411. DIFFERENTIAL EQUATIONS. 1.1 Introduction. Definition: An Ordinary Differential Equation (ODE) is an equation that contains one or several derivatives of an unknown function. Example: 1. dy = sinx + 3 dx 2. y`` + 2y` - 6y = ex 3. d x + 2 d y - dy - y = 0. 3 2 dy 3 dx 2 dx Notation: F(x, y, y`, y``, … ) = 0. Standard Notations: If y(x) is a function of x , then the first order differential equation can be written as dy or y' ( x) or y' dx Similarly the second order differential equation can be written as d y or y' ' ( x) or y' ' 2 dx 2 and in general for n th differential equation we have d y or y ( x) or y n ( n) (n ) dx n The order of an ordinary differential equation is the order of the highest derivative that appears in the differential equation. 1 Example: 1. 2. dy + y tan x = sin 2x. dx 2 x2 d 2y - 4x dy + 6y = x-1. dx dx 2 -x 3. y`` - 4y` + 4y = 5x + e . 4. y``` - 3y`` + 3y – y = 0. (first order) (second order) (second order) (third order) 1.2 How to form ODE. A differential equation could be formed by eliminating an arbitrary constant from a given function. Example 1. Form ODE from the function y = Ax + x2. (A constant) Solution: y = Ax + x2 … (i) y`= A + 2x … (ii) → x(ii) : xy` = Ax + 2x2 (i) : y = Ax + x2 ______________________ _ xy` - y = x2 (iii) xy`- y = x2 . This is a first order differential equation which derived from y = Ax + x2. Example 2. Form ODE from the function y = x2 + Solution: y = x2 + A x A x . . Multiply with x, then yx = x3 + A. Differenciate with respect to x, → y + x dy = 3x2 is the first order ODE. dx 2 Example 3. Form ODE from the function: y = Ax2 + Bx5. Solution: y = Ax2 + Bx5 …. (i) y`= 2Ax + 5Bx4…. (ii) y``= 2A + 20Bx3…. (iii) x(ii): xy`= 2Ax2 + 5Bx5 2(i) : 2y = 2Ax2 + 2Bx5 __________________________ xy`-2y = 3Bx5 …… (iv) x(iii): xy`` = 2Ax + 20 Bx4 (ii): y` = 2Ax + 5Bx4 ________________________________ _ xy``- y`= 15 Bx4 ….. (v) x(v): x2y``- xy` = 15Bx5 5(iv): 5xy` - 10y = 15Bx5 ______________________________ _ x2y``- 6 xy`+ 10y = 0 (second order ODE ) Example 4. Form ODE from the function y = Aex + Be-2x Solution: y = Aex + Be-2x …. (i) e2x(i): ye2x = Ae3x + B. …. (ii) Differentiating (ii): y`e2x + 2e2xy = 3Ae3x ….(iii) Differentiating (iii): y``e2x + 2e2xy`+ 2e2xy`+4e2xy = 9Ae3x. 3 y``e2x + 4e2x y` + 4e2xy = 9Ae3x …. (iv) 3y`e2x + 6e2xy = 9Ae3x Or: 3(iii): ______________________________________________ _ y``e2x + y`e2x - 2e2xy e2x(y``+ y` - 2y) = 0. Thus the solution is: = 0 But e2x ≠ 0 y`` + y` - 2y = 0 1.3. Solution of a Differential Equation. Definition: If y = F(x) is the solution of an ODE, hence a function F(x) satisfies the given differential equation. Examp. 5. Given d y + dy - 6y = 0. Show that: 2 dx 2 2x dx (a) y = e is the solution. (b) y = 5e2x + 4e-3x is the solution. (c) y = xe2x is not the solution. Solution: (a) y = e2x…(i) thus dy dx = 2e …(ii) and 2x d2y = dx 2 4e2x …(iii) Substitute (i), (ii) dan (iii) into the given diff. eq. hence d2y dx 2 + dy dx - 6y = 4e2x + 2e2x – 6e2x = 0. It is shown that y = e2x is the solution. (b) y = 5e2x + 4e-3x dy = 10e2x – 12e-3x dx 4 → d2y dx 2 d2y dx 2 = 20e2x + 36e-3x + dy dx - 6y = 20e2x + 36e-3x + 10e2x – 12e-3x -30e2x – 24e-3x = 0 y = 5e2x + 4e-3x is the solution. (c) y = xe2x y` = 2xe2x + e2x y``= 2e2x + 4xe2x + 2e2x = 4xe2x + 4e2x. → y``+ y` - 6y = 4xe2x + 4e2x + 2xe2x + e2x – 6e2x = 5e2x ≠ 0. y = xe2x is not the solution. Example 6. Find the value of m so that y = emx is the solution of the diffrential equation 2y`` + 5y` - 3y = 0. Solution: Given y = emx …..(i), thus y`= memx …(ii) and y``= m2emx …(iii) Substitute (i), (ii) and (iii) into the ODE, hence 2y``+ 5y` - 3y = 2m2emx + 5memx – 3emx = emx(2m2 + 5m – 3) = 0. But emx ≠ 0 hence, 2m2 + 5m – 3 = 0 (2m -1)(m + 3) = 0 m = { ½ , -3}. 5 1.4 General & Particular Solution. Example 7. Show that y = Aex + (x + 2)e2x is the general solution of the differential equation dy - y = (x + 3)e2x, and hence determine the dx value of A given that y = 4 when x = 0. y = Aex + (x + 2)e2x dy = Aex + 2(x + 2)e2x + e2x Solution: dx = Aex + (2x + 5)e2x → dy dx - y = Aex +(2x + 5)e2x – Aex – (x + 2)e2x = (2x + 5 – x – 2)e2x = (x + 3)e2x. (shown) → → Given that y = 4 when x = 0 y = Aex + (x + 2)e2x 4 = Ae0 + (0 + 2)e0 4=A+2 A=2 Particular solution: y = 2ex + (x + 2)e2x 6 The particular solution could be obtained by substituting the given condition (y = 4 when x = 0). The conditions are called the initial condition of the differential equation. Definition: (i) Initial Value Problem (IVP) is a differential equation with initial conditions. (Ex. y = 1 and y`= 2 when x = 0) (ii) Boundary Value Problem (BVP) is a diff. equation with boundary conditions. (Ex. y = 0 when x = 0 and y`= 2 when x = 1) Akos3x B sin 3x x 2 x d 2y + 2 dy + dx dx Example 8. Show that y = solution for is the general 9xy = 0. And hence obtain the particular solution with condition y( ) = -3 and y`( ) = 0. Solution: The conditions above are an initial condition (IVP) y = -3 and y`= 0 when x = Given: yx = A kos3x + B sin 3x … (i) x dy + y = -3A sin3x + 3B kos3x … (ii) dx 2 x d 2y + dy + dy dx dx dx 2 x d 2y + 2 dy = dx dx = -9A kos3x – 9B sin3x. -9(A kos3x + B sin3x) … (iii) Substitute (i) into (iii), thus: 7 2 y dx 2 xd + 2 dy + 9xy = 0. (shown) dx Substitute y( ) = -3 into (i) → -3 = -A or A = 3 y`( ) = 0 into (ii) → y = -3B -3 = -3B or B = 1. The particular solution: y = 3kos3x sin 3x . x Example 9. Show that y = Ax3 + B x3 is the general solution for x2y`` + xy` - 9y = 0 and hence obtain the particular solution with conditions y(2) = 1 and y`(1) = 0. Solution: The condition above are a boundary condition (BVP), y(2) = 1 and y`(1) = 0. y = Ax3 + B x3 or x3y = Ax6 + B … (i). Differentiating (i), thus 3x2y + x3y`= 6Ax5 → xy` = 6Ax3 – 3y … (ii). Differentiating (ii), thus xy``+ y`= 18Ax2 – 3y` → xy``= 18Ax2 – 4y` …(iii) Substitute (ii) and (iii) into given diff. equation, x2y``+ xy`- 9y = 18Ax3- 4y`x + xy`- 9y = 18Ax3 -3(6Ax3- 3y) – 9y = 18Ax3 – 18Ax3 + 9y – 9y =0 Thus: y = Ax3 + B is the general solution. x3 8 Substituting y(2) = 1 or y = 1 when x = 2 into diff. equation y = Ax3 + B we get x3 8 = 64A + B…(iv) 1 = 8A + 1 B or 8 Substituting y`(1) = 0 or y`= 0 when x = 1 into xy`= 6Ax3 – 3y we get xy`= 6Ax3 – 3(Ax3 + B ) x3 xy` = 3Ax3 - 3B x3 0 = 3A – 3B → A = B … (v) Fron simuntaneous equation (iv) dan (v), thus 64A + A = 8 → A = B = Particular equation: y = 8 (x3 65 + 1 x3 8 65 ). 