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Linear Independence and the Wronskian

  • Two functions f and g are linearly dependent if there exist constants c 1 and c 2 , not both zero, such that

c g t

( )

( )

f

0

c

t

2

1

for all t in I. Note that this reduces to determining whether f and g are multiples of each other.

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

  • If the only solution to this equation is c 1 = c 2 = 0, then f and g are linearly independent.

  • For example, let f(x) = sin2x and g(x) = sinxcosx, and consider the linear combination

    • c 1

sin 2

x c

2

sin

x

cos

x

0

This equation is satisfied if we choose c 1 = 1, c 2 = -2, and hence f and g are linearly dependent.

Solutions of 2 x 2 Systems of Equations  When solving c x  c x
Solutions of 2 x 2 Systems of Equations
When solving
c x
c x
a
1
1
2
2
c y
c
y
b
1
1
2
2
for c 1 and c 2 , it can be shown that
ay
bx
ay
bx
2
2
2
2
c
,
1
x y
y x
D
1
2
1
2
ay
bx
ay
bx
x
x
1
1
1
1
1
2
c
,
where D 
2
x y
y x
D
y
y
1
2
1
2
1
2
Note that if a = b = 0, then the only solution to this system of
equations is c 1 = c 2 = 0, provided D  0.
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Example 1: Linear Independence

(1 of 2)

  • Show that the following two functions are linearly independent on any interval:

f

( )

t

e

t

,

( )

g t

e

t

  • Let c 1 and c 2 be scalars, and suppose

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

  • c 1

f

( )

t

( )

c g t

2

0

for all t in an arbitrary interval (, ).

  • We want to show c 1 = c 2 = 0. Since the equation holds for all t in (, ), choose t 0 and t 1 in (, ), where t 0 t 1 . Then

t  t c e 0  c e 0  0 1 2 t 
t
 t
c e
0
c e
0
 0
1
2
t
 t
c e
1
c e
1
 0
1
2
Example 1: Linear Independence
(2 of 2)
The solution to our system of equations
t
 t
c e
0
c e
0
 0
1
2
t
 t
c e
1
c e
1
 0
1
2
will be c 1 = c 2 = 0, provided the determinant D is nonzero:
t
t
e
0
e
0
t
 t
t
t
t
t
t
t
D 
e
0
e
1
e
0
e
1
e
0
1
e
1
0
t
t
e
1
e
1
Then
1
2
t
t
t
t
t
t
t
t
D
 
0
e
0
1
e
1
0
e
0
1
e
0
1
 1
t
t
e
0
1
t
t
e
0 1
 
1
t
t
0
1
Since t 0  t 1 , it follows that D  0, and therefore f and g are
linearly independent.
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Theorem 3.3.1  If f and g are differentiable functions on an open interval I and
Theorem 3.3.1
If f and g are differentiable functions on an open interval I
and if W(f, g)(t 0 )  0 for some point t 0 in I, then f and g are
linearly independent on I. Moreover, if f and g are
linearly dependent on I, then W(f, g)(t) = 0 for all t in I.
Proof (outline): Let c 1 and c 2 be scalars, and suppose
c
f
( )
t
 c g t
( )
0
1
2
for all t in I. In particular, when t = t 0 we have
c
f
(
t
)
c g t
(
)
0
1
0
2
0
c
f
 (
t
)
c g
(
t
)
0
1
0
2
0
Since W(f, g)(t 0 )  0, it follows that c 1 = c 2 = 0, and hence
f and g are linearly independent.
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Theorem 3.3.2 (Abel’s Theorem)  Suppose y 1 and y 2 are solutions to the equation
Theorem 3.3.2 (Abel’s Theorem)
Suppose y 1 and y 2 are solutions to the equation
L[ y ]  y   p (t ) y  
q (t )
y  0
where p and q are continuous on some open interval I. Then
W(y 1 ,y 2 )(t) is given by
p
(
t
)
dt
W
(
y
,
y
)( ) 
t
ce
1
2
where c is a constant that depends on y 1 and y 2 but not on t.
Note that W(y 1 ,y 2 )(t) is either zero for all t in I (if c = 0) or
else is never zero in I (if c ≠ 0).
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 2: Wronskian and Abel’s Theorem  Recall the following equation and two of its solutions:
Example 2: Wronskian and Abel’s Theorem
Recall the following equation and two of its solutions:
t
t
y
  
y
0,
y
e
,
y
e
1
2
The Wronskian of y 1 and y 2 is
y
y
1
2
t
t
t
t
0
W 
 
e e
e e
 
2
e
  
2
0 for all
t
.
y
y
1
2
Thus y 1 and y 2 are linearly independent on any interval I, by
Theorem 3.3.1. Now compare W with Abel’s Theorem:
p
(
t
)
dt
 0
dt
W
(
y
,
y
)( ) 
t
ce
ce
c
1
2
Choosing c = -2, we get the same W as above.
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Theorem 3.3.3

  • Suppose y 1 and y 2 are solutions to equation below, whose

coefficients p and q are continuous on some open interval I:

L[ y ] y 

p (t ) y   q (t ) y 0

Then y 1 and y 2 are linearly dependent on I iff W(y 1 , y 2 )(t) = 0

for all t in I. Also, y 1 and y 2 are linearly independent on I iff

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

W(y 1 , y 2 )(t) 0 for all t in I.

