#start of lec 8 (sept 22) last lecture we talked about $ay''+b'y+cy=f(t)$ in the case when $f(t)=0$ : 1) $ay''+b'y+cy=0$ then $ar^2+br+c=0$ and solve with quadratic formula general solutions are: if $r_{1}\ne r_{2}\Rightarrow y_{h}(t)=c_{1}e^{r_{1}t}+c_{2}e^{r_{2}t}$ <- **overdamped** if $r_{1}=r_{2}\Rightarrow y_{h}(t)=c_{1}e^{rt}+c_{2}te^{rt}$ <- **critically damped** if $r_{1,2}\in \mathbb{C}\Rightarrow y_{h}(t)=e^{\alpha t}(c_{1}\cos(\beta t)+c_{2}\sin(\beta t))$ <- **underdamped** where h means homogenous, (when $f(t)=0$ the equation is homogenous.) But what about the case when $f(t)\ne 0$ ? 2) If $y_{p}(t)$ solves 1) then the general solution to $y(t)$ is $y(t)=y_{h}(t)+y_{p}(t)$ theorem: if $p(t),\ q(t),\ f(t)$ are continuous on $I$ then the following IVP has a unique solution: $y''+p(t)y'+q(t)y=f(t)\quad \text{where}\quad y''(t_{o}),\ y'(t_{o}),\ y(t_{o})\in I$ --- # Method of undetermined coefficients: #ex #mouc Find the general solution for: $$y''-4y'+4y=3t+9$$ The equation is certainly non-homogenous. First we have to find general solution to the homogenous equation (ie: find $y_{h}(t))$: 1) $y''-4y'+4y=0$ characteristic eq: $r^2-4r+4=0$ $r=2$ (repeated root) $y_{h}(t)=c_{1}e^{2t}+c_{2}te^{2t}$ Good. Now we need $y_{p}(t):$ Look at the equation again: $y''+{-4}y'+4y=3t+9$ We are looking for a particular polynomial where the power is not greater than 1. Because if for example $y_{p}(t)=t^2$ then the LHS would be a degree 2 polynomial and yet the RHS is only a degree one polynomial. So we guess that the equation will be of the form: 2) $y_{p}(t)=At+B$ $y_{p}'=A,\ y_{p}''=0$ $0-4A+4(At+B)=3t+9$ $4A=3,\ -4A+4B=9$ $A=\frac{3}{4},\ B=3$ $y_{p}(t)=\frac{3}{4}t+3$ <- our guess worked! general solution: $$y(t)=c_{1}e^{2t}+c_{2}te^{2t}+\frac{3}{4}t+3$$ So the big takeaway from this example is if the RHS of the eq is a polynomial of degree u, we try to find a solution as a polynomial of degree u #ex #second_order_nonhomogenous #mouc Find the general solution of the following: $$y''-4y'+4y=2e^{2t}$$ 1) $y_h(t)=c_{1}e^{2t}+c_{2}te^{2t}$ (computed earlier) 2) $y_p(t)=\ ?$ we observe the RHS is some exponential, we need the function + its derivative + its second derivative to equal that, we have no option but suspect that its $Ae^{2t}$ but then the LHS becomes 0! -> $4Ae^{2t}-4\cdot 2Ae^{2t}+4Ae^{2t}=0$ so $Ae^{2t}$ is a wrong guess. So what do we do? Let's try $Ate^{2t}$ take $c_{2}=A, c_{1}=0$, this does not work again. LHS becomes 0 again -> $A(t4e^{2t}+2e^{2t}+2e^{2t})-4A(t2e^{2t}+e^{2t})+4Ate^{2t}=0$ so let's try $At^2e^{2t}$: $A(\cancel{ t^24e^{2t} }+2e^{2t}2t+e^{2t}2+2t2e^{2t})-4A(\cancel{ t^22e^{2t} }+e^{2t}2t)+\cancel{ 4At^2e^{2t} }$ $=8Ate^{2t}+2Ae^{2t}-8Ate^{2t}$ $=2Ae^{2t}=2e^{2t},\ A=1$ This one works! we know the