Solving ODE with variable coefficients

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Homework Help Overview

The discussion revolves around solving an ordinary differential equation (ODE) that incorporates Brownian motion as a variable coefficient. The specific equation under consideration is a second-order linear ODE with variable coefficients.

Discussion Character

  • Exploratory, Assumption checking, Problem interpretation

Approaches and Questions Raised

  • The original poster attempts to solve the ODE using power series but reports no success. They inquire about possible transformations and express a need for guidance on finding roots after transforming the equation. Other participants suggest reducing the order of the equation and inquire about potential transformations, noting their own unsuccessful attempts.

Discussion Status

Participants have shared hints and suggestions regarding transformations and methods to approach the problem. There is acknowledgment of complex solutions involving special functions, but no consensus on a specific method or transformation has been reached. The discussion remains open with various interpretations being explored.

Contextual Notes

Participants mention the need for a specific transformation that yields certain differentiation properties, indicating constraints in the problem setup. There is also reference to software outputs that suggest complex solutions, which may not align with the original poster's expectations.

rammohanRao
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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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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...
 
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.
 
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
 

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