9 2. First Order Ordinary Differential Equation (ODE) dy dx General Form: Example: a) b) dy dx dy dx = f(x,y) = 2y + sin x. = x 2 (1 x) y . 2x There are four types of a first order ODE, i) Separable differentiel equation. ii) Homogeneous differential equation. iii) Linear differential equation. iv) Exact differential equation. 2.1. Separable Differential Equation. The differential equation: y` = f(x,y) is said to be separable if the equation can be written as the product of a function of x, u(x) and the function of y, v(y). The equation can be wtitten in the form dy dy = u(x).v(y) or dy v( y ) = u(x).dx hence, integration both sides: ∫ dy v( y ) = ∫ u(x) dx. 10 Example 1. Solve the equation: (x + 2) dy = y. dx (x + 2) dy = dx ∫ dy = ∫ dx x2 y Solution: y ln|y| = ln|x+2| + C ln| y | = ec = A x2 y = A(x+2). Example 2. Solve the equation: ex dy dx + xy2 = 0. Solution: dy + xy2 = 0. dx dy = - ∫ xe-xdx. 2 y 1 = -[x ∫e-xdx - ∫{e-xdx} d ( x) dx. dx y 1 = -xe-x -∫-e-xdx y 1 = -xe-x – e-x + C. y 1 = -(x+1) e-x + C. y ex ∫ - 11 Example 3. Solve the following differential equation: x2y dx + (x + 1) dy = 0 which satisfied condition y = 2 when x = 0. Solution: x2y dx + (x + 1) dy = 0 - dy = x dx. 2 y - dy = y -∫ dy = y x 1 {(x – 1) + ∫(x – 1)dx -ln|y| = x2 2 1 }dx. x 1 + ∫ dx x 1 - x + ln|x + 1| + C. ln|y(x + 1)| = x – ½ x2 – C. y(x + 1) = ex-1/2 x 2 -C 2 y(x + 1) = A.ex-1/2 x , where A = e-C y = 2 when x = 0, thus: 2 = A. The solution is: y= 2 . x 1 ex- ½ x 2 12 2.1.1. Substitution Method. Example 4. Solve the equation: dy dx = x y 1 x y5 which satisfied the condition y(1) = 1. Solution : Subsitute z = x + y dz dy 1+ thus → dx dz dx dz dx dx -1 = z 5 z 3 ∫(1 + = z 1 z 5 z 1 z 5 +1= dy dx = 2z 6 z5 dz dx = -1 2( z 3) z5 dz = 2 dx. 2 ) z 3 dz = ∫2 dx. z + 2ln|z+3| = 2x + C. 2ln|z+3| = 2x – x – y + C (z + 3)2 = A.ex-y, where A = eC. y(1) = 1 → (1+1+3)2 = A.e1-1 25 = A The solution is: (x + y + 3)2 = 25 ex-y . Example 5. Solve the equation: x dy + y = 2x((1 + x2y2). dx 13 Solution: Substitute z = xy, hence dz dy x y dx dx → dz dx ∫ = 2x(1 + z2) = ∫ 2xdx. dz 1 z2 -1 tan z = x2 + C. z = tan(x2 + C) xy = tan(x2 + C). y= 2.2 tan( x 2 C ) x HOMOGENEOUS EQUATION. Consider the differential equation dy dx = f(x, y). If: f(λx, λy) = f(x, y) for each , hence dy = f(x, y) is called a homogeneous equation. dx Example: i). dy dx = f(λx, ii). dy dx xy x y2 2 = f(x, y) (x)(y ) 2 ( xy) λy) = = 2 2 2 ( x ) 2 ( y ) 2 (x y ) = 2 xy 2 = f(x, y) [homogeneous]. x y = x – y = f(x, y). f(λx, λy) = λx – λy = λ(x – y) ≠ f(x, y). f(x, y) non-homogeneous. 14 The method of solving a homogenous diff. equation is by using the following substitution. dy dx y = x.v, hence = x dv + v dx Example 6. Solve the differential equation dy = xy with condition y(0) = 2. x2 y2 dx Solution: By using substitution y = xv and Thus: x dv + v = dx x dv = dx v 1 v2 x( xv) x ( xv) 2 2 -v= ∫ ( 1 v ) dv = - ∫ 2 v 1 2v 2 3 = = x dv + v. dx v 1 v2 v v(1 v 2 ) 1 v2 dx x dy dx =- v3 1 v2 dx. + ln |v| = -ln|x| + C. ln |xv| = 1 2v 2 y = A.e + C. [v = y ] x 2 /2y 2 , where A = eC x Then y(0) = 2 , hence A = 2. The solution is: y = 2ex 2 /2y 2 15 Example 7. Solve the differential equation dy = 2 x y with condition y(3) = 1. dx Solution: x 2y 2 x y = (2 x y ) = 2 x y x 2y ( x 2 y) x 2y xv and dy x dv v , hence dx dx + v = 2 x xv = 2 v . x 2 xv 1 2v 2 = 2 v - v = 2(v 1) . 1 2v 2v 1 f(λx, λy) = Substitute y = x dv dx x dv dx = f(x, y). ∫( 2v 1 )dv = ∫-2 dx ∫{ v2 1 3 }dv 2(v 1) x 2 dx . x 1 2(v 1) + 1 ln|v 2 + 1| + 3 ln|v – 1| = -2ln|x| + C = -∫ 2 ln|v + 1| + 3ln|v – 1| = -4ln|x| + 2C (v + 1)(v – 1)3.x4 = A , where A = e2C ( y x )( y x )3.x4 = A x x (y + x)(y – x)3 = A The condition y(3) = 1 → A = -32. The solution is: (y + x)(y – x)3 + 32 = 0. 16 Example 8. Solve: x dy - y = x2 – y2, with condition dx y = 1 when x = 1. Solution: Substitute y = xv, hence: x(x dv + v) – xv = x√ 1 - v2 . dx x dv = √ 1 – v2 ∫ dx dv 1 v2 = ∫ dx x sin-1 v = ln|x| + C sin-1( y ) = ln|x| + C x The condition y = 1 when x = 1, thus sin-1 (1) = 0 + C → C = . 2 Solution: sin-1( y ) = ln|x| + x 2 17 2.3 Linier differential Equations. a(x) dy + b(x).y = c(x). Note: dx dy + b( x) .y = c( x) dx a( x) a( x) dy + p(x).y = q(x) dx or: where p(x) = and b( x ) a( x) q(x) = c( x) a( x) This is the general form of a linier differential equations. The Method of Solution. dy dx i) Write to the general form : + p(x).y = q(x) ii) Determine p(x) and evaluate : ∫ p(x) dx. iii) Obtain the integrating factor : u(x) = e∫ p(x)dx. iv) u(x) dy + u(x).p(x).y = u(x).q(x). dx v) Write d {u(x).y} dx = u(x).q(x). vi) ∫ d(u(x).y = ∫ u(x).q(x)dx. vii) u(x).y = ∫ u(x).q(x)dx. dy +y= dx dy - y = dx (1 + x2) dy dx Example: i). x ii). iii). x3 2ex - xy = x(1 + x2) 18 Solution i). p(x) = 1 x x dy dx dy dx + y = x3 + y x = x2 → ∫p(x)dx = ∫ 1 dx = ln x. x Integrating factor: u(x) = e∫p(x)dx = eln x = x. y.x = ∫x.x2 dx = ∫x3dx = 1 x4 + C → y= Example ii). 4 1 3 x 4 dy dx + C x . - y = 2ex. p(x) = -1 → ∫p(x) dx = ∫(-1) dx = -x. Integrating factor: u(x) = e∫p(x) dx = e-x. e-x.y = ∫e-x.2ex dx = 2x + C → y = 2xex + Cex. Example iii): (1 + x2) dy dx ∫p(x)dx dy dx - xy = x(1 + x2) x ).y = x 1 x2 = ∫-( x 2 )dx = ln(1 1 x ) ln(1+x 2 ) 1 / 2 ∫p(x)dx -( u(x) = e =e (1+x2)-1/2.y = ∫( hence = (1+x2)-1/2 )dx. Substitute z = (1+x2) x (1 x 2 )1 / 2 ∫( x2 1 / 2 )dx (1 x ) 2 1/2 (1+x2)-1/2.y = (1 + x ) + x2)-x/2 = (1 + x2)1/2 + C + C. → y = (1 + x2) + C(1 + x2)1/2 19 2.4. Exact Equations. General form: M(x,y) dx + N(x,y) dy = 0. Condition of an Exact Equation: M N y x Example: i) (2x + 3y2) dx + (6xy + 2y) dy = 0 ii) (3x2y + ey) dx + (x3 + xey – 2y) dy = 0 iii) (2x + y – kos y) dx + (4y + x + sin x) dy = 0. The method of solution. a) M dx + N dy = 0. Test for exactness: b) Write u x u y M N y x = M …….. (i) = N ………(ii) c) Inregrate with renpect to x: ∫ du = ∫ M dx u = ∫ Mdx + Q(y) …..