Moth 420 ODCs§ 4 Basic Notions SAL Explicit 2 lmplict Colubions Delinckion Lat yOd be a function of x on an interval L= (a,b). An Ordinary Gikerental equation iS am equation involving 26, 4Ud, and ome OL more of Han derivatives of YO. The order of an ODE 1s He Wighesh order of He cavivative involved. Exom)les — @) ye -x- first order &)_YPY - savy” = e% - fifth order Nodahon To desevibe an OPE of ofder n we shall use tha notoction: Flags LH) =0. Examples @) F Curjuaus) =Urrus => yy’txs 0 We) Flas, Ma) = Wb Sin A ye => Ly) sin gay! e* Definition A fanckon y={od ts called an explicit solehon of on ODE Fst) =O om Df Fla fe, F%O) so is an identdy in x on T. Exangls (a) yme™, $63 me > tas e™, Mas qasclaten on (09,00) (b) xy/ey-yta 0, fm:3, 2 to- ea Ey et > Gea EO) His ts a solakion on (-co AU Etes) |) syexeo, Fete = fae Tee See 1 - xo Sere Fee SO, His tsa solution on [-4,4]Delincion A ralation Lox) =O is called am implica solution of an OBE Fy y™so 1h tr defines yA on implict function of x, Hrat is, Here ensks a funchon gy on T such thet Lt, gts) = © on T and Ald is om exphcit Solution wef Hus ODE. Exaingl> @Y flws)> xey-aS . F Cages Ye gut Sle) = (So glade - (25-3 Guat bugs) Amores [wid Uferntiate ce {2S 20 D Larkyy 20 (B) flags Peg 3x5, ress Ay gtk =o con be verfied by renee However, { we Thisis the 2 graph of flxy)=O (@) = NI a sdluton on (- co ap (-c2, du lo, 2) ¢ 0, 0) (oz wale (oa)€4Y General and parkicular solutions. Wwekel conditions. Examele yy’ x20 is alved by xiyt eo for any c. Pefinckion Every expert saletion ofan we fret does not wontain orlihans constawts is called a facticular solution. Definition A Sunckon of net variables £Cx,¢1)--Ge) called h-parameter Fornily ot olictions of fle Kh onder ODE Fougg) ng) +9 f for enich cheia of parcimeters GG give o parKeular wolction, Remark Nel eiety ath order ODE bes an webarameler family of soluctionc Examples ®) Ww yrs gs © has wly me schon y2O ) xy’= 4 has wo solutions on (4) sing $14 > Legbdta, , x70 Fis leg CA ta, X60 Definition Aw n-batomeles family of shelions ~F am ODE is called a gence! slaction if i Cawhains very, pas ticular solution. Remark Net every n-parameler Secon as the general solchion. Example W yoy ely is Glved by yrexre aud y> - Ya W tgs lySwl=o is slved by yrce® and yrae™ Examele Sit a parkcle is wowing alows Hoe [ine witln constant aceale- tation 32 Het. Assume tack at %=O it was lo away from He ovgin and had velocity of rp LHe. The veloedy of apackde, is given by vi) = Jdt1C, DS VO=3144+20 ond Ha powtion ts BNW by XQ) = Vote Wh *G D x= let We +0. Defcon The n condetions Haat allow us to lobermine the forameless mn hs wepacameder family of solutions af on ODE ave Caled wihial con- chon. Example gab ash yex > yWwe- eee amd ye) = we 1f UA PAVE OK parameter Jamaly. you can find on ODE such Tred tars family isa solution of. st he x cyt CeO emote: Ix-cy'=o a seer c: Uxya oy! and 4x=C ly) te fae pSalgu + dale © xy Axyy! + Gyre $43 Directon Fields Let y/= Fug) be a first order ODE. Lat gta or finy) be solution of Has ODE onan interval TL. Definition Tha grag fa partealar tolcbion of an OPE is called Gn ‘iwhegral cure. We already hove seen S inkegral carves fn Cy x) y- yree ° Note thet y describes the slope of an ontemnal cue, That, for cadewm He domain of the defimbon of F we can dee a Shpe of om llegcal carve pasting Anvough das \paint. This shoe iy called & Line clement. By drawing enoigh line elements one con reasonakly pedis the shobe of inbegoh cueves. To facilcbat