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Unformatted text preview: MA 36600 LECTURE NOTES: MONDAY, FEBRUARY 16 Second Order Differential Equations Linear Equations. We briefly recall some facts about differential equations which we have seen over the past few weeks. Recall that we use the notation y ( n ) = d n y dt n to denote the n th derivative. We say that an equation of the form F t, y, y (1) , ..., y ( n ) = 0 is an n th order differential equation . In particular, we can express the highest order derivative in terms of the lower order derivatives: d n y dt n = G t, y, y (1) , ..., y ( n- 1) for some function G ( t,y 1 ,y 2 ,...,y n ). When n = 2, we call an equation of the form d 2 y dt 2 = G t, y, dy dt a second order differential equation . Recall that a first order differential equation is said to be a linear equation if it is in the form dy dt = G ( t, y ) where G ( t,y ) = g ( t )- p ( t ) y for some functions p ( t ) and g ( t ). Similarly, we say that a second order differential equation is a linear equation if it is in the form d 2 y dt 2 = G t, y, dy dt where G ( t, y 1 , y 2 ) = g ( t )- q ( t ) y- p ( t ) dy dt for some functions p ( t ), q ( t ), and g ( t ). Any second order differential equation which cannot be placed in this form is called a nonlinear equation . Equivalently, we say that a second order differential equation is linear if it is in the form d 2 y dt 2 + p ( t ) dy dt + q ( t ) y = g ( t ) . We mention in passing that sometimes we consider second order differential equations in the form a ( t ) y 00 + b ( t ) y + c ( t ) y = f ( t ) . Upon dividing both sides by a ( t ), we can place this equation in the one above, where p ( t ) = b ( t ) a ( t ) , q ( t ) = c ( t ) a ( t ) , and g ( t ) = f ( t ) a ( t ) ....
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