Solve Second Order Differential Eq. With Variable Coefficient

In summary, we have an equation of the form $(1-x^2)y''-xy'+4y=2x\sqrt{1-x^2}$ and we are asked to use the substitution $x=\sin t$ to solve it. After correctly converting the equation to the $t$ domain, we obtain a linear ODE $z'=x(1-x^2)^{-1}z$ which has a solution $z=c_2(1-x^2)^{-1/2}$. From this, we can derive the general solution of the incomplete equation using the substitution $z=vu'-uv'$ and find that it is $u=c_1v+c_2v\int(1-x^
  • #1
Amer
259
0
$(1-x^2)y'' - xy' + 4y =2 x \sqrt{1-x^2} $
Hint use the substitution $x =\sin t$
I used it and end with

$\cos t y'' + \sin t y' - \frac{\sin t}{\cos t} y' + 4y = 2\sin t |\cos t| $

how to solve this i just want the name of the method
 
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  • #2
I do not think you have gone to the $t$ domain correctly. You have
$$\frac{dy}{dt}=\frac{dy}{dx}\,\frac{dx}{dt}=\cos(t)\,\frac{dy}{dx}.$$
Then you have
$$\frac{d^{2}y}{dt^{2}}=\frac{d}{dt}\left[\cos(t)\,\frac{dy}{dx}\right]
=\cos(t)\,\frac{d}{dt}\,\frac{dy}{dx}+\frac{dy}{dx}\,(-\sin(t))$$
$$=\cos^{2}(t)\,\frac{d^{2}y}{dx^{2}}-\sin(t)\,\frac{dy}{dx}.$$
See if that doesn't do some nice things for you.
 
  • #3
Amer said:
$(1-x^2)y'' - xy' + 4y = x \sqrt{1-x^2} $
Hint use the substitution $x =\sin t$
I used it and end with

$\cos t y'' + \sin t y' - \frac{\sin t}{\cos t} y' + 4y = 2\sin t |\cos t| $

how to solve this i just want the name of the method

The equation is of the type complete and its solution is the sum of two terms, the general solution of the incomplete equation and any particular solution of the complete equation, so that first we have to solve the equation...

$\displaystyle (1-x^{2})\ y^{\ ''} -x\ y^{\ '} + 4\ y=0$ (1)

The procedure that I will use is a little 'non conventional' and requires a preliminary. The solution of a second order incomplete equation is of the type...$\displaystyle y(x)= c_{1}\ u(x) + c_{2}\ v(x)$ (2)... where $u(x)$ and $v(x)$ are two independent solutions of (1). Since u and v both satisfy (1) is...$\displaystyle (1-x^{2})\ u^{\ ''} -x\ u^{\ '} +4\ u=0$

$\displaystyle (1-x^{2})\ v^{\ ''} -x\ v^{\ '} +4\ v=0$ (3)

Multiplying the first of (3) by v and the second by u and do the difference we obtain...

$\displaystyle (1-x^{2})\ (v\ u^{\ ''} - u\ v^{\ ''}) - x\ (v\ u^{\ '} - u\ v^{\ '}) =0$ (4)

Now we set $z= v\ u^{\ '}- u\ v^{\ '}$ so that (4) becomes...

$\displaystyle z^{\ '}= \frac {x}{1-x^{2}}\ z$ (5)

The (5) is a linear ODE the solution of which is...

$\displaystyle z=\frac{c_{2}}{\sqrt{1-x^{2}}}$ (6)

... so that is...

$\displaystyle \frac{z}{v^{2}}= \frac{d}{dx} (\frac{u}{v})= \frac{c_{2}}{v^{2}\ \sqrt{1-x^{2}}} \implies\ u= c_{1}\ v + c_{2}\ v\ \int \frac{dx}{v^{2}\ \sqrt{1-x^{2}}}$ (7)

Now it is easy enough to see that $u=2 x^{2}-1$ is solution of (1) so that from (7) we derive that...

$\displaystyle v= (2 x^{2}-1)\ \int \frac{dx}{(2 x^{2}-1)^{2}\ \sqrt{1-x^{2}}} = - x\ \sqrt{1-x^{2}}$ (8)

... is also solution of (1) so that the general solution of (1) is...

$\displaystyle y(x)= c_{1}\ (2 x^{2}-1) + c_{2}\ x\ \sqrt{1-x^{2}}$ (9)

... and half of the work is done. The second half will be done [if possible...] in next post...

