Laplace transform for set of differential equations

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SUMMARY

The discussion centers on the application of the Laplace transform to a set of differential equations characterized by the form dy_n/dt = t*(a_(n-1)*y_(n-1)+b(n+1)*y_(n+1)-2c_n*y_n). The participants conclude that by changing the independent variable to x, where dy_n/dt = t*dy_n/dx, the system becomes linear with constant coefficients, allowing for closed form solutions. The substitution x=½t² is proposed as a method to simplify the equations, raising questions about its applicability to other systems with similar time dependencies.

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aaaa202
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I have a set of differential equations with the basic form:

dy_n/dt = t*(a_(n-1)*y_(n-1)+b(n+1)*y_(n+1)-2c_n*y_n)

So the time depence is a simple factor in front of the coefficient matrix. Does this set of differential equations have closed form solutions?
 
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aaaa202 said:
I have a set of differential equations with the basic form:

[tex]\frac{dy_n}{dt} = t(a_{n-1}y_{n-1}+b_{n+1}y_{n+1}-2c_ny_n)[/tex]

So the time depence is a simple factor in front of the coefficient matrix. Does this set of differential equations have closed form solutions?

Change the independent variable to [itex]x[/itex], where [tex]\frac{dy_n}{dt} = t\frac{dy_n}{dx}.[/tex] The resulting system is linear with constant coefficients and therefore has a closed form solution.
 
Nice! So I should substitute x=½t2?
Will this work for any system where the time dependence may be pulled outside the parenthesis on the RHS like in my example?
Also if I get a system with constant coefficients I may obtain a steady state solution where dy_n/dx=0. That does not seem realistic considering i started off with a system with time dependent coefficients.
 
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