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DifferentialEquationsLecture2

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title: Differential Equations 2
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@@ -15,6 +16,9 @@ The lecture on differential equations consists of three parts, each with their o
## Higher order linear differential equations
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# Higher order linear differential equations
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In the previous lecture, we focused on first order linear differential equations
as well as systems of such equations. In this lecture we switch focus to DE's
@@ -213,11 +217,15 @@ $$f(x) = e^{\lambda_1 x}, \ x e^{\lambda_1 x} , \ \cdots, \ x^{m_{1}-1} e^{\lamb
$$f_1(x)=e^{0 x} = 1, \ f_{2}(x) = x e^{0 x} = x. $$
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## Partial differential equations: Separation of variables
<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/I4ghpYsFLFY?rel=0" frameborder="0" allow="accelerometer; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
### Definitions and examples
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# Partial differential equations
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A partial differential equation (PDE) is an equation involving a function of two or
more indepenedent variables and derivatives of said function. These equations
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in the figure below, regardless of the initial slope, the curves never reach $0$
when $x=L$.
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![image](figures/DE2_1.png)
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<img src="figures/DE2_1.png" width="650">
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For boundary value problems like this, there are only solutions for particular
eigenvalues $\lambda$. Coming back to the example, it turns out that solutions
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These are still very special solutions. We will begin discussing next how to
obtain the general solution in our example.
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## Self-adjoint differential operators
<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/p4MHW0yMMvY?rel=0" frameborder="0" allow="accelerometer; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
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## Self-adjoint differential equations: Connection to Hilbert spaces! ##
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As we hinted was possible earlier, let us re-write the previous equation by
defining a linear operator, $L$, acting on the space of functions which satisfy
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