Escolar Documentos
Profissional Documentos
Cultura Documentos
1. General Form:
dy
f ( x, y ) .
dx
2. Solution of First Orde ODE
dy
Given the ODE f ( x, y ) . A function y F (x) is called a solution to the ODE if only if it
dx
dF ( x)
satisfies the the ODE, i.e., f ( x, y ) . It means that, for finding y F (x) , we must
dx
dF ( x)
integrate the equation f ( x, y ) , i.e., y F ( x) f ( x, y)dx . This solution is called
dx
the general solution.
a. Separation of Variables
Theorem 1:
dy dy
f ( x, y ) . If f ( x, y) g ( x)h( y) then
h( y )
Let g ( x) dx .
dx
Proof:
dy dy dy
Let f ( x, y ) and f ( x, y) g ( x)h( y) , then g ( x)h( y ) or g ( x) dx .
dx dx h( y)
Taking integration to the both sides of the last equation, we obtain
dy
h( y) g ( x) dx . Proved.
Example 1:
dy
Find the solution to the following ODE x y xy .
dx
Solution
dy dy y 1 dy 1
We know that x y xy y y 1 1 dx . By
dx dx x x y x
taking integrals to both sides, we obtain
dy 1 y y
1 dx ln y ln x x c or ln x c e x c
y x x x
y
Ae x , where A e c . So, y A x e x is a general solution the given ODE.
x
Initial Value Problem
Example 2:
dT
Determine the particular solution of 2e 3t 2T , with initial value at t = 0 then T = 0, denoted by
dt
T ( 0) 0 .
Solution:
dT
dt
2e 3t 2T 2 e 3t e 2T e
2T
dT 2e 3t dt
1 2
e 2T e 3t c
2 3
Or
1 4e 3t
T ln 2c
2 3
This is the general solution.
1 0 2 0 1 2 1
Given condition gives e e c, c
2 3 2 3 6
1 2T 2 3t 1
e e 3e 2T 4e 3t 1
2 3 6
Or
1 4e 3t 1
T ln
2 3
Example 3
di
Solve the IVP 15 3i, i (0) 0
dt
Solution:
di
15 3i
dt
di
15 3i
dt
1
ln 15 3i t c
3
1
or , 15 3i e 3( t c ) , or ,15 3i e 3c .e 3t Ae 3t , i 5 Ae 3t
3
3t
i (0) 0, A 15, i 5 5e
Proof.
y dy dv y
Let v , then y v x , x v and f ( x, y ) g g (v) . Hence,
x dx dx x
dy y dv dv dx dv dx
g x v g (v ) . Proved.
dx x dx g (v ) v x g (v ) v x
dy
Example 3: Solve x
2
y 2 xy, x 0.
dx
dy y 2 y
.
2
Solution: Dividing both sides by x , we obtain
dx x 2 x
y dy dv
Let v, then y vx . Differentiate implicitly, we obtain vx .
x dx dx
dy y 2 y dv
From 2 we get x v v2 v
dx x x dx
dv 1 dx 1 x
x
dx
v2 v 2 dv x
ln x c ln x c
v y
x
So, y .
ln x c
c. Homogenous ODEs
f ( x, y ) x 3 y 3 f (tx, ty ) tx 3 ty 3 t 3 x 3 y 3 t 3 f ( x, y ) ⇒
Note: In many instance, examining the total degree of each term can help recognize whether a
function is homogenous or not. For example, function f ( x, y) x 3 xy 2 y 3 , since
every term, x ,
3
xy 2 and y 3 has each a total degree 3.
Exercise:
Determine whether the following function is homogenous and determine the degree.
1. f ( x, y) x 4 xy3 y 4
2. f ( x, y) x 2 y y 2
3. f ( x, y) x 3 xy 2 y 3
Solution:
1. Homogenous of degree 4
Definition
dy
A differential equation of the form f ( x, y ) is called a homogeneous ODE if only if
dx
M ( x, y)
f ( x, y) or M ( x, y)dx N ( x, y)dy 0
N ( x, y)
where M (x, y) and N(x, y) are homogenous function of the same degree.
( x 2 y 2 ) dx xydy 0
Solution:
x 2
v 2 x 2 dx xvxvdx xdv 0 x 2dx v 2 x 2dx x 2v 2dx x3vdx 0
2
1 v2 y
x dx x vdv dx vdv ln x
2 3
c 2 ln x c1, c1 2c
x 2 x
d. Exact ODEs
A first order ODE of the form M ( x, y )dx N ( x, y )dy 0 is an Exact ODE if only if
M N
. The solution of Exact ODE is a function f(x,y) = c such that
y x
f f
M ( x, y) and N ( x, y) .
