Differential equation with “backwards product rule”.
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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
$$y(x) = frac1f(x)left(C + int h(x) dxright)$$
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 differential-equations reference-request soft-question
add a comment |
up vote
2
down vote
favorite
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
$$y(x) = frac1f(x)left(C + int h(x) dxright)$$
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 differential-equations reference-request soft-question
add a comment |
up vote
2
down vote
favorite
up vote
2
down vote
favorite
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
$$y(x) = frac1f(x)left(C + int h(x) dxright)$$
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 differential-equations reference-request soft-question
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
$$y(x) = frac1f(x)left(C + int h(x) dxright)$$
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 differential-equations reference-request soft-question
real-analysis calculus differential-equations reference-request soft-question
asked Dec 10 at 7:30
mathreadler
14.7k72160
14.7k72160
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2 Answers
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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
$y'(x) + dfracf(x)f'(x)y(x) = dfrach(x)f'(x), tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_x_0^x dfracf(s)f'(s) ; ds right ) left (y(x_0) + exp left (displaystyle int_x_0^x dfracf(s)f'(s) ; ds right) displaystyle int_x_0^x exp left ( -displaystyle int_x_0^s dfracf(u)f'(u) ; du right ) dfrach(s)f'(s) ; dsright ), tag 5$
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 $f(x)$:
$y'(x) + dfracf'(x)f(x) y(x) = dfrach(x)f(x); tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_x_0^x dfracf'(s)f(s) ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
add a comment |
up vote
2
down vote
Let $h$ be an anti-derivative of $frac f f'$ Then $(e^hy)'=e^h(y'+frac f f' y)=e^hfrac 1 f' (y'f'+fy)=e^hfrac h f' $. Now integrate this.
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
1
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
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
$y'(x) + dfracf(x)f'(x)y(x) = dfrach(x)f'(x), tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_x_0^x dfracf(s)f'(s) ; ds right ) left (y(x_0) + exp left (displaystyle int_x_0^x dfracf(s)f'(s) ; ds right) displaystyle int_x_0^x exp left ( -displaystyle int_x_0^s dfracf(u)f'(u) ; du right ) dfrach(s)f'(s) ; dsright ), tag 5$
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 $f(x)$:
$y'(x) + dfracf'(x)f(x) y(x) = dfrach(x)f(x); tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_x_0^x dfracf'(s)f(s) ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
add a comment |
up vote
1
down vote
accepted
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
$y'(x) + dfracf(x)f'(x)y(x) = dfrach(x)f'(x), tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_x_0^x dfracf(s)f'(s) ; ds right ) left (y(x_0) + exp left (displaystyle int_x_0^x dfracf(s)f'(s) ; ds right) displaystyle int_x_0^x exp left ( -displaystyle int_x_0^s dfracf(u)f'(u) ; du right ) dfrach(s)f'(s) ; dsright ), tag 5$
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 $f(x)$:
$y'(x) + dfracf'(x)f(x) y(x) = dfrach(x)f(x); tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_x_0^x dfracf'(s)f(s) ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
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
$y'(x) + dfracf(x)f'(x)y(x) = dfrach(x)f'(x), tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_x_0^x dfracf(s)f'(s) ; ds right ) left (y(x_0) + exp left (displaystyle int_x_0^x dfracf(s)f'(s) ; ds right) displaystyle int_x_0^x exp left ( -displaystyle int_x_0^s dfracf(u)f'(u) ; du right ) dfrach(s)f'(s) ; dsright ), tag 5$
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 $f(x)$:
$y'(x) + dfracf'(x)f(x) y(x) = dfrach(x)f(x); tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_x_0^x dfracf'(s)f(s) ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
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
$y'(x) + dfracf(x)f'(x)y(x) = dfrach(x)f'(x), tag 4$
which is a first-order system with varying coefficients, which has a well-known solution
$y(x)$
$= exp left ( -displaystyle int_x_0^x dfracf(s)f'(s) ; ds right ) left (y(x_0) + exp left (displaystyle int_x_0^x dfracf(s)f'(s) ; ds right) displaystyle int_x_0^x exp left ( -displaystyle int_x_0^s dfracf(u)f'(u) ; du right ) dfrach(s)f'(s) ; dsright ), tag 5$
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 $f(x)$:
$y'(x) + dfracf'(x)f(x) y(x) = dfrach(x)f(x); tag 7$
we obtain a formula which effectively interchanges $f(x)$ and $f'(x)$ in (5). It appears that the formula
$ln f(x) - ln f(x_0) = displaystyle int_x_0^x dfracf'(s)f(s) ; ds tag 8$
may help further simplify (5) when applied to the case of (7).
answered Dec 10 at 8:16
Robert Lewis
43k22863
43k22863
add a comment |
add a comment |
up vote
2
down vote
Let $h$ be an anti-derivative of $frac f f'$ Then $(e^hy)'=e^h(y'+frac f f' y)=e^hfrac 1 f' (y'f'+fy)=e^hfrac h f' $. Now integrate this.
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
1
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
add a comment |
up vote
2
down vote
Let $h$ be an anti-derivative of $frac f f'$ Then $(e^hy)'=e^h(y'+frac f f' y)=e^hfrac 1 f' (y'f'+fy)=e^hfrac h f' $. Now integrate this.
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
1
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
add a comment |
up vote
2
down vote
up vote
2
down vote
Let $h$ be an anti-derivative of $frac f f'$ Then $(e^hy)'=e^h(y'+frac f f' y)=e^hfrac 1 f' (y'f'+fy)=e^hfrac h f' $. Now integrate this.
Let $h$ be an anti-derivative of $frac f f'$ Then $(e^hy)'=e^h(y'+frac f f' y)=e^hfrac 1 f' (y'f'+fy)=e^hfrac h f' $. Now integrate this.
answered Dec 10 at 7:45
Kavi Rama Murthy
48.2k31854
48.2k31854
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
1
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
add a comment |
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
1
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
Ah so it is an integrating factor or (it was long time ago I did this)? Could you please expand a bit?
– mathreadler
Dec 10 at 7:50
1
1
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
The DE is of the form $y'+phi y=psi$ and it solved by multiplying the equation by the integrating factor $e^int phi$.
– Kavi Rama Murthy
Dec 10 at 7:52
add a comment |
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