Solving linear 2nd order IVP non-constant coefficient

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Discussion Overview

The discussion revolves around solving a linear second-order initial value problem (IVP) with a non-constant coefficient, specifically the equation $$f'' - a(x) f = 0$$ with initial conditions $$f(0) = 0$$ and $$f'(0) = 1$$. Participants explore various methods for finding solutions, including numerical and analytical approaches, while addressing the complexities introduced by the non-constant coefficient.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant suggests solving the IVP numerically using methods like Runge-Kutta, assuming that the function $$a(x)$$ is known.
  • Another participant reformulates the problem using arc-length as a variable and provides a specific expression for $$a(s)$$ based on curvature, asking for potential analytic solutions.
  • There is a clarification regarding the notation for derivatives, with one participant confirming that the prime denotes $$d/ds$$.
  • Several participants emphasize the importance of obtaining a numerical solution first to understand the general shape of the solution before attempting to find a closed-form solution.
  • One participant mentions difficulties with numerical solutions due to a singularity at $$s=0$$ and seeks advice on how to handle this issue.
  • A textbook reference is provided that discusses the reduction of order method, although one participant notes that this method requires knowing one solution, which they do not have.
  • Concerns are raised about the complexity of the differential equation due to the singularity, indicating that special handling may be required.
  • One participant proposes a numerical approach of integrating backwards from a terminal value to explore the nature of the solution.

Areas of Agreement / Disagreement

Participants generally agree on the utility of numerical methods for approaching the problem, but there is no consensus on the existence of an analytic solution or the best method to handle the singularity at $$s=0$$. Multiple competing views on how to proceed remain present throughout the discussion.

Contextual Notes

The discussion highlights limitations related to the singularity at the beginning of the interval and the dependency on the specific form of the function $$a(x)$$. There are unresolved mathematical steps regarding the transition from numerical to potential analytic solutions.

member 428835
Hi PF!

Generally speaking, how would one solve $$f''-a(x) f = 0 : f(0)=0,f'(0)=1$$
Or if you could point me to a source that would be awesome too!
 
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Assuming that a(x) is known, I'd solve it numerically with Runge-Kutta or something similar.
 
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Quick question (I hope it's quick). Variable ##x## is arc-length of a given in parametric form. If it's okay with you, I'll switch variables so that arc-length is ##s##: $$f''(s) + a(s) f(s) = 0$$ where ##a(s)## is the square of the curvature of a line in the ##x-z## plane given in parametric form here $$x(s) = \frac{1}{c} \sin(c s)\\ z(s) = \frac{1}{c}(1- \cos(c s))$$
where ##c## is a constant. One formula of curvature is ##|\hat T'(s)|/|\hat r'(s)|## where ##\hat T## is the unit tangent vector to a curve given in parametric for as ##\hat r(t)##. Computing this in Mathematica gives ##a(s) = c/(2\sin(cs/2))##. Then the IVP is $$f''(s) + \frac{c}{2\sin(cs/2)} f(s) = 0$$ Any ideas for an analytic solution?
 
Now that you have changed notations, what do the primes mean? Is (') =d()/dx or is (') = d()/ds?
 
Dr.D said:
Now that you have changed notations, what do the primes mean? Is (') =d()/dx or is (') = d()/ds?
Sorry, prime denotes ##d/ds##. I tried letting ##f = \exp(u(s))## but that gives a non-linear 1st order IVP...
 
I still suggest obtaining a numerical solution first. This will tell you general shape of the solution, and from there educated guesses may give you a closed-form solution.
 
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Thanks!
 
What about using numerical method like Runge-Kutta 4?
 
Nguyen Son said:
What about using numerical method like Runge-Kutta 4?
Yea that's what Dr.D suggested. I was just wondering if an analytic solution existed.
 
  • #10
Dr.D said:
I still suggest obtaining a numerical solution first. This will tell you general shape of the solution, and from there educated guesses may give you a closed-form solution.
I wrote an RK4 technique, but I get no good response (I check the code on IVPs with analytic solutions and it works). The non-constant coefficient has a singularity at ##s=0##; how would you subvert this?
 
  • #11
i offer a textbook of ode https://drive.google.com/open?id=1JZXHplbM7tIBWYOVxUPx5Oa0Q-L0VC55
you can use "reduction of order method" page 242.
 
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  • #12
Jone Oldman said:
i offer a textbook of ode https://drive.google.com/open?id=1JZXHplbM7tIBWYOVxUPx5Oa0Q-L0VC55
you can use "reduction of order method" page 242.
Hi Jone Oldman, and welcome to PF! Reduction of order requires knowing one solution though, which I don't know.
 
  • #13
The form you give in post #3 should tell you right away that there will be difficulties due to a singularity at the beginning. This is not "just a simple" IVP at all, but rather a very complex differential equation that will require special handling.
 
  • #14
Dr.D said:
The form you give in post #3 should tell you right away that there will be difficulties due to a singularity at the beginning. This is not "just a simple" IVP at all, but rather a very complex differential equation that will require special handling.
Any ideas on how to begin?
 
  • #15
One possibility for a numerical approach is to propose a terminal value, and integrate backwards toward the beginning to see where that takes you. Obviously where it takes you depends in most cases on the terminal value, but you could learn something about the nature of the solution this way.
 
  • #16
Dr.D said:
One possibility for a numerical approach is to propose a terminal value, and integrate backwards toward the beginning to see where that takes you. Obviously where it takes you depends in most cases on the terminal value, but you could learn something about the nature of the solution this way.
Thanks, I'll play around with it!
 

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