ODE-仅针对期末考试

Introduction to Ordinary Diffenrential Equations

Differential Equation with constant coefficients

Characteristic equation（homogeneous）

$$\begin{gathered} equation:a{y}^{\prime \prime 2}+by+c=0 \\ characteristic:a{r}^2+b{r}^2+c=0 \end{gathered}$$

1. $r$ are two real solutions:
   $$y_1=e^{-r_{1}x}{y}_2=e^{r_{2}x}$$
2. $r$ are repeated solutions:
   $$y_1=e^{-r_{1}x}{y}_2=x{e}^{r_{1}x}$$
3. $r$ are two complex solutions:
   $$\begin{gathered} r_1=a+bi{r}_2=a-bi \\ {y}_1=e^{ax}cosbx{y}_2=e^{ax}sinbx \end{gathered}$$
   $$y=c_1{y}_1+c_2{y}_2$$
   补充：欧拉公式
   $e^{ix}=\cos x+i\sin x$
   $\sin x=\frac{e^{ix}-e^{-ix}}{2i}$
   $\cos x=\frac{e^{ix}+e^{-ix}}{2}$
   双曲函数(Hyperbolic functions)
   $\sinh (x)=\frac{e^x-e^{-x}}{2}$
   $\cosh (x)=\frac{e^x+e^{-x}}{2}$

Differential Equation with non-constant coefficients

Euler equation（homogeneous）

$$\begin{gathered} equation:a{x}^2{y}^{\prime \prime }+bx{y}^{\prime }+cy=0 \\ y=x^r{y}^{\prime }=r{x}^{r-1}{y}^{\prime \prime }=r(r-1)x^{r-2} \\ a{x}^2(r(r-1))x^{r-2}+bx\left(r{x}^{r-1}\right)+c{x}^r=0 \\ a(r(r-1)+br+c)x^r=0 \end{gathered}$$
$$\Rightarrow \mathrm{ar}(r-1)+br+c=0$$

1. two distinct roots
   $$y_1=x^{r_1}{y}_2=x^{r_2}$$
2. repeated roots
   $$y_1=x^{r_1}{y}_2=x^{r_1}lnx$$
3. two complex roots
   $$\begin{array}{rl}{x}^{\lambda +\mu i}& =e^{(\lambda +\mu i)\ln x}\\ & =e^{\lambda \ln x}\cdot e^{\mu i\ln x}\\ & =x^{\lambda }\cdot e^{\mu i\ln x}\\ & =x^{\lambda }(\cos (\mu \ln x)+i\sin (\mu \ln x))\end{array}$$

Integrating Factor（first order + inhomogeneous）

$$equation:y^{\prime }+Q(x)y=f(x)(首项系数为1)$$
$$\begin{gathered} \mu =e^{\int Q(x)dx} \\ (\mu y{)}^{\prime }=f(x)\mu \\ \mu y=\int f(x)\mu dx(不定积分有常数项！！！) \\ y={\mu }^{-1}\int f(x)\mu dx \end{gathered}$$

Green function (inhomogeneous)

$$equation:y^{\prime \prime }+P(x)y^{\prime }+Q(x)y=f(x)(首项系数为1)$$
The method is called Green function
$$\begin{array}{rl}{y}_p(x)& ={\int }_{x_0}^{x}G(x,t)f(t)dt\\ G(x,t)& =\frac{y_1(t)y_2(x)-y_1(x)y_2(t)}{w(t)}\end{array}$$
$y_1,y_2$ are the solution of homogeneous ODE
$$\begin{array}{c}{y}^{\prime \prime }+P(x{)}^{\prime }+Q(x)y=0\\ w\left(y_1(t),y_2(t)\right)=\left|\begin{array}{ll}{y}_1(t)& y_2(t)\\ y_1^{\prime }(t)& y_2^{\prime }(t)\end{array}\right|\ne 0\end{array}$$
$$y=y^{\ast }+y_p(y^{\ast }isgeneralsolution)$$

Green function with IVP（initial value problem)

$$y\left(x_0\right)=y_0{y}^{\prime }\left(x_0\right)=y_1$$
$(?常数是在通解里直接算还是按照最后的y算的,我不管，按最后y算。Vahid你害人不浅)$
$(常数是在通解里直接算的)$

