De Chap 2 LDE of Order One
De Chap 2 LDE of Order One
De Chap 2 LDE of Order One
EQUATIONS
OF ORDER ONE
Chapter 3
dy
f (x , y)
Derivative form:
dx
Differential form: M ( x , y )dx N ( x , y )dy 0
where
M(x , y)
f (x , y)
N(x , y)
2
dx 4 x xy 2 y 8
dT
k(T Tm )
dt
dT
q kA
dx
y tan( x y )dy
Differential Form
2
x2
x ydx e dy 0
(te u sin t )du (e u u cos t )dt 0
w 2v 2 3dw v 4 w 2 dv 0
(r 2 1)d r tan dr
dQ
kdt
Q
3
VARIABLE SEPARABLE
DIFFERENTIAL
EQUATIONS
Chapter 2
Section 1
6
M ( x , y )dx N ( x , y )dy 0
If it is possible to collect all x terms with dx and all
y terms with dy, then by algebraic manipulation,
the above equation may be written as
A1 ( x ) B2 ( y )dx A2 ( x ) B1 ( y )dy 0
so that, by dividing both sides by , it becomes
A2 ( x ) B2 ( y )
8
B1 ( y )
A1 ( x )
If we let A( x )
and B( y )
B2 ( y )
A2 ( x )
it becomes
A( x )dx B( y )dy 0
A( x )dx + B(y)dy C
Examples
Find the general solution of
2
10
Exercises
Find the general solution of the ff DEs
4
1) y 2 x y
dy
2
2)
1y
dx
2
ydx ( y 4)dy
3)
0
2
x1
x 2x
2
4) ln xdx 4 xy dy
11
Exercises
Find the general solution of ff DEs
2
6) t 1 r dt 4 t dr 0
2
dy ( y 4) ln x
7) x
y
2
dx ln( y 4)
2 xy
8) xdx y e
dy 0
12
3)
dy 3 x xy 2 y 6
,
dx 4 x xy 2 y 8
y( 3 ) 2
5) e
yx2
dy
dx
0 , y(
x
ln 2 ) ln 4
13
Assignment
Solve Exercises from the text book for
your review
See attached Exercises
Exercise 2.1
14
HOMOGENEOUS
LINEAR
DIFFERENTIAL
EQUATIONS
Chapter 2
Section 2
15
Homogeneity of a Function
Definition
A function f(x, y) is said to be
homogeneous if and only if
n
f (kx , ky ) k f ( x , y )
k>0
16
Homogeneity of a Function
If all the terms of a polynomial function have
the same degree, it is homogeneous. For
instance, the polynomial
3
2 2
x y 5x 3x y
is homogeneous of degree 4.
17
Example
Decide if the function defined in each of the
following is homogeneous or not. Give its degree
If it is a homogeneous function.
1)
f ( x , y ) 4 x 7 xy y
k 4 4 x 4 7 xy 3 y 4
f (kx , ky ) k 4 f ( x , y )
4
3
4
f
(
x
,
y
)
4
x
7
xy
y
Therefore
is homogeneous of degree 4
18
Example
2)
f (x , y) x
1 / 2
x
y
1 / 2
tan y
ln
x
y
1
kx
ky
1 / 2
f (kx , ky ) (kx )
tan
ln
(ky )
kx
ky
x
1 / 2 1 / 2
1 y
1 / 2 1 / 2
k
x
tan k
y
ln
x
y
1 / 2
1/ 2
1
/
2
y
x
1
/
2
y
k
tan
ln y
x
x
f (kx , ky ) k 1 / 2 f ( x , y )
Therefore,
f (x , y) x
1 / 2
x
y
1 / 2
tan y
ln
x
y
1
19
Example
3)
f (x , y) 4 x 7 y
4)
f ( x , y ) y(ln x y ln x )
2
20
Exercise
Test the given function for homogeneity.
Determine its degree if the function is
homogeneous
21
Homogeneous DE
Definition:
If the functions M and N are both
homogeneous functions of the same
degree in x and y, then
M( x, y)dx N ( x, y)dy 0
is said to be a homogeneous DE (DE
with homogeneous coefficients)
22
Solution of Homogeneous DE
An ordinary differential equation
with homogeneous coefficients can
be reduced to a separable DE by
using the appropriate set of
substitutions.
