{VERSION 5 0 "IBM INTEL NT" "5.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "Hyperlink" -1 17 "" 0 1 0 128 128 1 2 0 1 0 0 0 0 0 0 1 }{CSTYLE "2D Comment" 2 18 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 } {CSTYLE "" -1 256 "" 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 }{PSTYLE "Normal " -1 0 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }0 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "Heading 1" 0 3 1 {CSTYLE "" -1 -1 "" 1 18 0 0 0 0 0 1 0 0 0 0 0 0 0 0 }1 0 0 0 8 4 0 0 0 0 0 0 -1 0 } {PSTYLE "List Subitem" 14 256 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }0 0 0 -1 -1 -1 3 12 0 0 0 0 273 0 }{PSTYLE "" 0 257 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 258 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 259 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 260 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 261 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 262 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE " " 0 263 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 264 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 265 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 266 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 267 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 268 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 269 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 270 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "List Subitiem" 14 271 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }0 0 0 -1 -1 -1 3 12 0 0 0 0 -1 0 }{PSTYLE "" 0 272 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 273 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 0 274 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }} {SECT 0 {EXCHG {PARA 269 "" 0 "" {TEXT -1 0 "" }}{PARA 257 "" 0 "" {TEXT -1 41 "ORDINARY DIFFERENTIAL EQUATIONS POWERTOOL" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 270 "" 0 "" {TEXT -1 38 "Unit 4 -- First-Or der Linear Equations" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 265 "" 0 "" {URLLINK 17 "Prof. Douglas B. Meade" 4 "http://www.math.sc.edu/~m eade/" "" }}{PARA 258 "" 0 "" {URLLINK 17 "Industrial Mathematics Inst itute" 4 "http://www.math.sc.edu/~IMI/" "" }}{PARA 259 "" 0 "" {URLLINK 17 "Department of Mathematics" 4 "http://www.math.sc.edu/" " " }}{PARA 260 "" 0 "" {URLLINK 17 "University of South Carolina" 4 "ht tp://www.sc.edu/" "" }}{PARA 261 "" 0 "" {TEXT -1 19 "Columbia, SC 292 08\n" }}{PARA 263 "" 0 "" {TEXT -1 7 "URL: " }{URLLINK 17 "http://ww w.math.sc.edu/~meade/" 4 "http://www.math.sc.edu/~meade/" "" }}{PARA 264 "" 0 "" {TEXT -1 25 "E-mail: meade@math.sc.edu" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 262 "" 0 "" {TEXT -1 38 "Copyright \251 2001 b y Douglas B. Meade" }}{PARA 266 "" 0 "" {TEXT -1 19 "All rights reserv ed" }}{PARA 268 "" 0 "" {TEXT -1 0 "" }}{PARA 267 "" 0 "" {TEXT -1 67 "-------------------------------------------------------------------" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{SECT 0 {PARA 3 "" 0 "" {TEXT -1 17 "Outline of Unit 4" }} {EXCHG {PARA 0 "" 0 "" {HYPERLNK 17 "4.A" 1 "" "4.A" }{TEXT -1 38 " St ructure of Solutiosn to Linear ODEs" }}{PARA 0 "" 0 "" {HYPERLNK 17 "4 .B" 1 "" "4.B" }{TEXT -1 48 " Integrating Factor for a First-Order Lin ear ODE" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "" {TEXT -1 14 "Initialization" }}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 8 "restart;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "with( DEtools );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "wit h( plots );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 15 "with( linalg );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "4.A" {TEXT -1 41 "4.A Structure of Solutions to Linear ODEs" } }{EXCHG {PARA 0 "" 0 "" {TEXT -1 37 "The general first-order linear OD E is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 48 "lin_ode := diff( x(t), t ) + p(t) * x(t) = f(t);" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 31 "Note that, in general, this is " }{TEXT 256 3 "not" } {TEXT -1 17 " a separable ODE." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 35 "odeadvisor( lin_ode, [separa ble] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 3 "If " }{XPPEDIT 18 0 "p(t)" "6#-%\"pG6#%\"t G" }{TEXT -1 5 " and " }{XPPEDIT 18 0 "f(t)" "6#-%\"fG6#%\"tG" }{TEXT -1 94 " are both constants, then the ODE is separable. In this case, t he solution can be found as in " }{HYPERLNK 17 "Unit 3" 1 "unit03.mws " "" }{TEXT -1 31 ". The solution that is found is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 49 "lin_ode_con st := subs( p(t)=a, f(t)=b, lin_ode );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 41 "odeadvisor( lin_ode_const, [separable] );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "infolevel[dsolve] := 3:" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 52 "lin_ode_const_soln := dsolve( lin_ode_const, x(t) ); " }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "infolevel[dsolve] := 0:" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 91 "The structure of this solution is important. The term inv olving the constant of integration" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 52 "soln_h := x(t) = coeff(rhs( lin_ode_const_soln),_C1);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 43 "is a solution of the homogen ous ODE (i.e., " }{XPPEDIT 18 0 "b=0" "6#/%\"bG\"\"!" }{TEXT -1 1 ")" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 46 "odetest( soln_h, subs( b=0, lin_ode_const ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 17 "The constant term" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 56 "soln_p := x(t) = subs( _C1=0, rhs(l in_ode_const_soln) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" } }}{EXCHG {PARA 0 "" 0 "" {TEXT -1 40 "is a solution to the non-homogen eous ODE" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 33 "odetest( soln_p, lin_ode_const );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 361 "An y solution that satisfies the full ODE is called a particular solution . It is a general property of linear equations that the general soluti on can be written as the sum of the general solution to the homogeneou s equation and any solution to the non-homogeneous equation. This stru cture will appear again when higher-order ODEs and systems of ODEs are studied." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 " " {MPLTEXT 1 0 0 "" }}}}{SECT 0 {PARA 3 "" 0 "4.B" {TEXT -1 51 "4.B In tegrating Factor for a First-Order Linear ODE" }}{EXCHG {PARA 0 "" 0 " " {TEXT -1 173 "Knowledge of the structure of solutions to linear ODEs is important, but does not provide too much information about finding solutions to the general first-order linear ODE." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "lin_ode;" }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 93 "The general procedure for solving a first-order linear OD E is to find an integrating factor, " }{XPPEDIT 18 0 "mu(t)" "6#-%#muG 6#%\"tG" }{TEXT -1 40 ", for the ODE. That is, find a function " } {XPPEDIT 18 0 "mu(t)" "6#-%#muG6#%\"tG" }{TEXT -1 41 " such that when \+ the ODE is multiplied by " }{XPPEDIT 18 0 "mu(t)" "6#-%#muG6#%\"tG" } {TEXT -1 94 " the left-hand side of the resulting equation can be writ ten as the derivative of the product " }{XPPEDIT 18 0 "mu(t) * x(t)" " 6#*&-%#muG6#%\"tG\"\"\"-%\"xG6#F'F(" }{TEXT -1 64 ". The general formu la for the integrating factor for this ODE is" }}{PARA 274 "" 0 "" {TEXT -1 1 " " }{XPPEDIT 18 0 "mu(t) = exp( int( p(t), t ) )" "6#/-%#m uG6#%\"tG-%$expG6#-%$intG6$-%\"pG6#F'F'" }{TEXT -1 1 "." }}{PARA 0 "" 0 "" {TEXT -1 83 "The advantage that this presents is that the differe ntial equation now has the form" }}{PARA 272 "" 0 "" {XPPEDIT 18 0 "di ff( X(t), t ) = F(t)" "6#/-%%diffG6$-%\"XG6#%\"tGF*-%\"FG6#F*" }{TEXT -1 1 "," }}{PARA 0 "" 0 "" {TEXT -1 6 "where " }{XPPEDIT 18 0 "X(t) = \+ mu(t)*x(t)" "6#/-%\"XG6#%\"tG*&-%#muG6#F'\"\"\"-%\"xG6#F'F," }{TEXT -1 5 " and " }{XPPEDIT 18 0 "F(t) = mu(t)*f(t)" "6#/-%\"FG6#%\"tG*&-%# muG6#F'\"\"\"-%\"fG6#F'F," }{TEXT -1 89 ". The explicit general soluti on of this equation can be found by direct integration to be" }}{PARA 273 "" 0 "" {XPPEDIT 18 0 "X(t)" "6#-%\"XG6#%\"tG" }{TEXT -1 3 " = " } {XPPEDIT 18 0 "Int( diff(X(t), t ), t )" "6#-%$IntG6$-%%diffG6$-%\"XG6 #%\"tGF,F," }{TEXT -1 3 " = " }{XPPEDIT 18 0 "Int( F(t), t ) + C" "6#, &-%$IntG6$-%\"FG6#%\"tGF*\"\"\"%\"CGF+" }{TEXT -1 1 "." }}{PARA 0 "" 0 "" {TEXT -1 61 "To conclude, the solution to the original ODE is fou nd using " }{XPPEDIT 18 0 "x(t) = X(t)/mu(t)" "6#/-%\"xG6#%\"tG*&-%\"X G6#F'\"\"\"-%#muG6#F'!