18.40 problem 40

18.40.1 Solving as second order ode missing x ode

Internal problem ID [2312]
Internal file name [OUTPUT/2312_Tuesday_February_27_2024_08_25_51_AM_92447401/index.tex]

Book: Differential Equations by Alfred L. Nelson, Karl W. Folley, Max Coral. 3rd ed. DC heath. Boston. 1964
Section: Exercise 35, page 157
Problem number: 40.
ODE order: 2.
ODE degree: 1.

The type(s) of ODE detected by this program : "second_order_ode_missing_x"

Maple gives the following as the ode type

[[_2nd_order, _missing_x], [_2nd_order, _reducible, _mu_xy]]

\[ \boxed {y y^{\prime \prime }-2 {y^{\prime }}^{2}-y^{2}=0} \] With initial conditions \begin {align*} \left [y \left (0\right ) = 1, y^{\prime }\left (0\right ) = \sqrt {3}\right ] \end {align*}

18.40.1 Solving as second order ode missing x ode

This is missing independent variable second order ode. Solved by reduction of order by using substitution which makes the dependent variable \(y\) an independent variable. Using \begin {align*} y' &= p(y) \end {align*}

Then \begin {align*} y'' &= \frac {dp}{dx}\\ &= \frac {dy}{dx} \frac {dp}{dy}\\ &= p \frac {dp}{dy} \end {align*}

Hence the ode becomes \begin {align*} y p \left (y \right ) \left (\frac {d}{d y}p \left (y \right )\right )-2 p \left (y \right )^{2}-y^{2} = 0 \end {align*}

Which is now solved as first order ode for \(p(y)\). Using the change of variables \(p \left (y \right ) = u \left (y \right ) y\) on the above ode results in new ode in \(u \left (y \right )\) \begin {align*} y^{2} u \left (y \right ) \left (\left (\frac {d}{d y}u \left (y \right )\right ) y +u \left (y \right )\right )-2 u \left (y \right )^{2} y^{2} = y^{2} \end {align*}

In canonical form the ODE is \begin {align*} u' &= F(y,u)\\ &= f( y) g(u)\\ &= \frac {u^{2}+1}{u y} \end {align*}

Where \(f(y)=\frac {1}{y}\) and \(g(u)=\frac {u^{2}+1}{u}\). Integrating both sides gives \begin{align*} \frac {1}{\frac {u^{2}+1}{u}} \,du &= \frac {1}{y} \,d y \\ \int { \frac {1}{\frac {u^{2}+1}{u}} \,du} &= \int {\frac {1}{y} \,d y} \\ \frac {\ln \left (u^{2}+1\right )}{2}&=\ln \left (y \right )+c_{2} \\ \end{align*} Raising both side to exponential gives \begin {align*} \sqrt {u^{2}+1} &= {\mathrm e}^{\ln \left (y \right )+c_{2}} \end {align*}

Which simplifies to \begin {align*} \sqrt {u^{2}+1} &= c_{3} y \end {align*}

Which simplifies to \[ \sqrt {u \left (y \right )^{2}+1} = c_{3} {\mathrm e}^{c_{2}} y \] The solution is \[ \sqrt {u \left (y \right )^{2}+1} = c_{3} {\mathrm e}^{c_{2}} y \] Replacing \(u(y)\) in the above solution by \(\frac {p \left (y \right )}{y}\) results in the solution for \(p \left (y \right )\) in implicit form \begin {align*} \sqrt {\frac {p \left (y \right )^{2}}{y^{2}}+1} = c_{3} {\mathrm e}^{c_{2}} y\\ \sqrt {\frac {p \left (y \right )^{2}+y^{2}}{y^{2}}} = c_{3} {\mathrm e}^{c_{2}} y \end {align*}

Substituting initial conditions and solving for \(c_{2} \) gives \(c_{2} = \frac {\ln \left (\frac {4}{c_{3}^{2}}\right )}{2}\). Hence the solution becomes Initial conditions are used to solve for \(c_{3}\). Substituting \(y=1\) and \(p=\sqrt {3}\) in the above solution gives an equation to solve for the constant of integration. \begin {align*} 2 = 2 \sqrt {\frac {1}{c_{3}^{2}}}\, c_{3} \end {align*}

This solution is valid for any \(c_{3}\). Hence there are infinite number of solutions.

