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Separation of Variables: Prerequisites

Separation of variables is a technique used to solve first-order ordinary differential equations. It involves rearranging the equation such that all terms with the dependent variable are on one side and all terms with the independent variable are on the other side. Integration of both sides then provides the solution. Not all first-order equations can be written in this form. The document provides examples of using separation of variables to solve differential equations and discusses its limitations.

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0% found this document useful (0 votes)
318 views12 pages

Separation of Variables: Prerequisites

Separation of variables is a technique used to solve first-order ordinary differential equations. It involves rearranging the equation such that all terms with the dependent variable are on one side and all terms with the independent variable are on the other side. Integration of both sides then provides the solution. Not all first-order equations can be written in this form. The document provides examples of using separation of variables to solve differential equations and discusses its limitations.

Uploaded by

Sharifah Sakinah
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Separation of Variables
Introduction

19.2

Separation of variables is a technique commonly used to solve rst-order ordinary dierential equations. It is so-called because we rearrange the equation to be solved such that all terms involving the dependent variable appear on one side of the equation, and all terms involving the independent variable appear on the other. Integration completes the solution. Not all rst-order equations can be rearranged in this way so this technique is not always appropriate. Further, it is not always possible to perform the integration even if the variables are separable. In this Block you will learn how to decide whether the method is appropriate, and how to apply it in such cases.

x understand what is meant by a dierential equation; (Block 19.1)

Prerequisites
Before starting this Block you should . . .

y be familiar with the terminology associated with dierential equations: order, dependent variable and independent variable; (Block 19.1) z be able to integrate; (Blocks 14.1-14.8)

Learning Outcomes
 explain what is meant by separating the variables of a rst-order dierential equation  determine whether a rst-order dierential equation is separable  solve a variety of equations using this technique

Learning Style

After completing this Block you should be able To achieve what is expected of you . . . to . . .  allocate sucient study time

 briey revise the prerequisite material  attempt every guided exercise and most of the other exercises

1. What does it mean to say that we separate the variables ?


In this section we consider dierential equations which can be written in the form dy = f (x)g (y ) dx Note that the right-hand-side is a product of a function of x, and a function of y . Examples of such equations are dy dy dy = x2 y 3 , = y 2 sin x and = y ln x dx dx dx Not all rst-order equations can be written in this form. For example, it is not possible to rewrite the equation dy = x2 + y 3 dx in the form dy = f (x)g (y ) dx Now do this exercise Which of the following dierential equations do you think can be written in the form dy = f (x)g (y ) ? dx If possible, rewrite each equation in this form. a) x2 dy = 2, dx y b) dy = 4x2 + 2y 2 , dx c) y dy + 3x = 7 dx Answer The variables involved need not be x and y . Other equations of this class are dz = tez dt d = dt and dv =v dr 1 r2

Given a dierential equation in the form dy = f (x)g (y ) dx we can divide through by g (y ) to obtain 1 dy = f (x) g (y ) dx If we now integrate both sides of this equation with respect to x we obtain 1 dy dx = g (y ) dx that is f (x)dx

1 dy = f (x)dx g (y ) We have separated the variables because the left-hand side contains only the variable y , and the right-hand side contains only the variable x. We can now try to integrate each side separately. If we can actually perform the required integrations we will obtain a relationship between y and x. Examples of this process are given in the next section.
Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

Key Point The solution of the equation dy = f (x)g (y ) dx is found from 1 dy = g (y ) f (x)dx

2. Applying the method of separation of variables


The method is illustrated in the following example.

Example Use the method of separation of variables to solve the dierential equation
dy 3x2 = dx y (Note that this is sometimes written in the form y dy 3x2 dx = 0.) Solution The equation already has the form dy = f (x)g (y ) dx where f (x) = 3x2 Dividing both sides by g (y ) we nd dy = 3x2 dx Integrating both sides with respect to x gives y y dy dx = dx 3x2 dx that is y dy = 3x2 dx and g (y ) = 1/y.

