Non-linear differential equations

Some non-linear differential equations and a solution are:

y' — a\Jy2 + b2 у — bsinh(a(x — xo))

y' — a\Jy2 — b2 у — bcosh(a(x — xo))

y' = a\Jb2 - у2 у = bcos(a(x - x0))

у' = а(у2 + Ъ2) у — bt&n(a(x —

y' — a(y2 — b2) у — bcoth(a(x —

y' — a(b2 — у2) у — btanh(a(x —

'b-y\ b

у =ay\ —— у =

1 + Cbexp(-ax)

Chapter 4-: Differential equations 25

4.4 Sturm-Liouville equations

Sturm-Liouville equations are second order LDE's of the form:

dx

The boundary conditions are chosen so that the operator

is Hermitean. The normalization function m(x) must satisfy

/ m(x)yi(x)yj(x)dx = Sij

When уi (ж) and yi (ж) are two linear independent solutions one can write the Wronskian in this
form:

3/1 3/2

V'l 3/2

С
where С is constant. By changing to another dependent variable u(x), given by: u(x) — y(x)\/p(x),
the LDE

transforms into the normal form:

2 p(x) p(x)

If /(ж) > О, than у"/у < О and the solution has an oscillatory behaviour, if /(ж) < О, than у"/у > О
and the

solution has an exponential behaviour.

4.5 Linear partial differential equations

4.5.1 General

The normal derivative is defined by:

du -*

A frequently used solution method for PDE's is separation ofvariables: one assumes that the
solution can be written

as u(x, t) — X(x)T(t). When this is substituted two ordinary DE's for X(x) and T(t) are obtained.

4.5.2 Special cases

The wave equation

The wave equation in 1 dimension is given by

do <-.o

II /111

=С

When the initial conditions u(x, 0) = ip(x) and du(x, O)/dt — Ф(ж) apply, the general solution is
given by:

x+ct

1 If

u(x, i) — — [<p(x + ct) + ip(x — ct)] -\ /

x—ct

26 Mathematics Formulary by %r. J.C.A. Weners

The diffusion equation

The diffusion equation is:

at

Its solutions can be written in terms of the propagators P(x, x',t). These have the property that

P(x, x', 0) = S(x — x'). In 1 dimension it reads:

t , ч 1 -(x-x'J\

P(x, x', t) = —== exp —^ '—

In 3 dimensions it reads:

-(x-x'J

j { Wt

With initial condition u(x, 0) = /(ж) the solution is: