Bernoulli Differential Equations — Question 8

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Question 8

Consider y′+xy=ex2y2,y(0)=a,a∈ℝ.y'+xy=e^{x^2}y^2,\qquad y(0)=a,\qquad a\in\mathbb R. Define J(x)=∫0xet2/2dtJ(x)=\int_0^x e^{t^2/2}\,dt; an elementary antiderivative is not required.

Tasks

  1. Solve the IVP for a≠0a\ne 0 by the Bernoulli substitution, expressing the answer in terms of JJ. Treat a=0a=0 separately.

  2. Prove that JJ is strictly increasing onto ℝ\mathbb R and that the equation J(T)=1/aJ(T)=1/a has exactly one real solution.

  3. Determine the maximal interval containing 00 for each sign of aa, and the sign of the divergence at its finite endpoint.

  4. Verify the formula using the fundamental theorem of calculus and explain why an exact definite-integral expression is a complete answer.

Original worksheet page 1: question and worked solution for 2-4-008
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Question 8 – Solution

Strategy. Keep the forcing integral exact, then use its monotonicity to determine the entire admissible denominator interval.

Step 1: Linearize and integrate. For a≠0a\ne 0, set v=1/yv=1/y. Then v′−xv=−ex2v'-xv=-e^{x^2}, with integrating factor e−x2/2e^{-x^2/2}. Thus (e−x2/2v)′=−ex2/2,v=ex2/2(1a−J(x)).(e^{-x^2/2}v)'=-e^{x^2/2},\qquad v=e^{x^2/2}\left(\frac 1a-J(x)\right). Inverting gives y(x)=ae−x2/21−aJ(x).\boxed{y(x)=\frac{a e^{-x^2/2}}{1-aJ(x)}}. For a=0a=0, y≡0y\equiv 0 is the unique solution, since the original right-hand side is smooth in yy.

Step 2: Locate the unique obstruction. By the fundamental theorem, J′=ex2/2>0J'=e^{x^2/2}>0. The integrand is even, so JJ is odd. Also J(x)≥xJ(x)\ge x for x≥0x\ge 0, so its limits at the two infinities are ±∞\pm\infty. Therefore it is one-to-one and onto, and there is exactly one TT with J(T)=1/aJ(T)=1/a.

Step 3: Select the interval and sign. If a>0a>0, then T>0T>0, and the maximal interval is (−∞,T)\boxed{(-\infty,T)}. The denominator approaches zero from above as x↑Tx\uparrow T, so y→+∞y\to+\infty. If a<0a<0, then T<0T<0, and the maximal interval is (T,∞)\boxed{(T,\infty)}; as x↓Tx\downarrow T, the denominator approaches zero from above and y→−∞y\to-\infty. A pole cannot be crossed by a finite differentiable continuation.

Step 4: Verify and interpret. With D=1−aJD=1-aJ, differentiation using J′=ex2/2J'=e^{x^2/2} gives y′=−xy+a2D2=−xy+ex2y2.y'=-xy+\frac{a^2}{D^2}=-xy+e^{x^2}y^2. Also J(0)=0J(0)=0 gives y(0)=ay(0)=a. The definite integral specifies an exact differentiable function and uniquely determines the endpoint; elementary notation is unnecessary for either the solution or its interval.

Original worksheet page 2: question and worked solution for 2-4-008

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