Solving linear differential equations

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Discussion Overview

The discussion revolves around solving a system of linear differential equations involving two functions, x and y, and their derivatives. Participants explore methods for applying the Laplace transform to derive a characteristic equation, while addressing challenges in the integration process and the handling of terms in the equations.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant presents a system of linear differential equations and attempts to derive a characteristic equation using the Laplace transform, expressing uncertainty about their calculations.
  • Another participant questions the derivation of terms in the integration process, specifically regarding the evaluation of boundary points and the treatment of the function y.
  • A later reply reiterates the concern about the integration variable and the nature of y as a function of t, suggesting that the integration steps may not be valid if y is not linear.
  • There is a discussion about the relationship between two functions and their Laplace transforms, with one participant affirming that if two functions are equal, their transforms are also equal, provided they share a common domain.
  • Participants express frustration with the integration process and the application of the Laplace transform, with one participant considering abandoning the approach due to difficulties encountered.
  • Another participant encourages persistence, suggesting that understanding may come with time and further reflection.

Areas of Agreement / Disagreement

Participants express differing views on the validity of the integration steps and the treatment of the functions involved. There is no consensus on the correct approach to applying the Laplace transform or resolving the integration challenges.

Contextual Notes

Limitations in the discussion include potential missing assumptions regarding the functions involved, the dependence on the linearity of y, and unresolved steps in the integration process. The discussion does not reach a definitive resolution on the correct method for applying the Laplace transform.

tomwilliam2
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I have the following linear differential equations:
##A\dot{x} + By = 0##
##C\dot{y} + Dx = 0##
Where x and y are functions of t, and A through D are constants.
I can solve this fairly easily by differentiating the first equation, rearranging, and removing one of the variables, which gives me a fairly straightforward to solve 2nd order differential equation.
However, my textbook says "these are linear differential equations, whose characteristic equation, in terms of the Laplace Operator, is..." and goes on to produce the same characteristic equation as I get. I understand that when the linear equations get more complicated, you have to use a Laplace transform to solve them. So I thought I'd give it a go, but can't get the same characteristic equation. I'm not sure where I'm going wrong, so if I put my working out here, could someone point me to the mistake(s)?
I'm starting with the first equation:
## F(s) = A \int_{0}^{\infty} \dot{x}e^{-st} dt + B \int_{0}^{\infty} ye^{-st}dt##
Using integration by parts:
##F(s) = A\left(xe^{-st} + s \int_{0}^{\infty}xe^{-st} dt \right) + B/s \left( \int_{0}^{\infty}e^{-st} dt - ye^{-st}\right)##
Now applying integration by parts again:
##F(s) = A\left((xe^{-st} -xe^{-st} - 1/s\right) -By/s - B/s^2 \left(\int_{0}^{\infty}e^{-st} dt\right)##
And I think here I have to apply the limits to clear it up, so:
##F(s) = -A/s - By/s + B/s^2 = \frac{B(1-ys)}{s^2} - \frac{A}{s}##
But I think this has already gone wrong somewhere, as I don't see this becoming a quadratic equation.
Presuming I can fix this integration by parts, what is the next step? To do the same thing with the other linear equation and then equate them?
Thanks in advance for any suggestions.
 
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I don't see where some terms of the second line come from. ##xe^{-st}## needs the be evaluated at the boundary points ##0## and ##\infty##, since that's how partial integration works. In the ##B## term, why did the ##y## disappear? The only think I can think of that I'm missing is that you may have used the differential equations.
 
Lucas SV said:
I don't see where some terms of the second line come from. ##xe^{-st}## needs the be evaluated at the boundary points ##0## and ##\infty##, since that's how partial integration works. In the ##B## term, why did the ##y## disappear? The only think I can think of that I'm missing is that you may have used the differential equations.
Thanks for your comment. I missed out some of the steps, as it was painstaking to write out, but I might have made a mistake somewhere. If I take just the B term:
##F_B(s) = B \int_{0}^{\infty} ye^{-st} dt##
Using integration by parts, we set
##v = y##
##v' = 1##
##u = -\frac{1}{s}e^{-st}##
##u' = e^{-st}##
and ##\int u'v = uv - \int uv'##
So
##B \int_{0}^{\infty} ye^{-st} dt = B \left(-\frac{y}{s}e^{-st} + \frac{1}{s}\int_{0}^{\infty}e^{-st}\right) dt## evaluated between t=0 and t=infinity.
So:
##F_B(s) = B\left(-\frac{y}{s}e^{-st} + \frac{1}{s^2}e^{-st}\right)## from t=0 to t=infinity.
##F_B(s) = \frac{By}{s} - \frac{B}{s^2}##
So that's how I got the result for the B term. Did I make a mistake?
 
Yes you did, your integration variable is ##t## and ##y## is a function of ##t## as stated in the beginning. So ##v'=y'## is only equal to ##1## if ##y## is a linear function with respect to ##t##.
 
Lucas SV said:
Yes you did, your integration variable is ##t## and ##y## is a function of ##t## as stated in the beginning. So ##v'=y'## is only equal to ##1## if ##y## is a linear function with respect to ##t##.
Ah, of course. How silly of me. So I'll go back and try to solve it again. I presume that when I get an expression for the Laplace transform of the first equation, I have to then equate it with the transform of the second equation?
That makes me wonder, if f(x) = g(x), then does L(f) = L(g)? I.e. if two linear equations are equal to each other, then are their laplace transforms also equal to each other?
Thanks again.
 
Last edited:
tomwilliam2 said:
That makes me wonder, if f(x) = g(x), then does L(f) = L(g)? I.e. if two linear equations are equal to each other, then are their laplace transforms also equal to each other?
Yes this is true. If any two objects in mathematics are equal, then you can substitute one for the other in an arbitrary expression. To be more precise you have to say ##f(x)=g(x)## for all ##x\in D##, where ##D## is the common domain of ##f## and ##g## (they need to have common domain in order to be equal).
 
Thanks. So I'm left trying to integrate:
##\int_{0}^{\infty}\dot{x}e^{-st}dt##
Which has got me completely stuck.
I think I'll just leave the LaPlace transform. It's a shame though, because I understand it is a good tool to use in some cases where the differential equations are more difficult than here.
 
tomwilliam2 said:
Thanks. So I'm left trying to integrate:
##\int_{0}^{\infty}\dot{x}e^{-st}dt##
Which has got me completely stuck.
I think I'll just leave the LaPlace transform. It's a shame though, because I understand it is a good tool to use in some cases where the differential equations are more difficult than here.
It's fine, come back at a later stage. Sometimes there are things we do not see straight away when learning, but some time later when we come back to it, it just clicks and it all makes sense.
 

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