2nd Order Linear Differentials

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#UCLA #Y1Q3 #Math33B

2nd Order Linear Differentials


Key Definitions

Second-Order Linear Differential Equations - diff. eq. of the form: y(t)+p(t)y+q(t)y=g(t) Where p,q,g are coefficient functions and g(t) is the forcing term

If g(t)=0, the diff. eq. is homogenous

E.g. Simple Harmonic Motion: y+ω2y=0

y1(t)=cosωtandy2(t)=sinωt
y(t)=C1cosωt + C2sinωt

Linear Combination - lin. comb. of 2 func. y1,y2:

C1y1+C2y2:IR

Linearly Independent - y1,y2:IR are lin. indep. if:

C1y1+C2y2=0

for all tI else the funcs. are linearly dependent

Fundamental Set of Solutions - if y1,y2 are lin. indep. solutions to some 2nd order lin. diff. eq., and they “generate” all other sols., then the general solution is:

y(t;C1,C2)=C1y1+C2y2

Existence and Uniqueness Theorem: 2nd, Linear

Sps. p,q,g:IR are cont. w/ domain interval IR. Then, given t0I and any y0,y1R there is a unique func. y:IR which satisfies:

  • y+py+q=g
  • y(t0)=y0andy(t0)=y1

Wronskian

Sps. u,v:IR are two diff. func. on interval IR. Then, the Wronskian of the two funcs. is W:IR s.t.

W(t):=det[u(t)v(t)u(t)v(t)]:=u(t)v(t)v(t)u(t)

for all tI s.t. if:

  • W(t0)=0 then u,v are lin. dep.
  • W(t0)0 then u,v are lin. indep.