Differential Equation challenge

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SUMMARY

The discussion centers on solving the differential equation $$y'' + 2y' = 0$$ with boundary conditions $$\lim_{x \to \infty} y(x) = 1$$ and $$y(0) = 0$$. The general solution is derived as $$y(x) = 1 - e^{-2x}$$, where the constants are determined through the given conditions. Multiple methods are presented, including the use of characteristic roots, integration techniques, and Laplace transforms, demonstrating the versatility in solving linear second-order homogeneous ordinary differential equations (ODEs).

PREREQUISITES
  • Understanding of linear second-order homogeneous ordinary differential equations (ODEs)
  • Familiarity with characteristic equations and roots
  • Knowledge of integration techniques and Laplace transforms
  • Basic concepts of power series and their applications in differential equations
NEXT STEPS
  • Study the method of solving linear second-order ODEs using characteristic equations
  • Learn about Laplace transforms and their applications in solving differential equations
  • Explore integration techniques for separable differential equations
  • Investigate power series solutions for differential equations around specific points
USEFUL FOR

Mathematicians, engineering students, and anyone interested in advanced calculus or differential equations will benefit from this discussion, particularly those looking to enhance their problem-solving skills in ODEs.

Petrus
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Hello MHB,
I wanted to post a challange question that is hopefully not really difficult, if the question is not understandable make sure to write it so I can try explain!:)Calculate the Differential equation for
$$y''+2y'=0$$
that satisfy
$$\lim_{x->\infty}y(x)=1$$ and $$y(0)=0$$

Regards,
$$|\pi\rangle$$
 
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Re: Differential Equation challange

Hello Petrus,

One way to proceed is to recognize we are given a linear second order homogeneous ODE whose characteristic roots are:

$$r=0,-2$$

Hence, the general solution is:

$$y(x)=c_1+c_2e^{-2x}$$

We may now state:

$$\lim_{x\to\infty}y(x)=c_1=1$$

$$y(0)=1+c_2=0\,\therefore\,c_2=-1$$

Thus the solution satisfying the given conditions is:

$$y(x)=1-e^{-2x}$$
 
Re: Differential Equation challange

MarkFL said:
Hello Petrus,

One way to proceed is to recognize we are given a linear second order homogeneous ODE whose characteristic roots are:

$$r=0,-2$$

Hence, the general solution is:

$$y(x)=c_1+c_2e^{-2x}$$

We may now state:

$$\lim_{x\to\infty}y(x)=c_1=1$$

$$y(0)=1+c_2=0\,\therefore\,c_2=-1$$

Thus the solution satisfying the given conditions is:

$$y(x)=1-e^{-2x}$$
Hello MarkFL,
Congrats that is the correct answer(Clapping)
Well you said "one way to proceed.." is there more way to solve this differential equation? Well this is the way I have learned yet:) The smart thing with start with the $$\lim_{x->\infty}y(x)=1$$ is that $$\lim_{x->\infty}e^{-2x}=0$$ so that $$c_2$$ can be any real value and hence we are only left with $$c_1$$ and thanks to that we can solve it with $$y(0)=0$$ Thanks for taking your time and enter my challange!:)

Regards,
$$|\pi\rangle$$
 
Another way is to write the ODE as:

$$\frac{d}{dx}\left(\frac{dy}{dx} \right)=-2\frac{dy}{dx}$$

Integrate with respect to $x$ to obtain:

$$\frac{dy}{dx}=-2y+c_1$$

Separate variables:

$$\frac{1}{-2y+c_1}\,dy=dx$$

Integrate:

$$-\frac{1}{2}\ln|c_1-2y|=x+c_2$$

$$\ln|c_1-2y|=-2x+c_2$$

$$c_1-2y=c_2e^{-2x}$$

$$y(x)=c_1+c_2e^{-2x}$$

And now proceed as before...
 
Another way is to use the substitution $$t = y'$$

$$t'+2t=0$$

This differential equation is separable we can also multiply by the integrating factor .
 
