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Finding the fundamental solution of an ODE
Global solution for ODEHelp finding the particular solution of a 2nd order ODEODE time of life of a solutionNature of solution of ODE.General solution to ODEGeneral Solution of an ODESolution of first order nonlinear ODEHomogeneous second-order ODE with non-constant coefficientsLinear second order ODE, how model parameters change the solution?
$begingroup$
I want to find the fundamental solution of this ODE:
$$- u^primeprime + k^2 u=0, -infty<x<infty, kneq 0$$
I know that it is:
$$Gamma(x,epsilon) = frace^k2k$$, but I don’t know how to obtain it.
We know that for $xneq epsilon$
$$-Gamma^primeprime(x,epsilon) + k^2 Gamma(x,epsilon) =0$$, so we can say that for $xneq epsilon$
We have:
$$ Gamma(x,epsilon) = Ae^k(x-epsilon) + Be^-k(x-epsilon)$$
Can anyone please show me how can I compute A and B?
Thanks.
ordinary-differential-equations greens-function
$endgroup$
|
show 2 more comments
$begingroup$
I want to find the fundamental solution of this ODE:
$$- u^primeprime + k^2 u=0, -infty<x<infty, kneq 0$$
I know that it is:
$$Gamma(x,epsilon) = frace^k2k$$, but I don’t know how to obtain it.
We know that for $xneq epsilon$
$$-Gamma^primeprime(x,epsilon) + k^2 Gamma(x,epsilon) =0$$, so we can say that for $xneq epsilon$
We have:
$$ Gamma(x,epsilon) = Ae^k(x-epsilon) + Be^-k(x-epsilon)$$
Can anyone please show me how can I compute A and B?
Thanks.
ordinary-differential-equations greens-function
$endgroup$
$begingroup$
$e^k$ is not a solution. By the way, why did you drop $u$ ?
$endgroup$
– Yves Daoust
Mar 22 at 9:03
$begingroup$
$$u(x)=c_1e^kx+c_2e^-kx$$
$endgroup$
– JJacquelin
Mar 22 at 9:09
$begingroup$
Your function is a solution to $-u''+k^2u=delta(x-ϵ)$ with the Dirac-delta distribution, otherwise connected to the concept of a Green's function. If you could provide more context on what you want to use this function for?
$endgroup$
– LutzL
Mar 22 at 11:36
$begingroup$
You get a solution for $x<ϵ$, one for $x>ϵ$, both bounded, and have to connect them so that $u'(x)$ has a jump of height 1 at $x=ϵ$. This gives exactly your function.
$endgroup$
– LutzL
Mar 22 at 12:43
$begingroup$
Could you cite your definition of "fundamental solution"? I can guess, but for an answer I'd like to be certain. Note that the fundamental or Wronskian matrix of the associated first order system might also sometimes be called fundamental solution.
$endgroup$
– LutzL
Mar 22 at 14:26
|
show 2 more comments
$begingroup$
I want to find the fundamental solution of this ODE:
$$- u^primeprime + k^2 u=0, -infty<x<infty, kneq 0$$
I know that it is:
$$Gamma(x,epsilon) = frace^k2k$$, but I don’t know how to obtain it.
We know that for $xneq epsilon$
$$-Gamma^primeprime(x,epsilon) + k^2 Gamma(x,epsilon) =0$$, so we can say that for $xneq epsilon$
We have:
$$ Gamma(x,epsilon) = Ae^k(x-epsilon) + Be^-k(x-epsilon)$$
Can anyone please show me how can I compute A and B?
Thanks.
ordinary-differential-equations greens-function
$endgroup$
I want to find the fundamental solution of this ODE:
$$- u^primeprime + k^2 u=0, -infty<x<infty, kneq 0$$
I know that it is:
$$Gamma(x,epsilon) = frace^k2k$$, but I don’t know how to obtain it.
We know that for $xneq epsilon$
$$-Gamma^primeprime(x,epsilon) + k^2 Gamma(x,epsilon) =0$$, so we can say that for $xneq epsilon$
We have:
$$ Gamma(x,epsilon) = Ae^k(x-epsilon) + Be^-k(x-epsilon)$$
Can anyone please show me how can I compute A and B?
