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Laplace transform for set of differential equations

  1. May 13, 2014 #1
    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?
    Last edited: May 13, 2014
  2. jcsd
  3. May 14, 2014 #2


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    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.
  4. May 14, 2014 #3
    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.
    Last edited: May 14, 2014
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