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I was told that in physics (and in chemistry as well) there are processes that may be described by a differential equation of the form $$ y' = ky^2. $$ That is, the variation of a variable depends from the number of pairs of the elements.

I understand the mathematical meaning of that equation, but I cannot conceive of any physical process which leads to this. Maybe some nuclear reaction could, but I am at a loss. Any hints?

mau
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6 Answers6

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Your equation is a special case of Riccati equation: $$y'=q_0(x) + q_1(x)y + q_2(x)y^2\!$$ with $q_0(x)=q_1(x)=0$ and a constant $q_2(x)$: $$y'= ky^2\!$$ There are lots of applications for the main Riccati equation in physics, and some of them can be reduced to the special case of $y'= ky^2\!$. (Although, explosive behavior is usually avoided and means failure of the model)

There are some beautiful examples in the context of cosmology, early universe and expansion of the universe that give rise to Riccati equation.

One example is Friedman equation(s), with an equation of state of the form $p=\omega \rho$ with a constant $\omega$: (c is a constant, not the speed of light, speed of light=1 in this system of units) $$\cases{\ddot{R}=-\frac{4\pi G(\rho+3p)R}{3} \\ \dot R=\frac{8\pi G\rho R^2}{3}-k}$$ with the following assumptions: $$c=\frac{1-3\omega}{2}\,\,\,\,\,\,R(\eta)d\eta=dt\,\,\,\,\,\,u=\frac{1}{R}\frac{dR}{d\eta}$$ we will arrive at the following Riccati equation: $$\frac{du}{d\eta}+c(\eta)u^2+kc(\eta)=0$$ For a flat universe k=0; and with the substitution $u=\frac{1}{c}\frac{y'}{y}$ we can transform it to a second order ODE, which has a solution of the form $R(\eta)=(a\eta) ^{\frac{2a}{1-3\omega}}$ which is an expanding universe. ($a$ is a constant) For other cosmological examples see this.

There is a paper that has some other interesting examples; I bring some of them here: http://arxiv.org/abs/physics/0110066

Quadratic friction

Consider the quadratic friction law ($f=-\alpha v^2$) for an object with mass m. With the external force being zero the Newton's second law for the object will be: $$\dot v=-\alpha v^2$$

Central Potential of the form $V(r)={k\over r^2}$

Assuming a zero total energy for a particle (so $k<0$), equation of motion for the particle under the potential $V(r)=kr^{\epsilon}$ will be of Riccati form. Angular momentum and energy are conserved quantities:

$$T=\frac{1}{2}mv^2=\frac{1}{2}m{\dot r}^2+\frac{1}{2}mr^2\omega^2=\frac{1}{2}m{\dot r}^2+\frac{l^2}{2mr^2}$$ $$E=T+V(r)$$ $$\cases{E=0\\\dot E=0}\to$$ $$\frac{1}{2}m{\dot r}^2+\left( \frac{1}{2}+\frac{1}{\epsilon}\right)\frac{l}{mr^2} - \frac{m\ddot r r}{\epsilon}=0 $$

Now if you write the above equation in polar form (i.e., $r=r(\theta(t))$ ) you'll arrive at a Riccati equation: $$\dot{\theta}=\frac{l}{mr^2}\,\,\,\,r'={dr\over d\theta} \,\,\,\,\omega={r'\over r}\to$$

For the general case $$\omega '=\frac{\epsilon +2}{2}\omega^2 +\frac{\epsilon +2}{2}$$ For $\epsilon=-2$ the equation will be of $y'= ky^2\!$ form!

Mostafa
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If I have $n$ objects (say, reactants) colliding, the rate of collisions will be roughly proportional to $n^2$. If the population grows by a fixed amount with each collision, we would find this law. See the rate equation. I think that growth due to sexual reproduction might fit here as well, but I'm not familiar enough with population biology to say.

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    I don't think biological population growth would fit. Except at very low levels (where just finding a mate is problematic), doubling the total population won't cause each female to have twice as many offspring. – Dan Is Fiddling By Firelight Jul 26 '13 at 13:53
  • @DanNeely what I was thinking is along these lines: I have a population of $n$ animals, equally male and female, randomly roaming around. If a male and a female run into each other (which should happen with frequency $n^2/2$), the population increases by some fixed number (say, 2 offspring). Are you saying this isn't an example, or that it's just unrealistic? – Robert Mastragostino Jul 26 '13 at 17:05
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    @RobertMastragostino The population growth rate will asymptote to $\mathcal{O}(n)$ so long as the gestation period extends over a greater-than-infinitesimal time. $\mathcal{O}(n^2)$ growth only happens in the limit that mating is limited by the frequency of encounters with males. –  Jul 26 '13 at 17:21
  • @RobertMastragostino What Chris White said. Except when population densities are very low it's not relevant. – Dan Is Fiddling By Firelight Jul 26 '13 at 17:30