Thanks.
ordinary-differential-equations greens-function
ordinary-differential-equations greens-function
asked Mar 22 at 8:56
Math12Math12
629
629
$begingroup$
$e^k$ is not a solution. By the way, why did you drop $u$ ?
$endgroup$
– Yves Daoust
Mar 22 at 9:03
$begingroup$
$$u(x)=c_1e^kx+c_2e^-kx$$
$endgroup$
– JJacquelin
Mar 22 at 9:09
$begingroup$
Your function is a solution to $-u''+k^2u=delta(x-ϵ)$ with the Dirac-delta distribution, otherwise connected to the concept of a Green's function. If you could provide more context on what you want to use this function for?
$endgroup$
– LutzL
Mar 22 at 11:36
$begingroup$
You get a solution for $x<ϵ$, one for $x>ϵ$, both bounded, and have to connect them so that $u'(x)$ has a jump of height 1 at $x=ϵ$. This gives exactly your function.
$endgroup$
– LutzL
Mar 22 at 12:43
$begingroup$
Could you cite your definition of "fundamental solution"? I can guess, but for an answer I'd like to be certain. Note that the fundamental or Wronskian matrix of the associated first order system might also sometimes be called fundamental solution.
$endgroup$
– LutzL
Mar 22 at 14:26
|
show 2 more comments
$begingroup$
$e^k$ is not a solution. By the way, why did you drop $u$ ?
$endgroup$
– Yves Daoust
Mar 22 at 9:03
$begingroup$
$$u(x)=c_1e^kx+c_2e^-kx$$
$endgroup$
– JJacquelin
Mar 22 at 9:09
$begingroup$
Your function is a solution to $-u''+k^2u=delta(x-ϵ)$ with the Dirac-delta distribution, otherwise connected to the concept of a Green's function. If you could provide more context on what you want to use this function for?
$endgroup$
– LutzL
Mar 22 at 11:36
$begingroup$
You get a solution for $x<ϵ$, one for $x>ϵ$, both bounded, and have to connect them so that $u'(x)$ has a jump of height 1 at $x=ϵ$. This gives exactly your function.
$endgroup$
– LutzL
Mar 22 at 12:43
$begingroup$
Could you cite your definition of "fundamental solution"? I can guess, but for an answer I'd like to be certain. Note that the fundamental or Wronskian matrix of the associated first order system might also sometimes be called fundamental solution.
$endgroup$
– LutzL
Mar 22 at 14:26
$begingroup$
$e^k$ is not a solution. By the way, why did you drop $u$ ?
$endgroup$
– Yves Daoust
Mar 22 at 9:03
$begingroup$
$e^k$ is not a solution. By the way, why did you drop $u$ ?
$endgroup$
– Yves Daoust
Mar 22 at 9:03
$begingroup$
$$u(x)=c_1e^kx+c_2e^-kx$$
$endgroup$
– JJacquelin
Mar 22 at 9:09
$begingroup$
$$u(x)=c_1e^kx+c_2e^-kx$$
$endgroup$
– JJacquelin
Mar 22 at 9:09
$begingroup$
Your function is a solution to $-u''+k^2u=delta(x-ϵ)$ with the Dirac-delta distribution, otherwise connected to the concept of a Green's function. If you could provide more context on what you want to use this function for?
$endgroup$
– LutzL
Mar 22 at 11:36
$begingroup$
Your function is a solution to $-u''+k^2u=delta(x-ϵ)$ with the Dirac-delta distribution, otherwise connected to the concept of a Green's function. If you could provide more context on what you want to use this function for?
$endgroup$
– LutzL
Mar 22 at 11:36
$begingroup$
You get a solution for $x<ϵ$, one for $x>ϵ$, both bounded, and have to connect them so that $u'(x)$ has a jump of height 1 at $x=ϵ$. This gives exactly your function.
