The first equation determines linearly from :
Substitution into the second equation gives an ordinary differential equation on the finite-dimensional space . Its right-hand side is polynomial, and therefore locally Lipschitz continuous. The Picard-Lindelöf theorem supplies a unique local solution. The energy estimate in part (iii) bounds on every finite time interval, so the finite-dimensional continuation criterion rules out finite-time escape. The solution is consequently unique on every interval .
When , set . The reduced ordinary differential equation is . Enforcing the same initial conditions gives
The corresponding overdamped normal mode can also be written
Both rates in the exponential functions are negative because , so the hyperbolic sine factor does not prevent decay.
When , the reduced ordinary differential equation is . The initial conditions , give
This is the critically damped normal mode, also obtained by taking in .
Measure as horizontal displacements from the respective downward equilibrium positions; the absolute horizontal coordinates are and . Each vertical displacement is of second order in its small angle. Thus the spring is horizontal to first order, its extension is , and Hooke's law gives horizontal forces and . Combining these with the linearized simple pendulum restoring force yields
For the normal modes of two spring-coupled equal pendulums, add and subtract these ordinary differential equations. The normal mode coordinates and satisfy
Hence the two natural angular frequencies and displacement patterns are
Ordinary frequencies are and . In the first normal mode, both particles swing together with equal amplitudes and the spring is unextended to first order. In the second normal mode, the particles swing in opposite directions with equal amplitudes, so the spring adds a restoring force and increases the angular frequency.
Figure 1.
The two normal modes: equal displacements together and equal displacements in opposite directions
. Details.
For a nonzero separable solution of the Laplace equation in polar coordinates, write with . Multiplying the partial differential equation by and dividing where gives
where is a real separation constant. The resulting ordinary differential equations are
The equations continue across zeros of the factors by continuity. The radial equation is a Cauchy-Euler equation; putting changes it to .
For positive separation constant, write with . The radial factors are powers, while the angular factors are sine and cosine:
For zero separation constant, each transformed equation has zero second derivative, giving
For negative separation constant, write with . The radial factors oscillate in , and the angular factors are exponential functions:
These exhaust the nonzero real separated solutions before imposing angular periodicity or regularity at the origin. The zero solution is also allowed. Since Laplace's equation is linear, sums of these separated solutions are solutions wherever the sums and required derivatives converge appropriately.
Separate the variables in this first-order ordinary differential equation:
Integration gives , so . On the interval containing the prescribed point , we have . The initial condition therefore gives , hence . Choosing the positive square root to match that initial condition yields
The maximal interval containing on which this solves the explicit ordinary differential equation is . At the left endpoint , the original denominator vanishes and the derivative becomes unbounded. Directly, and , verifying the equation throughout this interval.
Write with . By the chain rule,
The terms involving cancel in the original ordinary differential equation, leaving
On each interval where , the transformed linear ordinary differential equation is . Its characteristic equation has roots , yielding
Direct substitution shows these expressions also extend smoothly through and satisfy the original equation there. The two constants describe the general solution on any interval where the coordinate substitution is invertible.
Let and . Their cross partial derivatives agree: . More directly, construct the scalar function
This exhibits the expression as an exact differential. Along a solution of the differential equation,
Thus the general solution is
For , the graph also extends smoothly through and satisfies the original, undivided equation there. Nonzero cannot extend through zero as a finite-valued differentiable solution. The extra vertical component of the implicit zero-level equation is not a graph on an interval and is not an additional solution of this ordinary differential equation.
For a Gaussian function, the required derivatives are
Substitute these into the reduced ordinary differential equation and compare the constant and quadratic coefficients:
The constant terms give , and this value also satisfies the quadratic terms. Hence
A constant multiple is also a solution by linearity.
Let and . Their cross partial derivatives agree: . On the simply connected plane, this makes the differential form exact. Integrating gives ; matching then requires , so one potential is
The ordinary differential equation states along a solution. Its initial condition fixes the constant to . Hence the solution is specified implicitly by
At the initial point , so the implicit function theorem guarantees a unique local branch through that point.
For the Gaussian ansatz, partial differentiation gives
Cancel the positive exponential and compare the constant and quadratic powers of in the diffusion equation. The two coupled ordinary differential equations are
The initial profile requires and . The second equation is a separable differential equation:
Substitute this into the first equation and integrate its logarithmic derivative:
Thus
and the solution is
This is Gaussian diffusion of a smooth initial profile: its width grows while its peak decreases. The Gaussian integral gives , independent of time, which checks conservation of the total amount under the diffusion equation.
Here and , so the reduced ordinary differential equation is . Its repeated characteristic root gives . The first initial condition sets . The original equation gives , hence .
Recover to obtain
Direct differentiation verifies and both initial conditions.
Differentiate the first ordinary differential equation and substitute the second:
The original first equation also gives , so
Therefore the requested coefficients are
They are the trace and determinant of the coefficient matrix. This derivation never divides by and is valid even if . In that degenerate case the scalar second-order equation is a necessary consequence, while the original constraint must also be retained when reconstructing the coupled system.
Seek a separated solution . On a region where the factors do not vanish, the partial differential equation separates as
The resulting ordinary differential equations integrate to and on either side of . Choose and the signed linear branch , which extends smoothly across that line. This yields the nonconstant solution
Direct partial differentiation gives and , whose prescribed combination vanishes everywhere. This direct check also covers the line on which the separated factor is zero.
The zero solution satisfies both the ordinary differential equation and the initial condition. The right-hand side is continuously differentiable in near , so the Picard-Lindelöf theorem gives local uniqueness; equivalently the nonzero family in part (a) can never take the value zero at . Thus
The restriction is the maximal interval containing on which the original ordinary differential equation is defined.
Using the general solution in part (a), the initial condition gives
Therefore the solution of this initial value problem is
The formula is used on the interval containing where the original ordinary differential equation and the displayed expression are defined.
Multiplying the ordinary differential equation by the nonzero integrating factor from part (i) makes its left-hand side . Hence the potential is constant:
Since for every real , this is equivalent to the explicit general solution
It is defined for all real . There are no lost solutions, since the integrating factor and the coefficient of are everywhere nonzero.
For the given differential form, set and . Their partial derivatives satisfy
In fact an explicit potential is
since and . Thus the differential form is an exact differential form on all of .
Replacing by suggests the potential
Direct differentiation verifies that is exactly the left-hand side of the required ordinary differential equation. This direct verification remains valid even for negative ; it does not require a real square root . Therefore
The initial condition gives . Solving this quadratic equation in and selecting the branch that has gives
The second expression also defines the removable value . The maximal open interval containing on which this is a differentiable real solution is
At either endpoint the square root vanishes and , while , so the original ordinary differential equation cannot hold there with a finite derivative.