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N-th order linear DE Constant Coeff variable Coeff Homog(find yp) 4.3 NON-HOMOG (find yp) Annihilator Approach 4.5 Variational of Parameters 4.6 Cauchy-Euler 4.7 Ch 6 Series Point Sec 6.2: Solutions About Singular Points 0 x Ordinary 6.1 0 x 0 n n n cx Singular 6.2 0 x 0 n r n n cx

N-th order linear DE

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Sec 6.2: Solutions About Singular Points. N-th order linear DE. Constant Coeff. variable Coeff. Cauchy-Euler 4.7. Ch 6 Series Point. Homog( find y p ) 4.3. NON-HOMOG (find y p ). Annihilator Approach 4.5. Variational of Parameters 4.6. Ordinary 6.1. Singular 6.2. - PowerPoint PPT Presentation

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Page 1: N-th order linear DE

N-th order linear DE

Constant Coeff variable Coeff

Homog(find yp)4.3

NON-HOMOG(find yp)

Annihilator Approach

4.5

Variational of Parameters

4.6

Cauchy-Euler4.7

Ch 6 SeriesPoint

Sec 6.2: Solutions About Singular Points

0x

Ordinary6.1

0x

0

nn

n

c x

Singular6.2

0x

0

n rn

n

c x

Page 2: N-th order linear DE

Singular PointsDefinition:

( )f x Is analytic at 0xIF: Can be represented by power series centerd at 0x( )f x

(i.e) 00

( ) ( )nnn

f x c x x

with R>0 0x x R

Definition:

0x Is an ordinary point of the DE (*)

'' ( ) ' ( ) 0 (*)y P x y Q x y IF: are analytic at

0x( ) and ( )P x Q x

A point that is not an ordinary point of the DE(*) is said to be singular point

Special Case: Polynomial Coefficients

2 1 0( ) '' ( ) ' ( ) 0 a x y a x y a x y

2 0

2 0

( ) 0 singular point( ) 0 ordinary point

a x xa x x

:Example21) ( 25) '' 2 ' 0x y xy y

2 22) (x -4) '' 3( 2) ' 5 0y x y y

3) '' 2 ' 8 0xy xy y

Page 3: N-th order linear DE

Regular Singular Points

Definition:

0x Is a regular singular point of the DE (*)

'' ( ) ' ( ) 0 (*)y P x y Q x y IF: are analytic at

0x( ) ( )p x and q x

A singular point that is not a regular singular point of the DE(*) is said to be irregular singular point

:Example2 22) ( - 4) '' 3( 2) ' 5 0x y x y y

3) '' 2 ' 8 0xy xy y

20 0where ( ) ( ) ( ) ( ) ( ) ( )p x x x P x and q x x x Q x

Page 4: N-th order linear DE

Frobenius’ Theorem

:Example

Theorem 6.2: 2 1 0( ) '' ( ) ' ( ) 0 a x y a x y a x y

0

1) There exists at least one solution in the form

( )n rnc x x

IF is a regular

singular point

0x

0

2) The series will convereg at least on some interval 0 -x x R

X=2 is a regular singular point . We can find at least one sol in the form

0

( 2)n rn

n

c x

with 0 2x R

2 2 ( - 4) '' 3( 2) ' 5 0x y x y y

Page 5: N-th order linear DE

Frobenius’ Theorem

:Example

Theorem 6.2: 2 1 0( ) '' ( ) ' ( ) 0 a x y a x y a x y

0

1) There exists at least one solution in the form

( )n rnc x x

IF is a regular

singular point

0x

0

2) The series will convereg at least on some interval 0 -x x R

X=0 is a regular singular point . We can find at least one sol in the form

0

n rn

n

c x

with 0 x R

'' 2 ' 8 0xy xy y

We need to find all Cn

and r

Page 6: N-th order linear DE

Frobenius’ Theorem

Theorem 6.2: 2 1 0( ) '' ( ) ' ( ) 0 a x y a x y a x y

0

1) There exists at least one solution in the form

( )n rnc x x

IF is a regular

singular point

0x

0

2) The series will convereg at least on some interval 0 -x x R

What is the difference between •Frobenius Theroem•Theorem for ordinary point

3

Page 7: N-th order linear DE

Frobenius’ TheoremTheorem 6.2:

2 1 0( ) '' ( ) ' ( ) 0 a x y a x y a x y

0

1) There exists at least one solution in the form

( )n rnc x x

IF is a regular

singular point

0x

0

2) The series will convereg at least on some interval 0 -x x R

Theorem 6.1: Existence of Power Series Solutions

2 1 0( ) '' ( ) ' ( ) 0 a x y a x y a x y

1 2

0 0

1)We can find two-linearly independent ,

in the form ( ) with nn

y y

c x x x x R IF is an

ordinary point

0x

02) R = distance from x to the closest singular point (incl: complex points)

Page 8: N-th order linear DE

Frobenius’ Theorem

:Example

X=0 is a regular singular point . We can find at least one sol in the form

0

n rn

n

c x

Solve: '' 0xy y We need to find all Cn

and r

1 2 3 40 1 2 3 4

r r r r ry c x c x c x c x c x

1 1 2 30 1 2 3 4' (1 ) (2 ) (3 ) ( 4)r r r r ry rc x r c x r c x r c x r c x

2 10 1 2

1 23 4

'' ( 1) (1 ) (2 )(1 )

+(3 )(2 ) ( 4)(3 )

r r r

r r

y r r c x r rc x r r c x

r r c x r r c x

1 1

0 1 2

2 33 4

'' ( 1) (1 ) (2 )(1 )

+(3 )(2 ) ( 4)(3 )

r r r

r r

xy r r c x r rc x r r c x

r r c x r r c x

Page 9: N-th order linear DE

Indicial Equations ( indicial roots)

indicial equation is a quadratic equation in r that results from equating the total coefficient of the lowest power of x to zero

:Example '' 0xy y ( 1) 0r r indicial equation

indicial roots 1 21 0r r

Page 10: N-th order linear DE

Indicial Equations ( indicial roots)

indicial equation is a quadratic equation in r that results from equating the total coefficient of the lowest power of x to zero

:Example '' 0xy y ( 1) 0r r indicial equation

indicial roots 1 21 0r r

'' ( ) ' ( ) 0 (*)y P x y Q x y 2where ( ) ( ) ( ) ( )p x xP x and q x x Q x

0 0a = (0) b = (0)p and q

indicial equation 0 0( 1) 0r r a r b

Page 11: N-th order linear DE

Indicial Equations ( indicial roots)

:Example

3 '' ' 0xy y y (3 2) 0r r indicial equation

'' ( ) ' ( ) 0 (*)y P x y Q x y 2where ( ) ( ) ( ) ( )p x xP x and q x x Q x

0 0a = (0) b = (0)p and q

indicial equation

0 0( 1) 0r r a r b

Find the indicial roots:

:Example

2 '' (1 ) ' 0xy x y y (2 1) 0r r indicial equation Find the indicial roots:

Page 12: N-th order linear DE

Method of Solutions

Find the indicial equations and roots: r1 > r2

Case I: 1 2

1 2

positive integer, distinct realr rr r

11

0

n rn

n

y c x

2

20

n rn

n

y c x

Case III: 1 2r r 11

0

n rn

n

y c x

2 sec 4.2y

Case II: 1 2

1 2

=positive integer, distinct realr rr r

11

0

n rn

n

y c x

22

0

n rn

n

y c x

2 sec 4.2y

Page 13: N-th order linear DE

Method of Solutions

Case III: 1 2r r 11

0

n rn

n

y c x

2 sec 4.2y

Case II: 1 2

1 2

=positive integer, distinct realr rr r

11

0

n rn

n

y c x

22

0

n rn

n

y b x

12 1

0

( ) ln n rn

n

y y x x b x

22 1

0

( ) ln n rn

n

y y x x b x