Summary

  • Let y 1 and y 2 be solutions of

y   p (t ) y   q (t ) y 0

where p and q are continuous on an open interval I.

  • Then the following statements are equivalent:

    • The functions y 1 and y 2 form a fundamental set of

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

solutions on I.

  • The functions y 1 and y 2 are linearly independent on I.

    • W(y 1 ,y 2 )(t 0 ) 0 for some t 0 in I.

    • W(y 1 ,y 2 )(t) 0 for all t in I.

Complex Roots of Characteristic Equation  Recall our discussion of the equation ay   by
Complex Roots of Characteristic Equation
Recall our discussion of the equation
ay   by  
cy  0
where a, b and c are constants.
Assuming an exponential soln leads to characteristic equation:
rt
2
y t
( )
 e
ar
 br  c 
0
Quadratic formula (or factoring) yields two solutions, r 1 & r 2 :
2
 
b
b
 4
ac
r 
2
a
If b 2 – 4ac < 0, then complex roots:
r 1 =  + i, r 2 =  - i
Thus
  
i
t
  
i
t
y
(
t
) 
e
,
y
( ) 
t
e
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Euler’s Formula; Complex Valued Solutions  Substituting it into Taylor series for e t , we
Euler’s Formula; Complex Valued Solutions
Substituting it into Taylor series for e t , we obtain Euler’s
formula:
n
n
2
n
n
1
2
n
1
(
it
)
(
1)
t
(
1)
t
it
e
 i
cos
t
i
sin
t
n !
2
n
!
2
n 
1
!
n  0
n  0
n  1
Generalizing Euler’s formula, we obtain
i
t
e
 cos
t
i
sin
t
Then
 
 i
t
 
t
i
t
t
t
t
e
e
e
e
cos
t
i
sin
t
e
cos
t
ie
sin
t
Therefore
 
 i
t
t
t
y
( )
t
e
e
cos
t
ie
sin
t
1
 
 i
t
t
t
y
( )
t
e
e
cos
t
ie
sin
t
2
Real Valued Solutions
Our two solutions thus far are complex-valued functions:
t
t
y
( )
t
e
cos
t
ie
sin
t
1
t
t
y
( )
t
e
cos
t
ie
sin
t
2
We would prefer to have r eal-valued solutions, since our
differential equation has real coefficients.
To achieve this, recall that linear combinations of solutions
are themselves solutions:
t
y
( )
t
y
( )
t
2
e
cos
t
1
2
t
y
( )
t
y
( )
t
2
ie
sin
t
1
2
Ignoring constants, we obtain the two solutions
t
t
y
( )
t
e
cos
t
,
y
( )
t
e
sin
t
3
4
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Real Valued Solutions: The Wronskian  Thus we have the following real-valued functions:  t 
Real Valued Solutions: The Wronskian
Thus we have the following real-valued functions:
t
t
y
( )
t
e
cos
t
,
y
( )
t
e
sin
t
3
4
Checking the Wronskian, we obtain
t
t
e
cos
t
e
sin
t
W 
t
t
e
cos
 
t
sin
t

e
sin
 
t
cos
t
2
t
e
 0
Thus y 3 and y 4 form a fundamental solution set for our ODE,
and the general solution can be expressed as
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
 t  t y t ( )  c e cos  t  c
t
t
y t
( )
c e
cos
t
c e
sin
t
1
2
Example 1
Consider the equation
y   y   y  0
Then
 
1
1
4
 
1
3 i
1
3
rt
2
y t
( )
e
r
r
 
1
0
 
r
  
i
2
2
2
2
Therefore
  1 / 2,   3 / 2
and thus the general solution is
 t
/ 2
 t / 2
y t
( )
c e
cos
3
t
/ 2
c e
sin
3
t
/ 2 
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 2  Consider the equation y   4 y  0  Then rt
Example 2
Consider the equation
y   4 y
 0
Then
rt
2
y t
( )
e
r
 
4
0
  
r
2
i
Therefore
  0,   2
and thus the general solution is
y (t )
c cos2t
 c
sin 2t 
1
2
Example 3
Consider the equation
3 y   2 y   y  0
Then
2
4
12
1
2
rt
2
y t
( )
e
3
r
2
r
 
