Some higher order differential equations

In summary, the first equation is a non-linear ODE that can be solved by searching for Lie point symmetries or a first integral. The second equation can be solved by finding the first integral and using a Bessel function transformation. The third equation is too non-linear to solve without more information.
  • #1
roldy
237
2

Homework Statement



a) s^2*t''+st*t'=s
b) y(dx/dy)^2=x^2+1
c) 17y''''-t^6*y"-4.2y^5=3cost(t)

Homework Equations





The Attempt at a Solution


For part a I thought about doing a reduction of order but I can't because I have the variable s present. Not sure what my other options are.

Part b I solved for dx/dy but now I'm stuck. Can't think clearly

Part c I'm not even remotely sure on how to do this. I was thinking integrating factor but I don't know.
 
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  • #2
You can solve (2) algebraically for dx/dy:
[tex]\frac{dx}{dy}= \pm \frac{\sqrt{x^2+ 1}}{\sqrt{y}}[/tex]
and have two separable differential equations.

As for the other two, they are badly non-linear and I have no clue!
 
  • #3
If the 1st one is

[tex]s^2\,t''+s\,t\,t'=s\Rightarrow t\,x''+x\,x'=1[/tex]

then as HallsofIvy said it is non-linear. (I changed the notation a bit).
The general strategy for these ODE's are to search for Lie point symmetries. Unfortunately this one does not have any :frown:
A second approach is to search for a first integral of the equation, which is based on a search and a try method.

For this ODE if you try a first integral of the type

[tex]I=f(x,t)\,x'+g(x,t)=C[/tex]

you can find that

[tex]I=t\,x'+\frac{1}{2}x^2-x-t=C[/tex]

which is a Riccati type 1st order ODE. With the standard transformation you can convert it into a 2nd order homogeneous linear ODE which can be solved the help of Bessel functions.
 
  • #4
By carefully following Rainbow Child's instructions I think I was able to solve the first equation. The first part was to find the first integral, which was indeed as stated:

[tex]f(x,t)\cdot x' +g(x,t)=C[/tex]

The functions f and g can be found by taking the derivative with respect to t giving:

[tex]fx''+f'x'+g'=0[/tex]

Setting this equal to the original equation gives then:

[tex]f(x,t)=t[/tex]

and thus f'=0, and also

[tex]g(x,t)=\frac{x^2}{2}-x-t[/tex]

We have now:

[tex]t\cdot x'+ \frac{x^2}{2}-x-t=C[/tex]

or:

[tex]\frac{dx}{dt}-\frac{1}{t}\cdot x + \frac{1}{2t}x^2=\frac{C}{t}+1[/tex]

The Riccati equation:

[tex]\frac{dx}{dt}+Q(t)x+R(t)x^2=P(t)[/tex]

can be transformed by using:

[tex]x=\frac{u'}{Ru}[/tex]

Doing this transforms the equation into:

[tex]t^2\frac{d^2u}{dt^2}-\frac{1}{2}(t+C)u=0[/tex]

Which is a special case of the following extended Bessel equation:

[tex]t^2\frac{d^2u}{dt^2}+(2k+1)t\frac{du}{dt}- \left(\alpha^2t^{2r}+\beta^2 \right)u=0[/tex]

Which has the solution:

[tex]u(t)=t^{-k}\left[AI_{\frac{\gamma}{r}}\left(\frac{\alpha}{r}t^r\right) + BK_{\frac{\gamma}{r}}\left(\frac{\alpha}{r}t^r\right) \right][/tex]

with:

[tex]\gamma=\sqrt{k^2-\beta^2}[/tex]

The functions are the modified Bessel functions of the first and second kind of order [tex]\frac{\gamma}{r}[/tex].

In our case we have:

[tex]k=-\frac{1}{2} \qquad r=\frac{1}{2} \qquad \beta^2=\frac{C}{2} \qquad \alpha^2=\frac{1}{2}[/tex]

and:

[tex]\frac{\gamma}{r}=\sqrt{1-2C}=n \qquad \frac{\alpha}{r}=\sqrt{2}[/tex]

The solution is thus:

[tex]u(t)=\sqrt{t} \left[ A I_{n}\left(\sqrt{2t}\right) + B K_{n}\left(\sqrt{2t}\right) \right][/tex]

After transforming back to x(t) we get:

[tex]x(t) = 1+\sqrt{2t} \left[ \frac{\displaystyle \frac{A}{2} \left[I_{n-1}\left(\sqrt{2t}\right) + I_{n+1}\left(\sqrt{2t}\right) \right]- \frac{B}{2} \left[K_{n-1}\left(\sqrt{2t}\right) +K_{n+1}\left(\sqrt{2t}\right) \right]}{\displaystyle A I_{n}\left(\sqrt{2t}\right) + B K_{n}\left(\sqrt{2t}\right)} \right][/tex]

Rewriting a little bit gives now:

[tex]x(t) = 1+\sqrt{\frac{t}{2}} \left[ \frac{\displaystyle \left[I_{n-1}\left(\sqrt{2t}\right) + I_{n+1}\left(\sqrt{2t}\right) \right]- D \left[K_{n-1}\left(\sqrt{2t}\right) +K_{n+1}\left(\sqrt{2t}\right) \right]}{\displaystyle I_{n}\left(\sqrt{2t}\right) + D K_{n}\left(\sqrt{2t}\right)} \right][/tex]

This solution has indeed two parameters C (in n) and D. To see if it is the correct one, it must be validated using the original equation. I haven't done this yet, the algebra is somewhat involved.

Non-linear differential equations are indeed not easy. Thanks to Rainbow Child for the instructions, it was a pleasure doing this calculation.

@ roldy: Is this the result you were looking for? Where exactly do these equations come from?
 

1. What is a higher order differential equation?

A higher order differential equation is a mathematical equation that involves the derivatives of a function with respect to one or more independent variables. The highest order derivative in the equation determines its order.

2. What is the difference between a first order and a higher order differential equation?

A first order differential equation involves only the first derivative of a function, while a higher order differential equation involves the second, third, or higher derivatives. Higher order differential equations are generally more complex and require more advanced techniques to solve.

3. What are some real-world applications of higher order differential equations?

Higher order differential equations are used in many fields of science and engineering, such as physics, chemistry, and engineering, to describe the behavior of complex systems. They are particularly useful in modeling the motion of objects, the flow of fluids, and the behavior of electrical circuits.

4. How do you solve a higher order differential equation?

The general method for solving a higher order differential equation involves finding the general solution, which includes all possible solutions, and then using initial conditions to determine the specific solution that satisfies the given boundary conditions. Various techniques, such as separation of variables, variation of parameters, and series solutions, can be used to solve different types of higher order differential equations.

5. Can higher order differential equations be solved analytically?

Not all higher order differential equations can be solved analytically, meaning they cannot be expressed in terms of elementary functions. In such cases, numerical methods, such as Euler's method or Runge-Kutta methods, can be used to approximate the solution. However, there are many techniques and strategies that can be used to solve higher order differential equations analytically for specific types of equations.

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