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Lecture-4 and 5 Methods For Solving 1 Order Ordinary Diff. Equations

This document provides an overview of methods for solving first order ordinary differential equations. It discusses exact differential equations and how to determine if a differential equation is exact. It presents a theorem for determining if a differential equation can be written as an exact differential, and how to construct the function f(x,y) if it is exact. The document also discusses integrating factors and presents several theorems for determining integrating factors for non-exact differential equations. Examples are provided to demonstrate each concept and method.

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Aditya Srivatsav
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30 views

Lecture-4 and 5 Methods For Solving 1 Order Ordinary Diff. Equations

This document provides an overview of methods for solving first order ordinary differential equations. It discusses exact differential equations and how to determine if a differential equation is exact. It presents a theorem for determining if a differential equation can be written as an exact differential, and how to construct the function f(x,y) if it is exact. The document also discusses integrating factors and presents several theorems for determining integrating factors for non-exact differential equations. Examples are provided to demonstrate each concept and method.

Uploaded by

Aditya Srivatsav
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 21

Lecture-4 and 5

st
Methods for Solving 1 Order
Ordinary Diff. Equations

Instructor: Dr. J. K. Sahoo


Exact Differential Equations
Definition: A differential equation
M ( x , y ) dx  N ( x , y ) dy  0 is called exact differential
equation if there exist a function f ( x , y ) such that
df  M ( x , y ) dx  N ( x , y ) dy .
.

Q: If you know such f then what about the solution ?

Ans: Solution will be f ( x , y )  C .


Exact Differential Equations
Question: How to find/guess su ch f ?
Let see few examp les:
Example-1: ( x  y  1) dx  xdy  0
Q: What is the function f here ?
.
x2
Ans: f ( x , y )  xy  x 
2
y x x
Example-2: 2 dx  2 dy  0, f ( x , y ) 
y y y
x y x
since d    2 dx  2 dy . Ans: x  Cy .
y y y
Exact Differential Equations
Question: When such f exists ? To answer this
we have the following theorem.

T heorem: The differential equation


M. ( x , y ) dx  N ( x , y ) dy  0 is exact
 M N
if a n d only if 
y x

Proof: Refer nex t slide.


Question: How to con struct such f ?
Exact Differential Equations
Proof of the theorem: (Sufficient p art)
Assume that the diff. equation is exact.
M N
Claim : 
y x
f f
since exact   f , such that
.
 M , and N
x y
2 f M 2 f N
  and 
yx y x y  x
 M N
So by Clairaut's Theorem, 
y x
Exact Differential Equations
P ro o f o f th e th eo rem : (N e cessary p art)
M N
A ssu m e th at 
y y
W e n eed to sh o w th at th e d iff. eq n . is e x act
i.e.,  f , su ch . t h at d f  M d x  N d y
L et v ( x , y )   M ( x , y ) d x (treatin g y as co n stan t )

v  2v M N
  M which implies  
x y x y x
N   v 
              (Eq-A)
x x  y 
Exact Differential Equations
Proof of the theorem: (Necessa ry part continued..)
Integrating Eq-A w.r.t. x, we obtain
 v 
N     g '( y ), where g '( y ) is some fun ction of y.
 y  .

v  v 
 Mdx  Ndy  dx    g '( y )  dy
x  y 
= d [ v  g ( y )]
= df , where f  v  g ( y ).
Exact Differential Equations
Construction of f ( x , y ):
Assume M ( x , y ) dx  N ( x , y ) dy  0 is exact
  f such that df  M ( x , y ) dx  N ( x , y ) dy
f f
 dx  . dy  M ( x , y ) dx  N ( x , y ) dy
x y
f
  M ( x, y )         (Eq-1)
x
f
and  N ( x , y )         (Eq-2 )
y
Exact Differential Equations
Construction of f ( x, y ): (continued ...)
From Eq-1, f ( x , y )   M ( x , y ) dx  g ( y )    (Eq-3)
Diff. w.r.t. y , we obatin
f ( x , y ) 
 . M ( x , y ) dx  g '( y )
y y 

 g '( y )  N ( x , y )   M ( x , y ) dx (Using Eq-2 )
y
  
 g ( y )    N ( x, y )   M ( x , y ) dx dy   (Eq-4)
 y 
Exact Differential Equations

