]
1408 2194 1
With Tj+1 = O h ( 5)
And
*
uj+1 = uj + [ 135
16
K1 + 12825 K3 + 56430 K4 50 K5 + 55 K6]
6656 28561 9 2
*
With Tj+1 = O h ( 6)
Where
K1 = hf(tj,uj)
(
K2 = hf tj + 1 h,uj + 1 K1
4 4
)
(
K3 = hf tj + 3 h,uj +
3
32 K1 +
9
32 K2 )
8
(
K4 = hf tj +
12
13 h,uj +
1932
3197 K1 +
7200
2197 K2 +
7296
2197 K3 )
(
K5 = hf tj + h,uj +
439
216 K1 8K2 +
3680
513 K3
845
4104 K4 )
( 1
K6 = hf tj + 2 h,uj
8
27 K1 + 2K2
3544
2565 K3 +
11
40 K5 )
The formula for u j+1 is of fourth order
System of Equations
Consider the system of n equations
= f(t,u1,u2,....un)
du
dt
U(t0) =
T T T
Where u=[u1,u2,....un] , f=[f1,f2,.....,fn] .=[1, 2, ...., n]
.
where
[ ][ ]
u(1,j)
k k-1
f1(tj,u1,j,u2,j,......un,j)
d
k-1
dt
uj( ) = u(2,j)
k k
= ... ... ... ... ... ... ... ... ... ... ...
k-1
fn(tj,u1,j,u2,j,......un,j)
d
u(n,j)
k
k-1
dt
be written as
Order
form a s
[ ] [ ] ([ ] [ ])
u1,j+1 u1,j K11 K12
u2,j+1 u2,j K21 K22
1
= + 2 + j=0,1,....N-1
un,j+1 un,j un,1 un,2
(K1+2K2+2K3+K4)
1
uj+1 = uj + 6
where
[] [] [] []
K11 K12 K13 K14
K21 K22 K23 K24
K1 = , K2 = , K3 = , K4 =
un1 un2 un3 un4
( h 1 1
Ki2 = hfi tj + 2 , u1, j + 2 K11, u2,j + 2 K21, ...., un,j + 2 Kn1
1
)
( h 1 1
Ki3 = hfi tj + 2 , u1, j + 2 K12, u2,j + 2 K22, ...., un,j + 2 Kn2
1
)
Ki4 = hfi(tj + h, u1, j + K13, u2,j + K23, ...., un,j + Kn3),
i=1(1)n
In an explicit form, becomes
[ ] [ ] ([ ] [ ] [ ] [ ])
K1,j+1 K1,j K11 K12 K13 K14
K2,j+1 K2,j K21 K22 K23 K24
1
= = 6 +2 +2 +
un,j+1 un,j Kn1 Kn2 Kn3 Kn4
J=1,2,......,N-1
Example 5.
problem.
order equations
Set u = v 1 , v 1 = v 2 , v 2 = v 3 . Note
that v 2 = v 2 = v 1 = u, v 3 = v 2 = u
and v 3 =
V 2 = u .
[ ][ ]
v1 v2
or v'= v2 = v3
v3 cos t-2v3 v2 + v1
The Taylor series method of second order is
2
v(t0+h) = v0 + hv'0 +
h 1
2 v"0 = v0 + v'0 + 2 v"0
since h=1,we have
[ ][ ]
v2 1
v'0 = v3 = 2
1-2v3(0) v2(0) + v1(0) 4
[ ] [ ]
v'2 2
Now v"= v'3 and v"0 4
1-sin t-2v'3(0) v'2 + v'1 7
Hence
[ ][ ] [ ][ ]
0 1 2 2
1 1
v(1) = v0 + v'0+ 2 v"0= 1 + 2 +2 4 = 1
2 4 7 3/2
Therefore,u(1)=2,u'(1)=1,u"(1)=3/2
Example 6.
order method,
given by
uj+1=uj+ 2 (K1+K2),j=0,1
1
K1=hf(tj,uj)
K2=hf(tj,+h,uj+K1)
For j=0,we have
t0 = 0, u0 = 0, v0 0.5
[
=0.2 3(u0+K11) + 2(v0 + K21) ]
=0.2[ 3(0+0.2) + 2(0.5 0.4)] = 0.08
[
=0.2 3(u0+K11) 4(v0 + K21) ]
(K11+K12) = 0 + 2 (0.2 0.08) = 0.06
1 1
u(0.2) = u1 = u0 + 2
[
=0.2 3(u1+k11) + 2(v1+K21) ]
=0.2[ 3(0.06 + 0.092) + (0.32 0.22)]=0.0512
[
=0.2 3(u1+K11) 4(v1+K21) ]
=0.2[ 3(0.06 + 0.092) 4(0.32 0.22)]=0.0112
( h 1
K12 = hf1 t0+ 2 , u0 + 2 K1 , v0 + 2 K21
1
1
)
[ ( 1
=h 3 u0 + 2 K11 + 2 v0 + 2 K21 ) ( 1
)]
=0.2[ 3 0.1 + 2 0.3] = 0.06
( h 1
K22 = hf2 t0 + 2 , u0 + 2 K11, v0 + 2 K21
1
)
[ ( 1
=h 3 u0 + 2 K11 4 v0 + 2 K21 ) ( 1
)
=0.2[3 0.1 4 0.3] = 0.18
( h 1
K13 = hf1 t0+ 2 , u0+ 2 K12,v0 + 2 K22
1
)
[ ( 1
=h 3 u0 + 2 K12 + 2 v0 + 2 K22 ) ( 1
)]
=0.2[ 3 0.03 + 2 0.41] = 0.146
( h
K23=hf2 t0 + 2 , u0 + 2 K12, v0 + 2 K22
1 1
)
[( 1
)
=h 3 u0 + 2 K12 4 t0 + 2 K22 ( 1
)]
=0.2[3 0.03 4 0.41] = 0.31
[
K14 = hf1(t0 + h.u0 + K13, v0 + K23) = h 3(u0 + K13) + 2(v0 + K23) ]
=0.2[ 3 0.146 + 2 0.19] = 0.0116
(K11+2K12+2K13+K14)
1
u(0.2) u1 u0 + 6
1
=0+ 6 (0.2 + 0.12 + 0.292 0.0116) = 0.1001
(K21+2K22+2K23+K24)
1
v(0.2) v1 v0 + 6
1
=0.5+ 6 ( 0.4 0.36 0.62 0.0644) = 0.2593
Fo j=1,we have
t1 = 0.2, u1 = 0.1001, v1 = 0.2593
[ ( 1
= h 3 u1 + 2 K11 + 2 v1 + 2 K21 ) ( 1
)]
= 0.2[ 3 0.1220 + 2 0.1856] = 0.0010
( h
K22 = hf2 t1 + 2 , u1 + 2 K11, v1 + 2 K21
1 1
)
[ ( 1
=h 3 u1 + 2 K11 4 v1 + 2 K21) ( 1
)]
=0.2 [3 0.122. 4 01856] = 0.0753
( h
K13 = hf1 t1 + 2 , u1 + 2 K12, v1 + 2 K22
1 1
)
=h[ 3 0.1006 + 2 0.2217] = 0.0283
=0.2[ 3 0.1006 + 2 0.2217] = 0.0283
( h
K23 = hf2 t1 + 2 , u1 + 2 K12, v1 + 2 K22
1 1
)
[( 1
=h 3 u1 + 2 K12 4 v1 + 2 K22) ( 1
)]
=0.2[3 0.1006 4 0.2217] = 0.1170
[
K14 = hf1(t1 + h,u1 + K13, v1 + K23) = h 3(u1 + K13) + 2(v1+K23) ]
=0.2[ 3 0.1284 + 2 0.1423] = 0.0201
[
K24 = hf2(t1 + h,u1 + K13, v1 + K23) = h 3(u1 + K13) 4(v1+K23) ]
=0.2[3 0.1284 4 0.1423] = 0.0368
(K11+2K12+2K13+K14)
1
u(0.4) u2 = uj + 6
1
=0.1001+ 6 [0.0437 + 0.0020 + 0.0566 0.0201] = 0.1138
(K21+2K22+2K23+K24)
1
v(0.4) v2 = vi + 6
1
=0.2593+ 6 ( 0.1474 0.1506 0.2340 0.0368) = 0.1645
Methods
v
uj+1 = uj + WmKm
m=1
v
ci = ij, i=1,2,.....v
j=1
and ij , 1 I, j v, W 1 , W 2 , .. .W v
u j+1 =u j + W 1 K 1
K 1 = h f (t j + c 1 h, u j + 11 K 1 ).
( )
2
=u(tj) + hf tj, u(tj) + (f1 + ffu)tj + ....
h
2
and
[
K1 = h f(tj,uj) + (clhf1 + 11K1fu + ...)tj ]
( 2
= hf+clh f1 + h11fuK1 tj + O h ) ( 3)
=hfj + h (c1f1 + 11 f fu)tj+O h
2
( 3)
Substituting into we get
=
u(t j+1 ) u(t j ) + W 1 [hf 1 + h 2 (c 1 f 1 +
3
h 2 (c 1 f 1 + 11 ff u )t j + O(h )].
W 1 = l,W 1 c 1 = ,W 1 11 , = .
We obtain W 1 = 1, c 1 = an = 1/2.
K1
uj+1 = uj + K1
( 1
K1 = hf tj + 2 , h,uj + 2 K1
1
)
For obtaining the value of K 1 , we
method becomes
uj+1= uj+W1K1+W2K2
K1 = hf(tj+c1h,uj+11K1+12K2)
K2 = hf(tj+c2h,uj+21K1+22K2)
write
2 3
K 1 = hA 1 + h B 1 + h C 1 + ...
2 3
K 2 = hA 2 + h B 2 + h C 2 + ...
parameter values as
W1 = 1 / 2, W2 = 1 / 2, c1 = (3 3) / 6, c2 = (3 + 3) / 6
(K1+K2)
1
uj+1 = uj + 2
K1 = hf tj + ( 3 3
6 h,uj
1
+ 4 K1 +
3 23
12 K2 )
K2 = hf tj + ( 3 3
6 h,uj +
3 + 23
12 K2
1
+ 2 K2 )
For obtaining the values of K 1 , K 2
unknowns K 1 , K 2 .
Example 7.
( h
K1 = hf tj + 2 , uj + 2 K1
1
)
which gives
2
K1 = h(2tj + h) uj + ( 1
2 K1 )
This is an implicit equation in K 1 and
( )
F(K1) = 1 + h(2tj+h) uj+ 2 K1 = 1 + 0.2(2tj + 0.2) uj + 2 K1
1
( 1
)
The Newton-Raphson method gives
(s+1) (s) ( )
F K(1 )
s
K1 = K1 , s=0,1,....
F(K( ))
s
1
F(K( )) = 0.3010
2 8
1
K = (K( )) = 0.03847567,
2
Therefore, 1 1
( )
i-1;t1 = 0.2, u1 = 0.96152433, K1( )=-h 2t1u1 = 0.07396231
0 2
( ) 0
( )
F K1( ) = 0.02861128, F' K1( ) = 1.11094517, K1( ) = 0.9971631,
0 1
equations directly.
u = f (t, u, u ), t 0 t b
u(t 0 ) = u 0 , u (t 0 ) = u 0 .
directly.
j=0,1,....N-1
p+1
The truncation error is 0(h ) in
"'
uj = (ft + u'fu + ffu)j = ( t + u' u + f u' )fj = Dfj
[ ]
2
uj = ftt + (u') fuu + f fu'u'+2u'ftu + 2fftu'+2u'ffuu + fu(f1 + u'fu + ffu') + ffu
iv 2
j
2
Where D= t + u'j u + fj u' and D = D(D)
Therefore
[D f + (f )Df + f (f ) ] + ....
2 3 4
h h h 2
uj+1 = uj + hu'j + 2 fj + 6 Dfj + 24 j u
' j j u j
[D f + (f ) Df + f (f ) ] + ....
2 3
h h 2
u'j+1 = u'j + hfj + 2 Dfj + 6 j u j
' j j u j
( )
2
h 1
K2 = 2! f tj+c2h,uj+c2hu'j+2 K1,u'j+ h b21K1
1
definition of K 1 , we choose b 21 = 2c 2 .
about t j , we get
2
h
K1 = 2 fj
2
Where D and D are as defined in
(W1+W2)fj +
h h
uj+1 = uj + hu'j + 2 2 c2W2Dfj +
(W*1 + W*2)fj +
h h
u'j+1 = u'j + 2 2 c2w*2Dfj +
( ) ( )
3
h 2 2 4
4 W*2 + c2D fj + W*221fjfu + O h
Comparing with we get
W1 + W2 = 1, W*1 + W*2 = 2
1
c2W2 = 3 , c2W*2 = 1
4
The coefficient of h in u j+1 and of
3
h in u j+1 of equation will not match
six parameters c 2 , 21 , W 1 , W 2 , W* 1
and W* 2 .
we obtain from
W1 = W2 = 1 / 2, c2 = 21 = 2 / 3, b21 = 4 / 3,
W*1 = 1 / 2, W*2 = 3 / 2
Thus,the Range-kutta method becomes
(K1+K2)
1
uj+1 = uj + hu'j + 2
(K1+3K2)
1
u'j+1 = u'j + 2h
2
f(tj,uj,u'j)
h
K1 = 2
( )
2
h 2 2 2 2 4
K2 = 2 f tj + 3 h,uj + 3 hu'j + 3 K1,hu'j + 3 Kl, u'j + 3h K1
method.