23
Solution of Homogeneous DE
Rules:
i)
ii)
if M is simpler or
x / y stands out,
Example 1
4
Solve
x 2y
y'
3
xy
N is simpler,
x 4 2 y 4 dx xy 3dy 0 Since
let y = vx, and dy = vdx + xdv
4
4 4
3 3
x 2v x dx x v x (vdx xdv) 0
x 4 dx 2 v 4 x 4 dx v 4 x 4 dx x 5v 3 dv 0
4
5 3
x dx v x dx x v dv 0
Variable separable
5 3
x ( 1 v )dx x v dv 0
25
Example 1
x 4 ( 1 v 4 )dx x 5v 3 dv 0
( 1 v 4 )x 5
3
dx
v
dv
4
x (1 v )
1
ln x ln( 1 v 4 ) ln c
4
x
ln
ln c
4 1/4
(1 v )
x
c
4 1/4
(1 v )
x c 1
1/4
y 4
Since
x
x c 1 1
v = y/x
y 4
x
4
4
x 4 c 1
4
x8
x4 y4
c1
y 4 c2 x 8 x 4
y c2 x x
4 1/4
26
Example 2
(1 v 2v )dx 2vxdv 0
27
Example 2
By separation of variables, we get
dx
2vdv
0
2
x 1 3v
dx 2vdv C
1
x 1 3v 2
1 6vdv
ln| x |
C1
2
3 1 3v
1
ln| x | ln( 1 3v 2 ) C 1
3
3 ln| x | ln( 1 3v 2 ) 3C 1
ln x 3 ( 1 3v 2 ) 3C 1
28
Example 2
Solve the initial-value problem
y
y
29
EXACT
DIFFERENTIAL
EQUATIONS
Chapter 2
Section 3
y
x
M( x , y ) y 2 1
Since
M
2y
y
N ( x , y ) 2 xy sin y
N
2y
x
M
N
y
x
Therefore,
( y 2 1)dx ( 2 xy sin y )dy 0
is an exact DE.
N ( x , y ) x cos y x sin xy
N
cos y xy cos xy sin xy
x
M
N
y
x
tan w
w
1 p 2
1
1
2
dp 2 tan w tan p p sec w dw
35
36
Exercise
Test for exactness
(3 pr 4 pe r cos 2 r )dp ( p sin 2 r 21 p 2 e r 6 p 2 r 3 )dr
x
x 1
2
2
tan x ( x 2 y 2 ) 2 sin 1 y dx
xe
(
4
y
1
)
ln(
x
y
) dy 0
y
2
1 y2
(2 y sin x cos x y 2 y
2 xy 2
)dx [ x sin
y2
x kxye
]dy 0
xy 2
]dy 0
37
and
y) dx + N(x, y) dy = 0 for
f
N
y
Integrate M or N
f ( x , y)
M( x , y ) dx holding y constant
x
F ( x , y ) Q( x ) T ( y ) where T ( y ) is constant
f
f ( x , y)
N ( x , y ) dy holding x constant
y
F ( x , y ) Q( x ) T ( y ) where Q( x ) is constant
f ( x , y ) M( x , y )dx N 1 ( y )dy C
f ( x , y ) M 1 ( x )dx N ( x , y )dy C
Example
Solve the DE using the direct formula
2
(y sin y 4 xye
x2y
2 x2y
)dy 0
40
NONEXACT
DIFFERENTIAL
EQUATION
Chapter 3
Section 4
41
Nonexact DE
42
INTEGRATING
FACTORS
FOUND BY
INSPECTION
43
ydx xdy
d ln xy
xy
x ydy xdx
d
2
y
y
ydx xdy
x
d ln y
xy
y xdy ydx
d
2
x
x
xdy ydx
y
d ln x
xy
45
x ydx xdy
d Arc tan 2
2
y
x
y xdy ydx
d Arc tan
x
x2 y2
2
2 xdx ydy
d x y
x2 y2
d xy
n
nxdy ydx
xy 1 n
x
x
d n
y
y
d ln x y
n 1
ydx xdy
2 xdx 2 ydy
2
x y
2
46
Example
Form an integrable combination for each differential
4.
1) d( x y )
5) d( x arctan y )
x2
2 ) d 3
y
6) d( xe )
2
3) d[ln( x y )]
4) d( x sin y )
47
Example
Evaluate each of the following integrals,
omitting the constant of integration.
3.
3
1) ( xy ) ( xdy ydx )
x2
3) 4 xdy ydx
y
3
2 ) ( x dy 3 x 2 ydx )
xdx ydy
4) 2
2
x
48
Example
Solve each of the following differential equations
applying the integrating factors by inspection.
2
3
1) ( xy y )dx (y x )dy 0
3
2 ) ydx (y x )dy 0
2
3) 3 x y dx ( x y 1)dy 0
2
49
Example
Solve each of the following differential equations
applying the integrating factors by inspection.
