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Ordinary Differential Equations

Carl M. Bender and Steven A. Orszag
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Carl M. Bender: Washington University, Department of Physics
Steven A. Orszag: Yale University, Department of Mathematics

Chapter Chapter One in Advanced Mathematical Methods for Scientists and Engineers I, 1999, pp 3-35 from Springer

Abstract: Abstract An nth-order differential equation has the form $$ {y^{\left( n \right)}}\left( x \right) = F\left[ {x,y\left( x \right),y'\left( x \right), \ldots ,{y^{\left( {n - 1} \right)}}\left( x \right)} \right], $$ where y (k)= d k y/dx k . Equation (1.1.1) is a linear differential equation if F is a linear function of y and its derivatives (the explicit x dependence of F is still arbitrary). If (1.1.1) is linear, then the general solution y(x) depends on n independent parameters called constants of integration; all solutions of a linear differential equation may be obtained by proper choice of these constants. If (1.1.1) is a nonlinear differential equation, then it also has a general solution which contains n constants of integration. However, there sometimes exist special additional solutions of nonlinear differential equations that cannot be obtained from the general solution for any choice of the integration constants. We omit a rigorous discussion of these fundamental properties of differential equations but illustrate them in the next three examples.

Keywords: General Solution; Riccati Equation; Nonlinear Differential Equation; Linear Differential Equation; Bernoulli Equation (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1007/978-1-4757-3069-2_1

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