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How to Analytically Solve this PDE?
How to solve this PDE?Coordinate method for solving first order linear PDESolving a PDE: basic first-order hyperbolic equation $u_t = -u_x$PDE/ODE question, nonhomogeneousHow to solve this linear hyperbolic PDE analytically?How to solve this Quasi-linear PDE?Question on PDE concepts (Introductory course)A way of solving this PDE? (Other than method of characteristics)When solving PDE, why this ansatz?How can you solve this PDE analytically?
$begingroup$
Thanks for looking at my question. I'm working through/self-studying the second edition of Partial Differential Equations: An Introduction by Walter A. Strauss.
On page three, example two, he says
"Solve the PDE $u_xx + u = 0$. Again, its really an ODE with an extra variable y. We know how to solve the ODE, so the solution is $u = f(y)cos(x) + g(y)sin(x)$, where again $f(y)$ and $g(y)$ are two arbitrary functions of $y$. You can easily check this formula by differentiating twice to verify that $u_xx = -u$."
What I don't understand is how he gets $u = f(y)cos(x) + g(y)sin(x)$.
He says it's basically just an ODE with an extra variable y, but I'm not quite seeing that. I was able to understand Example 1 before it and Example 3 after it, and I can sort of see that this PDE is similar to the ODE form $y'' + y = 0$, but it's just been a hot minute since I've solved an ODE like this. I see it's homogenous, and one could use the method of integrating factors for it, but since this is a PDE I'm not sure how to solve this. My initial guess of $C_1e^r_1t + C_2e^r_2t$ didn't work, so I'm not sure how they got what they got for $u$. I get that when you integrate with respect to $x$ the constant you get is a function of $y$, but that's all I understand about this problem. Could someone show me how Walter got his solution for $u$, please? Thanks.
ordinary-differential-equations pde
$endgroup$
add a comment |
$begingroup$
Thanks for looking at my question. I'm working through/self-studying the second edition of Partial Differential Equations: An Introduction by Walter A. Strauss.
On page three, example two, he says
"Solve the PDE $u_xx + u = 0$. Again, its really an ODE with an extra variable y. We know how to solve the ODE, so the solution is $u = f(y)cos(x) + g(y)sin(x)$, where again $f(y)$ and $g(y)$ are two arbitrary functions of $y$. You can easily check this formula by differentiating twice to verify that $u_xx = -u$."
What I don't understand is how he gets $u = f(y)cos(x) + g(y)sin(x)$.
He says it's basically just an ODE with an extra variable y, but I'm not quite seeing that. I was able to understand Example 1 before it and Example 3 after it, and I can sort of see that this PDE is similar to the ODE form $y'' + y = 0$, but it's just been a hot minute since I've solved an ODE like this. I see it's homogenous, and one could use the method of integrating factors for it, but since this is a PDE I'm not sure how to solve this. My initial guess of $C_1e^r_1t + C_2e^r_2t$ didn't work, so I'm not sure how they got what they got for $u$. I get that when you integrate with respect to $x$ the constant you get is a function of $y$, but that's all I understand about this problem. Could someone show me how Walter got his solution for $u$, please? Thanks.
ordinary-differential-equations pde
$endgroup$
$begingroup$
You're usually given boundary conditions.
$endgroup$
– Shogun
7 hours ago
add a comment |
$begingroup$
Thanks for looking at my question. I'm working through/self-studying the second edition of Partial Differential Equations: An Introduction by Walter A. Strauss.
On page three, example two, he says
"Solve the PDE $u_xx + u = 0$. Again, its really an ODE with an extra variable y. We know how to solve the ODE, so the solution is $u = f(y)cos(x) + g(y)sin(x)$, where again $f(y)$ and $g(y)$ are two arbitrary functions of $y$. You can easily check this formula by differentiating twice to verify that $u_xx = -u$."
What I don't understand is how he gets $u = f(y)cos(x) + g(y)sin(x)$.