(iii) d) Differentiate (iii) with respect to y. e) Equate: u(x,y) = A. Example: Solve the following differential equation. (6x2 – 10 xy + 3y2) dx + (6xy – 5x2 – 3y2) dy = 0 20 Exercises. 1. Solve the differential equations: i) dy + 3y = e2x ii) dx dy dx + y = x2 iii) sin x iv) sin x dy dx dy dx [ y = 1 e2x+ Ce-3x] 5 [ y = x2- 2x + 2 + Ce-x] + 2y kos x = kos x [ysin2x = A- 1 kos2x] - y kos x = cot x. [y = 4 - 1 kosek 2 x+Csin x] 2. Show that these equations is exact and solve. i) (y3 - 1 x ) dy + y x2 dx = 0 ii) (3x2 – y sin xy) dx – x sin xy = 0 iii) (2x + 3 kos y) dx + (2y – 3x sin y) dy = 0. 21 3. Second Order Linier Differential Equation (LDE) General Form: an(x) d y + an-1(x) n dx n d n 1 y + dx n 1 …+ a1(x) dy dx + a0(x)y = f(x) …(1) where the coefficients a0(x), a1(x),…, an(x), f(x) is the function of x and an(x) ≠ 0. If one of the coefficients is not constant, hence (1) is called a Linear Differential Equation with variable coefficient. If all of the coefficients are constants, hence (1) could be written as: an dny dx n + an-1 d n 1 y dx n 1 + … + a1 dy dx + a0y = f(x) … (2) (2) is called a Linier Differential Equation with constant coefficient. If f(x) in (1) and (2) equal to zero, is called a Homogeneous Differential Equation (HDE). If f(x) ≠ 0, is called Non Homogeneous Diff. Equation. Examples: a) d y + 20y = 0 2 dx 2 HDE with constant coeffficient. b) y``- 5y` + 3y = ex Non HDE with constant coefficient. c) x2y``+xy`+(x2-2)y = 0 HDE with variable coefficient. d) d y + 2 dy = ln x Non HDE with variable coefficient. 2 dx 2 x dx 22 3.1 The Method of Solution for A Homogeneous Differentiel Equation. Consider a second order linier differential equation: a d2y dx 2 +b + cy = 0 where a, b, c constant. …… (3) dy dx If y = emx is the solution, hence dy = memx and d y = m2emx 2 dx 2 dx Substitute into (3), hence a d y + b dy + cy = 0 can be written as: 2 dx 2 2 mx dx am e + bmemx + cemx = 0. (am2 + bm + c) emx = 0. But emx ≠ 0, hence am2 + bm + c = 0 ……. (4). (4) is the quadratic equation and called characteristic equation. The roots of (4) are called the characteristic roots. Equation (4) has three forms of roots. . (i) Real and different roots, if b2 – 4ac > 0. (ii) Real and equal roots, if b2 - 4ac = 0. (iii) Two complex roots, if b2 - 4ac < 0. Let m1 and m2 are the characteristic roots of equation (4). 23 a) If b2 – 4ac > 0 hence m1 ≠ m2. Then y1 = em1x and y2 = em2x are the solutions of the homogeneous equation. Then the general solution written as: y = A em1x + B em2x { A, B constants}. b) If b2 – 4ac = 0 hence m1 = m2. The characteristic equation has only one root, m = - b . 2a Then the general solution written as: y = (A + Bx) emx. {A, B constants} c) If b2 – 4ac < 0 the characteristic equation has two complex roots, m1 = α + βi dan m2 = α – βi . Then the general solution written as : y = C.e(α + βi)x + D.e(α – βi)x {C, D constans}. By using Euler formula: eiθ = kosθ + i sinθ and e-iθ = kosθ – i sinθ, then y = C.e(α + βi)x + D.e(α – βi)x = eαx { C.eiβx + D.e-iβx } = eαx { C(kos βx + i sin βx) + D(kos βx – i sin βx)} = eαx {(C + D) kos βx + i(C – D) sin βx} = eαx { A kos βx + B sin βx } where A = C + D and B = (C – D)i. 24 Conclution: If characteristic equation has two complex roots, m1 = α + βi and m2 = α – βi , then the general solution could be written as: y = eαx ( A kos βx + B sin βx ) Hence y1 = eαx kos βx and y2 = eαx sin βx Exercises: Determine the general solution from the folowing equations: 1). y`` - y` - 6y = 0 2). y`` - 4y = 0 3). y`` - 2y` - 3y =0 with conditions y(0) = 2 and y`(0) = 1 4). y`` - 4y`+ 13y = 0, y(0) = -1, y`(0) = 2. 25 3.2 Non Homogeneous Linier Equations. a d2y dx 2 +b dy dx + cy = f(x) Example: Solve the equation: Solution: f(x) = 10 e -2x d2y dx 2 4 dy + 3y = 10 e-2x. dx x has e expression. Let Ce-2x is the solution. Thus: y = Ce-2x ; d2y dx 2 dy dx = -2Ce-2x ; d2y dx 2 = 4Ce-2x. - 4 dy + 3y = 10e-2x. Substitute : dx -4(-2Ce-2x) + 3Ce-2x = 10e-2x. 15Ce-2x = 10e-2x. C = 2/3. Hence y = 2 e-2x satisfied the given equation and 4Ce -2x 3 is called the particular integral. The other solution which could be obtain from homogenous equation d y - 4 dy + 3y = 0. 2 dx 2 dx Characteristic equation: m – 4m + 3 = 0. → m = {1, 3}. The solution of HDE: yc = Aex + Be3x. 2 General Solution: y = Aex +Be3x + 2 e-2x 3 (A, B constants). 26 Definition: i) The general solution of equation: a d 2 y dx 2 + b dy + cy = 0 dx is yc , called complementary function.. ii) The solution of : a d y + b dy + cy = f(x) is yp, called 2 dx 2 dx pacticular integral. Teorem: If yc is the complementary function for diff. equation a d y + b dy + cy = 0 and yp is the particular integral for 2 dx 2 dx non homogenous equation d2y a 2 +b dy dx dx + cy = f(x), hence the general sulution of the non homogenous equation is given by: y = yc + yp. 3.2.1. Method of Undertemined Coefficients. Consider : ay``+ by` + c = f(x), a ≠ 0. ………. (i). The basic idea behind this approach is as follows. a) f(x) a polynomial of degree n. b) f(x) an exponential form Ceαx , (α, C constants). c) f(x) = C kosβx or C sin βx, (C, β constants). Case a: f(x) = Anxn + An-1xn-1 + … + A1x + Ao . (An , An-1 , … , A1 , Ao constants). Suppose: yp = Bnxn + Bn-1xn-1 + … + B1x + B0. ……(ii). (Bn , Bn-1 , … , B1 , Bo constants). 27 Differentiate (ii) for yp`, yp``, … , yp(n) and substituting into (i). Equate the coefficients of corresponding powers of x, and solve the resulting equations for undertemined coefficients, then we get: B1 , B2 , … , B1, Bo . Example: Solve the diff. equation: y`` + 3y` + 2y = 5x2. Solution: f(x) = 5x2 Suppose: yp = ax2 + bx + c. yp` = 2ax + b yp`` = 2a → y``+ 3y`+ 2y = 5x2. 2a + 3(2ax + b) + 2(ax2+ bx + c) = 5x2. 2ax2 + (6a + 2b)x + (2a + 3b + 2c) = 5x2. Hence: 2a = 5 → a= 5. 