Second order non homogeneous DE

In summary, the conversation discusses solving a Cauchy-Euler equation and finding the general solution. It is mentioned that there are many solutions with certain initial conditions, and there is confusion about whether or not the general solution has 2 or 3 linearly independent terms. The question is clarified by using variation of parameters and dropping the negative exponent solution to fit the boundary conditions at x=0.
  • #1
fluidistic
Gold Member
3,924
261

Homework Statement


Solve [itex]x^2y''-3y=x^3[/itex].
Show that there are many solutions [itex]\phi[/itex] such that [itex]\phi (0)= \phi '(0)=0[/itex].

Homework Equations


Not sure.

The Attempt at a Solution



It's a Cauchy-Euler equation so that I made the ansatz [itex]\phi (x)=x^\alpha[/itex]. I reached that [itex]x^\alpha [\alpha (\alpha -1 )-3]=x^3[/itex]. For this to be true for all x, I think that [itex]\alpha (\alpha -1 )-3[/itex] must equal [itex]0[/itex].
If this is right, I reach that [itex]\alpha = \frac{1 \pm \sqrt { 13}}{2}[/itex]. Because these 2 roots are real and distinct, I have that [itex]y(x)=c_1 x ^{ \frac{1+\sqrt 13}{2} }+c_2 x ^{ \frac{1-\sqrt 13}{2} }[/itex]. However this does not agree with Wolfram alpha: http://www.wolframalpha.com/input/?i=x^2y''-3y=x^3.
I don't know what I'm missing/did wrong. Any help is appreciated!
 
Physics news on Phys.org
  • #2
You are correct that the standard method of solving such an equation gives that "general solution". However, the leading coefficient, [itex]x^2[/itex] is 0 at x= 0. The "existance and uniqueness" theorem does not apply here so that is NOT the only possible solution.
 
  • #3
HallsofIvy said:
You are correct that the standard method of solving such an equation gives that "general solution". However, the leading coefficient, [itex]x^2[/itex] is 0 at x= 0. The "existance and uniqueness" theorem does not apply here so that is NOT the only possible solution.
Wow, I didn't pay any attention to this.
So my solution is right for all x different from 0 if I understood well, correct?
For x=0 the DE becomes [itex]-3y(x)=0\Rightarrow y(x)=0[/itex]. So there exist a solution for x=0 and it's the trivial one... is this correct?
 
  • #4
Hmm this can't be right. I have no idea how to get the solution when x=0. I don't understand what's wrong in my reasoning in the last post.
How does one get the "x³/3" extra term that wolfram alpha have?
 
  • #5
fluidistic said:
Hmm this can't be right. I have no idea how to get the solution when x=0. I don't understand what's wrong in my reasoning in the last post.
How does one get the "x³/3" extra term that wolfram alpha have?

I know this isn't the best way to learn, but click on "Show Steps" at WolframAlpha and it will instruct you to use variation of parameters to find the particular solution.
 
  • #6
fluidistic said:
Hmm this can't be right. I have no idea how to get the solution when x=0. I don't understand what's wrong in my reasoning in the last post.
How does one get the "x³/3" extra term that wolfram alpha have?

x^3/3 is an inhomogeneous solution. Just try it. It works. And your homogeneous solutions look like the same ones WA gives if you simplify the radicals. y(x)=0 doesn't not work. Setting x=0 is not likely to give a solution to an ODE.
 
Last edited:
  • #7
Oh I see guys, I didn't realize that the Cauchy-Euler equation was necessarily homogeneous! So I followed brainlessly wikipedia's article to solve the homogeneous equation and never the inhomogeneous!
Also I didn't know wolfram alpha could give such a detailled answer, I'm speechless.
I have however a few questions:
1)The general solution (mine+ the x³/3 term) seems to have 3 linearly independent terms, and since it's a second order DE, I'd think that the general solution would have at most 2 linearly independent terms. What's going on here?
2)According to my friend, the general solution close to x=0 is [itex]\phi (x)=ax^{(1+\sqrt {13})/2 }+x^3/3[/itex]. So he dropped the term of the general solution anywhere else that contains a negative exponent. Is it only because otherwise [itex]\phi[/itex] would diverge in x=0?
I had set x=0 into the DE, because I wanted to know if there was a solution around x=0 (as HallsofIvy said, we cannot instantly say if there exist a solution there, and if there exist a solution we cannot say it's unique, there might be an infinity of them, so x=0 is a special case to take care of). So I wonder how to analyse the DE around x=0. I just take the general solution of the DE anywhere else x=0 and modify it so that it fits in x=0? That looks so artificial to me... That way I could never get an infinity of solutions in x=0, while in fact it would be possible. I'm missing something here.
 
  • #8
fluidistic said:
Oh I see guys, I didn't realize that the Cauchy-Euler equation was necessarily homogeneous! So I followed brainlessly wikipedia's article to solve the homogeneous equation and never the inhomogeneous!
Also I didn't know wolfram alpha could give such a detailled answer, I'm speechless.
I have however a few questions:
1)The general solution (mine+ the x³/3 term) seems to have 3 linearly independent terms, and since it's a second order DE, I'd think that the general solution would have at most 2 linearly independent terms. What's going on here?
2)According to my friend, the general solution close to x=0 is [itex]\phi (x)=ax^{(1+\sqrt {13})/2 }+x^3/3[/itex]. So he dropped the term of the general solution anywhere else that contains a negative exponent. Is it only because otherwise [itex]\phi[/itex] would diverge in x=0?
I had set x=0 into the DE, because I wanted to know if there was a solution around x=0 (as HallsofIvy said, we cannot instantly say if there exist a solution there, and if there exist a solution we cannot say it's unique, there might be an infinity of them, so x=0 is a special case to take care of). So I wonder how to analyse the DE around x=0. I just take the general solution of the DE anywhere else x=0 and modify it so that it fits in x=0? That looks so artificial to me... That way I could never get an infinity of solutions in x=0, while in fact it would be possible. I'm missing something here.

