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Equations
Proof:
The proof is as trivial as simply substituting y into the
DE.
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Existence of a Unique Solution
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Example: y" – 2y' + y = 0, y(0) = 3, y'(0) = 1
6/82
Linear Independence of Functions
Examples:
sin x and cos x
ex and e–2x
x+1 and x2
…
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General Solutions (1/2)
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Wronskian of Two Functions
ex xe x
( )
W e x , xe x = = e2 x .
ex e x + xe x
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Checking Independency of Solutions
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Generalization to nth-Order
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nth-Order Superposition Principle
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Existence of a Unique Solution
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Example: y(3) + 3y" + 4y' + 12y = 0
16/82
Wronskian of n Functions
18/82
Independency of Solutions (1/3)
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Independency of Solutions (2/3)
Proof a):
If y1, y2 , …, yn are linearly dependent, ∃c1, c2,…, cn that
are not all zeros such that c1y1(x)+…+cn yn(x) = 0.
Differentiate both sides n times, we have the
equivalent system of linear equations
y1 ( x) y2 ( x) yn ( x) c1 0
L
y1′ ( x) y2′ ( x)L yn′ ( x) c2 0
= .
M M M M M
( n −1)
y
1 ( x) y2 ( x) L yn ( x) cn 0
( n −1) ( n −1)
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Independency of Solutions (3/3)
Proof (b):
If y1, y2 , …, yn are linearly independent, then the only
set of c1,…, cn such that c1y1(x)+…+cn yn(x) = 0 is the
set of all zeros. Then the system
y1 ( x) y2 ( x) yn ( x) c1 0
L
y1′ ( x) y2′ ( x)L ′
yn ( x) c2 0
= .
M M M M M
( n −1)
y
1 ( x) y2 ( x) L yn ( x) cn 0
( n −1) ( n −1)
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Non-homogeneous Solutions (1/2)
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Non-homogeneous Solutions (2/2)
Proof:
Let yp(x) be a particular solution of the DE and Y(x) be
any possible particular solution of the DE.
Let yc(x) = Y(x)-yp(x), we have
yc(n) + p1yc(n–1) + … + pn–1yc' + pnyc
= [Y(n) + p1Y(n–1) + … + pn–1Y' + pnY]
– [yp(n) + p1yp(n–1) + … + pn–1yp' + pnyp]
= f(x) – f(x) = 0.
→ yc(x) is a solution to the relating homogeneous DE.
→ Y(x) = yc(x) + yp(x).
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Complementary Function
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Example: y" + 4y = 12x
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Reduction of Order†
y2/y1 ≠ constant,
Solution:
Given y1(x) = ex, let y2(x) = u(x) ex,
→ y' = uex + exu', y" = uex + 2exu' + exu"
→ y" – y = ex(u"+ 2u') = 0
→ u"+ 2u' = 0
e ∫
− P ( x ) dx
y2 = y1 ( x) ∫ 2 dx.
y1 ( x)
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Example: x2y" – 3xy' + 4y = 0
Solution:
y1 = x2 is a known solution.
3 4
′′
→ y − y + 2 y=0 ′
x x
3 ∫ dx / x
2 e 3 ∫ dx / x
y2 = x ∫ dx ← e = e ln x 3
= x 3
x4
dx
= x2 ∫
x
= x 2 ln x
The general solution is y = c1x2+c2x2lnx.
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Linear Constant Coefficients DEs
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Characteristic Equations
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Example: 2nd-Order Cases
Let y = erx, and substituting y' = rerx and y" = r2erx into
the DE, we have: ar2erx + brerx + cerx = 0.
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Classify 2nd-Order Roots (1/2)
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Classify 2nd-Order Roots (2/2)
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Example: 4y"+4y'+17y = 0
1
x y → 0, as x → ∞.
1
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Higher-Order Auxiliary Equations
In general, to solve
any(n) + an–1y(n–1) + … + a2y" + a1y' + a0y = 0,
where ai ∈ R and an ≠ 0, we must solve
anrn + an–1rn–1 + … + a2r2 + a1r + a0 = 0.
The general solution of the DE is:
Case I (no repeated roots):
y = c1e r1x + c2 er2 x + ... + cn e rn x .
Case II (with repeated roots):
y = c1e r1 x + c2 xer1 x + ... + ck x k −1e r1x + ck +1e r2 x + ... + cn e rn−k x .
solution form of solution form of
repeated roots distinct roots 37/82
Differential Operators
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nth-Order Differential Operator
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Properties of L
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Solution of Repeated Roots (1/2)
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Solution of Repeated Roots (2/2)
Note that
(D – r0)[u(x)er x] = (Du(x))er x.
0 0
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Example: (D2 + 6D + 13)2y = 0
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Euler Equation†
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Alternative Solution to Euler Equation
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Mechanical Vibrations
x(t)
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x=0 x>0
Free Undamped Motion
Hooke’s law gives the restoring force of a spring as
F = ks.