Kind regards

$\chi$ $\sigma$
 
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  • #4
Ackbach said:
I do not think you have gone to the $t$ domain correctly. You have
$$\frac{dy}{dt}=\frac{dy}{dx}\,\frac{dx}{dt}=\cos(t)\,\frac{dy}{dx}.$$
Then you have
$$\frac{d^{2}y}{dt^{2}}=\frac{d}{dt}\left[\cos(t)\,\frac{dy}{dx}\right]
=\cos(t)\,\frac{d}{dt}\,\frac{dy}{dx}+\frac{dy}{dx}\,(-\sin(t))$$
$$=\cos^{2}(t)\,\frac{d^{2}y}{dx^{2}}-\sin(t)\,\frac{dy}{dx}.$$
See if that doesn't do some nice things for you.

What i did My question is

[tex](1-x^2)\frac{d^2y}{dx^2} - x\frac{dy}{dx} + 4y =2 x \sqrt{1-x^2} [/tex]

The sub is
[tex] x = \sin t \Rightarrow \dfrac{dx}{dt} = \cos t \Rightarrow \dfrac{d^2x}{dt^2} = -\sin t [/tex]

[tex]\dfrac{dy}{dt} = \dfrac{dy}{dx} \dfrac{dx}{dt} [/tex]

I made a mistake in follwing, i write it like below but when i differentiate with respect to t,
[tex]\dfrac{dy}{dx} = \dfrac{\dfrac{dy}{dt}}{\dfrac{dx}{dt}} [/tex]
the left hand side I write it like this
[tex]\dfrac{d^2y}{dx^2} [/tex] which should be like this [tex]\dfrac{d^2y}{dx^2} \dfrac{dy}{dt} [/tex]

Thanks very much both
 
  • #5
toi
chisigma said:
The equation is of the type complete and its solution is the sum of two terms, the general solution of the incomplete equation and any particular solution of the complete equation, so that first we have to solve the equation...

$\displaystyle (1-x^{2})\ y^{\ ''} -x\ y^{\ '} + 4\ y=0$ (1)

The procedure that I will use is a little 'non conventional' and requires a preliminary. The solution of a second order incomplete equation is of the type...$\displaystyle y(x)= c_{1}\ u(x) + c_{2}\ v(x)$ (2)... where $u(x)$ and $v(x)$ are two independent solutions of (1). Since u and v both satisfy (1) is...$\displaystyle (1-x^{2})\ u^{\ ''} -x\ u^{\ '} +4\ u=0$

$\displaystyle (1-x^{2})\ v^{\ ''} -x\ v^{\ '} +4\ v=0$ (3)

Multiplying the first of (3) by v and the second by u and do the difference we obtain...

$\displaystyle (1-x^{2})\ (v\ u^{\ ''} - u\ v^{\ ''}) - x\ (v\ u^{\ '} - u\ v^{\ '}) =0$ (4)

Now we set $z= v\ u^{\ '}- u\ v^{\ '}$ so that (4) becomes...

$\displaystyle z^{\ '}= \frac {x}{1-x^{2}}\ z$ (5)

The (5) is a linear ODE the solution of which is...

$\displaystyle z=\frac{c_{2}}{\sqrt{1-x^{2}}}$ (6)

... so that is...

$\displaystyle \frac{z}{v^{2}}= \frac{d}{dx} (\frac{u}{v})= \frac{c_{2}}{v^{2}\ \sqrt{1-x^{2}}} \implies\ u= c_{1}\ v + c_{2}\ v\ \int \frac{dx}{v^{2}\ \sqrt{1-x^{2}}}$ (7)

Now it is easy enough to see that $u=x$ is solution of (1) so that from (7) we derive that...

$\displaystyle v= x\ \int \frac{dx}{x^{2}\ \sqrt{1-x^{2}}} = - \sqrt{1-x^{2}}$ (7)

... is also solution of (1) so that the general solution of (1) is...

$\displaystyle y(x)= c_{1}\ x + c_{2}\ \sqrt{1-x^{2}}$ (8)

... and half of the work is done. The second half will be done [if possible...] in next post...

Kind regards

$\chi$ $\sigma$

I am a bit new to differential equation I do not know what complete and incomplete equations mean
can you give me a link about it or a little explanation ?
Thanks
 
  • #6
Amer said:
toi

I am a bit new to differential equation I do not know what complete and incomplete equations mean
can you give me a link about it or a little explanation ?
Thanks

An incomplete second order linear ODE is written as...

$\displaystyle a(x)\ y^{\ ''} + b(x)\ y^{\ '} + c(x)\ y=0$ (1)

... and a complete second order linear ODE as... $\displaystyle a(x)\ y^{\ ''} + b(x)\ y^{\ '} + c(x)\ y= d(x)$ (2)

If u(x) and v(x) are independent solutions of (1) and w(x) is any particular solution of (2), the the general solution of (2) is...

