2.1.4 problem 4
Internal
problem
ID
[8751]
Book
:
Second
order
enumerated
odes
Section
:
section
1
Problem
number
:
4
Date
solved
:
Thursday, December 12, 2024 at 09:42:51 AM
CAS
classification
:
[[_2nd_order, _quadrature]]
Solve
\begin{align*} a y^{\prime \prime }&=0 \end{align*}
Solved as second order ode quadrature
Time used: 0.021 (sec)
The ODE simplifies to
\[ y^{\prime \prime } = 0 \]
Integrating twice gives the solution
\[ y= c_1 x + c_2 \]
Will add steps showing solving
for IC soon.
Summary of solutions found
\begin{align*}
y &= c_1 x +c_2 \\
\end{align*}
Figure 2.10: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order linear constant coeff ode
Time used: 0.025 (sec)
This is second order with constant coefficients homogeneous ODE. In standard form the
ODE is
\[ A y''(x) + B y'(x) + C y(x) = 0 \]
Where in the above \(A=a, B=0, C=0\) . Let the solution be \(y=e^{\lambda x}\) . Substituting this into the ODE gives
\[ a \,\lambda ^{2} {\mathrm e}^{x \lambda } = 0 \tag {1} \]
Since exponential function is never zero, then dividing Eq(2) throughout by \(e^{\lambda x}\) gives
\[ a \,\lambda ^{2} = 0 \tag {2} \]
Equation (2) is the characteristic equation of the ODE. Its roots determine the
general solution form.Using the quadratic formula
\[ \lambda _{1,2} = \frac {-B}{2 A} \pm \frac {1}{2 A} \sqrt {B^2 - 4 A C} \]
Substituting \(A=a, B=0, C=0\) into the above gives
\begin{align*} \lambda _{1,2} &= \frac {0}{(2) \left (a\right )} \pm \frac {1}{(2) \left (a\right )} \sqrt {\left (0\right )^2 - (4) \left (a\right )\left (0\right )}\\ &= 0 \end{align*}
Hence this is the case of a double root \(\lambda _{1,2} = 0\) . Therefore the solution is
\[ y= c_1 1 + c_2 x \tag {1} \]
Will add steps showing
solving for IC soon.
Summary of solutions found
\begin{align*}
y &= c_2 x +c_1 \\
\end{align*}
Figure 2.11: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order linear exact ode
Time used: 0.053 (sec)
An ode of the form
\begin{align*} p \left (x \right ) y^{\prime \prime }+q \left (x \right ) y^{\prime }+r \left (x \right ) y&=s \left (x \right ) \end{align*}
is exact if
\begin{align*} p''(x) - q'(x) + r(x) &= 0 \tag {1} \end{align*}
For the given ode we have
\begin{align*} p(x) &= a\\ q(x) &= 0\\ r(x) &= 0\\ s(x) &= 0 \end{align*}
Hence
\begin{align*} p''(x) &= 0\\ q'(x) &= 0 \end{align*}
Therefore (1) becomes
\begin{align*} 0- \left (0\right ) + \left (0\right )&=0 \end{align*}
Hence the ode is exact. Since we now know the ode is exact, it can be written as
\begin{align*} \left (p \left (x \right ) y^{\prime }+\left (q \left (x \right )-p^{\prime }\left (x \right )\right ) y\right )' &= s(x) \end{align*}
Integrating gives
\begin{align*} p \left (x \right ) y^{\prime }+\left (q \left (x \right )-p^{\prime }\left (x \right )\right ) y&=\int {s \left (x \right )\, dx} \end{align*}
Substituting the above values for \(p,q,r,s\) gives
\begin{align*} a y^{\prime }&=c_1 \end{align*}
We now have a first order ode to solve which is
\begin{align*} a y^{\prime } = c_1 \end{align*}
Since the ode has the form \(y^{\prime }=f(x)\) , then we only need to integrate \(f(x)\) .
\begin{align*} \int {dy} &= \int {\frac {c_1}{a}\, dx}\\ y &= \frac {c_1 x}{a} + c_2 \end{align*}
Will add steps showing solving for IC soon.
Summary of solutions found
\begin{align*}
y &= \frac {c_1 x}{a}+c_2 \\
\end{align*}
Figure 2.12: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order missing y ode
Time used: 0.045 (sec)
This is second order ode with missing dependent variable \(y\) . Let
\begin{align*} p(x) &= y^{\prime } \end{align*}
Then
\begin{align*} p'(x) &= y^{\prime \prime } \end{align*}
Hence the ode becomes
\begin{align*} a p^{\prime }\left (x \right ) = 0 \end{align*}
Which is now solve for \(p(x)\) as first order ode. Since the ode has the form \(p^{\prime }\left (x \right )=f(x)\) , then we only need to
integrate \(f(x)\) .
\begin{align*} \int {dp} &= \int {0\, dx} + c_1 \\ p \left (x \right ) &= c_1 \end{align*}
For solution (1) found earlier, since \(p=y^{\prime }\) then we now have a new first order ode to solve which is
\begin{align*} y^{\prime } = c_1 \end{align*}
Since the ode has the form \(y^{\prime }=f(x)\) , then we only need to integrate \(f(x)\) .
\begin{align*} \int {dy} &= \int {c_1\, dx}\\ y &= c_1 x + c_2 \end{align*}
Will add steps showing solving for IC soon.
