Non-Linear Differential.

Calculus Level 3

Let a , b > 0 a,b > 0 and 2 a 2 b 2 > 0. 2 a^2 - b^2 > 0.

d x d t = a 2 x + a 2 y b 2 x ( x 2 + y 2 ) \dfrac{dx}{dt} = a^2 x +a^2 y - b^2 x ( x^2 + y^2)

d y d t = a 2 x + a 2 y b 2 y ( x 2 + y 2 ) \dfrac{dy}{dt} = -a^2 x + a^2 y -b^2 y(x^2 + y^2)

The nonlinear system above has the solution x = x ( t ) x = x(t) , y = y ( t ) y = y(t) , where x ( t = 0 ) = y ( t = 0 ) = 1 2 . x(t = 0) = y(t = 0) = \dfrac{1}{2}.

If 1 a 2 ( ln ( 2 a 2 b 2 b ) ) 1 a 2 ( ln ( 3 ( 2 a 2 b 2 ) b ) ) x ( t ) 2 + y ( t ) 2 d t = 1 a b ln ( α + β α + λ ) \displaystyle \int_{ \frac{1}{a^2} (\ln(\frac{\sqrt{2 a^2 - b^2}}{b})) }^{\frac{1}{a^2} (\ln(\frac{\sqrt{3(2 a^2 - b^2)}}{b}))} \sqrt{x(t)^2 + y(t)^2} \: dt = \dfrac{1}{ab} \ln \left(\dfrac{\alpha + \sqrt{\beta}}{\sqrt{\alpha} + \lambda}\right)

where α \alpha , β \beta , and λ \lambda are coprime positive integers, find α + β + λ \alpha + \beta + \lambda .


The answer is 6.

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1 solution

Rocco Dalto
Jan 11, 2021

d x d t = a 2 x + a 2 y b 2 x ( x 2 + y 2 ) \dfrac{dx}{dt} = a^2 x +a^2 y - b^2 x ( x^2 + y^2)

d y d t = a 2 x + a 2 y b 2 y ( x 2 + y 2 ) \dfrac{dy}{dt} = -a^2 x + a^2 y -b^2 y(x^2 + y^2)

Converting to polar coordinates, let x = r cos ( θ ) , y = r sin ( θ ) x = r \cos(\theta), y = r \sin(\theta) x 2 + y 2 = r 2 x^2 + y^2 = r^2 and θ = arctan ( y x ) \theta = \arctan(\dfrac{y}{x})

Taking the derivatives with respect to t t :

x 2 + y 2 = r 2 r d r d t = x d x d t + y d y d t x^2 + y^2 = r^2 \implies r \dfrac{dr}{dt} = x \dfrac{dx}{dt} + y \dfrac{dy}{dt}

and

θ = arctan ( y x ) r 2 d θ d t = x d y d t y d x d t \theta = \arctan(\dfrac{y}{x}) \implies r^2 \dfrac{d\theta}{dt} = x \dfrac{dy}{dt} - y \dfrac{dx}{dt}

( 1 ) : x ( d x d t = a 2 x + a 2 y b 2 x ( x 2 + y 2 ) ) (1): x * (\frac{dx}{dt} = a^2 x +a^2 y - b^2 x ( x^2 + y^2))

( 2 ) : y ( d y d t = a 2 x + a 2 y b 2 y ( x 2 + y 2 ) ) (2): y * (\frac{dy}{dt} = -a^2 x + a^2 y -b^2 y(x^2 + y^2))

and adding ( 1 ) (1) and ( 2 ) (2) we obtain:

r d r d t = r 2 ( a 2 b 2 r 2 ) d r d t = r ( a 2 b 2 r 2 ) r \dfrac{dr}{dt} = r^2 (a^2 - b^2 r^2) \implies \dfrac{dr}{dt} = r (a^2 - b^2 r^2)

( 3 ) : y ( d x d t = a 2 x + a 2 y b 2 x ( x 2 y 2 ) ) (3): -y * (\frac{dx}{dt} = a^2 x +a^2 y - b^2 x ( x^2 - y^2))

