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1

1.1
(differential equation)
(classical mechanics)
ds dt = v(t ) s(t )
v(t ) t (
) A + B C d [ A] dt = d [ B] dt = k[ A][ B]
(solution)

1)
2) (ordinary differential equation)
()

F=m

dv
dt

(Newton's second law)

(1 x 2 ) y xy + 2 y = 0

(Chebyshev differential equation) y =

dy
d2y
, y = 2
dx
dx

3) (partial differential equation)


()

2
2u
2 u
=c
t 2
x 2

(1D-wave equation)

4) (order)
5) (degree)

d 2 y 3 dy
= 1+
dx 2
dx

2 3

6) (linear differential equation)


i)
ii) /
iii) (nonlinear function)
7) (nonlinear differential equation)

d 2 y dy
+
+ 4 y = sin x
dx 2 dx
d2y
dy
x 2 + xy + 4 y = x 2
dx
dx

8) n
dny
d n 1 y
dy
a0 ( x) n + a1 ( x) n 1 + " + an 1 ( x) + an ( x) y = f ( x)
dx
dx
dx
a0 ( x), a1 ( x)," , an 1 ( x), an ( x) f ( x) x

(1.1)

dy
+ p ( x) y = f ( x)
dx

(1.2)

d2y
dy
+ p ( x) + q ( x) y = f ( x)
2
dx
dx

(1.3)

9) (homogeneous differential equation) f ( x)


(1.1) f ( x) (nonhomogeneous)
1.1

1)
2)
3)
4)
5)
6)

ODE PDE

2h
+ x2h = 0
xy
x
x
+ v = uv
u
v
dx
= f (t ) x
dt
dx
= x ln t
dt
d 2s
ds
+ sin t + ts = et
2
dt
dt
2
d p dp
+ sin( z ) p = ln z
dz 2 dz

1.2

(integrate)

(integrating factor) (power series solution method)


(analytic) (++)
(numerical method) (+)
()
1.2.1 (integrating factor)

dy
+ p ( x) y = f ( x)
dx

u ( x) u ( x)
u ( x) y u ( x)

dy
d [u ( x) y ]
[ u ( x) ]
+ u ( x) p( x) y =
dx
dx
u ( x) y + u ( x) p ( x) y = u ( x) y + yu ( x)

u ( x)

u ( x) p ( x) = u ( x)
u ( x)
p( x) =
u ( x)
ln u ( x) = p ( x)dx + C1

u ( x) = Ce

p ( x ) dx

= e

p ( x ) dx


y e

p ( x ) dx

p ( x ) dx
p ( x ) dx
+ p ( x) ye
= f ( x )e
d p ( x ) dx
p ( x ) dx
ye
=
f
x
e
(
)
dx

ye

p ( x ) dx

= f ( x )e

p ( x ) dx

C =1

(1.4)

d p ( x ) dx
p ( x ) dx p ( x)
e
=
e
dx

dx + C

(general solution)
p ( x ) dx
p ( x ) dx
p ( x ) dx
y ( x) = e
f ( x)e dx + Ce

(1.5)

(1.5)
u ( x) = exp
y exp

( p( x)dx)

( p( x)dx)

1.2.1
xy 2 y = x 2

(standard form)

dy
+ p ( x) y = f ( x)
dx

2
y y = x
x

(standard form)

p( x) = 2 x
2

p( x) dx = x dx = 2 ln x = ln x
e

p ( x ) dx

= eln x =

1
x2

(integrating factor)

standard form 1 x 2
y 2 y 1

=
x 2 x3 x
d y 1
=
dx x 2 x
y
1
= dx = ln x + C
2
x
x
2
y = x ( ln x + C )

(general solution)

1.2.2 (power series solution method)



d2y
dy
+ p ( x) + q ( x) y = 0
2
dx
dx

Frobenius-Fuchs method
1) p( x) q( x) (regular) x = 0

y ( x) = a x
=0

(a 0)

(1.6)

2) p( x) q( x) (singular) () x p( x) x 2 q( x)
x = 0

y ( x) = a x + k
=0

(a 0)

(1.7)

3) p( x) q( x) x = 0 x p( x) x 2 q( x)

y ( x) = a x
=0

y ( x) = a0 + a1 x + a2 x 2 + " + a x + "

y( x) = 0 + a1 + 2a2 x + " + a x 1 + " = a x 1


=0

y( x) = 0 + 0 + 2a2 + " + ( 1) a x 2 + "