(K1 + K2 + K3)
1
uj+1 = uj + hu'j + 3
(K1+2K2+2K3 + K4)
1
u'j+1 = u'j + 3h
2
f(tj,uj,u'j)
h
K1 = 2
( )
2
h h 1 1
K2 = 2 f tj+ 2 ,uj+ 2 hu'j,u'j + h K1
( )
2
h h 1 1 1
K3 = 2 f tj+ 2 ,uj+ 2 hu'j+ 4 K1,u'j + h K2
( )
2
h 2
K4 = 2 f tj+h,uj+hu'j+K3,u'j + h K3
in u j+1 .
u"=f(t,u), t0 1 b
we have from
uj = D fj + fj(fu)j
iv 2
2
Where D= t + u'j u and D
equations
1 2 2 2
W1 + W2 = 1, c2W2 = 3 , c2W*2 = 3 , 21, W*2 = 3
c2 = 2 / 3, 2
21 = c2 = 4 / 9, W2 = 1 / 2, W1 = 1 / 2,
W*1 = 1 / 2, W*2 = 3 / 2
Therefore, the method is given by
(K1+K2)
1
uj+1 = uj + ju'j + 2
(K1+K2)
1
u'j+1 = u'j + + 2j
2
f(tj,uj)
h
K1 = 2
( )
2
h 2 2 4
K2 = 2 f tj + 3 h,uj + 3 hu'j + 9 K1
evaluations is given by
2
f(tj,uj)
h
K1 = 2
( )
2
h 2 2 4
K2 = 2 f tj+ 5 h,uj+ 5 huj+ 25 K1
( )
2
h 2 2 4
K3 = 2
f tj+ 3 h,uj+ 3 huj+ 9 K1
( )
2
f tj+ 5 h,uj+ 5 huj+ 25 (K1 + K2)
h 4 4 8
K4 = 2
Example 8.
u = u
h = 0.1,
2 2
f(tj,uj,u'j) =
h h
K1 = 2 2 u'j
( )
2 2
h h h 1 K1
K2 = 2 tj + 2 , uj + 2 u'j + 4 K1, u'j + h
( ) ( ) (1 + )u'
2 2 2
h K1 h h h h
= 2 u'j + h = 2 u'j + 2 u'j = 2 2 j
( ) [u' + (1 + )u' ]
2 2 2
h K h h h
= 2 f u'j + 2 = 2 j 2 2 j
(1 + + )u'
2 2
h h h
=2 2 4 j
( ) [ ( )u' ]
2 2 2
h 2 h h h
= 2 u'j + h K3 = 2 u'j+h 1+ 2 + 4 j
( )u'
2 2 3
h h h
= 2 1 + h+ 2 + 4 j
(K1+K2+K3)
1
uj+1 = uj + hu'j + 3
[ (1 + 2h )u'j + (1 + 2h + h4 )u'j]
2 2 2
1 h h
=uj + hu'j + 3 2 u'j + 2
( )u'
2 3 4
h h h
=uj + h+ 2 + 6 + 24 j
(K1+2K2+2K3+K4)
1
u'j+1 = u'j + 3h
( )u'
2 3 4
h h h
= 1 + h+ 2 + 6 + 24 j
Therefore,
[ ][ ][ ]
uj+1 1 E(h) 1 uj
=
u'j+1 0 E(h) u'j
2 3 4
h h h
Where E(h) = 1 + h+ 2 + 6 + 24
[ ]
1 E(h)-1
A=
0 E(h)
[ ]
0 0.1051708
A=
0 1.1051708
[ ][ ][ ] [ ]
u1 1 0.1051708 1 1.1051708
= =
u'1 0 1.1051708 1 1.1051708
[ ][ ][ ] [ ]
u2 1 0.1051708 1.1051708 1.2214025
= =
u'2 0 1.1051708 1.1051708 1.2214025
t
The exact solution is u(t) = e and
by
[ ][ ]
u2 1.2214028
=
u'2 1.2214028
Example 9.
Solve the initial value problem
u = (l+t 2 )u, u(0) = 1, u (0) = 0, t
[0, 0.4]
solution u(t) = e
t
2
/2
For j=0,we have
t0 = 0, u0 = 1, u'0 = 0
2
(1 + )u0 =
2 2
(0.2)
f(t0,u0) =
h h 2
K1 = 2 2 t0 2 (1 + 0) = 0.02
( )
2
h 2 2 4
K2 = 2 f t0 + 5 h,u0 5 hu'0 + 25 K1
[1 + (0.08) ][1 + 0 + ]
(0.2) 2 4
= 2 25 0.02
=(0.02)(1.0064)(1.0032) = 0.0201924
( )
2
h 2 2 4
K3 = 2 f t0 + 3 h,u0 + 3 hu'0 + 9 K1
=(0.02)(1.0177778)(1.0089744) = 0.0205382
[ ]
2
h 4 4 8
25 ( 1
K4 = t0 + h,u0 + hu'0 + K +K2)
2 5 5
[ ( ) ][ ]
2 2
h 4 4 8
25 ( 1
= 1 + t0+ h u0 + hu'0 + K +K2)
2 5 5
=(0.02)(1.0256)(1.0128616) = 0.207758
1
96 (
u1 = u0 + hu'0 + 23K1 + 75K2 27K3 + 25K4)
1
96 [
= 23(0.02) + 75(0.201924) 27(0.205382))
+25(0.0207758)]
[ ]
1 23(0.02) + 125(0.0201924) 81(0.205382)
=0+
96(0.2) +125(0.0207758)
1
=
19.2
(3.9174308) = 0.2040329
For j=1,we have
'
t1 = 0.2, u1 = 1.0202010, u 1 = 0.2040329
2
h
2
h
2
(0.2)
( ) [1 + (0.2) ](1.0202010)
2
2 ( 1 1)
2
K1 = f t ,u = 1 + t1 u1 =
2 2
= (0.02)(1.04)(1.0202010) = 0.0212202
( )
2
h 2 2 4
K2 = f t1 + h,u1 + hu'1 + K
2 5 5 25 1
2
(0.2)
[1 + (0.28) ][1.0202010 + (0.08)(0.2040329) + (0.16)(0
2
=
2
=(0.02)(1.0784)(1.0399189) = 0.0224290
2
h 2 2 4
( (K1+K2))
2
h 4 4 8
K4 = 2 f t1 + 5 h,u1 + 5 hu'1 + 25
[ ( 4h 2
) ][u1 + 54 hu'1 + 258 (K1+K2)]
2
h
= 2 1 + t1 + 5
=(0.02)(1.1296)(1.0668140) = 0.0241015
(23K1+75K2-27K3+25K4)
1
u2 = u1 + hu'1 + 96
1
=1.0202010+0.0408066+ 96 (2.1386740) = 1.0832855)
(23K1 + 125K2 81K3 + 125K4)
1
u'2 = u'1 + 96h
1
=0.2040329+ 19.2 (4.4020678) = 0.4333073
Therefore,we have
u(0.2) u1 = 1.0202010, u'(0.2) u'1 = 0.2040329,
u(0.4) u2 = 1.0832855, u'(0.4) u'2 = 0.4333073.
6.1 INTRODUCTION
(n) (n-1)
0 (x) y + 1 (x) y + .. .+ n (x)
y = b (x),
by L(y). Thus
(n) (n-1)
L(y) = y + 1 (x) y + ... +
n (x)y,
non-homogeneous equation.
We give a meaning to L itself as an
x is given by
(n) (n-1)
L() (x) = (x) + 1 (x) (x)
L() = b.
interval 1,.
Most of the results we developed for
formal process.
6.2 Initial value problems for the
homogeneous equation
solution of
(n) (n-1)
L(y) = y + 1 (x) y + ... +
n (x) y = 0
On I satisfying
(x 0 ) = 1 , (x 0 ) = 2 , .....,
(n-1)
(x 0 ) = n .
We stress two things about this
theorem:
continuous, and
solution.
1
1(x) = x
But this solution exists only for 0 < x
x (x) = c,
xy + y = 0, y(0) = 1 ,
which 1 = 0.
estimate for
2 2
|| (x) || = [ | (x) | + | (x) |
(n-1) 2 1/2
+ ... + | (x) | ] .
Theorem.
define k by k = 1 + b 1 +.....+b n .
If x 0 is a point in I, and is a
e-k|x-x0|
|| (x 0 ) || || (x) || (x 0 )
k|x-x |
|| e 0 for all x in I.
Proof.
Theorem.
(x 0 ) = n .
Proof.
and consider x = - .
We wish to prove (x) = 0 for all x on
I. Even though the functions j are
that is,
| j (x) | b j , (j = 1, ...,n),
On J for some constants b j . which
all x on I.
6.3 solutions of the
homogeneous equation
m constants, then
L(c 1 l + ... + c m m ) = c 1 L( 1 ) +
...+ c m L( m ),
I.
constants c 1 = c 2 =... =c n = 0.
these.
Theorem.
solutions of L(y) = 0 on I.
Proof.
is a solution i satisfying
(i-1) (i-1)
1 (x0) = 1, 1 (x0) = 0, ji
0 = 0, or c 1 = 0. Putting x = x 0 in the
Theorem.
Let 1 ,...... n be the n solutions of
= c 1 1 +.....+c n n .
Proof.
Let
(n-1)
(x 0 ) = 1 , (x 0 ) = 2 ,...., (x 0 )
= n,
(x 0 ) = 1 1 + 2 2 + ....+ n n
It is a solution of L(y) = 0, and
clearly
(x 0 ) = 1 1 (x 0 ) + 2 2 (x 0 ) + ....+
n n (x 0 ) = 1 .
Since
1 (x 0 ) = 1, 2 (x 0 ) = 0, ....., n (x 0 )
= 0.
(x 0 ) = n .
= 1 1 + 2 2 + ....+ n n
Linear space of functions
dimension n.
CYP QUESTIONS
1 1
1. consider the equation y"+ x y'- 2 y=0
x
For x > 0.
constant.
linearly independent.
c. Find the two solutions 1 , 2
satisfying
1 (1) = 1, 2 (1) = 0
1 (1) = 0, 2 (1) = 1
a. If is a solution of L(y) = 0
solution of an equation in
term is absent.
equation for u.
the equation
y + (x)y = 0,
2 2
1 1
where =2 4 2
| |
1 2 ... n
Theorem.
( )
W 1, ...n (x) 0
c 1 =c 2 = ... = c n = 0.
independent on I.
W( 1 , .... n ) (x 0 ) 0.
n linear equations
= c 1 1 +....+c n n .
(n-1)
(x 0 ) = 0, '(x 0 ) = 0, (x 0 ) = 0.
and thus
c 1 1 (x)+....+c n n (x) = 0
in 1 such that
W( 1 , ... n ) (x 0 ) = 0 must be false.
Theorem.
in the form
= c 1 1 + .... + c n n .
(x 0 ) = 1, '(x 0 ) = 2,
(n-1)
..., (x 0 ) = n .
= c 1 1 + ...+ c n n is a solution of
L(y) = 0 satisfying
(n-1)
(x 0 ) = 1 , (x 0 ) = (x 0 ) = n .
have = , or
= c 1 1 + ...+ c n n .
for c 1 .....c n :
c11(x0) + ... + cnn(x0) = 1
proof.
Theorem.
point in I. Then
( ) [ ] ( )
z
W 1, ....n (x) = exp 1(t)dt W 1, ....n (x0)
z0
Proof.
( )
W 1, 2 = 1 '2 '12,
and therefore
( )
W' 1, 2 = '1 '2 + 1 "2 "1 2 '1 '2
"2 = 1 '1 22
Thus
( ) (
W' 1, 2 = 1 1 '2 22 ) ( ' )
1 1 2 2 2
(
= 1 1 '2 ' ) = W( , )
1 2 1 1 2
( ) [ ]
z
W 1, 2 (x) = c exp 1(t)dt
z0
( )
c=W 1, 2 (x0),
definition on W as a determinant it
of n determinants
W = V 1 +... + V n ,
row of W. Thus
[ ][ ]
'1 ... 'n 1 ... n
(n-1) (n-1) (n-1) (n-1)
1 ... n 1 ... n
[ ]
1 ... n
(n) (n)
1 ... n
have
(n) (n-1)
i = 1i ...... ni, (i=1,....,n),
and therefore
[ ]
1 ... n
W'=
(n-2) (n-2)
i ... n
n-1
n-1
(i ) (i )
n-j1 ... n-jn
j=0 j=0
obtaining
| |
1 ... n
W'=
(n-2) (n-2)
i ... n
(n-1) (n-1)
-11 ... -1n
thus
[ ]
z
W(x) = exp 1(t)dt W(x0)
z0
particular x 0 in I.
CYP QUESTIONS
1 (0) = 1, 2 (0) = 0,
1 (0) = 0, 2 (0) = 1,
for all x.
1 () + 2 () = 2.
non-trivial solution
satisfying
(x + ) = - (x)
() = -(0) and () = -
(0).
c. If 1 () + 2 () = -2 show
trivial solution of
y + (x)y = 0 on < x
y + (x)y = 0 on a < x
Suppose that
Then
( - ) = -
= ( - ), and an
integration yields
(x 2 ) (x 2 ) (x 1 ) (x 1 )
> 0,
Since (x 1 ) = (x 2 ) = 0.
(x 1 ) > 0)
y + (x)y = 0
for x 1 x x 2 .
( )
(
-W , )
x'= , x1 x x2
2
_ _
Apply Rolled theorem to x on x 1
) (x) 0.)
5. One solution of
1
L(y) = y"+ 2 y=0
4x
1/2
For x > 0 is (x) = x . Show
constants idea.)
