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math121a-f23:october_23_monday

Oct 23: constant coeff diffrential equation

warm-up:

how to solve the equation (za)(zb)=0 (z-a) (z-b) = 0 well, we would have two solutions z=az=a and z=bz=b (assuming aba \neq b).

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how to solve equation ( aba \neq b) (d/dxa)(d/dxb)f(x)=0? (d/dx - a) (d/dx - b) f(x) = 0? Instead of saying we have two solutions, we say the solution space is a two dimensional vector space. it is easy to check that eaxe^{ax} and ebxe^{bx} solves the equations, and so are their linear combinations, thus we can write down the general solution as f(x)=c1eax+c2ebx f(x) = c_1 e^{ax} + c_2 e^{bx}

wait, how do you know you have found ALL the solutions? how do you know you didn't miss any? There is a theorem saying that, a constant coeff ODE of order nn will have a nn-dimensional solution space.

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How about the case where a=ba=b? (d/dxa)(d/dxa)f(x)=0? (d/dx - a) (d/dx - a) f(x) = 0? Here we claim that the general solution is f(x)=(c0+c1x)eax f(x) = (c_0 + c_1 x) e^{ax}

Proof of the claim: suppose f(x)f(x) solves the equation, then we can always write f(x)=g(x)eaxf(x) = g(x) e^{ax} (since eaxe^{ax} is never 0), and figure out the equation that g(x)g(x) satisfies. We see (d/dxa)[g(x)eax]=d/dx[g(x)eax]ag(x)eax=g(x)eax+aeaxg(x)ag(x)eax=eax(d/dx)(g(x)) (d/dx - a)[ g(x) e^{ax} ] = d/dx [ g(x) e^{ax} ] - ag(x) e^{ax} = g'(x) e^{ax} + a e^{ax} g(x) - a g(x) e^{ax} = e^{ax} (d/dx) (g(x)) thus, we have eax(d/dx)2(g(x))=0 e^{ax} (d/dx)^2 (g(x)) = 0 That means g(x)=c0+c1xg(x) = c_0 + c_1 x. Hence we get the claimed general solution

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Initial condition / Boundary condition.

math121a-f23/october_23_monday.txt · Last modified: 2023/10/22 22:24 by pzhou