6) y ( x x y )dx x( x 1)dy 0
2 2
2 2
Solution for #1
2
3
1) ( xy y )dx (y x )dy 0
2
3
xy dx ydx y dy xdy 0
2
3
ydx xdy xy dx y dy 0
ydx xdy
xdx
ydy
0
2
y
2
2
x
x
y
2
x x2 y2
C 2 x x 2 y y 3 C1
y
2
51
Solution for #2
3
2 ) ydx (y x )dy 0
3
ydx y dy xdy 0
3
xdy ydx y dy 0
d y C
d( xy ) d
1
4
1 4
d( xy )
4
1 4
xy 4 y C
52
Solution for #3
2
3) 3 x y dx ( x y 1)dy 0
3
3 x y dx x y dy dy 0
3x y
y
dx
x y
y
dy
dy
y
3 x ydx x dy y dy 0
d x y y dy 0
53
Solution for # 4
2
2
4) y(y 2 x )dx x(y x )dy 0
3
2
2
y dx 2 xydx xy dy x dy 0
3
2
2
y dx xy dy 2 xydx x dy 0
2
y (ydx xdy )
y
(2 xydx x dy )
y
1
(ydx xdy ) (2 xy dx x y dy ) 0
54
d( x
(m 1)x
m 1 n 3
m n3
) d( x m 2 y n 1 ) 0
m1 n3
1
1
mn 2
m2 n1
2
1
m 2 n 4
m 2 2n 2
m 0 ; n 2
55
Solutions
2
3 2
ydx y dx x y dx xy dy xdy 0
2
3 2
ydx xdy y (ydx xdy ) x y dx 0
2
3 2
ydx xdy y (ydx xdy ) x y dx
0
2 2
2 2
2 2
x y
x y
x y
ydx xdy
xy (ydx xdy )
xdx 0
2
x
y
1
1 2
d ( xy )
d d 2 x 0
x
2
56
57
dy
yP( x ) Q( x )
dx
dy yP( x )dx Q( x )dx
Whose integrating
factor is
Derivative form
Differential form
v( x )
p( x )dx
e
58
dy
yP( x ) Q( x )
dx
Is found by multiplying the integrating
factor, v(x) to each term and then solving
for the exact DE formed.
P( x )dx
P( x )dx
e
dy ye
P( x )dx e
Q( x )dx
d ye
Q( x )dx
e
60
v( x )
p( x )dx
e
61
1
y
v( x )Q( x )dx C
v( x )
1
y v( x ) v( x )Q( x )dx C
62
dy
yP( x ) Q( x )
Linear DE in y:
dx
1
y v( x ) v( x )Q( x )dx C
dx
xP ( y ) Q ( y )
Linear DE in x:
dy
1
x v( y ) v( y )Q( y )dy C
63
dw
Linear in w:
wP(t ) Q(t )
dt
1
64
y y cot x 2 cos x
3
dy
3)
2 y cos x 4 cos x
dx
y
4) y
( x 1) 2
x1
dw
5)
w tan y sec y 0
dy
dx
6)
e y sin y x
dy
65
Example I:
Find the general solution
1)
y y cot x 2 cos x
dy y cot xdx 2 cos xdx
P( x ) cot x ;
Q( x ) 2 cos x
P ( x )dx
cot xdx
v( x ) e
e
ln sin x
sin x
66
Example I:
Find the general solution
3
v( y ) e
e ln cos y
cos y 1
1
cos y
sec y
1) x y 1 2 xy
P( x )
when x = 1, y = 2
2
1
; Q( x ) 2
x
x
Gen solution: x y x C
2 ) dx ( x 4e sin y )dy
if y(10) = 0
dx
x
3)
dy 3 6 x 3 4 xy
4
3 6x3
P( x ) ; Q( x )
x
x2
2 y sin 2 y C
when x = 1, y = 2
5
3
x
y
3
x
3 Cx
Gen soln:
68
if x(0) = 2
Gen solution:
5 x e y (sin y cos y ) Ce y
dT
5)
k(T Tm ) if T(0) = T0
dt
where k, Tm & T0 are constants
P(t ) k ; Q(t ) kTm
kt
T
Ce
Gen solution:
m
69
1) x y 1 2 xy when x = 1, y = 2
y
dx
x
when x = 1, y = 2
3
dy 3 6 x 4 xy
70
THE BERNOULLIS
EQUATION
Chapter 3
Section 3
71
Definition
A differential equation that can
be expressed in the form
dy
n
yP( x ) y Q( x )
dx
is called a Bernoullis equation
(BE) in y.
