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Lec 03 ODE Lin

Here are the key steps to solve the exercises: 1) x' = x + e-t p(t) = -1 μ(t) = e^t General solution: xe^t = ∫e^t e^-t dt + C x(t) = Ce^-t 2) Use an integrating factor of μ(t) = e^∫-sin t dt = e^-cos t General solution: x(t)e^-cos t = ∫2te^-cos t e^cos t dt + C x(t) = (C + 2sin t)e^cos t 3) Homogeneous equation: x2 - 9

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Mustafa El-Araby
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95 views14 pages

Lec 03 ODE Lin

Here are the key steps to solve the exercises: 1) x' = x + e-t p(t) = -1 μ(t) = e^t General solution: xe^t = ∫e^t e^-t dt + C x(t) = Ce^-t 2) Use an integrating factor of μ(t) = e^∫-sin t dt = e^-cos t General solution: x(t)e^-cos t = ∫2te^-cos t e^cos t dt + C x(t) = (C + 2sin t)e^cos t 3) Homogeneous equation: x2 - 9

Uploaded by

Mustafa El-Araby
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
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Differential Equations

(First-order ODEs)
(Homogeneous DEs – Linear DEs)

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2018


[email protected]
Sec 2.6: Homogeneous DE (transformed to separable)

A function 𝑭(𝒙, 𝒚) is said to be Homogeneous of degree


𝒏 if : 𝑭 𝒕𝒙, 𝒕𝒚 = 𝒕𝒏 𝑭 𝒙, 𝒚 .

Example 𝑭 𝒙, 𝒚 = sin(𝒙/𝒚): Homogeneous of degree 0

Example 𝑭 𝒙, 𝒚 = 𝒙𝟐 + 𝒚𝟐 : Homogeneous of degree 2

Example 𝑭 𝒙, 𝒚 = 𝒙𝟑 + 𝒚𝟐 𝒙𝟐 + 𝒚𝟐 : Homogeneous of
degree 3
Sec 2.6: Homogeneous DE (transformed to separable)
The DE: 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎
is Homogeneous if: 𝑴 𝒙, 𝒚 and 𝑵 𝒙, 𝒚 are both
Homogeneous of the same degree (each term of both
has the same degree).

Example (𝒙𝒚 − 𝟐𝒚𝟐 )𝒅𝒙 + (𝟑𝒙𝟐 − 𝟒𝒚𝟐 )𝒅𝒚 = 𝟎


𝒅𝒚
Example = sec(𝒚/𝒙) + (𝒙/𝒚)
𝒅𝒙
𝒅𝒚
The DE: = 𝒇 𝒙, 𝒚 is called Homogeneous if 𝒇(𝒙, 𝒚)
𝒅𝒙
𝒚 𝒙
can be expresses as a function of the ratio or
𝒙 𝒚
i.e., 𝒇 𝒙, 𝒚 = 𝑮 𝒚 𝒙 or 𝑯 𝒙 𝒚
Sec 2.6: Homogeneous DE (transformed to separable)
Every Homogeneous DE can be transformed to a separable
DE by the following procedure:
𝒅𝒚 𝒅𝒗
Let 𝒗 = 𝒚 𝒙 𝒚 = 𝒗𝒙 = 𝒗 + 𝒙 , then
𝒅𝒙 𝒅𝒙
𝒅𝒚
The Homogeneous DE = 𝑮 𝒚 𝒙 becomes
𝒅𝒙
𝒅𝒗
𝒗+𝒙 =𝑮 𝒗
𝒅𝒙
𝒅𝒗 𝒅𝒙 𝒅𝒗
= + ln 𝒙 = 𝑪
𝑮 𝒗 −𝒗 𝒙 𝒗−𝑮 𝒗
Example Solve (𝒙𝟑 + 𝒚𝟑 )𝒅𝒙 − 𝒙𝒚𝟐 𝒅𝒚 = 𝟎

