Mathematical Methods for Physics and Engineering : A Comprehensive Guide

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HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS


15.3 General ordinary differential equations

In this section, we discuss miscellaneous methods for simplifying general ODEs.


These methods are applicable to both linear and non-linear equations and in


some cases may lead to a solution. More often than not, however, finding a


closed-form solution to a general non-linear ODE proves impossible.


15.3.1 Dependent variable absent

If an ODE does not contain the dependent variableyexplicitly, but only its


derivatives, then the change of variablep=dy/dxleads to an equation of one


order lower.


Solve
d^2 y
dx^2

+2


dy
dx

=4x (15.76)

This is transformed by the substitutionp=dy/dxto the first-order equation


dp
dx

+2p=4x. (15.77)

The solution to (15.77) is then found by the method of subsection 14.2.4 and reads


p=

dy
dx

=ae−^2 x+2x− 1 ,

whereais a constant. Thus by direct integration the solution to the original equation,
(15.76), is


y(x)=c 1 e−^2 x+x^2 −x+c 2 .

An extension to the above method is appropriate if an ODE contains only

derivatives ofythat are of ordermand greater. Then the substitutionp=dmy/dxm


reduces the order of the ODE bym.


Solution method.If the ODE contains only derivatives ofythat are of ordermand


greater then the substitutionp=dmy/dxmreduces the order of the equation bym.


15.3.2 Independent variable absent

If an ODE does not contain the independent variablexexplicitly, except ind/dx,


d^2 /dx^2 etc., then as in the previous subsection we make the substitutionp=dy/dx

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