INDEPENDENT REPORT IN MATHEMATICAL PHYSICS

How do various analytical methods to solving higher

order differential equations compare considering
applications in physics?

Archisman Das
International School of Helsingborg

November 2024
ABSTRACT

Abstract

The purpose of this report is to discuss different methods used in solving differential
equations considering primarily applications in physics. Within physics, there are many
forms of differential equations with varying parameters in multiple fields such as
Newtonian mechanics and spring forces, electric current, and fluid dynamics. These fields
have different applications and differential equations tend to be crucial, especially the
ability and capability to analytically solve them. The report will discuss methods such as
Series expansions, the Laplace Integral Transform, and Hamiltonian flow. The report also
compares these three methods and their effectiveness in various fields of physics, given the
diverse nature of the field. The purpose of the report is to outline the specific situations in
which a certain method should be considered. Some prior knowledge of the reader within
ODEs, PDEs, and physics is assumed.
TABLE OF CONTENTS

1 Introduction 4
2 Overview of differential equations 7
2.1 Types of differential equations 7
2.2 Ordinary differential equations (ODEs) 7
2.2.1 Separable differential equations 7
2.2.2 First order differential equations with an integrating factor 8
2.2.3 Homogeneous differential equations 9
2.3 Partial differential equations (PDEs) 11
2.3.1 Introduction to the heat equation 11
2.3.2 Separation of variables / Characteristic methods 13
3 Series Expansions 18
3.1 Taylor Series Expansions 18
3.2 Fourier Series Expansions 18
4 Integral Transforms 19
4.1 Laplace Transform 19
4.2 Fourier Transform 19
6 Works Cited 20
INTRODUCTION

1 Introduction

It is important to consider which applications within physics there actually are in addition
to the different analytical methods to receiving algebraic solutions to differential solutions
are applicable. Within physics, differential equations are present in multiple settings. In
this report, the focus will be applications in Newtonian mechanics, electric circuits, as well
as in Maxwell’s equations. Within Newtonian mechanics, consider the equation .
According to Newton’s second law of motion, implying that when
it comes to the force applied by a spring in accordance with Hooke's law, where k is the
spring constant and x is the displacement of the particle from the equilibrium position.
Now,

With this, a clear differential equation of the second order is visible where x is the
displacement of the particle attached to the spring in harmonic motion and t is the time
elapsed in seconds. Furthermore, the equation of the electromotive force (denoted by for
an electric circuit that is both resistive and capacitive is equal ‎‎ to where R
represents the resistance in the circuit, I is the current in the circuit, and C is the capacity
of the capacitor circuit.

NOTE: Ohm’s law states that but since the circuit is capacitive the difference is
modeled by an integral which results in the above exact equation.

Now, where is the instantaneous emf applied to the circuit at a given

time t, is The maximum value of applied AC voltage, and is a sinusoidal

INTRODUCTION

function which indicates alternating voltage in relation to time, so

Hence,

Differentiating both sides with respect to t, we get

And hence, a differential equation is formed. Dividing by R on both sides to achieve a first
order differential equation solvable by an integrating factor, we get

Solving for an integrating factor, (considering the capacity and

resistance are independent of time, which may not always be the case for other equations).
Multiplying this integrating factor into the original differential equation, we get:

However, the product rule states that so

and hence
INTRODUCTION

As seen here, conventional methods of solving differential equations are a powerful tool for
finding relations between multiple variables, especially in physics. Hence, the purpose of
this report is to investigate and compare the different methods available for differential
equations of different orders.
OVERVIEW OF DIFFERENTIAL EQUATIONS

2 Overview of differential equations

2.1 Types of differential equations

There are two primary types of differential equations, ordinary differential equations
(ODEs) and partial differential equations (PDEs). Ordinary differential equations focus on
differential equations in a 2-dimensional space, while partial differential equations refer to
analytical / numerical solutions to partial derivatives formed in multivariable spaces. The
derivative sign refers to while the partial (derivative) sign refers to

2.2 Ordinary differential equations (ODEs)

Ordinary differential equations as discussed earlier have many different applications in

2-dimensional spaces when it comes to rates of change in physics. In section 3,
conventional simpler methods to solving ODEs are discussed such as for example the
separation of variables and differentials, reverse product rule method for first-order DEs,
and transformations to differential equations of homogeneous types.

