diff --git a/semester3/analysis-ii/analysis-ii-cheat-sheet.pdf b/semester3/analysis-ii/analysis-ii-cheat-sheet.pdf index 500e111..aa5bc5e 100644 Binary files a/semester3/analysis-ii/analysis-ii-cheat-sheet.pdf and b/semester3/analysis-ii/analysis-ii-cheat-sheet.pdf differ diff --git a/semester3/analysis-ii/parts/diffeq/linear-ode/00_intro.tex b/semester3/analysis-ii/parts/diffeq/linear-ode/00_intro.tex index e878acd..1cc50a4 100644 --- a/semester3/analysis-ii/parts/diffeq/linear-ode/00_intro.tex +++ b/semester3/analysis-ii/parts/diffeq/linear-ode/00_intro.tex @@ -5,19 +5,21 @@ An ODE is considered linear if and only if the $y$s are only scaled and not part $y^{(k)} + a_{k - 1}y^{(k - 1)} + \ldots + a_1 y' + a_0 y = b$, with $a_i$ and $b$ functions in $x$. If $b(x) = 0 \smallhspace \forall x$, \bi{homogeneous}, else \bi{inhomogeneous}\\ % -\shorttheorem For open $I \subseteq \R$ and $k \geq 1$, for lin. ODE over $I$ with cont. $a_i$ we have: -\begin{enumerate} +\shorttheorem For open $I \subseteq \R$ and $k \geq 1$, for lin. ODE over $I$ with continuous $a_i$ we have: +\rmvspace +\begin{enumerate}[noitemsep] \item Set $\mathcal{S}$ of $k \times$ diff. sol. $f: I \rightarrow \C (\R)$ of the eq. is a complex (real) subspace of complex (real)-valued func. over $I$ \item $\dim(\mathcal{S}) = k \smallhspace\forall x_0 \in I$ and any $(y_0, \ldots, y_{k - 1}) \in \C^k$, exists unique $f \in \mathcal{S}$ s.t. $f(x_0) = y_0, f'(x_0) = y_1, \ldots, f^{(k - 1)}(x_0) = y_{k - 1}$. If $a_i$ real-valued, same applies, but $\C$ replaced by $\R$. - \item Let $b$ cont. on $I$. Exists solution $f_0$ to inhom. lin. ODE and $\mathcal{S}_b$ is set of funct. $f + f_0$ where $f \in \mathcal{S}$\\ + \item Let $b$ continuous on $I$. Exists solution $f_0$ to inhom. lin. ODE and $\mathcal{S}_b$ is set of funct. $f + f_0$ where $f \in \mathcal{S}$ \end{enumerate} The solution space $\mathcal{S}$ is spanned by $k$ functions, which thus form a basis of $\mathcal{S}$. If inhomogeneous, $\mathcal{S}$ not vector space. \shade{gray}{Finding solutions (in general)} -\begin{enumerate}[label=\bi{(\arabic*)}] - \item Find basis $\{ f_1, \ldots, f_k \}$ for $\mathcal{S}_0$ for homogeneous equation (set $b(x) = 0$). - \item If inhom. find $f_p$ that solves the equation. The set of solutions $\mathcal{S}_b = \{ f_h + f_p \divides f_h \in \mathcal{S_0} \}$. - \item If initial conditions, find equations $\in \mathcal{S}_b$ which fulfill conditions using SLE (as always) +\rmvspace +\begin{enumerate}[label=\bi{(\arabic*)}, noitemsep] + \item Find basis $\{ f_1, \ldots, f_k \}$ for $\mathcal{S}_0$ for homogeneous equation (set $b(x) = 0$) (i.e. find homogeneous part, solve it) + \item If inhomogeneous, find $f_p$ that solves the equation. The set of solutions is then $\mathcal{S}_b = \{ f_h + f_p \divides f_h \in \mathcal{S}_0 \}$. + \item If there are initial conditions, find equations $\in \mathcal{S}_b$ which fulfill conditions using SLE (as always) \end{enumerate} diff --git a/semester3/analysis-ii/parts/diffeq/linear-ode/01_order-one.tex b/semester3/analysis-ii/parts/diffeq/linear-ode/01_order-one.tex index ef133e7..360a1f6 100644 --- a/semester3/analysis-ii/parts/diffeq/linear-ode/01_order-one.tex +++ b/semester3/analysis-ii/parts/diffeq/linear-ode/01_order-one.tex @@ -1,7 +1,12 @@ \newsectionNoPB \subsection{Linear differential equations of first order} -\shade{gray}{Homogeneous equation} Move all $y$ to one side and all other vars to other. Integrate both - +\rmvspace \shortproposition Solution of $y' + ay = 0$ is of form $f(x) = z e^{-A(x)}$ with $A$ anti-derivative of $a$ -\TODO Improve procedure with notes from session \& SPAM +\rmvspace +\shade{gray}{Imhomogeneous equation} +\rmvspace +\begin{enumerate}[noitemsep] + \item Plug all values into $y_p = \int b(x) e^{A(x)}$ ($A(x)$ in the exponent instead of $-A(x)$ as in the homogeneous solution) + \item Solve and the final $y(x) = y_h + y_p$. For initial value problem, determine coefficient $z$ +\end{enumerate} diff --git a/semester3/analysis-ii/parts/diffeq/linear-ode/02_constant-coefficient.tex b/semester3/analysis-ii/parts/diffeq/linear-ode/02_constant-coefficient.tex index 996bbae..9d1804a 100644 --- a/semester3/analysis-ii/parts/diffeq/linear-ode/02_constant-coefficient.tex +++ b/semester3/analysis-ii/parts/diffeq/linear-ode/02_constant-coefficient.tex @@ -2,6 +2,29 @@ \subsection{Linear differential equations with constant coefficients} The coefficients $a_i$ are constant functions of form $a_i(x) = k$ with $k$ constant, where $b(x)$ can be any function.\\ % -\shade{gray}{Homogeneous Equation} Find \textit{characteristic polynomial} (of form $\lambda^k + a_{k - 1} \lambda^{k - 1} + \ldots + a_1 \lambda + a_0$ for order $k$ lin. ODE with coefficients $a_i$). -Find the roots of polynomial. The solution space is given by $\{ x^{v_j - 1} e^{\gamma_i x} \divides v_j \in \N, \gamma_i \in \R \}$ where $v_j$ is the multiplicity of the root $\gamma_i$. -For $\gamma_i = \alpha + \beta i \in \C$, we have $e^{\alpha x}\cos(\beta x)$, $e^{\alpha x}\sin(\beta x)$. +\shade{gray}{Homogeneous Equation}\rmvspace +\begin{enumerate}[noitemsep] + \item Find \textit{characteristic polynomial} (of form $\lambda^k + a_{k - 1} \lambda^{k - 1} + \ldots + a_1 \lambda + a_0$ for order $k$ lin. ODE with coefficients $a_i \in \R$). + \item Find the roots of polynomial. The solution space is given by $\{ z_j \cdot x^{v_j - 1} e^{\gamma_i x} \divides v_j \in \N, \gamma_i \in \R \}$ where $v_j$ is the multiplicity of the root $\gamma_i$. + For $\gamma_i = \alpha + \beta i \in \C$, we have $z_1 \cdot e^{\alpha x}\cos(\beta x)$, $z_2 \cdot e^{\alpha x}\sin(\beta x)$, representing the two complex conjugated solutions. +\end{enumerate} + +\rmvspace +\shade{gray}{Inhomogeneous Equation}\rmvspace +\begin{enumerate}[noitemsep] + \item \bi{(Case 1)} $b(x) = c x^d e^{\alpha x}$, with special cases $x^d$ and $e^{\alpha x}$: + $f_p = Q(x) e^{\alpha x}$ with $Q$ a polynomial with $\deg(Q) \leq j + d$, where $j$ is multiplicity of root $\alpha$ (if $P(\alpha) \neq 0$, then $j = 0$) of characteristic polynomial + \item \bi{(Case 2)} $b(x) = c x^d \cos(\alpha x)$, or $b(x) = c x^d \sin(\alpha x)$: + $f_p = Q_1(x) \cdot \cos(\alpha x) + Q_2(x9 \cdot \sin(\alpha x))$, + where $Q_i(x)$ a polynomial with $\deg(Q_i) \leq d + j$, where $j$ is the multiplicity of root $\alpha i$ (if $P(\alpha i) \neq 0$, then $j = 0$) of characteristic polynomial +\end{enumerate} + +\rmvspace\shade{gray}{Other methods}\rmvspace +\begin{itemize}[noitemsep] + \item \bi{Change of variable} Apply substitution method here, substituting for example for $y' = f(ax + by + c)$ $u = ax + by$ to make the integral simpler. + Mostly intuition-based (as is the case with integration by substitution) + \item \bi{Separation of variables} For equations of form $y' = a(y) \cdot b(x)$ (NOTE: Not linear), + we transform into $\frac{y'}{a(y)} = b(x)$ and then integrate by substituting $y'(x) dx = dy$, changing the variable of integration. + Solution: $A(y) = B(x) + c$, with $A = \int \frac{1}{a}$ and $B(x) = \int b(x)$. + To get final solution, solve for the above equation for $y$. +\end{itemize}