Summary of solutions found
\begin{align*}
y &= c_1 x +c_2 \\
\end{align*}
Figure 2.13: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order integrable as is ode
Time used: 0.030 (sec)
Integrating both sides of the ODE w.r.t \(x\) gives
\begin{align*} \int a y^{\prime \prime }d x &= 0 \\ a y^{\prime } = c_1 \end{align*}
Which is now solved for \(y\) . Since the ode has the form \(y^{\prime }=f(x)\) , then we only need to integrate \(f(x)\) .
\begin{align*} \int {dy} &= \int {\frac {c_1}{a}\, dx}\\ y &= \frac {c_1 x}{a} + c_2 \end{align*}
Will add steps showing solving for IC soon.
Summary of solutions found
\begin{align*}
y &= \frac {c_1 x}{a}+c_2 \\
\end{align*}
Figure 2.14: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order integrable as is ode (ABC method)
Time used: 0.030 (sec)
Writing the ode as
\[
a y^{\prime \prime } = 0
\]
Integrating both sides of the ODE w.r.t \(x\) gives
\begin{align*} \int a y^{\prime \prime }d x &= 0 \\ a y^{\prime } = c_1 \end{align*}
Which is now solved for \(y\) . Since the ode has the form \(y^{\prime }=f(x)\) , then we only need to integrate \(f(x)\) .
\begin{align*} \int {dy} &= \int {\frac {c_1}{a}\, dx}\\ y &= \frac {c_1 x}{a} + c_2 \end{align*}
Will add steps showing solving for IC soon.
Figure 2.15: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order can be made integrable
Time used: 0.270 (sec)
Multiplying the ode by \(y^{\prime }\) gives
\[ a y^{\prime } y^{\prime \prime } = 0 \]
Integrating the above w.r.t \(x\) gives
\begin{align*} \int a y^{\prime } y^{\prime \prime }d x &= 0 \\ \frac {a {y^{\prime }}^{2}}{2} &= c_1 \end{align*}
Which is now solved for \(y\) . Solving for the derivative gives these ODE’s to solve
\begin{align*}
\tag{1} y^{\prime }&=\frac {\sqrt {2}\, \sqrt {a c_1}}{a} \\
\tag{2} y^{\prime }&=-\frac {\sqrt {2}\, \sqrt {a c_1}}{a} \\
\end{align*}
Now each of
the above is solved separately.
Solving Eq. (1)
Since the ode has the form \(y^{\prime }=f(x)\) , then we only need to integrate \(f(x)\) .
\begin{align*} \int {dy} &= \int {\frac {\sqrt {2}\, \sqrt {a c_1}}{a}\, dx}\\ y &= \frac {\sqrt {2}\, \sqrt {a c_1}\, x}{a} + c_2 \end{align*}
Solving Eq. (2)
Since the ode has the form \(y^{\prime }=f(x)\) , then we only need to integrate \(f(x)\) .
\begin{align*} \int {dy} &= \int {-\frac {\sqrt {2}\, \sqrt {a c_1}}{a}\, dx}\\ y &= -\frac {\sqrt {2}\, \sqrt {a c_1}\, x}{a} + c_3 \end{align*}
Will add steps showing solving for IC soon.
Summary of solutions found
\begin{align*}
y &= -\frac {\sqrt {2}\, \sqrt {a c_1}\, x}{a}+c_3 \\
y &= \frac {\sqrt {2}\, \sqrt {a c_1}\, x}{a}+c_2 \\
\end{align*}
Figure 2.16: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order ode using Kovacic algorithm
Time used: 0.029 (sec)
Writing the ode as
\begin{align*} a y^{\prime \prime } &= 0 \tag {1} \\ A y^{\prime \prime } + B y^{\prime } + C y &= 0 \tag {2} \end{align*}
Comparing (1) and (2) shows that
\begin{align*} A &= a \\ B &= 0\tag {3} \\ C &= 0 \end{align*}
Applying the Liouville transformation on the dependent variable gives
\begin{align*} z(x) &= y e^{\int \frac {B}{2 A} \,dx} \end{align*}
Then (2) becomes
\begin{align*} z''(x) = r z(x)\tag {4} \end{align*}
Where \(r\) is given by
\begin{align*} r &= \frac {s}{t}\tag {5} \\ &= \frac {2 A B' - 2 B A' + B^2 - 4 A C}{4 A^2} \end{align*}
Substituting the values of \(A,B,C\) from (3) in the above and simplifying gives
\begin{align*} r &= \frac {0}{1}\tag {6} \end{align*}
Comparing the above to (5) shows that
\begin{align*} s &= 0\\ t &= 1 \end{align*}
Therefore eq. (4) becomes
\begin{align*} z''(x) &= 0 \tag {7} \end{align*}
Equation (7) is now solved. After finding \(z(x)\) then \(y\) is found using the inverse transformation
\begin{align*} y &= z \left (x \right ) e^{-\int \frac {B}{2 A} \,dx} \end{align*}
The first step is to determine the case of Kovacic algorithm this ode belongs to. There are 3
cases depending on the order of poles of \(r\) and the order of \(r\) at \(\infty \) . The following table
summarizes these cases.
