Nonlinear ODE – Analysis of Solutions

ca.classical-analysis-and-odesdifferential equationsreal-analysis

Consider the following ODEs:
$\phi^2=\phi''\sqrt{1-\phi'^2}$, or $\phi^2=-\phi''\sqrt{1-\phi'^2}$.

Is there any theory (e.g. comparison theorems) which analyzes solutions of the above ODEs? I am only interested in nonnegative solutions, i.e. $\phi\geq 0$. Actually one can write down a solution $\phi(t)=\cos t,\ -\frac{\pi}{2}\leq t\leq \frac{\pi}{2}$ to the second equation. I want to know whether one can find explicit solutions to the first equations, as well as other solutions to the second one (of course excluding those coming from time translations of $\cos t$). If one can not find explicit formula for the solution, I am also interested in asymptotic properties/existence time of the solution. In particular, I want to know if there exist solutions defined on the entire real line.

Best Answer

Edited on May 2, 2020: The OP pointed out that I had not addressed a special case (namely $C=1$ below), so I am amending my answer to address this and reorganizing so that the $C=1$ case gets addressed naturally when it comes up. — RLB

We can assume that $\phi$ is not constant, since the only constant solution is $\phi\equiv0$.

Thus, assume that the solution has $\phi'\not=0$ on some interval $I$. Multiply the equation $\phi^2 = \pm\phi''\sqrt{1-\phi'^2}$ by $\phi'$, then integrate both sides to get that there is a constant $C$ such that $$ \phi^3 = C^3 \mp (1-\phi'^2)^{3/2}. $$ The case $C=0$ corresponds to $\phi^2 = 1-\phi'^2$, which, since $\phi'$ is assumed nonzero on $I$ implies that $\phi = \cos(t-t_0)$ for some constant $t_0$. We can thus set $C=0$ aside and assume that $C\not=0$.

We have $C^3{-}1\le \phi^3\le C^3{+}1$, so $C\ge -1$, otherwise there cannot be any nonnegative solutions. If $C = -1$, then $\phi\le0$ and, since we are only interested in non-negative solutions, the only solution in this case is $\phi\equiv0$, so we can assume henceforth that $C>-1$.

Both equations (with either sign) can be studied as special cases of the polynomial differential equation $$ (\phi^3-C^3)^2 - (1 - \phi'^2)^3 = 0, $$ so that is what we will do. Set $\phi^3-C^3 = u^3$ where $|u|\le 1$ and note that this implies $(\phi')^2 = 1-u^2$. We then have $$ \pm 1 = \frac{u^2u'}{(1-u^2)^{1/2}(C^3+u^3)^{2/3}}, $$ so $$ t_1-t_0 = \pm\int_{u(t_0)}^{u(t_1)} \frac{u^2\,du}{(1-u^2)^{1/2}(C^3+u^3)^{2/3}}. $$ For $C\not=0,1$ (remember that $C>-1$), the integral $$ \int_{-1}^1\frac{u^2\,du}{(1-u^2)^{1/2}(C^3+u^3)^{2/3}} = \int_{-1}^1\frac{u^2\,du}{(1-u^2)^{1/2}(C+u)^{2/3}(C^2-Cu+u^2)^{2/3}} $$ converges. However, when $C=1$, the denominator contains a factor of $(1+u)^{1/2+2/3} = (1+u)^{7/6}$, so the integral diverges at $u=-1$.

In the case $C=1$, we can write down a parametrization of the graph $\bigl(t,\phi(t)\bigr)$ in the form $\bigl(t(v),\phi(t(v))\bigr)$ where $|v|<\sqrt2$ with $$ \phi(t(v)) = \bigl(1+(1-v^2)^3\bigr)^{1/3} \quad\text{and}\quad t(v) = \int_0^v \frac{2(1-s^2)^2\,ds}{(2-s^2)^{7/6}(1-s^2+s^4)^{2/3}}. $$ Note that, while $t$ is a strictly increasing function of $v$ and $|t|\to\infty$ as $|v|\to\sqrt2$, $t'(\pm1) = 0$, and $\phi$ is not a smooth function of $t$ where $v = \pm 1$. (It is, however, continuously once differentiable there, see below.)

Meanwhile, when $C\not=1$, a solution $\phi$ exists for all time and is periodic, as $\phi$ oscillates between $(C^3{-}1)^{1/3}$ and $(C^3{+}1)^{1/3}$. The period of $\phi$ is $$ p(C) = 2\int_{(C^3{-}1)^{1/3}}^{(C^3{+}1)^{1/3}}\frac{d\xi}{\sqrt{1-(\xi^3-C^3)^{2/3}}} = \int_{-1}^1\frac{2u^2\,du}{(1-u^2)^{1/2}(C^3+u^3)^{2/3}}. $$ Of course, $p(0) = 2\pi$ and $p(C)$ has a series expansion $2\pi\,C^{-2}+\tfrac{175}{576}\pi\,C^{-8}+\cdots$ when $C>1$.

Near a minimum at $t=t_0$, the solution has a series expansion of the form $$ \phi(t) = (C^3{-}1)^{1/3}\left(1+\tfrac12(C^3{-}1)^{1/3}(t-t_0)^2+\tfrac1{24}(C^3+1)(C^3{-}1)^{2/3}(t-t_0)^4 + \cdots\right) $$ Near a maximum at $t=t_1$ the solution has a series expansion of the form $$ \phi(t) = (C^3{+}1)^{1/3}\left(1-\tfrac12(C^3{+}1)^{1/3}(t-t_1)^2-\tfrac1{24}(C^3-1)(C^3{+}1)^{2/3}(t-t_1)^4 + \cdots\right) $$

Note that, when $C\not=0$, $\phi$ is not $C^2$ when it attains the intermediate value $C$. In fact, if $\phi(t_2) = C$ and $\phi'(t_2) = 1$, then $\phi$ has a series expansion in powers of $(t{-}t_2)^{1/3}$: $$ \phi(t) = C +(t{-}t_2) - \frac{C^{4/3}}{10}\,\bigl(3(t{-}t_2)\bigr)^{5/3} - \frac{C^{8/3}}{280}\,\bigl(3(t{-}t_2)\bigr)^{7/3} + \cdots. $$ Meanwhile, if $\phi(t_3) = C$ and $\phi'(t_3) = -1$, then $\phi$ has a series expansion in powers of $(t{-}t_3)^{1/3}$: $$ \phi(t) = C -(t{-}t_2) + \frac{C^{4/3}}{10}\,\bigl(3(t{-}t_2)\bigr)^{5/3} + \frac{C^{8/3}}{280}\,\bigl(3(t{-}t_2)\bigr)^{7/3} + \cdots. $$ Finally, note that $\phi''<0$ when $C<\phi<(C^3+1)^{1/3}$ while $\phi''>0$ when $(C^3-1)^{1/3}<\phi<C$.

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