< x < .
a. If (x) for 0 < x < ,
where e is a positive
< x < b.
a. If is a non-trivial solution
that (x 0 ) 0.
there is no sequence of
distinct x n x 0 , (n ), such
that (x n ) = 0.
!$##!!
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KDYH
(n) (n-1)
0 = u1( ) (
+ 1 u1 ) ( )
+ .... + n-1 u1 '+n u1 ( )
(n)
=u( )1 + ... + u1 + 1u( )1 + .... + 1u1( ) + .... + n-1u'1 + n-1u '1 + 1u1
n n-1 n-1
in v,
1v(
n-1)
+ .... + n1 [ (n-1)
+ (n-1)1
(n-2)
]
+ ... + n-11 v=0 (1)
(n-1)
The coefficient of v is 1 , and
x
uk(x) = vk(t)dt, (k=2,....n)
x0
functions
c 1 1 +c 2 u 2 1 + ... + c n u n 1 ] = 0.
c 1 + c 2 u 2 + ... + c n u n = 0, and
c n u n = 0, or c 2 v 2 + ... + c n v n = 0.
independent on I we have c 2 = c 3
1.
Theorem.
I. If
order n 1, and if
vk = u k (k = 2,...,n), then
solutions of L(y) = 0 on I.
If 1 is a solution on I we have
+
L(u 1 ) = (u 1 ) + 1 (u 1 ) 2
(u 1 )
= u 1 + 2u 1 + u 1 + 1 u
1 + 1 u 1 + 2 u 1
= u 1 + u(2 1 + 1 1 ).
L(u 1 ) = 0,
'
( '
1v + 2 + 11 v = 0.
1 ) (2a)
on I. Indeed v satisfies
2 '
( '
1v + 21 + 11 v = 0.
1 )
2 (3)
Which is just the previous equation
multiplied by 1 . Thus
( ) ( )
2 ' 2
1v + 1 1v = 0,
[ ]
2 x
1(x)v(x) = c exp 2(t)dt ,
x0
[ ]
1 x
v(x) = 2 exp 1(t)dt
[ 1(x) ] x0
of
" '
L(y) = y + 1(x)y + 2(x)y = 0 (4)
On I are 1 and 2 , where
[
x
1
[ ]
s
2(x) = 1(x) 2 exp 1(t)dt ds. (5)
x0
1(s) ] x0
Theorem.
If 1 is a solution of (4) on an
on I.
equation
" 2
y 2
x
y = 0, (0 < x< ).
It is easy to verify that the 4) given
2
by 1 (x) = x is a solution on 0 <
that v satisfies
2
x v + 4xv 0, or xv + 4v = 0.
4
v(x) = x (0 < x <)
1
u(x) = 3 , (0 < x <)
3x
This leads to
1
2(x) = 3x , (0 < x < ),
But since any constant times a
solutions on
0 < x < .
CYP QUESTIONS
independent solution.
2
a. x y - 7xy + 15y = 0, 1 (x)
2
= x , (x > 0).
b. 2
x y - xy + y = 0, 1 (x)
= x, (x > 0).
( )
2
" ' 2 x
c. y 4xy + 4x 2 y = 0, 1(x) = e
d. xy - (x + 1)y + y = 0,
x
1 (x) = e , (x > 0).
2
e. (1 x ) y - 2xy + 2y = 0,
(x>0).
2. One solution of
3 2
x y - 3x y + 6xy - 6y = 0 for
3 (x)y = 0.
L(y) = 0.
a. Let = u 1 , and compute
of order two.
one.
4. Two solutions of
2
x y - 3xy + 3y = 0, (x > 0),
2
are (x) = x, 2 (x) = x . Use
question 3)
5. Consider the equation
y + 1 (x)y + 2 (x) y = 0, where
for all x in I.
a. Show that there is a second
equation
[ ]
(x) (x)2(x) = exp x 1(t)dt .
' ' x
1(x)
2 1 0
For 2.
y = b(x).
results.
= p + c 1 1 + ... +c n n ,
Where c 1 , ... c n are constants, and 1
= p + c 1 1 + ... +c n n ,
of L(y)
p = u 1 1 + ... +u n n .
satisfying u l 1 + ... + u n n ) n = 0
u 1 1 + ... + u n n = 0
' (n-2) ' (n-2)
u 1 + .... + u n =0
1 n
wk(t)b(t)
uk(x) = dt
x0
(
W 1....n (t)) (k = 1,.....,n),
n
x
wk(t)b(t)
p(x) = k(x) dt (1)
x0
(
W 1....n (t) )
k=1
column ( k ,
( (n-1)
'
k, , ......, k by (0, 0, ...., 0, 1).
k
Theorem.
written as
= p +c 1 1 + ... + c n n ,
constants.
by (1).
Illustration.
equation is given by
2 -1
1 (x) = x . 2 (x) = x .
2 -1
p = u1x + u2x .
-1
Where u 1 , u 2 satisfy x 2 u 1 + x u 2
= 0
-2
- 2xu 1 x u 2 = x.
that
3
' 1 ' x
u (x) = 3 u (x) = 3 .
1 2
|
4
x x
u1(x) = 3, u2(x) = 12
3 3 4
x x x
p(x) = 3 12 = 4
3
x 2 1
(x) = 4 + c1x + c2x ,
homogeneous equation.
CYP QUESTIONS
1. One solution of
2
x y - 2y = 0
2
On 0 < x < is 1 (x) = x . Find
2
all solutions of x y - 2y = 2x
1 on 0 < x < .
2. One solution of
2
x y - xy + y = 0, (x > 0), is
(1) = 1, (1) = 0.
1 , 2 for solutions of
2 2
x y + 4xy + (2+ x ) y = 0,
for x > 0.
= b(x),
Where 1, 2, b are
I. Suppose 1 is a solution
p = v p 1 , where p = u p
1 (x) + [2 1 (x) +
x 2 y - xy + y = 0 is given by
1 (x) = x.)
by
n k(x)Wk(t)
g(x,t) = W(t)
,
k=1
where W = W( 1 , ....., n ) is
written as
x
p(x) = g(x,t) b(t) dt.
x0
k(x,t)
Prove that g(x,t) = W(t)
,
where
| |
1(t) 2(t) n(t)
' ' '
i. (t) ( t) ( t)
1 2 n
k(x,t) =
(n-2) (n-2) (n-2)
1 ( t) 2 ( t) n ( t)
1(x) 2(x) n(x)
y + y = b(x), where b is a
satisfying
solution p is given by
sin(x-t)b(t) dt.
x
p(x) =
1
bounded on 1 x < .
If g is a function, defined on an
k
g(x) = ck(x-x0) ,
k=0
where the c k are constants, and the
k-1
kck(x-x0)
'
g (x) = ,
k=1
and
k-2
k(k-1)ck(x-x0)
"
g (x) = ,
k=2
algebraic process.
Illustration.
example L(y) = y - xy = 0.
Also
k=1 ck-1xk,
2 3
x(x) = c0x+c1x + c2x + ....... =
= 0 we must have
(x) - x(x) = 0,
Or
[(k+2)(k+1)ck+2 ck+1]x
2c2 + k
k=1
= 0,
zero. Thus
2c 2 = 0, (k + 2) (k + 1) c k+2 c k-1
= 0, (k=l,2,....)
c0
3.2c3 = c0, or c3 = 3.2 .
Putting k = 2 we find
c1
c4 = 4.3
c0
c3m = 2.3.5.6...(3m-1)3m
, (m=1,2,...),
c1
c3m+1 = 3.4.6.6.7...3m(3m+1)
, (m=1,2,...),
c3m+2 = 0, (m=0,1,2,...),
factor we have
[ ] [ ]
3 6 4 7
x x x x
(x) = c0 1 + 3.2 + 6.5.3.2 + ... + c1 x+ 4.3 + 7.6.4.3 + ... .
(x) = x +
3m+1
x
2 3.4.6.7...3m(3m+1)
.
m=1
Writing it as
1(x) = 1 + dm(x),
m=1
We see that
dm+1(x) x
3m+3
2.3.5.6...(3m-1)(3m)
=
dm(x) 2.3.5.6...(3m-1)(3m)(3m+2)(3m+2) x
3m
and therefore
| |
3
dm+1(x) |x|
dm(x)
= (3m+2)(3m+3)
1 (0) = 1, 2 (0) = 0,
W( 1 , 2 ) (0) = 1 0.
1 ,..., n in
(n) (n-1)
L(y) = y + 1 (x) y + ... +
0 on an interval
|x x 0 )| < r 0 . r 0 > 0.
(n-1)
L(y) = 0, y(x 0 ) = 1 , .... y (x 0 )
= n,
With a power series expansion
k
(x) = ck(x-x0)
k=0
L(y) = 0.
solution of L(y) = 0 on |x x 0 |
CYP QUESTIONS
2
b. y + 3x y - xy = 0
2
c. y - x y = 0
2 2
d. y + x y + x y = 0
e. y + y = 0
series converge?
the form
k
1(x) = ck(x-1) ,
k=0
k=0
k
(x) = ckx ,
Which satisfies (0) = 0, (0)
= 1.
4. The equation
x
y + e y = 0 has a solution of
the form
k=0
k
(x) = ckx
= 0. Compute c 0 , c 1 , c 2 , c 3 , c 4 ,
(k)
c 5 . (Hint: (0)/k! and (x) =
x
-c (x))
= 1, (0) = 0, (0) = 0.
6. The equation
2
(1 - x )y -2xy + (+l)y = 0
the form
y + 1 (x)y + 2 (x)y = 0,
a polynomial solution of
degree n.
7. The equation
2 2
(1 x )y - xy + y = 0,
is a polynomial solution of
degree n. When
appropriately normalized
Chebyshev polynomials.
8. The equation
y - 2xy + 2y = 0, where is
equation.
a. Find two linearly
independent solution on -
< x < .
polynomial solution of
degree n, in case = n is a
non-negative integer.
defined by
n x2 dn 2
2
Hn(x) = ( 1) e n e
dx
equation in case = n is
n times to obtain
For n 1. Differentiate H n to
obtain
'
H (x) = 2xHn(x)-Hn+1(x) (* *)
n
to show H n is a solution of
9. Compute H 0 , H 1 , H 2 , H 3 .
physical problems
are second order liner equations with
2
L(y) = (1 x )y - 2xy + ( + 1)
y = 0, where a is a constant. If we
by
2x (+ 1)
1(x) = 2 , 2(x) = 2
1x 1x
1 2 4 2k
2 = 1 + x + x + .... = x ,
1-x k=0
expansions
k=0 ( 2)x k=0 (+1)x2k,
2k+1
1(x) = , 2(x) =
there solutions.
k=0 ckxk.
(x) = c0 + c1x+c2x2 + .... =
We have
' 2 k-1
(x) = c1 + 2c2x+3c3x + ... + kckx ,
k=0
' k
-2x (x) = -2kckx ,
k=0
(x) = k=0
2 " k
x -k(k-1)ckx .
as
(x) = k=0
" k
(k+2)(k+1)ck+2x .
We obtain
We obtain
()(x) = (1 x2)
" '
(x) 2x (x) + (+1)(x)
[(k+2)(k+1)ck+2 k(k-1)ck 2kck + (+1)ck]x
k
=
k=0
[(k+2)(k+1)ck+2+ (+k+1)(+k)ck]x .
k
=
k=0
(k + 2) (k + 1) c k+2 + ( + k + 1) (
- k) c k = 0,
(k = 0,1,2,...).
we obtain
(+1)
c2 = 2 c0,
Similarly, letting k = 2, 3 in we
obtain
(+3)(-2) (+3)(+1)(-2)
c4 = 4.3 c2 = 4.3.2 c0,
(+4)(-3) (+4)(+2)(-1)(-3)
c6 = 5.4 c3 = 5.4.3.2
(+2m-1)(+2m-3)...(+1)(-2)...(-2m+2)
c2m = ( 1)m (2m) !
c0,
(+2m)(+2m-2)...(+2)(-1)(-3)...(-2m+1)
c2m+1 = ( 1)m (2m+1) !
c1.
Where
(+1) 2 (+3)(+1)(-2) 4
1(x) = 1 2! x + 4! x ....,
Or
and
(+2)(-1) 3 (+4)(+2)(-1)(-3) 5
2(x) = x- 3! X + 5! x .....,
or
(m +2m)(+2m-2)...(+2)(-1)(-3)....(-2m+1) 2m+1
2(x) = x + ( 1) X (2m+1) !
x .
m-1
c 0 = l, c 1 = 0 and c 0 = 0, c 1 = 1,
1 (0)= 1, 2 (0) = 0,
1 (0) = 0, 2 (0)= 1.
even integer
n = 2m, (m = 0, 1,2,...),
example,
1(x) = 1, (=0),
2
1(x) = 1 3x , (=2),
2 3.5 4
1(x) = 1 10x + 3 x , (=4).
solution P n of degree n of
defined by
n
( )
n
d 2
(x) = n x 1 .
dx
2
(x 1) u - 2nxu = 0.
times yields
2 (n+2) (n+1)
(x 1) u + 2x(n + 1) u +
(n) (n+1)
(n + 1) nu 2nxu 2n(n+l)
(n)
u = 0.
(n)
Since = u we obtain
2
(1 -x ) (x) 2x (x) + n(n + 1)
n
(1) = 2 n!.
[( )]
(n) (n)
[(x-1) (x+1) ]
2 n n n
(x) = x 1 =
(n)
[ ]
n n
= (x 1) (x+1) + terms with (x-1)
n
= n!(x+1) + terms with (x-1) as a factor.
n
Hence (l) = n ! 2 , as stated.