Note that the left-hand side is an integral involving just y ; the right-hand side is an integral involving just x. After integrating we nd
1 2 y 2

= x3 + c

where c is a constant of integration. You might think that there would be a constant on the lefthand side too. You are quite right but the two constants can be combined into a single constant and so we need only write one. We now have a relationship between y and x as required. Often it is sucient to leave your answer in this form but you may also be required to obtain an explicit relation for y in terms of x. In this particular case y 2 = 2x3 + 2c so that y = 2x3 + D where D = 2c

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

Try each part of this exercise Use the method of separation of variables to solve the dierential equation cos x dy = dx sin 2y (alternatively : sin 2y dy cos x dx = 0)
dy dx

Part (a) Separate the variables so that terms involving y and involving just x appear on the right:

appear on the left, and terms Answer

Part (b) Then integrate both sides with respect to x: Answer Part (c) Now integrate both sides: Answer Part (d) Finally, rearrange to obtain an expression for y in terms of x: Answer More exercises for you to try 1. Solve the equation

dy e x = . dx y dy = 3x2 ey dx

2. Solve the equation

subject to the condition y (0) = 1. 3. Find the general solution of the following equations: a) dy = 3, dx b) dy 6 sin x = dx y

4. Find the general solution of the equation dx = t(x 2). dt Find the particular solution which satises the condition x(0) = 5. 5. Some equations which do not appear to be separable can be made so by means of a suitable substitution. By means of the substitution z = y/x solve the equation dy y2 y = 2 + +1 dx x x 6. The equation di =E dt where R, L and E are constants arises in electrical circuit theory. This equation can be solved by separation of variables. Find the solution which satises the condition i(0) = 0. Answer iR + L
Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

3. Computer Exercise or Activity


For this exercise it will be necessary for you to access the computer package DERIVE. To solve a dierential equation using DERIVE it is necessary to load what is called a Utility File named ode1. To do this is simple. Proceed as follows: In DERIVE, choose File:Load:Math and select the le (double click) on the ode1 icon. This will load a number of commands which enable you to solve rst-order dierential equations. You can use the Help facility to learn more about these if you wish. Of particular relevance here is the command Separable(p,q,x,y,x0,y0) dy = p(x)q (y ) with condition y (x0) = y 0, dx and the related command Separable Gen(p,q,x,y,c) which solves separable rst-order dierential equations without initial conditions but gives a solution which includes an arbitrary constant c. which solves a separable equation of the form For example, to solve dy = x2 y 3 dx proceed as follows:- Choose Author:Expression, Separable(x 2, y 3, x, y, 0, 5) and select Simplify. DERIVE responds with 1 x3 1 = 50 2 y 2 3 which is an implicit form of solution. 1. Use DERIVE to solve the initial value problem dy = 3t2 ey dt subject to y (0) = c. Sketch several solution curves, y (t), for various initial values, c. 2. Use DERIVE to solve the initial value problem dy y2 = dt t subject to y (1) = c. Sketch several solution curves, y (t), for various initial values of c (say c = 1, 2, 3) 3. Use the Help command to nd out about the more general commands Dsolve1(p, q, x, y, x0, y 0) and Dsolve1 Gen(p, q, x, y, c) used for solving very general rst-order ordinary dierential equations. 5
Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

y (0) = 5

End of Block 19.2

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

a)

1 , b) cannot be written in the stated form, y2 dy 1 = (7 3x) which is in the required form. dx y

dy = x2 dx

c) Write y

dy = 7 3x so that dx

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

You should have obtained sin 2y

dy = cos x dx

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

sin 2y that is

dy dx = dx

cos x dx

sin 2y dy =

cos x dx

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

You should have obtained 1 cos 2y = sin x + c 2

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

10

y=1 cos1 (D 2 sin x) where D = 2c 2

Back to the theory

11

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

1. y = D 2ex . 2. y = ln(x3 + e). 3a) y = 3x + C , b) 1 y 2 = C 6 cos x. 4. 2 2 2 (1 et/ ) x = 2 + Aet /2 , x = 2 + 3et /2 . 5. z = tan(ln Dx) so that y = x tan(ln Dx). 6. i = E R where = L/R. Back to the theory

Engineering Mathematics: Open Learning Unit Level 1 19.2: Dierential Equations

12

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