Construction of f ( x, y ): (continued...)
Putting Eq-4 in Eq-3, we get
  
f ( x , y )   M ( x , y ) dx    N ( x , y )   M ( x , y ) dx dy
.  y 

In this integral treat y as constant


while integrating the expression.
Examples
Ex-1: ( x 3  2 xy ) dx  ( x 2  y ) dy  0
3 2
Solution: Here M ( x , y )  x  2 xy , N ( x , y )  x  y
M N
since   2 x  Exact
y x
  
 f ( x , y )   Mdx    N   Mdx dy
.
 y 
4
3 x 2
As  Mdx   ( x  2 xy )dx   yx
4
4 2 4 2
x 2 y x 2 y
 f ( x, y )   yx  Sol:  yx  C
4 2 4 2
Examples

Example:2
 x  y  dy   y  x  dx  0
3 3

4 4
x y
Ans:   xy  C
4 4
Integrating Factors
E x am p le : yd x  x d y  0
T h e d iffere n tial eq u a tio n is n o t ex ac t
1
N o te th a t if yo u m u ltip ly th e e q u a tio n b y 2
y
th e n th e d iffe. re n tia l e q u a tio n b e c o m e s e x a c t.

1
T h is fa cto r /fu n ctio n 2
is ca lled
y
in teg ratin g facto r o f y d x  xd y  0 .
Integrating Factors
Definition: A function  ( x , y ) is called an
integrating factor of M ( x , y ) dx  N ( x , y ) dy  0
( M ) ( N )
if  .
y x
Q: How do you
.
get  ( x , y ) ?

In this section, we will discuss few methods to


find an integrating factor.
Methods for Finding an Integrating Factor
M / y  N / x
Theorem-1: If  g ( x), a function of
N
x alone, then e  g ( x ) dx
is an integrating factor of
M ( x, y)dx  N ( x, y)dy  0.
.
2 2
Example: ( x  y ) dx  2 xydy  0
1 2 2
Solution: I.F. 2 , Ans: x  y  Cx
x
Methods for Finding an Integrating Factor
P ro of of T heore m-1 :
Let    ( x ) b e a n I. F of M dx  N dy  0.
( M ) ( N )
 
y x This term is zero.
M  N 
  M  N
y . y x x
 M / y  N / x   d 
   x  
 N   
  g ( x ) dx   g ( x )  x  log 
  e  g ( x ) dx
(N ote that constant C is not required ?)
Methods for Finding an Integrating Factor
M / y  N / x
Theorem-2: If  h( y), a function of
M
y alone, then e  h ( y ) dy
is an integrating factor of
M ( x, y)dx  N ( x, y)dy  0.
.
2 4 3 3 2
Example: (3x y  2xy)dx  (2x y  x )dy  0

1 3 3 2
Solution: I.F. 2 , Ans: x y  x  Cy
y
Methods for Finding an Integrating Factor
T heorem-3: If Mx  Ny  0 and Mdx  Ndy  0
is of the form f ( xy ) ydx  g ( xy ) xdy  0, then
1
is an integrating factor.
Mx  Ny
2 2 2 2
Example: (x y  xy 1) ydx  (x y  xy 1)xdy  0
.

1
Solution: I.F. 2 2
,
2x y
1 x
Ans: xy   log    C
xy  y
Methods for Finding an Integrating Factor
M / y  N / x
Theorem-4: If  f ( z ), a function of
Ny  Mx

z  xy , then e  f ( z ) dz
is an integrating factor of
M ( x, y )dx  N ( x, y )dy  0.
.
Ex ample: ydx  ( x  2 x 2 y 3 ) dy  0 .

1
Solution: I.F. = 2 2 , Ans: ( xy 3  1)  Cxy
x y
Exercise: ( y 2  xy  1) dx  ( x 2  xy  1) dy  0
Methods for Finding an Integrating Factor

M / y  N / x
Theorem-5: If  f ( z ), a function of
N M
z  x  y , then e  f ( z ) dz
is an integrating factor of
M ( x, y )dx  N ( x, y )dy  0.
.

2 2
Example: ( y  xy  1) dx  ( x  xy  1) dy  0
1
Solution: I.F.  , Ans: xy  log  x  y   C
x y
THANK YOU

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