Non-linear differential equation

In summary, the solution to the nonlinear differential equation $y'=1+y^2$ that satisfies the condition $\psi(0)=0$ exists only for intervals that contain $0$.
  • #1
evinda
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Hello! (Wave)

I want to find the solution $\psi$ of the non-linear differential equation $y'=1+y^2$ that satisfies the condition $\psi(0)=0$. (Notice that the solution $\psi$ exists only for $- \frac{\pi}{2}< x < \frac{\pi}{2}$)

We notice that: $(tan^{-1})'(x)=\frac{1}{1+x^2} (\star) \left( -\frac{\pi}{2}<x< \frac{\pi}{2} \right)$.

So if $\psi$ is the solution of the initial value problem

$\left\{\begin{matrix}
y'=1+y^2\\ \\
y(0)=0
\end{matrix}\right.$

and thus $\psi$ exists at an interval that contains $0$, then for each $x$ that belongs to the interval $I$ of the solution $\psi$ we have:

$$\psi'(x)= 1+\psi^2(x) \ \ \forall x \in I$$

or equivalently $\frac{\psi'(x)}{1+ \psi^2(x)}=1$.

From the relation $(\star)$ we have $(tan^{-1} \psi(t))'=1 \ \ \forall t \in I$.

We integrate the last relation from $0$ to $x$ ($ \ \forall x \in I$) and we have:$$tan^{-1} \psi(x)- \tan^{-1} \psi(0)=x \ \ \forall x \in I \Rightarrow \psi(x)= \tan x \ \ \forall x \in I$$

$\psi(x)$ has as maximal existence interval the interval $\left( - \frac{\pi}{2}, \frac{\pi}{2}\right)$ and we can easily verify that $\psi(x)= \tan x$ satisfies the initial value problem $\left\{\begin{matrix}
y'=1+y^2\\ \\
y(0)=0
\end{matrix}\right.$.Firstly, having found the solution $\psi(x)= \tan x$ do we have to verify it? (Thinking)Also with existence interval is the domain of the function meant? If so, isn't it $\mathbb{R}$ ? Or am I wrong? (Thinking)
 
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  • #2
evinda said:
Also with existence interval is the domain of the function meant? If so, isn't it $\mathbb{R}$ ? Or am I wrong? (Thinking)
Th existence interval ought to mean the (maximal) interval within which the differential equation is satisfied. That interval has to be $(-\frac\pi2, \frac\pi2).$ It cannot be the whole of $\mathbb{R}$ because the function $\tan x$ is not defined at $\pm\frac\pi2.$
 
  • #3
Opalg said:
Th existence interval ought to mean the (maximal) interval within which the differential equation is satisfied. That interval has to be $(-\frac\pi2, \frac\pi2).$ It cannot be the whole of $\mathbb{R}$ because the function $\tan x$ is not defined at $\pm\frac\pi2.$

So is the existence interval the range of $y$ such that the latter satisfies the differential equation? :confused:
 
  • #4
evinda said:
Firstly, having found the solution $\psi(x)= \tan x$ do we have to verify it? (Thinking)

An excellent habit to get into. Checking your work should be routine. The great thing about DE's is that, usually, it's pretty straight-forward to check whether a candidate solution actually does solve the DE.
 
  • #5
evinda said:
So is the existence interval the range of $y$ such that the latter satisfies the differential equation? :confused:
No, it's the interval of $x$ for which the function $y(x)$ satisfies the differential equation.
 
  • #6
Opalg said:
No, it's the interval of $x$ for which the function $y(x)$ satisfies the differential equation.

So is it the domain of $y(x)= \tan x$? (Thinking)
Or do we get also other restrictions?
 
  • #7
Opalg said:
No, it's the interval of $x$ for which the function $y(x)$ satisfies the differential equation.

Does it have to be one interval and not the union of intervals?
 

FAQ: Non-linear differential equation

What is a non-linear differential equation?

A non-linear differential equation is a mathematical equation that involves a function and its derivatives. Unlike linear differential equations, which have a linear relationship between the dependent variable and its derivatives, non-linear equations have a non-linear relationship, meaning the dependent variable is raised to a power or multiplied by a function of itself.

How is a non-linear differential equation different from a linear differential equation?

As mentioned, the main difference between a non-linear and linear differential equation is the relationship between the dependent variable and its derivatives. Linear equations have a linear relationship, while non-linear equations have a non-linear relationship. This means that the solution to a non-linear equation cannot be found by simply adding and multiplying the independent variable, as can be done with linear equations.

What are some examples of non-linear differential equations?

Some examples of non-linear differential equations include the Lotka-Volterra equations, the Navier-Stokes equations, and the Schrödinger equation. These equations are commonly used in physics, chemistry, and biology to model various systems and phenomena.

How are non-linear differential equations solved?

Unlike linear differential equations, which have well-defined and systematic methods for solving, non-linear equations often require more advanced techniques and are not as straightforward to solve. Some methods for solving non-linear equations include numerical methods, series solutions, and perturbation methods.

What are the applications of non-linear differential equations?

Non-linear differential equations have many applications in various fields of science and engineering, including physics, chemistry, biology, economics, and engineering. They are used to model and understand complex systems and phenomena, such as population dynamics, fluid flow, chemical reactions, and electrical circuits.

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