Questions tagged [ordinary-differential-equations]

For questions about ordinary differential equations, which are differential equations involving ordinary derivatives of one or more dependent variables with respect to a single independent variables. For questions specifically concerning partial differential equations, use the [tag:pde] instead.

107
votes
9answers
15k views

Proof that $C\exp(x)$ is the only set of functions for which $f(x) = f'(x)$

I was wondering the following. And I probably know the answer already: NO. Is there another number with similar properties as $e$? So that the derivative of $\exp(x)$ is the same as the function ...
52
votes
4answers
5k views

What am I doing when I separate the variables of a differential equation?

I see an equation like this: $$y\frac{\textrm{d}y}{\textrm{d}x} = e^x$$ and solve it by "separating variables" like this: $$y\textrm{d}y = e^x\textrm{d}x$$ $$\int y\textrm{d}y = \int e^x\textrm{d}x$...
9
votes
6answers
689 views

Are the any non-trivial functions where $f(x)=f'(x)$ not of the form $Ae^x$

This may seem like a silly question, but I just wanted to check. I know there are proofs that if $f(x)=f'(x)$ then $f(x)=Ae^x$. But can we 'invent' another function that obeys $f(x)=f'(x)$ which is ...
10
votes
4answers
989 views

Infinite Series $\sum\limits_{n=1}^\infty\frac{x^{3n}}{(3n-1)!}$

How can we prove that? $$\sum_{n=1}^\infty\frac{x^{3n}}{(3n-1)!}=\frac{1}{3}e^{\frac{-x}{2}}x\left(e^{\frac{3x}{2}}-2\sin\left(\frac{\pi+3\sqrt{3}x}{6}\right)\right).$$ I think if we write the taylor ...
3
votes
3answers
447 views

Solving a differential equation?

I'm trying to analyze the transient state of a RC circuit. My book gives me the following differential equation: $$\frac{d(v(t))}{dt} + av(t) = c$$ for some constants $a$ and $c$. The book thens ...
3
votes
3answers
10k views

How do you solve the Initial value probelm $dp/dt = 10p(1-p), p(0)=0.1$?

The problem is... $$ \frac{dp}{dt} = 10p(1-p),$$ $p(0)=0.1$. Solve and show that $p(t) \to 1$ as $t\to \infty.$ I know this is probably really simple, I was trying to go down the line of finding ...
7
votes
4answers
2k views

How to solve $y''' - y = 2\sin(x)$

$$y''' - y = 2\sin(x)$$ I'm doing differential equations and know pretty much all methods of solving them, but I haven't come across anything of a higher order than second yet. How do I go about ...
2
votes
3answers
344 views

How to get the correct angle of the ellipse after approximation

I need to get the correct angle of rotation of the ellipses. These ellipses are examples. I have a canonical coefficients of the equation of the five points. $$Ax ^ 2 + Bxy + Cy ^ 2 + Dx + Ey + F = 0$...
90
votes
6answers
4k views

Does a non-trivial solution exist for $f'(x)=f(f(x))$?

Does $f'(x)=f(f(x))$ have any solutions other than $f(x)=0$? I have become convinced that it does (see below), but I don't know of any way to prove this. Is there a nice method for solving this kind ...
2
votes
1answer
795 views

differential equations, diagonalizable matrix

I have a question of differential equations of the form. $\textbf{x}'(t)=A*\textbf{x(t)}$, where x is an n-dimensional matrix, and A is an n*n real matrix. I have learned to solve this if a is ...
60
votes
2answers
10k views

Is it mathematically valid to separate variables in a differential equation? [duplicate]

I read the following statement in a book on Calculus, as part of my mathematics course: Technically this separation of $\frac{dy}{dx}$ is not mathematically valid. However, the resulting ...
2
votes
3answers
2k views

differential equation : non-homogeneous solution, finding YP

hi i have a problem for this Differential Equations : $$ \frac{d^{3}y}{dx^3} - 9\frac{dy}{dx} = 10 - 4x $$ i know first we must solve the homogeneous equation: and my result is : $C_1 + C_2e^{3x} + ...
1
vote
1answer
1k views