the bras it is convenient to drow tx lines of Constas slope F xyg)=K, wher Bis a constawt. Then lines ase called isoclines. Exanglts (a) ofa xeg. \sockines: Y= h-x < integral Uys SS Lwodlines ay line isan Osumptyte as Us dhpe is the same GS of the Vine dement. (be) xy= 2(y-1). Isoctines: 4c (Bx!Take fi) =cxe Then f'oy = Dex and ¥lcx arlere-) The present of Ha ‘singular’ point (]) makeo tt slightly more complicated. The sslehions (nave Ha foun ar Lid (usti thet Hee Lunching ose. cortiwuawly dedfererctiable wk 0. Definition A boint Cag) is called ordinary for a fresh order ADE Hf Tare is cxactly one iwdegrel Line fpasttns Harargh Has bint, It is cabled Siggulas 4 @ + Is wot ordinary ;) & oy Gk crown tais foie contains a hact-of at Least one. integral file. §2 Special 4ypes of the first onder ODES 21 Differentials a gee be & cordinnoaly Ulferentralde Panchen en aunAy is incumeat of yun Xb changed bey NY i We balds dak OYE Y'O9 AX. wt B. Foonally aping othe tiwwct, we get a relocton Sr Afferertals dy ‘ax. if Fy %0) has continuous pacha Aewetives , Hue at zh DXut et ca Dy, which is wtvally written on aT py yaxt ' ie % Bids. §2.2 ODEs with seborable Variables Safar tad a ticst onlar OPE Qoadhy+ PR M=S can be writen as §W +g Ww)y=d. Then one con Write Feax+gldy =D and respectively ff xt Sgvey=c- Exams a) yyex 2 ayaxeeso greece For cada interval (aid) Gude wd ab = minh Stat, Mer}. (EL) Ydyrxdxeo 5 yeste ch Su Huse ont circln, for each inlervol (a,b), tan ar two {-parameder tawali of tolatlons with €> max} tat, LY. W Inkde + F5ty dy =o \ [Ted =} xasat dye cor dt } = [POSE costa = ( SG yy = (esSntoat) 2 = & Arcsin) + bx Tie - principal pact of He,aycdng with valu in LU, TA). Thu, ve att am eguadion + Acesin (x) +X Mk + 8 Sry)*oc, eee isan iMCUd ing Fanctiun pothive fanchion hy of x with value in (-Ty, 7) Yemee, ©) Ty and valy, fy CT al the Solutions are dehined forall xe CuI. Moun, y’= SEK Arey <0. Heme, oclinn aw yr Re-S fo kxo. t i 1 \ 1 1 t ! 1 l yi Vine elements | inteanol heen {13 First order ODEs with howmgneneous coefficients A function of tio variables is called hanogenecus of cider ny sf Flax 4d Fry), ® \n articular, th halds Hot Song) f(r, eB) = XF (LA) + xg (Ys) Q OL Fong) = Fly Xs yesh = TF (Mg base vy) 9 Infarct, (2, and eeu equivalent. Indeed, if $b) = yh O%), Hen Flea uh (ad oma Harel ffx) = yh Og) = 9 AF (L Male A Mowers, tf fly) = 94 (Ua), than Slexidgh= (Ea gan) = 2x8 g (9A) =e Lin. Exams (a) x arya Sux™-2 yt f tng) - hemospneons of ole, 4; \ flegh= Sieg — Womegeneous of order Y j ©) fixg = eX + ban (Wi) ~ homogeneous of order 0.Let Pladhdx+ Qoddy =o ww be a fies} order ODE. 1f Pond @ arr beth homogeneous functions of ocder 1, then &) 1S called the {3} order ODE with homogeneous coefficients and it can be transformed inte Qn ODE with sebacle variables, Substibuction Yau OO Xeuy In Hetist ae dy = udx+ xdu. ond therctow Plxurldx + Q(¥,ux) (udx + xadlu) =O PL wdy + XQ (4,4) Cuda ¥dn) =O po) 44 plddxt gle) (udxe xduJ=O (pede ugia) des xgtudu= 0 S(9) wy) FSA desOs roseeze Examge (xadybrysdy- yox 20 kay dx = udy + ydx Cant] gyi dy [ydutudg)=0 (unie@)dy—(ydueudy) =O. Y>O wet ited dalek theo, yao [ 5 aytee—o. y70 ~B/q-dYrU=0) yer [Walaa es y20 Wed amd CO log (oa) View = ac ge ys cowry 1 CE Ceajey [powive inthe Siest care, hagosive, in the suiond, Gd C=O iso vpectal falution] ond Myc [xcy tf 420 ond wy if YK oj. uc\{2.4 Exact ODES Recall tat 1 Fs a cominuously Ufferentioble Lunchion om an inlewal TL, thoy x! | FO)-Fo\= J. Flas, Equivalently, if