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    First-Order Ordinary Differential Equations: G (X, Y, Y) 0

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    Bernie Calderon Magtalas
    This document discusses techniques for solving first-order nonlinear ordinary differential equations (ODEs). There is no general solution method, so various case-by-case techniques are used, including separating variables, transforming to an exact differential form, and changing variables to linearize the equation. First-order ODEs define families of curves, and their orthogonal trajectories can also be found. Higher-order equations can sometimes be reduced to first-order problems in special cases, like when one variable is absent.

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    First-Order Ordinary Differential Equations: G (X, Y, Y) 0

    Uploaded by

    Bernie Calderon Magtalas
    34 views20 pages
    This document discusses techniques for solving first-order nonlinear ordinary differential equations (ODEs). There is no general solution method, so various case-by-case techniques are used, including separating variables, transforming to an exact differential form, and changing variables to linearize the equation. First-order ODEs define families of curves, and their orthogonal trajectories can also be found. Higher-order equations can sometimes be reduced to first-order problems in special cases, like when one variable is absent.

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    This document discusses techniques for solving first-order nonlinear ordinary differential equations (ODEs). There is no general solution method, so various case-by-case techniques are used, including separating variables, transforming to an exact differential form, and changing variables to linearize the equation. First-order ODEs define families of curves, and their orthogonal trajectories can also be found. Higher-order equations can sometimes be reduced to first-order problems in special cases, like when one variable is absent.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    34 views20 pages

    First-Order Ordinary Differential Equations: G (X, Y, Y) 0

    Uploaded by

    Bernie Calderon Magtalas
    This document discusses techniques for solving first-order nonlinear ordinary differential equations (ODEs). There is no general solution method, so various case-by-case techniques are used, including separating variables, transforming to an exact differential form, and changing variables to linearize the equation. First-order ODEs define families of curves, and their orthogonal trajectories can also be found. Higher-order equations can sometimes be reduced to first-order problems in special cases, like when one variable is absent.

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    FIRST-ORDER ORDINARY DIFFERENTIAL EQUATIONS

    G(x, y, y ) = 0
    in normal form:
    y = F (x, y)
    in differential form:
    M (x, y)dx + N (x, y)dy = 0

    Last time we discussed first-order linear ODE: y + q(x)y = h(x).


    We next consider first-order nonlinear equations.

    NONLINEAR FIRST-ORDER ODEs

    No general method of solution for 1st-order ODEs beyond linear case;


    rather, a variety of techniques that work on a case-by-case basis.
    Examples:
    i) Bring equation to separated-variables form, that is, y = (x)/(y);
    then equation can be integrated.
    Cases covered by this include y = (ax + by); y = (y/x).
    ii) Reduce to linear equation by transformation of variables.
    Examples of this include Bernoullis equation.
    iii) Bring equation to exact-differential form, that is
    M (x, y)dx + N (x, y)dy = 0 such that M = /x, N = /y.
    Then solution determined from (x, y) = const.

    Useful reference for the ODE part of this course


    (worked problems and examples)

    Schaums Outline Series


    Differential Equations
    R. Bronson and G. Costa
    McGraw-Hill (Third Edition, 2006)
    Chapters 1 to 7: First-order ODE.

    First order nonlinear equations

    Although no general method for solution is available, there are several cases of
    physically relevant nonlinear equations which can be solved analytically :

    Separable equations
    dy f ( x )
    =
    dx g ( y )

    Solution :

    ! g ( y)dy =! f ( x)dx
    dy
    = y 2e x
    dx

    Ex 1

    i.e

    !1 x
    =e +c
    y

    or

    y=

    ! " dy = " e dx
    y
    x

    !1
    (e x + c)

    Almost separable equations

    dy
    = f (ax + by )
    dx
    Change variables :

    dz
    = a + bf ( z ) !
    dxx

    Ex 2

    dy
    = (!4 x + y ) 2
    dx
    1
    4

    x = ln(

    dz
    dx

    z = ax + by

    z !2
    z+2

    )+C

    x=!

