Differential equation with “backwards product rule”.
$begingroup$
If we have the following differential equation, ($h,f$ known, $y$ unknown):
$$f'(x)y(x) + f(x)y'(x) = h(x)$$
it would be easy, since we could spot the derivative for a product:
$$(f(x)y(x))' = h(x)$$
and conclude
$$y(x) = frac{1}{f(x)}left(C + int h(x) dxright)$$
But what if we have it the "other way around", like this?
$$f(x)y(x) + f'(x)y'(x) = h(x)$$
real-analysis calculus ordinary-differential-equations reference-request soft-question
$endgroup$
add a comment |
$begingroup$
If we have the following differential equation, ($h,f$ known, $y$ unknown):
$$f'(x)y(x) + f(x)y'(x) = h(x)$$
it would be easy, since we could spot the derivative for a product:
$$(f(x)y(x))' = h(x)$$
and conclude
$$y(x) = frac{1}{f(x)}left(C + int h(x) dxright)$$
But what if we have it the "other way around", like this?
$$f(x)y(x) + f'(x)y'(x) = h(x)$$
real-analysis calculus ordinary-differential-equations reference-request soft-question
$endgroup$
add a comment |
$begingroup$
If we have the following differential equation, ($h,f$ known, $y$ unknown):
$$f'(x)y(x) + f(x)y'(x) = h(x)$$
it would be easy, since we could spot the derivative for a product:
$$(f(x)y(x))' = h(x)$$
and conclude
$$y(x) = frac{1}{f(x)}left(C + int h(x) dxright)$$
But what if we have it the "other way around", like this?
$$f(x)y(x) + f'(x)y'(x) = h(x)$$
real-analysis calculus ordinary-differential-equations reference-request soft-question
$endgroup$
If we have the following differential equation, ($h,f$ known, $y$ unknown):
$$f'(x)y(x) + f(x)y'(x) = h(x)$$
it would be easy, since we could spot the derivative for a product:
$$(f(x)y(x))' = h(x)$$
and conclude
$$y(x) = frac{1}{f(x)}left(C + int h(x) dxright)$$
But what if we have it the "other way around", like this?
$$f(x)y(x) + f'(x)y'(x) = h(x)$$
real-analysis calculus ordinary-differential-equations reference-request soft-question
real-analysis calculus ordinary-differential-equations reference-request soft-question
asked Dec 10 '18 at 7:30
mathreadlermathreadler
14.9k72161
14.9k72161
add a comment |
add a comment |
2 Answers
2
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oldest
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$begingroup$
If the equation
$f'(x)y(x) + f(x)y'(x) = h(x) tag 1$
is written "the other way around",
$f(x)y(x) + f'(x)y'(x) = h(x), tag 2$
then there is no obvious way to apply the product rule; if we observe, however, that on an interval $J$ with
$f'(x) ne 0, ; x in J, tag 3$
then we may write (2) in the form
$y'(x) + dfrac{f(x)}{f'(x)}y(x) = dfrac{h(x)}{f'(x)}, tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right ) left (y(x_0) + exp left (displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right) displaystyle int_{x_0}^x exp left ( -displaystyle int_{x_0}^s dfrac{f(u)}{f'(u)} ; du right ) dfrac{h(s)}{f'(s)} ; dsright ), tag 5$
with $x_0 in J$.
The formula (5) may in fact also be applied to (1) if we assume
$f(x) ne 0, x in J, tag 6$
and divide (1) by $f(x)$:
$y'(x) + dfrac{f'(x)}{f(x)} y(x) = dfrac{h(x)}{f(x)}; tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_{x_0}^x dfrac{f'(s)}{f(s)} ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
$endgroup$
add a comment |
$begingroup$
Let $h$ be an anti-derivative of $frac f {f'}$ Then $(e^{h}y)'=e^{h}(y'+frac f {f'} y)=e^{h}frac 1 {f'} (y'f'+fy)=e^{h}frac h {f'} $. Now integrate this.
$endgroup$
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
1
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
add a comment |
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2 Answers
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active
oldest
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2 Answers
2
active
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$begingroup$
If the equation
$f'(x)y(x) + f(x)y'(x) = h(x) tag 1$
is written "the other way around",
$f(x)y(x) + f'(x)y'(x) = h(x), tag 2$
then there is no obvious way to apply the product rule; if we observe, however, that on an interval $J$ with
$f'(x) ne 0, ; x in J, tag 3$
then we may write (2) in the form
$y'(x) + dfrac{f(x)}{f'(x)}y(x) = dfrac{h(x)}{f'(x)}, tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right ) left (y(x_0) + exp left (displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right) displaystyle int_{x_0}^x exp left ( -displaystyle int_{x_0}^s dfrac{f(u)}{f'(u)} ; du right ) dfrac{h(s)}{f'(s)} ; dsright ), tag 5$
with $x_0 in J$.
