lecture23 - Differential Equations & Linear Algebra...

Info iconThis preview shows pages 1–10. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Differential Equations & Linear Algebra Lecture 23 Jianli XIE Email: xjl@sjtu.edu.cn Department of Mathematics, SJTU Fall 2010 Contents Two-point boundary value problems Contents Two-point boundary value problems Eigenvalue problems Contents Two-point boundary value problems Eigenvalue problems Fourier series Partial differential equations In many important physical problems there are two or more independent variables, so the corresponding mathematical models involve partial, rather than ordinary, differential equations. One important method for solving PDEs is separation of variables. This method essentially transforms the PDE into a set of ordinary differential equations. Usually the solution will be then expressed as an infinite series. In many cases, we ultimately need to deal with a series of sines and/or cosines, or Fourier series. We will mainly study two simple equations arising from heat conduction and vibration of an elastic string. Initial conditions and boundary conditions Up to this point we have dealt with initial value problems, consisting of a differential equation together with suitable initial conditions at a given point. A typical example is y 00 + p ( t ) y + q ( t ) y = g ( t ) , (1) with initial conditions y ( t ) = y , y ( t ) = y . (2) Physical applications often lead to another type of problem, in which the value of the dependent variable or its derivative is specified at two different points. Such conditions are called boundary conditions . Two-point boundary value problems A differential equation and suitable boundary conditions form a two-point boundary value problem . A typical example is y 00 + p ( x ) y + q ( x ) y = g ( x ) , (3) with boundary conditions y ( α ) = y , y ( β ) = y 1 . (4) The solution of the boundary value problem (3), (4) is a function y = φ ( x ) that satisfies both (3) in the interval α < x < β and (4). Usually, we first seek the general solution of the differential equation and then use the boundary conditions to determine the values of the arbitrary constants. No existence and uniqueness for solutions If the function g ( x ) = 0 for all x and if the boundary values y = y 1 = 0 , then the boundary value problem (3), (4) is called homogeneous . Otherwise, the problem is nonhomogeneous . Although the initial value problem and the boundary value problem may appear to be quite similar, their solutions differ in some very important ways. Under mild conditions, initial value problems are certain to have a unique solution. On the other hand, boundary value problems under similar conditions may have a unique solution, but they may also have no solution, or in some cases, have infinitely many solutions. A homogeneous problem always has at least one solution y = 0 . Example Example Solve the boundary value problem y 00 + 2 y = 0 , y (0) = 1 , y ( π ) = 0 . (5) Solution The general solution of the differential equation (5) is y = c 1 cos √ 2 x + c 2 sin √ 2 x. (6) Plugging in boundary conditions for (6), we have...
View Full Document

This note was uploaded on 05/17/2011 for the course ME 255 taught by Professor Jianlixie during the Fall '10 term at Shanghai Jiao Tong University.

Page1 / 34

lecture23 - Differential Equations & Linear Algebra...

This preview shows document pages 1 - 10. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online