Case
Allowed pole order for \(r\)
Allowed value for \(\mathcal {O}(\infty )\)
1
\(\left \{ 0,1,2,4,6,8,\cdots \right \} \)
\(\left \{ \cdots ,-6,-4,-2,0,2,3,4,5,6,\cdots \right \} \)
2
Need to have at least one pole
that is either order \(2\) or odd order
greater than \(2\) . Any other pole order
is allowed as long as the above
condition is satisfied. Hence the
following set of pole orders are all
allowed. \(\{1,2\}\) ,\(\{1,3\}\) ,\(\{2\}\) ,\(\{3\}\) ,\(\{3,4\}\) ,\(\{1,2,5\}\) .
no condition
3
\(\left \{ 1,2\right \} \)
\(\left \{ 2,3,4,5,6,7,\cdots \right \} \)
Table 2.2: Necessary conditions for each Kovacic case
The order of \(r\) at \(\infty \) is the degree of \(t\) minus the degree of \(s\) . Therefore
\begin{align*} O\left (\infty \right ) &= \text {deg}(t) - \text {deg}(s) \\ &= 0 - -\infty \\ &= \infty \end{align*}
There are no poles in \(r\) . Therefore the set of poles \(\Gamma \) is empty. Since there is no odd order pole
larger than \(2\) and the order at \(\infty \) is \(infinity\) then the necessary conditions for case one are met.
Therefore
\begin{align*} L &= [1] \end{align*}
Since \(r = 0\) is not a function of \(x\) , then there is no need run Kovacic algorithm to obtain a solution
for transformed ode \(z''=r z\) as one solution is
\[ z_1(x) = 1 \]
Using the above, the solution for the original
ode can now be found. The first solution to the original ode in \(y\) is found from
\[
y_1 = z_1 e^{ \int -\frac {1}{2} \frac {B}{A} \,dx}
\]
Since \(B=0\) then the above reduces to
\begin{align*}
y_1 &= z_1 \\
&= 1 \\
\end{align*}
Which simplifies to
\[
y_1 = 1
\]
The second solution \(y_2\) to the original
ode is found using reduction of order
\[ y_2 = y_1 \int \frac { e^{\int -\frac {B}{A} \,dx}}{y_1^2} \,dx \]
Since \(B=0\) then the above becomes
\begin{align*}
y_2 &= y_1 \int \frac {1}{y_1^2} \,dx \\
&= 1\int \frac {1}{1} \,dx \\
&= 1\left (x\right ) \\
\end{align*}
Therefore the solution
is
\begin{align*}
y &= c_1 y_1 + c_2 y_2 \\
&= c_1 \left (1\right ) + c_2 \left (1\left (x\right )\right ) \\
\end{align*}
Will add steps showing solving for IC soon.
Summary of solutions found
\begin{align*}
y &= c_2 x +c_1 \\
\end{align*}
Figure 2.17: Slope field plot
\(a y^{\prime \prime } = 0\)
Solved as second order ode adjoint method
Time used: 0.306 (sec)
In normal form the ode
\begin{align*} a y^{\prime \prime } = 0 \tag {1} \end{align*}
Becomes
\begin{align*} y^{\prime \prime }+p \left (x \right ) y^{\prime }+q \left (x \right ) y&=r \left (x \right ) \tag {2} \end{align*}
Where
\begin{align*} p \left (x \right )&=0\\ q \left (x \right )&=0\\ r \left (x \right )&=0 \end{align*}
The Lagrange adjoint ode is given by
\begin{align*} \xi ^{''}-(\xi \, p)'+\xi q &= 0\\ \xi ^{''}-\left (0\right )' + \left (0\right ) &= 0\\ \xi ^{\prime \prime }\left (x \right )&= 0 \end{align*}
Which is solved for \(\xi (x)\) . Integrating twice gives the solution
\[ \xi = c_1 x + c_2 \]
Will add steps showing solving for
IC soon.