Loy is a combiruous tunchiow on T, then Ye SP Ea = FO. Let St fx, \ bea funchon with coriwwous stand order parhok devwvarkver on a rectangle R. Gasider a differential equchen We, 3 Lis) bud y/ = 0 laa) des bw) dy =o. Then (xy) =C is @ 4-bacameder al of Golub S. (wdesd, Subpaie {es flxg\=c cd ues i tunchon 40). Then a eauavalar iy SA On ghd) = Se Y Hv), Hb =o, whack is exactly thy, differantial. equate we dared tram. Obvierve also that ae adr abi Definrdion An ODE Plxyydx+Q(x,a)d if thus, witha functen sag) tek Play) det buy) and Q (yy) = ig Tony): =O is called exactExam — (Gxy+Sy)aly + (ByxSx+3y) dy =0 Flmy) = Sxy + Spy yrs SA lng\= xy+Sy and Af be) 23h Se¢ duh Quistion Halts reoguire an exact ODE aud how 4 hind tna! Them A wcossary and sfficient condition fn s ODE Ploy) dx +O (yg) dy =O 4 oe exact is 43? ing) -7xQ ey). Pan: Necessity ( Exact impli 4P-h9) Sina Pad Bee ont BfeP, BT=G, the aim follons Sffciency (agP=3z@ impli exact) Sing we are ledeing fa try) sada Hoadt Bog) =P (xg), set f(xy) = JF Plglat sR), where Pos), y) an defined on TS aad YET, Har inenal ts oralroded fr each fixed y and Rly) is Some -funchion y Yd be determin. LE should betuue Haak WLM O (ry). That is Qy)= (Mi Prddt t Real) = Jy BePlba) dbs Ri = JF BQ dt + Rey) = Q Gig) @ (re)# Fly), hide spore ERY =O leagl Heng, we chon set$txg) = SP Gra dt + 18 oadst for some x 1 and ye. \ DB Hf Plagdx +3 Grdhdy =O is sud That yPaRe, Hon te {hora meler family ¢ wwhakens is ven by 7 Plesat + [EQ Gatlst =< et any XL and yet Examde (efving re") dx - (xe % Zeosy)\ dy=0 $y Pbug)= Cosy et 2Q (xy) = -eT Creasy M(etsingeetdat + J? foe's Peart} de 2c oF siny.- fang + xe ts sing =C ny axe, 825 adegracking Factors Definition A wuthplicectve factor that daens an ODE tabo an exact ong {S$ called an Integrating fachor . Ly sweet Saddy =o, xf EenT, 1eZ This is wot an exact ODE. Yet after Wultiplying bg Yeostd it become ons. ase Vere 4=° Example,i tak * OSC > y rane) = ac, xx Land, neZ., Note Thee are no easy. wows of Finding on Unkgrating Sucdar: ® Ideqneting actor in ths Loum fi KOdP Guy) dx + 2) @ (9) dy -0 ov Bg Pus) = Be (Key (uy) ARPARG REO Ra- Ri P-R Ro fa Matin eo e YaP- %.Q oye opf MFM yx} Examgle (xe ytx\ax xy dy =O 46s) eel c Sh dx = exp i = wey (egxar']ax + Fydy =o BPedy Rady Vv D Inlegreing Factor in Ha foam Rig) big~ col JY RSTBE us @_lnkeqrating factor in the foun # (x4)eof (h (xy)P(x, dF a (f (xy) Q (x, 9) ty) x Pla) + Roy) dg? (a) = & (eg) ¥-Q Ona) +4 by) 3x Rb) Re) _ BP Ons) BO bo) ROy) 49 (ay) -xPOug) Al) =o c EES Ut U= XH, Example. ( eye 4) dx+ (xy x\ dy =O a? = xy AA 2xyt-| =& Oxy —ngt ston oat awh Hyrag xfer GMT Teg A lx ta) axel J" ese} = exp alu] =a Sy (x Hy) & + (yg -for Joyo 4 40, %¥ AO y=O isa particular solution. HP dg RG. ® Inlemrarhng foctors m te foun Hy) and 4(Yn\ 2/32 0 homaael ft LER uh ua% a/3P 2 4 (4) =o fete , u=¥y,8 AG Fist Order Liar ODEs First order linear ODE is an eguaction f Ha foun grpeg-4el @ It can be solved with the help of He inkeg rating Sock. La, Ao) | | * wa lpog- ge-Fet yf sent Potent} Gina £0) 40, a is 0 talation of) it and ody it it @ flition of ot Troe ty - 9b dx-> @ This s an exact ODE B (galt [yrelPOM dada +} Cte ns) dy = 0, Ths, tha [parameter founily of alutions is given wy dyte e 5 yo) = rene qe tHe cen qty Examele. Aya yr Heme x 70 p- Roy = aint rah "ex 1 4) =x he xX) y= -kf. ue tudueSe xo Check: xy)-gh)= = Sree ge *Bernoulli Equation yt ply = gioy? Ho na4, Hom gh (poa-gin)y=o > = (40) -f6)dx, bid baw eguatin with fowble