• Homogeneous
Linear Equations with Constant Coefficient
The
charanteristic equation is
λ2 + pλ
+ q = 0.
If λ1 and λ2 are distinct real roots of the characteristic equation, then the general solution is
C1 and C2
are integration constants.
If, then the general solution is
.
If λ1
and λ2 are complex numbers:
λ1 = α + βi, λ2 = α – βi where
Then the
general solution is
y = e αx
(C1 cos βx + C2
sin βx).
• Inhomogeneous
Linear Equations with Constant Coefficient
y” + py’ + qy = f(x).
The general
solution is given by
y = yp + yh, where
yp is a
particular solution of the inhomogeneous equation and yh is
the general solution of the associated homogeneous equation.
If the
right side has the form
f (x) = e αx
(P1(x) cos βx
+ P1(x) sin βx),
then the
particular solution yp is given by
y = xk e αx (R1 cos βx + R2
sin βx),
where
the particular R1 (x) and R2
(x) have to be found by using the method of
undetermined coefficients.
• If α +
βi is not a root of the characteristic equation, then the power k
= 0,
• If α +
βi is a simple root, then k = 1,
• If α +
βi is a double root, then k = 2.
• Differential
Equation with y Missing
y" = f (x,
y’).
Set u = y’. then the new equation
satisfied by v is u’ = f (x, u),
Which is a first order differential equation.
• Differential
Equation with x Missing
y" = f (y,
y’).
Set u = y’. Since
we have
Which is a first order differential equation.
• Free Undamped
Vibrations
The motion of a Mass on a Spring is described by the equation
Where
m is the
stiffness of the spring,
y is
displacement of the mass from equilibrium.
The general
solution is
y = A cos (ω0
t – δ),
where
A is the amplitude
of the displacemet,
ω0
is the fundamental frequency, the period is,
δ is phase
angle of the displacement.
This is
an example of simple harmonic motion.
• Free Damped Vibrations
γ is the
damping coefficient.
There are
3 cases for the general solution:
Case 2. γ2
= 4km (critically damped)
Case 3. γ2 < 4km (underdamped)
• Simple Pendulum
Where θ
is the angular displacement, L is the pendulum length, g is the
acceleration of gravity.
• RLC Circuit
Where I
is the current in an RLC circuit with an ac voltage source V(t)
= E0 sin (ωt).
The general solution is
C1, C2 are constants depending
on initial conditions.
Some Partial Differential Equations
• The Laplace Equation
Applies to
potential energy function u(x, y) in the xy-plane where heat
is allowed to ftow from warm areas to cool ones. The equations of this type are
called parabolic.
• The Heat Equation
• The Wave Equation
Applies to
the displanement u(x, y) of vibrating membranes and other wave
function. The equations of this type are called hyperbolic.
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