1
0
 
r
 
i
6
3
3
Therefore the general solution is
t
/ 3
t / 3
y t
( )
c e
cos
2
t
/ 3
c e
sin
2
t
/ 3
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Example 4: Part (a)

(1 of 2)

  • For the initial value problem below, find (a) the solution u(t)

and (b) the smallest time T for which |u(t)| 0.1

y   y   y 0, y ( 0) 1, y (0) 1

  • We know from Example 1 that the general solution is

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

3 1  / sin  3 t  3 cos 3  Using the initial
3
1 
/
sin
3
t
3
cos
3
 Using the initial conditions, we obtain
/ 2
 t
e
2
2 
2
 t / 2
c e
c e
u t
sin
( )
c
/ 2 
/ 2
 t
/ 2
3
t
1  1
1
c
c
c
3
 1 
2 2
2 
cos
1,
/ 2
 
3
3
t
 t
/ 2
u t
 Thus
( )
1
e
c
1
Example 4: Part (a) (1 of 2)  For the initial value problem below, find (a)

Example 4: Part (b)

(2 of 2)

  • Find the smallest time T for which |u(t)| 0.1

 
  • Our solution is

u t

( )

t

/ 2

e

cos

3 t
3
t

/ 2

3
3

e

t

/ 2

sin

 3 t
3
t

/ 2

  • With the help of graphing calculator or computer algebra

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

system, we find that T 2.79. See graph below.

Example 4: Part (b) (2 of 2)  Find the smallest time T for which |

Repeated Roots; Reduction of Order

  • Recall our 2 nd order linear homogeneous ODE

ay   by   cy 0

where a, b and c are constants.

  • Assuming an exponential soln leads to characteristic equation:

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

0     4 b  br  c   Quadratic formula (or
0
 
 4
b
 br  c 
 Quadratic formula (or factoring) yields two solutions, r 1 & r 2 :
rt
r 
ac
 e
y t
( )
2
ar
b
2
a
2
  • When b 2 – 4ac = 0, r 1 = r 2 = -b/2a, since method only gives one solution:

y

1 ( )

t

ce

b t

/ 2

a

Second Solution: Multiplying Factor v(t)  We know that y ( ) a solution t 
Second Solution: Multiplying Factor v(t)
We know that
y
( ) a solution
t
 y
( )
t
 cy
( ) a solution
t
1
2
1
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 is a solution:
b t
/ 2
a
b t
/ 2
a
y
1 ( )
t
e
a solution
try
y
( )
t
v t e
( )
2
Then
 b t
/ 2
a
y
( )
t
v t e
( )
2
b
b t
/ 2
a
b t
/ 2
a
y
 (
t
)
v
( )
t e
v t e
( )
2
2
a
2
b
b
b
b t
/ 2
a
b t
/ 2
a
b t
/ 2
a
b t
/ 2
a
y
 (
t
)
 
v
( )
t e
v
 ( )
t e
v
 ( )
t e
v t e
( )
2
2
2
a
2
a
4
a
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Finding Multiplying Factor v(t) ay   by   cy  0  Substituting derivatives
Finding Multiplying Factor v(t)
ay   by   cy  0
Substituting derivatives into ODE, we seek a formula for v:
2
b
b
b
 b t
/ 2
a
e
a
 v  ( t )
v
( t ) 
v t
( )
b
v
( t ) 
v t
( )
cv t
( )
0
2
a
4
a
2
a
2
2
b
b
av
 ( t )
bv
( t ) 
v t
( )
bv
( t ) 
v t
( )
cv t
( )
0
4
a
2
a
2
2
 b
b
av
 ( t ) 
 c
v t
( )
0
4
a
2
a
2
2
2
 b
2
b
4 ac 
  b
4 ac 
av  ( t ) 
 v ( t )
 
0
av

( t ) 
 v ( t ) 
0
4
a
4
a
4
a
4
a
4
a
2
 b
 4 ac 
av
 ( t )  
 v ( t ) 
0
4
a
v
 ( t )
0
v t
( )
k t
k
3
4
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
General Solution  To find our general solution, we have:  bt / 2 a 
General Solution
To find our general solution, we have:
bt
/ 2
a
bt
/ 2
a
y t
( )
k e
k v t e
( )
1
2
bt
/ 2
a
bt
/ 2
a
k e
k t
k
e
1
3
4
bt
/ 2
a
bt
/ 2
a
c e
c te
1
2
Thus the general solution for repeated roots is
bt
/ 2
a
bt
/ 2
a
y t
( ) 
c e
c te
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Wronskian