Divide by 𝒙𝒚𝟐 and rearrange


𝟐
𝒅𝒚 𝒙 𝒚 𝒚
= + =𝑮
𝒅𝒙 𝒚 𝒙 𝒙
𝒅𝒚 𝒅𝒗
Let 𝒗 = 𝒚 𝒙 𝒚 = 𝒗𝒙 =𝒗+ 𝒙
𝒅𝒙 𝒅𝒙
𝒅𝒗 𝟏
𝒗+𝒙 = 𝟐+𝒗
𝒅𝒙 𝒗
𝟐 𝒅𝒙 𝒗𝟑
𝒗 𝒅𝒗 = = ln 𝑥 +𝒄
𝒙 𝟑
(𝒚/𝒙)𝟑
= ln 𝑥 + 𝒄
𝟑
𝒅𝒚 𝒙𝟐 +𝟑𝒚𝟐
Example Solve = 𝒙𝟐 + 𝒚𝟐 = 𝑪𝒙𝟑
𝒅𝒙 𝟐𝒙𝒚

Example Solve the IVP


𝒚 + 𝒙𝟐 + 𝒚𝟐 𝒅𝒙 − 𝒙𝒅𝒚 = 𝟎, 𝒚 𝟏 = 𝟎

sinh−𝟏 𝒚/𝒙 = ln 𝑥 + 𝑪
Let 𝒙 = 𝟏, 𝒚 = 𝟎 𝑪 = 𝟎
sinh−𝟏 𝒚/𝒙 = ln 𝑥
𝒚 + 𝒙𝟐 + 𝒚𝟐 = 𝒙𝟐
Exercise Solve 𝒙𝟐 + 𝒚𝟐 𝒅𝒙 + 𝒙𝒚𝒅𝒚 = 𝟎
Sec 2.4: Linear ODE
The linear ODE is given by :
𝒂𝒏 𝒙 𝒚 𝒏 + 𝒂𝒏−𝟏 𝒙 𝒚 𝒏−𝟏 + ⋯ + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝒇 𝒙 ,
where
𝒂𝒏 𝒙 , 𝒂𝒏−𝟏 𝒙 , … , 𝒂𝟏 𝒙 , 𝒂𝟎 𝒙 and 𝒇 𝒙 are functions of 𝒙.
The first-order linear DE is given by :
𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝒇 𝒙 , or equivalently
𝒚′ + 𝒑 𝒙 𝒚 = 𝒒 𝒙 ,

By using the integrating factor 𝝁 𝒙 = 𝒆𝒙𝒑 𝒑 𝒙 𝒅𝒙 , then

the general solution is: 𝝁 𝒙 𝒚 𝒙 = 𝝁 𝒙 𝒒 𝒙 𝒅𝒙 + 𝑪


Sec 2.4: Linear ODE
Theorem
The first-order linear DE in the form: 𝒚′ + 𝒑 𝒙 𝒚 = 𝒒 𝒙 ,
where 𝒑 𝒙 and 𝒒 𝒙 are continuous functions has the
general solution given by:

𝝁 𝒙 𝒚 𝒙 = 𝝁 𝒙 𝒒 𝒙 𝒅𝒙 + 𝑪

where 𝝁 𝒙 is an integrating factor and is given by:


𝒑 𝒙 𝒅𝒙
𝝁 𝒙 = 𝒆 .
Sec 2.4: Linear ODE
Problem solving procedure:
1. Rewrite the 1st-order linear DE: 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝒇 𝒙 , in
the standard form 𝒚′ + 𝒑 𝒙 𝒚 = 𝒒 𝒙 .