x y
Example 5:
dy
Solve: 2 xy y2 2x 0
dx
Solution:
dy
2 xy y 2 2 x 0 ( y 2 2 x) dx 2 xydy 0
dx
M
M ( x, y) y 2 2 x 2y
y
N
N ( x, y ) 2 xy 2y
x
M N
The given equation is exact ODEs, since 2y
y x
f
M ( x, y ) y 2 2 x f ( y 2 2 x)x f ( y 2 2 x) x
x
Then, f ( x, y) y 2 x x 2 c1 ( y) .......... .........( 1)
f
We know that N ( x, y) 2 xy .......... .......... .......... ..(2)
y
f dc ( y)
From (1), then 2 yx 1 ................................(3)
y dy
Hence, f ( x, y) y 2 x x 2 c2 c3 y 2 x x 2 c, c c3 c2
Example 6: Solve
dy 2 xy3 2
2 2
dx 3x y e y
Solution: Rewrite
2xy 3
2 dx 3x 2 y 2 e y dy 0
We know that
M N
(2 xy3 2) 2 x ( y 3 ) 2 x(3 y 2 ) 6 xy 2 , 6 xy 2
y y y x
M N
exact
y x
Therefore, there is a solution of the form f(x,y) = c with properties that
f
N ( x, y ) 3 x 2 y 2 e y .......... .......... ....(1)
y
f
M ( x, y ) 2 xy3 2.......... .......... .......( 2)
x
f
From (1) : 3 x 2 y 2 e y f (3 x 2 y 2 e y ) y
y
f ( x, y ) 3 x 2 y 2 e y y x 2 y 3 e y c1 ( x) .....(3)
From (3) :
f
x x
2 3
dc ( x)
x y e y c1 ( x) 2 xy3 1
dx
f
From (2) : 2 xy3 2
x
Hence,
d d
2 xy3 2 2 xy3 c1 ( x) c1 ( x) 2 c1 ( x) 2 x 2 x c2
dx dx
So, from (3) : f ( x, y ) x 2 y 3 e y 2 x c2 c3
x 2 y 3 e y 2 x c, c c3 c2
Exercises
Show that the following ODEs are an Exact ODE and then solve them
1. 2 xydx ( x 2 y 2 ) dy 0
dy
2. 4 xy 1 (2 x 2 cos y ) 0
dx
3. y (2 xy e 2 y ) y 0
General form
dy dy b( x) c( x) dy
a ( x) b( x) y c( x) y p ( x) y q ( x)
dx dx a( x) a ( x) dx
b( x) c( x)
where p( x) , q ( x)
a ( x) a ( x)
y
u ( x)q( x)dx c , where u( x) e p( x)dx is an integrating factor (IF).
u ( x)
Proof:
dy
Let p ( x) y q( x) . When we multiply both sides by e p( x)dx , then we obtain
dx
dy p ( x ) dx
dx
e p ( x)e p ( x ) dx y q( x)e p ( x ) dx
d
dx
ye p ( x ) dx q( x)e p ( x ) dx
d ye
p( x)dx
q( x)e p( x)dx dx ye p( x)dx e p( x)dx q( x)dx
or y
u ( x)q( x)dx
. Proved.
u ( x)
dy
Example 1: Solve: x y x 3 3x 2 2 x
dx
Solution: Rewrite,
dy 1
y x 2 3x 2
dx x
1
dx 1
I .F , u ( x) e x e ln x
x
Multiplying both sides by this I.F we get
1 dy 1 2
2 y x 3
x dx x x
d 1 2
y x 3
dx x x
1 2 x2
y x 3 dx 3 x 2 ln x c
x x 2
x3
y 3 x 2 2 x ln x cx
2
Bernoulli’s equation
dy
An equation of the form P( x) y Q( x) y n , where P and Q are functions of x alone, is
dx
known as Bernoulli’s equation.
Method of Solution:
dy
y n P( x) y1 n Q( x)
dx
dv dy dy 1 dv
Let v y1 n , then (1 n) y n or y n .
dx dx dx 1 n dx
1 dv
Therefore the equation reduces to P( x)v Q( x) or
1 n dx
dv dv
(1 n) P( x)v (1 n) Q( x) p ( x )v q ( x )
dx dx
Where p( x) (1 n) P( x) and q( x) (1 n)Q( x)
dy 1
Example: Solve y xy 2
dx x
Divide by y 2 we get,
dy 1
y2 y 1 x (1)
dx x
1
Let , y v
dy dv dy dv
y 2 or y 2
dx dx dx dx
1 dv 1 v x
dx x
dv 1
v x Linear (2)
dx x
1
x dx 1
Integrating Factor, u ( x) e e ln x
x
1
u( x)q( x)dx x ( x)dx dx x
v u( x)q( x)dx c x c x 2 cx
u ( x) 1
x
1
y 1 x 2 cx 1 x 2 y cxy y .
x cx
2
Multiplying (2) by this I.F we get,
1 dz 1
z 1
x dx x 2
d 1
z 1
dx x
1
Integrating , z x c
x
1
x 2 cx
y
1
y
x( x c)