Solution of IVP

ChuckNoise

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Mar 5, 2019
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Hi

I am struggeling to wrap my head around the following attached example.
Why is the solution to equation 2
c2et+c12/3(et-e-2t)
and not simply
c2et+(c1e-t)2 ??

Thanks
 

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You forgot to write down your IVP.
It is an example from my textbook. A picture should be atached.
It's not the whole example it just starts out by stating the solution and i can't wrap my head around the solution
 
You say "consider the non-linear system (1)" but don't show what that is!

Is it d[x1x2]dt=[x1x12+x2]\displaystyle \frac{d\begin{bmatrix}x_1 \\ x_2\end{bmatrix}}{dt}= \begin{bmatrix}-x_1 \\ x_1^2+ x_2 \end{bmatrix}?

If so then write it as two separate differential equations:
dx1dt=x1\displaystyle \frac{dx_1}{dt}= -x_1 and
dx2dt=x12+x2\displaystyle \frac{dx_2}{dt}= x_1^2+ x^2.

The first can be written as dx1x1=dt\displaystyle \frac{dx_1}{x_1}= -dt and integrated:
ln(x1)=t+C\displaystyle ln(x_1)= -t+ C for some constant C. Taking the exponential of both sides, \(\displaystyle x_1= C'e^{-t}$ where $C_1= e^C \) is another constant.

Then the second equation can be written dx2t=x12+x2=C2e2t+x2\displaystyle \frac{dx_2}{t}= x_1^2+ x_2= C'^2e^{-2t}+ x_2. Fortunately that is now linear and we can write it as dx2dtx2=C2e2t\displaystyle \frac{dx_2}{dt}- x_2= C'^2e^{-2t} . The "associated homogeneous equation" is dx2dtx2=0\displaystyle \frac{dx_2}{dt}- x_2= 0 which has "characteristic equation" $r- 1= 0$ and "characteristc value $r= 1$. The general solution to the associated homogeneous equation is x2=Det\displaystyle x_2= De^{t}. To find a solution to the entire equation, try something of the form x2=Ae2t\displaystyle x_2= Ae^{-2t}. Then dydt=2Ae2t\displaystyle \frac{dy}{dt}= -2Ae^{-2t} so the equation becomes 2Ae2t+Ae2t=Ae2t=C2e2t\displaystyle -2Ae^{-2t}+ Ae^{-2t}= -Ae^{-2t}= C'^2e^{-2t} so A=C2/2\displaystyle A= -C'^2/2.​
That gives x2=Det+(C2/2)e2t\displaystyle x_2= De^t+ (C'^2/2)e^{-2t}.​
So we have x1=Cet\displaystyle x_1= C'e^{-t} and x2=Det+(C2/2)e2t\displaystyle x_2= De^t+ (C'^2/2)e^{-2t}. The initial condition x1(0)=C=c1\displaystyle x_1(0)= C'= c_1 and x2=D+C2/2=D+c12/2=c2\displaystyle x_2= D+ C'^2/2= D+ c_1^2/2= c_2 so D=c2c12/2\displaystyle D= c_2- c_1^2/2 .​
 
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You say "consider the non-linear system (1)" but don't show what that is!

Is it d[x1x2]dt=[x1x12+x2]\displaystyle \frac{d\begin{bmatrix}x_1 \\ x_2\end{bmatrix}}{dt}= \begin{bmatrix}-x_1 \\ x_1^2+ x_2 \end{bmatrix}?

If so then write it as two separate differential equations:
dx1dt=x1\displaystyle \frac{dx_1}{dt}= -x_1 and
dx2dt=x12+x2\displaystyle \frac{dx_2}{dt}= x_1^2+ x^2.

The first can be written as dx1x1=dt\displaystyle \frac{dx_1}{x_1}= -dt and integrated:
ln(x1)=t+C\displaystyle ln(x_1)= -t+ C for some constant C. Taking the exponential of both sides, \(\displaystyle x_1= C'e^{-t}$ where $C_1= e^C \) is another constant.

Then the second equation can be written dx2t=x12+x2=C2e2t+x2\displaystyle \frac{dx_2}{t}= x_1^2+ x_2= C'^2e^{-2t}+ x_2. Fortunately that is now linear and we can write it as dx2dtx2=C2e2t\displaystyle \frac{dx_2}{dt}- x_2= C'^2e^{-2t} . The "associated homogeneous equation" is dx2dtx2=0\displaystyle \frac{dx_2}{dt}- x_2= 0 which has "characteristic equation" $r- 1= 0$ and "characteristc value $r= 1$. The general solution to the associated homogeneous equation is x2=Det\displaystyle x_2= De^{t}. To find a solution to the entire equation, try something of the form x2=Ae2t\displaystyle x_2= Ae^{-2t}. Then dydt=2Ae2t\displaystyle \frac{dy}{dt}= -2Ae^{-2t} so the equation becomes 2Ae2t+Ae2t=Ae2t=C2e2t\displaystyle -2Ae^{-2t}+ Ae^{-2t}= -Ae^{-2t}= C'^2e^{-2t} so A=C2/2\displaystyle A= -C'^2/2.​
That gives x2=Det+(C2/2)e2t\displaystyle x_2= De^t+ (C'^2/2)e^{-2t}.​
So we have x1=Cet\displaystyle x_1= C'e^{-t} and x2=Det+(C2/2)e2t\displaystyle x_2= De^t+ (C'^2/2)e^{-2t}. The initial condition x1(0)=C=c1\displaystyle x_1(0)= C'= c_1 and x2=D+C2/2=D+c12/2=c2\displaystyle x_2= D+ C'^2/2= D+ c_1^2/2= c_2 so D=c2c12/2\displaystyle D= c_2- c_1^2/2 .​
Ohh sorry! I get it now! The non-linear system (1) is simply x'=f(x). I attached an image with it.

