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5 Differential Opperators

Ohh noee DE

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Pran Parakul
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17 views7 pages

5 Differential Opperators

Ohh noee DE

Uploaded by

Pran Parakul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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Differentiation (eu’ = eu! (© constant) (ut vy =u +0" (wo)' = u'v + w! (e™)! = ae™* @y =a" lng (sin! = cos x (cosx)' = —sinx (tan.y’ = sec (cot x)’ = esc? x (sinh 1)’ = cosh.x (cosh)! = sinh x yt (ny! =~ 7 Hogae (logy)! = (aresin x)" (arecos x)" (aretan x)" = (arecot x)’ = — Integration Poxrcoo wie pr frrac= Fee @4-p Jewade=sinx +e franxds = ~In eosa| + ¢ Jeotrdr = in|sinxl +e Jscexde = tn lseex + tana} + € Jesexde = In ese.x ~ cota] + ¢ Jsin® ae = 4x — dsin 2 + c Joost xde = 4x + dsin 2x + ¢ fuo?xae = tnx 2+ ¢ foot xdr = ~cotx —x + ¢ Jinxdr=xinx-x+e Je*sinoxae =3 = (asin bx ~ bcos bx) + € Je cos bea =3 poms + bsinby +e 2 EXAMPLE 2 1. Linear ODE. If p and r in y' + psy 2 CHAP.1 First-Order ODEs can be shown that (3b) may be replaced by the weaker condition (4), which is known as a Lipschitz condition.’ However, cor ity of f(x,y) is not enough to guarantee the uniqueness of the solution, This may be illustrated by the following example. Nonuniqueness ‘The ints vale problem has the to solutions yo although fs. 10) 34 it eo 8 i eco ‘Vibis eotinuos oral: The Lipschitz conto (4 vols in any epon that incudes the line y = 0, because for yy = O and positive ya we have ° Ufes.30) — flr.) be—il Vint fe n> and this can be made as lage as we please by choosing y2 sfficintly smal, whereas (4) requires thatthe ‘quotient on the left side of (5) should not exceed a fied constant. . PROBLEM SET 1.7 x) ate continuous forall «inn interval |x ~ xol 5a, show tat f(x») in this ODE satisfies the conditions of our resent theorems, so that a comesponding inital value problem has a unique solution. Do you actually need these theorems for this ODE? Existence? Docs the initial value problem (c= 2)y" =.) = Lhave a solution? Does your result contradict our present theorems? . Vertical strip. Ifthe assumptions of Theorems 1 and 2 are satisfied not merely in rectangle but in a vertical infinite strip [x —xol (€) Double root. Verify directly that xe** with 34, tnx.) > 1 =a/2 is a solution of (1) in the case of a double ro Verify and explain why y= em2* is a solution of 36. sin2x,cos.xsinx, x<0 36. *cos}n0, -1exa1 yy" = 6y = Obut seis not 237. Instability, Solve y” — y = O forthe initial conditions (€) Limits, Double roots should be limiting cases of 0) = 1,y"@) = —1. Then chang te inital conditions distinct 001 Ay, Ay as ay, Ag— Ay. Experiment with 0 ¥(0) = 1.001, yO) = ~0.999 and explain why this this idea. (Remember Hopita's rule from calculus) ‘small change of 0,001 ats = Ocausesalarge change later, ian’ yoa dene ake Gaveit aby, 2.3 Differential Operators. Optional This short section can be omitted without interrupting the flow of ideas. It will not be used subsequently, except for the notations Dy, Dy, etc. to stand for y', y", ete. Operational calculus means the technique and application of operators. Here, an operator is a transformation that transforms a function into another function. Hence differential caleulus involves an operator, the differential operator D, which transforms a (differentiable) function into its derivative. In operator notation we write D~ and 1 Dy & o yay ‘Similarly, for the higher derivatives we write D?y = D(Dy) = y", and so on, For example, Dain = cos, D® sin = —sin, ete. For a homogeneous linear ODE y" + ay’ + by = 0 with constant coefficients we can now introduce the second-order differential operator L= P(D) = D? + aD + bi. ‘where [is the identity operator defined by fy = y. Then we can write that ODE as @ Ly = PD)y = (D? + aD + by SEC. 23. Differential Operators. Optional a EXAMPLE 1 P suggests “polynomial.” L is a linear operator. By definition this means that if Ly and Lw exist (this is the case if y and w are twice differentiable), then Licy + kw) exists for any constants ¢ and k and Ley + kw) = ely + khw. Let us show that from (2) we reach agreement with the results in Sec. 2.2. Since (De*\(x) = Ae™ and (D?e* Va) = He", we obtain Lea) = PWD)eM x) = (D? + aD + bes) = (02 + aA + be = Pe” = 0. @) This confirms our result of Sec. 2.2 that e™ is a solution of the ODE (2) if and onty if A is @ solution of the characteristic equation P(A) = 0. P(A) is a polynomial in the usual sense of algebra, If we replace A by the operator D, ‘we obtain the “operator polynomial” P(D). The point of this operational calculus is that P(D) can be treated just like an algebraic quantity. In particular, we ean factor it Factorization, Solution of an ODE Factor PCD) = D® ~ 30 ~ 40F and solve PDIy = 0 Solution. 10% ~ 30 ~ 401 = (D ~ 81D ~ 51) because 1 = I Now (D ~ Shy = y' ~ 8) = 0 has the solution yy = &, Similarly. the solution of (D + Sfyy = 0 is ya = e-™. This isa bis of Dy = O.on any fteeval, From te factorization we obtin the ODE, as expected, (D~ 8110+ Shy = (D~ 810" + 59) = DOT + 59) ~ 86! +59) 9 + Sy! By! — ay = 97-3" —a0y = 0, ‘Vesity tat his aces wih he result of ou method in Sec. 22 This ot unexpected Because We facto 71D) is he same way a the characterise polynomial PA) = A — 3A — 40. 7 I was essential that L in (2) had constant coefficients. Extension of operator methods to variable-coefficient ODEs is more difficult and will not be considered here. If operational methods were limited to the simple situations illustrated in this section, it would perhaps not be worth mentioning. Actually, the power of the operator approach appears in more complicated engineering problems, 2s we shall sce in Chap. 6. PROBLEM SET 2.3 3] APPLICATION OF DIFFERENTIAL (GENERAL SOLUTION ‘OPERATORS Factor a inthe text and solve Apply the given operator to the given functions. Show all 6. (D® + 4.00D + 3.36r)y = 0 ‘steps in detail. 7. GD? — Dy =0 1, D? + 2D; cosh 2x, e~* + &**, cos.x 8. (D2 + Wy =0 2D 3x2 + 3n, 3e™, cos 4x — sin de 9, (D? - 4.200 + 44tny = 0 3 D- UP) Pee 10, (? + 4800 + S76hy =0 4 D+ OF; 6x + sin, xe 11, (* — 4.000 + 384ny 5S. (D ~ UD + 31, exe, eH 12. (D® + 3.0D + 2.5Ny 0

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