Lessons 10-20

July 26, 2022 | Author: Anonymous | Category: N/A
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EQUATIONS OF ORDER ONE

Here we will study several elementary el ementary methods for solving first-order differential equations. We begin our study of the methods for solving first-order differential equations by studying an equation of the form Mdx + Ndy = 0 ; where M and N maybe functions of both x and y. Some equations of this type are are so simple that they can be put in the form A(x)dx + B(y)dy = 0.

Variable Separable Equations

Consider a differential differential equa equation tion that that can be written in the form M( x )dx + N( y )dy = 0 where M is a continuous function function of x alone and N is a continuous function of y alone. For this type of equation, all x terms t erms can be collected with dx and all y terms with dy, and a solution can be obtained by integration. Such equations are said to be variable v ariable separable equations, and the solution procedure is called separation of variables. Example:

 

2

1) Find the general solution of the differential equation ( x   + 4 ) y’ = xy.  Solution: ( x2  + 4 )

   = xy 

( x2 + 4 ) dy = xydx

;

xydx - ( x2 + 4 ) dy = 0

[ divide both terms by y and and ( x2  + 4 ) ]

      = 0    

;

    ∫      

-

  ∫  

=

∫ 0 

Since the equations are separable, integrating yields to:  ln ( x2  + 4 ) - ln( y ) 

= C

Simplifying further: ln ( x2  + 4 ) - ln( y )2 = 2C ; ln

     = C1   

;

 lnA - lnB = ln   and 2C = C1          = C2  ;   

C3 ( x2  + 4 ) = y2 y =

    (    +  ) 

x2  + 4 = C2y2

 

2)  Find the particular solution of the equation xydx + condition of y(0) = 1.





( y2  - 1 )dy = 0 with initial

Solution: 

Separating the variables: ( divide both terms by y and and 

(    +  

( y -



 )

  )   = 0 

    )dy = - x  dx ; 

∫(  −

     ) dy = -   ∫ 2     dx  

     - ln ( y ) = -      + C   and from the initial initial condition condition y( 0 ) = 1     - ln ( 1 ) = -  e0 + C      - 0

 = -  ( 1 ) + C thus

C = 1

  Therefore, the particular solution yields to:

y2  - ln ( y2 )



= -    + 2 ( 1 )

Simplifying further; y2  - ln ( y2 ) +

  

= 2

3)  Find the general solution of the differential equation

(     )    + ylnx = 0  

Solution: ( y2  + 1 )    + ylnx = 0 ; 

ylnx dx + ( y2  + 1 )   = 0 ( multilplied by  )  

Separating Separatin g the variable, we have: x lnx dx +

(    )   = 0 

Integrating both sides will yield to:

∫(  +

    ) dy =   + lny  

;

x lnx dx + ( y +

   ) dy = 0 

 

 

∫   dx

( by parts )

∫  =  − ∫  

;

 du =   

let u = lnx



thus:

∫   dx



  lnx -

=

;



 v =   

dv = x dx 





  (    ) =   lnx -

∫  dx





=    lnx -   

Therefore, final answer will yields to:      + lny +  lnx -   = C   

or

2y2  + lny4 + 2x2lnx - x2  = C1

4)  Find the general solution of the differential equation sec 2x ( 3y2 + 2y + 4 ) y’ = ( y3  + 4y ) ( y3  + 4y ) dx - sec 2x ( 3y2 + 2y + 4 ) dy = 0 cos2x dx -

(      )  dy = 0 ;   

 ∫ 2 ( 2 )      sin2x 



∫(

     )   dy = (       )

∫ 0 

(      )    dy =   sin2x    (     )

     )

− ∫ ( (    

 )

Integration by rational fraction:



(      ) 

      +        

  =

 (     )

[ multiplied multiplied by y ( y2  + 4 ) ]

3y2 + 2y 2y + 4 = ( y2  + 4 ) A + ( By + C ) y 3y2 + 2y + 4 = Ay2  + 4A + By2  + Cy y2 ; y ; C ;

3 = A + B 2 = C 4 = 4A

Solving simultaneously simult aneously ;

A = 1

(1) (2) (3) B = 2

C = 2

 

 

Therefore:



(      )   dy =  (      )

=

  ∫  



   + 

∫   

+



(     )      

    ∫ 

+

2 ∫     

( u = y ; du = dy ) = ln y



∫    

( u = y2 + 4 ;

du = 2y ) = ln ( y2 + 4 )

2 ∫      

( u= y a = 2

2 ∫      

   = 2  tan-1    = tan-1      

du = dy ) ;

   ∫    

=

   tan-1    

Therefore, final solution will be:     sin2x - ln y - ln ( y2 + 4 ) - tan-1    = C    sin2x - ln y2  - ln ( y2  + 4 )2  - 2 tan-1    = C1  