Another method (which I think is the longest way; EDIT: Solving by Power Series about $x=0$ would be way more complicated and longer) would be to take Laplace Transforms of both sides to obtain:
\[\mathcal{L}\{y^{\prime\prime}\} + \mathcal{L}\{2y\} = \mathcal{L}\{0\} \implies s^2Y(s)-sy(0) - y^{\prime}(0) + 2sY(s)-2y(0)=0.\]
Note here we know nothing about $y^{\prime}(0)$, but let's not worry about that for the time being. Letting $y(0)=0$ and solving for $Y(s)$, we get
\[Y(s)=\frac{y^{\prime}(0)}{s^2+2s}=\frac{y^{\prime}(0)(s+2-s)}{2s(s+2)}=\frac{y^{\prime}(0)}{2}\left(\frac{1}{s}-\frac{1}{s+2}\right)\]
Taking the Inverse Laplace Transform of both sides gives us
\[y(x)=\mathcal{L}^{-1}\{Y(s)\} = \frac{y^{\prime}(0)}{2}\left(\mathcal{L}^{-1}\left\{\frac{1}{s}\right\} - \mathcal{L}^{-1}\left\{\frac{1}{s+2}\right\}\right) = \frac{y^{\prime}(0)}{2}(1-e^{-2x})\]
But we're told that $\displaystyle\lim_{x\to\infty}y(x)=1$, which implies that
\[\lim_{x\to\infty}y(x)= \lim_{x\to\infty}\frac{y^{\prime}(0)}{2} (1-e^{-2x})=\frac{y^{\prime}(0)}{2}=1\implies y^{\prime}(0)=2.\]
Therefore, the solution to our equation is $y(x)=1-e^{-2x}$.

(That was fun! XD)
 
Last edited:
Since $$y(x) $$ is analytic around $$0$$ we can find the power series

Let $$y(x) = \sum_{n\geq 0} a_n x^n$$

$$y'(x) =\sum_{n\geq 1} n a_n x^{n-1} $$

$$y''(x) =\sum_{n\geq 2} n(n-1) a_n x^{n-2} $$

Hence we have the following

$$\sum_{n\geq 2} n(n-1) a_n x^{n-2} +2 \, \sum_{n\geq 1} n a_n x^{n-1}=0$$

$$\sum_{n\geq 2} n(n-1) a_n x^{n-2} +2 \, \sum_{n\geq 2} (n-1) a_{n-1} x^{n-2}=0$$

Hence we have the following

$$n(n-1)a_n+2(n-1) a_{n-1} =0$$$$na_n+2a_{n-1}=0 \,\,\, \Rightarrow \,\,\, a_n = -\frac{2}{n} a_{n-1} \,\,\,\, , n\geq 2 $$

$$a_2 = -a_1$$

$$a_3 = \frac{2}{3}a_1$$

$$a_4 = -\frac{2^2}{3 \cdot 4} a_1$$

which suggests that

$$a_n = \frac{(-2)^{n-1}}{n!} a_1$$

we can easily deduce that $$a_0 = 0 $$ using the initial condition .

$$y(x) = a_1\sum_{n\geq 1}\frac{(-2)^{n-1}}{(n)!} \, x^n = \frac{-a_1}{2}\, \sum_{n\geq 1}\frac{(-2)^{n}}{(n)!} \, x^n$$

$$y(x) = \frac{a_1}{-2} (e^{-2x}-1) $$

using $$ y(\infty) = 1$$ implies that $$a_1 = 2$$

$$y(x) = -(e^{-2x}-1) = 1-e^{-2x} \,\, \square $$

By the way I didn't see Chris's comment (Rofl)
 
Hello,
I want to first thank you all for taking your time and enter the challange!:) When I did post this problem I only knew one method (which is the MarkFL post #2) and now you all show me more method! Remainds me one of the reason why I find math is such an intressting subject! I am Really gratefull!

Regards,
$$|\pi\rangle$$
 

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