6a + 2b = 0 2 → b = - 15 . 2 2a + 3b + 2c = 0 → c = → yp = 5 x2 2 15 x 2 + 35 . 4 35 . 4 Consider: y``+ 3y`+ 2 = 0. (HDE). Characteristic eq. : m2 + 3m + 2 = 0. (m + 1)(m + 2) = 0. m = {-1, -2}. → yc = Ae-x + Be-2x. y = yc + yp. or: y = Ae-x + Be-2x + 5 x2 2 15 x 2 + 35 . 4 28 Example: Solve the equation: y`` - 2y` + y = x2 – 3x. Solution: f(x) = x2 – 3x. Suppose: yp = ax2 + bx + c then yp`= 2ax + b and yp``= 2a y``- 2y`+ y = x2 – 3x. 2a – 2(2ax + b) + ax2 + bx + c = x2 – 3x Hence: a = 1; b = 1; c = 0. → yp = x2 + x. Consider: y`` - 2y`+ y = 0 (HDE) Characteristic equation: m2 – 2m + 1 = 0 m=1 → yh = (A + Bx).ex. General solution: y = (A+Bx)ex + x2 + x. Case b: f(x) = Ceαx , (C, α constants). Then: ay``+ by`+ cy = Ceαx. ….. (iii) Suppose : yp = k.eαx, then, yp`= αkeαx. yp``= α2keαx. = By substituting yp , yp`, and yp`` into (iii), then [a(α2k) + b(αk) + ck].eαx = Ceαx. or: aα2k+ bαk + ck = C . 29 Example: Solve y`` - y` - 2y = 2e3x. Solution : f(x) = 2e3x Suppose yp = ke3x. yp`= 3ke3x yp``= 9ke3x y`` - y` - 2y = 2e3x 9ke3x – 3ke3x – 2ke3x = 2e3x 4ke3x = 2e3x k= 1 2 Then: yp = 1 e3x. 2 Consider: Charac.eq: y``- y`- 2y = 0. m2 – m – 2 = 0 m = {2, -1} Thus : yc = Ae2x + Be-x The genenal solution is: y = Ae2x + Be-x + 1 e3x. 2 f(x) = C cos αx or C sin αx. (C, α constants) Then ay``+ by` + cy = C cos αx or ay``+ by` + cy = C sinαx For the two expressions, suppose Case c: yp = P cos αx + Q sin αx yp` = -αP sin αx + αQ cos αx yp``= -α2P cos αx – α2Q sin αx. 30 Substituting yp , yp` dan yp`` into the given equation, then equate the coefficient of corresponding sinαx or kosαx. Example. Find the general sulution of the equation y``+ 9y = cos 2x. Solution. The characteristic equation of the homogeneous equation is m2+ 9 = 0 and its roots are m = ± 3i. The complementary fuction is yc = A cos 3x + B sin 3x. We choose the particular integral is yp = p cos 2x + q sin 2x yp`= -2p sin 2x + 2q cos 2x. yp``= -4p cos 2x – 4q sin 2x. Substituting in the given equation we get y``+ 9y = -4p cos 2x – 4q sin 2x + 9(p cos 2x + q sin 2x) = 5p cos 2x + 5q sin 2x = cos 2x. → 5p = 1 → p = 1 5 5q = 0 → q = 0 Then yp = 1 cos 2x. 5 The general solution: y = A cos 3x + B sin 3x + 1 5 cos 2x. Exercises: Solve the equation. a) y``+ y` - 6y = 52 cos2x. b) y``- y`- 2y = cos x+ 3 sin x. 31 Case d: f(x) = f1(x) ± f2(x) ± f3(x) ± … ± fn(x). For this case, suppose: yp = yp1 + yp2 + yp3 + … + ypn , where yp1 is the particular integral for ay``+ by`+ cy = f1(x) yp2 is the particular integral for ay``+ by`+ cy = f2(x) . Ypn is the particular integral for ay``+ by` + cy = fn(x) General Solution: y = yc + yp . Example: Solve the differential equation y``+ 2y`+ 2y = x2 + sin x. Solution: Characteristic equation: m2 + 2m + 2 = 0 m = -1 ± i. -x yc = e (A cos x + B sin x). (i) Suppose yp1 is particular integral for y``+ 2y`+ 2y = x2. Then yp1 = ax2 + bx + c yp1` = 2ax + b and yp1``= 2a . 2a + 2(2ax + b) + 2(ax2 + bx + c) = x2. → a = ½ , b = -1 , c = ½ . yp1 = ½ x2 – x + ½ = ½ (x – 1)2. 32 (ii) yp2 is particular integral for y``+ 2y`+ 2y = sin x . Then yp2 = p cos x + q sin x. yp2`= -p sin x + q cos x. yk2``= -p cos x – q sin x. y``+ 2y` + 2y = sin x. (-p cos x – q sin x) + 2(-p sin x + q cos x) + 2(p cos x + q sin x) = sin x. (-2p + q)sin x + (p + 2q)cos x = sin x. → -2p + q = 1 p + 2q = 0 p = -2/5 dan q = 1/5 yp2 = - 2 cos x + 1 sin x = 1 (sin x – 2kos x). 5 5 5 Hence: y = e-x(Acos x + Bsin x)+ 1 (x-1)2 + 1 (sin x – 2cosx) 2 5 Case e: f(x) = g(x).v(x) f(x) Pn(x).eαx Pn(x).cosβx Pn(x).sin βx Ceαx.cos βx or Ceαx sin βx Pn(x)eαxsin βx Pn(x)eαxcos βx Yp xr(Bnxn + Bn-1xn-1 + … + B1x + Bo).eαx xr(Bnxn + Bn-1xn-1 + … + B1x + B0).cos βx xr(Bnxn + Bn-1xn-1 + … + B1x + B0).sin βx xr.eαx(p cos βx + q sin βx) xr(Bnxn + Bn-1xn-1 + … + B0).eαxsin βx xr(Bnxn + Bn-1xn-1 + … + B0).eαxcos βx r is the smallest non negative interger. 33 Example: Find the general solution of the equation y`` - 2y` + 3y = ex sin 2x. Solution.: Characteristic equation: m2 – 2m + 3 = 0 m = 1 ± i 2. yc = ex(A cos √2 x + B sin √2 x) f(x) = ex sin 2x. yp = ex(p cos 2x + q sin 2x). yp` = ex{(p + 2q)cos 2x + (-2p + q)sin 2x}. yp``= ex{(-3p + 4q)cos 2x – (4p + 3q) sin 2x}. y``- 2y`+ 3y = ex{-2p cos 2x – 2q sin 2x). → ex{-2p cos 2x – 2q sin 2x} = ex sin 2x. Then: p = 0 dan q = - ½ . Hence: yk = - ½ ex sin 2x. General solution: y = yc + yp or: y = ex(A kos 2x + B sin 2x – ½ sin 2x). 34 3.3 The Method of Variation of Parameters. This method can be used in solving non homogeneous differential equation: a d y + b dy + cy = f(x), (a, b, c constans) and 2 dx 2 dx f(x) = tan x, cot x, sec x, cosec x, 1 xn , ln x. In this method , the general solution is in the form: y = uy1 + vy2 where u = u(x) and v = v(x) and y1 , y2 are independent solution respectively. The method of solution as follows. Given: ay``+ by` + cy = f(x). i) Determine a and f(x). ii) Determine y1 and y2, the independent solution for homogeneous linier equation. y y iii) Find Wronskian: W = . 1 2 ' 1 ' 2 y iv) Obtain: u = - ∫ y v) f ( x) dx aW 2 y + A and v = ∫ y f ( x) dx aW 1 + B. Hence the general solution is: y = uy1 + vy2. Example: Solve the following differential equations: (i) y``+ y = cot x. (ii) y`` + 6y`+ 8y = e-2x. 35 Soluton (i): y`` + y` = cotx. i) a = 1, f(x) = cot x. ii) The characteristic equation is m2 + 1 = 0. thus m = ± i and yc = Acos x + Bsin x hence y1 = cos x and y1` = - sin x. y2 = sin x and y2` = cos x. iii) W = cos x sin x sin x cos x iv) u = - ∫ v=∫ v) y 2 f ( x) dx aW y1 f ( x) dx aW = cos2x + sin2x = 1. = -∫ sin x. cot x dx = - sin x + A. 1 = ∫cos x.cot x dx = ∫ cos 2 x dx sin x = ∫(cosec x – sin x)dx = ln[cosec x – cot x] + cos x + B. General solution: y = uy1 + vy2. y = (-sinx+A)kosx+(ln[cosecx–cotx]+cosx+B)sinx. 36 3.4 Euler’s Equation. A differential equation in the form of anx n dny dx n + an-1x n-1 d n 1 y dx n 1 + … + a1x dy + a0x = f(x) dx where a0, a1, … , an are constans, is known as Euler’s equation of nth order. A second order Euler’s equation can be written as : 2 ax d2y dx 2 + bx dy + cy = f(x) [a, b and c constants] … (1) dx The method of solution. Substitute x = et, or, equivalent t = ln x and dy dy dt dy 1 . . dx dt dx dt x → or x dy = dx dy dt dt 1 dx x . … (2) d dy d dy (x ) = ( ) dx dx dx dt 2 2 x d 2y + dy = d ( dy ) dt = d 2y . 