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Friday, May 17, 2019

Second-order linear differential equation

A second-order linear differential equation has the form
p(x)d2ydx2+Q(x)dydx+R(x)y=G(x).
If G(x)=0, for all x, such equations are called homogeneous linear equations.
If G(x)0, the equation is called nonhomogeneous.

For homogeneous and constant coefficient equations,
ay
the solution is shown below.

Assume the solution has this form: e^{rx}. We will get
ar^2+br+c=0,
\Delta=b^2-4ac,
r_1=\frac{-b+\sqrt{\Delta}}{2a},
r_2=\frac{-b-\sqrt{\Delta}}{2a}.
For \Delta>0,   the solution is                     c_1e^{r_1x}+c_2e^{r_2x}.
       \Delta=0,   r_1=r_2                          c_1e^{r_1x}+c_2xe^{r_2x}.
       \Delta<0,   r=\alpha\pm i\beta         e^{\alpha x}(c_1\cos(\beta x) + c_2\sin(\beta x)).

Reference:
https://www.stewartcalculus.com/data/CALCULUS%20Concepts%20and%20Contexts/upfiles/3c3-2ndOrderLinearEqns_Stu.pdf

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