Solving ODE with variable coefficients

In summary, the conversation is about solving a second-order ordinary differential equation with a variable coefficient involving Brownian motion and a constant. The attempt at a solution involved using power series and reducing the order, but these methods were unsuccessful. The solution in Maple 13 involves exponentials, first degree polynomials, and Bessel functions, which may or may not be helpful. The solution in Maple 15 is more complex and involves integrals and exponentials. The person is looking for a transformation that would result in a second derivative of x^2.
  • #1
rammohanRao
3
0

Homework Statement



I wanted to solve a ode which has Brownian motion as a variable coefficient

Homework Equations



2x2y'' + y' -ρy = 0

where x is the Brownian motion with respect to time
ρ is a constant

The Attempt at a Solution



I have tried power series with no solution. Is there a solution to this. IS there any easy way to solve this ODE. Once this ode is tranformed I need to find the roots.
 
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  • #2
Any hints

I have tried to reduce the order but could not.

Is there any transformation that I can apply. I tried y = xr it did not work

Please guide me...
 
  • #3
Maple 13 gives a solution involving exponentials, first degree polynomials, and
Bessel functions multiplied together. This is also a special case of equation 17 at this link:
http://eqworld.ipmnet.ru/en/solutions/ode/ode-toc2.htm

Whether or not that will be helpful to you, I don't know.
 
  • #4
Thanks for the hints.

I saw the solution in maple15 which involves intergal and exponetials.Its little complex.
There is a tranformation required for this equation which I'm not able to get

Also it is not a special case of 17

Now in short
I need to know a transformation when you differentiate you get 1 and if you differentiate it again you get x^2
 

1. What is an ordinary differential equation (ODE) with variable coefficients?

An ODE with variable coefficients is a type of differential equation where the coefficients (numbers in front of the variables) can change depending on the independent variable. This makes it more challenging to solve compared to ODEs with constant coefficients.

2. How do you solve an ODE with variable coefficients?

There are several methods for solving ODEs with variable coefficients, including the variation of parameters method, the power series method, and the Laplace transform method. These methods involve manipulating the equation and using specific techniques to find a solution.

3. What are the challenges of solving ODEs with variable coefficients?

The main challenge of solving ODEs with variable coefficients is that there is no one universal method that can be applied to all equations. Each equation may require a different approach, and it can be difficult to determine which method will be most effective. Additionally, the solution may be more complex and involve more steps compared to ODEs with constant coefficients.

4. Can software be used to solve ODEs with variable coefficients?

Yes, there are many software programs and online tools that can solve ODEs with variable coefficients. These programs use numerical methods to approximate the solution, which may not be exact but can provide a good estimate. However, it is still important to understand the underlying principles and techniques for solving these equations.

5. What are some practical applications of ODEs with variable coefficients?

ODEs with variable coefficients have many practical applications in fields such as physics, engineering, and economics. They can be used to model real-world situations where the coefficients are not constant, such as in population growth, chemical reactions, and electrical circuits. Solving these equations allows us to make predictions and understand the behavior of these systems.

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