It is now clear that the function P n
given by
( )
n
1 d 2
Pn(x) = n n x 1 n
2 n! dx
which is 1 at x = 1.
must have = c 1 or = c 2 .
= c 1 + d 2
and
=
P n (1) P n ( 1) 0.
are
3 2 1
P0(x) = 1, P1(x) = x, P2(x) = 2 x 2 ,
5 3 3 35 4 15 2 3
P3(x) = 2 x 2 x, P4(x) = 8 x 4 x + 8.
CYP QUESTIONS
n
1. Show that P n (-x) = (-1 ) P n (x),
n
and hence that P n (-1) = (-1 ) .
n
2. Show that the coefficient of x in
P n (x) is
(2n) !
n 2.
2 (n!)
n P n (x).
3).
5. Show that
1
Pn(x) Pm(x)dx = 0, ( nm )
1
Hence
2 2
Pm[1 - x )F n ] - P n [(l x )P m ]
2
= {(1 x ) [P m P n - P m P n ]}
= [m(m+l) n(n+l)]P m P n .
6. Show that
1 2 2
Pn(x)dx= 2n+1
1
u( )(x).
1 n
Pn(x) = n
2 n!
(k) (k)
Show that u (1) = u (-1) - 0
parts,
|
1 1
u( )(x)u( )(x) dx = u (x)u( )(x) u(
n n n n-1 n+1)
1
1
1
(x)dx
1
1
u(
n+1)
(x)u(
n-1)
=
1
(x)dx
1
u( )(x)u(x)dx.
n 2n
=...=( 1)
1
1(1-x2) dx.
1 n
=(2n)!
/2 2n+ 2
( )
1 n
2 n 2 2 n!
1
( 1-x ) dx = 2 cos d = (2n+1)!
0
P = c 0 p 0 + c 1 p 1 + ... + c n P n ,
solution of
2
(1 x ) y - 2xy = 0,
Q 1 defined by
Q1(x) = 2 log
x
( ) 1,
1+x
1-x (|x| < 1),
is solution of the Legendre
equation when = 1.
Unit -7
7.1 INTRODUCTION
variable coefficients
n n-1 n-1
(x-x0) y( ) + b1(x)(x-x0) y + .....bn(x)y = 0
n
(2)
near x0, where the functions
the form
k
b k (x) = (x x 0 ) k (x), (k = 1, ...n),
of the form
r 8
(x) = (x x 0 ) (x) + (x x 0 ) (x)
log (x x 0 ),
briefly discussed.
2 " ' 3
x y y y = 0.
4
The origin x 0 = 0 is a singular point,
k
ckx ,
k=0
recursion formula
( 3
)
(k+1)ck+1 = k2 k- 4 ck, (k=0,1,2,....)
that
| | | |
k+1 z 3
ck+1x k k- 4
k =
k+1
|x| ,
ckx
as k , provided | x | 0. Thus
the series will only converge for x =
equation.
Euler equation
2 " '
L(y) = x y + xy + by = 0 (1 )
r r
L(x ) = [r(r 1) + r + b] x .
q(r) = r (r 1) + r + b, we may
write
( r) = q(r)xr,
L x (2)
then
L(x r 1 ) = 0.
Thus the function given by 1 (x) =
q(r 1 ) = 0, q(r 1 ) = 0,
r ( )
r
L x (
=L
r ) ( r
r = L x logx )
[ '
= q (r) + q(r)log x x , ] r
L(xr 1 log x) = 0.
r1 r2
c1x + c2x = 0, (x>0),
then
r2-r1
c1 + c2x = 0, (x>0).
c2
x = 0, (x>0),
or c 2 = 0. We see that c 1 = 0.
complex.
This possibility must be taken into
Then we have
' '
( )
' r log x 1 r r-1
x = r(log x) e = rx x = rx ,
and
r ( )
x
r
=
r ( r
) r
e logx = (logx)e log x =x logx,
r
the calculations.
for x < 0.
r r r-1 r
[(-x) ] = -r (-x) , [(-x) ] = r(r
r-2
1) (- x) , and hence
r r 2 r
[(-x) ] = r (-x) , x [(-x) ] = r(r -1)
r
(-x) .
Thus
r r
L[((-x) ) = q(r)(-) , (x < 0).
Also,
r [ ]
( -x
r
) = ( x )
r
log(-x), (x<0),
r1 r2
1(x) = ( x ) , 2(x) = ( x ) , (x<0),
by
r1 r1
1(x) = ( x ) , 2(x) = ( x ) log( x ), (x<0).
r1 r2
1(x) = |x| , 2(x) = |x| , ( x0 ).
In case r 1 r 2 . and
r1 r
1(x) = |x| , 2(x) = |x| log|x|, ( x0 ),
1
In case r 1 = r 2 .
Theorem.
equation
2
x y + xy + by = 0, (a, b
constants),
r(r 1) + r + b.
A basis for the solutions of the Euler
containing x = 0 is given by
r1 r2
1(x) = |x| , 2(x) = |x|
and by
r1 r1
1(x) = |x| , 2(x) = |x| log|x|,
equation
2
x y + xy + y = 0
by
2
q(r) = r(r l) + r + 1 r + 1, and its
i i log |x|
| x | = e .
1 , 2 is given by
n-th order
n (n) n-1 (n-1)
L(y) = x y + 1x y + ... +
n y = 0,
hence
r r
L(| x | ) = q(r) | x | .
degree n
(r)
q = r(r 1) ... (r n + 1) + 1 r(r
1) ... (r n + 2) + ... + n .
to r we obtain
( ) = L( )
|x| = L(|x| log |x|)
k k
r r r k
k L |x| k
r r
[ ]
k(k-2) k-2
q( )(r) + kq( )(r)log|x| + 2! q( )(r)log |x|
k k+1 2
r
= |x| .
+....+q( )log |x|
r k
If r 1 is a root of q of multiplicity m 1
then
(m1-1)
q(r 1 ) = 0, q(r 1 ) = 0, ....., q (r 1 )
result.
Theorem.
not containing x = 0.
CYP QUESTIONS
2
a. x y + 2xy - 6y = 0
2
b. 2x y + xy - y = 0
2
c. x y + xy - 4y = x
2 3
d. x y - 5xy + 9y = x
2 2
e. x y + 2x y - xy + y = 0
2
a. x y + xy + 4y = 1
2
b. x y - 3xy + 5y = 0
2
c. x y - (2 + i) xy + 3iy = 0
2
d. x y + xy - 4y = x
3. Let be a solution for x > 0 of
equation
(t) + ( - 1) (t) +
b[(t) = 0.
equation.
Euler equation
2
x y + xy + by = 0
a. If r 1 = + ir with 0,
b. If r 1 = + ir with 0,
2 given by
1 (x) = | x | cos (r log | x
|),
2 (x) = | x | sin (r log |
containing x = 0.
We define
i
Log x = log [(-x)e ) = log (-x) +
i
log e
a. Show that
r ir r
x = e |x| , (x < 0).
by = 0.
Show that two independent
x if r 1 = r 2 .
6. Let
2
L(y) = x y + xy + by where ,
+ r + b.
b. Suppose k is a root of q of
Compute c.
k
c. Find a solution of L(y) = x
in case k is double root of q.
form
2
(x-x0) y + (x)(x-x0)y + b(x)y = 0,
" '
(1)
0.
let t = x - x 0 and
The power series for , b converge on
2 " '
t u + (t)tu + b(t)u = 0 (2)
(x) = (x-x0)
equivalent to (1).
as
2 " '
L(y) = x y + (x)xy + b(x)y = 0, (3)
k=0 k=0
k k
(x) = kx , b(k) = kx , (4)
Example
2 " 3 '
L(y) = x y + 2 xy + xy = 0, (5)
which has a regular singular point at
solution
(c0 0), (6)
r k r r+1
(x) = x ckx = c0x + c1x + ....,
k=0
r
that is, x times a power series. This
( ) [
L (x) = r(r-1) + 2 r c0x +
3
] r
{[(r+1)r+ 3
2 (r+1)]c1 + c0 x
r+1
}
+ {[ ( r+2)( r+1) +
3
2 ( r+2) ] c2 + c1} + ...
x
r+2
If we let
3
q(r) = r(r-1) 2 r = r r+ 2 , ( 3
)
this may be written as
( )
L (x) = q(r)csx + [q(r+1)c1 + c0]x
r r+1
+ [q(r+2)c2+c1]x
r+2
+ ....
[q(r+k)c
+ ck-1]x .
r r k
= q(r)c0x + x k
k=1
implies
( )
L (x) = 0
q(r) = 0, (7)
3
r1 = 0, r2 = 2 .
ck-1
ck = q(r+k) , (k=1,2,....).
Thus
( 1)kc
ck = q(r+k)q(r+k)...q(r+1) .
0
(k=1,2,...)
If r1 = 0,
q(r1 + k) = q ( 1
2 )
+ k 0 for k=1,2,..
Letting c 0 = 1 and r = r 1 = 0 we
1 given by
k k
( 1) x
1(x) = 1 + q(k)q(k-1)....q(1)
.
k=1
in the form
1(x) = dk(x).
k=0
Using the ratio test we obtain
1(x) = dk(x).
k=0
and
[ ]
x
1/2 ( 1) xk
2(x) = |x| 1+ .
k=1
( )( ) ()
1 3
q k- 2 q k- 2 ...q
1
2
r k
(x) = |x| ckx ,
k=1
differential equation.
CYP QUESTIONS
2 2
i. x y + (x + x )y - y = 0
2 2
ii. 3x y + x y 2xy = 0
2 2
iii. x y - 5y + 3x y = 0
iv. xy + 4y = 0
2
v. (1 x )y - 2xy + 2y = 0
2 2
vi. (x + x 2) y + 3(x + 2)y
+ (x 1)y = 0
2
vii. x y + (sin x)y + (cos x)y = 0
ii.
2 "
x y + xy + x
'
( 2 1
4 )y = 0
2 4 2
iii. 4x y + (4x 5x)y + (x +
2)y = 0
2 2 x
iv. x y + (x 3x )y + e y = 0
2
v. x y + (sin x)y + (cos x)y = 0
y = 0.
to the point x = 1.
k=0
r k
(x) = x ckx , (x > 0),
for the following equations
2 2
a. 2x y + (x x)y + y = 0 b)
2 2
x y + (x x )y + y = 0
k=0
r k
(x) = x ckx , (x > 0),
k=0
(x) = x
r
ckx ,
k
(c0 0), (1)
for the equation
2 " '
x y + (x)xy + b(x)y = 0, (2)
where
k=0 kxk,
k=0 kxk,
(x) = b(x) = (3)
for |x| < r0.Then
' r-1 k
(x) = x ( k+r)ckx ,
k=0
" r-2 k
(x) = x k=0
( k+r)(k+r-1)ckx ,
and hence
( )( )
r k k
b(x)(x) = x ckx kx
k=0 k=0
( )
k
r k
=x kx k = cik-i
j=0
k=0
r k
=x kx
k=0
(x) = x k=0
2 " r k
x (k+r)(k+r-1)ckx .
Thus
( )
L (x) = x
'
k=0
[(k+r)(k+r-1)c + + ]x ,
k k k
k
[
[ ]k = (k+r)(k+r-1)ck + + = 0, ] (k=0,1,2,...).
Using the definitions of k, k we can write the bracket [ ]k as
[ ]k = (k+r)(k+r-1)ck + j=0 (j+r) cjk-j+j=0 cjk-i
k k
[(j+r)
k-1
=[(k+r)(k+r-1) + (k+r)0 + 0]ck + k-i + k-j]ci.
j=0
r(r-1) + r0 + 0 = 0. (4)
polynomial q given by
[(j+r)
k-1
dk = k-j + k-j]cj, (k =1,2,...) (6)
j=0
and if general
[(j+r)
k-1
Dk(r) = k-j + k-j] C1(r), (7)
j=0
Dk(r)
Ck(r) = q(r+k) , (k=1,2,...) (8)
The C k thus determined are rational
functions of r (quotients of
by .
r r k
(x,r) = c0x + x Ck(r)x . (9)
k=1
shown to be convergent.
1 given by
(C0(r1) = 1),
Ck(r1)x ,
k
1(x) = xr1 (11)
k=0
series is convergent.
(C0(r2) = 1),
Ck(r2)x ,
r2 k
2(x) = x (12)
k=0
1,2, ....
b(0).
Theorem.
2
Consider the equation x y + (x)xy
for
| x | < r 0 , r 0 > 0.
of the form
n
(c0 = 1),
k
1(x) = |x| ckx ,
k=0
form
( )
r2 k
2(x) = |x| c kx , c0 = 1 .
k=0
< r0.
The coefficients c k can be obtained by
differential equation.
with C 0 (r) = 1.
exceptional case.
The Euler equation shows that if r 1
exceptional cases.
CYP QUESTIONS
r
(|x| > 0),
k
(x) = |x| ckx ,
k=0
2 2
b. x y + xy + x y = 0
c.
2 " '
x y + xy + x 1 y = 0( 2
4 )
Test each of the series
c 2 , c 3 in the solution
ckx , (c0 = 1).
i k
(x) = x
k=0
r k
(x) = |x-1| ck(x-1) for
k=0
powers of x - 1).
4. The equation
xy + (1 x)y + y = 0, where
Laguerre equation .
= 0.
r k
(x) = x ckx .
k=0
polynomial solution of
degree n.
5. a. Let L n denote the polynomial
( ).
n
x d n x
Ln(x) = e n x e
dx
Laguerre equation if = n.
