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math121a-f23:october_27_friday

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Oct 27

We learnd Laplace transformation, which can be used to solve diff eq.

Let f(t)f(t) be a function defined for t>0t>0, and we recall the following F(p)=[LT(f)](p)=0f(t)eptdt. F(p) = [LT(f)] (p) = \int_0^\infty f(t) e^{-pt} dt. and the inverse Laplace transformation is f(t)=(1/2πi)cic+iF(p)eptdp. f(t) = (1/2\pi i) \int_{c-i \infty}^{c+i \infty} F(p) e^{pt} dp. for c1c \gg 1.

For derivatives, we have LT(Df)=pLT(f)f(0)=pF(p)f(0). LT(Df) = p LT(f) - f(0) = p F(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). LT(DDf) = p LT(Df) - Df(0) = p (p LT(f) - f(0)) - Df(0) = p^2 F(p) - p f(0) - f'(0).

Example

solve equation (D1)(D2)f(t)=0 (D-1)(D-2) f(t) = 0 with condition f(0)=0,f(0)=1.f(0) = 0, f'(0) = 1.

We may apply Laplace transform to the equation and get LT[(D23D+2)f]=0 LT [(D^2 - 3D + 2) f] = 0 which says p2F(p)pf(0)f(0)3[pF(p)f(0)]+2F(p)=0 p^2 F(p) - p f(0) - f'(0) - 3 [p F(p) - f(0)] + 2 F(p) = 0 plug in the initial condition for f(0),f(0)f(0), f'(0), we get F(p)[p23p+2]=1 F(p) [p^2 - 3p + 2] = 1 thus F(p)=1/(p23p+2)=1(p1)(p2) F(p) = 1 / (p^2 - 3p + 2) = \frac{1}{(p-1)(p-2)}

Now we can either look up the inverse Laplace transformation table, or do the inverse Laplace transformation integral, to get f(t)=(1/2πi)cic+iF(p)eptdp=pResp(F(p)ept) f(t) = (1/2\pi i) \int_{c-i \infty}^{c+i \infty} F(p) e^{pt} dp = \sum_{p} Res_p( F(p) e^{pt}) we have two poles,

  • one is at p=1p=1, with residue e1t/(12)=ete^{1 t} /(1-2) = - e^t and
  • another at p=2p=2 with residue e2t/(21)=e2te^{2 t} /(2-1) = e^{2t}

so the answer is f(t)=e2tet. f(t) = e^{2t} - e^t. We may check that they indeed satisfies the initial condition.

Inhomogenous term

If you had a equation of the form Df(x)=1 D f(x) = 1 then it is not a homogeneous equation: the term on the right hand side is does not contain factor ff. What does its solution space look like? We know it is of the form f(x)=c+x. f(x) = c + x.

Note that, the solution space is not a vector space anymore. indeed, if you have f1(x)f_1(x) and f2(x)f_2(x) both satisfies the equation, Df1(x)=1 D f_1(x) = 1 Df2(x)=1 D f_2(x) = 1 then add the two equation up, we see D(f1(x)+f2(x))=2 D (f_1(x) + f_2(x)) = 2 so f1(x)+f2(x)f_1(x) + f_2(x) is not a solution (121 \neq 2).

Nonetheless, the solution space is a so called 'affine space' VV, which means there is an associated vector space VV', and for any two elements v1,v2Vv_1, v_2 \in V, we have their difference v1v2Vv_1 - v_2 \in V'.

In our case, the associated vector space is the solution space for the homogenous equation V={f(x)Df=0} V' = \{f(x) \mid Df = 0 \}

That means, if we pick a 'base point' v0Vv_0 \in V, and pick a basis e1,,ene_1, \cdots, e_n of VV', and then we can express any element vVv \in V as v=v0+(c1e1++cnen). v = v_0 + (c_1 e_1 + \cdots + c_n e_n). for some coefficients cic_i.

Back to our problem here, any solution to the inhomogenous equation can be written as a 'particular solution' (playing the role of v0v_0 above), and plus a solution to the homogenous equation (an element of VV').

math121a-f23/october_27_friday.txt · Last modified: 2023/10/26 22:33 by pzhou