$endgroup$
– LutzL
Mar 22 at 12:43
$begingroup$
You get a solution for $x<ϵ$, one for $x>ϵ$, both bounded, and have to connect them so that $u'(x)$ has a jump of height 1 at $x=ϵ$. This gives exactly your function.
$endgroup$
– LutzL
Mar 22 at 12:43
$begingroup$
Could you cite your definition of "fundamental solution"? I can guess, but for an answer I'd like to be certain. Note that the fundamental or Wronskian matrix of the associated first order system might also sometimes be called fundamental solution.
$endgroup$
– LutzL
Mar 22 at 14:26
$begingroup$
Could you cite your definition of "fundamental solution"? I can guess, but for an answer I'd like to be certain. Note that the fundamental or Wronskian matrix of the associated first order system might also sometimes be called fundamental solution.
$endgroup$
– LutzL
Mar 22 at 14:26
|
show 2 more comments
2 Answers
2
active
oldest
votes
$begingroup$
This does look like an exercise from an homework... anyway, just some tips: the reasoning you do is correct, $Gamma(x,epsilon)$ indeed is a linear combination of $e^k(x-epsilon)$ and $e^-k(x-epsilon)$ away from $x=epsilon$. However, one must remember that $Gamma$ is not differentiable for $x=epsilon$, so you should expect the general form of $Gamma$ to be
$$
Gamma(x,epsilon)=
begincases
A e^k(x-epsilon)+B e^-k(x-epsilon) & x<epsilon,,
\
C e^k(x-epsilon)+D e^-k(x-epsilon) & x>epsilon,.
endcases
$$
To find the coefficients $A,B,C,DinmathbbR$, you need to use the definition of fundamental solution. Namely, for any test function $varphiinmathcalC_c^infty(mathbbR)$ it must hold
beginequation
varphi(epsilon),=,int_-infty^inftyGamma(x-epsilon)left[-varphi''(x)+k^2varphi(x)right],dx,.
endequation
Split the integral on the right hand side into two parts (from $-infty$ to $epsilon-delta$ and from $epsilon+delta$ to $+infty$, with $delta>0$ small number that you will eventually send to zero) and integrate by parts a couple of time. You will be left with some boundary terms. Impose that these boundary terms equal $varphi(epsilon)$ at the limit $deltato 0$ and you will find some conditions on your coefficients $A,B,C,D$. As LutzL mentioned, at the end you will find that these conditions force $Gamma,'(x-epsilon)$ to have a jump of height $1$ at $x=epsilon$.
Also, the coefficients $A,B,C,D$ will not (and cannot) be completely fixed, but you will have some freedom in their choice, due to the fact that the fundamental solution is not uniquely determined (if $Gamma$ is a fundamental solution, then $Gamma+h$ is also a fundamental solution for any function $h$ such that $-h''+k^2 h=0$).
Good luck!
$endgroup$
add a comment |
$begingroup$
Write
$$u'u''=k^2uu'$$ and integrate to get
$$u'^2=k^2u^2pm c^2.$$
This is a separable equation,
$$fracu'sqrtdfrack^2c^2u^2pm1=c^2$$
which integrates as
$$frac cktextarcoshfrackuc=pm cx+c'$$ or
$$frac cktextarsinhfrackuc=pm cx+c'.$$
Finally,
$$u=frac ckcosh(pm kx+c'')$$ or
$$u=frac cksinh(pm kx+c'').$$
You can convince yourself that this covers all cases of
$$ae^kx+be^-kx.$$
Needless to say, by the theory of linear ODE with constant coefficients, the solution is an arbitrary linear combination of exponentials with parameters equal to the roots of the characteristic equation
$$lambda^2-k^2=0.$$
As you are looking for the fundamental solution, $a$ and $b$ remain free parameters.
