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?



$$f(x)y(x) + f'(x)y'(x) = h(x)$$










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    up vote
    2
    down vote

    favorite
    4












    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?



    $$f(x)y(x) + f'(x)y'(x) = h(x)$$










    share|cite|improve this question























      up vote
      2
      down vote

      favorite
      4









      up vote
      2
      down vote

      favorite
      4






      4





      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?



      $$f(x)y(x) + f'(x)y'(x) = h(x)$$










      share|cite|improve this 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






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      asked Dec 10 at 7:30









      mathreadler

      14.7k72160




      14.7k72160




















          2 Answers
          2






          active

          oldest

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          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).






          share|cite|improve this answer



























            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.






            share|cite|improve this answer




















            • 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










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            2 Answers
            2






            active

            oldest

            votes








            2 Answers
            2






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

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            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).






            share|cite|improve this answer
























              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).






              share|cite|improve this answer






















                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).






                share|cite|improve this answer












                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).







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Dec 10 at 8:16









                Robert Lewis

                43k22863




                43k22863




















                    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.






                    share|cite|improve this answer




















                    • 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














                    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.






                    share|cite|improve this answer




















                    • 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












                    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.






                    share|cite|improve this answer












                    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.







                    share|cite|improve this answer












                    share|cite|improve this answer



                    share|cite|improve this answer










                    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
















                    • 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

















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