2.2.1 Separable differential equations

Separable differential equations are differential equations where the variables are
separable such that it can be expressed in the form

The reason this is the target form for solutions to differential equations is that both sides
can be integrated with respect to the respective variables, for example having a function of
y along side the differential element dy and the same thing on the right hand makes it
possible to integrate f(y) with respect to y, and the same for g(x) with respect to x.

For example, consider the differential equation,

OVERVIEW OF DIFFERENTIAL EQUATIONS

Dividing by on both sides, the following equation is formed,

The constant from the integration on the left can be absorbed into the arbitrary constant
of integration on the right side in order to simplify the expression,

which yields two solutions due to the 2nd degree polynomial. The
solution of a differential equation which doesn’t factor in any known values and maintains
constants of integration is known as the general solution, whereas differential equations
that factor in and give known values of the constants are called particular solutions.

2.2.2 First order differential equations with an integrating factor

First order differential equations of the form or any differential

equation which can be arranged in this format is solvable by the so-called integrating
factor method, as long as the function f(x) has an elementary antiderivative, and the
function is integrable.

For this method, the product rule for computing derivatives is reversed by manipulating
the equation with an integrating factor. The integrating factor of the differential equation
is determined by . The reasoning for this is quite strategic, and explains why f(x)
must have an elementary antiderivative.

The derivative of is , and hence when the integrating factor is multiplied

into the equation, we get,
OVERVIEW OF DIFFERENTIAL EQUATIONS

But is the derivative of so the product rule can be observed here as

the derivative of y with respective to x is , and
, and hence:

Integrating both sides, the differential on the left hand side cancels out while the result is
the antiderivative on the right. Moreover, y can be solved as a function of x. This method
was discussed in the introduction when solving the differential equation in relation to a
capacitive circuit for current as a function of electromotive force, and that is the reference
example for this method

2.2.3 Homogeneous differential equations

A differential equation can be considered homogeneous if it contains a homogeneous

function, where a homogeneous function is defined as one such that,

where is any nonzero constant.

In simpler terms, the function of x, y is homogeneous given that the variables scaled by
some nonzero constant lambda is equal to the original function multiplied by the same
constant lambda to some power n. In homogeneous differential equations, the variable
substitution is often used, which means the pattern is easily visible in some
differential equations, for example the differential equation,
OVERVIEW OF DIFFERENTIAL EQUATIONS

, where v can be substituted,

However, when a substitution is made to transform the DE to the v–x space, the
differential dy must be changed to an expression in terms of dv and dx.

, so by the product rule,

Substituting for y(x),

Hence, as seen with the above example, it is possible to solve equations of this style easily
with the given substitution, just as is common in other elements of calculus such as
substitution in derivative, limits, and integrals. The general form for a homogeneous
differential equation is .
OVERVIEW OF DIFFERENTIAL EQUATIONS

2.3 Partial differential equations (PDEs)

Partial differential equations refer to differential equations containing partial derivatives
which are derivative expressions in multivariable spaces. An important factor to consider
about PDEs is that analytical solutions, while possible, are sometimes incredibly difficult
and complex. Therefore, the more common approach when dealing with these

Analytical solutions to partial differential equations are typically much more difficult to
solve compared to ordinary differential equations. Some methods such as the separation of
variables used in ODEs are still usable for PDEs, with slight changes in the methodology.
In this overview, two methods for analytically solving partial differential equations will be
covered, as more complex methods such as integral transforms will be discussed
subsequently.