homogenous solution and the particular solution. Sum them together to get the general solution: $$y(t)=c_{1}e^{2t}+c_{2}te^{2t}+t^2e^{2t}$$ Moral of story? if RHS is constant times $e^{2t}$ we guess with an exponent with a constant, if its homogenous we multiply by t, if still not a valid solution then we multiply by t again. #ex #IVP #second_order_nonhomogenous #mouc $$y''+2y'+2y=2e^{-t}+5\cos t \qquad y(0)=3,\ y'(0)=1$$ We wanna solve this IVP! We know from earlier that it must have a unique solution. 1) set RHS to 0: $r^2+2r+2=0$ $r_{1,2}=-1\pm i$ >someone mentions sqrt(i). sqrt(i) is interesting, but not the topic for today. $y_{h}(t)=e^{-t}(c_{1}\cos(t)+c_{2}\sin(t))$ 2) $y_{p}(t)=\ ?$ RHS is much more complicated, sum of 2 functions. Lets use principle of super position: $y_{p}(t)=y_{p_{1}}(t)+y_{p_{2}}(t)$ where $y_{p_{1}}$ solves $y''+2y'+2y=2e^{-t}$ $y_{p_{2}}$ solves $y''+2y'+2y=5\cos (t)$ lets try $y_{p_{1}}=Ae^{-t}$ Does this work? $y_{p_{1}}'=-Ae^{-t}$ $y_{p_{1}}''=Ae^{-t}$ plug in these three and we find that A=2. Yes it works! second equation, not so easy: solution of $\cos(t)$ doesn't quite work because the LHS will obtain a $\sin$ term. Lets try this instead: $y_{p_{2}}=A\cos(t)+B\sin(t)$ $y_{p_{2}}'=-A\sin(t)+B\cos (t)$ $y_{p_{2}}''=-A\cos t-B\sin t$ $(A+2B)\cos(t)+(-2A+B)\sin(t)=5\cos(t)$ $A+2B=5$ $-2A+B=0$ -> solving the system of linear equations yields: A=1, B=2 but $y_{p_{1}}\ne y_{p_{2}}$ because of the $e^{-t}$ term. The general solution is: $y(t)=c_{1}e^{-t}\cos(t)+c_{2}e^{-t}\sin t+2e^{-t}+\cos t+2\sin t$ now we solve the IVP: $y(0)=3=c_{1}+3=3\implies c_{1}=0$ $y'(t)=c_{2}e^{-t}\cos(t)+\sin(t)(-1)e^{-t}-2e^t-\sin(t)+2\cos(t)$ $y'(0)=c_{2}+0-2+0+2$ $y'(0)=1=c_{2}$ final solution to IVP: $$y(t)=e^{-t}(\sin t+2)+\cos t+2\sin t$$ #end of lec 8 #start of lec 9 *remember in a previous example when we had to guess that $y_{p}=At^2e^{2t}$? Here is a generalized algorithm that can find $y_{p}$ when the RHS falls under the following form. Reducing the guess work to zero:* # Generalized guesses for undetermined coefficients: case i) $ay''+by'+cy=P_m(t)e^{rt}$ where $P_{m}(t)=a_{m}t^m+a_{m-1}t^{m-1}+ \dots +a_{0}$ *i.e. P is a polynomial degree m.* Then we guess the particular solution is of the form: $y_{p}(t)=t^s(b_{m}t^m+b_{m-1}t^{m-1}+\dots+b_{0})e^{rt}$ where: s=0, if r is not a root, s=1 if r is a single root, s=2 if r is a double root. case ii) $ay''+by'+cy=P_{m}(t)e^{\alpha t}\cos(\beta t)+Q_{n}(t)e^{\alpha t}\sin(\beta t)$ Then we guess the particular solution is of the form: $y_{p}(t)=t^s[(A_{k}t^k+A_{k-1}t^{k-1}+\dots+A_{0})e^{\alpha t}\cos(\beta t)+(B_{k}t^k+B_{k-1}t^{k-1}+\dots+B_{0})e^{\alpha t}\sin(\beta t)]$ where: k=max(m,n) s=0 if $\alpha+i\beta$ is not a root, s=1 if $\alpha+i\beta$ is a root.