$endgroup$
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
This does look like an exercise from an homework... anyway, just some tips: the reasoning you do is correct, $Gamma(x,epsilon)$ indeed is a linear combination of $e^k(x-epsilon)$ and $e^-k(x-epsilon)$ away from $x=epsilon$. However, one must remember that $Gamma$ is not differentiable for $x=epsilon$, so you should expect the general form of $Gamma$ to be
$$
Gamma(x,epsilon)=
begincases
A e^k(x-epsilon)+B e^-k(x-epsilon) & x<epsilon,,
\
C e^k(x-epsilon)+D e^-k(x-epsilon) & x>epsilon,.
endcases
$$
To find the coefficients $A,B,C,DinmathbbR$, you need to use the definition of fundamental solution. Namely, for any test function $varphiinmathcalC_c^infty(mathbbR)$ it must hold
beginequation
varphi(epsilon),=,int_-infty^inftyGamma(x-epsilon)left[-varphi''(x)+k^2varphi(x)right],dx,.
endequation
Split the integral on the right hand side into two parts (from $-infty$ to $epsilon-delta$ and from $epsilon+delta$ to $+infty$, with $delta>0$ small number that you will eventually send to zero) and integrate by parts a couple of time. You will be left with some boundary terms. Impose that these boundary terms equal $varphi(epsilon)$ at the limit $deltato 0$ and you will find some conditions on your coefficients $A,B,C,D$. As LutzL mentioned, at the end you will find that these conditions force $Gamma,'(x-epsilon)$ to have a jump of height $1$ at $x=epsilon$.
Also, the coefficients $A,B,C,D$ will not (and cannot) be completely fixed, but you will have some freedom in their choice, due to the fact that the fundamental solution is not uniquely determined (if $Gamma$ is a fundamental solution, then $Gamma+h$ is also a fundamental solution for any function $h$ such that $-h''+k^2 h=0$).
Good luck!
$endgroup$
add a comment |
$begingroup$
This does look like an exercise from an homework... anyway, just some tips: the reasoning you do is correct, $Gamma(x,epsilon)$ indeed is a linear combination of $e^k(x-epsilon)$ and $e^-k(x-epsilon)$ away from $x=epsilon$. However, one must remember that $Gamma$ is not differentiable for $x=epsilon$, so you should expect the general form of $Gamma$ to be
$$
Gamma(x,epsilon)=
begincases
A e^k(x-epsilon)+B e^-k(x-epsilon) & x<epsilon,,
\
C e^k(x-epsilon)+D e^-k(x-epsilon) & x>epsilon,.
endcases
$$
To find the coefficients $A,B,C,DinmathbbR$, you need to use the definition of fundamental solution. Namely, for any test function $varphiinmathcalC_c^infty(mathbbR)$ it must hold
beginequation
varphi(epsilon),=,int_-infty^inftyGamma(x-epsilon)left[-varphi''(x)+k^2varphi(x)right],dx,.
endequation
Split the integral on the right hand side into two parts (from $-infty$ to $epsilon-delta$ and from $epsilon+delta$ to $+infty$, with $delta>0$ small number that you will eventually send to zero) and integrate by parts a couple of time. You will be left with some boundary terms. Impose that these boundary terms equal $varphi(epsilon)$ at the limit $deltato 0$ and you will find some conditions on your coefficients $A,B,C,D$. As LutzL mentioned, at the end you will find that these conditions force $Gamma,'(x-epsilon)$ to have a jump of height $1$ at $x=epsilon$.
Also, the coefficients $A,B,C,D$ will not (and cannot) be completely fixed, but you will have some freedom in their choice, due to the fact that the fundamental solution is not uniquely determined (if $Gamma$ is a fundamental solution, then $Gamma+h$ is also a fundamental solution for any function $h$ such that $-h''+k^2 h=0$).
Good luck!
$endgroup$
add a comment |
$begingroup$
This does look like an exercise from an homework... anyway, just some tips: the reasoning you do is correct, $Gamma(x,epsilon)$ indeed is a linear combination of $e^k(x-epsilon)$ and $e^-k(x-epsilon)$ away from $x=epsilon$. However, one must remember that $Gamma$ is not differentiable for $x=epsilon$, so you should expect the general form of $Gamma$ to be
$$
Gamma(x,epsilon)=
begincases
A e^k(x-epsilon)+B e^-k(x-epsilon) & x<epsilon,,
\
C e^k(x-epsilon)+D e^-k(x-epsilon) & x>epsilon,.