72
Definition
The BE dy yP( x ) y nQ( x )
dx
may be made linear upon
multiplication of
n
( n 1)y
and substitution of
zy
n1
dz
n dy
;
( n 1)y
dx
dx
73
( n 1)y
dy n 1
y
( n 1)P( x ) ( n 1)Q( x )
dx
dz
z( n 1)P( x ) ( n 1)Q( x )
dx
The general solution of this linear DE in z
may be accomplished by the method of
linear DE of order one.
74
1) y xy xy e
Solution: n = 3
Let
zy
dz
3 dy
;
2 y
dx
dx
75
( 2 xdx )
e
x2
Thus,
ze
x2
ze
ze
x2
x2
( 2 xe )(e )dx C
x2
x2
2 x 2
y e
( 2 x )dx C
zy
x C
x C
2
1 y (C x )e
x2
76
1)
dy
3
3
y tan x y sec x
dx
7.
2 ) xy y y
4 /3 1/3
ln x
3
3) 7 xy y 7 xy ( 4 x 2 x 1)
4)
dx
1
3 5
xy x ( y 1)
dy
77
6)
dy
y
y
x
2x
dx
e e 9
7.
dx
4
4 4
3
xy 5 x y
dy
2
8) xy y x y
78
9)
dx
4
x cot y x
dy
7.
dy
4
10) x
2 xy 3 y ; y( 1)
dx
2
1
2
79
DIFFERENTIAL
EQUATIONS
SOLVABLE BY SIMPLE
SUBSTITUTION
Chapter 3
Section4
80
Sometimes the DE
M ( x , y )dx N ( x , y )dy 0
may not be reducible at once
to any of the forms discussed
previously. This means that the
previous methods even how
effective they were would not
work.
81
dy
x y
1 2 xe
0
dx
dy
dy
dw
dw
Let w = x y
1
1
dx
dx
dx
Substituting these to the given DE, we get
dw
w
1
1 2 xe 0
dx
dw
dw
w
w
2 xe 0
2 xe 0
dx
dx
dx
83
Variable Separable DE
dw
2 xe w 0
dx
dw 2 xdx 0
w
e dw
e
e
2 xdx
x C But w = x y
( x y )
x C
x C e
y x
84
dy
2
2)
(4 x y 7) 0
dx
2
85
7)
dy
1
e
1 2x 0
dx
8 ) x (tan y y )[ 1 (tan y y ) ]e
2
tan
x2
dx
ydy 0
86
DES WITH
COEFFICIENTS LINEAR
IN TWO VARIABLES
i
87
(1)
88
a 1 b1 c1
Case 1: If
a 2 b2 c 2
then the graph of the associated
equations of the lines are coincident and
the DE is reducible to
k is a constant
kdx + dy = 0 ,
89
a 1 b1 c1
a 2 b2 c 2
k (a 2 x b2 y ) c 1 dx (a 2 x b2 y c 2 )dy
b1
b2
then the associated lines are intersecting
and the DE is reducible to homogeneous
DE using the substitution
x = u + h ; dx = du
y = w + k ; dy = dw
where (h, k) is the point of intersection of
the linear system a 1 h b1 k c1 0
91
a 2 h b2 k c 2 0
DE w/ Coefficient Linear in
Two Variables
In case the DE falls under case 3, try
also to check if it is an exact DE. If so,
it is suggested to use the method for
exact DE since it is much easier to
perform.
92
Example
1) Find the general solution of
2h k 0
If we let
x = u + h = u + 2 ; dx = du
and
y = w + k = w 4 ; dy = dw
93
Example
Continuation:
u = zw ; du = zdw + wdz
Then, by substitution, we get
dw
z 2
dz 0
2
w
z 1
94
Example
dw 1 2 3 2 dz 0
z 1 z 1
w
ln | w | 12 ln | z 1 | 32 ln | z 1 | ln C
w 2 ( z 1) 3
ln
ln C
z 1
2
w ( z 1)
C
z 1
(y
4 ) 2 xy 24
1 C xy 24 1
( x y 6 )3 C ( x y 2 )
95
Exercise
Solve the following differential
equations.
1.
2.
3.
4.
5.
Exercise
Solve the following differential
equations.
6. (x + y + 1)dx + (x y 5)dy = 0
7. (6x + y 9)dx + (x 2y + 5)dy = 0
8. (y 1)dx 2(x + y + 1)dy = 0
9. (3x + y 10)dx + (x + 3y + 2)dy = 0
10.(7x + y 8)dx + (x 2y + 5)dy = 0
97
References
Differential Equations by D. Zill
Differential Equations by Bedient
98