The integrating factor method, which was an effective method for solving first-order differential equations, is not a viable approach for solving seco

rocedwrp

rocedwrp

Answered question

2021-05-29

The integrating factor method, which was an effective method for solving first-order differential equations, is not a viable approach for solving second-order equstions. To see what happens, even for the simplest equation, consider the differential equation y+3y+2y=f(t). Lagrange sought a function μ(t)μ(t) such that if one multiplied the left-hand side of y+3y+2y=f(t) bu μ(t)μ(t), one would get μ(t)[y+y+y]=dddt[μ(t)y+g(t)y] where g(t)g(t) is to be determined. In this way, the given differential equation would be converted to ddt[μ(t)y+g(t)y]=μ(t)f(t), which could be integrated, giving the first-order equation μ(t)y+g(t)y=μ(t)f(t)dt+c which could be solved by first-order methods. (a) Differentate the right-hand side of μ(t)[y+y+y]=dddt[μ(t)y+g(t)y] and set the coefficients of y,y' and y'' equal to each other to find g(t). (b) Show that the integrating factor μ(t)μ(t) satisfies the second-order homogeneous equation μμ+μ=0 called the adjoint equation of y+3y+2y=f(t). In other words, althought it is possible to find an "integrating factor" for second-order differential equations, to find it one must solve a new second-order equation for the integrating factor μ, which might be every bit as hard as the original equation. (c) Show that the adjoint equation of the general second-order linear equation y+p(t)y+q(t)y=f(t) is the homogeneous equation μp(t)μ+[q(t)p(t)]μ=0.

Answer & Explanation

AGRFTr

AGRFTr

Skilled2021-05-30Added 95 answers

(a) Differentialing the right-hand side of
μ(t)[y+y+y]=ddt[μ(t)y+g(t)y]
we have that
μy+μy+μy=μy+μy+gy+gy
Setting the coefficients of y, y' and y'' we have
{μ=0μ=μ+gμ=g so from last equation we obtain g(t)=μ dt
(b) Substituiting g(t)=μ dtS into equation μ=μ+g we have
μ=μ+μdt
and differentiation this we have
μ=μ+μ
from where it folows
μm+μ=0

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