$\displaystyle y(x)= c_{1}\ u(x) + c_{2}\ v(x) + w(x)$ (3)

... where $c_{1}$ and $c_{2}$ are arbitrary constants...

Kind regards

$\chi$ $\sigma$
 
  • #7
If you're clever enough (or lucky enough) to guess one solution of the homogeneous problem

$(1-x^2)y'' - xy' + 4y = 0$ in this case $y = 2x^2-1$

then $y = (2x^2-1)v$ will reduce your ODE to one that is second order with the $v$ term missing and letting $w = v'$ will then give you one that is linear in $w$!
 
  • #8
chisigma said:
An incomplete second order linear ODE is written as...

$\displaystyle a(x)\ y^{\ ''} + b(x)\ y^{\ '} + c(x)\ y=0$ (1)

... and a complete second order linear ODE as... $\displaystyle a(x)\ y^{\ ''} + b(x)\ y^{\ '} + c(x)\ y= d(x)$ (2)

If u(x) and v(x) are independent solutions of (1) and w(x) is any particular solution of (2), the the general solution of (2) is...

$\displaystyle y(x)= c_{1}\ u(x) + c_{2}\ v(x) + w(x)$ (3)

... where $c_{1}$ and $c_{2}$ are arbitrary constants...

Kind regards

$\chi$ $\sigma$

For translation effectiveness: chi sigma's "incomplete" is often termed "homogeneous", and chi sigma's "complete" is often termed "inhomogeneous".
 
  • #9
Ackbach said:
For translation effectiveness: chi sigma's "incomplete" is often termed "homogeneous", and chi sigma's "complete" is often termed "inhomogeneous".

The reason why I prefer the terms 'complete' and 'incomplete' is that these terms are related to the presence or not of the 'known term' d(x). It is obvious that the correspondence 'homogeneous -> incomplete' and 'inhomogeneous -> complete' is a perfect source of confusion... Kind regards $\chi$ $\sigma$
 
  • #10
My attempts to do the second part of the work searching a particular solution of the complete equation...

$\displaystyle (1-x^{2})\ y^{\ ''} -x\ y^{\ '} + 4\ y= 2\ x\ \sqrt{1-x^{2}}$ (1)

... didn't produce results but the problem would be easily overcome changing in (1) the sigh of the term in y' so that the ODE becomes...

$\displaystyle (1-x^{2})\ y^{\ ''} + x\ y^{\ '} + 4\ y= 2\ x\ \sqrt{1-x^{2}}$ (2)

I would ask Amer if May be that the equation is (2) and not (1)...Kind regards $\chi$ $\sigma$
 
  • #11
chisigma said:
My attempts to do the second part of the work searching a particular solution of the complete equation...

$\displaystyle (1-x^{2})\ y^{\ ''} -x\ y^{\ '} + 4\ y= 2\ x\ \sqrt{1-x^{2}}$ (1)

... didn't produce results but the problem would be easily overcome changing in (1) the sigh of the term in y' so that the ODE becomes...

$\displaystyle (1-x^{2})\ y^{\ ''} + x\ y^{\ '} + 4\ y= 2\ x\ \sqrt{1-x^{2}}$ (2)

I would ask Amer if May be that the equation is (2) and not (1)...Kind regards $\chi$ $\sigma$

no i write the question correctly it is -xy'
 
  • #12
The ODE originally posted by Amer [slighty modified by me...] was...

$\displaystyle y'' - \frac{x}{1-x^{2}}\ y' + \frac{4}{1-x^{2}}\ y =\frac{2\ x}{\sqrt{1-x^2}}$ (1)

... and in the post #3 we found the general solution of the incomplete equation…

$\displaystyle y'' - \frac{x}{1-x^{2}}\ y' + \frac{4}{1-x^{2}}\ y = 0$ (2)

... that is...

$\displaystyle y(x)= c_{1}\ (2\ x^{2} -1) + c_{2}\ x\ \sqrt{1-x^{2}}$ (3)

Now we have to search a particular solution of the (1) and that will be performed describing a general procedure for finding a particular solution of an ODE like...

$\displaystyle y^{\ ''} + p(x)\ y^{\ '} + q(x)\ y = \varphi (x)$ (4)

Let’s suppose to know the general solution of the incomplete equation…

$\displaystyle y^{\ ''} + p(x)\ y^{\ '} + q(x)\ y = 0$ (5)

… that is…

$\displaystyle y(x)= c_{1}\ u(x) + c_{2}\ v(x)$ (6)

... and to write the particular solution of the complete equation like...

