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Boyce/DiPrima 9 th ed, Ch 3.4:

Repeated Roots; Reduction of Order

Elementary Differential Equations and Boundary Value Problems, 9 th edition, by William E. Boyce and Richard C. DiPrima, ©2009 by John Wiley & Sons, Inc.

Recall our 2 nd order linear homogeneous ODE a y

  b y

  cy

0 where a , b and c are constants.

Assuming an exponential soln leads to characteristic equation: y ( t )

 e rt  ar

2  br

 c

0

Quadratic formula (or factoring) yields two solutions, r

1 r

 b

 b

2 

4 ac

2 a

& r

2

:

When b 2 – 4 ac = 0, r

1 one solution: y

1

( t )

= r

2

= ce

 b t / 2 a b /2 a , since method only gives

Second Solution: Multiplying Factor v ( t )

We know that y

1

( t ) a solution

 y

2

( t )

 cy

1

( t ) a solution

Since y

1 and y

2 are linearly dependent, we generalize this approach and multiply by a function v , and determine conditions for which y

2 y

1

( t )

 e

 b t / 2 a a solution is a solution:

try y

2

( t )

 v ( t ) e

 b t / 2 a

Then y

2

( t )

 v ( t ) e

 b t / 2 a y

2

( t )

 v

( t ) e

 b t / 2 a  b

2 a v ( t ) e

 b t / 2 a y



2

( t )

 v



( t ) e

 b t / 2 a  b

2 a v

( t ) e

 b t / 2 a  b

2 a v

( t ) e

 b t / 2 a b

2

4 a

2 v ( t ) e

 b t / 2 a

Finding Multiplying Factor v ( t ) a y

  b y

  cy

0

Substituting derivatives into ODE, we seek a formula for v : e

 b t / 2 a

 a

 v



( t )

 b a v

( t )

 b

2

4 a

2 v ( t )

 b

 v

( t )

 b

2 a v ( t )



 cv ( t )

0 a v



( t ) a v



( t )

 b v

( t )

 b

2

4 a

 b b

2

2 a

2 v ( t )

 b v

( t )

4 a

 c

 v ( t )

0 b

2

2 a v ( t )

 cv ( t )

0 a v



( t )

 b

2

4 a

2 b

2

4 a

4 ac

4 a

 v ( t )

0 a v v



( t



( t )

)

 b

2 

4 a

0

4 ac v ( t )

 v ( t )

 k

3 t

0 k

4

 a v



( t )



 b

2

4 a

4 ac

4 a

 v ( t )

0

General Solution

To find our general solution, we have: y ( t )

 k

1 e

 bt / 2 a

 k

1 e

 bt / 2 a

 c

1 e

 bt / 2 a

 k

 k

2

3 t v ( t

) k e

4

 bt

 e

/ 2 a

 bt / 2 a

 c

2 te

 bt / 2 a

Thus the general solution for repeated roots is y ( t )

 c

1 e

 bt / 2 a  c

2 te

 bt / 2 a

Wronskian

The general solution is y ( t )

 c

1 e

 bt / 2 a  c

2 te

 bt / 2 a

Thus every solution is a linear combination of y

1

( t )

 e

 bt / 2 a

, y

2

( t )

 te

 bt / 2 a

The Wronskian of the two solutions is

W ( y

1

, y

2

)( t )

 e

 bt / 2 a b e

 bt / 2 a

2 a

1 te bt

2

 a bt /

 e

2 a

 bt / 2 a

 e

 bt / a 

1 bt

 e

 bt / a

2 a

 e

 bt / a 

0 for all t bt

2 a

Thus y

1 and y

2 form a fundamental solution set for equation.

Example 1

(1 of 2)

Consider the initial value problem y

 

4 y

 

4 y

0

Assuming exponential soln leads to characteristic equation: y ( t )

 e rt  r

2 

4 r

4

0

( r

2 )

2 

0

 r

 

2

So one solution is y

2

( t )

 v ( t ) y

1 e

( t

2

) t

 e

2 t y

2

( y



2

( t t

)

) and a second solution is found:

 v

( t ) e

2 t

 v



( t ) e

2 t

2 v ( t ) e

2 t

4 v

( t ) e

2 t

4 v ( t ) e

2 t

Substituting these into the differential equation and simplifying yields v " ( t )

0 , v ' ( t )

 k

1

, v ( t )

 k

1 t

 k

2 where c

1 and c

2 are arbitrary constants.

