MATH 308 Lecture 12

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Lecture Notes

Theorem of Existence and Uniqueness

$y''+p(t)\,y+q(t)\,y=g(t)\quad y(t_{0})=y_{0}\quad y'(t_{0})=y'_{0}$

Only one solution

Exercise 8

Find the largest interval on which the solution exists.

${\begin{aligned}t(t-1)y''+3t\,y'+4y&=2&y(-1)&=0&y'(-1)&=3\\y''+{\frac {3}{t-1}}\,y'+{\frac {4}{t(t-1)}}\,y&={\frac {2}{t(t-1)}}&t&\not \in \{0,1\}\end{aligned}}$

Since the function is not continuous at $t=t_{0}=0$, the theorem does not apply.

Exercise 9

Can $y=\sin {t^{2}}$ be a solution to a second order homogeneous linear equation on an interval containing 0?

(i.e. Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(0) = 0} )

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} y &= \sin{t^2} \\ y' &= 2t\,\cos{t^2} \\ y''&= -4t^2\,\sin{t^2} + 2\cos{t^2} y'' + p(t) \, y' + q(t) \, y &= 0 \end{align}}

Since the function is homogeneous, it has solution Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(t) = 0} . Assuming Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p} and $q$ are continuous for all real numbers, the theorem applies and states that there will be only one unique solution.

Therefore Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sin{t^2}} cannot be a solution.

Note: The constant 0 function is a solution to any homogeneous linear differential equation.

Wronskian

Applies to homogeneous equation; may have non-constant coefficients.

From the beginning of the section, we found that if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1} and $y_{2}$ are solutions, then any linear combination Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1 \, y_1 + c_2 \, y_2} is a solution.

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2, \ldots, y_n) = \begin{vmatrix} y_1 & y_2 & \ldots & y_n \\ {y_1}' & {y_2}' & \ldots & {y_n}' \\ \vdots & \vdots & \ddots & \vdots \\ {y_1}^{(n-1)} & {y_2}^{(n-1)} & \ldots & {y_n}^{(n-1)} \end{vmatrix} }

Exercise 10

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' + y = 0}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1 = \sin{x}} is a solution, and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2 = \cos{\left( x + \frac{\pi}{2} \right)}} is also a solution. Therefore, $y=c_{1}\,\sin {x}+c_{2}\,\cos {\left(x+{\frac {\pi }{2}}\right)}$ is a general solution.

For the initial value problem Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(0) = 1} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'(0) = 0} , the theorem of existence and uniqueness implies that there exists a (unique) solution Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Y} to the initial value problem. However, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(0) = 0 \ne 1} , which is impossible!

The theorem guarantees that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Y} exists.

Notice that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \cos{\left( x+\frac{\pi}{2} \right)} = -\sin{x}} , so our Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} is essentially the function $y=c_{1}\,\sin {x}-c_{2}\,\sin {x}=c_{3}\,\sin {x}$.

What about Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y = c_1 \, \sin{x} + c_2 \cos{x}} ? This satisfies the initial value problem with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1 = 0} and $c_{2}=1$.

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} W(\sin{x}, \cos{\left( x + \frac{\pi}{2} \right)} &= \ldots = -\cos{\left(x - \left(x+\frac{\pi}{2} \right) \right)} = 0 \\ W(\sin{x}, \cos{x}) &= -1 \end{align}}

Theorem

Suppose Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2} are two solutions of the equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' + p(t) \, y' + q(t) \, y = 0}

For any initial conditions Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(t_0) = y_0} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'(t_0) = y'_0} , there exists two constants Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_1} and $c_{2}$ such that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y = c_1 \, y_1 + c_2 \, y_2} is a solution to the initial value problem iff Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2) \ne 0} at Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle t_0} .

The solutions to the differential equation is the set of functions

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y = c_1 \, y_1 + c_2 \, y_2}

iff Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2) \ne 0} at Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle t_0} .

$y_{1}$ and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2} are said to form a fundamental set of solutions if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2) \ne 0}

Abel's Theorem

If Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2} are two solutions to the differential equation Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'' + p(t) \, y' + q(t) \, y = 0} , then there exists a constant Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C} such that

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2) = C \, \exp{\left( - \int p(t) \, \mathrm{d}t \right)}}

Exercise 13

If Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2} are two solutions of the differential equation Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle t^2 \, y'' - 2y' + t \, \mathrm{e}^{t} \, y = 0} , and if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2)(2) = 3} , find Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(y_1, y_2)(4)} .

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} W(y_1,y_2) = C \, \mathrm{e}^{\int \frac{2}{t^2} \, \mathrm{d}t} = C \, \mathrm{e}^{-\frac{2}{t}} \\ W(y_1,y_2)(2) &= 3 = C \, \mathrm{e}^{\frac{2}{2}} = \frac{C}{\mathrm{e}} \\ C &= 3\mathrm{e} \\ W(y_1,y_2)(4) &= C \, \mathrm{e}^{-\frac{2}{4}} = 3\mathrm{e} \, \mathrm{e}^{-\frac{1}{2}} = 3 \sqrt{\mathrm{e}} \end{align}}