Laplace Transform

For $f:[0,\infty )\to \mathbb{R}$.
$$\mathcal{L}(f(t))=\mathcal{L}⟨f(t)\}={\int }_0^{\infty }{e}^{-st}f(t)dt$$
L { f ′ ( t ) } = ∫ 0 ∞ e − s t f ′ ( t ) d t = s F ( s ) − f ( 0 ) L { f ′ ′ ( t ) } = ∫ 0 ∞ e − s t f ′ ′ ( t ) d t = s 2 F ( s ) − s f ( 0 ) − f ′ ( 0 ) \mathscr{L}\left\{f^{\prime}(t)\right\}=\int_0^{\infty} e^{-s t} f^{\prime}(t) d t=s F(s)-f(0) \\ \mathscr{L}\left\{f^{\prime \prime}(t)\right\}=\int_0^{\infty} e^{-s t} f^{\prime \prime}(t) d t=s^2 F(s)-s f(0)-f^{\prime}(0) L{f′(t)}=∫0∞​e−stf′(t)dt=sF(s)−f(0)L{f′′(t)}=∫0∞​e−stf′′(t)dt=s2F(s)−sf(0)−f′(0)

Proof: integral by part
L ( f ( t ) ) = ∫ 0 ∞ e − s t f ′ ( t ) d t = ∫ 0 ∞ e − s t d f ( t ) = e − s t f ( t ) ∣ 0 ∞ 0 − ∫ 0 ∞ f ( t ) d e − s t = e − s t f ( t ) ∣ 0 ∞ + s ∫ 0 ∞ e − s t f ( t ) d t = e − s ∞ ⏟ 0 f ( ∞ ) − e − s ( 0 ) f ( 0 ) + ∫ 0 ∞ e − s t f ( t ) d t ⏟ L { f ( t ) } = − f ( 0 ) + s L { ( f ( t ) } = s F ( s ) − f ( 0 ) \begin{aligned} \mathscr{L}(f(t))&=\int_0^{\infty} e^{-s t} f^{\prime}(t) d t \\ &= \int_0^{\infty} e^{-s t}d f(t)\\ &= \left. e^{-s t} f(t)\right|_0 ^{\infty}0-\int_0^{\infty} f(t) d e^{-s t} \\ &= \left. e^{-s t} f(t)\right|_0 ^{\infty}+s \int_0^{\infty} e^{-s t} f(t) d t \\ & =\underbrace{ e^{-s \infty}}_0 f(\infty)-e^{-s(0)} f(0)+\underbrace{\int_0^{\infty}e^{-st} f(t) d t}_{\mathscr{L}\{f(t)\}} \\ & =-f(0)+s \mathscr{L}\{(f(t)\}\\ &=s F(s)-f(0) \end{aligned} L(f(t))​=∫0∞​e−stf′(t)dt=∫0∞​e−stdf(t)=e−stf(t) ​0∞​0−∫0∞​f(t)de−st=e−stf(t) ​0∞​+s∫0∞​e−stf(t)dt=0 e−s∞​​f(∞)−e−s(0)f(0)+L{f(t)} ∫0∞​e−stf(t)dt​​=−f(0)+sL{(f(t)}=sF(s)−f(0)​

L { f ′ ′ ( t ) } = ∫ 0 ∞ e − s t f ′ ′ ( t ) d t = e − s t f ′ ( t ) ∣ 0 ∞ + s ∫ 0 ∞ f ′ ( t ) e − s t d t = s 2 F ( s ) − s f ( 0 ) − f ′ ( 0 ) . \begin{aligned} \mathscr{L}\left\{f^{\prime \prime}(t)\right\}&=\int_0^{\infty} e^{-s t} f^{\prime \prime}(t) d t \\ &=\left.e^{-s t} f^{\prime}(t)\right|_0 ^{\infty}+s \int_0^{\infty} f^{\prime}(t) e^{-s t} d t\\ &=s^2 F(s)-s f(0)-f^{\prime}(0) . \end{aligned} L{f′′(t)}​=∫0∞​e−stf′′(t)dt=e−stf′(t) ​0∞​+s∫0∞​f′(t)e−stdt=s2F(s)−sf(0)−f′(0).​