= ( 1) a x 2
=0

( 1) a x

a x

=1

=2

y ( x) = a x + k
=0

y ( x) = a0 + a1 x + a2 x 2 + " + a x + " x k
y( x) = a0 kx k 1 + a1 (1 + k ) x k + a2 ( 2 + k ) x1+ k
+ " + a ( + k ) x + k 1 + "

= a ( + k ) x + k 1
=0

y( x) = a0 k (k 1) x k 2 + a1 (1 + k ) kx k 1 + a2 ( 2 + k )(1 + k ) x1+ k 1
+ " + a ( + k )( + k 1) x + k 2 + "

= a ( + k )( + k 1) x + k 2
=0

1.2.2
xy + 2 y + xy = 0

y + p( x) y + q( x) y = 0
2
y + y = 0
x
p( x) 2 x q( x) 1
y +

(standard form)

p( x) q( x) x = 0
p ( x = 0) 2 0

p( x) singular

q ( x) 1

q( x) regular
xp( x) regular
x 2 q( x) regular

xp( x) 2
x 2 q ( x) x 2

p( x) q( x) 2

y ( x) = a x + k
=0

y( x) = a ( + k ) x + k 1
=0

y( x) = a ( + k )( + k 1) x + k 2
=0

y , y y xy + 2 y + xy = 0

a ( + k )( + k 1) x

+ k 1

=0

=0

=0

+2 a ( + k ) x + k 1 + a x + k +1 = 0

a ( + k ) x +k 1 ( + k 1) + 2 + a x +k +1 = 0
=0

=0

a ( + k )( + k + 1) x

+ k 1

=0

+ a x + k +1 = 0
=0

a ( + k )( + k + 1) x

=0

+k 2

+ a x + k = 0
=0

(index) + 2 (dummy index)

= + 2=0

a + 2 ( + k + 2 )( + k + 3) x + k + a x + k = 0
=0

2 summation
a0 ( k )( k + 1) x

k 2

+ a1 (k + 1)(k + 2) x

k 1

+ a + 2 ( + k + 2 )( + k + 3) x
=0

+k

+ a x + k = 0
=0

a0 k ( k + 1) x k 2 + a1 (k + 1)(k + 2) x k 1 + a + 2 ( + k + 2 )( + k + 3) + a x + k = 0
=0

k 2

k 1

+k

x , x x
a0 k ( k + 1) = 0
(a)
(b)
a1 ( k + 1) (k + 2) = 0
a + 2 ( + k + 2 )( + k + 3) + a = 0
(c)
(a) ( x k 2 )
indicial equation
(c) (recursion formula)
( a + 2 a )
(a)
k = 0 k = 1 a0 0

a1 (b)
a1 ( 0 + 1) (0 + 2) = 0
k = 0 ,
a1 = 0

k = 1 ,

a1 ( 1 + 1) (1 + 2) = 0

a1 =

arbitrary constant ()

(c) recursion formula


a + 2 ( + k + 2 )( + k + 3) + a = 0

a + 2 =

a
( + k + 2 )( + k + 3)

(d)

k (d) 2
k = 0

a
( + 2 )( + 3)
a
a
= 0 a2 = 0 = 0
23
3!
a
= 1 a3 = 1 = 0
3 4
a0
a
a
= 2 a4 = 2 =
= 0
4 5 2 3 4 5 5!
= 3 a5 = 0
a0
a
a
= 4 a6 = 4 =
= 0
67
2 3 4 5 6 7
7!
a + 2 =

#
(1) j a0
a2 j =
( 2 j + 1)!

k = 1

j = 0, 1, 2, ...

(e)

a
( + 1)( + 2 )
(1)a0
a
= 0 a2 =
= 0
2
2!
(1)a1
a
= 1 a3 =
= 1
23
3!
a0
a
(1)a2
= 2 a4 =
=
= 0
3 4
2 3 4 4!
(1)a3
a1
a
= 3 a5 =
=
= 1
45
2 3 4 5 5!
a + 2 =

#
(1) j a0
a2 j =
(2 j )!

a2 j +1 =

(1) j a1
(2 j + 1)!

j = 0, 1, 2, ...

(f)

j = 0, 1, 2, ...

(g)

(e) k = 0

=0

=0

y ( x) = a x + k = a x

y ( x) = a0 + a1 x + a2 x 2 + a3 x3 + a4 x 4 + a5 x5 + a6 x 6 + "
a
a
a
y ( x) = a0 0 x 2 + 0 x 4 0 x 6 + "
3!
5!
7!
1
1
1

y ( x) = a0 1 x 2 + x 4 x 6 + "
5!
7!
3!