But i still don't get how the solution becomes c2e-t+c12/3(et-e-2t)

But to be honest i got a pretty hard time deciphering what you wrote

*EDIT* As soon as your post got into the "Reply" text it suddently looked different. I'll have another look at it now

*EDIT**EDIT* Nope! Still don't see it! How is the solution you wrote equal to c2e-t+c12/3(et-e-2t) ?? I just can't see it
 

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The point is that since the first equation, dx1dt=x1\displaystyle \frac{dx_1}{dt}= -x_1 does not involve x2\displaystyle x_2, we can solve it immediately- x1=Cet\displaystyle x_1= Ce^{-t}. Then we can replace x12\displaystyle x_1^2 in the second equation by C2e2t\displaystyle C^2e^{-2t} so it is no longer non-linear!

dx2dt=x12+x2=C2e2t+x2\displaystyle \frac{dx_2}{dt}= x_1^2+ x_2= C^2e^{-2t}+ x_2. That is equivalent to the linear, non-homogeneous, equation, dx2dtx2=C2e2t\displaystyle \frac{dx_2}{dt}- x_2= C^2e^{-2t}. The "associated homogeneous equation" is dx2dtx2=0\displaystyle \frac{dx_2}{dt}- x_2= 0 so dx2dt=x2\displaystyle \frac{dx_2}{dt}= x_2 and the general solution to the associated homogeneous equation is x2=Det\displaystyle x_2= De^t for D any constant.

We look for a solution to the entire equation of the for x2=Ae2t\displaystyle x_2= Ae^{-2t}. Then dx2dt=2Ae2t\displaystyle \frac{dx_2}{dt}= -2Ae^{-2t} so dx2dtx2=2Ae2tAe2t=3Ae2t=C2e2t\displaystyle \frac{dx_2}{dt}- x_2= -2Ae^{-2t}- Ae^{-2t}= -3Ae^{-2t}= C^2e^{-2t}. We must have A=C23\displaystyle A= -\frac{C^2}{3}.

The general solution to the second equation is x2(t)=DetC23e2t\displaystyle x_2(t)= De^t- \frac{C^2}{3}e^{-2t}.

So we have x1(t)=Cet\displaystyle x_1(t)= Ce^{-t}, x2=DetC23e2t\displaystyle x_2= De^t- \frac{C^2}{3}e^{-2t}
 
The point is that since the first equation, dx1dt=x1\displaystyle \frac{dx_1}{dt}= -x_1 does not involve x2\displaystyle x_2, we can solve it immediately- x1=Cet\displaystyle x_1= Ce^{-t}. Then we can replace x12\displaystyle x_1^2 in the second equation by C2e2t\displaystyle C^2e^{-2t} so it is no longer non-linear!

dx2dt=x12+x2=C2e2t+x2\displaystyle \frac{dx_2}{dt}= x_1^2+ x_2= C^2e^{-2t}+ x_2. That is equivalent to the linear, non-homogeneous, equation, dx2dtx2=C2e2t\displaystyle \frac{dx_2}{dt}- x_2= C^2e^{-2t}. The "associated homogeneous equation" is dx2dtx2=0\displaystyle \frac{dx_2}{dt}- x_2= 0 so dx2dt=x2\displaystyle \frac{dx_2}{dt}= x_2 and the general solution to the associated homogeneous equation is x2=Det\displaystyle x_2= De^t for D any constant.

We look for a solution to the entire equation of the for x2=Ae2t\displaystyle x_2= Ae^{-2t}. Then dx2dt=2Ae2t\displaystyle \frac{dx_2}{dt}= -2Ae^{-2t} so dx2dtx2=2Ae2tAe2t=3Ae2t=C2e2t\displaystyle \frac{dx_2}{dt}- x_2= -2Ae^{-2t}- Ae^{-2t}= -3Ae^{-2t}= C^2e^{-2t}. We must have A=C23\displaystyle A= -\frac{C^2}{3}.

The general solution to the second equation is x2(t)=DetC23e2t\displaystyle x_2(t)= De^t- \frac{C^2}{3}e^{-2t}.

So we have x1(t)=Cet\displaystyle x_1(t)= Ce^{-t}, x2=DetC23e2t\displaystyle x_2= De^t- \frac{C^2}{3}e^{-2t}

Thank you for the detailed version, I got it now! :)
 
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