$\displaystyle Y(x)= C_{1}(x)\ u(x) + C_{2} (x)\ v(x)$ (7)

... where $C_{1} (x)$ and $C_{2} (x)$ are functions of x. In...

http://www.math24.net/second-order-linear-nonhomogeneous-differential-equations-with-variable-coefficients.html

... is demonstrated that $C_{1} (x)$ and $C_{2} (x)$ have the form...$\displaystyle C_{1} (x)= - \int \frac{ v (x)\ \varphi(x)} {W_{u,v} (x)}\ dx$

$\displaystyle C_{2} (x)= \int \frac{ u (x)\ \varphi(x)} {W_{u,v} (x)}\ dx$ (8)

... where $\displaystyle W_{u,v} (x) = u(x)\ v^{\ '} (x) - v(x)\ u^{\ '}(x)$ is the Wronskian of u and v. Now we turn back to (1), remembering that in previous post we found...

$\displaystyle u = 2\ x^{2}-1 \implies u^{\ '}= 4\ x$

$\displaystyle v = x\ \sqrt{1-x^{2}} \implies v^{\ '} = \sqrt{1-x^{2}} - \frac{x^{2}}{\sqrt{1-x^{2}}}$ (9)

... so that is ...

$\displaystyle W_{u,v} (x)= - (2\ x^{2} +1)\ \sqrt{1-x^{2}} - \frac{ x^{2}\ (2\ x^{2}-1)} {\sqrt{1-x^{2}}}= - \frac{1}{\sqrt{1-x^{2}}}$ (10)

... and remembering that is $\displaystyle \varphi(x)= \frac{2\ x}{\sqrt{1-x^{2}}}$ we finally obtain...

$\displaystyle C_{1}(x)= 2\ \int x^{2}\ \sqrt{1-x^{2}}\ dx = \frac{1}{4}\ \{ x\ \sqrt{1-x^{2}}\ (2\ x^{2}-1) + \sin^{-1} x\}$

$\displaystyle C_{2}(x)= 2\ \int (x - 2\ x^{2})\ dx = x^{2}\ (1-x^{2})$ (11)

... and (7) becomes...

$\displaystyle Y(x)= \frac{2\ x^{2}-1}{4}\ \{x\ \sqrt{1-x^{2}}\ (2\ x^{2}-1) + \sin^{-1} x\} + ( x\ \sqrt{1-x^{2}})^{3}$ (12)

Of course the 'old wolf' isn't a 'Superman' in pure calculus so that it is better that some 'young mind' controls these results (Wasntme)...

Kind regards $\chi$ $\sigma$
 
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  • #13
Hi !

I suggest to bring back your result y(x) into the ODE. So that, you will check if your result is correct or not.
This is what I obtained :
 

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  • #14
Welcome on MHB JJaquelin!... after Your post I verified some mistakes in my calculation and I corrected them... anyway that is probably not jet all right and further controls of me are necessary... Kind regards $\chi$ $\sigma$
 

FAQ: Solve Second Order Differential Eq. With Variable Coefficient

What is a second order differential equation with variable coefficient?

A second order differential equation with variable coefficient is a mathematical equation that involves the second derivative of a function with respect to its independent variable, and the function itself has a variable coefficient. This means that the coefficient of the second derivative term is not a constant, but can change depending on the independent variable.

How do you solve a second order differential equation with variable coefficient?

There are various methods for solving a second order differential equation with variable coefficient, including substitution, variation of parameters, and power series. The specific method used will depend on the form of the equation and the given initial conditions. It may also be necessary to use numerical methods for more complex equations.

What is the importance of solving second order differential equations with variable coefficient?

Second order differential equations with variable coefficient are commonly used in many fields of science and engineering to model and describe a wide range of physical phenomena. By solving these equations, we can gain a better understanding of the behavior and properties of these systems, and make predictions about their future behavior.

Are there any special techniques for solving second order differential equations with variable coefficient?

Yes, there are some special techniques that can be used to solve certain types of second order differential equations with variable coefficient. For example, if the coefficient is a polynomial function, the method of undetermined coefficients can be used. If the coefficient is a trigonometric function, the method of variation of parameters can be used.

Can second order differential equations with variable coefficient be solved analytically?

Not all second order differential equations with variable coefficient can be solved analytically. In some cases, the equations may be too complex to find an exact solution, and numerical methods must be used instead. However, for simpler equations, it is possible to find an analytical solution using the appropriate method.

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