endcases
$$
To find the coefficients $A,B,C,DinmathbbR$, you need to use the definition of fundamental solution. Namely, for any test function $varphiinmathcalC_c^infty(mathbbR)$ it must hold
beginequation
varphi(epsilon),=,int_-infty^inftyGamma(x-epsilon)left[-varphi''(x)+k^2varphi(x)right],dx,.
endequation
Split the integral on the right hand side into two parts (from $-infty$ to $epsilon-delta$ and from $epsilon+delta$ to $+infty$, with $delta>0$ small number that you will eventually send to zero) and integrate by parts a couple of time. You will be left with some boundary terms. Impose that these boundary terms equal $varphi(epsilon)$ at the limit $deltato 0$ and you will find some conditions on your coefficients $A,B,C,D$. As LutzL mentioned, at the end you will find that these conditions force $Gamma,'(x-epsilon)$ to have a jump of height $1$ at $x=epsilon$.
Also, the coefficients $A,B,C,D$ will not (and cannot) be completely fixed, but you will have some freedom in their choice, due to the fact that the fundamental solution is not uniquely determined (if $Gamma$ is a fundamental solution, then $Gamma+h$ is also a fundamental solution for any function $h$ such that $-h''+k^2 h=0$).
Good luck!
$endgroup$
This does look like an exercise from an homework... anyway, just some tips: the reasoning you do is correct, $Gamma(x,epsilon)$ indeed is a linear combination of $e^k(x-epsilon)$ and $e^-k(x-epsilon)$ away from $x=epsilon$. However, one must remember that $Gamma$ is not differentiable for $x=epsilon$, so you should expect the general form of $Gamma$ to be
$$
Gamma(x,epsilon)=
begincases
A e^k(x-epsilon)+B e^-k(x-epsilon) & x<epsilon,,
\
C e^k(x-epsilon)+D e^-k(x-epsilon) & x>epsilon,.
endcases
$$
To find the coefficients $A,B,C,DinmathbbR$, you need to use the definition of fundamental solution. Namely, for any test function $varphiinmathcalC_c^infty(mathbbR)$ it must hold
beginequation
varphi(epsilon),=,int_-infty^inftyGamma(x-epsilon)left[-varphi''(x)+k^2varphi(x)right],dx,.
endequation
Split the integral on the right hand side into two parts (from $-infty$ to $epsilon-delta$ and from $epsilon+delta$ to $+infty$, with $delta>0$ small number that you will eventually send to zero) and integrate by parts a couple of time. You will be left with some boundary terms. Impose that these boundary terms equal $varphi(epsilon)$ at the limit $deltato 0$ and you will find some conditions on your coefficients $A,B,C,D$. As LutzL mentioned, at the end you will find that these conditions force $Gamma,'(x-epsilon)$ to have a jump of height $1$ at $x=epsilon$.
Also, the coefficients $A,B,C,D$ will not (and cannot) be completely fixed, but you will have some freedom in their choice, due to the fact that the fundamental solution is not uniquely determined (if $Gamma$ is a fundamental solution, then $Gamma+h$ is also a fundamental solution for any function $h$ such that $-h''+k^2 h=0$).
Good luck!
edited Mar 25 at 12:46
answered Mar 24 at 16:46
Stefano BorghiniStefano Borghini
114
114
add a comment |
add a comment |
$begingroup$
Write
$$u'u''=k^2uu'$$ and integrate to get
$$u'^2=k^2u^2pm c^2.$$
This is a separable equation,
$$fracu'sqrtdfrack^2c^2u^2pm1=c^2$$
which integrates as
$$frac cktextarcoshfrackuc=pm cx+c'$$ or
$$frac cktextarsinhfrackuc=pm cx+c'.$$
Finally,
$$u=frac ckcosh(pm kx+c'')$$ or
$$u=frac cksinh(pm kx+c'').$$
You can convince yourself that this covers all cases of
$$ae^kx+be^-kx.$$
Needless to say, by the theory of linear ODE with constant coefficients, the solution is an arbitrary linear combination of exponentials with parameters equal to the roots of the characteristic equation
$$lambda^2-k^2=0.$$
As you are looking for the fundamental solution, $a$ and $b$ remain free parameters.