Newton’s 2nd law describes the motion of a mass as
m(d2x/dt2) = –k(s + x) + mg
= –kx + (mg – ks) = –kx. l
l+ s
System of free undamped motion is
d 2x 2
s
2
+ ω0 x = 0, x(0) = x0 , x′(0) = x1 , m
x
dt equilibrium
position
m
mg - ks = 0
where ω0 = (k/m)½,
the solution is motion
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Alternative Form of Solution
x negative
x =0
t
x positive
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Free Damped Motion
d 2x dx 2
→ 2
+ 2 λ + ω 0x =0
dt dt
m
→ The roots of the auxiliary eq.:
m
2 2
m = −λ ± λ − ω 0
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Three Cases of Damped Motion
x
Case I: Over-damped
− λt λ2 −ω02 t − λ2 −ω02 t t
x (t ) = e (c1e + c2 e )
x
x
undamped
Case III: Under-damped underdamped
+ c2 sin ω02 − λ2 t )
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Non-homogeneous Linear DE
54/82
Undetermined Coefficients
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Example: y" + 4y' – 2y = 2x2 – 3x + 6
Therefore:
yp" + 4yp' – 2yp
= 2A + 8Ax + 4B – 2Ax2 – 2Bx – 2C
= – 2Ax2 + (8A – 2B)x + (2A + 4B – 2C)
= 2x2 – 3x + 6.
→ yp = – x2 – (5/2)x – 9.
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Example: y" – y' + y = 2 sin 3x
Therefore:
yp" – yp' + yp
= (– 9A – 3B + A) cos 3x + (– 9B + 3A + B) sin 3x
= 2 sin 3x.
→ yp = (6/73) cos 3x – (16/73) sin 3x.
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Example: yp by Superposition
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Example: A Glitch in the Method
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Summary of Two Cases (1/2)
Case I:
No functions in the assumed particular solution is a
solution of the associated homogeneous DE.
→ Substitute with yp = “the form of f(x)”.
f(x) yp
1. 1 (any constant) A
2. x3-x+1 Ax3+Bx2+Cx+E
3. sin4x, or cos4x A cos 4x+B sin 4x
4. e5x Ae5x
5. x2e5x (Ax2+Bx+C)e5x
6. e3xsin4x Ae3xcos4x+Be3xsin4x
7. 5x2sin4x (Ax2+Bx+C)cos4x+(Ex2+Fx+G)sin4x
8. xe3xcos4x (Ax+B)e3xcos4x+(Cx+E)e3xsin4x
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Summary of Two Cases (2/2)
Case II:
A function in the assumed particular solution is also a
solution of the associated homogeneous DE.
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Examples:
Case I
y" – 8y′ + 25y = 5x3e–x – 7e–x
y" + 4y = x cos x
y" – 9y′ + 14y = 3x2 – 5 sin 2x + 7xe6x
Case II
y" – 2y′ + y = ex
y" + y = 4x + 10 sin x, y(π) = 0, y′(π) = 2
y" – 6y′ + 9y = 6x2 + 2 – 12 e3x
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Variation of Parameters (1/3)
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Variation of Parameters (2/3)
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Variation of Parameters (3/3)
y1 y2 0 y2 y1 0
W= , W1 = , W2 = .
y1′ y2′ f ( x) y2′ y1′ f ( x)
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Summary of the Method
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Examples: y" + y = tan x
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High-Order Variation of Parameters
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Forced Oscillation and Resonance
m
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Transient and Steady-State Terms
t t
transient
-1 -1
π/2 π/2
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Example: Transient/Steady State
x 1 = -3
-2
-4
π 2π
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Undamped Forced Motion
The solution of
d 2x 2
2
+ ω 0 x = F0 sin γ t , x ( 0) = 0 , x′(0) = 0
dt
is
F0
x(t ) = c1 cos ω0t + c2 sin ω0t + 2 2
sin γ t ,
ω0 − γ
where c1 = 0, c2 = –γF0 /ω0(ω02 –γ2).
F0
→ x(t ) = 2 2
(−γ sin ω0t + ω0 sin γ t ) , γ ≠ ω0 .
ω0 (ω0 − γ )
→ There is no transient term.
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Pure Resonance
F0 F0
= 2
sin ω 0 t − t cos ω0t.
2ω0 2ω0
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Tacoma Narrow Bridge, WA, USA
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Damping System of Taipei 101
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Boundary-Value Problem
(a, y 0 )
x
I
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Example: y" + 16y = 0
(0, 0) (π /2, 0)
1
c2 = − 2
–1
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Eigenvalue Problems
(1) λ = 0, we have y″ = 0,
→ the general solution is y(x) = Ax + B.
→ y = 0 is the only solution for the BVP
→ λ = 0 is not an eigenvalue of the BVP
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The Deflection of a Uniform Beam
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Boundary Conditions
Embedded at both ends Free at the right end Supported at both ends
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