example

2. Find the given inverse
   a. ${\mathcal{L}}^{-1}\left\{\frac{4s}{4s^2+1}\right\}$
   b. ${\mathcal{L}}^{-1}\left\{\frac{1}{s^2+3s}\right\}$
   c. ${\mathcal{L}}^{-1}\left\{\frac{s}{s^2+2s-3}\right\}$
   d. ${\mathcal{L}}^{-1}\left\{\frac{s}{(s-2)(s-3)(s-6)}\right\}$
   Solution.
   a. ${\mathcal{L}}^{-1}\left\{\frac{1}{4s^2+1}\right\}={\mathcal{L}}^{-1}\left\{\frac{1}{2}\cdot \frac{1/2}{s^2+1/4}\right\}=\frac{1}{2}\sin \frac{1}{2}t$
   b. ${\mathcal{L}}^{-1}\left\{\frac{1}{s^2+3s}\right\}={\mathcal{L}}^{-1}\left\{\frac{1}{s(s+3)}\right\}={\mathcal{L}}^{-1}\left\{\frac{A}{s}+\frac{B}{(s+3)}\right\}={\mathcal{L}}^{-1}\left\{\frac{1}{3}\cdot \frac{1}{s}-\frac{1}{3}\cdot \frac{1}{s+3}\right\}=\frac{1}{3}-\frac{1}{3}{e}^{-3t}$
   c. ${\mathcal{L}}^{-1}\left\{\frac{s}{s^2+2s-3}\right\}={\mathcal{L}}^{-1}\left\{\frac{s}{(s-1)(s+3)}\right\}={\mathcal{L}}^{-1}\left\{\frac{1}{4}\cdot \frac{1}{s-1}+\frac{3}{4}\cdot \frac{1}{s+3}\right\}=\frac{1}{4}{e}^t+\frac{3}{4}{e}^{-3t}$
   d. ${\mathcal{L}}^{-1}\left\{\frac{s}{(s-2)(s-3)(s-6)}\right\}={\mathcal{L}}^{-1}\left\{\frac{1}{2}\cdot \frac{1}{s-2}-\frac{1}{s-3}+\frac{1}{2}\cdot \frac{1}{s-6}\right\}=\frac{1}{2}{e}^{2t}-e^{3t}+\frac{1}{2}{e}^{6t}$

4. Use the Laplace transform to solve the given initial-value problem.
   $$y^{\prime \prime }-2y^{\prime }+5y=1+t,y(0)=0,y^{\prime }(0)=4$$
   Solution. The Laplace transform of the differential cquation is
   Solving for L { y } \mathcal{L}\{y\} L{y} we obtain
   L { y } = 4 s 2 + s + 1 s 2 ( s 2 − 2 s + 5 ) = 7 25 1 s + 1 5 1 s 2 + − 7 s / 25 − 109 / 25 s 2 − 2 s + 5 = 7 25 1 s + 1 5 1 s 2 − 7 25 s − 1 ( s − 1 ) 2 + 2 2 + 51 25 2 ( s − 1 ) 2 + 2 2 \begin{aligned} \mathcal{L}\{y\} & =\frac{4 s^2+s+1}{s^2\left(s^2-2 s+5\right)}=\frac{7}{25} \frac{1}{s}+\frac{1}{5} \frac{1}{s^2}+\frac{-7 s / 25-109 / 25}{s^2-2 s+5} \\ & =\frac{7}{25} \frac{1}{s}+\frac{1}{5} \frac{1}{s^2}-\frac{7}{25} \frac{s-1}{(s-1)^2+2^2}+\frac{51}{25} \frac{2}{(s-1)^2+2^2} \end{aligned} L{y}​=s2(s2−2s+5)4s2+s+1​=257​s1​+51​s21​+s2−2s+5−7s/25−109/25​=257​s1​+51​s21​−257​(s−1)2+22s−1​+2551​(s−1)2+222​​