  • The general solution is

/ 2

bt

 

bt

/ 2

 

  • Thus every solution is a linear combination of

( )

c te

y t

c e

/ 2

/ 2

bt

bt

a

a

2

1

1 ( )

y

t

e

a

,

y

( )

t

2

te

a

  • The Wronskian of the two solutions is

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

W

(

y

1

,

y

2

)( t )

    bt / 2 a  bt / 2 a e a 
bt
/ 2
a
bt
/ 2
a
e
a
1
2
a
a
te
 1 
2
  e
bt
/
t
bt 
a
b
e
bt
 bt
/
/
e
e
 0
for all
bt 
2
bt
/ 2
a
a
 e
/ 2
bt
a
a
 bt 
2 a
  • Thus y 1 and y 2 form a fundamental solution set for equation.

Example 1  Consider the initial value problem y   2 y   y
Example 1
Consider the initial value problem
y   2 y   y  0,
y 0   1, y 0   1
Assuming exponential soln leads to characteristic equation:
rt
2
2
y t
( )
 e
 r  r 
2
1
0
 r 
(
1)
  r  
0
1
Thus the general solution is
t
t
y t
( ) 
c e
c te
1
2
Using the initial conditions:
c
1 
1
 
c
1,
c
2
1
2
c
c
1
1
2
Thus
t
t
y t
( ) 
e
 2
te
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 2  Consider the initial value problem y   y   0 .25
Example 2
Consider the initial value problem
y   y   0 .25 y  0,
y 0   2, y 0   1 / 2
Assuming exponential soln leads to characteristic equation:
rt
2
2
y t
( )
e
 r  r 
0.25
0
 r 
(
1 / 2)
  r 
0
1 / 2
Thus the general solution is
t
/ 2
t
/ 2
y t
( )
 c e
 c te
1
2
Using the initial conditions:
c
2
1
1
1
1
 
c
2,
c
 
1
2
c
c
2
1
2
2
2
Thus
1
t
/ 2
t
/ 2
y t
( )
2
e
te
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 3  Consider the initial value problem y   y   0.25 y
Example 3
Consider the initial value problem
y   y   0.25 y  0,
y 0   2, y 0   3 / 2
Assuming exponential soln leads to characteristic equation:
rt
2
2
y t
( )
 e
 r  r 
0.25
0
 r 
(
1 / 2)
  r 
0
1 / 2
Thus the general solution is
t
/ 2
t
/ 2
y t
( )
 c e
 c te
1
2
Using the initial conditions:
c
2
1
1
1
3
 
c
2,
c
1
2
c
c
2
1
2
2
2
Thus
1
t
/ 2
t
/ 2
y t
( )
2
e
te
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Reduction of Order  The method used so far in this section also works for equations
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 is solution, try y 2 = v(t)y 1 :
y
( )
t
v t
( )
y
( )
t
2
1
y
 (
t
)
v
( )
t
y
( )
t
v t
( )
y
( )
t
2
1
1
y
 (
t
)
 
v
( )
t
y
( )
t
2
v
( )
t
y
( )
t
v t
( )
y

( )
t
2
1
1
1
Substituting these into ODE and collecting terms,
y v 
2
y   py
v 
y   py   qy
v  0
1
1
1
1
1
1
Since y 1 is a solution to the differential equation, this last
equation reduces to a first order equation in v :
y v 
2
y   py
v  0
1
1
1
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 4: Reduction of Order (1 of 3)  Given the variable coefficient equation and solution
Example 4: Reduction of Order
(1 of 3)
Given the variable coefficient equation and solution y 1 ,
2
 1
t y   ty   y  t 
3
0,
0;
y
( )
t
 t
,
1
use reduction of order method to find a second solution:
 1
y
( )
t
v t
( )
t
2
1
2
y
 (
t
)
v
( )
t
t
v t
( )
t
2
1
2
3
y
 ( t )
 
v
( )
t
t
2
v
( )
t
t
2
v t
( )
t
2
Substituting these into ODE and collecting terms,
2
1
2
3
1
2

1
t
v t
 2
v t
2
vt
3
t v t
vt
vt
0
1
1
1
 v t
 
2
v
 
2
vt
3
v
3
vt
vt
0
tv
  v   0
tu
 
u
0, where
u t
( )
v
( )
t
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 4: Finding v(t) (2 of 3)  To solve tu   u  0,
Example 4: Finding v(t)
(2 of 3)
To solve
tu   u
 0,
u (t )  v(t )
for u, we can use the separation of variables method:
du
du
1
t
 
u
0
 
dt
ln u   ln t  C
dt
u
t
 1
C
 1
 u 
t
e
 
u
ct
,
since
t
0.
Thus
c
v 
t
and hence
v (t )  c ln t 
k
Example 4: General Solution
(3 of 3)
We have
v (t )  c ln t  k
Thus
1
1
1
y
( )
t
 c
ln
t  k
t
 ct
ln
t  k t
2
Recall
 1
y
( )
t
 t
1
and hence we can neglect the second term of y 2 to obtain
 1
y
( )
t
t
ln .
t
2
Hence the general solution to the differential equation is
1
 1
y (t )
c t
c t
ln t
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Ch 3.6: Nonhomogeneous Equations;

Method of Undetermined Coefficients

  • Recall the nonhomogeneous equation

y   p (t ) y   q (t ) y g (t )

where p, q, g are continuous functions on an open interval I.

