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Commit 78c0ad88 authored by Scarlett Gauthier's avatar Scarlett Gauthier
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1 merge request!8Differential Equations Lecture 1
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......@@ -28,6 +28,7 @@ equation, $n-1$ initial conditions are necessary. To understand why we need
initial conditions, look at the following example.
!!! check "Example: Initial conditions"
Consider the following calculus problem,
$$\dot{f}(x)=x. $$
......@@ -48,6 +49,7 @@ Essentially initial conditions are needed when solving differential equations so
that unknowns resulting from integration may be determined.
!!! info Terminology for Differential Equations
1. If a differential equation does not explicitly contain the
independent variable $t$, it is called an *autonomous equation*.
2. If the largest derivative in a differential equation is of first order,
......@@ -91,6 +93,7 @@ to this type of equation are
$$x(t) = F(t) + c. $$
!!! check "Example: First order linear differential equation with constant coefficients"
Given the equation
$$\dot{x}(t)=t, $$
......@@ -115,6 +118,7 @@ solution! Having a specific form for the function $f(x)$ can often makes it
possible to solve either implicitly or explicity for the function $x(t)$.
!!! check "Example: Autonomous first order linear differential equation with constant coefficients"
Given the equation
$$\dot{x} = \lambda x, $$
......@@ -163,6 +167,7 @@ Given this form of general solution, knowledge of specific functions $f, g$ woul
make it possible to solve for $x(t)$.
!!! check "Example: First order linear differential equation with coefficient t"
Let us apply the above strategy to the following equation,
$$\dot{x}= t x^2 .$$
......@@ -254,7 +259,7 @@ each arrow. The position of each of the little cars is determined by an initial
condition. Since the field lines do not cross, and the cars begin on different
field lines, they will remain on different field lines.
![image](figures/Phase_portrait_with_cars.png)
<img src="figures/Phase_portrait_with_cars.png" width="700">
If $**f**(**x**)$ is not crazy, for axample if it is continuous and
differentiable, then it is possible to prove the following two properties for
......@@ -265,7 +270,49 @@ a system of first order linear DE's
initial condition and the equation i.e. we know where each point "came from"
$**x**(t'<t)$.
# Systems of linear first order differential equations
## Homogeneous systems ##
Any homogeneous system of first order linear DE's can be written in the form
$$\dot{**x**} = **A**(t) **x**, $$
where $**A**$ is a linear operator. The system is called homogeneous because it
does not contain an additional term which is not dependent on $**x**$ (for
example an additive constant or an additional function depending only on t).
An important property of such a system is *linearity*, which has the following
implictions
1. If $**x**(t)$ is a solution then $c **x**(t)$ is as well, for some constant c
2. If $**x**(t)$ and $**y**(t)$ are both solutions, then so is $a **x**(t)+ b **y**(t)$,
where a and b are both constants.
These properties have special importance for modelling physical systems, due to
the principle of superposition, which is especially important in quantum physics,
as well as electromagnetism and fluid dynamics. For example in electromagnetism
when there are four charges arranged in a square acting on a test charge
located within the square, it is sufficient to sum the individual forces in
order to find the total force. Physically, this is the principle of superposition,
and mathematically superposition is linearity and applies to linear models.
### General Solution ###
For a system of $n$ linear first order DE's with $n \times n$ linear operator
$**A**(t)$, the general solution can be written as
$$**x**(t) = c_1 **\phi**_1 (t) + c_2 **\phi**_2 (t) + \cdots + c_n **\phi**_n (t),$$
where $\{**\phi**_1 (t), **\phi**_2(t), \cdots, **\phi**_n (t) \}$ are $n$
independent soutions which form a basis for the solution space, and
$c_1, c_2, \cdots c_n$ are constants.
$\{**\phi**_1 (t), **\phi**_2(t), \cdots, **\phi**_n (t) \}$ are a basis if and
only if they are linearly independent for fixed $t$:
$$det \big{(}**\phi**_1 (t) | **\phi**_2 (t) | \cdots | **\phi**_n (t) \big{)} \neq 0.$$
If this condition holds for one $t$, it holds for all $t$.
......
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