diff --git a/src/differential_equations_2.md b/src/differential_equations_2.md index a2ca1996723a33fbef9803b4eee308faa861989f..17ab7f748ae6334ace6c93f42ce2982aa9d3f452 100644 --- a/src/differential_equations_2.md +++ b/src/differential_equations_2.md @@ -145,7 +145,124 @@ which form the basis are given as $$f(x) = e^{\lambda_1 x}, \ x e^{\lambda_1 x} , \ \cdots, \ x^{m_{1}-1} e^{\lambda_1 x}, \ etc.$$ +---ADD PROOF HERE--- +!!! check "Example: Second order homogeneous linear DE with constant coefficients" + Consider the equation + + $$y'' + Ey = 0.$$ + + Let us reduce this second order equation to a system of two first order + equations. Define + + $$y_1=y$$ + $$y_2=y'.$$ + + Writing $**y**= \begin{bmatrix} + y_1 \\ + y_2 \\ + \end{bmatrix}$, the DE can be written, + + $$\dot{**y**} = \begin{bmatrix} + y_2 \\ + -E y_1 \\ + \end{bmatrix}$$ + $$\dot{**y**} = \begin{bmatrix} + 0 & 1 \\ + -E & 0 \\ + \end{bmatrix} \begin{bmatrix} + y_1 \\ + y_2 \\ + \end{bmatrix}.$$ + + The characteristic polynomial of this equation is + + $$P(\lambda) = \lambda^2 + E.$$ + + There are three cases for the possible solutions, depending upon the value + of E. + + **Case 1: $E>0$** + For ease of notation, define $E=k^2$ for some constant $k$. The + characteristic polynomial can then be factored as + + $$P(\lambda) = (\lambda+ i k)(\lambda - i k). $$ + + Following our formulation for the solution, the two basis functions for the + solution space are + + $$f_1(x) = e^{i k x}, \ f_2=e^{- i k x}.$$ + + Alternatively, the trigonometric functions can serve as basis functions, + since they are linear combinations of $f_1$ and $f_2$ which remain linearly + independent, + + $$\Tilde{f_1}(x)=cos(kx), \ \Tilde{f_2}(x)=sin{kx}.$$ + + **Case 2: $E<0$** + This time, define $E=-k^2$, for constant $k$. The characteristic polynomial + can then be factored as + + $$P(\lambda) = (\lambda+ k)(\lambda - k).$$ + + The two basis functions for this solution are then + + $$f_1(x)=e^{k x}, \ f_2(x) = e^{-k x}.$$ + + **Case 3: $E=0$** + In this case, there is a repeated eigenvalue (equal to $0$), since the + characteristic polynomial reads + + $$P(\lambda) = (\lambda-0)^2.$$ + + Hence the basis functions for the solution space read + + $$f_1(x)=e^{0 x} = 1, \ f_{2}(x) = x e^{0 x} = x. $$ + +# Partial differential equations + +A partial differential equation (PDE) is an equation involving a function of two or +more indepenedent variables and derivatives of said function. These equations +are classified similarly to ordinary differential equations (the subject of +our earlier study). For example, they are called linear if no terms such as + +$$\frac{\partial y(x,t)}{\partial x} \cdot \frac{d y(x,t)}{\partial t} \ or $$ +$$\frac{\partial^2 y(x,t)}{\partial x^2} y(x,t)$$ + +occur. A PDE can be classified as $n$-th order accorind to the highest +derivative order of either variable occuring in the equation. For example, the +equation + +$$\frac{\partial^3 f(x,y)}{\partial x^3} + \frac{\partial f(x,t)}{\partial t} = 5$$ + +is a $3$-rd order equation because of the third derivative with respect to x +in the equation. + +To begin, we demonstrate that PDE's are of fundamental importance in physics, +especially in quantum physics. In particular, the Schr\"{o}dinger equation, +which is of central importance in quantum physics is a partial differential +equation with respect to time and space. This equation is very important +because it describes the evolution in time and space of the entire description +of a quantum system $\psi(x,t)$, which is known as the wavefunction. + +For a free particle in one dimension, the Schr\"{o}dinger equation is + +$$i \hbar \frac{\partial \psi(x,t)}{\partial t} = - \frac{\hbar^2}{2m} \frac{\partial^2 \psi(x,t)}{\partial x^2}. $$ + +When we studied ODEs, an initial condition was necessary in order to fully +specify a solution. Similarly, in the study of PDEs an initial condition is +required but now boundary conditions are also required. Going back to the +intuitive discussion from the lecture on ODEs, each of these conditions is +necassary in order to specify an integration constant that occurs in solving +the equation. In partial differential equations at least one such constant will +arise from the time derivative and likewise at least one from the spatial +derivative. + +For the Schr\"{o}dinger equation, we could supply the initial conditions + +$$\psi(x,0)= \psi_{0}(x) \ & \ \psi(0,t) = \psi{t, L} = 0.$$ +This particular set of boundary conditions corresponds to a particle in a box, +a basic situation which comes up often in quantum physics. \ No newline at end of file