vorichle axl Y=d isa pack lar solubon. nAd, Hem W"y’s DO) H wegen ‘ ys 4 09) g7o Moke a sabsk - Ws (in) yy’ and thanchrs TRU + POU=40) (first oder rar) Wan 020, YEO Is a parkculoe sobetian, Exanle yt gee yo Ye =-g', x#o yy’ yn, X40, y#O wey, w= -87ye rtd, X40, bol=X, ltt ul) = Stk hum = 44S yij= Be, xealid fa exo, YSO is o pockculac Suton,8 Series Method q al Toylor Sovies A series of ha fot het Or (Cee) tot On (X-MH is called Oy power seria, Then ont Hes bossibilitien: (A the erin Cormnoyn orly ak 265 Ce) Hen exists R70 sudh Mt Hae wien commagyy absoltely fn Vx-nteh and diveryo fn \x-xPh; CO fa veri canarops alosabatelg fr ah -acxcoo, Taecaks tut: “Ths win Evy cmvays abselabl, if fo [ae] <1, 2 x# rman: (ES wat, fn SN din (wet = ae Tete Ke ec nw Mel lb) Ze, be hn ee 1 = Ln (IEAM, Cormage A xe(4!; o Ss A \ © 2%, vn Sh |S \F ding en 7 a a KEG), Theoum \f a power erin 3 anle-xl® Converogs absolu an er T, Panik defn a fanchon fu) Continnaun oe, Exomge “ he axl, Convitnepy en (41,)) ond ae Bae fea > fw. Nele Het ee ae fat ow wt eqrumble im Jews Tremor oh & Continuous fanckign 409 is defind by a lower Ye a4 om Wavel L, $0) = =P AKO xx att canecggnct ve L, Hum 2 Kau (x- XS is alosclubely, convened on TL to $0.Town |} fo\> Eau ena amd gon E be ewt re aint funckons on I Fo a4) fy oth KEL if ond only t Qh =tel de ath (k. 4 S Traum Uf $09 aT iy gen by 2 aalaws tem fis infill, wang Kyau ete obt ak x. amd (x) © Klas. “Tad VP Fo is Lefined by a power Secion, Han it can be we gee EM eat Clade ee) Warning \f fs Continuous on L amd its doxvedivin com be Compuded , it dew mot treo that 4 cam be raped OO power recten. he ‘ 2 ght 7 £ we 4 fae) fiedst, foy- ee) fa) = he Se | oA) ake 4 cH k 2b f 3. ) sa = tim et = Wm oe 7 hw ate SO dm. Ea ME Fea te : Arnabogouly, or com Compule Met $9) =0 Sy ott WEN. Therwin [f Lix) far He denvahive of alk adss on T, Him $132 9 Gals Ra), (wai) “ whew Rab) = FO ye Gh lsome| well! If Rah) 79 0 W900, Hom omd only Han f adwats He Tawslec expantan en J. Delividion A Lanchion $0) is called awduic at xe if a} admits 0 Toler rein expantion, ak Xo which is absolutely Con OM Coma wnterwol onound %o. A funchan toys Owaly Nie onan inerval f ibis awelshe ak emery priak of Hus ‘wiervel.$3.2 Fist Order Liwar ODEs In His secten we consider 4s equection ys pay = 4. Therm — |f p and 4 oo analytic functions. a Xe, ie, ead fuancken admits & Taulor expantion on (keh oth) Sema 42.0, Then Haw exists He unigue vlution of y’spayyagd) hidh ts analytte ak x. adwets a. Tayler expansion on (xk, toth, amd satisfies WG)=A fr a oven a. Examele wre LD) Metaad of un dfermanad eacfliciends ob 4 = 2 ax" and Herefng 40) = z (he) Oyu X LT, fed - Te edex's Z (Hei) dag = BP EZ, (ane lerdagg) =O, Thot is, Recurene veladen: Gee = aa LO Ginn ya DP ara, a,.=%, Oy2 So. | |, a =q[evo “2 ay (x-e!] , 22, I =a (dae Sas (k-2) Pe. (b) Method wf tucessve. ditfecentiodions wle\=a — y/()+yl) sl D y’fo)= ba yl) rye Dye) =O gM lo) sy") =L DY” [0) - A-0 HO) = As (dhe exh BA Ps.§ 33 Serves Sakckon of a= + Gy) Definition A funchon Flag) is called analyse ok (Xe, 40) if it Is dslerminad by its Taylor expansion on sums rectangl Crh HX Cues Were), bey if FO ZZ, diem Cex yg ™ Ble Gam del Fos. Exam, f ia)= vey ak (41) $ gh 7 LGeN~ (yD + (x= (yt Chy Asking porckals) Troi [f fiag) is ddetnined \y WS Toybr expanton on fe square. (rach, tot) (Yoh yet h) | Haw re exists the wdgua golekon J ‘=f (yu) sacks duan Als) o. TWs solution i. dod % fee i dekrmrsd by its Taylor exantion oe an inlerval (X.