Consider the following Sturm-Liouville problem

Consider the following Sturm-Liouville problem: $$X''+\lambda X=0,\quad X'(0) = 0,\, X(\pi) = 0,$$ where $X = X(x)$. Find all positive eigenvalues and corresponding eigenfunctions of the problem. Is $...
2
votes
3answers
2k views

Find the form of a second linear independent solution when the two roots of indicial equation are different by a integer

Consider the differential equation $$x^2y''+3(x-x^2)y'-3y=0$$ $(a)$ Find the recurrence equation and first three nonzero terms of the series solution in powers of $$ corresponding to the larger root ...
35
votes
2answers
32k views

Best Book For Differential Equations?

I know this is a subjective question, but I need some opinions on a very good book for learning differential equations. Ideally it should have a variety of problems with worked solutions and be ...
18
votes
2answers
2k views

Sum of derivatives of a polynomial

Let $p(x)$ be a polynomial of degree $n$ satisfying $p(x)\geq 0$ for all $x$. That is, for all $x$, $p(x) = a_n x^n + a_{n-1} x^{n-1} + \cdots + a_1 x + a_0 \geq 0$, $a_n\neq 0$. Show that $p(x)+p&#...
41
votes
5answers
2k views

When $f(x+1)-f(x)=f'(x)$, what are the solutions for $f(x)$?

The question is: When $f(x+1)-f(x)=f'(x)$, what are the solutions for $f(x)$? The most obvious solution is a linear function of the form $f(x)=ax+b$. Is this the only solution? Edit I should add ...
9
votes
1answer
1k views

Trajectories that connect equilibrium points

Suppose I consider the autonomous system \begin{align*} x' &= F(x, y)\\ y' &= G(x, y) \end{align*} where $F$ and $G$ are nonlinear and my task is to draw the phase portrait of the above ...
11
votes
1answer
3k views

Riccati differential equation $y'=x^2+y^2$

$$y'=x^2+y^2$$ I know, that this is a kind of Riccati equation, but is it possible to solve it with only simple methods? Thank you
4
votes
2answers
8k views

second derivative of the inverse function

I know that the derivative of the inverse function of $f(x)$ is $g'(y) = \frac{1}{f'(x)}$ But how to derive the formula for the second derivative of g(y) knowing that $\left[\frac{1}{f(x)}\right]' = -\...
5
votes
3answers
717 views

find an approximate solution, up to the order of epsilon

The question is to find an approximate solution, up to the order of epsilon of following problem. $$y'' + y+\epsilon y^3 = 0$$ $$y(0) = a$$ $$y'(0) = 0$$ I tried to solve the given problem using ...
25
votes
4answers
84k views

Help with using the Runge-Kutta 4th order method on a system of 2 first order ODE's.

The original ODE I had was $$ \frac{d^2y}{dx^2}+\frac{dy}{dx}-6y=0$$ with $y(0)=3$ and $y'(0)=1$. Now I can solve this by hand and obtain that $y(1) = 14.82789927$. However I wish to use the 4th order ...
24
votes
2answers
771 views

Periodic orbits of “even” perturbations of the differential system $x'=-y$, $y'=x$

Fix some even functions $f$ and $g$, differentiable, such that $f(0)=g(0)=0$ and $f'(0)=g'(0)=0$, and consider the autonomous differential system $$\left\{\ \begin{array}{lcr}x'&=&-y+f(x)\\ y'&...
10
votes
2answers
2k views

Formal proof of Lyapunov stability

I was trying to solve the question of AeT. on the (local) Lyapunov stability of the origin (non-hyperbolic equilibrium) for the dynamical system $$\dot{x}=-4y+x^2,\\\dot{y}=4x+y^2.\tag{1}$$ The ...
21
votes
3answers
863 views

Find $f$ where $f'(x) = f(1+x)$

Let $f \colon \mathbb{R} \rightarrow \mathbb{R}$ be a smooth function such that $$f'(x) = f(1+x)$$ How can we find the general form of $f$? I thought of some differential equations, but not sure how ...
9
votes
4answers
2k views