Yes, you drop the negative exponent solution so you can get the boundary conditions at x=0 to work. Try to determine the constant 'a' in your solution from the boundary conditions at x=0.
 
  • #9
Dick said:
Yes, you drop the negative exponent solution so you can get the boundary conditions at x=0 to work. Try to determine the constant 'a' in your solution from the boundary conditions at x=0.

[itex]\phi (x)=c_1x^{(1+\sqrt 13 )/2}+\frac{x^3}{3}[/itex].
[itex]\phi ' (x)= \left ( \frac{1+\sqrt 13}{2} \right )c_1 x ^{\frac{\sqrt 13 -1 }{2}} +x^2[/itex].
Boundary conditions: [itex]\phi(0)=\phi ' (0)=0[/itex]. But both [itex]\phi (0)[/itex] and [itex]\phi' (0)[/itex] are worth 0 when x=0, no matter what [itex]c_1[/itex] is worth. So [itex]c_1\in \mathbb{R}[/itex] or even [itex]\mathbb {C}[/itex]. So that to answer the original question... this show that there are an infinity of solutions satisfying the given boundary conditions?! Wow that's really impressive.

Also I'm astonished the general solution when x is different from 0 contains 3 linearly independent terms while the DE is of order 2. I didn't know that was possible.
 
  • #10
fluidistic said:
[itex]\phi (x)=c_1x^{(1+\sqrt 13 )/2}+\frac{x^3}{3}[/itex].
[itex]\phi ' (x)= \left ( \frac{1+\sqrt 13}{2} \right )c_1 x ^{\frac{\sqrt 13 -1 }{2}} +x^2[/itex].
Boundary conditions: [itex]\phi(0)=\phi ' (0)=0[/itex]. But both [itex]\phi (0)[/itex] and [itex]\phi' (0)[/itex] are worth 0 when x=0, no matter what [itex]c_1[/itex] is worth. So [itex]c_1\in \mathbb{R}[/itex] or even [itex]\mathbb {C}[/itex]. So that to answer the original question... this show that there are an infinity of solutions satisfying the given boundary conditions?! Wow that's really impressive.

Also I'm astonished the general solution when x is different from 0 contains 3 linearly independent terms while the DE is of order 2. I didn't know that was possible.

y''=1 has the general solution c1+c2*x+x^2/2. The two linearly independent solutions are 1 and x. The x^2/2 is the inhomogeneous solution. It doesn't count as a linearly independent solution of the ODE. There's no arbitrary constant in front of it. Same here.
 
Last edited:
  • #11
Dick said:
y''=1 has the general solution c1+c2*x+x^2/2. The two linearly independent solutions are 1 and x. The x^2/2 is the inhomogeneous solution. It doesn't count as a linearly independent solution of the ODE. There's no arbitrary constant in front of it. Same here.

Ah I see, you are right. Thanks a lot for all.
 

Related to Second order non homogeneous DE

1. What is a second order non homogeneous differential equation?

A second order non homogeneous differential equation is a mathematical equation that involves a second derivative of a function and has a non-zero function on the right side of the equation. It is a type of differential equation used to model various physical phenomena in fields such as physics, engineering, and economics.

2. How is a second order non homogeneous differential equation different from a first order non homogeneous differential equation?

A second order non homogeneous differential equation has a second derivative of the function, while a first order non homogeneous differential equation has only a first derivative. This means that the solution to a second order non homogeneous differential equation will have two arbitrary constants, while the solution to a first order non homogeneous differential equation will have only one.

3. What is the general solution to a second order non homogeneous differential equation?

The general solution to a second order non homogeneous differential equation contains two parts: the complementary function and the particular integral. The complementary function is the solution to the corresponding homogeneous differential equation, while the particular integral is a specific solution that satisfies the non homogeneous part of the equation. The general solution is the sum of these two parts.

4. How do you solve a second order non homogeneous differential equation?

To solve a second order non homogeneous differential equation, you first need to find the complementary function by setting the right side of the equation to zero and solving for the two arbitrary constants. Then, you need to find a particular integral by using methods such as undetermined coefficients or variation of parameters. Finally, the general solution is the sum of the complementary function and the particular integral.

5. What are some real-world applications of second order non homogeneous differential equations?

Second order non homogeneous differential equations are commonly used to model physical systems such as oscillating springs, electrical circuits, and pendulums. They are also used in economics to model population growth and in biology to model the spread of diseases. Additionally, they are used in engineering to design control systems for various machines and processes.

Similar threads

  • Calculus and Beyond Homework Help
Replies
3
Views
607
  • Calculus and Beyond Homework Help
Replies
8
Views
682
  • Calculus and Beyond Homework Help
Replies
12
Views
1K
  • Calculus and Beyond Homework Help
Replies
1
Views
483
  • Calculus and Beyond Homework Help
Replies
10
Views
535
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
752
  • Calculus and Beyond Homework Help
Replies
5
Views
347
  • Calculus and Beyond Homework Help
Replies
2
Views
859
  • Calculus and Beyond Homework Help
Replies
8
Views
337
Back
Top