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Lecture Notes in Differential Equations - Bruce E. Shapiro

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35<br />

Substitut<strong>in</strong>g y = t = 0 <strong>in</strong> this immediately yields C = 0. This problem<br />

is a direct consequence of the fact that we divided our equation through<br />

by t 4 previously to get an express solution for y(t) (see the transition from<br />

equation 4.72 to equation 4.73): this division is only allowed when t ≠ 0.<br />

Example 4.7. Solve the <strong>in</strong>itial value problem<br />

dy<br />

dt − 2ty = √ 2 ⎫<br />

⎬<br />

π<br />

⎭<br />

y(0) = 0<br />

(4.83)<br />

S<strong>in</strong>ce p(t) = −2t, an <strong>in</strong>tegrat<strong>in</strong>g factor is<br />

(∫ )<br />

µ = exp −2tdt = e −t2 (4.84)<br />

Follow<strong>in</strong>g our usual procedure we get<br />

d<br />

(<br />

ye −t2) = √ 2 e −t2 (4.85)<br />

dt<br />

π<br />

If we try to solve the <strong>in</strong>def<strong>in</strong>ite <strong>in</strong>tegral we end up with<br />

ye −t2 = √ 2 ∫<br />

e −t2 dt + C (4.86)<br />

π<br />

Unfortunately, there is no exact solution for the <strong>in</strong>def<strong>in</strong>ite <strong>in</strong>tegral on the<br />

right. Instead we <strong>in</strong>troduce a new concept, of f<strong>in</strong>d<strong>in</strong>g a def<strong>in</strong>ite <strong>in</strong>tegral.<br />

We will use as our lower limit of <strong>in</strong>tegration the <strong>in</strong>itial conditions, which<br />

means t = 0; and as our upper limit of <strong>in</strong>tegration, some unknown variable<br />

u. Then ∫ u<br />

Then we have<br />

0<br />

d<br />

(<br />

ye −t2) dt =<br />

dt<br />

∫ u<br />

(<br />

ye −t2) (<br />

− ye −t2) = 2 ∫ u<br />

√<br />

t=0 t=u π<br />

0<br />

2<br />

√ π<br />

e −t2 dt (4.87)<br />

Us<strong>in</strong>g the <strong>in</strong>itial condition y(0) = 0, the left hand side becomes<br />

0<br />

e −t2 dt (4.88)<br />

y(u)e −(u)2 − y(0)e −(0)2 = ye −u2 (4.89)<br />

hence<br />

ye −u2 = √ 2 ∫ u<br />

e −t2 dt (4.90)<br />

π<br />

0

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