2.3.1 Introduction to the heat equation

A very common example of PDEs in the application of physics is the heat equation, which
discusses the temperature distribution in an object. There are multiple forms of the heat
equation. Considering the simplest heat equation, which discusses the heat distribution in
a 1-dimensional bar, we will consider that the bar is a 3-dimensional object of length L.
On an x-y coordinate system, we will assume that the start of the bar is at x = 0, and that
the bar ends at x = L. Additionally, we will assume that the temperature at any point x is
the same throughout the whole cross-sectional area since we are only considering
1-dimension.
OVERVIEW OF DIFFERENTIAL EQUATIONS

Figure: 1-dimensional bar for heat distribution[1]

While this may seem unconventional and far too simple for such a complicated matter, it is
a valid assumption as it is possible that heat does not transfer laterally and that the lateral
surface of the bar is perfectly insulated. There are 5 parts to the heat equation in this
instance, where,

is the temperature at any point x at some time t.

is the specific heat of the material at point x, which is defined as the amount
of heat required to raise one unit of mass of the object by one unit of
temperature.

is the mass density of the object.

is the heat flux of the object, which is the amount of thermal energy that
flows as x increases per unit area per unit time. As x increases, heat flows to
the right of this bar from the perspective of the x-y plane. If then
heat is flowing from the to the left of the bar.

is the heat energy generated from external sources per unit volume per unit
time

Now, the heat equation is defined as,

OVERVIEW OF DIFFERENTIAL EQUATIONS

but the issue with this is that there are two functions: and . The goal is to get one of
the variables as a result of the other in the absence of all differential elements. For this
instance, we will use a method known as Fourier’s law to remove from this equation.
The law states,

so (the heat flux of the object) is equal to , the thermal conductivity of the
object times or the rate of change of temperature as the position changes. For the
Now, using this law, substituting into our original heat equation

, For simplicity, we will take and to

be constant throughout the material.

2.3.2 Separation of variables / Characteristic methods

The goal with separation of variables is to convert this PDE into 2 ODEs, which can be
solved with methods discussed in 2.2. In this section, we will be solving the heat equation
from section 2.3.1.

From the previous section, we got to the step

It is very difficult to analytically solve this given that are functions dependent on
x. Therefore, for this example, we will assume that the material is uniform throughout and
these values are constant throughout. If is constant, we can move it outside of the
differential element, and the differential on the right side becomes a second-order
differential. The simplified equation becomes,

For the purpose of this, we will consider the case where there are no external heat sources
and hence is 0. Furthermore, we will define a constant known as the thermal
OVERVIEW OF DIFFERENTIAL EQUATIONS

diffusivity (the ratio of thermal conductivity and heat capacity to the density of the
material) by . The reason there are so many simplifications and disregarded cases
is because the aim of this section is to discuss analytical solutions to PDEs rather than go
into the details of thermodynamics. The final equation becomes, , which looks
much simpler than the heat equation we started off with.

A separable PDE is of the general form which is the product of two

functions that are solely dependent on their own respective variables. In this case, taking
X(x) and T(t) as the independent functions, we can express the PDE as such,

Since X is independent of T, and T is independent of X,

Based on this, since both sides are independent of each other, they must be equal to some
constant, . In this step, the PDEs become a combination of ODEs. For the first equation,
we can regard any terms not involving T or t to be constant, and can therefore assign this
value to it,

and treating any references to T as constant, the second ODE becomes,

OVERVIEW OF DIFFERENTIAL EQUATIONS

For equation (1), (solution by separation of variables, from 2.2.1)

For equation (2), this is a higher order differential equation of the form,

which actually is the same form as the S.H.M. differential equation,

However, in the S.H.M. case, it is solvable by considering conservation of energy. In this

case, we must assume a general form, or make an Ansatz.

To determine the value of lambda, it depends on the physical context and any boundary
conditions given. In the case of the heat equation, there are conditions such as the
Dirichlet conditions, which state that the ends of the bar are at a fixed temperature. For
this solution, we will assume Dirichlet conditions which state that the ends of the 1-D bar
are at a fixed temperature, for example in an ice bath. Hence,
, . Additionally, we will use a time condition that states that the
initial temperature at a given point x along the bar, s.t. .

Now, for the second differential equation in terms of X and x, we know that there are a

few possible solutions considering the format . This can be an exponential

OVERVIEW OF DIFFERENTIAL EQUATIONS

function where . However, there is an issue with this solution as when

substituting , there is no value of for which it holds. Hence, we know that the
solution is not an exponential function. Another factor to consider is that this shows that
in second-order differential equations, the leading constant is typically the square of some

number due to differentiation twice. Hence, this is an ODE of the form .