    = a + b ddyx

    1
    dz .
    (a + bf ( z ))

    z = y ! 4x

    "

    dz
    dy
    = "4 +
    = z2 " 4
    dx
    dx
    4x

    y = 4 x + 2 (1(1+! kkee4 x ))
    k a constant

    Homogeneous equations

    dy
    = f ( y /x).
    dx
    The equation is invariant under x ! sx,

    y = vx "

    Solution

    i.e. v ' =

    "

    dv
    f (v) ! v

    y ! sy

    .... homogeneous

    y! = v'x + v.

    1
    ( f (v) ! v)
    x

    = " dx = ln x + constant.
    x

    Ex 3

    Change variables

    xy

    dy
    ! y 2 = ( x + y ) 2 e ! y /x
    dx

    y = vx "

    (1 + v) 2 ! v
    (v"x + v) ! v =
    e
    v

    Homogeneous

    y! = v!x + v.
    e v vdv
    # ln x = $
    .
    (1 + v) 2

    u ! 1+ v

    To evaluate integral change variables

    u
    1 1 u
    !1 e
    e " ( ! 2 )e du = e [ ].
    u u
    u
    !1

    y
    x

    i.e. ln x =

    e
    1+

    y
    x

    Homogeneous but for constants

    dy x + 2 y + 1
    =
    dx x + y + 2

    x = x '+ a,

    y = y '+ b

    dy dy ' dy ' dx ' dy '


    =
    =
    .
    =
    dx dx dx ' dx dx '
    1 + a + 2b = 0

    dy ' x '+ 2 y '+ 1 + a + 2b


    =
    dx '
    x '+ y '+ 2 + a + b
    dy ' x '+ 2 y '
    =
    dx ' x '+ y '

    a = !3, b = 1
    2+a+b = 0

    Homogeneous

    The Bernoulli equation

    dy
    + P( x) y = Q( x) y n ,
    dx
    To solve, change variable to
    Gives the equation

    Ex 4

    y '+ y = y

    2/3

    n !1

    z=y

    1! n

    "

    dz
    dy
    = (1 ! n) y ! n
    dx
    dx

    dz
    + (1 ! n) P( x) z = (1 ! n)Q( x)
    dx

    z=y

    1! n

    =y

    1/ 3

    1st order Linear

    z 1
    ! z '+ = 3
    3
    1st order linear

    Integrating factor e x/3

    ! ze x / 3 = " e x / 3 dx / 3

    z = y1/ 3 = 1 + ce ! x / 3

    Exercise:
    Solve the equation 2 y = y/x + x2 /y
    with initial condition y(1) = 2.
    This equation is Bernoulli with n = 1.
    Set z = y 2 . Then z z/x = x2 .
    Integrating factor I(x) = 1/x
    Z
    z(x) = x [ dx x2 /x + const.] = x3 /2 + const. x
    Thus y = z

    1/2

    p
    = x3 /2 + const. x

    Initial condition y(1) = 2


    r
    x3 + 7x
    y(x) =
    2

    Homework

    1.
    2

    Solve the differential equation

    dy
    y(x + y)
    =
    dx
    x2

    homogeneous

    with y(1) = 1.

    [Answ.: y = x/(1 2 x)]

    2.

    Solve the differential equation


    dy
    + xy = xy 2
    dx

    Bernoulli

    with y(0) = 1/2.


    2

    [Answ.: y = 1/(1 + ex

    /2 )]

    Exact equations
    A first-order ODE
    M (x, y)dx + N (x, y)dy = 0
    is exact if there exists a function (x, y) such that

    =M ,
    x

    =N .
    y

    In this case the differential equation can be recast as


    d = M (x, y)dx + N (x, y)dy = 0
    so that the solution to it is determined by
    (x, y) = constant .

    Example: Solve the equation xy = 2 tan y.


