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Mathematical Methods for Physics and Engineering - Matematica.NET

Mathematical Methods for Physics and Engineering - Matematica.NET

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14.1 GENERAL FORM OF SOLUTIONthe application of some suitable boundary conditions. For example, we may betold that <strong>for</strong> a certain first-order differential equation, the solution y(x) isequaltozero when the parameter x is equal to unity; this allows us to determine the valueof the constant of integration. The general solutions to nth-order ODEs, whichare considered in detail in the next chapter, will contain n (essential) arbitraryconstants of integration <strong>and</strong> there<strong>for</strong>e we will need n boundary conditions if theseconstants are to be determined (see section 14.1). When the boundary conditionshave been applied, <strong>and</strong> the constants found, we are left with a particular solutionto the ODE, which obeys the given boundary conditions. Some ODEs of degreegreater than unity also possess singular solutions, which are solutions that containno arbitrary constants <strong>and</strong> cannot be found from the general solution; singularsolutions are discussed in more detail in section 14.3. When any solution to anODE has been found, it is always possible to check its validity by substitutioninto the original equation <strong>and</strong> verification that any given boundary conditionsare met.In this chapter, firstly we discuss various types of first-degree ODE <strong>and</strong> then goon to examine those higher-degree equations that can be solved in closed <strong>for</strong>m.At the outset, however, we discuss the general <strong>for</strong>m of the solutions of ODEs;this discussion is relevant to both first- <strong>and</strong> higher-order ODEs.14.1 General <strong>for</strong>m of solutionIt is helpful when considering the general <strong>for</strong>m of the solution of an ODE toconsider the inverse process, namely that of obtaining an ODE from a givengroup of functions, each one of which is a solution of the ODE. Suppose themembers of the group can be written asy = f(x, a 1 ,a 2 ,...,a n ), (14.1)each member being specified by a different set of values of the parameters a i .Forexample, consider the group of functionsy = a 1 sin x + a 2 cos x; (14.2)here n =2.Since an ODE is required <strong>for</strong> which any of the group is a solution, it clearlymust not contain any of the a i . As there are n of the a i in expression (14.1), wemust obtain n + 1 equations involving them in order that, by elimination, we canobtain one final equation without them.Initially we have only (14.1), but if this is differentiated n times, a total of n +1equations is obtained from which (in principle) all the a i can be eliminated, togive one ODE satisfied by all the group. As a result of the n differentiations,d n y/dx n will be present in one of the n + 1 equations <strong>and</strong> hence in the finalequation, which will there<strong>for</strong>e be of nth order.469

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