  • The associated homogeneous equation is

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

y   p (t ) y   q (t )

y 0

  • In this section we will learn the method of undetermined coefficients to solve the nonhomogeneous equation, which relies on knowing solutions to homogeneous equation.

Theorem 3.6.1  If Y 1 , Y 2 are solutions of nonhomogeneous equation y 
Theorem 3.6.1
If Y 1 , Y 2 are solutions of nonhomogeneous equation
y   p (t ) y   q (t ) y  g (t )
then Y 1 - Y 2 is a solution of the homogeneous equation
y 
 p (t ) y   q (t ) y  0
If y 1 , y 2 form a fundamental solution set of homogeneous
equation, then there exists constants c 1 , c 2 such that
Y
( )
t
 Y
( )
t
 c y
( )
t
 c
y
( )
t
1
2
1
1
2
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Theorem 3.6.2 (General Solution)  The general solution of nonhomogeneous equation y   p (t
Theorem 3.6.2 (General Solution)
The general solution of nonhomogeneous equation
y   p (t ) y   q (t ) y  g (t )
can be written in the form
y t
( )
 c y
( )
t
 c
y
( )
t
 Y
( )
t
1
1
2
2
where y 1 , y 2 form a fundamental solution set of homogeneous
equation, c 1 , c 2 are arbitrary constants and Y is a specific
solution to the nonhomogeneous equation.
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Method of Undetermined Coefficients

  • Recall the nonhomogeneous equation

y 

p (t ) y   q (t ) y g (t )

with general solution

( )

y t

c y

1

1

( )

t

c

2

y

2

( )

t

Y

( )

t

  • In this section we use the method of undetermined

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

coefficients to find a particular solution Y to the

nonhomogeneous equation, assuming we can find solutions

y 1 , y 2 for the homogeneous case.

  • The method of undetermined coefficients is usually limited to when p and q are constant, and g(t) is a polynomial, exponential, sine or cosine function .

Example 1: Exponential g(t)  Consider the nonhomogeneous equation 2 t y   3 
Example 1: Exponential g(t)
Consider the nonhomogeneous equation
2
t
y
  3   4  3
y
y
e
We seek Y satisfying this equation. Since exponentials
replicate through differentiation, a good start for Y is:
2
t
2
t
2
t
Y
( ) 
t
Ae
Y
( )  2
t
Ae
,
Y
( )  4
t
Ae
Substituting these derivatives into differential equation,
2
t
2
t
2
t
2
t
4
Ae
6
Ae
4
Ae
3
e
2
t
2
t
 
6
Ae
3
e
  
A
1 / 2
Thus a particular solution to the nonhomogeneous ODE is
1
2 t
Y
( t )  
e
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Example 2: Sine g(t), First Attempt

(1 of 2)

  • Consider the nonhomogeneous equation

y   3 y   4 y

2 sin t

  • We seek Y satisfying this equation. Since sines replicate

through differentiation, a good start for Y is:

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Y (t )

A sin t Y (t ) A cos t , Y (t )   A sin t

  • Substituting these derivatives into differential equation,

A

sin

t

3

A

cos

t

 

2

5

A

sin

t

sin

c

1

t

c

cos

2

4

A

sin

t

2 sin

3

A

cos

t

0

t

0

t

  • Since sin(x) and cos(x) are linearly independent (they are not multiples of each other), we must have c 1 = c 2 = 0, and hence 2 + 5A = 3A = 0, which is impossible.