(b) Compute L 0 , L 1 , L 2 .
2 " '
x y + (x)xy + b(x)y = 0,
with
k k
(x) = kx , b(x) = kx , (1)
k=0 k=0
Where these series, converge for | x
polynomial q is given by
Re r 2 .
k
ck(r)x , (3)
k=0
by
C0(r) = 1,
[(j+r)
k-1
q(r+k)ck(r) = k-j + k-j] Cj(r) (4 )
j=0
(k =1,2,.....);
We must prove that the series (3)
if r = r 2 , provided r 1 r 2 is not a
positive integer.
We note that
= k(k + r 2 r 1 ).
Therefore
k-1
( )
k k-1|r1 r2| Ck(r1) M
_ j=0
(j+1+|r1|)i-k|Cj(r1)|, (7)
(k = 1,2,....).
N 1 | r 1 r 2 | < N,
0 = C0(r1) = 1, |
k = Ck(r1) , | (k=1,2,....,N-1),
and
k-1
( )
k k-|r1 r2| k = M
j=0
(j+1+|r1|pj-kj, (8)
(k =N,N+1,.....).
kx
k
(10)
k=0
k by k + 1 in (8) we obtain (k + 1)
(k + 1 -|r 1 r 2 |) k+1 = [k (k - |r 1
r 2 |) + M (k + 1 + |r 1 |)] k
For k N. Thus
[ k(k-|r ) (
r2| + M k+1+|r2| ]
| |
k+1 1
k+1x
= |x|,
( )
k
kx (k+1) k+1-|r1 r2|
which tends to | x | / as k .
(C0(r1) = 1),
Ck(r1)x ,
k
k=0
Converges for | x | < . But since
converges for | x | r 0 .
(C0(r2) = 1).
Ck(r2)x ,
k
k=0
polynomial satisfy
h) r 1 = r 2
i) r 1 r 2 is a positive integer.
r
L()(x,r) = c0q(r)x , (1)
Where is given by
r r r
(x,r) = c0x + x ck(r)x . (2)
k=1
by the formulas
C0(r) = c0 0,
q(r+k)Ck(r) = Dk(r) (3)
k-1
Dk(r) =
j=0
[(j+1)k-j + k-j] Cj(r) (k=1,2,.....);
r L()(x,r) = L ( )(x,r)
r
(x,r1)
2(x) = r
(2) we find
(r1)x ck(r1)x
r1 ' k r1 k
2(x) = x C + (log x)x
k k=0
k=0
(r1)x
r1 ' k
=x C + (log x)1(x),
k=0 k
where 1 is the solution already
obtained:
(C0(r1) = 1).
Ck(r1)x ,
r1 k
1(x) = x
k=0
first power of x.
q(r + m) = (r r 2 ) (r + m r 2 ).
Then
(C0(r2) = 1).
Ck(r2)x ,
r2 k
2(x) = x
k=0
D m (r 2 ) = 0 by choosing
C 0 (r) = r r 2 .
homogeneous in
Letting
L()(x,r) = (r-r2)q(r)x .
r
(6)
solution given by
(x) = (x, r 2 )
However C 0 (r 2 ) = C 1 (r 2 ) = .... =
already obtained.
respect to r, obtaining
r L()(x,r) = L( r )(x,r)
[ ]
r
=q(r)x + (r-r2) q (r) + (log x)q(r) .
r '
given by
(x,r2)
2(x) = r
form
Ck(r2)x + (log x)x Ck(r2)x ,
r2 r k r2 k
2(x) = x
k=0 k=0
C 0 (r 2 ) = ... = C m-1 (r 2 ) = 0.
Ck(r2)x + c(log x)1(x),
r2 k
2(x) = x
k=0
everywhere by
1 r2
| x | r , | x | , log |x|
2
Consider the equation x y + a(x)xy
+ (0)r + b(0).
r1
1 (x) = | x | 1 (x), 2 (x) = | x
r1+1
| 2 (x) + (log |x|) 1 (x),
the form
r1
1 (x) = |x| 1 (x),
r2
2 (x) = |x| 2 (x) + c(log |x|)
1 (x).
= 0.
CYP QUESTIONS.
equations near x = 0:
2 2 2
i. 2x y + (5x + x )y + (x 2)y = 0
2 x
ii. 4x y + 4xe y + 3(cos x)y = 0
2 2 2
iii. (1 x )x y + 3(x + x ) y + y = 0.
0.
where is a non-negative
constant.
solutions.
3. Obtain two linearly independent
solution of the following
2
a. x y + 3xy+ (1 + x)y = 0
2 2
b. x y + 2x y - 2y = 0
2 2
c. x y + 5xy + (3 x )y = 0
2
d. x y - 2x(x +l)y + 2(x + l)y = 0
2 2
e. x y + xy + (x 1 )y = 0
2 2
f. x y - 2x y + (4x 2)y = 0
(C0(r1) = 1).
Ck(r1)x ,
r1 k
1(x) = x
k=0
6. Consider the equation
xy + (x)y = 0. where
'
xy + (x)y = 0,
where
k
(x) x ,
k=0 k
| < r 0 r 0 > 0.
(c0=1),
r k
(x) = x ckx ,
See 7.5)
7. Consider the equations
2
x y = (x)xy + b(x)y = 0,
polynomial, Re r 1 Re r 2 . Let 1
corresponding to r 1 :
rl
1 (x) = x 1 (x), ( 1 (0)=l),
the equation
[ ]v = 0.
'
' 2x1(x)
xv + 2r1 + (x) + 1(x)
b. Since 1 / 1 has a power
the form
2r1-0 k
v(x) = x dxx ,
k=0
(Hint: questions 6)
If is a constant, Re 0, the
2
, x v + x(x)y + b(x)y = 0, with
2 2
(x) = 1, b(x) = x - .
= - .
0.
1 , 2 of the form
x) 1 (x)
We see that
c 1 = 0,
2,3,....).
same as
ck-2
ck =
k
3 , (k=2,3,...).
1 c2 1
c0 = 2 , c4 = 2 = 2 2 , .....
2 4 2 .4
and in general
m m
( 1) ( 1)
c2 = 2 2
2 .4 ...(2m)
2 = 2m
2 (m!)
2, (m = 1,2, ....).
since c 1 =0 we have c 3 = c 5 = ...
=0.
x, and we obtain
m 2m
( 1) x
1(x) = 2m 2 ,
2 (m!)
k=0
0
where as usual 0! = 1, and 2 = 1.
by J 0 . Thus
m
( 1) x 2m
J0(x) =
( m!)
2 ()
2
k=0
all finite x.
We now determine a second solution
the from
(c0 = 0).
k
2(x) = ckx + (log x)1(x),
k=0
We obtain
1(x)
(x) = k=1
' k-1 '
kckx + x + (logx) (x)
2 1
1(x)
(x) = k=2
" k-2 2 ' "
k(k-1)ckx + 2 + x + (logx) (x).
2 x 1 1
Thus
( ) 2 " ' 2
L 2 (x) = x (x) + x (x) + x 2(x).
2 2
(k c
) (x) + (log x)L(1)(x)
2 2 2 k '
= c1x+2 c2x + k + ck-2 x + 2x
k=2 1
( )
And since L 1 (x) = 0 we have
m 2m
( 1) 2mx
c1x+2 c2x +
2 2
k=2
( 2
)
k ck + ck-2 x = 2
k
2m
2 (m!)
2
m=1
Hence
2 2
c1 = 0, 2 c2 = 1, 3 c3 + c1 = 0, ....,
2 2
c 1 = 0, 2 c 2 = 1. 3 c 3 + c 1 = 0, ....,
c 1 = c 3 = c 5 = ... = 0.
coefficients is
m+1
2 ( 1) m
(2m) c2m + c2m-2 = 2m-2 2 , (m-2,3,....).
2 (m!)
We have
c2 =
1
2
2 , c4 =
1
2
4 ( 1
2
2
1
2.2
2
) = (1 + )
1
2 2
2 4
1
2
6 [ 2 .4 ( ) ( ) ] 246 ( ), ....,
1 1 1 1 1 1 1 1
c6 = 2 2 1 +22 + 3 =2 1 +
2 2 + 3 2 2 2
2 .4
( )
( 1) 1 1
c2m = 2m 2 1 + 2 + ... + m .(m=1,2,....).
2 (m!)
K 0 . Hence
m
( 1) x 2m
2 (1 + 2 + ... + m )( 2 )
1 1
K0(x) = + (log x)J0(x).
m=1
( m!)
CYP QUESTIONS
"
y + 1+ [ 1
4x
2
]y = 0, (x > 0).
The function x given by x(x)
= sin x satisfies y + y = 0.
1/
4. a. If 0 and (x) = x
2
J 0 (x), show that
1 2
" + 2 = .
4x
l/2
(Hint: (x) = 0 (x),
3)
b. If , are positive
=
( - ) ( 2 -
2 )
Integrate from 0 to 1
c. If and J 0 () = 0, J 0 ()
= 0, show that
(x) (x)dx = xJ (x)J (x)dx = 0.
1 1
0 0
0 0
1
(x) dx =0xJ0(x) dx = 2 (J0()) .
2 2 1 1 2
0
[ ( )]
' ' 2
= 2
Integrate from 0 to 1
integers.)
[ ]
x
1
2(x) = J0(x) dt, (0 < x < ).
0(t)
2
t
x0
x < .
0, and Re 0:
2 2 2
L(y) = x y + xy + (x - ) y = 0.
As before we restrict attention to the
equation are r 1 = , r 2 = -
(c0 0).
k
1(x) = x ckx ,
k=0
( )
L 1 (x) = 0.c0x + [(+1)
2 2
]
c1x
+1
+x
k=2
{[(+k) 2
]
2
ck + ck-2}x = 0.
k
Thus we have c 1 = 0,
2 2
[( + k) - ] c k + c k-2 = 0, (k = 2,
3, ....).
Since
2 2
( + k) - = k (2 + k) 0 for k =
c 1 = c 3 = c 5 =....= 0.
We find
c0 c0
c2 = 2(2+2) = 2 ,
2 (+1)
c2 c0
c4 = 4(2+4) = 2 ,
2 2! (+1)(+2)
c4 c0
c6 = 6(2+6) = 2 ,
2 3! (+1)(+2)(+3)
and,in general,
m
( 1) c0
c2m = 2m
2 m!(+1)(+2)...(+m)
m 2m
( 1) x
1(x) = c0x + c0x 2m (1)
2 m!(+1)...(+m)
m=1
J 0 (x).
It is usual to choose
1
c0 =
2 (+1)
, (2)
where is the gamma function
defined by
x s-1
(z ) = e x dx, (Re z > 0).
0
e
T z s
(z+1) = limT x dx
0
[ | ]
s -z T x x-1
= lim x e T +z e x dx
0 0
T
e
T x z-1
= z lim x dx = z(z),
0
T
s T
Since T e U as T . Also, since
s -T
Te U as T
If z is a positive integer n,
(n+l) = n!.
- N < Re z - N + 1,
(z+N)
(z) = z(z+1)...(z+N-1) , (Re z < 0),
Provided z - N + 1. The gamma
() (Re )
x ( 1) x
2m
J(x) = ()
2
m!(m++1) 2
0 .
_
m=0
+ 1) = m!.
r 1 r 2 = 2 is a positive integer or
form
k
2(x) = x ckx .
k=0
Thus
()
( 1) x
2m
J (x) = ()
x
2
m!(m-+1) 2
m=0
-n k
2(x) = x ckx + c(log x)Jn(x).
k=0
We find that
{[(
= 0.c0x
n
+ [(1 n) n2]c1x1 n + x-n
2
k=2
2 2
] }
k-n) n ck + ck-2 xk
2m+2m
= -2c
m=0
(2m+n) d2mx (5)
Here we have put
2m+n
Jn(x) = d2mx ,
m=0
and hence
m
( 1)
d2m = 2m+n
2 m!(m+n) !
(6)
Further, if n > 1,
whereas
c0 c0
c2 = 2 , c4 = 4
2 (n-1) 2 2!(n-1)(n-2)
and in general
c0
(j=1,2,....,n-1) (7)
2j
c = 4j ,
2 j!(n-1)...(n-j)
2n
Comparing the coefficients of x in
(5) we obtain
c
c2n-3 = 2cnd0 = n-1
2 (n-1) !
equations
+ =
2m(2n + 2m)c 2n + 2m c 2n+2m-3 -
For m = 1 we have
( )
cd2 1 c2n
c2n+2 = 2 1+ n+1 4(n+1)
( )
c2n cd2 1 1
4(n+1)
= 2 1+ 2 + ... + 4
Since 4(n+l) d 2 = - d 0 ,
( )
cd0 1 1
c2n = 2 1+ 2 + ... + n
( )
cd2 1 1
c2n+2 = 2 1+1+ 2 + ... + n+1
For m = 2 we obtain
( )
cd4 1 1 c2n+2
c2n+4 = 2 2 + n+2 2
2 .2.(n+2)
2
Since 2 .2.(n+2)d 4 = -d 2 ,
( )
c2n+2 cd4 1 1 1
2 = 2 1+ 2 +1+ 2 + ... + n+2
2 .2.(n+2)
[ (1 + ) + (1 + 12 + ... + n+1m )]
cd2m 1 1
c2n+2 = 2 2 + ... + m
n-1
2j
-n -n x
2(x) = c0x + c0x 2j
2 j!(n-1)...(n-1)
j=1
( )
cd0 1 1 n
= 2 1+ 2 + ... + n x
may write
n-1
1 x -n (n-j-1) ! 2j 1 1 m
Kn(x) = ()
2 2 j! ( 2x ) . 2 n! (1 + 12 + ... + 1n )( 2x )
j=0
m
( 1)
1 x n
()
-2 2
m(m+n)! ( 1
[
1 + 2 + ... + m ) + (1 + 2 + ... + m+n )
1 1 1
]
m=1
2m
( 2x ) + (log x)Jn(x).
order
2 2 2
x y + xy + (x - ) y =
1/2
0, and put (x) = x (x).
