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Question: Riccati Equation. An equation of the form (18) dydx=P(x)y2+Q(x)y+R(x) is called a generalized Riccati equation.

  1. If one solution鈥攕ay, u(x)鈥攐f (18) is known, show that the substitutiony=u+1vreduces (18) to a linear equation in v.
  2. Given thatux=xis a solution todydx=x3(y-x)2+yx,

use the result of part (a) to find all the other solutions to this equation. (The particular solutionux=xcan be found by inspection or by using a Taylor series method; see Section 8.1.)

Short Answer

Expert verified
  1. v'+(2Pu+Q)v=-P
  2. y=x+5xC-x5

Step by step solution

01

Step 1(a): show that the substitution y=u+1v reduces (18) to a linear equation in v

Given that for an equation,

(18) dydx=P(x)y2+Q(x)y+R(x)

one solution u(x)鈥攐f (18) is known

Therefore,

dudx=Pu2+Qu+Rdudx-Pu2-Qu-R=0......(1)

Now,y=u+1v

Differentiating both sides with respect to x,

dydx=dudx-1v2dvdx

Substitute y=u+1vin equation (18),

dydx=P(u+1v)2+Q(u+1v)+Rdu-1v2dv=P(u+1v)2+Q(u+1v)+R

Now using equation (1),

-1v2dvdx=P1v2+2Puv+Qv-1v2dvdx-P1v2-2Puv-Qv=0dvdx=-P-2Puv-Qvdvdx=-(2Pu+Q)v-Pv'+(2Pu+Q)v=-P

Hence, the substitution y=u+1vreduces (18) to a linear equation in v i.e., v'+(2Pu+Q)v=-P

02

Step 2(b): Find all the other solutions to this equation

The given equation is,

dydx=x3y-x2+yx

Simplifying this equation,

dydx=x3y-x2+yx=x3y2+x2-2xy+yx=x3y2+x5-2x4y+yx=x3y2+1x-2x4y+x5

Comparing this equation with dydx=Pxy2+Qxy+Rx, one will get,

P=x3,Q=1x-2x4,R=x5

Substituting these values of P, Q and R in the result of part (a) in step 2,

dvdx+2x3u+1x-2x4v=-x3.....(2)

Now as u(x) = x is a solution of equation (2), therefore (2) becomes,

dvdx+2x4+1x-2x4v=-x3dvdx+1xv=-x3.....(3)

Now equation (3) is of form dydx+P(x)y=Q(x)

Therefore, integrating factor =e1xdx=elnx=x

Multiplying equation (3) by x,

xdvdx+v=-x4ddxvx=-x4

Integrating both sides,

vx=-x55+C......(4)

Where, C is the constant of integration.

Now using the substitution given in the question y=u+1vin part (a), one will get the value of v,

v=1y-x

Substitute this value of v in equation (4),

xy-x=-x55+C1xy-x=-x5+5C15y=x+5xC-x5

Where, C = 5C is an arbitrary constant.

Hence, the solution of the equation dydx=x3(y-x)2+yxisy=x+5xC-x5

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