P32 7

7. Use the Laplace transforms to solve
   $$y^{\prime \prime }(x)-2y^{\prime }(x)-3y(x)=x{e}^x\text{ subject to }\{\begin{array}{l}y(0)=0\\ y^{\prime }(0)=0\end{array}$$
   Solution. Applying Laplace transforms to the ODE gives
   $$\mathcal{L}\left[y^{\prime \prime }(x)-2y^{\prime }(x)-3y(x)\right](s)=\mathcal{L}\left[x{e}^x\right](s)$$
   Then, we have
   $$s^{2}Y(s)-sy(0)-y^{\prime }(0)-2(sY(s)-y(0))-3Y(s)=\frac{1}{(s-1{)}^2}$$
   By using the initial conditions:
   $$\left(s^2-2s-3\right)Y(s)=\frac{1}{(s-1{)}^2}$$
   Finally
   $$Y(s)=\frac{1}{(s-1{)}^2(s+1)(s-3)}$$
   where $Y(s)=\mathcal{L}[y(x)](s)$. Let
   $$\frac{1}{(s-1{)}^2(s+1)(s-3)}=\frac{As+B}{(s-1{)}^2}+\frac{C}{s+1}+\frac{D}{s-3}(\ast )$$

• Multiplying $(\ast )$ by $s-3$ then letting $s=3$ we have $D=\frac{1}{16}$.
• Multiplying $(\ast )$ by $s+1$ then letting $s=-1$ we have $C=\frac{-1}{16}$.
• Having $D=\frac{1}{16}$ and $C=\frac{-1}{16}$ and let $s=0$ in $(\ast )$ we have $B=\frac{-1}{4}$.
• Multiplying $(\ast )$ by $(s-1{)}^2$ then let $s=1$ we have $A+B=\frac{-1}{4}$ then $A=0$.
  Hence
  $$\begin{array}{rl}y(x)& ={\mathcal{L}}^{-1}[Y(s)](x)={\mathcal{L}}^{-1}\left[\frac{1}{(s-1{)}^2(s+1)(s-3)}\right](x)\\ & ={\mathcal{L}}^{-1}\left[\frac{-1/4}{(s-1{)}^2}+\frac{-1/16}{s+1}+\frac{1/16}{s-3}\right](x)\\ & =\frac{-1}{4}x{e}^x-\frac{1}{16}{e}^{-x}+\frac{1}{16}{e}^{3x}\end{array}$$

Power series for Solving ODEs

#Definition
(Power series) The power series in $(x-a)$ is an infinite series of the form
$$\sum _{n=0}^{\infty }{c}_n(x-a{)}^n=c_0+c_1(x-a)+c_2(x-a{)}^2+\cdots$$

Convergence

Interval of Convergence:

It is the set of all real numbers $x$ for which the series is convergent.

Radius of convergence:

If $R>0$ （radius of convergent)
$|x-a|<R$：the a power series is convergent
$|x-a|>R$：divergent

Ratio Test

$$L=\underset{n\to \infty }{\lim }\left|\frac{a_{n+1}}{a_n}\right|$$

$0<L<1$： then the power series is convergent
$L>1$： the power series is divergent.
$L=1$： the test is without any result.

