• 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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