He says it's basically just an ODE with an extra variable y, but I'm not quite seeing that. I was able to understand Example 1 before it and Example 3 after it, and I can sort of see that this PDE is similar to the ODE form $y'' + y = 0$, but it's just been a hot minute since I've solved an ODE like this. I see it's homogenous, and one could use the method of integrating factors for it, but since this is a PDE I'm not sure how to solve this. My initial guess of $C_1e^r_1t + C_2e^r_2t$ didn't work, so I'm not sure how they got what they got for $u$. I get that when you integrate with respect to $x$ the constant you get is a function of $y$, but that's all I understand about this problem. Could someone show me how Walter got his solution for $u$, please? Thanks.
ordinary-differential-equations pde
$endgroup$
Thanks for looking at my question. I'm working through/self-studying the second edition of Partial Differential Equations: An Introduction by Walter A. Strauss.
On page three, example two, he says
"Solve the PDE $u_xx + u = 0$. Again, its really an ODE with an extra variable y. We know how to solve the ODE, so the solution is $u = f(y)cos(x) + g(y)sin(x)$, where again $f(y)$ and $g(y)$ are two arbitrary functions of $y$. You can easily check this formula by differentiating twice to verify that $u_xx = -u$."
What I don't understand is how he gets $u = f(y)cos(x) + g(y)sin(x)$.
He says it's basically just an ODE with an extra variable y, but I'm not quite seeing that. I was able to understand Example 1 before it and Example 3 after it, and I can sort of see that this PDE is similar to the ODE form $y'' + y = 0$, but it's just been a hot minute since I've solved an ODE like this. I see it's homogenous, and one could use the method of integrating factors for it, but since this is a PDE I'm not sure how to solve this. My initial guess of $C_1e^r_1t + C_2e^r_2t$ didn't work, so I'm not sure how they got what they got for $u$. I get that when you integrate with respect to $x$ the constant you get is a function of $y$, but that's all I understand about this problem. Could someone show me how Walter got his solution for $u$, please? Thanks.
ordinary-differential-equations pde
ordinary-differential-equations pde
edited 10 hours ago
Matthew Graham
asked 10 hours ago
Matthew GrahamMatthew Graham
19112
19112
$begingroup$
You're usually given boundary conditions.
$endgroup$
– Shogun
7 hours ago
add a comment |
$begingroup$
You're usually given boundary conditions.
$endgroup$
– Shogun
7 hours ago
$begingroup$
You're usually given boundary conditions.
$endgroup$
– Shogun
7 hours ago
$begingroup$
You're usually given boundary conditions.
$endgroup$
– Shogun
7 hours ago
add a comment |
3 Answers
3
active
oldest
votes
$begingroup$
We want to solve $fracpartial^2partial x^2 u(x,y)+u(x,y)=0.$ As you said, we can solve this like an ODE. Let us consider a guess $u(x,y)=c(y)e^rx.$ We make $c$ depend on $y$ because $c(y)$ is still constant in $x$, which is the variable that we're differentiating in. Plugging in such a guess, we get the characteristic equation
$$r^2+1=0,$$ which has imaginary roots at $pm i$, which yields the solution
$$u(x,y)=c(y)cos x+b(y)sin x.$$ So, the mistakes in your interpretation were that your guess should depend on $y$ and that your guess was a perfectly valid one, but you must consider complex roots here.
$endgroup$
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
add a comment |
$begingroup$
Fix an arbitrary value for $y$, say $y_0$. Then let $f(x) =u(x,y_0)$. You can immediately see that $f''+f=0$. This is very common ODE and most people just know that $sin$ and $cos$ are solutions, but if you're unhappy with that you can get there with $exp(omega x)$ solutions and some algebra.
Now we know that $f(x) = A sin(x) + B cos(x)$ for an arbitrary $y_0$. The only thing that can change when we change $y_0$ are the values of constants $A,B$.
This finally leads to conclusion $u(x,y) = A(y)sin(x) + B(y)cos(x)$ and the $A,B$ now functions of $y$ are determined by boundary conditions.
