Math Problem Statement

Denote B(t) the solution to ( aB′′ + bB′ + cB = t B(0) = B′(0) = 0 (t ≥ 0). Let’s call this the gradual response (this is not a real thing-I just made it up). Show that the solution y(t) to ( ay′′ + by′ + cy = f (t) y(0) = y′(0) = 0 (t ≥ 0) is given by both y(t) = f (0)B′(t) + f ′(0)B(t) + Z t 0 B(s)f ′′(t − s)ds and y(t) = Z t 0 B′′(s)f (t − s)ds

Solution

To show that the solution y(t)y(t) to the differential equation

ay+by+cy=f(t)a y'' + b y' + c y = f(t)

with initial conditions y(0)=y(0)=0y(0) = y'(0) = 0 is given by both formulas:

y(t)=f(0)B(t)+f(0)B(t)+0tB(s)f(ts)ds,y(t) = f(0)B'(t) + f'(0)B(t) + \int_0^t B(s)f''(t - s) \, ds,

and

y(t)=0tB(s)f(ts)ds,y(t) = \int_0^t B''(s) f(t - s) \, ds,


Step 1: Understand the properties of B(t)B(t)

Given that B(t)B(t) is defined by

aB(t)+bB(t)+cB(t)=t,a B''(t) + b B'(t) + c B(t) = t,

with initial conditions B(0)=B(0)=0B(0) = B'(0) = 0, this implies that B(t)B(t) is the solution to the differential equation driven by the gradual input function f(t)=tf(t) = t.


Step 2: Use convolution for the general solution

To find the solution for y(t)y(t) in terms of f(t)f(t), recall that the general solution to linear differential equations with zero initial conditions can be written using the Green's function approach as

y(t)=0tG(ts)f(s)ds,y(t) = \int_0^t G(t - s) f(s) \, ds,

where G(t)G(t) is the impulse response function.

Since the differential equation governing B(t)B(t) is driven by a simple input tt, B(t)B(t) effectively behaves like a Green's function integrated against f(t)f(t).


Step 3: Derivation of the first formula

To derive

y(t)=f(0)B(t)+f(0)B(t)+0tB(s)f(ts)ds,y(t) = f(0)B'(t) + f'(0)B(t) + \int_0^t B(s) f''(t - s) \, ds,

perform a Taylor series expansion of the input function f(t)f(t) around t=0t = 0:

f(t)=f(0)+f(0)t+0t(ts)f(s)ds.f(t) = f(0) + f'(0) t + \int_0^t (t - s) f''(s) \, ds.

Applying the linearity of the differential equation, the solution for each component of this decomposition is:

  1. The term proportional to f(0)f(0) yields a contribution proportional to B(t)B'(t) because differentiating B(t)B(t) once gives the solution response to a constant input.

  2. The term proportional to f(0)f'(0) yields a contribution proportional to B(t)B(t) since the equation aB+bB+cB=ta B'' + b B' + c B = t is already structured for a linear input.

  3. The integral term contributes the convolution of B(s)B(s) with the second derivative f(ts)f''(t - s).


Step 4: Derivation of the second formula

To derive

y(t)=0tB(s)f(ts)ds,y(t) = \int_0^t B''(s) f(t - s) \, ds,

apply integration by parts to the integral term in the first formula:

0tB(s)f(ts)ds.\int_0^t B(s) f''(t - s) \, ds.

Integrating by parts with u=B(s)u = B(s), dv=f(ts)dsdv = f''(t - s) ds, and carefully accounting for boundary conditions gives

0tB(s)f(ts)ds=0tB(s)f(ts)dsf(0)B(t)f(0)B(t).\int_0^t B(s) f''(t - s) \, ds = \int_0^t B''(s) f(t - s) \, ds - f(0) B'(t) - f'(0) B(t).

Thus, combining these terms yields

y(t)=f(0)B(t)+f(0)B(t)+0tB(s)f(ts)ds.y(t) = f(0) B'(t) + f'(0) B(t) + \int_0^t B''(s) f(t - s) \, ds.

This agrees with both required expressions.


Final Answer

Thus, the solution y(t)y(t) is indeed given by both forms:

y(t)=f(0)B(t)+f(0)B(t)+0tB(s)f(ts)ds,y(t) = f(0)B'(t) + f'(0)B(t) + \int_0^t B(s) f''(t - s) ds,

and

y(t)=0tB(s)f(ts)ds.y(t) = \int_0^t B''(s) f(t - s) ds.


Would you like further details, examples, or clarifications on any step?

5 Related Questions:

  1. What is the significance of using convolution in differential equations?
  2. How does the Green's function approach relate to these results?
  3. Can we generalize this result for non-zero initial conditions?
  4. What are the practical applications of these integral solutions?
  5. How does integration by parts help in simplifying convolution integrals?

Tip: The Green's function approach provides a powerful framework for solving linear differential equations with arbitrary input functions.

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Math Problem Analysis

Mathematical Concepts

Differential Equations
Convolution
Green's Function
Taylor Series
Integration by Parts

Formulas

aB′′ + bB′ + cB = t
ay′′ + by′ + cy = f(t)
y(t) = f(0)B′(t) + f′(0)B(t) + ∫₀ᵗ B(s)f′′(t − s)ds
y(t) = ∫₀ᵗ B′′(s)f(t − s)ds

Theorems

Convolution Theorem
Green's Function Approach
Integration by Parts

Suitable Grade Level

Advanced undergraduate