( 4 ) : x ( d y d t = a 2 x + a 2 y b 2 ( x 2 y 2 ) ) (4): x * (\frac{dy}{dt} = -a^2 x + a^2 y -b^2 (x^2 - y^2))

and adding ( 3 ) (3) and 4 4 we obtain:

d θ d t = a 2 \dfrac{d\theta}{dt} = -a^2

The system of differentials above has a single critical point at r = 0 r = 0 . For r > 0 r > 0 , the system above reduces to:

d r d t = r ( a 2 b 2 r 2 ) \dfrac{dr}{dt} = r (a^2 - b^2 r^2)

d θ d t = a 2 \dfrac{d\theta}{dt} = -a^2

1 a 2 ( 1 r + b 2 ( a b r ) b 2 ( a + b r ) ) d r = 1 a 2 ln ( r a 2 b 2 r 2 ) = t + C \implies \dfrac{1}{a^2} \int (\dfrac{1}{r} + \dfrac{b}{2 (a - b r)} - \dfrac{b}{2 (a + b r)}) dr = \dfrac{1}{a^2} \ln(\dfrac{r}{\sqrt{a^2 - b^2 r^2}}) = t + C \implies

r 2 a 2 b 2 r 2 = C e 2 a 2 t \dfrac{r^2}{a^2 - b^2 r^2} = C e^{2 a^2 t} \implies r = a b 2 + C e 2 a 2 t r = \dfrac{a}{\sqrt{b^2 + C e^{-2 a^2 t}}} and θ = a 2 t + t 0 \theta = -a^2 t + t_{0} .

Using initial conditions x ( t = 0 ) = y ( t = 0 ) = 1 2 x(t = 0) = y(t = 0) = \dfrac{1}{2} , where r ( 0 ) = x ( 0 ) 2 + y ( 0 ) 2 a b 2 + C = 1 2 C = 2 a 2 b 2 r(0) = \sqrt{x(0)^2 + y(0)^2} \implies \dfrac{a}{\sqrt{b^2 + C}} = \dfrac{1}{\sqrt{2}} \implies C = 2 a^2 - b^2

Let β = 1 a 2 ( ln ( 2 a 2 b 2 b ) ) \beta = \frac{1}{a^2} (\ln(\frac{\sqrt{2 a^2 - b^2}}{b})) and α = 1 a 2 ( ln ( 3 ( 2 a 2 b 2 ) b ) ) \alpha = \frac{1}{a^2} (\ln(\frac{\sqrt{3(2 a^2 - b^2)}}{b}))

For I = β α r ( t ) d t = I = \displaystyle\int_{\beta}^{\alpha} r(t) dt = a β α e a 2 t 2 a 2 b 2 + ( b e a 2 t ) 2 a\displaystyle\int_{\beta}^{\alpha} \dfrac{e^{a^2 t}}{\sqrt{2a^2 - b^2 + (be^{a^2 t})^2}}

Let b e a 2 t = 2 a 2 b 2 tan θ b e^{a^2 t} = \sqrt{2 a^2 - b^2} \tan\theta \implies d t = sec 2 ( θ ) a 2 tan θ d θ dt = \dfrac{\sec^2(\theta)}{a^2 \tan\theta}d\theta

and for α \alpha we have tan ( θ ) = 3 \tan(\theta) = \sqrt{3} and for β \beta we have tan ( θ ) = 1 \tan(\theta) = 1 \implies

I = 1 a b π 4 π 3 sec θ d θ = I = \dfrac{1}{ab} \displaystyle\int_{\frac{\pi}{4}}^{\frac{\pi}{3}} \sec\theta \: d\theta =

1 a b ln ( sec θ + tan θ ) π 4 π 3 = \dfrac{1}{ab} \ln(\sec\theta + \tan\theta)|_{\frac{\pi}{4}}^{\frac{\pi}{3}} =

1 a b ln ( 2 + 3 2 + 1 ) = \dfrac{1}{ab} \ln(\dfrac{2+ \sqrt{3}}{\sqrt{2} + 1}) = 1 a b ln ( α + β α + λ ) \dfrac{1}{ab} \ln \left(\dfrac{\alpha + \sqrt{\beta}}{\sqrt{\alpha} + \lambda}\right) α + β + λ = 6 \implies \alpha + \beta + \lambda = \boxed{6}

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