The formula (5) may in fact also be applied to (1) if we assume
$f(x) ne 0, x in J, tag 6$
and divide (1) by $f(x)$:
$y'(x) + dfrac{f'(x)}{f(x)} y(x) = dfrac{h(x)}{f(x)}; tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_{x_0}^x dfrac{f'(s)}{f(s)} ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
$endgroup$
add a comment |
$begingroup$
If the equation
$f'(x)y(x) + f(x)y'(x) = h(x) tag 1$
is written "the other way around",
$f(x)y(x) + f'(x)y'(x) = h(x), tag 2$
then there is no obvious way to apply the product rule; if we observe, however, that on an interval $J$ with
$f'(x) ne 0, ; x in J, tag 3$
then we may write (2) in the form
$y'(x) + dfrac{f(x)}{f'(x)}y(x) = dfrac{h(x)}{f'(x)}, tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right ) left (y(x_0) + exp left (displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right) displaystyle int_{x_0}^x exp left ( -displaystyle int_{x_0}^s dfrac{f(u)}{f'(u)} ; du right ) dfrac{h(s)}{f'(s)} ; dsright ), tag 5$
with $x_0 in J$.
The formula (5) may in fact also be applied to (1) if we assume
$f(x) ne 0, x in J, tag 6$
and divide (1) by $f(x)$:
$y'(x) + dfrac{f'(x)}{f(x)} y(x) = dfrac{h(x)}{f(x)}; tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_{x_0}^x dfrac{f'(s)}{f(s)} ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
$endgroup$
add a comment |
$begingroup$
If the equation
$f'(x)y(x) + f(x)y'(x) = h(x) tag 1$
is written "the other way around",
$f(x)y(x) + f'(x)y'(x) = h(x), tag 2$
then there is no obvious way to apply the product rule; if we observe, however, that on an interval $J$ with
$f'(x) ne 0, ; x in J, tag 3$
then we may write (2) in the form
$y'(x) + dfrac{f(x)}{f'(x)}y(x) = dfrac{h(x)}{f'(x)}, tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right ) left (y(x_0) + exp left (displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right) displaystyle int_{x_0}^x exp left ( -displaystyle int_{x_0}^s dfrac{f(u)}{f'(u)} ; du right ) dfrac{h(s)}{f'(s)} ; dsright ), tag 5$
with $x_0 in J$.
The formula (5) may in fact also be applied to (1) if we assume
$f(x) ne 0, x in J, tag 6$
and divide (1) by $f(x)$:
$y'(x) + dfrac{f'(x)}{f(x)} y(x) = dfrac{h(x)}{f(x)}; tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_{x_0}^x dfrac{f'(s)}{f(s)} ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
$endgroup$
If the equation
$f'(x)y(x) + f(x)y'(x) = h(x) tag 1$
is written "the other way around",
$f(x)y(x) + f'(x)y'(x) = h(x), tag 2$
then there is no obvious way to apply the product rule; if we observe, however, that on an interval $J$ with
$f'(x) ne 0, ; x in J, tag 3$
then we may write (2) in the form
$y'(x) + dfrac{f(x)}{f'(x)}y(x) = dfrac{h(x)}{f'(x)}, tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right ) left (y(x_0) + exp left (displaystyle int_{x_0}^x dfrac{f(s)}{f'(s)} ; ds right) displaystyle int_{x_0}^x exp left ( -displaystyle int_{x_0}^s dfrac{f(u)}{f'(u)} ; du right ) dfrac{h(s)}{f'(s)} ; dsright ), tag 5$
with $x_0 in J$.
The formula (5) may in fact also be applied to (1) if we assume
$f(x) ne 0, x in J, tag 6$
and divide (1) by $f(x)$:
$y'(x) + dfrac{f'(x)}{f(x)} y(x) = dfrac{h(x)}{f(x)}; tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_{x_0}^x dfrac{f'(s)}{f(s)} ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
answered Dec 10 '18 at 8:16
Robert LewisRobert Lewis
45.9k23066
45.9k23066
add a comment |
add a comment |
$begingroup$
Let $h$ be an anti-derivative of $frac f {f'}$ Then $(e^{h}y)'=e^{h}(y'+frac f {f'} y)=e^{h}frac 1 {f'} (y'f'+fy)=e^{h}frac h {f'} $. Now integrate this.
$endgroup$
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
1
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
add a comment |
$begingroup$
Let $h$ be an anti-derivative of $frac f {f'}$ Then $(e^{h}y)'=e^{h}(y'+frac f {f'} y)=e^{h}frac 1 {f'} (y'f'+fy)=e^{h}frac h {f'} $. Now integrate this.
$endgroup$
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
1
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
add a comment |
$begingroup$
Let $h$ be an anti-derivative of $frac f {f'}$ Then $(e^{h}y)'=e^{h}(y'+frac f {f'} y)=e^{h}frac 1 {f'} (y'f'+fy)=e^{h}frac h {f'} $. Now integrate this.
$endgroup$
Let $h$ be an anti-derivative of $frac f {f'}$ Then $(e^{h}y)'=e^{h}(y'+frac f {f'} y)=e^{h}frac 1 {f'} (y'f'+fy)=e^{h}frac h {f'} $. Now integrate this.
answered Dec 10 '18 at 7:45
Kavi Rama MurthyKavi Rama Murthy
58.3k42161
58.3k42161
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
1
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
add a comment |
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
1
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
$begingroup$
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
$endgroup$
– mathreadler
Dec 10 '18 at 7:50
1
1
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
$begingroup$
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^{int phi}$.
$endgroup$
– Kavi Rama Murthy
Dec 10 '18 at 7:52
add a comment |
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