1 dx dt dt dx dx 2 dt x d y 2 x2 dx 2 = d 2y - x dy [ x dy = dy dx dx dt dx d2y 2 x2 dx 2 = d 2y - dy … (3) dt dx [ dt 1 ] dx x ] Substitute (2) and (3) into (1) and then a( d 2 y 2 dt 2 a d 2y dt dy dt ) + b dy + cy = f(et) or + (b – dt a) dy dt + cy = f(et) … (4) 37 (4) is the Euler’s equation with constant coefficients. Example: Solve the equation x 2 d2y dx 2 - 2x dy - 4y = x2. dx Solution: a = 1, b = -2, c = -4. Substitute x = et, then t= ln x and → d2y a 2 + (b dt d2y - 3 dy 2 dt dt yc = Ae4t dy dt t = 1 x - a) dy + cy = f(e ). dt - 4y = e2t. + Be-t yp = ke2t, yp` = 2ke2t , yp``= 4te2t 4ke2t – 6ke2t – 4ke2t = e2t. k=- 1 yp = - 6 1 2t e 6 → y = Ae4t + Be-t - 1 e2t and substitute et=x then y = Ax4 + B x 6 2 - 1x . 6 38 4.0 LAPLACE TRANSFORMS. Let f(t) be a fuuction defined in [0 , ∞). The integral e f (t )dt ….. (1) , is called Laplace Transforms for f(x), if that integral convergent. Definition: st 0 Notation: £{f(x)} where £ is an operator. e f (t )dt is improper integral. Then e f (t )dt = lim e f (t )dt . st 0 T st st 0 0 T→∞ (1) depends on parameter S, then £{f(t)} = e f (t )dt = F(S). st 0 Generally: £{f(t)} = F(S) £{g(t)} = G(S) £{y(t)} = Y(S) Example: Show that £{1} = Solution. : £{1} = e 0 st 1dt = 1 S . T lim T st e dt = lim T 0 = lim [- 1 e s sT T 1 ] s a) If S < 0, then 2) → £{1} = ∞ b) If S = 0, then 2) → £{1} = ∞ c) If S > 0, then 2) → £(1) = - 1 e-sT + S Ł(1) = 1 S 1 S e st S ] =∞ =0+ T 0 … (2) 1 S . 39 Example: Using the definition, determine the Laplace Transforms for the following functions: a) f(t) = a. b) f(t) = t. c) f(t) = tn. d) f(t) = eat. Let a be constant and n – non negative interger. Sulution: a) £{a} = e st .a dt = a e 0 st st = a[ e ] dt s 0 £{a} = a S a = 5 → £{5} = b) £{t} = e s → £{ 1 } = a= 1 3 st = t∫e-stdt - ∫{∫e-stdt} d (t ) dt t dt 3 1 3S dt st = t. e ] s 0 -∫ st = 0 + 1[e ] s £{t} = c) £{tn} = e st a s 1 S 5 S 0 0 = a[ 1 ] = , s>0 Substitute: a = 1 → £{1} = 1 S2 s e st s 0 = 1 1 1 ( )= 2 s s s , S>0 n = tn ∫e-stdt - ∫{ ∫e-stdt} d (t ) dt t n dt dt 0 st = tn. e ] s = → £{tn} = n S 0+ e st .n.tn-1dt 0 s n -st n-1 ∫e t dt = n £{tn-1}. S S -∫ £{tn-1}. 40 £{tn-1} = e st .t n1dt 0 = tn-1 ∫e-stdt - ∫{∫e-stdt} d (t = t n1e st s ] = 0 + Then: £{tn-1} = Thus: £{tn-2} = . . 2 n 1 s n2 s 0 n 1 s n-2 dt. dt. £{t } £{tn-3} £{t} £{t} £{1} £{1} dt n-2 ) £{t } £{t } = 2 s = 1 s 1 = s n-1 - e st ∫ (n-1)t s n-2 n 1 → £{tn} = ( n ) £{t } = = s ( n )( n 1 ) £{tn-2} s s ( n )( n 1 )( n 2 ) £{tn-3} s s s . . . = ( n )( n 1 )( n 2 ) …( 1 ) £{1} s = s n! 1 ( n )( s s £{tn} = n! s n 1 s s ) n = 0, 1, 2, … n = 0 → £{t0} = £{1} = 1 S ; n = 3 → £{t3} = 6 s4 41 d) £{eat} = e st at e dt = ∫e-t(s-a)dt = 0 £{eat} = If: 1 , sa e ( s a )t ] ( s a) 0 = 1 , S a s>0. s>0 a = 0, then £{1} = 1 S . a = 3, then £{e3t} = a = -2, then £{e-2t} 1 . S 3 = 1 . S 2 e) Let f(t) = cos at. Then: £{cos at} = e kos at dt st 0 = cos at ∫e-stdt - ∫{∫e-stdt} d (cos at)dt. dt st st kos at e ] 0 - ∫ e (-asin at)dt s s 1 a = - [sin at ∫e-st dt - ∫{∫e-stdt} d (sin at)dt] s s dt st st = 1 - a {sin at. e ] 0 - ∫ e (a cos at)dt} s s s s 1 a a -st = - { 0 + ∫e cos at dt} s s s 2 = 1 - a 2 £{cos at} s s 2 (1+ a 2 )Ł{cos at} = 1 s s = Ł{cos at} = Ł{cos 2t} = s s 22 2 = s s a2 2 s s 4 2 ; , s>0 Ł{cos ½ t} = 4s 4s 2 1 42 f) £{sin at) = e-stsin at dt 0 = sin at ∫e-stdt - ∫{∫e-stdt} d (sin at) dt dt = = = = → Notice: sin at.e s st ] st - ∫ e .a cos at dt s st 0 + a {cos at. e ] 0 s s a 1 a -st { - ∫e sin at dt s s s 2 a - a 2 £{sin at} 2 s s 0 £{sin at} = d dt a s a2 s s >0 2 (sinh t) = cosh t and st - ∫ e (-a sin at)dt} d dt (cosh t) = sinh t. By the same calculation we get: Ł{sinh at} = Ł{kosh at} = a , s a2 s , 2 s a2 2 s0 s0 Example: Using the definition of the Laplace transformation, determine £{f(t)}, if: 1 t, 5 0≤t<5 1, t≥5 f(t) = Solution: 43 5 £{f(t)} = e 0 = = = = = st 1 . t dt 5 + e st .1dt 5 1 [t ∫e-stdt - ∫{∫e-stdt} d (t)dt] 5 dt st st 5 1 e e e 5 s { t. ] 0 - ∫ dt } + 5 s s s 5 s st 5 s 1 5e - 1 e 2 ] 50 + e 5 s 5 s s 5 s 5 s 5 s - e - 1 { e 2 - 12 } + e 5 s s s s 1 -5s ( 1 - e ). 5s 2 + e st s ] 5 Theorem: If £{f1(t)} and £{f2(t)} exist, α and β are constants, then: £{αf1(t) + βf2(t)} = α £{f1(t)}+ β £{f2(t)} Theorem: £{a1f1(t) + a2f2(t) + … + anfn(t)} = a1£{f1(t)} + a2£{f2(t)} + … + an£{fn(t)}, where f1(t), f2(t), …, fn(t) exist and a1, a2, …, an are constants. Example: Determine £{f(t)} if f(t) = 2t4 – e- 4t. Solution : £{f(t)} = £{2t4 – e- 4t} = 2 £{t4} – £{e- 4t} = 2 ( 4! ) - 1 = s5 s (4) 48 - 1 5 s4 s 44 Example: If cosh at = 1 (eat + e-at), determine £{cosh at}. 2 Solution: £{cosh at} = £{ 1 (eat + e-at)} 2 = 1 £{eat} + 1 £{e-at} = 2 1 2 2 ( 1 ) sa s s a2 = 2 + 1( 2 1 ) sa . Exercise: If sinh at = 1 (eat – e-at) shows that 2 ₤{sinh at} = a s a2 2 . Example: Find the Laplace transform of f(t) = sin 3t.kos 5t. Solution: f(t) = sin 3t.kos 5t = 1 {sin(3t + 5t) + sin(3t – 5t)} = = ₤{f(t)} = = = = 2 1 {sin 8t – sin(-2t)} 2 1 {sin 8t – sin 2t} 2 ₤{ 1 (sin 8t – sin 2t)} 2 1 ₤{sin 8t} - 1 ₤{sin 2t} 2 2 1 8 1 ( 2 ) - ( 22 ) 2 s 64 2 s 4 2 3s 48 . 2 ( s 64)( s 2 4) 45 First-Shift Theorem. Theorem: If ₤{f(t)} = F(s) and a constant, then ₤{eat.f(t)} = F(s – a). Proof: ₤{f(t)} = e st . f (t )dt = F(s). [definition]. 0 ₤{eat.f(t)} = e-st.eatf(t) dt 0 = e-(s-a)t.f(t) dt. [suppose p = s – a] 0 = e-p.f(t) dt = F(p) = F(s – a). 0 → ₤{e f(t)} = F(s – a). at Examples. a) Find the Laplace transform for f(t) = t4e3t. ₤{t4} = 4! s 41 = 24 s5 = F(s) ₤{t4e3t} = F(s – 3) = 24 ( s 3) 5 . b) Find the Laplace transform for f(t) = 2e4tsin 4t. ₤{sin 4t} = 4 s 16 2 = F(s). ₤{2e4tsin 4t}= 2 ₤{e4tsin 4t} = 2 F(s – 2) 4 = 2[ ] = ( s 4) 2 16 8 . 