-¢, Xet) ' whys c= eran} 4 Mam} amd Ms max |f Ixy) | om Ha square Cx, wath) x (yh, goth). Nele Ht wight habbon drat the inlerval of Conveyance of Ha Toyloc exbontion nN AO bs lacger than shated . Examgle yey, yd $ legi) = Ux) - (y=) + (xt (y-¥" A can be awy number 4 iw Ri Wel \yh 2 % \Elyg\1 > xiyts x (hel) in Ra [yl tx| 4 Ri \f eg = yr sy*¢ (her= wan) 4 dey) 1 ree (a) Grecanive difecertators Wl) < (=o > 2x- 2yM4h), yMli)= 2-0 wae 2-24 NO -2 iyny ®, ve) Fd-4 end iaenog (5) 4") ~ as" wy) =-al-d) =4 yea = 4 (ele Oxely e e (eee tht (8) Undetermined Ge ficieds FE led (xh = (Zab vy Sup NeCeh=[eakbeth| G@=l-ay=0 2a, =2-2000,=2, 21 1 Zoya l~ (Laata)=-1, as=-3 Yau = -(2 doay+2ar@,) = ao “y= Yeo § 4 Unigu ens omd — Gonrinuithy LH Pecacd's Method of Successive Mtonoxiinartions y= Ted), yGd=ys. Assume Haat sue o solution exists. YF bry 60) J, werst=l, te yo) dt yan yer JF Ug un) dt. Without aug gush cation, dala Yo (x) Se.Ws i unchon Haak istien te imattal dition , owt wok ‘ste cep rat whe YORE Sek lan yidd=grt SF (4 yor) ak, Sina Sis is ta equation scticted | slution, Yr wight be a eee ee eee yaed ge tS. £18) oh. This way we obtain a Sequence of Functions Lys ps} and +e \ake is that Huy Conny ty a Solution Eramg yy l= frame befres yOd= 1+ Gel 4 GeiPee Ole. Get, HOdele Pedd =e] ea))a + [+ bet SGo? Ya (x)= 1+ Pt (His ate) +1 -(14 (SG) Y] dt 214 TE EO = bh EOE (4) (0! and Se on. S44 Conver games of Seguances of Functions Definition A vequans. of fumesions VEA3 defined on a vet S in said ty Converge tow fumetion on S i ead, xeS and any, £20 Hus exists No sada ok L fad-fOals€ “hr oh non.Exomle fa0)- Tnx om Cy), $30. Fix xeCi,2) ond €70. tear ol0. Ik is a coniwwow function oh (0,00), Movover, if balls Het T (wei) = Jo xte%dx =Lied() =a. Tle) can be viewed as a gauraligaton of Hu tachrial. Plas) = IP xtet dx =| 7% | ante rd [Pxttetdy = AT Id). Tha relation P(dr)=AT (dt) allows ons + edeud T(d) to He whale seo Cine excluding, ugarive integers amd Zero. LLD(s) =S2 ete d= | uesd = JOCaet = TP. $5.8 Lineae Homogantons ODEs with Constant Coefficients. Linear nth order homage neoun ODE with constauk coe ficients is an ODE of tw pum ys ans aay. ays aey =O, where Ay aw arbitroay constants. To sive Ut, apply, Laplace trousform: LEY T+ dual Cyt} +...# oLLy'] + del.ty] =O,That is, 2x ( SLCY]-s*yle)- = ys) =0. i) Sin nuwbers Y!0), .., of? (0) can be orbit, we cam reunite tna equation aloove. 0 LOI (sta... * as1de) = 413), (3) wher 419) is om arbitrary Fralywomiol Of dagus ok wath nt. enes, Leg- 23% (s)) nwhere p(s) is called characteristic Ly wormicd. Dennle by j Aa wis of > awd let Wy be te waliplicity. of dy. Thos Is P= D(sr¥ Than, actouding to te partion Fuaakion decomporston Cy 2 ih Loper-2 ( Short Gy t gusty), rdure Cai are arbitrary, in genera, Comelex coustans. Ai Uwe t Laplace tans sak hae get Ted " Py onrang qa zt ( Cir et, Care + Cin wer), As Tuyen, tas is an w-pacaweler family of saludions. tt also caw be written as Y= Ep, WS, where each Tae ca firipes poymawiad, of dg w-\ with posribly complex Since tht original equation bad ouly, vsal coefficits, we shall be able ty wile the ouswer with oly voll coefficients, To this end, observethot all +he eros of pis One etter reak GL Come in conyaale Sgramathic pairs. That is, if a Qrib is a vro of wuler Ny Haw to is Raa-ib. Hence, Le R byeeaene Ps wer ibx + e*( Pr (es(by) +ipx i) sin( Lx) + Pr (Dm (bx) - Upp (x)Sin (bx) ) =e*( Pay 09 coslba) + By 2.9) Sin(bx) J, Example : (A wl-3y442y=0 >) pl) =S-38+1 =( s-2)(s-1) Salution: YO) = Cie Cet (b) gir tylsy=0 > pd) =S+2s41 = (sti 3 yl = (Gx+@) &* (Q_yedyso => pls) = x4 = (x42:) (1-2) Salehion: ye) = Creos(22) +r Sin G2, $54 Newhomogeneans Linec ODEs with consent Cufficents SAA Vio Laplace transhowa Example y3y*2y-e°, — y/Is)=ylo)=0. (¢-ssdigw=& > Li-e+ f° Y= Ac BESCET whew AlS2) (5-3) +Bls)(59+C(H) (59 = 4. SR Bends Se: C#E) StAP AAS Hence, yeas fe™ emDefinition Let + and 9 be vonknuouy fumehom on (2,24). The Convdusion, off + oud 9 is dim by (4x) =! . fed) guydk. x Wert dus -dt \ Examde 2 (x-t) os(at) dh = | due cosfadlak v= A vinta = (xt sinlat\ |S + 1 cana) dt = 4 ; [-t0s (ax) 41}, heorem Let Fond G be tu Laplace tramsforuns af $ ond chic, Thun LL feg]= FG. oF Pree LL Jagdeo = [2 ng) DEMS = (7 [oengen dt ede = ITT efx gWdadx = ITIP e fod g dxdt = SF TP faye gta) dude = Jeqme™ we" Lit = FOE In parkeular, CGPI ={F CLG -LL FI Watk. Examle 4 ty’n2y= QO, yld=y/l3=O (s-D(s-DLCYI =LLed => Ley =Lted(da> &) yor= fF acx-a)(e- Fat, Examee — y5y'-Gy = (dx), Y’ID=O ylo)=4CLEyJ-Syle\ + SSLEy]- Syco)+ GOLEM] = Seq (s+5s-9 LOY] = 3a+ls-8) 5 Ltl= &q (sa are) * (zee Oh yo\=der $eryt (eto oO™ | cas(adat ah oO Shades Bsintd Lontay) - 4 Gulan)-% cate) Re o* = (4R)C% (Ge See we sin) - asad, 5.4.2 Vin Linear Systems Let n=. Consider Yt autagy=@. Lt yer GyitGur be Hy A-parameler family vf solcions to He Complementary, lawoggsuans ODE. Se Yo= Uy thays, whee Wyte am fumctions Then Yom Wide Yet Wada # Mays = (Wit Rega) + C uyy + ay’), Bp =(ulysred ge) # (glee gt + (Wigs Wy), Plug in, (wy rnd ya) + Wily aiy/+ ya) + Mal y+ ays + Ooo) + (Wylaudys) £a, (uly, maya) =Q if ( warued dan Wp is 6 parkaulac solution, WY + Wa Ya =O Fach This system alwoys has a solutionExample yy = six, plo Sd = (s-D (se), yQ=ce' Ge wWeksusero Wi ge six { Werke yle% ent We ~be* sin’x “* ee w= TF ~ 3 (din 2x - ex2s) Ma=- S55 (2 nx + cose) x -k 2: in’ semua? ke BB = 2 sie YI = Ge cge*- 3 ~ MA \n genueh, given ys Annth.* a4>8, fd h Lwsenly, indepen: dad solctions of Te complementary homogentons, ODE, Han look fon a packeular sahdion in tu foun Yp=;2 W439 who uy A, sake Wy Gt # Uy nO Wigs + + Maa 20 (4) + 7 Cod Ws MA = Q, §5.5 Reduction Method fn Linear ODEs with Non-constant Coef. We shall consider only Hu case W=d. Facoy’en +4, Gay’. y (x) = 0. Assume trod Yr) is a solution of thin ODE. Set a Yar) =Yr@ JU dt. en ke = 4 Susgu ys L yi Su + 2y/ UW’,Plug in, O=4, (y(n +2yfneyuet (yl Cae yitt) fyi 0 = Sul faylfiyle fo) ew fag) ulaylt eget) = w'( fy.) + 4( daha yf), This is a first oda ODE ( with separable vaniokler)). Examples @) Ky yey 2, gol=x Wreulorx=o e wet=oe wwesk gas) = x [° AE = x bog Yel) = GX + Caxlagx. (b) x?y xy’ = 1 Yi ld=x <- ta Frmoguanaws equation Wrrestusd Yao ue wp 2 Yab =-i. Solucon of Te Wromogentouds equation YO) = CR+ S Metaod of Variehen of paramececs ypl= Wx + 4% Wx+ Kao L why > we 3g L / L 7) wanh we Mad we-$ Yebd=Ch)x +(x D gr a Gxe Sg Tock This method gonraliys to nth onler bwor ODES given ha Solutions.§ 5.6 Series Method at Regular Points In this section we consider linear ODES af the -foun yrs fui fye@ ed Thum [f funchows Foay fart, O Ou awalyke ok x0, that is, own daermined by Hair Taylor series oh Some inleeral (tarh: oth), thon Tew exists a wwwigua sclution YQ ® which is Awadyhic. od Xo and Sattisfin iwitiok caadikons Ylxe)=Uo, wey YOO (ed Yas tu Oy constands Hoyoor Yaa Example ye XH, yld=t, Y=. 