$endgroup$
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
There are a few facts that are always treated as "obvious" in ODEs (because, presumably, you've been thinking about them non-stop since Calc I):
- The derivative of a constant (with respect to any independent variable) is zero.
- The derivative of a polynomial (with respect to its variable) reduces the degree by one.
- The derivative of $f(x) = mathrme^kx$ with respect to $x$ is a constant multiple of $f$. (Precisely, $dfracmathrmdmathrmdx mathrme^kx = k mathrme^kx$.)
- The second derivatives of $g(x) = sin kx$ and $h(x) = cos kx$ with respect to $x$ are constant multiples of $g$ and $h$, respectively. (Precisely, $dfracmathrmd^2mathrmdx^2 sin kx = -k^2 sin x$, and similarly for cosine.) Additionally, odd order derivatives of $g$ and $h$ swap them.
So, when you see "the second derivative of $y$ is the negative of $y$", you should be thinking "sine and cosine" pretty much immediately.
The bullet point about sine and cosine can be rolled into the one about exponentials, so you could have gotten there with your characteristic equation method, but you need to recall what exponentiation does to complex numbers. In particular, you recall $mathrme^mathrmix = cos x + mathrmi sin x$. So what would happen with your characteristic equation is, from
$$ y'' + y = 0 $$
you have the characteristic equation
$$ x^2 + 1 = 0 text. $$
Then the characteristic roots are $pm mathrmi$, so the solutions (with arbitrary constants $c_1$ and $c_2$) are $c_1 mathrme^mathrmi x$ and $c_2 mathrme^-mathrmi x$. These are sines and cosines in disguise: beginalign*
mathrme^mathrmi x &= cos x + mathrmi sin x \
mathrme^-mathrmi x &= cos x - mathrmi sin x text.
endalign*
$endgroup$
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
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3 Answers
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active
oldest
votes
3 Answers
3
active
oldest
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active
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votes
$begingroup$
We want to solve $fracpartial^2partial x^2 u(x,y)+u(x,y)=0.$ As you said, we can solve this like an ODE. Let us consider a guess $u(x,y)=c(y)e^rx.$ We make $c$ depend on $y$ because $c(y)$ is still constant in $x$, which is the variable that we're differentiating in. Plugging in such a guess, we get the characteristic equation
$$r^2+1=0,$$ which has imaginary roots at $pm i$, which yields the solution
$$u(x,y)=c(y)cos x+b(y)sin x.$$ So, the mistakes in your interpretation were that your guess should depend on $y$ and that your guess was a perfectly valid one, but you must consider complex roots here.
$endgroup$
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
add a comment |
$begingroup$
We want to solve $fracpartial^2partial x^2 u(x,y)+u(x,y)=0.$ As you said, we can solve this like an ODE. Let us consider a guess $u(x,y)=c(y)e^rx.$ We make $c$ depend on $y$ because $c(y)$ is still constant in $x$, which is the variable that we're differentiating in. Plugging in such a guess, we get the characteristic equation
$$r^2+1=0,$$ which has imaginary roots at $pm i$, which yields the solution
$$u(x,y)=c(y)cos x+b(y)sin x.$$ So, the mistakes in your interpretation were that your guess should depend on $y$ and that your guess was a perfectly valid one, but you must consider complex roots here.
$endgroup$
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
add a comment |
$begingroup$
We want to solve $fracpartial^2partial x^2 u(x,y)+u(x,y)=0.$ As you said, we can solve this like an ODE. Let us consider a guess $u(x,y)=c(y)e^rx.$ We make $c$ depend on $y$ because $c(y)$ is still constant in $x$, which is the variable that we're differentiating in. Plugging in such a guess, we get the characteristic equation
$$r^2+1=0,$$ which has imaginary roots at $pm i$, which yields the solution
$$u(x,y)=c(y)cos x+b(y)sin x.$$ So, the mistakes in your interpretation were that your guess should depend on $y$ and that your guess was a perfectly valid one, but you must consider complex roots here.