Example 2: y   3 y   4 y  2 sin t Sine
Example 2:
y   3 y   4 y  2 sin t
Sine g(t), Particular Solution (2 of 2)
Our next attempt at finding a Y is
Y
( )
t
A
sin
t
B
cos
t
 Y
 ( )
t
A
cos
t
B
sin
t
,
Y

( )
t
 
A
sin
t
B
cos
t
Substituting these derivatives into ODE, we obtain
A
sin
t
B
cos
t
3
A
cos
t
B
sin
t
4
A
sin
t
B
cos
t
2 sin
t
 
5
A
3
B

sin
t
 
3
A
5
B
cos
t
2 sin
t
  
5
A
3
B
2,
3
A
5
B
0
  
A
5
/ 17,
B
3 / 17
Thus a particular solution to the nonhomogeneous ODE is
 5
3
Y
( )
t
sin
t
cos t
17
17
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 3: Polynomial g(t)  Consider the nonhomogeneous equation 2 y   y  
Example 3: Polynomial g(t)
Consider the nonhomogeneous equation
2
y   y   y  t 
3
4
4
1
We seek Y satisfying this equation. We begin with
2
Y (t )
At
Bt
C
 
Y (t )
2 At
B, Y

(t )
2 A
Substituting these derivatives into differential equation,
2
2
2
A
3 2
At
B
4
At
Bt
C
4
t
1
2

2
 
4
At
6
A
4
B t
2
A
3
B
4
C
4
t
1
 
4
A
4,
6
A
4
B
0, 2
A
3
B
4
C
 
1
A
 
1,
B
3 / 2 ,
C
 
11 / 8
Thus a particular solution to the nonhomogeneous ODE is
3
11
2
Y ( t )   t  t 
2
8
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 4: Product g(t)  Consider the nonhomogeneous equation t y   3  
Example 4: Product g(t)
Consider the nonhomogeneous equation
t
y
  3   4  8
y
y
e
cos 2
t
We seek Y satisfying this equation, as follows:
t
t
Y
( )
t
Ae
cos 2
t
Be
sin 2
t
t
t
t
t
Y
 ( )
t
Ae
cos 2
t
2
Ae
sin 2
t
Be
sin 2
t
2
Be
cos 2
t

t
t
A
2
B e
cos 2
t
 
2
A
B e
sin 2
t

t
t
t
Y
 ( )
t
A
2
B e
cos 2
t
2

A
2
B e
sin 2
t
 
2
A
B e
sin 2
t
t
2
2
A
B e
cos 2
t
t
t
 

3
A
4
B e
cos 2
t
 
4
A
3
B
e
sin 2 t
Substituting derivatives into ODE and solving for A and B:
10
2
10
2
t
A
,
B
Y
( )
t
e
cos 2
t
e
t sin 2
t
13
13
13
13
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Discussion: Sum g(t)  Consider again our general nonhomogeneous equation y   p (t )
Discussion: Sum g(t)
Consider again our general nonhomogeneous equation
y  
p (t ) y   q (t ) y  g (t )
Suppose that g(t) is sum of functions:
g t
( )
 g
( )
t
 g
( )
t
1
2
If Y 1 , Y 2 are solutions of
y
 
p t
( )
y
 
q t
( )
y
g
( )
t
1
y
 
p t
( )
y
 
q t
( )
y
g
( )
t
2
respectively, then Y 1 + Y 2 is a solution of the
nonhomogeneous equation above.
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Example 5: Sum g(t)

  • Consider the equation

 

y

 

3

y

 

4

y

3

e

2 t

2 sin

t

8

e

t

cos 2

t

  • Our equations to solve individually are

 

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

y 13 17 17 cos t  5 sin t y   3 y 
y
13
17
17
cos
t
5
sin
t
y
  3
y
 
4
y
13

3
y
 
4
y
y
  3
y
 
4
y
t
t
e
e
t
t
2
10
cos 2
cos 2
t
t sin 2
 Our particular solution is then
 
t
2 t
2 t
e
e
e
t
Y
1
3
8
3
2 sin
( )  
2
Example 6: First Attempt (1 of 3)  Consider the equation y   4 y
Example 6: First Attempt
(1 of 3)
Consider the equation
y   4 y  3 cos 2t
We seek Y satisfying this equation. We begin with
Y
( )
t
A
sin 2
t
B
cos 2
t
 Y
 ( )
t
2
A
cos 2
t
2
B
sin 2
t
,
Y

( )
t
 
4
A
sin 2
t
4
B
cos 2
t
Substituting these derivatives into ODE:
4
A
sin 2
t
4
B
cos 2
t
4
A
sin 2
t
B
cos 2
t
3 cos 2
t
4
A
4
A

sin 2
t
 
4
B
4
B
cos 2
t
3 cos 2
t
0
3 cos 2 t
Thus no particular solution exists of the form
Y (t )  A sin 2t  B cos 2t
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 6: Homogeneous Solution (2 of 3)  Thus no particular solution exists of the form
Example 6: Homogeneous Solution
(2 of 3)
Thus no particular solution exists of the form
Y (t )  A sin 2t  B cos 2t
To help understand why, recall that we found the
corresponding homogeneous solution in Section 3.4 notes:
y
 
