Oct 27
We learnd Laplace transformation, which can be used to solve diff eq.
Let f(t) be a function defined for t>0, and we recall the following
F(p)=[LT(f)](p)=∫0∞f(t)e−ptdt.
and the inverse Laplace transformation is
f(t)=(1/2πi)∫c−i∞c+i∞F(p)eptdp.
for c≫1.
For derivatives, we have
LT(Df)=pLT(f)−f(0)=pF(p)−f(0).
and we can repeatedly use it to get
LT(DDf)=pLT(Df)−Df(0)=p(pLT(f)−f(0))−Df(0)=p2F(p)−pf(0)−f′(0).
Example
solve equation
(D−1)(D−2)f(t)=0
with condition f(0)=0,f′(0)=1.
We may apply Laplace transform to the equation and get
LT[(D2−3D+2)f]=0
which says
p2F(p)−pf(0)−f′(0)−3[pF(p)−f(0)]+2F(p)=0
plug in the initial condition for f(0),f′(0), we get
F(p)[p2−3p+2]=1
thus
F(p)=1/(p2−3p+2)=(p−1)(p−2)1
Now we can either look up the inverse Laplace transformation table, or do the inverse Laplace transformation integral, to get
f(t)=(1/2πi)∫c−i∞c+i∞F(p)eptdp=p∑Resp(F(p)ept)
we have two poles,
one is at
p=1, with residue
e1t/(1−2)=−et and
another at
p=2 with residue
e2t/(2−1)=e2t
so the answer is
f(t)=e2t−et.
We may check that they indeed satisfies the initial condition.
Inhomogenous term
If you had a equation of the form
Df(x)=1
then it is not a homogeneous equation: the term on the right hand side is does not contain factor f. What does its solution space look like? We know it is of the form
f(x)=c+x.
Note that, the solution space is not a vector space anymore. indeed, if you have f1(x) and f2(x) both satisfies the equation,
Df1(x)=1
Df2(x)=1
then add the two equation up, we see
D(f1(x)+f2(x))=2
so f1(x)+f2(x) is not a solution (1=2).
Nonetheless, the solution space is a so called 'affine space' V, which means there is an associated vector space V′, and for any two elements v1,v2∈V, we have their difference v1−v2∈V′.
In our case, the associated vector space is the solution space for the homogenous equation
V′={f(x)∣Df=0}
That means, if we pick a 'base point' v0∈V, and pick a basis e1,⋯,en of V′, and then we can express any element v∈V as
v=v0+(c1e1+⋯+cnen).
for some coefficients ci.
Back to our problem here, any solution to the inhomogenous equation can be written as a 'particular solution' (playing the role of v0 above), and plus a solution to the homogenous equation (an element of V′).