2 s 8s 32 46 Theorem. If ₤{f(t)} = F(s), then for n = 1, 2, 3, … ₤{tn.f(t)} = (-1)n d [F(s)]. n ds n Example: Find the Laplace transform for f(t) = t2sin 2t . Solution : ₤{sin 2t) = 2 = F(s). ₤{t2sin 2t} = = s2 4 2 2 (-1)2 d 2 [ 2 2 ] = d 2 [2(s2 + 4)-1] s 4 ds ds d 2 -2 [-2(s + 4) (2s)] ds 2 -2 2 -3 = -4(s + 4) – 4s(-2)(s + 4) (2s) = 4(s 4) 16s 2 2 ( s 2 4) 3 = 12s 2 16 ( s 2 4) 3 47 Invers Laplace Transforms (ILT) Definition: If ₤{f(t)} = F(s), then Invers Laplace Transforms for F(s) as written as: ₤-1{F(s)} = f(t). ₤-1 is known as operator for invers Laplace transforms. ₤{f(t)} = F(s) If f(t) = a, then ₤{a} = Notice: a s → ₤-1{ a } = a. s Examples: a) ₤-1{ 4 } = 4, because ₤{4} = 4 . s s b) ₤-1{ c) d) e) f) 1 } = e4t, because ₤{e4t} = 1 . s4 s4 2 2 ₤-1{ 2 }= ₤-1{ 2 2 } = sin 2t. s 4 s 2 3 -1 -1 ₤ { } = ₤ { 1 } = e5/3 t 3s 5 s 5/3 ₤-1{ 24s } = ₤-1{ s 49 } = cos 7 t. 2 4s 49 s2 4 6 6 / 4 ₤-1{ 2 } = ₤-1{ 2 } = sin 3 t. 2 4s 9 s 9/ 4 48 Properties of Invers Laplace Transforms. Theorem: If ₤-1{F(s)} = f(t) and ₤-1{G(s)} = g(t) and if α and β are constants then: ₤-1{α.F(s) + β.G(s)} = α ₤-1{F(s)} + β ₤-1{G(s)}. Examples: a) ₤-1{ 12 } = ₤-1{6( 2 )} = 6 ₤-1{ 2! } = 6 t2. s3 s3 b) ₤-1{ 2 }= s3 c) ₤-1{ 4 } s 9 d) ₤-1{ 2s } 16 s 2 9 e) ₤-1{ 2s 5 } s 2 25 2 ₤-1{2( s3 1 } s3 = ₤-1{ 4 ( 3 = 2 16 =2 3 )} s 9 2 ₤-1{ = ₤-1{ = 2 ₤-1{ ₤-1{ 4 3 s } s 9 / 16 2 2s }+ s 25 ₤-1{ 2 s } s 25 2 = 1 8 = ₤-1{ + 1 } s3 = 2 e-3t. 3 } s 9 2 = 4 sin 3t. 3 cos 3 t. 4 5 } s 25 ₤-1{ 2 5 } s 25 2 = 2 cosh 5t + sinh 5t. f) ₤-1{ 3s 5 } 16 s 2 9 = ₤-1{ = = = 3s } + ₤-1{ 52 } 2 16 s 9 16 s 9 3 s ₤-1{ 2 } + 5 ₤-1{ 2 1 } 16 16 s 9 / 16 s 9 / 16 3 kosh 3 t + 5 . 4 ₤-1{ 2 3 / 4 } 16 4 16 3 s 9 / 16 3 cosh 3 t + 5 sinh 3 t. 16 4 12 4 49 First-Shift Theorem (Invers). If ₤-1{F(s)} = f(t) and a is constant, then: ₤-1{F(s – a)} = eat f(t) 0r ₤-1{F(s – a)} = eat ₤-1{F(s)}. Examples: a) ₤-1{ b) ₤-1{ 1 } s4 = e4t ₤-1{ 1 } = e4t.1 = e4t. 3s ( s 1) 4 } = ₤-1{ 3(s 1) 3 } s = ( s 1) 4 ₤-1{ 3 3 } ( s 1) - ₤-1{ 3 ( s 1) 4 } = 3 ₤-1{ = = = c) ₤-1{ 8s 13 } s 4s 5 2 2 } - 1 ₤-1{ 6 4 3 2 2 ( s 1) ( s 1) 3 -t -1 2 e ₤ { 2 } - 1 e-t₤-1{ 63 } 2 2 s s 3 -t 2 1 -t 3 e t - e t 2 2 1 -t e (3t2 – t3). 2 } = ₤-1{ 8(s 2) 3 } = = ( s 2) 2 9 ₤-1{ 8(s 22) } - ₤-1{ 3 2 } ( s 2) 9 ( s 3) 9 8e-2t₤-1{ 2 s } - e-2t ₤-1{ 2 3 } s 9 s 9 -2t -2t = 8e cosh 3t – e sinh 3t = 8e-2t( e e ) – e-2t( e e ) 3t 3t 2 = 1 (7et 2 3t 3t 2 + 9e-5t). 50 d) ₤-1{ 1 } s ( s 2) = ₤-1{- 1 } + ₤-1{ = = = e) ₤-1{ 3s 1 } s ( s 2 1) 2s - 1 ₤-1{ 1 } + 2 s 1 1 2t - + e 2 2 1 2t (e – 1). 2 1 } 2( s 2) 1 -1 ₤ { 1 } 2 s2 = ₤-1{ 1 }+ ₤-1{ s 3 } = s ₤-1{ 1 } s - s2 1 ₤-1{ 2 s }+ s 1 3₤-1{ 1 } s 1 2 = 1 – cos t + 3sin t. Applications of Laplace transforms. Theorem: If ₤{y(t)} = Y(s), then: ₤{y`(t)} = sY(s) – y(0) ₤{y``(t)} = s2Y(s) – sy(0) – y`(0) ₤{y```(t)}= s3Y(s) – s2y(0) – sy`(0) – y``(0) : . ₤{y(n)(t) = snY(s) – sn-1y(0) – sn-2y`(0) – …- y(n-1)(0). 51 Exercises: By using Laplace transform determine the following equations. 1. 2. 3. 4. 5. y` + y = kos t, if y(0) = 0 y` + 3y = 13 sin 2t , y(0) = 6. y` + y = te-2t , y(0) = 0 y`` - 4y = 4e2t , y(0) = 0 and y`(0) = 5. y`` + 2y` - 3y = t , y(0) = 2 and y`(0) = 1. 52 SIRI Definsi : Siri ialah suatu baris susunan nombor yang mempunyai sifat yang tetap. Contoh: a) b) 1, 2, 3, … , n-1 1 , 1, 1, … , 1 an = n – 1. an = 1 . 1, -2, 3, -4 , … 1 , 2, 3, … an = (-1)n+1n an = n . 2 c) d) 2 3 3 4 4 n n n 1 Siri Kuasa (Power Siries). Definisi: Siri kuasa ialah siri yang berbentuk: (1) c x = c0 + c1x + c2x2 + … + cnxn + … atau n n 0 (2) c n n ( x a) n = c0 + c1(x-a) + c2(x-a)2 + … + cn(x-a)n + … dimana a dan pekali c0, c1, … , cn adalah pemalar. Siri (1) adalah bentuk khusus siri kuasa (2) dengan a = 0. Siri Taylor dan Siri Mac Laurin. Katalah f adalah suatu fungsi yang dapat dibezakan disekitar lengkungan a dan termasuk a. Maka f adalah suatu siri Taylor disekitar a yang ditakrif sebagai: 53 k 0 f ( k ) (a) (x k! - a)k = f(a) + f `(a)(x - a) + + f ( n ) (a)( x a) n n! f ``( a)( x a) 2 2! +…+ +… (3) Jika a = 0, maka k 0 f ( k ) (0) k! xk = f(0) + f `(0)x + f `` (0) x 2 2! + …+ f ( n ) (a) x n n! + … (4) (4) adalah bentuk siri Mac Laurin. 54 Periodic Function. Definition: A function f(x) is said to be periodic if its function values repeat at regular intervals of the indipendent variable. The regular interval between repetitions is the period of the oscillations. Y 0 X x Example: (a). y = sin x. Y 1 0 π 2π X Graph of y = sinx goes through its complete range of values while x increases from 0o to 360o. The period is therefore 360o or 2π radians and the amplitude, the maximum displacement from the potition of rest, is 1. 55 (b). y = A sin nx. Amplitude = A; period = 360 0 n = 2 n , n cycles in 360o. Some examples for periodic function.. Y 4 X 0 6 8 14 16 period = 8 ms Y 3 0 2 5 6 8 X 11 period = 6 ms Y 2 X 0 2 3 5 7 8 10 period = 5 ms 56 Analytical description of a periodic function. A periodic function can be defined analytically in many cases. Example 1. Y 3 X 0 4 6 10 12 (a) Between x = 0 and x = 4, y = 3, i.e. f(x)= 3 0 < x < 4 (b) Between x = 4 and x = 6, y = 0, i.e. f(x) = 0. 4 < x < 6 So we could define the function by f(x) = 3 , 0<x<4 f(x) = 0 , 4<x<6 f(x) = f(x + 6) , that mean the function is periodic with period 6 units. The function can be written as follows: f(x) = 3, 0<x<4 0, 4<x<6 f(x + 6) 57 Example 2. Y 5 X 0 8 16 The function define: 5 x 8 , 0<x<8 f(x) = f(x + 8) Example 3. Y 2 0 f(x) = 2 6 x, - x + 3, 2 8 12 X 0<x<2 2<x<6 f(x + 6). 58 Fourier Series. The basic of a Fourier siries is to represent a periodic function by a trigonometrical series of the form f(x) = A0 + c1sin(x + α1) + c2sin(2x + α2) + c3sin(3x + αn) + … + cnsin(nx + αn) + … where: A0 is a constant term. c1, c2, c3, …, cn denote the amplitudes of the compound sine terms. α1, α2, …, αn are constant auxiliary angles. Note that each sine term: cnsin(nx + αn) = cn{sin nx.cos αn + cos nx.sin αn} = (cn sin αn) cos nx + (cn cos αn) sin nx. = an cos nx + bn sin nx where: an = cn sin αn and bn = cn cos αn, cn = a b and αn = arc tan( a ). 