Solving $-u''(x) = \delta(x)$

A question asks us to solve the differential equation $-u''(x) = \delta(x)$ with boundary conditions $u(-2) = 0$ and $u(3) = 0$ where $\delta(x)$ is the Dirac delta function. But inside ...
2
votes
1answer
941 views

About the Legendre differential equation

Consider the Legendre differential equation $$ (1-x^2) y'' - 2xy' + n(n+1)y = 0 $$ Then its solution is given by $$ y = c_1 P_n (x) + \text{an infinite series} $$ In fact $y = c_1 P_n (x) + c_2 Q_n (x)...
1
vote
2answers
549 views

Finding the general solution of a sixth degree differential equation

Find a differential equation whose solutions are $y_1 = e^{2x} + e^{-4x}\sin(3x)$ and $y_2 = e^{-2x} + 5e^{2x}$. Am I supposed to assume that $y_1$ and $y_2$ can take the forms: $y_1 = Ae^{2x} + e^{...
21
votes
4answers
2k views

The Biharmonic Eigenvalue Problem on a Rectangle with Dirichlet Boundary Conditions

I am interested in solving the following biharmonic eigenvalue problem. $$\begin{array}{cccc} & \Delta ^2 \Psi (x,y) = \lambda \Psi (x,y), & - a \le x \le a & - b \le y \le b \\ &...
16
votes
3answers
2k views

When do the Freshman's dream product and quotient rules for differentiation hold?

This is motivated by looking at the calculus exams of some of my undergraduate students. A recurring mistake is assuming that the derivative of the product of functions is a product of derivatives and ...
11
votes
2answers
1k views

How to solve differential equations of the form $f'(x) = f(x + a)$

What could one do to find analytic solutions for $f'(x) = f(x + a)$ for various values of $a$? I know that $c_1\sin(x + c_2)$ is solution when $a = \frac{1}{2}\pi$, and of course $c_1e^x$ when $a = 0$...
17
votes
5answers
6k views

Functions that are their Own nth Derivatives for Real $n$

Consider (non-trivial) functions that are their own nth derivatives. For instance $\frac{\mathrm{d}}{\mathrm{d}x} e^x = e^x$ $\frac{\mathrm{d}^2}{\mathrm{d}x^2} e^{-x} = e^{-x}$ $\frac{\mathrm{d}^...
3
votes
1answer
641 views

Finding a solution basis

Find a real solution basis of $$y'=\left( \begin{matrix}-1&-2&0\\0&2&0\\-1&-3&2\\ \end{matrix} \right)y.$$ The characteristic equation of this matrix is $$P(t) = (1-t)(2-t)^2.$...
1
vote
3answers
225 views

Riccati D.E., vertical asymptotes

For the D.E. $$y'=x^2+y^2$$ show that the solution with $y(0) = 0$ has a vertical asymptote at some point $x_0$. Try to find upper and lower bounds for $x_0$: $$y'=x^2+y^2$$ $$x\in \left [ a,b \...
74
votes
4answers
78k views

Teenager solves Newton dynamics problem - where is the paper?

From Ottawa Citizen (and all over, really): An Indian-born teenager has won a research award for solving a mathematical problem first posed by Sir Isaac Newton more than 300 years ago that has ...
11
votes
2answers
3k views

solve$\frac{xdx+ydy}{xdy-ydx}=\sqrt{\frac{a^2-x^2-y^2}{x^2+y^2}}$

solve the differential equation. $$\frac{xdx+ydy}{xdy-ydx}=\sqrt{\frac{a^2-x^2-y^2}{x^2+y^2}}$$ The question is from IIT entrance exam paper. I have tried substituting $x^2=t\ and \ y^2=u$ but was ...
3
votes
3answers
1k views

Is this a correct/good way to think interpret differentials for the beginning calculus student?

I was reading the answers to this question, and I came across the following answer which seems intuitive, but too good to be true: Typically, the $\frac{dy}{dx}$ notation is used to denote the ...
14
votes
3answers
25k views

Definition of a Differential Equation?