1" -F (et LO Sen yc yee eae, SPR too (Binet = ZONE OR eed & = Zoe led (x Conveges on (0,2) If WR Ze alae) Han BO) = Cue) (ee) hee ONS whe Hera, en = ond Og= 1, G20. Then yod= + bei GN, Ga cv a je Eee = [+ (x1) z (t= I+ (beg. $51 Seriey Method at Regular Lingua Points. Consider y+ Ray's + Ry =O. A point Xo is called gular if wat oh tht Functions Fe om omalashc ak om. A Pot x0 is called regulor singulor if Tk (x-%e)* is. orale.Exange (xr) y"+ gy 2y=0 9 ye A - 2 AO. Ab xco: BX =H, RO) = Ah = analyhe Axel: ROGD=k, HOGI = 2G) — angie, We sho focus on fhe com nea, Le, Ys ROys Ray =O. Asumme Hat XF0 is a regula tingulachy. Tha Is, let ye BB ged 9 xXylexh@y’ehiyes whi and fi au analytic. ok 0. We tak Hu soldier in Ha foun y=" 2 uxt for some Suitable mm (Frobenius sexi), Theorem Led xo be a regular Singulacidy of (xxl y+ (0) Fy’ Fly =O and assume that -f and fo au Ghalyke on (xh) Xeth). Than there exists at Gast one Frobenrus solution ulaich & wold on (te-h, Xoth) expt perkabs at Ye. Wethod Write f= bax® ond — fe ge Cart, Assuming X—r0. Ra0 feo E(x ext) + (E bart) (x Saar’) +(F cart) (PE an’) O=X (ma cant ey Lkouxt © x (FE burt) (m XS aa xt + we sa,X"") + SX (F,cedu) xy 2 = (mln) PE FE ars Dmx TF Rag KET nx FE (ut) Kae x) (Eb x’) ( x, Cine) Qu x) + = (2crand ie &o= & ( a Cmte) amb + (tet) | + EGmt) de bae + PM Gel )e K=O: O= Qomlw)+Mab.t eG = On=m(m-) +Inbs+G TWisis called om indicioh equation ah it allow to debemine m. Kal: Ga(t(iuel) +m) + mab + (+i) Oubo* Aa +Q,Co =O Knowing, m und Qo, ypu com Sind Qs. KAD a ( mlm) +4m42)+ mora + (Mme!) Gibyt (M42) Grlog* Mela FAGtAG =O Find Or, and So SH. Cased Two mls ciindide => Heer ig only ont Prdcowins suchen xy" Bxy’s4a)y=0 » Fi -S ond $56) = 4thx Indrctol, equacion: m(n>)- Bm 24 =(m-2)=0 Ga-Fat4os t4ae0 = a2-Ya. On (244k +E K) ~ B04 (144 On +4 us =O One ~H#On DD Oe ety ae. ae (xt F Shext) = yo 1 Convaerges for ahh Xe(-2a, ea). Cose Two dishned aants thot oon nat di ent b i > two Frobenius solutions * seat fe at xy! + x(xd)y/4 Xy=0, f.@=xd, $.0=x Indiciok equation: (m-}+% =O => m(m-h)=0. M=O: Gak(eDtKAES* (R-i) Qua * Qgn =O AcKUh) kOe =O > Qe =~ BGA ~ Shy AeYod = Oe SS comms for alk X€(- o-10") med: Aa (—htKren)+ (Keb) Gab + (ed) Gert Geer =O An (X48) +a (tHE}=O D Oya Bet = GPs Sed = at = Gexts alke™ x20, Cad Two distinct aovts diferent by am integer E (wl) Qe bye + Pidece =o [oe (m4) (me ak) +4, Solakons: WW owd men, Thetis Go(man)(m+n-) + (N+) abs +O,G= 0 Gam (m=) + Qelboy + AeCo = O Grart by constucting Ha serion for Het stnallest solu fen rm, Han O=Gy (mon) (men-l) + BCom Abst + (me) Aube + Prt at + Gy Co =Eylmebaebene+ Eucur, (Observe that dys is eliminaded) Case 3a The sums above donot add up tp 0 =7 there is oly orn Ficbenins Solution dermnined by te lacggth wero of the indiciad equation. Ll xrulery’s OA)y=0 Sods l, fide O=mive-) twin} = (m-)(m4)), Nad Goll) Gaba + ZW Cag =e ZO =9 wo Sheiin torcesbandigg do M=-1 mal: Qe (Ke)K+ (Uti) On - An tA =2 D ua ™* He (un), YO\= aX (i- + BF), wo odd powersCare TH. sums do add up tp rero => the smollest solution of He indiciah equation wields cro parameter Samily of Solutions Ryrwy’s OR 4)Y=O fw), fo=-hext O=Im(m-)+m—% = (med) (mad), N=] (£40) dob, + AoG =O Sma b=C20 On (-b+8) (-8 2K) + (-b+K)- Me + On. =O Our On (WW) 40,2 =O, n= ~ hed Gatien . CDS 2 - Oy ENA, Hone Qa= ech e ait Oe ain (aN (aut! Og SOW nh Gr S AE vat 4O= #2 ZEN Oe SZ, Seal $6 Systems of Diflerentieh Equations $6.1 Basic Definstions The ystem of in equations ®, gy et, Gay) 4a) where Ae ain fa of ne] : Variables av deftwd Oh A Common Sat Gus can SAS, is cahed a sustom of Lest & Ya Gey ts) orke equations, A solutien