Show that satisfies the
equation
[ ]
1 2
"
y + 1+ y=0
4
2
x
for x > 0.
2. a. Show that
x / J1 / 2(x) = 1 sin x.
1 2 2
(2)
b. Show that
x / J 1 / 2(x) = 1 cos x.
1 2 2
(2)
1/
(Hint: From Ex.2, (x) = x
2
J 1/2 (x) satisfies + = 0
that c 1 = 0 and c2 = 2 / ()
1
2
( ) =
1
2
y + (x)y = 0, where
1 2
(x) = 1 +
4
2
x
1/2
(Hint: (x) = (x), where
is defined in question
that
- = ( -
2 2
) = ( - ) , and
xJ (x)J (x)dx=0,
1 1
(x)(x)dx =
0 0
If . (Hint: question 8)
9. If > 0, > 0, and J () = 0
Show that
| |
2
(x)dx =
1 2 1 2 1 '
0
0
xJ (-) dx= 2 J () .
[ ( )]
' ' 2
= 2
Integrate from 0 to 1
gives
n
J -n (x) = (-l) J n (x)
show that
(x J n ) (x) = x J -1 (x).
b. Prove that
- r -
(x J ) (x)_ = -x J +1 (x).
theorem)
theorem)
Unit - 8
EXISTENCE AND
UNIQUENESS OF
SOLUTIONS TO FIRST
ORDER EQUATIONS
8.1 INTRODUCTION
y'=f(x,y), (1)
equation
y'g(x)y+h(x), (2)
e
x -Q t
(x) = e ( ) ()
h(t)dt+ce ( )
Q x Q x
x
(3)
Where
g( )dt.
x t
Q(x)=
x
existence theorem.
Example.
2
y = y .
Solution.
2
Here f(x, y) = y , and we see f has
(1) = -1 is given by
1
(x) = - x ,
exist.
our equation as
h(y) dy = g(x) dx, (1)
x 0 , then
therefore
h((t)) '(t) dt =
x x
g(t) dt (2)
x0 x0
may be written as
x
h(u)du= g(t) dt
x0
n
x x
h(u) du = g(t) dt
y0 x0
obtain
( )
h (x) '(x) = g(x)
(1) on I.
Theorem 1.
functions for x b, c y
equation
h(y)dy = g(x) dx
H(y) = G(x) + c
the relation
H(y) = G(x) + c
Proof.
Integrating I to obtain
h(y) dy = g(x) dx + c.
Where c is a constant, and the
such that
H = h. G = g.
relation
Example.
g(x) on x b.
Example.
relation
solution of (6)
2
y' = y (8)
2
Here h(y) = 1/y , which we note is
dy
2 = d,
y
1
y = x+c
function given by
1
(x) = x+c (9)
Example.
y' = 3y /
2 2
(10)
This leads to
dy
2/2 = 3 dx
y
If y 0, and hence to
3
y = (x + c) ,
function given by
3
(x) = (x+c) (11)
constant c.
by
2
(x) = x (x) = 0, (-<x<),
clearly k (0) = 0.
CYP QUESTIONS
2
a. y = x y
b. yy = x
2
x+x
c. y'= 2
yy
x
e y
d. y'= x
1+e
2 2 2
e. y = x y 4x
2
y = y
which passes through the
point (x 0 , y 0 ) is given by
y0
(x) =
1 y0(x x0)
defined function?
c. For which x is a solution of
the problem
2
y = y , y(x 0 ) = y 0 ?
1/
3. a. Find the solution of y = 2y
2
passing through the point
(x 0 , y 0 ), where y 0 > 0.
(x 0- 0).
y is said to be homogeneous of
degree k if
k
f(tx, ty) = t f(x,y)
have
homogeneous.
Such equations can be reduced to
hence
' f(1,u) u
u = x ,
variables separated.
where 1 ,b 1 ,c 1 , 2 ,b 2 ,c 2 are
be reduced to a homogeneous
c 1 /c 2 , and let x = , + h, y = n +
(*) becomes
d 1+b1+(1h+b1k+c1)
=
d 2+b2(2h+b2k+c2)
If h, k satisfy
1 h + b 1 k + c1 = 0, 2 h + b 2 k +
c2 = 0 (**)
homogeneous.
solution, then 1 b 2 - 2 b 1 = 0,
substitution
u = 1 x + b 1 y + c 1 or u = 2 x +
b 2 y + c 2 leads to a separation of
variables.
form
( )
1x+b1y+c1
y' = f 2x+b2y+c2
to a homogeneous equation
( )
2
1 x+y 1
y' =
2 x+2
of these families.
2 2
a. x + y = c, (c > 0)
b. y = cx
2
c. y = cx
2 2
x y
d. 2 +3 =c,(c>0)
2 2 x2
e. x y = c f) y = ce
8.3. EXACT EQUATIONS
Suppose the first order equation y =
M(x, y) + N(x, y) y = 0,
F F
x
= M,
y
= N, (2)
In R.
Theorem 2.
F F
x = M, y =N (2)
F(x, y) = c, (c = constant)
Proof.
I, then
F
x ( )
x,(x) +
F
y (x,(x) '(x)) (3)
F(x, (x)) = c,
f(x,y) = c (4)
F(x, (x)) = c
For all x in I, and a differentiation
Example
x
y' = - y (5)
xdx + y dy = 0,
when y = 0.
separated.
Indeed any such equation is a special
an F is given by
Where G = g, H = h.
Theorem.
R:|x-x 0 | , |y y 0 | b.
M N
y = x in R.
Proof.
that
F F
x = M, y = N.
Then
2 2
F M F N
y x = y , x y = x
We must have
M N
y = x
x y
F F
=
x
(s,y)ds + y
(x,t)dt
x0 y0
y x
F F
=
y
(x,t)dt + x (s,y0)ds
y0 x0
x y
F(x,y) = M(s,y)ds + N(x,t)dt (8)
x0 y0
= 0, and that
F
x (x,y) = M (x,y)
M(s,y )ds.
x
y
F(x,y) = N(x,t)dt + 0 (9)
y0
x0
our F.
[ M(s,y )ds.]
x
y
F(x,y)- N(x,t)dt + 0
y0
x0
[ [
x y
] ]
x x
M N
=
y
(s,t)dt ds - x
(s,t)ds dt
x0 x0
x0 y0
[
x
y
=
x0
y0
M
y
( s,t)
N
x ]
(s,t) ds dt,
which we write as
2 2
(3x 2xy) dx + (2y x ) dy = 0
Here
2
M(x, y) = 3x 2xy, N(x, y) = 2y
2
x , and a computation shows that
M N
y (x,y)= x (x,y)= -2x.
Which shows that our equation is
an F such that
F F
x = M, y = N.
Thus F satisfies
F 2
x (x,y) = 3x 2xy,
Which implies that for each fixed y,
2 2
f(x,y) = x + x y+f(y), (11)
2 2
-x + f(y) = 2y x ,
obtain finally
3 2 2
F(x, y) = x x y + y
2 2 2
x x y+y = c. (12)
where c is a constant, will be a
provided that
F (x 0 , y 0 ) = c, and that
(x0,y0) 0.
F
y
(x0,y0) = 0.
F
y
are those satisfying
2
-x0 + 2y0 = 0.
through (x 0 , y 0 ).
CYP QUESTIONS
solve these.
2 2
a. 2xy dx + (x + 3y )dy = 0
2
b. (x + xy) dx + xy dy = 0
x y
c. e dx + (e (y + 1) dy = 0
2
d. cos x cos y dx sin x sin 2y
dy = 0
2 2 2 2
e. x y dx x y dy = 0
f. (x + y) dx + (x y) dy = 0
2x 2x
g. (2ye + 2x cos y) dx + (e
2
x sin y) dy = 0
2 2
h. (3x log |x| + x + y) dx + x dy = 0
a function is called an
y dx = x dy = 0 is not exact,
but multiplying
2
the equation by u(x, y) = 1/y ,
cx.
1 2
a. (2y + 2) dx + 3xy dy = 0
dy = 0
1 2 2
c. (5x y + 2y) dx + (3x y +
2x) dy = 0
y y y
d. (e + xe ) dx + xe dy = 0
+ N (x,y) dy = 0, Where M, N
derivatives, is an integrative
u( M
y
N
x ) =N
u
x
u
- M y
onR.
4. a. Under the same conditions
........
M(x, y) dx + N (x, y) dy = 0
Has an integrating factor
u f ,which is a function of
x alone, then
P=
1 M
N y(
N
x )
Is a continuous function of x
alone.
b. If p is continuous and
M(x, y) dx + N (x, y) dy = 0
which is a function of y
alone, then
q=
1 N
M x(
M
y )
is a continuous function of y
alone.
b. If q is continuous, and
q.
question 4)
b. Solve this equation, using an
integrating factor.
equation
R: |x x 0 | , |y y 0 | b, (, b >
(1) satisfying
(x0) = y0 (2)
By this we mean there is a real-
problem
x
y = y0 + f(t,y) dt (4)
x0
for all x on I.
Theorem 4.
(
'(t) = f t,(t) ) (6)
defined by
from x 0 to x we obtain
f(t,(t)) dt
x
(x) = (x0 + )
x0
a solution of (4).
calculus, that
(3).
We now turn our attention to solving
defined by
0 (x) = y 0 .
compute
f(t, (t)) dt
x
1(x) = y0 + 0
x0
x
= y0 + f(t,y0) dt ,
x0
f(t, (t)) dt
x
k+1(x) = y0 + y0 + k
(k = 0,1,2,...,)
x0
k (x) (x)
f(t, (t)) dt .
x
(x) = y0 + y0 + 0
x0
defined by 7 successive
approximations is to think of a
functions S () defined by
f(t, (t)) dt
x
( )
S (x) = y0 + y0 +
x0
0
; see Fig.
Of course we need to show that the
or of (3).
Example.
x
y = 1+y0 + ty dt,
x0
are given by
0(x) = 1,
x
k+1(x) = 1 + y0 + tk(t)dt, (k=0,1,2,....).
0
Thus
x 2
x
1(x) = 1 + t dt, = 1 + 2
0
( )
2
t x
2
x
4
2(x) = 1 + t 1+ dt = 1 + + 2.4 ,
2 2
0
function
x2/2
(x) = e
problem (8).
functions k, k = 0, 1, 2,...,defined
by (7) exist. Since f is continuous on
|f(x, y)| M
defined on |x - x 0 | .
Theorem.
functions on
1: |x x 0 | = minimum {, b/
For all x in I.
| k (x) y 0 | b
the lines
x x 0 = , x x 0 = - ;
Proof of Theorem. Clearly 0 exists
x
1(x) = y0+y0 + f(t y0) dt,
x0
and hence
| (x) y | = | | | |
x x
1 0 f(t y0) dt, f(t y0) dt M|x-x0|
x0 x0
x
1(x) = y0 + F0(t) dt
x0
is continuous on I.
function F k given by
which is given by
x
k+1(x) = y0 + Fk(t) dt
x0
Moreover
| | | F (t)| dt | M | |x x |,
x
k+1(x) y0 M k 0
x0
induction.
CYP QUESTIONS
problem
y = 3y+l, y(0) = 2.
approximations 0 , 1 , ...
approximations 0 , 1 , 2 ,
3 to the solution.
2. For each of the following
successive approximations 0,
1, 2, 3:
2 2
a. y = x + y , y(0) = 0
b. y = 1 + xy, y(0) = 1
2
c. y =y , y(0) = 0
2
d. y = y , y(0) = 1
3. a. Show that all the successive
problem
2
y = y ,y(0) = 1,
successive approximations
real x.
4. Consider the problem
2 2
y = x + y , y(0) = 0, on
R:|x|1, |y|l.
a. Compute an upper bound M
2
for the function f(x, y) = x
2
+ y on R.
R?
R: |x x 0 | , . |y y 0 | b,
(, b > 0).
defined on an interval I
containing x 0 .
a.
Define carefully what it
value problem
y = f(x, y), y(x 0 ) = y 0 ,
y(x 0 ) = y 1 . (*)
equation
x
y = y0 + (x - x0)y1 + ( xt ) f(t,y) dt (* *)
x0
on I if and only if is a
rule that
x
x F
d
dx
0
F(t,x)dt = F (x,x)
0 x
(t,x)dt,
= y 1 , by the variation of
constants method.
5.
a. Define a sequence of
successive approximations
= y 0 .)
7. a. Find a sequence of
successive approximations
y = x y, y(0)=l, y(0) = 0
and show that the sequence
. Suppose is a real-value
function on I.
equation
x
sinx sin( xt )
y= + f (t,y)dt (* *)
0
question)
c. Define a sequence of
successive approximations
as a continuous function on
I. (Hint:
g(t,x)dt
x
0
is continuous in x.)
|f(x, y 1 ) f(x, y 2 )| K |y 1 y 2 |
constant.
approximations converge to a
on |x x 0 | . Before we prove
on f.
Theorem.
| x x 0 | , (y y 0 | b, (, b >
0),
Or a strip
is continuous on S, and
| f
y (x,y)| K, ((x,y)in S),
constant K.