Again, our original equation states .

. Having no real solutions with the exponential form shows that if

, , but by Euler’s identity, , hence the solution is
some combination of cosines and sines, and based on the Dirichlet conditions it can be
stated that , since the only solutions are those posed in conditions where it is
not real. Then,

(as cosine cannot satisfy the condition . Now, we can

substitute in our known boundary conditions, , to get,

, where .

Now that we know , it is possible to solve for . We know from the solution to the 1st

order ODE from earlier, . Substituting in our known value for , we get

. Notice that a subscript n has been added to the undetermined

constant A as A varies alongside n. Ultimately, the following system is achieved.
OVERVIEW OF DIFFERENTIAL EQUATIONS

The solution to a linear PDE is the sum of all the solutions to said PDE. Hence, we must
find an infinite summation to represent these two functions as one. For now, we can state
that,

which is our general solution. However, there remains

one boundary condition defined earlier regarding the temperature at some initial point in
time which has not been used, and hence can be used to find the value of A_n in terms of
this function.

Substituting in the values from the 3rd boundary, we get,

However, for all , hence we can drop the summation and the integral I
becomes

However, is independent of x and the integral can then be resolved to,

. Solving for , we get,

or

so all in all, we get the final function of as

which is the final solution, and depends on the value for f(x). Based on this result, the
separation of variables can be deemed a very effective method to solving PDEs.
SERIES EXPANSIONS

3 Series Expansions
Series expansions can be used in many different ways in order to solve problems, primarily
due to their ability to transform functions into different forms; The Taylor series can
convert any function into an infinite series of polynomials with coefficients varying based
on its derivatives. The behavior and rules for computing derivatives typically allows for
interesting patterns to arise when it comes to their sum. The Fourier series is very
effective when it comes to solving PDEs. This will be further discussed in section 3.2.

3.1 Taylor Series Expansions

3.1.1 Basis for solutions to DEs using Taylor series
The basis for solutions to differential equations with Taylor series depends on the fact
where the derivatives of functions and the functions themselves can be added, in order to
find a pattern in the sum of the coefficients which can be matched to a known series
expansion of a function. A Taylor series states that .

However, for this case we can consider the case where , which is also known as the

Maclaurin series: where represents the nth derivative of f evaluated

at point x = 0.
The Maclaurin series allows for any polynomial to be determined by

or in general polynomial form

. Then,

, and

. In the next section, the solution to the

simple harmonic motion differential equation in physics will be shown and solved with the
method mentioned above.
SERIES EXPANSIONS

3.1.2 Solving the SHM equation with Taylor series

The net force exerted on a spring, given by Hooke’s law, is equal to where x is the
displacement of the spring from the equilibrium position. Newton’s second law states that
the net force on an object is equal to . Hence, we can state that on an object where the
spring restoring force is the only force acting on the object, . However,

, so . This is the differential equation that

defines the second derivative for the position of an object in simple harmonic motion, or
where its motion can be defined as a sinusoid that continues indefinitely.

In second order DEs, the constant term is typically the square of an internal constant
within a function which comes as a result of the chain rule being used twice. Let ,
where k is the spring constant and m is the mass of the object.

3.2 Fourier Series Expansions

3.2.1 Basis for solutions to DEs using Fourier series
3.2.2 Solution to the _____ PDE using Fourier series
INTEGRAL TRANSFORMS

4 Integral Transforms
4.1 Laplace Transform
4.2 Fourier Transform
COMPARISON OF METHODS

5 Comparison of Methods
WORKS CITED

6 Works Cited
https://static1.squarespace.com/static/56b6357e01dbaea0266fe701/t/64ba5327d87b1
600e7e47deb/1689932585799/Holger_Molin.pdf

https://tutorial.math.lamar.edu/classes/de/TheHeatEquation.aspx#PDE_HeatEqn_1D

http://ramanujan.math.trinity.edu/rdaileda/teach/s15/m3357/lectures/lecture_2_19_sli
des.pdf