Power series define a function

Taylor series
$$\sum _{n=0}^{\infty }\frac{f^{(n)}(a)}{n!}(x-a{)}^n=f(a)+\frac{f^{\prime }(a)}{1!}(x-a)+\frac{f^{\prime \prime }(a)}{1!}(x-a{)}^2+\cdots$$
Maclaurin series(在$x=0$处展开）
$$\sum _{n=0}^{\infty }\frac{f^{(n)}(0)}{n!}{x}^n=f(0)+\frac{f^{\prime }(0)}{1!}x+\frac{f^{\prime \prime }(0)}{1!}{x}^2+\cdots$$
$$\begin{array}{cc}\text{ Maclaurin Series }& \begin{array}{c}\text{ Interval }\\ \text{ of Convergence }\end{array}\\ e^x=1+\frac{x}{1!}+\frac{x^2}{2!}+\frac{x^3}{3!}+\cdots ={\sum }_{n=0}^{\infty }\frac{1}{n!}{x}^n& (-\infty ,\infty )\\ \cos x=1-\frac{x^2}{2!}+\frac{x^4}{4!}-\frac{x^6}{6!}+\cdots ={\sum }_{n=0}^{\infty }\frac{(-1{)}^n}{(2n)!}{x}^{2n}& (-\infty ,\infty )\\ \sin x=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\frac{x^7}{7!}+\cdots ={\sum }_{n=0}^{\infty }\frac{(-1{)}^n}{(2n+1)!}{x}^{2n+1}& (-\infty ,\infty )\\ {\tan }^{-1}x=x-\frac{x^3}{3}+\frac{x^5}{5}-\frac{x^7}{7}+\cdots ={\sum }_{n=0}^{\infty }\frac{(-1{)}^n}{2n+1}{x}^{2n+1}& (-1,1]\\ \cosh x=1+\frac{x^2}{2!}+\frac{x^4}{4!}+\frac{x^6}{6!}+\cdots ={\sum }_{n=0}^{\infty }\frac{1}{(2n)!}{x}^{2n}& (-\infty ,\infty )\\ \sinh x=x+\frac{x^3}{3!}+\frac{x^5}{5!}+\frac{x^7}{7!}+\cdots ={\sum }_{n=0}^{\infty }\frac{1}{(2n+1)!}{x}^{2n+1}& (-1,1]\\ \ln (1+x)=x-\frac{x^2}{2}+\frac{x^3}{3}-\frac{x^4}{4}+\cdots ={\sum }_{n=1}^{\infty }\frac{(-1{)}^{n+1}}{n}{x}^n& (-1,1)\\ \frac{1}{1-x}=1+x+x^2+x^3+\cdots ={\sum }_{n=0}^{\infty }{x}^n& \end{array}$$

Solve ODE

Regular singular point

$$\begin{array}{rl}& P(x)y^{\prime \prime }+Q(x)y^{\prime }+R(x)y=0\\ & y^{\prime \prime }+\frac{Q(x)}{P(x)}{y}^{\prime }+\frac{R(x)}{P(x)}y=0\end{array}$$

If $x_0$ is our singular point. $P\left(x_0\right)=0$. Then
$$\begin{gathered} \underset{x\to x_0}{\lim }\left(x-x_0\right)\frac{Q(x)}{p(x)} \\ \underset{x\to x_0}{\lim }{\left(x-x_0\right)}^2\frac{R(x)}{P(x)} \\ isfinite \end{gathered}$$

Frobenius’ Throrem

$$\begin{gathered} y=\sum _0^{\infty }{a}_n(x-x_0{)}^n...(1) \\ (regularsingularpoint)y=\sum _0^{\infty }{a}_n(x-x_0{)}^{n+r}...(2) \end{gathered}$$

Fourier Series

Arbitrary Period（T=2L）

$$f(x)=a_0+\sum _{n=1}^{\infty }\left(a_n\cos \frac{n\pi }{L}x+b_n\sin \frac{n\pi }{L}x\right)$$
$$\begin{array}{rl}{a}_0& =\frac{1}{2L}{\int }_{-L}^{L}f(x)dx\\ a_n& =\frac{1}{L}{\int }_{-L}^{L}f(x)\cos \frac{n\pi x}{L}dxn=1,2,\cdots \\ b_n& =\frac{1}{L}{\int }_{-L}^{L}f(x)\sin \frac{n\pi x}{L}dxn=1,2,\cdots \end{array}$$

even

$$\begin{array}{rl}{a}_0& =\frac{1}{2L}{\int }_{-L}^{L}f(x)dx\\ a_n& =\frac{1}{L}{\int }_{-L}^{L}f(x)\cos \frac{n\pi x}{L}dxn=1,2,\cdots \\ b_n& =0\end{array}$$

odd

$$\begin{array}{rl}{a}_0& =0\\ a_n& =0\\ b_n& =\frac{1}{L}{\int }_{-L}^{L}f(x)\sin \frac{n\pi x}{L}dxn=1,2,\cdots \end{array}$$

half-range expansion