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    Lec 03 ODE Lin

    Uploaded by

    Mustafa El-Araby
    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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    © All Rights Reserved
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    Lec 03 ODE Lin

    Uploaded by

    Mustafa El-Araby
    65 views14 pages
    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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    Lec_03_ODE_Lin

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    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

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    65 views14 pages

    Lec 03 ODE Lin

    Uploaded by

    Mustafa El-Araby
    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

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 14

    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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