to this sistem ie ast of fwchems Yop Yo defined On a commen Unlerral T rodisfying att He equoctions tduck cally, Exam Y= f (xyys yy?) SA yrds de Yonah yey’? ThenWinds \ia4s Every n-th order ODE can be aniten ad : A sytem of fil order ODES. Ya Ys Ye = § Orgy ads) Example Ye 2e* Yi) = eM, ae (yO) -y.W)) /x = Bor (@aJ-4a0)) /x ye +4 7 Shetty Indeqnating tad Ro= ae if #} =x raley =e dee +c Kha = HOM CSE XH Ysa = 2% Gy Pd YCd=( Fe qe™rchxec,) /y, Theorem Lat Yay = $5 (rgyen, Yo), JEM be 0 syslem of first Order ODEs suk Hot the ee Functions F orn continuous on regen Sehixulsre, [yj-al<5, Jete and sotely [$yQuar8) hb od 1eC SI fou ath Oxy), (Sreng Je) eS, Then fr some 420 Hho exisls a ite 7 sek of TE ice 4D, Yu, ah Continous en [xxl ch sakisolving Wa system ODEs oud Satisfying, The Uyrtral condrtions Yilxlacy, j=Tn. Nele The poor ic am adaphahin of tht Reacts method ty higher Citations. $6.9 Linear Syskans, A. spectak coe of system of ODEs are. linear systems: st Aa DY *.-. + Anya t 9.) Yo (4) = Aan Yul # == + an Ya) + 9nd)He will be comenient ho use matrix Wntecion pa yo T 9 L ay ig On (x) fs (3 ay (vn at AT Taal lon Iw madrix form Ha intor system con be witten ay Y/=A4+Q. 7 Morworer,, the iwihel conditions com be wrillen on 0 veelr E= (enue), when Supesaipt T waans ' hansbord!, Therm — 1f functions de; orm continacws on some inrval T, Hon Hern ovids try umtaur Solution of Y= AY on T sartisfuing S(He)= E ton. oomay swe and any Veen E. Probosition [J Yr)... are soletions of Y=AY, then omy linear conkinatien ZqHy ie alto cm solution of this spb. Prot: Set Yea. Tan Y= ZG4{~ GAY, = A( Tq) = AY, Prstasition Let YyjYn be solations of YEAY sadisfying taitiall conditions Ej, resbeekvely, Ho the vectors E; are Ntvaaely, indebendert, Ham ae wclos Ye one Kvssny indehondat, a Paasf Assume tothe contrary tak hare evish constanls Ciya.jm, mat all 2260, Suds that 2 GY; FO. Ie parkeulac 0-24 4(x) = 2 cjEj =O, wich iS impossible since Veelors Ey on Frmonly independant Cordlary Ea fnear system of ODEs fas at fosk Ruan inteberdent ons. Prof: Toke |B} tbe a bassin BR. Sma fr cack E; slchon evils, Hoy veust be Tiataly “indapendant. TaProposition Let yy keh Givsanl indebendant solitons YoAY, Then ue our solvkon Sp con be te ar poy Su feme G. Pror|: Se Epm Up bx) and Ej= U(x). Since vectors Ey ont Civsonly, ‘Unkependeut, Hay fom a bags bn Rg Hence, Ep ~ BE Su some ons c;, Than Y= LyY; is a sheen of Y=AY Sock shying. BOA=Ep. Hower, Hue can be only om such talukon ond Hurefore Yau. Corallawy Enoch Cinta gystem of ODEs fas exaciyy n Fraeagly Undependent solutions, Decfinehion Let Ya bem Krazy indepen bork sakeions of Y=AY. Than matix el Bh aa Yo CY YS] Yar ge oe Yo gen as Yo Is cated fundamental matrix of te system Y= AY, Fact A matrix of colution is Sundamuntel iff det [Y]A0 fo ot xeT. Theowm Let ¥ be 0 fundamen matrix of a yysiten YAY ond lek Q be a veelr of conrinuom functions on I. Then the gemerad Solution of a s W=AY+Q is gwen by Yo)=¥AC +90) YO QWd, whe C#( Chaya)” and, V7 1s He were madux Y Moworr, 0 solution of Y=AY+E vatishying Yplxe)=E is given by Yee = YOY HIE HOS FO aardt. Prof: Observe thetmete (A) [294 voc: {.¢ 1 \(i\- ue wedge Ten} (reuy iS a gene solution of YAY. As befrs, we look fn a darhoular sole in He fom Yo = YU, whee Wis a vercter of Pee to " Yea Us pn’ = AYU+9H - /: Z 4 iG Sing WU iz = TwY-T wAY=A( Lys) ec ) = AYU, Tats This, AYUAYW? AYH4Q 9 eguivalendly YW=O. Threhow We) =f PO Qadt and Snaly Y=VOC+YO LY WAQS. § 6B Elements of Linear Algabra