$endgroup$
We want to solve $fracpartial^2partial x^2 u(x,y)+u(x,y)=0.$ As you said, we can solve this like an ODE. Let us consider a guess $u(x,y)=c(y)e^rx.$ We make $c$ depend on $y$ because $c(y)$ is still constant in $x$, which is the variable that we're differentiating in. Plugging in such a guess, we get the characteristic equation
$$r^2+1=0,$$ which has imaginary roots at $pm i$, which yields the solution
$$u(x,y)=c(y)cos x+b(y)sin x.$$ So, the mistakes in your interpretation were that your guess should depend on $y$ and that your guess was a perfectly valid one, but you must consider complex roots here.
edited 10 hours ago
answered 10 hours ago
cmkcmk
1,482214
1,482214
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
add a comment |
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
Thanks for the answer, it is definitely helpful and nicely written. This is a dumb question, but I get where the $r^2$ comes from, but why do you keep the $r$ term? Shouldn't that correspond to the first derivative of a function? Something like $y'' + y' = 0$? Why is it not some constant term, like $a$? Wait, would it correspond to $1$ which creates the complex roots $+i$ and $-i$ which is where the solution comes from? Is that it?
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
I made a typo, fixed!
$endgroup$
– cmk
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
Ah, I see it now, yeah, makes sense now. Is there a way to solve for $c(y)$ and $b(y)$ or would we need initial conditions for those? I was just thinking of Euler's formula which looks similar to the solution here.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
$begingroup$
You're correct, we need (boundary) condition to find our coefficients. As for Euler's formula, this is what allows us to get from our solution $c(y)e^rx$, with $r$ imaginary, to solutions of the form of $sin x$ and $cos x$.
$endgroup$
– cmk
10 hours ago
add a comment |
$begingroup$
Fix an arbitrary value for $y$, say $y_0$. Then let $f(x) =u(x,y_0)$. You can immediately see that $f''+f=0$. This is very common ODE and most people just know that $sin$ and $cos$ are solutions, but if you're unhappy with that you can get there with $exp(omega x)$ solutions and some algebra.
Now we know that $f(x) = A sin(x) + B cos(x)$ for an arbitrary $y_0$. The only thing that can change when we change $y_0$ are the values of constants $A,B$.
This finally leads to conclusion $u(x,y) = A(y)sin(x) + B(y)cos(x)$ and the $A,B$ now functions of $y$ are determined by boundary conditions.
$endgroup$
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
Fix an arbitrary value for $y$, say $y_0$. Then let $f(x) =u(x,y_0)$. You can immediately see that $f''+f=0$. This is very common ODE and most people just know that $sin$ and $cos$ are solutions, but if you're unhappy with that you can get there with $exp(omega x)$ solutions and some algebra.
Now we know that $f(x) = A sin(x) + B cos(x)$ for an arbitrary $y_0$. The only thing that can change when we change $y_0$ are the values of constants $A,B$.
This finally leads to conclusion $u(x,y) = A(y)sin(x) + B(y)cos(x)$ and the $A,B$ now functions of $y$ are determined by boundary conditions.
$endgroup$
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
Fix an arbitrary value for $y$, say $y_0$. Then let $f(x) =u(x,y_0)$. You can immediately see that $f''+f=0$. This is very common ODE and most people just know that $sin$ and $cos$ are solutions, but if you're unhappy with that you can get there with $exp(omega x)$ solutions and some algebra.
Now we know that $f(x) = A sin(x) + B cos(x)$ for an arbitrary $y_0$. The only thing that can change when we change $y_0$ are the values of constants $A,B$.
This finally leads to conclusion $u(x,y) = A(y)sin(x) + B(y)cos(x)$ and the $A,B$ now functions of $y$ are determined by boundary conditions.
$endgroup$
Fix an arbitrary value for $y$, say $y_0$. Then let $f(x) =u(x,y_0)$. You can immediately see that $f''+f=0$. This is very common ODE and most people just know that $sin$ and $cos$ are solutions, but if you're unhappy with that you can get there with $exp(omega x)$ solutions and some algebra.
