03 Differential Equations - Additional Topics First Order ODE
03 Differential Equations - Additional Topics First Order ODE
( ) - yd ( xy) = 0
x3 y 2d x
y
1 é x y d ( ) - yd ( xy ) = 0 ù
3 2 x
x yë2 3
û
y
ò( ) ( ) ò = ò 0
( ) d xy
d x
y - x
y x2 y2
()
2
1
2
x
y + 1
xy =C
x 3 + 2 y = Cxy 2
Determination of Integrating Factors
Given M ( x, y ) dx + N ( x, y ) dy = 0
Case 1:
æ ¶M ¶N ö 1
If ç - ÷ = f ( x)
è ¶y ¶x ø N
then use the integrating factor
v = eò
f ( x ) dx
Case 2:
æ ¶M ¶N ö 1
If ç - ÷ = g ( y)
è ¶ y ¶ x ø M
then use the integrating factor
v=e ò
- g ( y ) dy
Determination of Integrating Factors
Then
vM ( x, y ) dx + vN ( x, y ) dy = 0
( ¶M
¶y - ¶¶Nx ) 1
M = -4 x + 2 y - 2
2 xy - y 2 + x
® - 2y = g ( y )
then v = e ò
- - 2y dy
® v = e 2ln y ® v = y 2
Multiply equivalent of v to original equation.
Sample Solution
( 2 xy 3
- y 4
+ y 3
) (
dx + 3 x 2 2
y - 4 xy 3
+ 3 xy 2
) dy = 0
¶M
¶y x = k = 6 xy 2 - 4 y 3 + 3 y 2 ¶N
¶x y = k = 6 xy 2 - 4 y 3 + 3 y 2
\ Equation is Exact!
Solution:
ò y=k
( 2 xy 3
- y 4
+ y 3
) dx = ò 0
x 2 y 3 - xy 4 + xy 3 = C
xy ( x - y + 1) = C
3
Homogeneous Leading to Exact
Equations
From Euler’s theorem:
1
v=
Mx + Ny
is an integrating factor to convert any
homogeneous 1st order ODE into an exact
differential equation.
Sample Problems
Problems:
1. ( x + y ) dx + xydy = 0
2 2
2. v 2 dx + x ( x + v ) dv = 0
3. ( x - 2 y ) dx + ( 2 x + y ) dy = 0
Sample Problems
Answers:
1. x 2
(x 2
+ 2y 2
)=C 4
2. xv 2 = C ( x + 2v )
3. ln x 2 + y 2 - 4 tan -1 ( )=C
x
y
Sample Solution
3. ( x - 2 y ) dx + ( 2 x + y ) dy = 0 ¬ Homogeneous of 1st degree
v= 1
Mx + Ny
®v= 1
( x - 2 y ) x +( 2 x + y ) y ®v= 1
x + y2
2 Multiply this to both sides
( 2
x
x + y2 )
- x 22+yy 2 dx + ( 2x
x + y2
2 + x 2 +y y 2 dy = 0)
Test: ¶M
¶y x = k =-
(
2 xy
x2 + y )
2 2
- 2 x2 - 2 y2
( x2 + y )
2 2
, ¶N
¶x y = k = 2 y2 -2 x2
( x2 + y )
2 2
-
(
2 xy
x2 + y2 )
2 \ Exact!
Solution:
ò y =k
( 2
x
x + y2 )
- x 22+yy 2 dx = ò 0
1
2 ln x 2 + y 2 - 2 tan -1 ( )=Cx
y
ln x 2 + y 2 - 4 tan -1 ( )=C
x
y
Coefficients Linear in Two Variables
Given ( a1 x + b1 y + c1 ) dx + ( a2 x + b2 y + c2 ) dy = 0
where a1 x + b1 y + c1 = 0 ( L1 )
a2 x + b2 y + c2 = 0 ( L2 )
are linear equations.
Coefficients Linear in Two Variables
Case 1:
If L1 and L2 are intersecting at P ( h, k ) , use
x=u+h dx = du
y =v+k dy = dv
Case 2:
If L1 and L2 are parallel to each other, use
w = a1 x + b1 y dw = a1dx + b1dy
Sample Problems
Problems:
1. ( x + 2 y - 1) dx - ( 2 x + y - 5 ) dy = 0
2. ( 6 x - 3 y + 2 ) dx - ( 2 x - y - 1) dy = 0
3. ( x - 2 y ) dx + ( 2 x + y + 5) dy = 0
Sample Problems
Answers:
1. ( x - y - 4 ) = C ( x + y - 2 )
3
2. 3 x - y + C = 5ln 2 x - y + 4
3. ln ( x + 2 ) + ( y + 1) ù + 4 tan -1
é
ë
2 2
û ( )=C
y +1
x+2
Sample Solution
3. ( x - 2 y ) dx + ( 2 x + y + 5 ) dy = 0 ¬ L1 and L2 are not
point of intersection: P ( -2, -1 )
x = u - 2, dx = du, y = v - 1, dy = dv
éëu - 2 - 2 ( v - 1) ùû du + éë 2 ( u - 2) + v - 1 + 5ùû dv = 0
( u - 2v ) du + ( 2u + v) dv = 0 ¬ Homogeneous of 1st degree
v = uz , dv = udz + zdu
( u - 2uz ) du + ( 2u + uz )(udz + zdu ) = 0
( u - 2uz + 2uz + uz ) du + ( 2u
2 2
+ u2 z) dv = 0 ¬ Variable-separable
1
u du + zz2++21 dz = 0
Sample Solution
ò 1
u du + ò z 2z+1 dz + ò z 22+1 dz = ò 0
ln u + 12 ln z 2 + 1 + 2 tan -1 z = C
ln éëu 2 ( z 2 + 1) ùû + 4 tan- 1 z = C
Revert back to x & y using z = uv , u = x + 2, v = y + 1
ln é( x + 2 )
êë
2
(( y +1
x+2 )
2
)
+ 1 ù + 4 tan -1
úû ( )=C
y +1
x+2
ln ( x + 2 ) + ( y + 1) ù + 4 tan -1
é
ë
2 2
û ( )=Cy +1
x+2
Bernoulli’s Equations
Bernoulli’s differential equation is given by
dy + yP ( x ) dx = y Q ( x ) dx
n
where n ≥ 2
Bernoulli’s Equations
Method 1:
Solve v = ye ò P ( x ) dx
v = e x ® v = e 2ln x ® v = x 2
zx 2 = - ò dx + C
Solving and reverting back to y then simplifying: x 2 + xy = Cy
dy
Sample Solution
3. x 2 - y 2 = 2 xy
dx
P ( x ) = - 2x , Q ( x ) =
2
dy - 2 xy dx = y
x 2 dx , 1
x2
, n=2
Method 3:
ò 2 dx -
v = e x ® v = e -2ln x ®v= 1
x2
Multiply this to both sides of equation:
1 é dy - 2 xy dx = y2
dx ù
x2 ë x2 û
y y2
1
x2
dy - 2 x 2 dx = x4
dx
x 2 dy - 2 xydx y2
x4
= x4
dx ¬ Solve by inspection
( ) ( )= ( ) ( ) = ò dx + C
-2 -2
y éd y y2
dx ù ®ò y
d y
x 2
ë x 2
x 4
û x2 x2
x2
- y = x +C
x 2 + xy = Cy
Summary
1. Integrating Factors Found by Inspection – must be tested/inspected for any
presence of exact differential; watch out for pair of terms with the “same
degree.”
2. Determination of Integrating Factors – a differential equation could only be
exact if the test for exactness can only be corrected by adding a term or an
integrating factor.
3. Homogeneous Leading to Exact Equations – all exact equations are
homogeneous but the converse is not always true.
4. Coefficients Linear in Two Variables – could have been considered
homogeneous of the first degree if the constant terms are equal to zero, which
can be possible by using transformation variables involving the point of
intersection or congruence due to parallelism.
5. Bernoulli’s Equations – similar in form to linear differential equation of the
first order with yn multiplied to Q(x) or xn to Q(y); Could be solved by any of
the three methnods presented.
Summary
First order ordinary differential equations
having advanced form can be reduced to one
or more of the following:
1. variable separable differential equation.
2. homogeneous differential equation.
3. exact differential equation.
4. linear differential equation by use of an
integrating factor.