2 n 2 n n bn For convenience in calculation, we write A0 = 1 a0 2 , and then, putting n = 1, 2, 3, …the hole Fourier siries becomes: f(x) = 1 a0 + a1cos x + a2cos 2x + a3cos 3x + …+ ancos nx 2 + b1sin x + b2sin 2x + b3 sin 3x + …+ bnsin nx + .. or f(x) = 12 a0 + (ancos nx + bnsin nx) n 1 n – positive integer. 59 To find a0. Integrate f(x) with respect to x from - π to π, then: f ( x) dx = 1 2 a 0 n 1 + { ancos nx dx + bnsin nx dx} dx a0x ] + Σ {0 + 0} = 1 a0 { π – (-π) 2 = a0π. → a0 = 1 f(x) dx = 1 2 To find an . Multiply f(x) by cos mx and integrate from -π to π. f(x)cos mxdx= 1 2 a0cos mx dx+ n 1 { ancos nx cos mx dx + bnsin nx cos mx dx} (i) 1 ∫ a0cos mx dx = 2 1 sin 2m mx ] = ] 1 {sin 2m mπ- sin(-mπ)} = 0. (ii) ∫ancos nx cos mx dx = ∫an 1 {cos(n + m)x + cos (n – m) dx} = 2 an sin(n 2(n m) + m)x ] + an sin(n 2(n m) – m)x ] = 0 , if n ≠ m. If n = m then: 60 ∫ ancos2nx dx = an ∫ 1 (cos 2nx + 1)dx = = 2 a n sin 2nx { + x} ] 2n 2 an { 0 + π – (-π)} 2 = an π. (iii) ∫ bnsin nx cos mx dx = bn 1 ∫{sin (n + m)x + sin (n – m)x} dx 2 =- bn 2(m n) kos(n + m)x ] bn kos(n 2(n m) – m)x ] = 0 , if n ≠ m If n = m, then: ∫ bn sin nx cos nx dx = bn 2 =- ∫ sin 2nx dx bn cos 4n 2n ] = 0. So that f(x) cos nx dx = an π → an = 1 f(x) kos nx dx. To find bn . Multiply f(x) by sin mx and integrate from –π to π. 1 f(x) sin mx dx = ∫a0sin mx dx + 2 { ∫ ancos nx sin mx dx + ∫ bnsin nx sin mx dx } n 1 = 1 a0(0) 2 + Σ { an(0) + bn(0) } = 0 , if m ≠ n. 61 If m = n , then: 1 f(x) sin nx = ∫a0sin nx dx + 2 1 2 { 2 ∫sin 2nx dx + ∫ bn sin nx dx } n 1 =0+0+ = bn 2 [x- bn ∫ (1 – 2 sin 2nx ] 2n cos 2nx) dx = bnπ. → bn = 1 f(x) sin nx dx Example. Determine the Fourier siries to represent the priodic function shown. a) Y π X 0 2π b) 4π Y 4 -3π/2 | -π - π/2 0 π/2 | π 3π/2 X 62 Solution: a) a0 = π ; an = 0 ; bn = - 1 . n f(x) = ½ π – { sin x + ½ sin 2x + 1/3 sin 3x + …} b) a0 = 4 ; an = 8 n sin n 2 ; bn = 0. f(x) = 2 + 8/π{ sin x – 1/3 cos 3x + 1/5 cos 5x - … } 63 ODD AND EVEN FUNCTIONS. Definition: A function f(x) is said to be even if f(-x) = f(x). Example: f(x) = x2 is an even function since f(-2) = 4 = f(2) f(-3) = 9 = f(3) Y a -a The graph of even function is therefore symmetrical about the Y-exis. 2 0 a X y= f(x) = cos x is even function since cos (-x) = cos x. Definition: A function f(x) is said to be odd if f(-x) = -f(x)Example: f(x) = x3 , is n oddfunction since f(-2) = -8 = - f(2) f(-5) = -125 = -f(5) Y -a P 0 a X The graph of an odd function is thus symmetrical about the or Q y = f(x) = sin x is an odd function since sin (-x) = -sin x. Products of odd and even functions. 64 Theorem: The rules closely resemble the elementary rules of sign. a) (even) x (even) = (even). b) (odd) x (odd) = (even). c) (odd) x (even) = (odd). Proof : a) Let F(x) = f(x). g(x) , where f(x) and g(x) are even fuctions. Then: F(-x) = f(-x).g(-x) = f(x). g(x) = F(x). → F(-x) = F(x) → F(x) is even. b) Let F(x) = u(x).v(x) , where u(x) and v(x) are odd functions. Then: F(-x) = u(-x).v(-x) = {-u(x)}. –{v(x)} = u(x).v(x) = F(x). → F(-x) = F(x) → F(x) is even. c) Let F(x) = r(x).q(x) , r(x) is odd and q(x) is even. Then: F(-x) = r(-x).q(-x) = -r(x).q(x) = - r(x).q(x) = - F(x) → F(x) = - F(x) → F(x) is odd. 65 Two usefulfacts emerge from odd and even functios. a) Even function. Y -a 0 0 a a 0 a X f(x) dx = f(x) dx → a a a 0 f(x) dx = 2 f(x) dx. b) Odd function. Y X -a 0 0 a a 0 a f(x) dx = - f(x) dx → a f(x) dx = 0 a 66 Theorem: If f(x) is defined over the interval –π < x < π and f(x) is even, then the Fourier siries for f(x) contains cisine terms only. Included in this is a0 which may be regarded as ancos nx with n = 0. 0 Proof: Since f(x) is even, f(x) dx = f(x) dx. a) a0 = b) an = 1 f(x) dx = 1 0 2 f(x) dx 0 f(x) cos nxdx f(x) and cos nx are even functions then f(x)cos nx is the product of two even functions and therefore itself even. → an = 2 f(x).kon nx dx. c) bn = 1 0 f(x).sin nx dx f(x) is even function and sin nx is odd function. Then f(x).sin nx is an odd function. → bn = 1 f(x).sin nx dx. . . . bn = 0. Therefore, there are no sine terms in Fourier siries for f(x). Example: Determine the Fourier siries for the following function. π+x, f(x) = π – x , -π < x < 0 0<x<π 67 f(x + 2π). Solution: Y π -π π 0 X f(x) is an evev function. 1 2 2 1 2] a0 = f(x) dx = (π – x) dx = [πx - x an = = = = = = 1 2 = π. f(x).cos nx dx. f(x) = 2 2 0 [f(x)cos nx is even). (π – x).cos nx dx 0 2 {∫ π cos nx dx - ∫ x cos nx dx} 2 { sin nx ]0 - x sin nx ]0 - 12 cos nx ]0 } n n n 2 { sin nπ – 0 - sin nx + 0 - 12 (cos nπ – n n n - 2 2 (cos nπ – 1). n bn = 0. 2 0 1)} n = 0, 2, 4, … then (cos nπ – 1) = 0. n = 1, 3, 5, … then (cos nπ – 1) = -2. If If f(x) = +( + (why). 2 )(-2) Σ cos nx. n2 4 {cos x + 1 cos 3x 9 + 1 cos 25 5x + … }. 68 Theorem. If f(x) is odd function defined over the interval –π < x < π, then the Fourier siries for f(x) contains sine terms only. 0 Proof: Sincs f(x) is odd function, f(x) dx = - f(x) dx. a) a0 = b) an = 1 f(x) dx = 0 1 0 f(x).cos nx dx = 0. [ f(x).cos nx is odd function]. 1 2 c) bn = f(x).sin nx dx = f(x).sin nx dx. 0 So, if f(x) is odd, ao = 0. an = 0 and bn = 2 f(x)sin x dx. 0 Example: Determine the Fourier siries for the function shown. Y 6 -π π 0 X 6 Solution: The function can be written as follows: f(x) = -6, 6, -π < x < 0 0<x<π 69 f(x + 2π) We can see that this is an odd function and therefore, a0 = 0 and an = 0. f(x).sin nx is an even function. (why). bn = = 1 2 f(x).sin nx dx = 6 sin nx dx = 0 2 12 n f(x).sin nx dx 0 (1- kos nπ). If n = 0, 2, 4, … (1 – kon nπ) = 0 → bn = 0. 24 If n = 1, 3, 5, … (1 – kos nπ) = 2 → bn = n → f(x) = 24 {sin x + 1 3 sin 3x + 1 sin 5x + … } 5 70 Exercises. Determine the Fourier siries of the following functions.. 11. x , 0 < x < 2π f(x) = f(x + 2π). 2. 3. f(x) = 3, -2 < x < 0 -5 , 0<x<2 f(x + 4). f(x) = π + x , -π < x < 0 π–x, 0<x<π f(x + 2π). 4. f(x) = 5. 6. 0 , -π < x < 0 x, 0<x<π f(x + 2π) f(x) = x, 0 < x < π/2 π – x , π/2 < x < π f(x + π). f(x) = -1 , -1 < x < 0 2x , 0<x<1 f(x + 2). 71 -π < x < π x2 , 7. f(x) = f(x + 2π). 7- 8. 