Now we know that $f(x) = A sin(x) + B cos(x)$ for an arbitrary $y_0$. The only thing that can change when we change $y_0$ are the values of constants $A,B$.
This finally leads to conclusion $u(x,y) = A(y)sin(x) + B(y)cos(x)$ and the $A,B$ now functions of $y$ are determined by boundary conditions.
answered 10 hours ago
RadostRadost
1,24916
1,24916
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
Thanks for the answer. I can see it now.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
There are a few facts that are always treated as "obvious" in ODEs (because, presumably, you've been thinking about them non-stop since Calc I):
- The derivative of a constant (with respect to any independent variable) is zero.
- The derivative of a polynomial (with respect to its variable) reduces the degree by one.
- The derivative of $f(x) = mathrme^kx$ with respect to $x$ is a constant multiple of $f$. (Precisely, $dfracmathrmdmathrmdx mathrme^kx = k mathrme^kx$.)
- The second derivatives of $g(x) = sin kx$ and $h(x) = cos kx$ with respect to $x$ are constant multiples of $g$ and $h$, respectively. (Precisely, $dfracmathrmd^2mathrmdx^2 sin kx = -k^2 sin x$, and similarly for cosine.) Additionally, odd order derivatives of $g$ and $h$ swap them.
So, when you see "the second derivative of $y$ is the negative of $y$", you should be thinking "sine and cosine" pretty much immediately.
The bullet point about sine and cosine can be rolled into the one about exponentials, so you could have gotten there with your characteristic equation method, but you need to recall what exponentiation does to complex numbers. In particular, you recall $mathrme^mathrmix = cos x + mathrmi sin x$. So what would happen with your characteristic equation is, from
$$ y'' + y = 0 $$
you have the characteristic equation
$$ x^2 + 1 = 0 text. $$
Then the characteristic roots are $pm mathrmi$, so the solutions (with arbitrary constants $c_1$ and $c_2$) are $c_1 mathrme^mathrmi x$ and $c_2 mathrme^-mathrmi x$. These are sines and cosines in disguise: beginalign*
mathrme^mathrmi x &= cos x + mathrmi sin x \
mathrme^-mathrmi x &= cos x - mathrmi sin x text.
endalign*
$endgroup$
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
There are a few facts that are always treated as "obvious" in ODEs (because, presumably, you've been thinking about them non-stop since Calc I):
- The derivative of a constant (with respect to any independent variable) is zero.
- The derivative of a polynomial (with respect to its variable) reduces the degree by one.
- The derivative of $f(x) = mathrme^kx$ with respect to $x$ is a constant multiple of $f$. (Precisely, $dfracmathrmdmathrmdx mathrme^kx = k mathrme^kx$.)
- The second derivatives of $g(x) = sin kx$ and $h(x) = cos kx$ with respect to $x$ are constant multiples of $g$ and $h$, respectively. (Precisely, $dfracmathrmd^2mathrmdx^2 sin kx = -k^2 sin x$, and similarly for cosine.) Additionally, odd order derivatives of $g$ and $h$ swap them.
So, when you see "the second derivative of $y$ is the negative of $y$", you should be thinking "sine and cosine" pretty much immediately.
The bullet point about sine and cosine can be rolled into the one about exponentials, so you could have gotten there with your characteristic equation method, but you need to recall what exponentiation does to complex numbers. In particular, you recall $mathrme^mathrmix = cos x + mathrmi sin x$. So what would happen with your characteristic equation is, from
$$ y'' + y = 0 $$
you have the characteristic equation
$$ x^2 + 1 = 0 text. $$
Then the characteristic roots are $pm mathrmi$, so the solutions (with arbitrary constants $c_1$ and $c_2$) are $c_1 mathrme^mathrmi x$ and $c_2 mathrme^-mathrmi x$. These are sines and cosines in disguise: beginalign*
mathrme^mathrmi x &= cos x + mathrmi sin x \
mathrme^-mathrmi x &= cos x - mathrmi sin x text.
endalign*
$endgroup$
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
There are a few facts that are always treated as "obvious" in ODEs (because, presumably, you've been thinking about them non-stop since Calc I):
- The derivative of a constant (with respect to any independent variable) is zero.
