二阶微分方程解法总结 Summary of Second Order Equations

Second Order Equations

Definitions

Second-Order Differential Equation

$$y^{\prime \prime }=f(t,y,y^{\prime })$$

Solution

$$y^{\prime \prime }(t)=f(t,y(t),y^{\prime }(t))$$

Linear Equations

$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=g(t)$$

Where coefficients p, q, and g can be arbitrary functions of independent variable t, but y, y’, and y’’ must all be first order.

g(t) is called forcing term.

If g(t) = 0, the equation is said to be homogeneous:
$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=0$$

Existence and Uniqueness

Suppose the functions p(t), q(t), and g(t) are continuous on the interval $(\alpha ,\beta )$. Let $t_0$ be any point in $(\alpha ,\beta )$. Then for any real numbers $y_0$ and $y_1$ there is one and only one function $y(t)$ defined on $(\alpha ,\beta )$, which is a solution to
$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=g(t)for\alpha <t<\beta$$
and $y(t)$ satisfies the initial conditions
$$\begin{gathered} y(t_0)=y_0 \\ {y}^{\prime }(t_0)=y_1 \end{gathered}$$

Structure of General Solutions

Suppose that $y_1$ and $y_2$ are both solutions to the homogeneous, linear equation
$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=0.$$
Then the function
$$y=C_1{y}_1+C_2{y}_2$$
is also a solution.

Linear Combination

A linear combination of the two functions $u$ and $v$ is any function of the form
$$w=Au+Bv,$$
where $A$ and $B$ are constants.

Linear Independent

Two functions u and v are said to be linearly independent on the interval $(\alpha ,\beta )$ if neither is a constant multiple of the other on that interval. If one is a constant multiple of the other on $(\alpha ,\beta )$ they are said to be linearly dependent there.

General Solution

Suppose that $y_1$ and $y_2$ are linearly independent solutions to the homogeneous, linear equation
$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=0.$$
Then the general solution is
$$y=C_1{y}_1+C_2{y}_2,$$
where $C_1$ and $C_2$ are arbitrary constants.

$y_1$ and $y_2$ form a fundamental set of solutions.

Wronskian

The Wronskian of two functions $u$ and $v$ is defined to be
KaTeX parse error: Undefined control sequence: \matrix at position 16: W(t)=det\left(\̲m̲a̲t̲r̲i̲x̲{u(t) & v(t)\\ …
Suppose the functions $u$ and $v$ are sulutions to the linear, homogeneous equation
$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=0$$
in the interval $(\alpha ,\beta )$. Then the Wronskian of $u$ and $v$ is either identically equal to zero on $(\alpha ,\beta )$ or it is never equal to zero there.

Use Wronskian to Check Linear Dependency

Suppose the functions $u$ and $v$ are solutions to the linear, homogeneous equation
$$y^{\prime \prime }+p(t)y^{\prime }+q(t)y=0$$
in the interval $(\alpha ,\beta )$. Then $u$ and $v$ are linearly dependent if and only if their Wronskian is identically zero in $(\alpha ,\beta )$.

If $W(t_0)\ne 0$ for some $t_0$ in the interval $(\alpha ,\beta )$, then u and v are linearly independent in $(\alpha ,\beta )$. On the other hand, if u and v are linearly independent in $(\alpha ,\beta )$, then $W(t)$ never vanishes in $(\alpha ,\beta )$

Second-Order Equations and Systems

这一节就是想说明一阶方程和更高阶方程之间的关系

A planner system of first-order equation is a set of two first-order differential equations involving two unknown functions. It might be written as
$$\begin{gathered} x^{\prime }=f(t,x,y) \\ {y}^{\prime }=g(t,x,y), \end{gathered}$$
where $f$ and $g$ are functions of the independent variable $t$ and the two unknowns $x$ and $y$.

二阶方程$y^{\prime \prime }=F(t,y,y^{\prime })$可以写成以下一阶系统：