The original ode now reduces to first order ode
\begin{align*} \xi \left (x \right ) y^{\prime }-y \xi ^{\prime }\left (x \right )+\xi \left (x \right ) p \left (x \right ) y&=\int \xi \left (x \right ) r \left (x \right )d x\\ y^{\prime }+y \left (p \left (x \right )-\frac {\xi ^{\prime }\left (x \right )}{\xi \left (x \right )}\right )&=\frac {\int \xi \left (x \right ) r \left (x \right )d x}{\xi \left (x \right )} \end{align*}
Or
\begin{align*} y^{\prime }-\frac {y c_1}{c_1 x +c_2}&=0 \end{align*}
Which is now a first order ode. This is now solved for \(y\) . In canonical form a linear first order
is
\begin{align*} y^{\prime } + q(x)y &= p(x) \end{align*}
Comparing the above to the given ode shows that
\begin{align*} q(x) &=-\frac {c_1}{c_1 x +c_2}\\ p(x) &=0 \end{align*}
The integrating factor \(\mu \) is
\begin{align*} \mu &= e^{\int {q\,dx}}\\ &= {\mathrm e}^{\int -\frac {c_1}{c_1 x +c_2}d x}\\ &= \frac {1}{c_1 x +c_2} \end{align*}
The ode becomes
\begin{align*} \frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}x}} \mu y &= 0 \\ \frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}x}} \left (\frac {y}{c_1 x +c_2}\right ) &= 0 \end{align*}
Integrating gives
\begin{align*} \frac {y}{c_1 x +c_2}&= \int {0 \,dx} + c_3 \\ &=c_3 \end{align*}
Dividing throughout by the integrating factor \(\frac {1}{c_1 x +c_2}\) gives the final solution
\[ y = \left (c_1 x +c_2 \right ) c_3 \]
Hence, the solution
found using Lagrange adjoint equation method is
\begin{align*}
y &= \left (c_1 x +c_2 \right ) c_3 \\
\end{align*}
The constants can be merged to give
\[
y = c_1 x +c_2
\]
Will
add steps showing solving for IC soon.
Summary of solutions found
\begin{align*}
y &= c_1 x +c_2 \\
\end{align*}
Figure 2.18: Slope field plot
\(a y^{\prime \prime } = 0\)
Maple step by step solution
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & a \left (\frac {d^{2}}{d x^{2}}y \left (x \right )\right )=0 \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & \frac {d^{2}}{d x^{2}}y \left (x \right ) \\ \bullet & {} & \textrm {Isolate 2nd derivative}\hspace {3pt} \\ {} & {} & \frac {d^{2}}{d x^{2}}y \left (x \right )=0 \\ \bullet & {} & \textrm {Characteristic polynomial of ODE}\hspace {3pt} \\ {} & {} & r^{2}=0 \\ \bullet & {} & \textrm {Use quadratic formula to solve for}\hspace {3pt} r \\ {} & {} & r =\frac {0\pm \left (\sqrt {0}\right )}{2} \\ \bullet & {} & \textrm {Roots of the characteristic polynomial}\hspace {3pt} \\ {} & {} & r =0 \\ \bullet & {} & \textrm {1st solution of the ODE}\hspace {3pt} \\ {} & {} & y_{1}\left (x \right )=1 \\ \bullet & {} & \textrm {Repeated root, multiply}\hspace {3pt} y_{1}\left (x \right )\hspace {3pt}\textrm {by}\hspace {3pt} x \hspace {3pt}\textrm {to ensure linear independence}\hspace {3pt} \\ {} & {} & y_{2}\left (x \right )=x \\ \bullet & {} & \textrm {General solution of the ODE}\hspace {3pt} \\ {} & {} & y \left (x \right )=\mathit {C1} y_{1}\left (x \right )+\mathit {C2} y_{2}\left (x \right ) \\ \bullet & {} & \textrm {Substitute in solutions}\hspace {3pt} \\ {} & {} & y \left (x \right )=\mathit {C2} x +\mathit {C1} \end {array} \]
Maple trace
` Methods for second order ODEs:
--- Trying classification methods ---
trying a quadrature
<- quadrature successful `
Maple dsolve solution
Solving time : 0.002
(sec)
Leaf size : 9
dsolve ( a * diff ( diff ( y ( x ), x ), x ) = 0,
y(x),singsol=all)
\[
y = c_{1} x +c_{2}
\]
Mathematica DSolve solution
Solving time : 0.002
(sec)
Leaf size : 12
DSolve [{ a * D [ y [ x ],{ x ,2}]==0,{}},
y[x],x,IncludeSingularSolutions-> True ]
\[
y(x)\to c_2 x+c_1
\]