Proof.
We have
f
y1
f(x,y1) f(x,y2) = (x,t)dt
y2 y
and hence
|f(x,y1) f(x,y2)| |y
y1
| y (x,t)|dt| K|y1 y2|,
f
2
2
f(x, y) = xy on
R: |x| 1, |y| 1.
Here
| f
y (x,y)| = |2xy| 2
the strip
S: |x| 1, | y | < ,
Since
| | = |x||y |,
f(x,y1) f(x,0)
y1 0 1
if | x | 0.
Example.
2/3
F(x, y) = y
On
R:|x| l, |y| l.
Indeed, if y 1 > 0,
|f(x,y1) f(x,0)| y1 /
2 3
1
= = =
|y1 0| y1 y1 /
1 3
Which is unbounded as y 1 0.
CYP QUESTIONS
1. By computing appropriate
indicated:
2 2
a. f(x, y) = 4x + y , on S: | x
| 1, | y | 1.
2 2 2
b. f(x, y) = x cos y+ y sin x,
on S: | x | 1, |y| <
3 -xy2
c. f(x,y) = x e , on S: 0 x
2
d. f(x,y) = (x)y + b(x)y +
2, (, b, c are continuous
functions on |x| 1)
1)
given by
1/2
f(x, y) = y does not
on
R: |x| 1, 0 y 1.
R: |x| , b y c, (, b,
c > 0).
given by
2
f(x,y) = x |y| satisfies a
Lipschitz condition on
R:|x| l, |y| l.
exist at (x, 0) if x 0.
f/y be continuous on S is
theorem.
R: |x x 0 | , |y y 0 | b, (, b>0),
and let
|f(x, y)| M
successive approximations
f(t, (t))dt, (k = 0,1,2,...),
x
0(x) = y0, k+1(x) = y0 + k
x0
I: |x x 0 | = min {, b/M}
on I.
approximations converge to a
solution, something more than the
question 3.
{ (x)}.The
k key to the proof is the
as
k = 0 + ( 1 - 0 ) + ( 2 - l )
[ (x)-
0(x) + p p-1 (x)]
p
we obtain
| (x)- (x)| =
2 1
x0
1 0
Therefore
condition
|
| (x)- (x)| K | (t) (t)|dt |
x
2 1 1 0
x0
Using we obtain
| | | |.
x
2(x)-1(x) KM
x0
|t x0|dt
Thus,if x x0,
2
(x x0)
| (x)- (x)| KM
x
2 1 x0
(t x0)dt = KM 2
| (x)- (x)|
MK
p p-1 p! (3)
we obtain
[(
x
m+1(x) - m(x) =
x0
) (
f t,m(t) f t,m-1(t) )] dt,
and thus
|(
x
|
x
| m+1 (x) - m(x)| K
x0
m (t) - m-1(t)| dt
this yields
m+1
|x x0|
x m
| (x) - m(x)|
m
m MK
|t x0|
MK
m+1 m! dt= (m+1) !
x0
induction.
series
| (x)| + | (x)-
0 p p-1 (x)| (4)
p=1
| (x)-
p (x)|
p-1 k p!
K
power series for e |xx 0 |. Since the
k|xx0|
power series for e is
for each x in I.
Properties of the limit . This limit
are in I
| |
x1
| |
k+1(x1)-(x2) =
x2
( )
f t,k(t) dt M |x1 x2|
Also, letting x 1 = x, x 2 = x 0 in we
obtain
|(x) y 0 | M |x - x 0 |, (x in I)
We have
[ (x)-
(x) = 0(x) + p p-1 (x)]
p=1
and
[ (x)-
k
k(x) = 0(x) + p p-1 (x)]
p
|(x)- | = | |
k
p=k+1
[ (x)
p p-1 (x)]
| |
p=k+1
[ (x)
p p-1 (x)]
p
M (K)
K p!
p=k+1
p
M (K)
k+1
(K)
K (k+1) ! p!
p=k+1
k+1
M (K) k
= K (k+1) ! e (6)
k+1
Letting k = (K) / (k +1)!, we
be written as
|(x)- |
k
M k
Ke k, ( k 0, k ) (7)
show that
f(t,(t)) dt
x
(x) = y0 + (8)
x0
Is continuous on I. Now
f(t,(t)) dt
x
k+1(x) = y0 +
x0
and k+1(x) (x), as k .
(
x x
x0
f t,k(t) dt) x0
( )
f t,(t) dt, ( k ) (9)
We have
x0
(
f t,(t) dt ) x0
k
x
K| |(t) k(t)|dt| (10)
x0
| |
x
x
( )
f t,(t) dt
x0
( )
f t,k(t) dt Me k|x x0|
K
x0
complete.
kth approximation k
Theorem.
The kth successive
Theorem 7 satisfies
k+1
|(x)- (x)|
k
M (K)
K (k+1) ! e
k
For all x in I.
CYP QUESTIONS
y = 1 2xy, y(0) = 0.
equation is linear, an
on
1
R:|x| 2 , |y| 1.
approximations to the
1
solution exist on |x| 2 , and
Lispschitz condition on R
successive approximations
converge to a solution of
approximations 3 satisfies
e. Compute 3 .
a. Using separation of
exist?
approximations 0 , 1 , 2 ,...
(Hint:
2
Consider f(x, y) = 1 + y on
1
R:|x| 2 , |y| 1.
1
Show that = 2
3. On the square
R:|x|1, |y|l,
Let f be defined by
f(x,y) = 0 if x = 0, |y| 1,
= 2x, if 0<|x| 1, -1y<0,
4y 2
=2x x if 0 <|x| 1, 0yx ,
2
=-2x, if 0 <|x| 1, x y 1.
to make a sketch).
on R.
approximations 0 , 1 , 2 ...
convergent subsequences in
by using successive
approximations)
successive approximations
0 (x) = y 0 ,
0(x) = y0
( )
x
k+1(x) = y0 + (x x0)y1 + ( xt ) f t,k(t) dt (k =0,1,2, ..)
x0
I: | x x 0 | = minimum {, b
/ M 1 },
Where M 1 = |y 1 | + (M/2), to
y (x 0 ) = y 1 .
equation
y' + g(x)y = h(x) (1)
|g(x)|K, (|x x 0 | ).
y 2 )| K |y 1 y 2 |
interval.
Theorem.
Proof.
given by
0(x) = y0,
|x x 0 | ;
that
from
| | | f(t,y ) dt|
x
1(x)-0(x) = 0
x0
| |
f(t,y ) dt M|x x |,
x
0 0
x0
Due to (3).
| ]| | (x)- |
k k
| k(x) y0 = | p=1
[ p(x) p 1(x)
p=1
p p-1
k
p
K |x x0|
p p
M K |x x0|
p
M
K p! K p!
p=1
M
K (eK-1),
For |x x0| . If we let
M
b = K e -1 ,( K
)
satisfy
| k (x) y 0 | b, (|xx 0 |), and
|(x) y 0 | b, (|x x 0 | ) .
in our interval |x x 0 | ,
| |
x1
| (x1)-k+1(x2)| =
k+1
x2
( )
f t,k(t) dt N |x1 x2|,
replaced by a everywhere.
Corollary.
S : | x | , | y | < ,
|x x 0 | , | y | <
strip
|x| |x 0 | + , | y | < .
problem.
Example.
corollary is
2 x
y e 2
y' =
1+y
2 + x cos y (4)
f (y43y2) x 2
(x,y) = 1 + y2 e x sin y,
y
( )
We have
| yf (x,y)| 3e + 2
For all (x,y) in the strip
S : |x| , |y| <
CYP QUESTIONS
sin 2y
< L
< 1.
y),
x.
4. Let f be a rea1valued
successive approximations
0(x) = y0,
( )
x
k+1(x) = y0 + (x x0)y1 + ( xt ) f t,k(t) dt, (k = 0,1,2,..)
x0
problem
y = f(x,y), y(x 0 ) = y 0 ,
y(x) = y 1 .
successive approximations
0(x) = 0,
x
sin( xt )
k+1(x) =
sinx
+
x0
( )
f t,k(t) dt, ( > 0),
(k = 0,1,2,...)
Exist as continuous functions on
= 0, y (0)=1.
problem
2
y + y = f(x,y), y(0) = 0,
y(0)=1.
8. Let q be a realvalued
0, y (0) = 1
also satisfies.
7)
Theorem.
respectively on an interval I
in R. If the inequalities
1 + (x, y) g(x 1 , y) |y 1 y 2 |
For all x in I.
Proof
valued functions on
R: |x x 0 |, [y y 0 | b, (, b>0),
and
(x 0 , y 1 ), (x 0 , y 2 ) are points in R.
If we take g = f and y 0 = y 1 = y 2 we
0, and we have
Corollary 1.
y = f(x,y), y(x 0 )= y 0 ,
on an interval I containing x 0 , then
Example.
2/3
y = 3y , y(0) = 0,
2/3
Here f (x, y) = 3y , and thus f
functions , given by
2
(x) = x , (x) = 0, (- < x < ),
are both solutions of this problem.
the origin.
solutions k of
Corollary 2.
If k is a solution of (6) on an
I.
Proof of the theorem 10. From 1, 2
we see that
f(t,(t)) dt
x
(x) = y1 +
x0
f(t,(t)) dt
x
(x) = y2 +
x0
and hence
[ f(t,(t)) g(t,(t))] dt
x
(x)-(x) = y1 y2 +
x0
|(t)-(t)| dt +
x
| |
(x)-(x) +K
x0
(x x0) (9)
If
|(t) (t)| dt
x
E(x) =
x0
after changing x to t,
K(tx0)E
[e ]
K(tx0) K(tx0)
(t)e +(tx 0 )e
[1- e ] + [-K(x x ) 1] e
k(x x0) K(x x0) K(t x0)
e K 2 0 + 2
K K
[e ] [K(x - x0) + 1] +
K(x x0)
e (
K x x0)
E(x) K -1 - 2 2
K K
[ ]
K(t x0)
e (
K t x0)
| |
(x)-(x) e + K -1 .
CYP QUESTIONS
problem
10 1
y' = xy + y , y(0) = 10
that
|g(x,y)| <
1
5
problem
1
y' = xy, y(0) = 10
c. Show that
| (x)-(x) | 2
10
5 ( x 2
)
e| | / 1
1
For |x| 2
| (x)- (x) | 1
10
5 ( e| |-1
x
)
2. Consider the problem
r 2
y = y + x sin y, y(0) = 1
|| 1.
1.
b. Prove that
x |x|
|(x)e | || (e 1)
For |x| 1.
y0|b, | - 0| c.
Where , b, c > 0, and suppose
that
|f(x,y 1 ,) f(x, y 2 , )| K |y 1
y2|
such that
| f (x,y,)| L
For all (x,y,) in R. If
| |
(x)-(x)
L| |
K ( e | 0|-1
K x-x
)
For all x for which , exist.
4. A. Apply question 3 to the
continuous for |x x 0 | .
y(x0) = z 1 , (**)
x
(x)z0+(x x0)z1+ ( xt )g(t,(t))dt.
x0
[f |y 0 z 0 | 0 , |y 1 z 1 | 1 ,
with = 0 , K. replaced by K,
replaced by 1 + (/2)
two problems
2
y + y = f(x, y), y(x 0 ) = y 0 ,
y(x 0 ) = y 1 ,
2
y + y = g(x, y), y(x 0 ) = z 0 ,
y'(x 0 ) = z 1 ,
question 5)
Unit - 9
PARTIAL DIFFERENTIAL
EQUATIONS OF THE FIRST
ORDER
the derivatives
x , y , z , t ,
2 2 3
2 , x t x2 t ,
, etc.
x
( )
2 2
F x , ..., 2 , ..., x t , ... = 0
x
differential equation.
equation
2
2 = t
x
2
( x ) + t =0
variables, while
x= x + y y = 0
variables
F(, x ) = 0
In the main we shall suppose that
z z
P = x , q = y
f(x, y, z, p, q) = 0
2 2 2 2
x +y +( zc ) = a (1)
in which the constants a and c are
x + p(z c) = 0 while if we
yp xq = 0 (2)
Example
2 2 2 2
x +y = ( zc ) tan (3)
y, we find that
2 2
p(z-c)tan = x,q(z-c)tan =c (4)
satisfied.
Now what the spheres and cones
(
Z = f x +y
2
)
2
(5)
p = 2f'(u), q = 2yf'(u)
equation
F(x,y,z,,b)=0 (6)
the relation
F F F F
x +P z = 0, y +q z =0 (7)
kind
f(x,y,z,p,q)=0 (8)
F(u,v) = 0 (9)
function of u and v. If we
F
u { uu + zu p} + VF { xv + zv p} = 0
F
u { u
y +
u
z q } +
F
v { F
v +
v
z }
q =0
2 2 2
(x ) + (y + b) + z = 1 which
2 2 2
z (l + p + q ) = 1
CYP QUESTIONS
a. z = (x + ) (y + b)
2
b. 2z = (x + y) + b
2 2 2
c. x + by + z = 1
2. Eliminate the arbitrary function f
a. (
z = xy + f x + y
2
)
2
b. z = x+y +f(xy)
c. z=f ( )
xy
z
d. z =f( xy )
e. ( 2 2 2 2
f x + y + z , z 2xy = 0 )
9.3 CAUCHY'S PROBLEM FOR
FIRST- ORDER EQUATIONS
Cauchy's Problem. If
b. And if F(x,y,z,p,q) is a
following properties:
functions of x and y in a
in R, the point
lies in U and
F[x,y,(x,y),
(x,y), y (x,y)] = 0
R, and
{x 0 (),y 0 ()} = z 0
are
such that
F(x,y,z,p,q) = 0 (2)
Sonia knowalewski:
Theorem.
a region S defined by
|x x 0 | < , |y y 0 | <, |qq 0 | <
region R
defined by |x x 0 | < 1 , |y y 0 |
< 2;
F(x,y,z,,b) = 0
type
F(u, v) = 0
of that equation.
the form
Pp + Q q = R (1)
X1p1+X2p2+...+Xnpn=Y (2)
z z 2 2
x x + y y = z + x
is linear, whereas the equation
dz 2 2
x dx =z +x
is not
contained in:
Theorem.