- The derivative of a polynomial (with respect to its variable) reduces the degree by one.
- The derivative of $f(x) = mathrme^kx$ with respect to $x$ is a constant multiple of $f$. (Precisely, $dfracmathrmdmathrmdx mathrme^kx = k mathrme^kx$.)
- The second derivatives of $g(x) = sin kx$ and $h(x) = cos kx$ with respect to $x$ are constant multiples of $g$ and $h$, respectively. (Precisely, $dfracmathrmd^2mathrmdx^2 sin kx = -k^2 sin x$, and similarly for cosine.) Additionally, odd order derivatives of $g$ and $h$ swap them.
So, when you see "the second derivative of $y$ is the negative of $y$", you should be thinking "sine and cosine" pretty much immediately.
The bullet point about sine and cosine can be rolled into the one about exponentials, so you could have gotten there with your characteristic equation method, but you need to recall what exponentiation does to complex numbers. In particular, you recall $mathrme^mathrmix = cos x + mathrmi sin x$. So what would happen with your characteristic equation is, from
$$ y'' + y = 0 $$
you have the characteristic equation
$$ x^2 + 1 = 0 text. $$
Then the characteristic roots are $pm mathrmi$, so the solutions (with arbitrary constants $c_1$ and $c_2$) are $c_1 mathrme^mathrmi x$ and $c_2 mathrme^-mathrmi x$. These are sines and cosines in disguise: beginalign*
mathrme^mathrmi x &= cos x + mathrmi sin x \
mathrme^-mathrmi x &= cos x - mathrmi sin x text.
endalign*
$endgroup$
There are a few facts that are always treated as "obvious" in ODEs (because, presumably, you've been thinking about them non-stop since Calc I):
- The derivative of a constant (with respect to any independent variable) is zero.
- The derivative of a polynomial (with respect to its variable) reduces the degree by one.
- The derivative of $f(x) = mathrme^kx$ with respect to $x$ is a constant multiple of $f$. (Precisely, $dfracmathrmdmathrmdx mathrme^kx = k mathrme^kx$.)
- The second derivatives of $g(x) = sin kx$ and $h(x) = cos kx$ with respect to $x$ are constant multiples of $g$ and $h$, respectively. (Precisely, $dfracmathrmd^2mathrmdx^2 sin kx = -k^2 sin x$, and similarly for cosine.) Additionally, odd order derivatives of $g$ and $h$ swap them.
So, when you see "the second derivative of $y$ is the negative of $y$", you should be thinking "sine and cosine" pretty much immediately.
The bullet point about sine and cosine can be rolled into the one about exponentials, so you could have gotten there with your characteristic equation method, but you need to recall what exponentiation does to complex numbers. In particular, you recall $mathrme^mathrmix = cos x + mathrmi sin x$. So what would happen with your characteristic equation is, from
$$ y'' + y = 0 $$
you have the characteristic equation
$$ x^2 + 1 = 0 text. $$
Then the characteristic roots are $pm mathrmi$, so the solutions (with arbitrary constants $c_1$ and $c_2$) are $c_1 mathrme^mathrmi x$ and $c_2 mathrme^-mathrmi x$. These are sines and cosines in disguise: beginalign*
mathrme^mathrmi x &= cos x + mathrmi sin x \
mathrme^-mathrmi x &= cos x - mathrmi sin x text.
endalign*
answered 10 hours ago
Eric TowersEric Towers
34.5k22371
34.5k22371
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
$begingroup$
Ahh, yes, thanks for the answer. I appreciate the thoroughness and how well written it is. Yeah, those facts are definitely at play here. It all makes sense now though.
$endgroup$
– Matthew Graham
10 hours ago
add a comment |
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$begingroup$
You're usually given boundary conditions.
$endgroup$
– Shogun
7 hours ago