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constant coefficients
• We shall
h ll now consider
d second d order
d homogeneous
h l
linear ODEs whose
h
coefficients a and b are constant.
y + ay + byy = 0
• In order to be able solve these equations, it is imperative to have a • Now from elementary algebra we recall that the roots of this quadratic
solid background
g on the solution of homogeneous
g and equation are: 1
= ( −a + a 2 − 4b)
nonhomogeneous Ordinary Differential Equations. 1
2
1
2 = ( −a − a 2 − 4b)
2
• Homogeneous Ordinary Differential Equations represent the ‘Free
Free
Vibrations’ and the non homogeneous Ordinary Differential • The functions below are solutions to y + ay + by = 0
Equations represent ‘Forced Vibrations’. y1 = e 1x
and y2 = e 2x
Homogeneous linear ODEs with Homogeneous linear ODEs with
constant coefficients constant coefficients
• From algebra
l b we know
k that
h the
h quadratic
d equation below
b l may have
h three
h CASE II: Reall double
d bl root = a/2 /
kinds of roots: • We have : (u y1 + 2u y1 + uy1 ) + a(u y1 + uy1 ) + buy1 = 0
2
+a +b = 0
• Collecting terms u y + u (2 y + ay ) + u ( y + ay + by ) = 0
1 1 1 1 1 1
TTo obtain
b i a secondd independent
i d d solution
l i y2 needed
d d for
f a basis,
b i we use the
h
method of order of reduction. Setting • The corresponding general solution is: y = (c1 + c2 x )e − ax / 2
y2 = uy1 , Substituti ng this and its derivatives y 2 ' = u ' y1 + uy1 ' and y2 ' ' into
y + ay + by = 0
Homogeneous linear ODEs with Homogeneous linear ODEs with constant coefficients:
P f
Proof
constant coefficients Complex number representation of harmonic motion
the argument
g of the angle
g between the vector and the x axis,, then X can e 2x
= e −(a / 2) x−i x
= e − ( a / 2 ) x (cos x − i sin x )
also be expressed as:
• We now add these two lines and multiply the result by ½. This gives:
y1 = e − ax / 2 cos x
• Then we subtract the second line from the first and multiply the result by
1/2i. This gives: − ax / 2
y2 = e sin x
Homogeneous linear ODEs with
constant coefficients Nonhomogeneous ODEs
Choice rules for the method of undetermined coefficients
Case Roots Basis General solution
a) Basic rule: If r(x) is one of the functions in the first column in the Table,
I Distinct real
e 1x , e 2x
y = c1e 1x
+ c2 e 2x choose yp in the same line and determine its undetermined coefficients
λ1, λ2
by substituting yp and its derivatives into
y + p ( x) y + q ( x ) y = r ( x )
II Real double root
e − ax / 2 , xe − ax / 2 y = (c1 + c2 x )e − ax / 2 b) Modification rule: If a term in your choice for yp happens to be a solution
λ= a/2 of the homogeneous ODE corresponding to the above equation, multiply
III Complex yyour choice of yp byy x ((or x^2 if this solution corresponds
p to a double root
conjugate of the characteristic equation of the homogeneous ODE)
1 c) Sum rule: If r(x) is a sum of functions in the first column of the table,
1 = − a+i y1 = e − ax / 2 cos x
2 y = e − ax / 2 ( A cos x + B sin x) choose for yp the sum of the functions in the corresponding lines of the
1
a −i y2 = e − ax / 2 sin x second column.
2 = −
2
Nonhomogeneous ODEs
• In this
h section, we proceed
d from
f h
homogeneous to nonhomogeneous
h
ODEs.
y + p ( x ) y + q ( x) y = r ( x )