Here is one definition of a differential equation: "An equation containing the derivatives of one or more dependent variables, with respect to one of more independent variables, is said to be a ...
5
votes
1answer
3k views

Norm bound on exponential matrix with eigenvalue negative real part, proof

If $A$ is $n \times n$ with negative real parts of all eigenvalues, then there exists positive $K,\alpha$ such that $$\|e^{At}\| \leq Ke^{-\alpha t}$$ Furthermore, if an eigenvalue has negative part ...
6
votes
1answer
334 views

Are Exponential and Trigonometric Functions the Only Non-Trivial Solutions to $F'(x)=F(x+a)$?

Are exponential & trigonometric functions the only non-trivial solutions to $F'(x)=F(x+a)$? $F(x)=0$ would be the trivial solution. Then, for $a=0$ (or $a=2\pi i$), we have $F(x)=e^x$, and for $...
5
votes
3answers
7k views

Differential equation degree doubt

$$\frac{dy}{dx} = \sin^{-1} (y)$$ The above equation is a form of $\frac{dy}{dx} = f(y)$, so degree should be $1$. But if I write it as $$y = \sin\left(\frac{dy}{dx}\right)$$ then degree is not ...
2
votes
2answers
2k views

Legendre Polynomials: proofs $\int_{-1}^1P_n^2(x)dx=\frac{2}{(2n+1)}$

Does any one know, how to compute any of those two things? The relationship between Legendre polynomials and Shifted Legendre Polynomials. $\displaystyle\int_{-1}^1P_n^2(x)dx=\dfrac{2}{(2n+1)}$...
1
vote
1answer
221 views

Does fourth-order Runge-Kutta have an higher accuracy than the second-order one?

I'm writing a presentation on modelling fluid flow. We used Runge-Kutta second order to describe the flow as a numerical method. I just want verify that Runge-Kutta fourth order would be of a higher ...
0
votes
4answers
3k views

$dy/dx = y \sin x-2\sin x$, $y(0) = 0$ — Initial Value Problem

$$\frac{dy}{dx} = y\sin x-2\sin x, \quad y(0) = 0.$$ Initial Value Problem Hint says: Find an integrating factor
23
votes
1answer
29k views

Explanation and Proof of the fourth order Runge-Kutta method

Runge-Kutte 4th order method is a numerical technique used to solve ordinary differential equation of the form $dy/dx=f(x,y), y(0)=y_0$ It gives $y_{i+1}$ in the form $y_{i+1} = y_i+(a_1k_1+a_2k_2+...
24
votes
5answers
157k views

Linear vs nonlinear differential equation

How to distinguish linear differential equations from nonlinear ones? I know, that e.g.: $$ y''-2y = \ln(x) $$ is linear, but $$ 3+ yy'= x - y $$ is nonlinear. Why?
15
votes
1answer
4k views

Finding Weak Solutions to ODEs

I'm wondering if anyone has a reference to a good set of notes on finding weak (distributional) solutions to ODEs, or has any tips or tricks. For example, $$ xy^\prime=0 $$ has a classical solution ...
11
votes
2answers
7k views

Exponential of the differential operator

I am not sure whether this question is even well-posed. But today I learnt that $e^Df(x) = f(x+1)$ where $D$ is differential operator and $$e^D \triangleq \sum_{i=0}^{\infty} \frac{D^i}{i!}.$$ (ref. ...
8
votes
4answers
1k views

Verify $y=x^aZ_p\left(bx^c\right)$ is a solution to $y''+\left(\frac{1-2a}{x}\right)y'+\left[(bcx^{c-1})^2+\frac{a^2-p^2c^2}{x^2}\right]y=0$

In order for the question that I have to make any sense I must first include some background information as given in my textbook: The standard form of Bessel's differential equation is $$x^2y^{\...
4
votes
3answers
22k views

How to plot a phase portrait for this system of differential equations?

I beg your help.. I'd like the phase portrait for this system: \begin{aligned} \frac{dx}{dt} &= x (7-x-2y) \\ \frac{dy}{dt} &= y (5-y-x) \end{aligned} I don't know how to use Mathematica/...