Example 1

(2 of 2)

Letting k

1

1 and k

2

0 , v ( t )

 t and y

2

( t )

 te 

2 t

So the general solution is y ( t )

 c

1 e

2 t  c

2 te

2 t

Note that both y

1 and y

2 tend to 0 as values of c

1 and c

2

Using initial conditions y ( 0 )

 c

1

2 c

1

1

 and c

2 y ' ( 0

)

3

1

3

 c

1

1 , c

2

5 t

 

2.0

y t

1.5

1.0

regardless of the y ( t )

( 1

5 t ) e

2 t

Therefore the solution to the

IVP is y ( t )

 e

2 t 

5 te

2 t

0.5

0.0

0.5

1.0

1.5

2.0

2.5

3.0

t

Example 2

(1 of 2)

Consider the initial value problem y

  y

 

0 .

25 y

0 , y

 

2 , y

  

1 / 3

Assuming exponential soln leads to characteristic equation: y ( t )

 e rt  r

2  r

0 .

25

0

( r

1 / 2 )

2 

0

 r

1 / 2

Thus the general solution is y ( t )

 c

1 e t / 2  c

2 te t / 2

Using the initial conditions:

1

2 c

1 c

1

 c

2

2

1

3



 c

1

2 , c

2

 

2

3

Thus y ( t )

2 e t / 2 

2

3 te t / 2

4 y t

3

2

1

1

2

1 y ( t )

 e t / 2

( 2

2 / 3 t )

2 3 4 t

Example 2

(2 of 2)

Suppose that the initial slope in the previous problem was increased y

 

2 , y

  

2

The solution of this modified problem is y ( t )

2 e t / 2  te t / 2

Notice that the coefficient of the second

6 y t term is now positive. This makes a big difference in the graph, since the

2

4 exponential function is raised to a positive power:

 

1 / 2

0

2

1 red : y ( t )

 e t / 2

( 2

 t ) blue : y ( t )

 e t / 2

( 2

2 / 3 t )

2 3 4 t

Reduction of Order

The method used so far in this section also works for equations with nonconstant coefficients: y

  p ( t ) y

  q ( t ) y

0

That is, given that y

1 y

2

( t )

 v ( t ) y

1

( t ) y

2

( t )

 v

( t ) y

1

( t )

 is solution, try y

2 v ( t ) y

1

( t ) y

2



( t )

 v



( t ) y

1

( t )

2 v

( t ) y

1

( t )

= v v ( t ) y

1



( t )

( t ) y

1

:

Substituting these into ODE and collecting terms, y

1 v

 

2 y

1

 py

1

  y

1

  p y

1

 qy

1

 v

0

Since y

1 is a solution to the differential equation, this last equation reduces to a first order equation in v y

1 v

 

2 y

1

 py

1

 v

 

0

:

Example 3: Reduction of Order

(1 of 3)

Given the variable coefficient equation and solution y

1

2 t

2 y

 

3 t y

  y

0 , t

0 ; y

1

( t )

 t

1

,

, use reduction of order method to find a second solution: y

2

( t )

 v ( t ) t

1 y

2

( t ) y



2

( t )

 v

( t ) t

1

 v



( t ) t

1

 v ( t ) t

2

2 v

( t ) t

2 

2 v ( t ) t

3

Substituting these into the ODE and collecting terms,

2 t

2

 v

 t

1 

2 v

 t

2 

2 vt

3

  v

 t

1  vt

2

 vt

1 

0

2 v

 t

4 v

 

4 vt

1 

3 v

 

3 vt

1  vt

1 

0

2 t v

  v

 

2 t u

  u

0

0 , where u ( t )

 v

( t )

Example 3: Finding v ( t )

(2 of 3)

To solve

2 t u

  u

0 , u ( t )

 v

( t ) for u , we can use the separation of variables method:

2 t du dt

 u

0

 u

 t

1 / 2 e

C

 du u

  1

2 t dt u

 ct

1 / 2

,

 ln u since t

0 .

1 / 2 ln t

C

Thus v

  ct 1 / 2 and hence v ( t )

2 / 3 c t 3 / 2

 k

Example 3: General Solution

(3 of 3)

Since

Recall v ( t ) y

2

( t )

2 / 3

2 / 3 c c t 3 / t 3 /

2

2

 k k y

1

( t )

 t

1

 t

1 

2 / 3 c t 1 / 2

 k t

1

So we can neglect the second term of y

2 y

2

( t )

 t 1 / 2 to obtain

The Wronskian of

W ( y

1

, y

1

( t ) and y

2

)( t )

3 / 2 t

3 / 2 y

2

( t )

0 , can be computed t

0

Hence the general solution to the differential equation is y ( t )

 c

1 t

1  c

2 t 1 / 2

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