Initial value problem, first order linear ode

In summary, an initial value problem (IVP) is a type of differential equation where the value of the dependent variable and its derivative at a specific point are given. A first order linear ODE is a specific type of IVP that can be solved using methods like integrating factors. To solve an IVP with a first order linear ODE, the method of integrating factors is used. However, not all first order ODEs can be solved using IVPs. Applications of IVPs with first order linear ODEs can be found in various fields such as physics, chemistry, biology, economics, and engineering.
  • #1
Jesssa
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Hey,

We haven't properly covered this in class yet, but I am trying to study ahead using online course notes, I manage to finish a few questions but I have gotten stuck here,

The question starts by asking for the solution to the ODE:

y' = 1 - 2xy,

When I solve this using the integrating factor technique in the final line I end up with an integral of ex^2dx which I feel isn't right, wolframalpha spits out something similar but the solution involves the complex error function which I have never studied before.

Moving past that problem I started on the rest of the question,

http://img194.imageshack.us/img194/6343/asdahi.jpg

From reading them it looks like b implies c is that right?

If all approximations exist on |x|≤1/2 then they would converge to the solution right?

And the initial theorm in my notes states that if |x|≤h≤a then there exists a unique solution y=phi, where h = Min(a, b/M) and |f(x,y)|=|1-2xy|≤M

I'm not sure on how to show b) though I keep thinking I have found which part of the theorem proof to use but I contradict myself. Could anyone steer me in the right direction?

For d) in class we were given that the difference between any approximation and the solution is

[itex]|{{\phi }_{n}}-\phi |\,\le \frac{M}{k}\frac{{{(kh)}^{n+1}}}{(n+1)!}{{e}^{kh}}\,\,\,\,\,\,where\,\,\,\left| \frac{\partial f}{\partial y} \right|\le k[/itex]

So using this,

|f(x,y)|=|1-2xy|≤1 + 2 (1/2) 1 = 2 = M
|df(x,y)/dy|=|1-2x|≤2=k

and h = 1/2

Subbing it all into the equation i get ≤0.11

What am I doing wrong?
 
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  • #2


Hello there,

Thank you for reaching out with your question. It is great to see that you are taking the initiative to study ahead using online resources. I will do my best to help you with the problem you are stuck on.

Firstly, let's take a look at the ODE y' = 1 - 2xy. This is a first-order linear differential equation, which can be solved using the integrating factor technique. The integrating factor is e^(∫(-2x)dx) = e^(-x^2). So, multiplying both sides of the equation by this factor, we get:

e^(-x^2)y' + 2xe^(-x^2)y = e^(-x^2)

Now, we can rewrite the left side as the derivative of the product e^(-x^2)y:

d/dx (e^(-x^2)y) = e^(-x^2)

Integrating both sides with respect to x, we get:

e^(-x^2)y = ∫ e^(-x^2)dx = ∫ e^(-x^2)(-2x)/(-2x)dx = -1/2∫ e^(-x^2)(-2x)dx = -1/2e^(-x^2) + C

Solving for y, we get:

y = -1/2 + Ce^(x^2)

This is the general solution to the ODE. If you have initial conditions, you can use them to find the specific solution.

Moving on to the rest of the question, b) does imply c) since if the approximations exist on |x|≤1/2, then they would also exist on |x|≤h≤1/2. And if the approximations exist on |x|≤h≤1/2, then they would converge to the solution.

For d), you have correctly used the initial theorem to find an upper bound for the difference between the approximation and the solution. The only thing you are missing is that the theorem states that this upper bound is valid for all n ≥ 1. So, you need to take that into account when calculating the upper bound. Your final answer should be ≤ 0.11/n.

I hope this helps you with your question. Let me know if you need any further clarification or assistance. Keep up the
 

1. What is an initial value problem?

An initial value problem (IVP) is a type of differential equation where the value of the dependent variable and its derivative at a specific point, known as the initial condition, are given. The goal is to find a function that satisfies the differential equation and also satisfies the initial condition.

2. What is a first order linear ODE?

A first order linear ordinary differential equation (ODE) is a differential equation that can be written in the form y' + p(x)y = q(x), where y is the dependent variable, x is the independent variable, and p(x) and q(x) are continuous functions of x. This type of ODE can be solved using various methods, such as separation of variables or integrating factors.

3. How do you solve an initial value problem with a first order linear ODE?

To solve an initial value problem with a first order linear ODE, you can use the method of integrating factors. This involves multiplying both sides of the equation by a specific function, known as the integrating factor, which helps to simplify the equation and make it easier to solve. Then, you can use integration techniques to find the general solution, and finally, use the initial condition to determine the specific solution.

4. Can all first order ODEs be solved using initial value problems?

No, not all first order ODEs can be solved using initial value problems. Only those that have an initial condition given can be solved in this way. If the initial condition is not given, the ODE is known as a boundary value problem and requires a different approach to solve.

5. What are some real-world applications of initial value problems with first order linear ODEs?

Initial value problems with first order linear ODEs have many applications in various fields of science and engineering, such as physics, chemistry, biology, and economics. They can be used to model and predict the behavior of systems, such as population growth, chemical reactions, and electrical circuits. They are also commonly used in engineering problems, such as predicting the behavior of a system under certain conditions or designing control systems.

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