3x , -π < x < π f(x) = f(x + 2π). 1 – x2, 9. -1 < x < 1 f(x) = f(x + 2). 10. f(x) = x 2 x 2 , -π < x < 0 , 0<x<π f(x + 2π). 72 Siri Separoh Julat (Half-range series) Adakalanya suatu fungsi yang berada dalam julat 2π, ditakrif melalui julat 0 sehingga π sebagai ganti julat –π ke π atau 0 ke 2π. Misal, suatu fungsi f(x) = 2x yang berada dalam kalaan 2π hanya dinyatakan berada diantara x = 0 dan x = π. [0<x<π]. Tiada keyataan bagaimana fungsi tersebut diantara x = -π dan x = 0. [ -π<x<0]. Y 2π -π 0 π X Dalam kes seperti di atas, terdapat tiga keadaan yang perlu diperhatikan. a) Jika f(x), 0<x<π simetri terhadap paksi Y, maka f(x) = 2x, -π<x<π adalah suatu fungsi genap dan siri Fourier hanya mengandungi ungkapan kosinus sahaja. Y f(x) = 2x, -π<x<π adalah fungsi genap. 2π- -π 0 π X b). Jika f(x) = 2x, 0<x<π simetri terhadap titik asalan 0, 73 maka f(x) = 2x, -π<x<π adalah suatu fungsi ganjil dan siri Fourier hanya mengandungi ungkapan sinus sahaja. Y 2π f(x) = 2x, -π<x<π adalah fungsi ganjil. -π X π 0 2π c) Jika f(x) = 2x, 0<x<π dan tidak dinyatakan samada fungsi genap atau fungsi ganjil, maka siri Fourier mengandungi kedua-dua ungkapan iaitu sinus dan kosinus. Y 2π -π 0 π X f(x)= 2x. –π<x<π bukan fungsi genap atau ganjil. Contoh. Suatu fungsi f(x) ditakrif sebagai berikut: 2x, 0<x<π f(x) = f(x+2π). Nyatakan siri cos separoh julat yang mewakili fungsi tersebut. 74 Penyelesaian: Kerana siri yang akan dinyatakan adalah mengandungi ungkapan cos, maka f(x) adalah fungsi genap. Y 2π y=2x -π a0 = an = = 1 1 X π 0 f ( x)dx = 2 f ( x)dx = 0 2 f ( x) cos nxdx = 4 x sin nx { + cos2nx ] 0 n n 2 2xdx 0 = 2 (x2) ] = 2π 0 2 x cos nx dx 0 ]}= an = 0, jika n genap dan an = - 8 , jika n ganjil. 0 4 n 2 (cosnx – 1) n2 bn = 0, kerana f(x) fungsi genap. Maka: f(x) = a0 2 + {ancosnx + bnsinnx} n 1 f(x) = π - 8 {cosx + 1 cos3x + 9 1 cos5x 25 +…} Contoh: f(x) ditakrif sebagai berikut: x+1, 0<x<π. f(x)= f(x+2π). Nyatakan siri sin separoh julat bagi fungsi tersebut. Penyelesaian: Siri yang akan dinyatakan hanya mengandungi ungkapan sinus, maka f(x) adalah fungsi ganjil dan simetri terhadap titik 0. 75 Y π+1 -π π 0 X -(π+1) a0 = 0 dan an = 0 , kerana f(x) fungsi ganjil. 1 2 2 bn = f ( x) sin nxdx = f ( x) sin nxdx = ( x 1) sin nxdx = = 2 0 0 { x sin nxdx + sin nxdx } 0 0 2 x cos nx { + sin 2nx ]0 - cos nx ] 0 n n n ] = 0 2 {1-(π+1)cosnπ}. n cos nx = 1, untuk n genap ataupun ganjil. Maka: bn = 2 (1-π-1) = - 2 , jika n genap dan n n bn = 2 (1+π+1) = 4 2 , jika n ganjil. Maka: n n f(x) = 4 2 {sinx + 1 sin3x + 1 sin5x + …} 3 5 -2{ 1 sin2x + 1 sin4x + 1 sin6x + …}. 2 4 6 76 Functions with period T. If y=f(x) is defined in the range (- T T 2 2 , ), i.e. has a period T, we can convert this to an interval of 2π. Y f(t) = f(t+T) 2π rad. = 3600 → 1 rad.= If T = 2π rad. → = 360 0 = 57018`. 2 2 rad. and T T = 2 rad. The angle, x radians, at any time t is therefore x = t and the Fourier siries to represent the function can be expressed as f(t) = 1 a0 2 + {ancos n t + bnsin n t }. n 1 77 With the new variable a0 = 2 f(t)dt = f(t)dt. T T an = bn = 2 T 2 T 2 / 0 0 T f(t)cos n t dt = 0 T f(t)sin n t dt = 0 2 / T f(t)cos n t dt. 0 2 / f(t)sin n t dt. 0 Example: Determine the Fourier siries for the periodic function defined by 2(1+t), 0, f(t+2). f(t) = Solution: -1 <t <0 0< t <1 Y 2 -1 0 X 1 f(t) = 1 ao + {ancosn t + bnsinn t} 2 n 1 T = 2. a0 = 2 f (t ) dt = T T /2 T / 2 2 2 2 1 0 1 1 1 0 f (t ) dt = 2(1+t)dt + 0 dt 0 = {2t + t } ] = -(-2 + 1) = 1. 1 an = 2 T T /2 f(t)cosn t dt = T / 2 2 2 1 f(t)cosn t dt 1 = 2(1+t)dt + 0 = 2{(1+t) sin n t + n 0 1 cos n t n 2 2 0 }] 1 78 = 2 n 2 2 (1 – cos n ). T = 2π and T 2 (1 – cos nπ). 2 n 2 Now an = = 2 , then 2 = 2π → = π. If n is even → an = 0, If n is odd → an = 4 . n 2 2 bn = 2 T T /2 0 T / 2 1 2 f(t) sin n t dt = 2 { 2(1+t) sin n t dt + 0 } = 2{(1 + t) cos n + 1 0 sin n t } ] 1 n n = 2{(1 – 0)( cos 0 ) – (1 – 1)( cos n )+ 21 2 (sin n n n = 2{- 1 + 21 2 sin(-n )}, but = π. Then: n n 2 bn = - . n 2 2 0 – sinn )} So the first few temrs of the Fourie siries f(t) = 1 2 + - 4 (cos t + 1 cos 3 t + 2 (sin t 2 9 1 cos 25 5 t + …) + 1 sin 2 t + 1 sin 3 t + … ). 2 3 79 Siri Separuh Julat Kalaan T. a. Fungsi Genap. y = f(t), Y 0 <t < T 2 f(t) = f(t + T) simetri terhadap Y. -T/2 0 X T/2 Jika y = f(t) adalah fungsi genap, maka bn = 0. f(t) = 1 a0 + an cos nωt dimana 2 n 1 a0 = 4 T T /2 f(t) dt dan an = 0 4 T T /2 f(t) cos nωt dt. 0 b. Fungsi Ganjil. Y -T/2 X 0 T/2 y = f(t), 0 < t < T f(t) = f(t + T). Simetri terhadap titik O. a0 = 0 ; an = 0. f(t) = bn sin nωt. n 1 bn = 4 T T /2 f(t)sin nωt dt. 0 80 Contoh: Diberi f(t) = 4 – t , 0 < t < 4. Y 4 -4 0 X 4 Bina suatu fungsi yang simetri terhadap paksi Y. f(t) menjadi suatu fungsi genap. ωT = 2π dan T = 8. a0 = 2 f(t)dt = 4 f(t)dt = 4 (4 – t)dt 4 4 T = an = T 4 4 8 0 0 2 1 {4t - t } ]04 = 4. 2 2 4 2 f(t) cos nωt dt T 4 = 4 4 8 4 (4 – t) cos nωt dt 0 4 = 1 { 4cos nωt dt - t.cos nωt dt 2 0 0 = 1. 4 sin n t ]0 n = sin 4nω - = 2 2 n 4 1 2 n 2 2 - 4 1 sin n t 4 1 t cos n t + ] ] 0 0 2 n 2 n 2 2 2 sin 4nω + 12 2 (cos 4nω n 2n – 1) (cos nωt – 1). Tetapi: ωT = 2π dan T = 8, maka ω = 1 π. 4 Maka: cos 4nω = cos nπ. → an = 1 2 n 2 2 (cos nπ – 1). Jika n genap maka: an = 0, dan Jika n ganjil maka: an = - 1 . n 2 2 bn = 0, kerana f(t) adalah fungsi genap. f(t) = 1 a0 + an cos nωt = 2 n 1 f(t) = 2 + 1 2 (cos ωt + 1 cos 3ωt + 9 1 cos 25 5ωt + … ). 81 Contoh: Diberi 3+t, 0 < t < 2. f(t) = 5 Y f(t + 4) 3 -2 0 2 X -3 -5 Bina suatu fungsi yang simetri terhadap O. f(t) adalah suatu fungsi ganjil. a0 = 0 ; a n = 0 . ωT = 2π dan T = 4 . Maka ω = 1 π. 2 f(t) = bn sin nωt. n 1 bn = 2 T T /2 f(t) sin nωt dt = T / 2 = -(3 + t) cos n t 2 ]0 n + 4 T 2 (3 + t).sin nωt dt 0 sin n t 2 ] n 2 2 0 1 {5 cos 2nω – 3 cos 0} + 21 2 {sin 2nω – sin 0} n n 1 {3 – 5 cos 2nω} + 21 2 sin 2nω. [gantikan ω = 1 π] 2 n n 1 {3 – 5 cos nπ} + 21 2 sin nπ. n n n ganjil, maka bn = 8 n n genap, maka bn = - 2 . n == bn = Jika Jika f(t) = 2 {4 sin ωt - 1 sin 2ωt + 4 sin 3ωt - 1 sin 3ωt + … } 2 3 4 dimana ω = 1 π. 2 82