Chapter 10: Problem 5
Solve the given initial-value problem. $$y^{\prime \prime}-3 y^{\prime}+2 y=\delta(t-1), \quad y(0)=1, \quad y^{\prime}(0)=0$$
Short Answer
Expert verified
The solution of the given initial-value problem is:
\[y(t) = \boxed{\frac{1}{3} e^{t} + \frac{2}{3} e^{2t} + G(t,1)},\]
where \(G(t,1)\) is the Green's function given by:
\[G(t,1) = \begin{cases}
\frac{e^{2}-e}{3} e^{t} + e e^{2t} & t < 1 \\
e^{2t+1} & t > 1
\end{cases}.\]
Step by step solution
01
Find the Homogeneous Solution
To find the homogeneous solution, we solve the homogeneous equation without the forcing term,
\[y'' - 3y' + 2y = 0.\]
This is a second-order linear ODE with constant coefficients. The characteristic equation corresponding to the homogeneous equation is given by:
\[r^2 - 3r + 2 = 0.\]
Solve it to get the roots \(r_1 = 1\) and \(r_2 = 2\). Therefore, the general solution for the homogeneous equation is:
\[y_h(t) = C_1 e^{t} + C_2 e^{2t},\]
where \(C_1\) and \(C_2\) are constants to be determined by the initial conditions.
02
Find the Particular Solution
To find the particular solution, we consider the forced equation:
\[y'' - 3y' + 2y = \delta(t-1).\]
We are going to find a Green's function, \(G(t,\tau)\), such that:
\[y_p(t) = \int_{}^{} G(t,\tau) \delta(\tau-1) d\tau.\]
We start by finding the general Green's function for the linear ODE problem. For this, consider \(y'' - 3y' + 2y = \delta(t-\tau)\). This ODE can be split into two equations for \(t<\tau\) and \(t>\tau\):
1. \(t < \tau: \quad y'' - 3y' + 2y = 0\)
2. \(t > \tau: \quad y'' - 3y' + 2y = 0\)
The general solutions for both equations will be different than our homogeneous solution \(y_h(t)\):
1. \(t < \tau: \quad G(t,\tau) = A_1(\tau) e^{t} + B_1(\tau) e^{2t}\)
2. \(t > \tau: \quad G(t,\tau) = A_2(\tau) e^{t} + B_2(\tau) e^{2t}\)
Now, we have to impose jump conditions at \(t=\tau\):
1. \(G(\tau,\tau^{-}) = G(\tau,\tau^{+})\)
2. \(G'(\tau,\tau^{-}) - G'(\tau,\tau^{+}) = 1\)
Solve these equations to find:
1. \(A_1(\tau)=\dfrac{e^{2\tau}-e^{\tau}}{3}\); \(B_1(\tau)=e^{\tau}\)
2. \(A_2(\tau)=0\), \(B_2(\tau)=e^{2\tau}\)
So, the Green's function is given by:
\[G(t,\tau) = \begin{cases}
\frac{e^{2\tau}-e^\tau}{3} e^{t} + e^\tau e^{2t} & t < \tau \\
e^{2t+\tau} & t > \tau
\end{cases}\]
Therefore, the particular solution is given by:
\[y_p(t) = \int_{}^{} G(t,\tau) \delta(\tau-1) d\tau = G(t,1).\]
03
Apply the Initial Conditions
The complete solution is the sum of the homogeneous and particular solutions,
\[y(t) = y_h(t) + y_p(t) = C_1 e^{t} + C_2 e^{2t} + G(t,1).\]
Apply the initial conditions \(y(0) = 1\) and \(y'(0) = 0\) to find:
\[1 = C_1 + C_2 + G(0,1), \quad 0 = C_1 + 2C_2 + G'(0,1).\]
Solving for \(C_1\) and \(C_2\), we get:
\[C_1 = \dfrac{1}{3}\] and \[C_2 = \dfrac{2}{3}.\]
Substitute the values of \(C_1\) and \(C_2\) to get the solution of the given initial-value problem:
\[y(t) = \boxed{\frac{1}{3} e^{t} + \frac{2}{3} e^{2t} + G(t,1)}.\]
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Initial-Value Problem
An initial-value problem is a differential equation accompanied by specific values, called initial conditions, which the solution must satisfy at a certain point. In the given exercise, we have:
- The differential equation: \( y'' - 3y' + 2y = \delta(t-1) \)
- Initial conditions: \( y(0) = 1 \) and \( y'(0) = 0 \)
Homogeneous Solution
The homogeneous solution is obtained by setting the right-hand side of the differential equation to zero and solving the resulting equation. This part deals with the equation:
- \( y'' - 3y' + 2y = 0 \)
- \( r^2 - 3r + 2 = 0 \)
- \( y_h(t) = C_1 e^t + C_2 e^{2t} \)
Particular Solution
Finding the particular solution involves addressing the non-homogeneous part of the differential equation, in this case, the delta function \( \delta(t-1) \). The particular solution accounts for how the input or forcing function affects the system. In this example, this part greatly influences the solution at \( t = 1 \). To find the particular solution:
- We use a Green's function, \( G(t, \tau) \).
- The Green's function helps determine how a system responds to an impulsive force, like the delta function, at a point in time.
- \( y_p(t) = \int G(t, \tau) \delta(\tau-1) d\tau = G(t, 1) \)
Green's Function
The Green's function is a fundamental solution used to solve non-homogeneous linear differential equations with specified boundary conditions. It acts as an influence function representing the system's response at a point in time due to an impulsive input like the Dirac delta function.
To find Green's function for our differential equation, we consider:
To find Green's function for our differential equation, we consider:
- For \( t < \tau \): The equation has a different form of the homogeneous solution, \( G(t, \tau) = A_1(\tau) e^t + B_1(\tau) e^{2t} \).
- For \( t > \tau \): Another homogeneous form, \( G(t, \tau) = A_2(\tau) e^t + B_2(\tau) e^{2t} \).
- Jump condition ensures \( G'(\tau, \tau^-) - G'(\tau, \tau^+) = 1 \), inducing a step change.
- Solve this system to calculate the Green's function, adapting the solution to the impulse at \( t = 1 \).