Pp + Q q = R (1)
Is
F(u,v) = 0 (3)
dx dy dz
P = Q = R (4)
Proof.
dx + u y dy + u z dz = 0
dx dy dz
and P = Q = R must be compatible;
Pu + Qu y + Ru z = 0
Pv + Qv y + Rv 2 = 0
R we have
P Q R
= =
(u,v) / (y,z) (u,v) / (z,x) (u,v) / (x,y) (8)
relation
F(u, v) = 0
equation
(u,v) (u,v) (u,v)
P = (y,z) + q (z,x)
= (x,y) (9)
Example.
differential equation
2 z 2 z
x x +y y = (x+y)z
dx dy dz
x
2 =
y
2 = (x+y)z (10)
equations that
dxdy dz
x y
2 2 = (x+y)z (12)
xy
z = c2
xy
z = c3 (13)
F ( xy
z ,
xy
z )=0 (14)
Where the function F is arbitrary.
equations such at
xy
z = xyf ( z )
xy
or z = xyg ( xy )
Theorem.
the equations
differential equation
z z z
P1 x1 + P2 x2 + ... + Pn xn = R
Proof.
equations
dx1 dx2 dxn dz
P1 = P2 = ... = Pn = R (15)
Are
ui(x1,x2, ..., xn, z) = ci i = 1,2,... N (16)
then the n equations
n
ui ui
dxj + dz = 0 i = 1,2,...,n (17)
j=1
xj
z
n
u ui
Pj
xj
R+ z =0 (18)
j=1
Pi R
(
u1,u2 ....,un )
=
(
u1u2, ..., un )
i = 1,2....n (19)
(
x1...xi-1z,xi+1 ...,xn ) (x1, .....,xn)
u2 u2 u2
x1 x2 ... xn
. . .
. . .
. . .
un un un
x1 x2 ... xn
(
n
j=1
uj uj z
uj xi
+
z xi )
Double click this page to view clearly
and there are n such equations, one
relation
(u1,...un) z (u1,...,uj 1,uj+1,....un)
n
(x1,...xn)
+
j=1 xj (x1,...,xj 1, zxj+1, ..., xn)
=0 (21)
as we desired to show,
Example.
equation
equations are
dx dy dz du
yz = zx = xy = 0
relations
du = 0
dx + dy + dz = 0
xdx + y dy+ z dz = 0
2 2 2
u = c 1 , x+y + z = c 2 , x + y + z = c3
Hence the general solution is of the
2 2 2
form u = f(x + y + z, x + y + z )
CYP QUESTIONS
2 2
1. z(xp yq) = y x
2 2
2. px(z 2y ) = (z qy)(z y
3
2x )
3. px(x + y) = qy(x + y) (x y)
(2x + 2y + z)
2
4. y p xyq = x (z zy)
2 2
5. (y + zx) p (x + yz) q = x y
2 2 2 2
6. x(x + 3y )p y (3x + y )q =
2 2
2z(y x )
9.5. INTEGRAL SURFACES PASSING
THROUGH A GIVEN CURVE
solutions
the form
F(u,v) = 0 (2)
F(c1,c2) = 0 (3)
Between the constants c 1 and c 2 . The
special circumstances.
y(t), z(t)} = c 2
(2).
Example 3.
= 1.
dx dy dz
= =
( 2
x y +z ) ( 2
y y +z ) (x
2
y z )
2
have integrals
2 2
xyz = c1, x +y 2z = c2 (4)
For the curve in question we have the
freedom equations
x = t, y = -t, z = 1
the relation
2c 1 + C 2 + 2 = 0
surface is
2 2
x + y + 2xyz 2z + 2 = 0
CYP QUESTIONS
equation
= 1 y=0.
equation
2 2 2
(x y)y p + (y x)x q = (x +
2
y )z
3
Through the curve xz = a , y = 0.
equation
2 2 3
2x(y + z ) p + y (2y + z ) q = z
2
and deduce that yz(z + yz 2y)
2
= x is a solution.
5. Find the general integral of the
equation
(x y) p + (y x z)q = z and
differential equation
= z(z + )
a. y = 0,
2
b. z = 4x
c. y = 0,
3 2
d. z + x(z + ) = 0
Unit -10
NONLINEAR PARTIAL
DIFFERENTIAL EQUATIONS
OF THE FIRST ORDER
F (x, y, z, p, q) = 0 (1)
system
F (x, y, z, p, q) = 0 (1)
was of this form. It will be shown a
surfaces
f(x, y, z, , b) = 0
Such an integral is called a
complete integral.
sub system
f{x,y,z,,(a)} =0
equation
general integral.
If the envelope of the two-parameter
differential equation
2
( 2
z 1+p +q =1
2
) (3)
we showed that
2 2 2
( x - ) + ( y - b) + z = 1 (4)
equation (3).
Putting b = in equation (4), we
2 2 2
(x - ) + (y- ) + z = 1
and
x + y - 2 = 0
2 2
(x - y) + 2z + 2 (5)
equation (3).
two equations
x-=0 y-b=0
(y mx c) = (1 + m )(1 z ) (6)
2 2 2
b = m + c.
CYP QUESTIONS
1. verify that z = x + by + + b
z = px + qy + p + q pq
corresponding to complete
a. Z= 2x + + 2y + b
2 -1
b. z + = 2(1 + )(x+y)
equation
1 1
Z= p + q
envelope of the
oneparameter subsystem
obtained by taking
b = - - 1+
differential equation
(
F x,y,z,
z
x ,
z
Y )=0 (1)
numbers D(x 0 ,y 0 ,z 0 ,p 0 ,q 0 ).
an equation
F(x,y,z,p,q) = 0 (2)
expression
q G(x,y,zp) (3)
and z 0
Figure 16
vertex p;
the cone so generated is called the
z = g(x,y) (4)
{x0,y0g(x0,y0),g(x0,y0,)gy(x0,y0)} (5)
{x 0 ,y 0 g(x 0 ,y 0 )}.
that:
Theorem.
A necessary and sufficient condition
the equation.
z(t) = g {x(t),y(t)}
appropriate interval I. If P0 is a
(p 0 ,q 0 ,1)if z(t 0 ) = p 0 x 0 (t 0 ) +
q 0 y 0 (t 0 )
{x(t),y(t),z(t),p(t),q(t)} (7)
condition
For all t in I.
dz = p dx + q dy (10)
where p, q satisfy the relation (2).
we obtain .
dq
0 = dx + dp dy (11)
F F dq
p + q dp =0 (12)
obtain
dx dy dz
Fp = Fq = pFp + qFq (13)
way that
x'(t) = Fp, y'(t) = Fq (14)
then
z'(t) = Fp, + qFq (15)
function of t so that
p p
p'(t) = x x'(t) + y y'(t)
p F p F
= x p + y q
p F q F
= x p + x q
since p / y = q /x.
F F F p F q
x + z p+ p x + q x =0
strip
initial value t 0 of t.
Theorem.
Proof.
equations are
relations
() = p 0 () + q 0 ()
(x, y, z) = 0
Which is the equation of the integral
procedure by an example.
Example.
Solution.
are x 0 = v, y 0 = 0, z 0 = 0, P 0 =
0, q 0 = 20 t 0 = 0 the characteristic
equation are
dx dy dz
dt = p + q y, dt = p + q x, dt = p( p + qy ) + q( p + qx )
dp dq
dt = p + q y, dt =p+qx
that
X = v + p, y = q 2v
d d
dt ( p + qx ) = p + q x, dt ( p + qy ) = p + q y +
Giving
t t
p + q x = ve , P + q y = ve
Hence we have
( t
x = v 2e 1 , ) (
y=v e 1 ,
t
) (
p = 2v e 1
t
) ( t
q=v e +1 ) (22)
With solution
z=
5 2
2v ( e
2
t
)
1 3v e 1
2
( t
)
(22) we have
t yx
e = 2yx , v = x 2y
1
z= 2 y( 4x3y )
CYP QUESTONS
characteristics of
2
(1 + q )z = px
Expressing x, y, z and p in terms
y = 0.
differential equation
f(x, y, z, p, q) = 0 (1)
g(x, y, z, p, q) = 0 (2)
If
(f, g)
J= (p,q)
0 (3)
dx + dy dz = 0
integrable is
(- z ) + ( z ) ( x - y ) = 0
Which is equivalent to
x + z = y + z (5)
Substituting from equations (4) into
f z + f p z +f q z = 0
z ) = 0
+ z ) + g q ( x + z ) = 0
{ }
1 (f,g) (f,g)
x + z = J (x,p)
+ (z,p) (6)
{ }
1 (f,g) (f,g)
y + z = -J (y,p)
+ (z,p) (7)
replacing , by p, q, respectively,
is that
[f, g] = 0 (8)
(f,g) (f,g) (f,g) (f,g)
Where [f, g] = (x,p) + p (z,p) + (y,p) + q (z,p) (9)
Example.
therefore compatible
z dz = y dx + x dy
2
which has solutions z = c 1 + 2xy
where c 1 is constant.
homogeneous equations
simultaneous equations z = px +
2 2
qy, 2xy (p + q ) = z (yp + xq)
p, q) = 0, g(x, y, p, q) = 0 are
compatible if
(f,g) (f,g)
(x,p)
+ (y,p) = 0
Verify that the equations p =
if
P Q
y = x
4. If u 1 = u / x, u 2 = u / y,,
equations
f(x, y, z, u 1 , u 2 , u 3 ) = 0, g (x, y,
z, u 1 , u 2 , u 3 ) = 0 are compatible
if
differential equation
f(x, y, z, p, q) = 0 (1)
g(x, y, z, p, q, a) = 0 (2)
which contains an arbitrary constant
solved to give
P = P (x,y,z,a), q = q(x, y, z, a)
b. The equation
F(x,y,z,a,b) = 0 (4)
containing two arbitrary
differential equation
fp x + fq y + (pfp + qfq) z - (fx + pfz) p -(fy + qfz) q = 0
g g g g g
(5)
dx dy dz dp dq
fp = fq = pfp + qfq =
(fx + pfz)
=
(fy + qfz)
(6)
solution obtained.
Example 7.
equation
2 2
P x+q y=z (7)
dx dy dz dp dq
= = = =
2px 2qy
( )
2 2 2 2
2 p x+q y pp qq
2 2
p dx + 2px db q dy + 2qy dq
2 = 2
p x q y
2
p x = aq2y
(8)
have
1 1
{ az
}, { z
}
2 2
p= (1 + a)x
q= (1 + a)y
case
1 1 1
( 1+a
z ) 2
dz = () a
x
2
dx + ()
1
y
2
dy
With solution
1/2
{(l+a)z} = (ax) + y + b
integral of (7).
PROBLEMS
equations:
2 2
1. (p + q ) y = qz
2
2. P = (z + qy)
2
3. Z = pqxy
2 2
4. xp + 3yq = 2(z x q )
5 3 2 2
5. px 4q x + 6x z 2 = 0
2
7. 2(z + xp + yq) = yp
Equations
method.
a. Equations Involving Only P and
F(p,q) = 0 (1)
dx dy dz dp dp
fy = fq = pfp + qfq = 0 = 0
equation is
P= (2)
the corresponding value of q
from
f(a,q) = 0 (3)
so that q = Q(a) a constant. The
z = ax + Q(a)y + b (4)
where b is a constant.
We have chosen the equation dp
is considerably reduced if we
Example 8.
equation pq = 1.
complete integral is
y
z = ax + a
+b
2
which is equivalent to a x + y az =C
where a, c are arbitrary constants.
b) Equations Not involving the
the type
f(z, p, q) = 0 (5)
Charpit's equations take the
forms
dx dy dz dp dq
fp = fq = pfp + qfq = pfz = qfa
relation
p = aq (6)
immediately.
Example.
Find a complete integral of the
2 2 2
equation p z + q = 1. Putting
( 1+a z
2 2
) 2
dz = a dx + dy
Hence
equations become
dx dy dz dp dq
fp = gq = pfp qgq = fx = gy
differential equation.
dp fz
dx + fp =0
general theory.
Example.
Find a complete integral of the
2 2
equation p y(1 + x ) = qx .
Solution.
z = a1 + x + 2 a y + b
2 1 2 2
z = px + qy + f(p,q) (9)
The corresponding Charpit
equations are
dx dy dz dp dq
x + fp = y + fq = px + qy + pfp + afq = 0 = 0
so that we may take p = a, q = b.
z = ax + by + f(a, b) (10)
as is readily verified by direct
differentiation.
Example.
equation
(p + q) (z xp yq) = 1
1
z = xp + yq + p+q
1
z = ax + by + a+b
CYP QUESTIONS
equations:
1. p + q = pq
2 2
2. z = p q
3. zpq = p + q
2 2 2
4. p q(x + y ) = p2 + q
2 2 2 2 2 2 2 2
5. p q + x y = x q (x + y )
2 2 2 2
6. 6. pqz = p (xq + p ) + q (yp + q )