4 y
0
y (t )
c cos 2t
c
sin 2t
1
2
Thus our assumed particular solution solves homogeneous
equation
y  
4 y  0
instead of the nonhomogeneous equation.
y   4 y  3 cos 2t
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example 6: Particular Solution (3 of 3) y   4 y  3 cos 2t
Example 6: Particular Solution
(3 of 3)
y   4 y  3 cos 2t
Our next attempt at finding a Y is:
Y
( )
t
At
sin 2
t
Bt
cos 2
t
Y
 ( )
t
A
sin 2
t
2
At
cos 2
t
B
cos 2
t
2
Bt
sin 2
t
Y
 ( )
t
2
A
cos 2
t
2
A
cos 2
t
4
At
sin 2
t
2
B
sin 2
t
2
B
sin 2
t
4
Bt
cos 2
t
4
A
cos 2
t
4
B
sin 2
t
4
At
sin 2
t
4
Bt
cos 2
t
Substituting derivatives into ODE,
4
A
cos 2
t
4
B
sin 2
t
3 cos 2
t
 
A
3 / 4,
B
0
3
Y
( )
t
t
sin 2
t
4
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

Ch 3.7: Variation of Parameters

  • Recall the nonhomogeneous equation

y   p (t ) y   q (t ) y g (t )

where p, q, g are continuous functions on an open interval I.

  • The associated homogeneous equation is

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

y   p (t ) y   q (t ) y 0

  • In this section we will learn the variation of parameters method to solve the nonhomogeneous equation. As with the method of undetermined coefficients, this procedure relies on knowing solutions to homogeneous equation.

  • Variation of parameters is a general method, and requires no detailed assumptions about solution form. However, certain integrals need to be evaluated, and this can present difficulties.

Example: Variation of Parameters

(1 of 6)

  • We seek a particular solution to the equation below.

y   4 y 3 csc t

  • We cannot use method of undetermined coefficients since

g(t) is a quotient of sin t or cos t, instead of a sum or product.

  • Recall that the solution to the homogeneous equation is

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

y

C ( )

t

c

1

cos 2

t

c

2

sin 2

t

  • To find a particular solution to the nonhomogeneous

2 (t ) cos 2t (t ) cos 2t (t ) sin 2t 2u 2u 2t
2
(t ) cos 2t
(t ) cos 2t
(t ) sin 2t
2u
2u
2t
u
2
2
2u (t ) sin 2t
1
equation, we begin with the form
 Then
y
(t )
 or
y
(t )
2
u (t ) cos 2t
(t ) sin 2t
y (t )
u
1
sin 2t
(t )
u
2
u (t ) cos 2t
1
u (t ) cos 2t
1
2u (t ) sin
 
1

Example: Derivatives, 2 nd Equation (2 of 6)

    1 1 2 2 u    From the previous slide,
1
1
2
2
u
 From the previous slide,
2t
2u
 
y (t )
(t ) sin 2t
(t ) cos 2t
2u (t ) sin
u (t ) cos 2t
 Note that we need two equations to solve for u 1 and u 2 . The

first equation is the differential equation. To get a second

equation, we will require

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

  • Then

 

y (t )

  • Next,

u ( t ) cos 2

2u (t )

 

1

1

( ) sin

sin 2t

t u

2u

t

2

2

(t ) cos 2t

t

2

0

 

   

2u (t ) sin 2t

1

4u (t ) cos 2t

1

2u

2

y  (t )   (t ) cos 2t  4u (t ) sin 2t
y  (t )  
(t ) cos 2t
4u
(t ) sin 2t
2
Example: Two Equations
(3 of 6)
Recall that our differential equation is
y   4 y  3 csc t
Substituting y'' and y into this equation, we obtain
 2
u
( ) sin 2
t
t
4
u
( ) cos 2
t
t
2
u
( ) cos 2
t
t
4
u
( ) sin 2
t
t
1
1
2
2
4
u
( ) cos 2
t
t
u
( ) sin 2
t
t
3 csc t
1
2
This equation simplifies to
 2u (t ) sin 2t
2u
(t ) cos 2t
3 csc
t
1
2
Thus, to solve for u 1 and u 2 , we have the two equations:
 2
u  ( t ) sin 2
t
2
u
( ) cos
t
2
t
3 csc
t
1
2
u
 ( t ) cos 2
t
u
( ) sin
t
2
t 
0
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Example: Solve for u 1 ' (4 of 6)  To find u 1 and u
Example: Solve for u 1 '
(4 of 6)
To find u 1 and u 2 , we need to solve the equations
 2
u  ( t ) sin 2
t
2
u
( ) cos
t
2
t
3 csc
t
1
2
u
 ( t ) cos 2
t
u
( ) sin
t
2
t 
0
1
2
From second equation,
cos 2
t
u
( )
t
  
u
( )
t
2
1
sin 2
t
Substituting this into the first equation,
cos 2 t 
 2
u
( ) sin 2
t
t
2
u
( )
t
cos 2
t
3 csc
t
1
1
sin 2 t
2
2
 2
u
( ) sin
t