2. Get the integrating factor 𝝁 𝒙 = 𝒆𝒙𝒑 𝒑 𝒙 𝒅𝒙 .


3. Write down the general solution using the formula:
𝟏
𝒚 𝒙 = 𝝁 𝒙 𝒒 𝒙 𝒅𝒙 + 𝑪
𝝁 𝒙

4. For the IVP, evaluate the constant C using the given ICs.
Sec 2.4: Linear ODE
𝒅𝒚
Example Solve: − 𝟑𝒚 = 𝟔
𝒅𝒙
𝒑 𝒙 = −𝟑
𝒑 𝒙 𝒅𝒙
𝝁 𝒙 = 𝒆 = 𝒆−𝟑𝒙
𝒚 𝒙 = 𝒆𝟑𝒙 𝟔𝒆−𝟑𝒙 𝒅𝒙 + 𝑪 = 𝑪𝒆𝟑𝒙 −𝟐
𝒅𝒚
Example Solve: 𝒙 − 𝟒𝒚 = 𝒙𝟔 𝒆𝒙
𝒅𝒙

𝒑 𝒙 = −𝟒/𝒙
𝒚 𝒙 = 𝒙𝟓 𝒆𝒙 − 𝒙𝟒 𝒆𝒙 +𝑪𝒙𝟒
Sec 2.4: Linear ODE
Example Solve: 𝒚′ + 𝒚 tan 𝒙 = cos𝟐 𝒙, 𝒚 𝟎 = 𝟐
𝒑 𝒙 = tan 𝒙
𝝁 𝒙 = 𝒆 tan 𝒙 𝒅𝒙 = sec 𝒙
𝒚 𝒙 = (𝟐 + sin 𝒙)cos 𝒙
Example Solve the IVP: 𝒙′ = 𝒙 tan 𝒕 + sin 𝒕 , 𝒙 𝟎 = 𝟐

𝒑 𝒕 = − tan 𝒕
𝝁 𝒕 = 𝒆 −tan 𝒕 𝒅𝒕 = cos 𝒕
− cos 𝒕 𝟓
𝒙 𝒕 = +
𝟐 𝟐 cos 𝒕
Sec 2.4: Linear ODE

′ 𝟏 𝟎≤𝒙≤𝟏
Example Solve: 𝒚 + 𝒚 = 𝒇(𝒙), 𝒇 𝒙 =
𝟎 𝒙>𝟏

𝐅𝐨𝐫 𝟎 ≤ 𝒙 ≤ 𝟏: 𝒚′ + 𝒚 = 𝟏
𝝁 𝒙 = 𝒆𝒙
𝒚 𝒙 = 𝟏 + 𝑨𝒆−𝒙
𝐅𝐨𝐫 𝒙 > 𝟏: 𝒚′ + 𝒚 = 𝟎
𝒚 𝒙 = 𝑩𝒆−𝒙
𝟏 + 𝑨𝒆−𝒙 𝟎 ≤ 𝒙 ≤ 𝟏
Then, 𝒚 𝒙 =
𝑩𝒆−𝒙 𝒙>𝟏
Sec 2.4: Linear ODE

′ 𝟏 𝟎≤𝒙≤𝟏
Example Solve: 𝒚 + 𝒚 = 𝒇(𝒙), 𝒇 𝒙 =
𝟎 𝒙>𝟏

Try the IC: 𝒚 𝟎 = 𝟎.


𝟏 + 𝑨𝒆−𝒙 𝟎 ≤ 𝒙 ≤ 𝟏
𝒚 𝒙 =
𝑩𝒆−𝒙 𝒙>𝟏
𝒚 𝟎 = 𝟎 → 𝑨 = −𝟏
For continuity at 𝒙 = 𝟏, 𝑩 = 𝒆 − 𝟏, then the solution is
𝟏 − 𝒆−𝒙 𝟎≤𝒙≤𝟏
𝒚 𝒙 =
(𝒆 − 𝟏)𝒆−𝒙 𝒙>𝟏
Sec 2.4: Linear ODE

Exercise Solve: 𝒙′ = 𝒙 + 𝒆−𝒕 .


Exercise Solve: 𝒙′ = 𝒙 sin 𝒕 + 𝟐𝒕𝒆− cos 𝒕 , 𝒙 𝟎 = 𝟏.
Exercise Solve: 𝐱 𝟐 − 𝟗 𝒚′ + 𝒙𝒚 = 𝟎.

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