For solution (1) found earlier, since \(p=y^{\prime }\) then we now have a new first order ode to solve which is \begin {align*} \sqrt {\frac {{y^{\prime }}^{2}+y^{2}}{y^{2}}} = 2 c_{3} \sqrt {\frac {1}{c_{3}^{2}}}\, y \end {align*}

Solving the given ode for \(y^{\prime }\) results in \(2\) differential equations to solve. Each one of these will generate a solution. The equations generated are \begin {align*} y^{\prime }&=\sqrt {4 y^{2}-1}\, y \tag {1} \\ y^{\prime }&=-\sqrt {4 y^{2}-1}\, y \tag {2} \end {align*}

Now each one of the above ODE is solved.

Solving equation (1)

Integrating both sides gives \begin {align*} \int \frac {1}{\sqrt {4 y^{2}-1}\, y}d y &= \int {dx}\\ \arctan \left (\sqrt {4 y^{2}-1}\right )&= x +c_{4} \end {align*}

Initial conditions are used to solve for \(c_{4}\). Substituting \(x=0\) and \(y=1\) in the above solution gives an equation to solve for the constant of integration. \begin {align*} \frac {\pi }{3} = c_{4} \end {align*}

The solutions are \begin {align*} c_{4} = \frac {\pi }{3} \end {align*}

Trying the constant \begin {align*} c_{4} = \frac {\pi }{3} \end {align*}

Substituting \(c_{4}\) found above in the general solution gives \begin {align*} \arctan \left (\sqrt {4 y^{2}-1}\right ) = x +\frac {\pi }{3} \end {align*}

The constant \(c_{4} = \frac {\pi }{3}\) gives valid solution.

Solving equation (2)

Integrating both sides gives \begin {align*} \int -\frac {1}{\sqrt {4 y^{2}-1}\, y}d y &= \int {dx}\\ \arctan \left (\frac {1}{\sqrt {4 y^{2}-1}}\right )&= x +c_{5} \end {align*}

Initial conditions are used to solve for \(c_{5}\). Substituting \(x=0\) and \(y=1\) in the above solution gives an equation to solve for the constant of integration. \begin {align*} \frac {\pi }{6} = c_{5} \end {align*}

The solutions are \begin {align*} c_{5} = \frac {\pi }{6} \end {align*}

Trying the constant \begin {align*} c_{5} = \frac {\pi }{6} \end {align*}

Substituting \(c_{5}\) found above in the general solution gives \begin {align*} \arctan \left (\frac {1}{\sqrt {4 y^{2}-1}}\right ) = x +\frac {\pi }{6} \end {align*}

The constant \(c_{5} = \frac {\pi }{6}\) does not give valid solution.

Which is valid for any constant of integration. Therefore keeping the constant in place. Initial conditions are used to solve for the constants of integration.

Summary

The solution(s) found are the following \begin{align*} \tag{1} \arctan \left (\sqrt {4 y^{2}-1}\right ) &= x +\frac {\pi }{3} \\ \tag{2} \arctan \left (\frac {1}{\sqrt {4 y^{2}-1}}\right ) &= x +\frac {\pi }{6} \\ \end{align*}

Verification of solutions

\[ \arctan \left (\sqrt {4 y^{2}-1}\right ) = x +\frac {\pi }{3} \] Verified OK.

\[ \arctan \left (\frac {1}{\sqrt {4 y^{2}-1}}\right ) = x +\frac {\pi }{6} \] Warning, solution could not be verified

Maple trace

`Methods for second order ODEs: 
--- Trying classification methods --- 
trying 2nd order Liouville 
trying 2nd order WeierstrassP 
trying 2nd order JacobiSN 
differential order: 2; trying a linearization to 3rd order 
trying 2nd order ODE linearizable_by_differentiation 
trying 2nd order, 2 integrating factors of the form mu(x,y) 
trying a quadrature 
checking if the LODE has constant coefficients 
<- constant coefficients successful 
<- 2nd order, 2 integrating factors of the form mu(x,y) successful`
 

Solution by Maple

Time used: 0.11 (sec). Leaf size: 16

dsolve([y(x)*diff(y(x),x$2)=2*diff(y(x),x)^2+y(x)^2,y(0) = 1, D(y)(0) = sqrt(3)],y(x), singsol=all)
 

\[ y \left (x \right ) = \frac {1}{-\sqrt {3}\, \sin \left (x \right )+\cos \left (x \right )} \]

Solution by Mathematica

Time used: 0.175 (sec). Leaf size: 19

DSolve[{y[x]*y''[x]==2*y'[x]^2+y[x]^2,{y[0]==1,y'[0]==Sqrt[3]}},y[x],x,IncludeSingularSolutions -> True]
 

\[ y(x)\to \frac {1}{2} \csc \left (\frac {1}{6} (\pi -6 x)\right ) \]