Course Summary Notes MATH2038
Course Summary Notes MATH2038
Course Summary Notes MATH2038
y ′ + p(x)y = f (x).
dy M (x, y) dy
=− or M (x, y) + N (x, y) = 0,
dx N (x, y) dx
is exact if
∂M ∂N
(x, y) = (x, y).
∂y ∂x
The solution is
u(x, y) = constant,
where u(x, y) is obtained by solving
∂u ∂u
= M (x, y), = N (x, y).
∂x ∂y
e−P (x)
Z
y2 (x) = y1 (x) dx , P ′ (x) = p(x) .
y12
1
Wronskian Let y1 (x) and y2 (x) be solutions of the ODE in Equation (1). Then
the Wronskian of y1 (x) and y2 (x) is defined to be
y1 (x) y2 (x)
W [y1 , y2 ](x) = = y1 (x)y2′ (x) − y1′ (x)y2 (x).
y1′ (x) y2′ (x)
The Wronskian satisfies Abel’s identity,
dW
+ p(x)W = 0.
dx
Provided p(x) is continuous in the interval [a, b], we have:
(a) The Wronskian is either identically zero, or vanishes nowhere in the interval.
(b) At any point x0 ∈ [a, b], W [y1 , y2 ](x0 ) ̸= 0 iff the solutions y1 , y2 are linearly
independent, and W (x0 ) = 0 iff the solutions y1 , y2 are linearly dependent.
2
Euler Equations
d2 y dy
ax2 + bx + cy = 0 where a, b, c are constants.
dx2 dx
This may be solved by looking for a solution of the form y = xk and substituting
into the equation. This tells us that k must be a root of the auxiliary equation
ak 2 + (b − a)k + c = 0. (3)
y(x) = (A + B ln x)xk .
3
FOURIER SERIES
A convergence theorem If a function f (x) with period 2L is piecewise contin-
uous on (−L, L) then the Fourier series of f (x);
∞ h
1 X nπx nπx i
f (x) = a0 + an cos + bn sin
2 n=1
L L
where
1 w
L nπx
an = f (x) cos dx, n = 0, 1, 2, 3, . . .
L L
−L
1 w
L nπx
bn = f (x) sin dx, n = 1, 2, 3, . . .
L L
−L
converges to f (x) at points of continuity and to the mean value 12 (f (x+ ) + f (x− ))
at points at which the left and right-hand derivatives of f (x) both exist.
2w
L nπx
bn = 0, an = f (x) cos dx
L0 L
4
LAPLACE TRANSFORMS
Definition If f (t) is defined for all positive t then the Laplace transform, denoted
by f˜(s) or L [f (t)] is defined by
w∞
f˜(s) = e−st f (t) dt
0
where the parameter s is assumed real. (In some cases this will only be defined for
s bigger than some constant and in some cases the transformation is not defined
for any s)
Definition: If there exist real constants M , α and t0 such that |f (t)| < M eαt for
t > t0 , then f (t) is said to be of exponential order α as t → ∞.
(iv) Shift: L [f (t − a)H(t − a)] = e−as f˜(s), where H(t) is the Heaviside function.
n
d
n n
(v) Multiplication by t : L [t f (t)] = − f˜(s)
ds
w∞
f (t) f (t)
(vi) Division by t: L = f˜(u) du, provided lim exists.
t s
t→0 t
5
Initial Value Theorem
lim f (t) = lim sf˜(s)
t→0 s→∞
1 wω
L [f (t)] = −ωs
e−st f (t) dt
1−e 0
L [f0 (t)]
=
1 − e−ωs
where f0 (t) = (1 − H(t − ω))f (t).
w
"t #
f˜(s)g̃(s) = L f (τ )g(t − τ ) dτ = L [(f ∗ g)(t)]
0
6
Table of Special Laplace transforms
f (t) f˜(s)
1
1
s
n!
tn , (n = 0, 1, . . . )
sn+1
Γ(α + 1)
tα , (α > −1)
sα+1
1
eat
s−a
a
sin(at)
s2 + a2
s
cos(at)
s2 + a2
a
sinh(at)
s2 − a2
s
cosh(at)
s2 − a2
1
teat
(s − a)2
(n − 1)!
tn−1 eat
(s − a)n
e−sa
H(t − a)
s
δ(t − a) e−sa
1 1
√ √
πt s
p
2 t/π s−3/2
1
J0 (t) √
1 + s2