Exercise No. 5

Obtain the general/particular solution of the following variable separable differential equations: 1) 

( 1 - x ) y’ = y2 

2) 

2xyy’ = 1 + y2

3) 

xy3dx +

4) 

x2dx + y ( x - 1 ) dy = 0

5) 

( xy + x ) dx = ( x2y2  + x2  + y2  + 1 ) dy

when x = 2 ; y = -3



   = 0  when x = -1 ; y = 1

 

Homogeneouss Equations Homogeneou

Some differential equations that are not separable in x and y can be make separable by a change of of variables. This This is true for differential equations equations of the the form y’ = f ( x, y ), where where f is a homogeneous function. function. The function given by f ( x, y ) is homogeneous of d degree egree n if: f ( ty, tx ) = tn f ( x, y ) where n is an integer.

A homogeneous differential equation is an equation of the form: M ( x, y ) dx + N ( x, y ) dy = 0 where M and N are homogeneous homogeneous functions of the same degree. degree. If M ( x, y ) dx + N ( x, y ) dy = 0 is homogeneous, homogeneous, then it can be transformed into a differential equation whose variables are separable by the substitution, y = vx x = vy

or

and and

dy = vdx + xdv dx = vdy + ydv

where v is a differentiable function of x or y .

Example: 1)  Find the general solution of ( x2  - y2  ) dx + 3xydy = 0. Solution: Said equation are both homogeneous of degree 2, let y = vx ; dy = vdx + xdv ; by substitution yields to: ( x2  - v2x2 ) dx + 3x ( vx ) ( vdx + xdv ) = 0 x2dx - v2x2dx + 3x2v2dx + 3x3vdv = 0 Re-arranging and separating the variables yields to: x2 ( 1 + 2v2  ) dx + 3x3vdv = 0     +   = 0  (     )

ln ( x ) + Simplifying the terms:

dividing the terms by ( 1 + 2v2  ) and x3 ;

and integrating both sides yield to:

   ln ( 1 + 2v2 ) = C 

4 ln ( x ) + 3 ln ( 1 + 2v 2  ) = C1

 

 

ln x4  + ln ( 1 + 2v 2  )3  = C1  ; x4 ( 1 + 2v2 )3  = C2 

ln ( x4 ) ( 1 + 2v2 )3  = C1

;

   

but v =

thereby: x4  ( 1 +   )3  = C2 ; 

x4  (     )3  = C2  

Simplifying further yields to:

( x2  + 2y2  )3  = x2C2 

Alternate solution :

let :

x = vy ;

dx = ydv + vdy

( x2  - y2  ) dx + 3xydy = 0. [ v2y2  - y2  ] [ ydv + vdy ] + 3 ( vy ) ydy = 0 v2y3dv + v3y2dy - y3dv - vy2dy + 3vy2dy = 0 y2dy ( v3  + 2v ) + y3dv ( v2  - 1 ) = 0 [ divide both terms by ( v3  + 2v ) and y3 ]       +    dv = 0                  =   =   +          (    )     

v2  - 1 = Av2  + 2A + Bv2  + Cv v2 

;

1 = A + B

(1)

v

;

0 = C

(2)

C

;

-1 = 2A

(3)

Solving simultaneously will results to:

 A =-   

           dv = -     +         (    )

 B =   

and C = 0

then integrate:

   ln v +  ln ( v2  + 2 )   

 

Final solution will be: ln y -

   ln v +  ln ( v2  + 2 )      (     )

= C

  = C2

ln y4  - ln v2  + ln ( v2  + 2 )3  = C1

; ;

but v =

 





y4 (



  3   + 2 )   = (   ) C2  

(        )    = (   ) C2  

;

y4 (



     3    )   = (   ) C2  

( x2  + 2y2  )3  = x2C2 

2)  Find the particular solution of example 1 if y ( 2 ) = -1 Solution: Substitute value of of x and y to the general solution solution { 22  + 2 ( -1 )2  }3  = ( 2 )2C2 (    )  Giving the value of C2 as   =   = 54 that yields to a particular solution :   ( x2  + 2y2 )3  = 54x2

3)  Find the general solution of ( 2xy + y2 ) dx + ( x2  - xy ) dy = 0 Solution: Let x = vy ;

dx = vdy + ydv

[ 2 ( vy ) y + y2  ] [ vdy + ydv ] + [ ( vy ) 2 - ( vy ) y ] dy = 0 2v2y2dy + 2vy3dv + vy2dy + y3dv + v2y2dy - vy2dy = 0 3v2y2dy + y3 ( 2v + 1 ) dv = 0

 (    )  dy +   dv = 0   

by separation, multiply both terms by

or 3

   + ( 2   +  

   dv ) = 0



 :   

 

 Integrating both sides will results to:

 3lny + 2lnv -   = C 

ln ( y3 ) (

but v =

   

