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MATH
[1251]

Examples from ODE fundamentals

All examples from ODE fundamentals.

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An implicit solution

The relation

y+tan⁡−1y=x22y+\tan^{-1}y=\frac{x^2}{2}

defines a solution of

y′=x(1+y2)2+y2.y'=\frac{x(1+y^2)}{2+y^2}.

Differentiating implicitly gives

y′+y′1+y2=x.y'+\frac{y'}{1+y^2}=x.

Collecting the terms containing y′y',

y′2+y21+y2=x,y'\frac{2+y^2}{1+y^2}=x,

so

y′=x(1+y2)2+y2.y'=\frac{x(1+y^2)}{2+y^2}.

[routine]

  1. [1]:Solution of an ODE

Constants from direct integration

For a first-order equation,

y′=sin⁡(3x)y'=\sin(3x)

gives

y=−13cos⁡(3x)+C.y=-\frac13\cos(3x)+C.

For a third-order equation,

y′′′=0y'''=0

gives

y=Ax2+Bx+C.y=Ax^2+Bx+C.

For

y′′=x+5,y''=x+5,

integrating twice gives

y=x36+5x22+C1x+C2.y=\frac{x^3}{6}+\frac{5x^2}{2}+C_1x+C_2.

Selecting solutions with data

For the IVP

y′=sin⁡(3x),y(0)=4,y'=\sin(3x),\qquad y(0)=4,

the general solution gives

−13+C=4.-\frac13+C=4.

Thus

y=4+1−cos⁡(3x)3.y=4+\frac{1-\cos(3x)}{3}.

For the BVP

y′′+6y′+9y=0,y(0)=1,y(2)=0,y''+6y'+9y=0,\qquad y(0)=1,\qquad y(2)=0,

the repeated-root solution is

y=(A+Bx)e−3x.y=(A+Bx)e^{-3x}.

The first condition gives A=1A=1. The second gives

(1+2B)e−6=0,(1+2B)e^{-6}=0,

so B=−12B=-\frac12. The BVP solution is therefore

y=(1−x2)e−3x.y=\left(1-\frac{x}{2}\right)e^{-3x}.

Different outcomes for initial data

The instruction "solve the IVP" can have different outcomes:

  • y′=xy'=x, y(0)=1y(0)=1 has the unique solution y=1+x2/2y=1+x^2/2.
  • y′=3y2/3y'=3y^{2/3}, y(0)=0y(0)=0 has at least the two solutions y=0y=0 and y=x3y=x^3, so uniqueness can fail. The Lipschitz condition explains why.
  • xy′=y−1xy'=y-1, y(0)=1y(0)=1 has the family y=1+Cxy=1+Cx; the coefficient of y′y' vanishes at the initial point, so the usual normal form is singular there.
  • ∣y′∣+∣y∣=0|y'|+|y|=0, y(0)=1y(0)=1 has no solution, because the equation forces y=0y=0 everywhere while the initial value requires y(0)=1y(0)=1.

[challenge]

  1. [1]:Initial value problem

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