$endgroup$
add a comment |
$begingroup$
Write
$$u'u''=k^2uu'$$ and integrate to get
$$u'^2=k^2u^2pm c^2.$$
This is a separable equation,
$$fracu'sqrtdfrack^2c^2u^2pm1=c^2$$
which integrates as
$$frac cktextarcoshfrackuc=pm cx+c'$$ or
$$frac cktextarsinhfrackuc=pm cx+c'.$$
Finally,
$$u=frac ckcosh(pm kx+c'')$$ or
$$u=frac cksinh(pm kx+c'').$$
You can convince yourself that this covers all cases of
$$ae^kx+be^-kx.$$
Needless to say, by the theory of linear ODE with constant coefficients, the solution is an arbitrary linear combination of exponentials with parameters equal to the roots of the characteristic equation
$$lambda^2-k^2=0.$$
As you are looking for the fundamental solution, $a$ and $b$ remain free parameters.
$endgroup$
add a comment |
$begingroup$
Write
$$u'u''=k^2uu'$$ and integrate to get
$$u'^2=k^2u^2pm c^2.$$
This is a separable equation,
$$fracu'sqrtdfrack^2c^2u^2pm1=c^2$$
which integrates as
$$frac cktextarcoshfrackuc=pm cx+c'$$ or
$$frac cktextarsinhfrackuc=pm cx+c'.$$
Finally,
$$u=frac ckcosh(pm kx+c'')$$ or
$$u=frac cksinh(pm kx+c'').$$
You can convince yourself that this covers all cases of
$$ae^kx+be^-kx.$$
Needless to say, by the theory of linear ODE with constant coefficients, the solution is an arbitrary linear combination of exponentials with parameters equal to the roots of the characteristic equation
$$lambda^2-k^2=0.$$
As you are looking for the fundamental solution, $a$ and $b$ remain free parameters.
$endgroup$
Write
$$u'u''=k^2uu'$$ and integrate to get
$$u'^2=k^2u^2pm c^2.$$
This is a separable equation,
$$fracu'sqrtdfrack^2c^2u^2pm1=c^2$$
which integrates as
$$frac cktextarcoshfrackuc=pm cx+c'$$ or
$$frac cktextarsinhfrackuc=pm cx+c'.$$
Finally,
$$u=frac ckcosh(pm kx+c'')$$ or
$$u=frac cksinh(pm kx+c'').$$
You can convince yourself that this covers all cases of
$$ae^kx+be^-kx.$$
Needless to say, by the theory of linear ODE with constant coefficients, the solution is an arbitrary linear combination of exponentials with parameters equal to the roots of the characteristic equation
$$lambda^2-k^2=0.$$
As you are looking for the fundamental solution, $a$ and $b$ remain free parameters.
answered Mar 22 at 9:25
Yves DaoustYves Daoust
132k676230
132k676230
add a comment |
add a comment |
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$begingroup$
$e^k$ is not a solution. By the way, why did you drop $u$ ?
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– Yves Daoust
Mar 22 at 9:03
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$$u(x)=c_1e^kx+c_2e^-kx$$
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– JJacquelin
Mar 22 at 9:09
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Your function is a solution to $-u''+k^2u=delta(x-ϵ)$ with the Dirac-delta distribution, otherwise connected to the concept of a Green's function. If you could provide more context on what you want to use this function for?
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– LutzL
Mar 22 at 11:36
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You get a solution for $x<ϵ$, one for $x>ϵ$, both bounded, and have to connect them so that $u'(x)$ has a jump of height 1 at $x=ϵ$. This gives exactly your function.
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– LutzL
Mar 22 at 12:43
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Could you cite your definition of "fundamental solution"? I can guess, but for an answer I'd like to be certain. Note that the fundamental or Wronskian matrix of the associated first order system might also sometimes be called fundamental solution.
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– LutzL
Mar 22 at 14:26