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Boyce/Diprima 9 Ed, CH 2.1: Linear Equations Method of Integrating Factors

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262 views15 pages

Boyce/Diprima 9 Ed, CH 2.1: Linear Equations Method of Integrating Factors

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Anonymous OrhjVLXO5s
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Boyce/DiPrima 9th ed, Ch 2.

1: Linear
Equations; Method of Integrating Factors
Elementary Differential Equations and Boundary Value Problems, 9th edition, by William E. Boyce and Richard C. DiPrima, ©2009 by John Wiley & Sons, Inc.

A linear first order ODE has the general form


dy
= f (t , y )
dt

where f is linear in y. Examples include equations with


constant coefficients, such as those in Chapter 1,
y′ = −ay + b
or equations with variable coefficients:
dy
+ p(t ) y = g (t )
dt
Constant Coefficient Case
For a first order linear equation with constant coefficients,
y′ = −ay + b,
recall that we can use methods of calculus to solve:
dy / dt
= −a
y −b/a
dy
∫ y − b / a = − ∫ a dt
ln y − b / a = −a t + C
y = b / a + ke at , k = ±e C
Variable Coefficient Case:
Method of Integrating Factors
We next consider linear first order ODEs with variable
coefficients:
dy
+ p(t ) y = g (t )
dt
The method of integrating factors involves multiplying this
equation by a function µ(t), chosen so that the resulting
equation is easily integrated.
Example 1: Integrating Factor (1 of 2)

Consider the following equation:


y′ + 12 y = 12 et / 3
Multiplying both sides by µ(t), we obtain
dy 1 1
µ (t ) + µ (t ) y = et / 3 µ (t )
dt 2 2

We will choose µ(t) so that left side is derivative of known


quantity. Consider the following, and recall product rule:
d
[µ (t ) y ] = µ (t ) dy + dµ (t ) y
dt dt dt
Choose µ(t) so that
1
µ (t ) = µ (t ) ⇒ µ (t ) = et / 2
′
2
Example 1: General Solution (2 of 2)

With µ(t) = et/2, we solve the original equation as follows:


1 1
y′ + y = e t / 3
2 2
dy 1 t / 2 1
et / 2 + e y = e 5t / 6 3
dt 2 2 Sample Solutions : y = et / 3 + Ce −t / 2
5
d t/2
dt
[ 1
]
e y = e 5t / 6
2
yHt L

3
e t / 2 y = e 5t / 6 + C 2

5
general solution : 1

3 t /3 −t / 2 t

y= e + Ce 1 2 3 4 5 6

5
-1
Method of Integrating Factors:
Variable Right Side
In general, for variable right side g(t), the solution can be
found as follows:
y′ + ay = g (t )
dy
µ (t ) + aµ (t ) y = µ (t ) g (t )
dt
at dy
e + ae at y = e at g (t )
dt
d at
dt
[ ]
e y = e at g (t )

e at y = ∫ e at g (t )dt
y = e − at ∫ e at g (t )dt + Ce − at
Example 2: General Solution (1 of 2)

We can solve the following equation


y′ − 2 y = 4 − t

using the formula derived on the previous slide:


y = e − at ∫ e at g (t )dt + Ce − at = e 2t ∫ e −2t ( 4 − t )dt + Ce 2t

Integrating by parts, ∫ e −2t (4 − t )dt = ∫ 4e −2t dt − ∫ te −2t dt


 1 1 
= −2et / 5 − − te − 2t + ∫ e − 2t dt 
 2 2 
7 1
= − e − 2t + te − 2t
4 2

Thus  7 1  7 1
y = e 2t  − e − 2t + te −2t  + Ce 2t = − + t + Ce 2t
 4 2  4 2
y′ − 2 y = 4 − t

Example 2: Graphs of Solutions (2 of 2)

The graph shows the direction field along with several integral
curves. If we set C = 0, the exponential term drops out and you
should notice how the solution in that case, through the point
(0, -7/4), separates the solutions into those that grow
exponentially in the positive direction from those that grow
exponentially in the negative direction..
yHtL

7 1
y = − + t + Ce 2t 0
0.5 1.0 1.5 2.0
t

4 2
-1

-2

-3

-4
Method of Integrating Factors for
General First Order Linear Equation
Next, we consider the general first order linear equation
y′ + p (t ) y = g (t )
Multiplying both sides by µ(t), we obtain
dy
µ (t ) + p (t ) µ (t ) y = g (t ) µ (t )
dt
Next, we want µ(t) such that µ'(t) = p(t)µ(t), from which it
will follow that
d
[µ (t ) y ] = µ (t ) dy + p(t )µ (t ) y
dt dt
Integrating Factor for
General First Order Linear Equation
Thus we want to choose µ(t) such that µ'(t) = p(t)µ(t).
Assuming µ(t) > 0, it follows that
dµ (t )
∫ µ (t ) = ∫ p(t )dt ⇒ ln µ (t ) = ∫ p(t )dt + k
Choosing k = 0, we then have
µ (t ) = e ∫ p ( t ) dt ,
and note µ(t) > 0 as desired.
Solution for
General First Order Linear Equation
Thus we have the following:
y′ + p (t ) y = g (t )
dy
µ (t ) + p(t ) µ (t ) y = µ (t ) g (t ), where µ (t ) = e ∫ p (t ) dt
dt
Then
d
[µ (t ) y ] = µ (t ) g (t )
dt
µ (t ) y = ∫ µ (t ) g (t )dt + c

y=
∫ µ (t ) g (t )dt + c
, where µ (t ) = e ∫ p (t ) dt
µ (t )
Example 3: General Solution (1 of 2)

To solve the initial value problem


ty′ + 2 y = 4t 2 , y (1) = 2,
first put into standard form:
2
y′ + y = 4t , for t ≠ 0
t
Then
2
∫
µ (t ) = e ∫ = e ( ) = t2
p ( t ) dt dt 2 ln t ln t 2
=e t
=e

and hence

∫ µ (t ) g (t )dt + C ∫ (4t )dt + C


2
t
y=
µ (t )
=
t2
=
1
t2
[∫ 4t dt + C ] = t
3 2
+
C
t2
ty′ + 2 y = 4t 2 , y (1) = 2,

Example 3: Particular Solution (2 of 2)

Using the initial condition y(1) = 2 and general solution


C
y = t + 2 , y (1) = 1 + C = 2 ⇒ C = 1
2

t
it follows that 2 1
y = t +
t2
The graphs below show solution curves for the differential
equation, including a particular solution whose graph contains
the initial point (1,2). Notice that when C=0, we get the parabolic
solution y = t 2 (shown) 5
t y

and that solution separ- 4

ates the solutions into (1,2)


2

those that are asymptotic 1

to the positive versus -2 -1

-1 y=t +
C
1
2
2

2
t
negative y-axis. -2
Example 4: A Solution in Integral Form (1 of 2)

To solve the initial value problem


2 y′ + ty = 2, y (0) = 1,
first put into standard form:
t
y′ + y =1
2
Then ∫
t t2
µ (t ) = e ∫ p ( t ) dt
=e 2
dt
=e 4

and hence
 t e s 2 / 4 ds + C  = e −t 2 / 4  t e s 2 / 4 ds  + Ce−t 2 / 4
 ∫0  ∫0
−t 2 / 4
y=e
 
2 y′ + ty = 2, y (0) = 1,

Example 4: A Solution in Integral Form (2 of 2)


Notice that this solution must be left in the form of an
integral, since there is no closed form for the integral.
 t e s 2 / 4 ds  + Ce −t 2 / 4
 ∫0
−t 2 / 4
y=e

Using software such as Mathematica or Maple, we can
approximate the solution for the given initial conditions as
well as for other initial yH tL

3
conditions. 2

Several solution curves 1

are shown. 1 2 3 4 5 6
t

-1
 t e s 2 / 4 ds  + Ce−t 2 / 4
 ∫0
2
y = e −t /4

-2 

-3

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