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Abel's Differential Equation Identity


Given a homogeneous linear second-order ordinary differential equation,

 y^('')+P(x)y^'+Q(x)y=0,
(1)

call the two linearly independent solutions y_1(x) and y_2(x). Then

 y_1^('')+P(x)y_1^'+Q(x)y_1=0
(2)
 y_2^('')+P(x)y_2^'+Q(x)y_2=0.
(3)

Now, take y_1× (3) minus y_2× (2),

 y_1[y_2^('')+P(x)y_2^'+Q(x)y_2]-y_2[y_1^('')+P(x)y_1^'+Q(x)y_1]=0  
(y_1y_2^('')-y_2y_1^(''))+P(y_1y_2^'-y_1^'y_2)+Q(y_1y_2-y_1y_2)=0 
(y_1y_2^('')-y_2y_1^(''))+P(y_1y_2^'-y_1^'y_2)=0.
(4)

Now, use the definition of the Wronskian and take its derivative,

W=y_1y_2^'-y_1^'y_2
(5)
W^'=(y_1^'y_2^'+y_1y_2^(''))-(y_1^'y_2^'+y_1^('')y_2)
(6)
=y_1y_2^('')-y_1^('')y_2.
(7)

Plugging W and W^' into (4) gives

 W^'+PW=0.
(8)

This can be rearranged to yield

 (dW)/W=-P(x)dx
(9)

which can then be directly integrated to

 ln[(W(x))/(W_0)]=-intP(x)dx,
(10)

where lnx is the natural logarithm. Exponentiating then yields Abel's identity

 W(x)=W_0e^(-intP(x)dx),
(11)

where W_0 is a constant of integration.


See also

Abel's Differential Equation, Second-Order Ordinary Differential Equation, Second-Order Ordinary Differential Equation Second Solution

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References

Boyce, W. E. and DiPrima, R. C. Elementary Differential Equations and Boundary Value Problems, 4th ed. New York: Wiley, pp. 118, 262, 277, and 355, 1986.

Referenced on Wolfram|Alpha

Abel's Differential Equation Identity

Cite this as:

Weisstein, Eric W. "Abel's Differential Equation Identity." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/AbelsDifferentialEquationIdentity.html

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