  ) 

-

;

dy = vdx + xdv

   = C  

;

  lny3  + ln (  )2  -   = C   ln x2y -

;

   = C 

Alternate solution:

Let y = vx

( 2xy + y2 ) dx + ( x 2  - xy ) dy = 0 [ 2x ( vx ) + ( vx )2  ] dx

+ [ x2  - x ( vx ) ] [ vdx + xdv ] = 0

2vx2dx + v2x2dx + vx2dx + x3dv - v2x2dx - vx3dv = 0 3vx2dx + x3 ( 1 - v ) dv = 0 ( divide both terms by v and x3  )

3

(     )     +   = 0   

;

3

    +   - dv = 0  

By integration it will results to:

3

3 lnx + lnv - v = C

But v =

   

;

or

lnx

+ lnv - v = C

  lnx3 + ln (   ) -   = C  

  ln x3 (   ) -   = C  

;

ln x2y -

   = C 

 

Exact Equations 

A differential equation of the form M ( x, y ) dx + N ( x,y ) dy = 0 is said to be as an exact   equations if M , N ,   and   are continuous functions of x and y and if:  

  = 

  

Let us now show that if this condition satisfies the equation, let ∅ ( ,  )  be a function for ∅ which   = M. The function ∅ is the result of integrating i ntegrating Mdx with respect to while holding y  constant. Now

 ∅     ∅    =   ; hence if   =   , then also   =   .      

Let us integrate both sides of this last l ast equation with respect to x, holding y fixed. In the integration with respect to x, the “arbitrary constant “ maybe any funct function ion of y. Let us call it B’(y), for ease in indicating its integral. Then integration of it with respect to x yields to: ∅   = N + B’(y) 

Now a function F can be exhibited, namely, F =

∅ ( x,y )

- B( y )

for which:

∅ ∅  dx +  dy - B’( y ) dy   = M dx + [ N + B’( y ) } dy - B’( y ) dy = M dx + N dy

dF =

Hence, it is exact equation. Example: 1)  Solve the general solution of the given differential equation: 3x ( xy - 2 ) dx + ( x3 + 2y ) dy = 0

Solution:    = 3x2 

and

   = 3x2 

thus it is exact.

 

Therefore, its solution is F = c, where where

   = M = 3x 2y - 6x 

and

   = N = x3  + 2y . 

   = 3x2y - 6x. Integration of  both sides with respect to x, holding y constant yields to F = x3y - 3x2  + T( y ), where the usual arbitrary constant in indefinite integration is now necessarily a function f unction T( y ), as yet y et unknown. To determine T( y ), we use the fact that the function F with T( y ) must also satisfy  the equation   = x3  + 2y . Hence; Hence; x3  + T’( y ) = x3 + 2y and T’( y ) = 2y. 

Let us attempt to determine F from M from the equation

No arbitrary constant is needed in obtaining T( y ), since one is being introduced on the right in the solution F = c. Then, T( y ) = y 2. Thus, F = x3y - 3x2  + y2. Finally, a set of solutions of the said equation is defined by:

x3y - 3x2  + y2  = C

2)  Solve the general solution of the given differential equation: ( 3x2y - 2ycosx 2yc osx + 1 ) dx - ( 2si 2sinx nx - x 3  - y ) dy = 0

Solution:    = 3x2 - 2cosx 

and

   = - 2cosx + 3x2 

( exact )

Simpler solution will be, integrate i ntegrate both sides with respect to each derivatives,

∫(  3x2y [ 3

- 2ycosx + 1 ) dx -

∫(  2sinx

- x3  - y ) dy =

∫ 0 

   y - 2y ( sin x ) + x ] - ( 2ysinx - x3y -   ) = C  

( x3y - 2ysinx + x ) + ( x 3y - 2ysinx +

  ) = C 

Eliminate one of the term/s common to both bo th x and y and then simplify: 2x3y - 4ysinx + 2x + y 2 = C

 

  Exercise No. 6: Find the general/particular solution of the given differential equation:

1) 

y’ = ( x - 2y )

2) 

( 6x + y2 ) dx + y ( 2x - 3y ) dy = 0

3) 

( y2  - 2xy + 6x ) dx - ( x2  - 2xy 2xy + 2 ) dy = 0

4) 

x ( 3xy - 4y3  + 6 ) dx + ( x3 - 6x2y2  - 1 ) dy = 0

5) 

( cosxcosy - cotx ) dx = sinxsiny dy

6) 

[ 2x + ycos( y cos( xy ) ] dx + xcos( xy ) dy = 0

7) 

( y -

8) 

( x3siny - x2 + 4y ) dy = ( 3x2cosy + 2xy - 3 ) dx

    +    

) = xy’

;

y ( 4 ) = -2

;

y ( -1 ) = 2

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