Compute the solution of y"' - xy' = 0

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Hi all,

I've been having trouble answering these two ODE problems. Hopefully someone can help me out.

1. Compute the solution of y"' - xy' = 0 which satisfies y(0) = 1, y'(0) = 0, and y"(0) = 0.

I've tried using the power series expansion for y and substituting it in and getting the recurrence relation, but when I substitute back the initial conditions I'm getting the two series cancelling out which I don't think is right.

2. Solve the initial value problem 3y" - y' + (x+1)y = 1 with y(0) = y'(0) = 0

For this one, I know you have to compute both the power series expansion as well as a particular solution through substitution to be able to apply the initial conditions, but I'm seriously stuck in even thinking about what to substitute, let alone how to tackle this. I tried to start developing out the recurrence relationship, but it got really messy and I don't think I'm doing it right.

Thanks a lot to whoever can help, I really appreciate it!
 
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bballing1210 said:
Hi all,

I've been having trouble answering these two ODE problems. Hopefully someone can help me out.

1. Compute the solution of y"' - xy' = 0 which satisfies y(0) = 1, y'(0) = 0, and y"(0) = 0.

I've tried using the power series expansion for y and substituting it in and getting the recurrence relation, but when I substitute back the initial conditions I'm getting the two series cancelling out which I don't think is right.
Yes, that's exactly what has to happen! The first thing I would do is let u= y' so the equation becomes u''= xu, u(0)= 0, u'(0)= 0. That satisfies all the conditions for "existence and uniqueness" of solutions and u(x)= 0 for all x is an obvious solution. That means that y is the constant function: y(x)= 1 for all x satisfies the differential equation and initial conditions.


2. Solve the initial value problem 3y" - y' + (x+1)y = 1 with y(0) = y'(0) = 0

For this one, I know you have to compute both the power series expansion as well as a particular solution through substitution to be able to apply the initial conditions, but I'm seriously stuck in even thinking about what to substitute, let alone how to tackle this. I tried to start developing out the recurrence relationship, but it got really messy and I don't think I'm doing it right.

Thanks a lot to whoever can help, I really appreciate it!
Doesn't look too bad. Letting y= \sum_{n=0}^\infty a_nx^n, y'= \sum_{n=1}^\infty na_nx^n and y''= \sum_{n=2}^\infty n(n-1)a_nx^{n-2} so the equation becomes
3\sum_{n=2}^\infty n(n-1)a_nx^{n-2}- \sum_{n=1}^\infty na_mx^{n-1}+ \sum_{n=0}^\infty a_mx^{n+1}+ \sum_{n=0}^\infty a_nx^n= 1
To get the same powers, change the dummy indices: in the first sum, let j= n-2 so that n= j+ 2 and it becomes
3\sum_{j=0}^\infty (j+2)(j+1)a_{j+2}x^j
In the second sum, let j= n- 1 so it becomes
\sum_{j= 0}^\infty (j+1)a_{j+1}x^j
In the third sum, let j= n+ 1 so that n= j- 1 and it becomes
\sum_{j= 1}^\infty a_{j-1}x^j.
Finally, in the fourth sum, let j= n so it becomes
\sum_{j= 0}^\infty a_jx^j

Note that the third sum does not start until j= 1 (since it starts with x^1) so for j= 0 we have
6a_2- a_1+ a_0= 1
so that a_2= (a_1- a_0+ 1)/6
since we are given that a_0= y(0)= 0 and a_1= y'(0)= 0
that tells us that a_2= 1/6.

For j> 0, we have
3(j+2)(j+1)a_{j+2}- (j+1)a_{j+1}+ a_{j-1}+ a_j= 0
or
a_{j+2}= \frac{(j+1)a_{j+1}- a_{j-1}- a_j}{3(j+2)(j+ 1)}

Then a_3= (2a_2- a_0- a_1)/18)= 1/18, a_4= (2a_3- a_1- a_2)/36= -1/648, a_5= (2a_4- a_2- a_3)/90 etc. Yes, it wil probably be difficult to find a general formula. Are you required to?
 
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Hi. Thanks a lot for the help!

For number 2, what happened to the coefficient of 3 in front of the y"? You don't factor this into the series solution?

And I think we're allowed to keep the answers in a recurrence relation as long as it's correct, so I think that's what I'll do and I'll list out some terms in the series for clarification. Thanks!
 
Yes, I accidently dropped the 3. I've gone back and corrected that. Hope its right this time!
 
There is the following linear Volterra equation of the second kind $$ y(x)+\int_{0}^{x} K(x-s) y(s)\,{\rm d}s = 1 $$ with kernel $$ K(x-s) = 1 - 4 \sum_{n=1}^{\infty} \dfrac{1}{\lambda_n^2} e^{-\beta \lambda_n^2 (x-s)} $$ where $y(0)=1$, $\beta>0$ and $\lambda_n$ is the $n$-th positive root of the equation $J_0(x)=0$ (here $n$ is a natural number that numbers these positive roots in the order of increasing their values), $J_0(x)$ is the Bessel function of the first kind of zero order. I...

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