Determing Whether A Function Is A Solution To A Differential Equation

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SUMMARY

The discussion centers on the differential equation y' - 2ty = 1 and the proposed solution y = e^{t^2} ∫_0^6 e^{-s^2} ds + e^{t^2}. Participants clarify that the integral cannot be expressed in closed form, as it involves the error function, erf(x). The consensus is that the integral should be treated as a constant for the purposes of differentiation. Ultimately, the solution y(t) = De^{t^2} (where D = C + 1) satisfies the differential equation upon differentiation and substitution.

PREREQUISITES
  • Understanding of differential equations, specifically first-order linear equations.
  • Familiarity with integration techniques, particularly integration by parts.
  • Knowledge of the error function, erf(x), and its significance in probability and statistics.
  • Proficiency in applying the Fundamental Theorem of Calculus for differentiation.
NEXT STEPS
  • Study the properties and applications of the error function, erf(x).
  • Learn advanced integration techniques, focusing on integration by parts and its applications.
  • Explore the Fundamental Theorem of Calculus and its implications for solving differential equations.
  • Investigate numerical methods for approximating integrals that cannot be expressed in closed form.
USEFUL FOR

Mathematicians, students of calculus, and anyone involved in solving or teaching differential equations will benefit from this discussion.

Bashyboy
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The differential equation: y' -2ty = 1.

The possible solution: y=e^{t^2} \int^6_0e^{-s^2}ds + e^{t^2}.

For the integral, I employed integration by parts:

Let u=e^{-s^2} \rightarrow du = -s2e^{-s^2}ds

and

Let dv = ds \rightarrow v=s.

This lead to:

[se^{-s^2}|^t_0 - \int_0^t -2s^2e^{-s^2}ds

My first thought was to perform another integration by parts; however, after having run through the process in my mind, this would seem of no avail. What am I missing?
 
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Okay, so the point is you can't put that integral into closed form. Just leave it as it is. What you _can_ do is differentiate is. So what you want to do is simply differentiate your possible solution and put that back into the original differential equation.
 
How would you define "closed form?"
 
That function, e^{-x^2} is well known NOT to have any elementary integrand. The "error function", erf(x), used in statistics and probability, is defined to be its integral and tables of the normal distribution are created using numerical integration.

In any case, there is no reason to actually do the integration- since it is a definite integral it is simply a constant. The problem is actually asking you to show that y(t)= Ce^{t^2}+ e^{t^2}= De^{t^2}. where D= C+ 1, satisfies that equation. Differentiate that to find y', put it into the equation and see if the equation is satisfied.
(Note that the problem says "possible" solution.)
 
I don't think so, Halls. I think he just mis-wrote the first integral. It's supposed to be erf(t) not erf(6). Just look at his later calculations.

Anyway, what Halls said is basically what I meant. 'Closed form' means that you can write the integral in terms of elementary functions.
 
Okay, if it is in fact supposed to be y= e^{t^2}\int_0^t e^{-s^2}ds+ e^{t^2}, then use the "Fundamental Theorem of Calculus to differentiate:
y'= 2te^{t^2}\int_0^t e^{-s^2}ds+ e^{t^2}(e^{-t^2})+ 2te^{t^2}
But "2t(e^{t^2}\int_0^t e^{-s^2}ds+ e^{t^2})" is just 2ty and e^{t^2}e^{-t^2}= 1.
 

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