    This equation can be rewritten as
    2x sin y dx + x2 cos y dy = 0 ,
    i.e., M (x, y) = 2x sin y ,

    N (x, y) = x2 cos y ,

    which is exact because

    = 2x sin y (x, y) = x2 sin y + (y)


    x

    = x2 cos y x2 cos y + (y) = x2 cos y = constant


    y
    Therefore (x, y) = x2 sin y + c,
    and the general solution is determined by x2 sin y = const.:
    
    2
    y(x) = arcsin const./x

    DIFFERENTIAL EQUATIONS AND FAMILIES OF CURVES

    General solution of a first-order ODE y = f (x, y)


    contains an arbitrary constant: y = (x, c)
    one curve in x, y plane for each value of c
    general solution can be thought of as one-parameter family of curves
    Example: y = x/y.
    Z
    Z
    separable equation
    y dy = x dx y 2 /2 = x2 /2 + c
    i.e., x2 + y 2 = constant : family of circles centered at origin
    y

    Fig.1

    Orthogonal trajectories
    Given the family of curves representing solutions of ODE y = f (x, y),
    orthogonal trajectories are given by a second family of curves which are
    solutions of
    y = 1/f (x, y).
    Then each curve in either family is perpendicular
    to every curve in the other family.
    Example:
    Find the orthogonal trajectories to the family of circles y = x/y.
    Solve y = y/x .
    dx
    dy
    =
    ln y = ln x + constant

    y
    x
    i.e., y = cx : family of straight lines through the origin
    Z

    Homework
    a) Find the family of curves corresponding to solutions of the ODE
    y = (y 2 x2 )/(2xy).
    b) Find the orthogonal trajectories to the above family of curves.
    homogeneous equation y = f (y/x)

    with f (y/x) = (y/x x/y)/2

    solvable by yv = y/x and separation of variables


    x2 + y 2 = cx : family of circles tangent to y axis at 0
    y

    Fig.2

    orthogonal trajectories found by solving y = 2xy/(y 2 x2 )


    x2 + y 2 = ky : family of circles tangent to x axis at 0

    EXPLOITING FIRST-ORDER METHODS TO TREAT EQUATIONS OF


    HIGHER ORDER IN SPECIAL CASES

    y not present in 2nd-order equation F (x, y, y , y ) = 0


    setting y = q yields 1st-order equation for q(x).
    x not present in 2nd-order equation F (x, y, y , y ) = 0
    setting y = q, y = dq/dx = q(dq/dy) yields G(y, q, dq/dy) = 0.
    Example: homogeneous, flexible chain
    hanging under its own weight

    = linear mass
    density

    T
    x
    Using Newtons law, the shape y(x) of the chain obeys
    the 2ndorder nonlinear differential equation
    y

    =a

    Setting y = q

    1 + (y ) 2
    q =a

    , a
    1+q2

    g/T

    Separation of variables

    p
    dq = a
    2
    1+q

    Using q = dy/dx = 0 at x = 0 ln(q +

    dx

    1 + q 2 ) = ax

    Solving for q q = dy/dx = (eax eax )/2


    1
    1 eax + eax
    + constant =
    cosh ax + constant
    Thus y(x) =
    a
    2
    a
    This curve is called a catenary.
    Historical note. The problem of the catenary was the subject of a challenge
    posed by Jakob Bernoulli in 1690, in response to which the problem was solved
    the following year indipendently by Johann Bernoulli, Leibniz and Huygens.

    Homework

    1.

    Find the function y(x) obeying the differential equation


    y 2 = x2 y
    and the conditions y(0) = 2, y (1) = 2.
    [Hint: set y = q and apply separation of variables.]
    [Answ.: y(x) = 2(1 x) 4 ln(1 x/2)]

    2.

    Find the function y(x) obeying the differential equation


    y = y ey

    and the conditions y(0) = 0, y (0) = 1.


    [Hint: y = q; y = dq/dx = q(dq/dy); solve equation for q(y).]
    [Answ.: y(x) = ln(1 x)]

    Summary
    No general method of solution for 1st-order ODEs beyond linear case;
    rather, a variety of techniques that work on a case-by-case basis.
    Main guiding criteria:
    methods to bring equation to separated-variables form
    methods to bring equation to exact differential form
    transformations that linearize the equation

    1st-order ODEs correspond to families of curves in x, y plane


    geometric interpretation of solutions
    Equations of higher order may be reduceable to first-order problems in
    special cases e.g. when y or x variables are missing from 2nd order
    equations

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