\"\"" }{TEXT -1 89 ". Instead of writing the gen eral formula, implement this approach for a specific problem." }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 16 "Consider \+ the ODE" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 55 "lin_ode1 := diff( x(t), t ) + x(t)/(t+1) = ln(t)/(t+1 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 " " 0 "" {TEXT -1 17 "In this problem, " }{XPPEDIT 18 0 "p(t)=1/(t+1)" " 6#/-%\"pG6#%\"tG*&\"\"\"F),&F'F)F)F)!\"\"" }{TEXT -1 5 " and " } {XPPEDIT 18 0 "f(t) = ln(t)/(t+1)" "6#/-%\"fG6#%\"tG*&-%#lnG6#F'\"\"\" ,&F'F,F,F,!\"\"" }{TEXT -1 33 ". Thus, the integrating factor is" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 45 "int_fact := mu(t) = exp( Int( 1/(t+1), t ) );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 31 "int_fact1 := value( int_fact );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 4 "The " }{HYPERLNK 17 "DEtools" 2 "DEtools" "" }{TEXT -1 18 " package contains " }{HYPERLNK 17 "intfactor" 2 "DEtools,intfactor" " " }{TEXT -1 77 ", a procedure that will find an integrating factor for problems of this type." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 22 "intfactor( lin_ode1 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "ode2 := subs( int_fact1, mu(t)*lin_ode1 );" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 148 "While this equation is rather complicated, the definitio n of the integrating factor allows us to replace the left-hand side wi th a single derivative" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 61 "ode3 := subs( int_fact1, Diff( mu(t )*x(t), t ) ) = rhs(ode2);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 62 "This differential equation can be solved by direct integration" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 31 "int_ode3 := map(Int, ode3 , t );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 147 "The left-hand side is trivial to evaluate, Map le does a fine job with the right-hand side. The result, after adding \+ the constant of integration, is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 62 "q1 := subs( int_fact1, mu(t) *x(t) ) = int( rhs(ode3), t ) + C;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 63 "The explicit \+ general solution to this first-order linear ODE is" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 37 "expl_soln : = op(solve( q1, \{x(t)\} ));" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 81 "That this solution satis fies the original differential equation is confirmed with" }}{PARA 0 " " 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 31 "odet est( expl_soln, lin_ode1 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 89 "To emphasize the structure of this solution, the homogeneous and particular solutions are" }} {PARA 0 "" 0 "" {TEXT -1 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 44 "soln_h := x(t) = coeff( rhs(expl_soln), C );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 44 "soln_p := x(t) = subs( C=0, rhs(expl_soln)) ;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 15 "as confirmed by" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}} {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 35 "odetest( soln_h, lhs(lin_ode 1)=0 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 28 "odetest( soln_p, lin_ode1 );" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}} {EXCHG {PARA 0 "" 0 "" {TEXT -1 9 "[Back to " }{HYPERLNK 17 "ODE Power tool Table of Contents" 1 "unit00.mws" "" }{TEXT -1 1 "]" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{MARK "0 0 0" 0 }{VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 }{PAGENUMBERS 0 1 2 33 1 1 }