2
t
2
u
( ) cos
t

2
t
3 csc
t
sin 2
t
1
1
 2 sin
t
cos
t 
2
2
 2
u
( ) sin
t

2
t
cos

2
t
3
1
sin t
u
 ( )
t
 
3 cos
t
1
Example :
Solve for u 1 and u 2
(5 of 6)
From the previous slide,
cos 2 t
u
 ( )
t
 
3 cos
t
,
u
( )
t
  
u
( )
t
1
2
1
sin 2 t
Then
2
2
 cos 2 t 
 1
2 sin
t 
 1
2 sin
t 
u
 ( )
t
3 cos
t
3 cos t
 3
2
sin 2 t
2 sin
t
cos
t
2 sin t
2
1
2 sin
t 
3
3
csc
t
3 sin
t
2 sin t
2 sin t
2
Thus
u
(
t
)
u
( )
t
dt
 
3 cos
tdt
 
3 sin
t
c
1
1
1
 3
3
u
( )
t
u
( )
t
dt
csc
t
3 sin
t  dt 
ln csc
t 
cot
t 
3 cos t
c
2
2
2
2
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
 

Example: General Solution

(6 of 6)

 
  • Recall our equation and homogeneous solution y C :

   
 

y

 

4

y

3

csc

t

,

 

y

C

( )

t

 

c

1

cos 2

t

c

2

sin 2

t

 
  • Using the expressions for u 1 and u 2 on the previous slide, the

 

general solution to the differential equation is

 

( )

y t

u

1

( ) cos 2

t

t

u

2

( ) sin 2

t

t

3

 

y

C

( )

t

MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011

 

3 sin

t

cos 2

t

ln
ln

2

csc

t

cot

t

sin 2

t

3 cos

t

sin 2

t

y

C

( )

t

 
   
 

3

ln
ln

2

 

3

cos

t

sin 2

t

sin

t

cos 2

t

csc

t

cot

t

sin 2

t

y

C

( )

t

 
   

3

2 sin

t

cos

2

t

sin

t

2 cos

2

t

1

3

ln
ln

2

csc

t

cot

t

sin 2

t

y

C

( )

t

 
 

sin t

3

ln
ln
 

3

csc

t

cot

t

 

sin

2

t

c

cos 2

t

c

sin 2

t

 
 

2

 

1

2

 

Summary

 

y

 

( )

p t

y

 

( )

y t

u

1

( )

t

y

( )

q t

y

1

( )

t

u

( )

g t

2

( )

t

y

2

( )

t

 Suppose y 1 , y 2 are fundamental solutions to the homogeneous equation associated with
Suppose y 1 , y 2 are fundamental solutions to the homogeneous
equation associated with the nonhomogeneous equation
above, where we note that the coefficient on y'' is 1.
To find u 1 and u 2 , we need to solve the equations
u
 (
t
)
y
( )
t
u
( )
t
y
( )
t
0
1
1
2
2
u
( )
t
y
( )
t
u
( )
t
y
( )
t
g t
( )
1
1
2
2
Doing so, and using the Wronskian, we obtain
y
( )
t
g t
( )
y
( )
t
g t
( )
2
1
u  (
t  
)
,
u
 ( ) 
t
1
2
W
y
,
y
( )
t
W
y
,
y
(
t )
1
2
1
2
Thus
y
( )
t
g t
( )
y
( )
t
g t
( )
2
1
u
( t )  
dt
c
,
u
( )
t
dt
c
1
1
2
2
W
y
,
y
( )
t
W
y
,
y
( )
t
1
2
1
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011
Theorem 3.7.1  Consider the equations y   p ( t ) y  
Theorem 3.7.1
Consider the equations
y

 p ( t )
y
 
q t
( )
y
g t
( )
(1)
y  
p t
( )
y
 
q t
( )
y
0
( 2)
If the functions p, q and g are continuous on an open interval I,
and if y 1 and y 2 are fundamental solutions to Eq. (2), then a
particular solution of Eq. (1) is
y
( )
t
g t
( )
y
( )
t
g t
( )
2
1
Y
( )
t
 
y
( )
t
dt
y
( )
t
dt
1
2
W
y
,
y
( )
t
W
y
,
y
( )
t
1
2
1
2
and the general solution is
y t
( )
 c y
( )
t
 c
y
( )
t
 Y
( )
t
1
1
2
2
MA417 – MATHEMATICS FOR MECHATRONICS, SEMESTER 1, 2011