(f) (g) k = 1

y ( x) = a x + k = a x 1
=0

=0

y ( x) = a0 x + a1 x + a2 x1 + a3 x 2 + a4 x3 + a5 x 4 + a6 x5 + "
a
a
a
a
y ( x) = a0 x 1 + a1 0 x 1 x 2 + 0 x 3 + 1 x 4 + "
2!
3!
4!
5!
1
1
1

y ( x) = a0 x 1 x + x 3 + " + a1 1 x 2 + x 4 + "
2!
4!
5!

3!

k = 0 linearly dependent k = 1
0

k = 0 k = 1
k = 0
xy + 2 y + xy = 0
1
1
1

y ( x) = a0 x 1 x + x 3 + " + a1 1 x 2 + x 4 + "
2!
4!
5!

3!

j 2 j 1
j 2j

(1) x
(1) x
y ( x) = a0
+ a1
(2 j )!
j =0
j = 0 (2 j + 1)!

y ( x) = a x
y ( x) = a x + k () a

1.2.3 (numerical method)



(analytic) (numerical method) ()
(
)
(Euler method)
(differential equation) () (difference equation)
()
dy
= f ( x, y )
dx

(1.8)

(derivation) (1.8)
dy
y
y ( x + x) y ( x)
= lim
= lim
= f ( x, y )
x
dx x 0 x x 0

y ( x + x) y ( x)
= f ( x, y )
x
y ( x + x) = y ( x) + f ( x, y )x

y ( xn +1 ) = y ( xn ) + f ( xn , yn )x

(1.9)

n = 0, 1, 2, xn+1 = xn + x ; y ( xn +1 ) = yn +1
(1.9) (Euler algorithm) y
xn +1 y xn (iteration) y ( x)

Euler method
1) f ( x, y )
2) y ( x) x0
3) x n
4) f ( x, y) ( x0 , y0 )
5) i 1 n y ( xi ) = y ( xi 1 ) + f ( xi 1 , yi 1 )x [ update
f ( xi , yi ) ]
6) y ( x) x y
f ( x, y )
n

10 1

(1.9)
(
)
y ( xn +1 ) = y ( xn ) + f ( xn , yn )x +

f ( xn , yn )
(x) 2 f ( xn , yn )
+ f ( xn , yn )

2
x
y

(1.10)

(1.10) improved Euler method

1) (First order approximation of Taylor series expansion)


y ( x0 + x) y ( x0 ) + y ( x0 ) x

2) (Second order approximation of Taylor series expansion)


y ( x0 + x) y ( x0 ) + y ( x0 ) x +

1
y ( x0 ) x 2
2!

1.2.3
v + v = g ;

v(0) = 0
g

= 0.01 s 1 g = 9.8 ms1 analytic solution v(t ) = (1 e t )


y = f ( x, y )
v = g v = f (t , v)

v =

dv
dt

(1.10)

f (tn , vn )
(t ) 2 f (tn , vn )
+ f (tn , vn )
v(tn +1 ) = v(tn ) + f (tn , vn )t +

v
2 t
f (tn , vn ) = g vn

f (tn , vn )
= 0;
t

(a)

f (tn , vn )
=
v

(a)
(t ) 2
( g vn )( )
v(tn +1 ) = v(tn ) + ( g vn ) t +
2

(t ) 2
v(tn +1 ) = v(tn ) + ( g vn ) t

(t ) 2
v(n + 1) = v(n) + ( g v(n) ) t

t = 100 s t n

n = 10
v(0) = 0 ()

11

n = 0 ( v(1) v(0) )

0.01(100) 2
v(1) = v(0) + ( 9.8 0.01v(0) ) 100

= 0 + ( 9.8 0 )(100 50 )

= 490

n = 1 ( v(2) v(1) )

0.01(100) 2
v(2) = v(1) + ( 9.8 0.01v(1) ) 100

= 490 + ( 9.8 4.9 )(100 50 )


= 735

analytic solution:

v(t ) = g (1 e t ) / .

improved Euler method


t
analytic solution
v(t )

12 1
1.2
dy

y tan t = 1 , < t <


dt
2
2
2
d y
2) Airy
xy = 0
dx 2
d2y
dy
3) (1 x 2 ) 2 + 2 x + 2 y = 0
dx
dx
dv
4)
+ v = g ,
v(0) = 0
dt
dy
5) = 5t 3 y , y (0) = 2
dt

1)

[ integrating factor]
[ power series solution]
[ power series solution]
[ analytic method]
[ numerical method, t = 0.05 ]

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