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03 Differential Equations - Additional Topics First Order ODE

The document discusses additional topics on differential equations of the first order, including integrating factors found by inspection, determination of integrating factors, homogeneous equations leading to exact equations, and coefficients that are linear in two variables. Sample problems and solutions are provided for each topic.
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0% found this document useful (0 votes)
76 views34 pages

03 Differential Equations - Additional Topics First Order ODE

The document discusses additional topics on differential equations of the first order, including integrating factors found by inspection, determination of integrating factors, homogeneous equations leading to exact equations, and coefficients that are linear in two variables. Sample problems and solutions are provided for each topic.
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

Additional Topics on Differential


Equations of the First Order
Student Learning Outcomes
Recognize and solve a first order ordinary
differential equation having an advanced form
that is reducible 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.
Additional Topics on Differential
Equations of the First Order
1. Integrating Factors Found by Inspection
2. Determination of Integrating Factors
3. Homogeneous Leading to Exact Equations
4. Coefficients Linear in Two Variables
5. Bernoulli’s Equations
Integrating Factors Found by
Inspection
Exact differentials to keep in mind:
æ x ö ydx - xdy
d ( xy ) = xdy + ydx -1
tan ç ÷ = 2 2
y
è ø x + y
æ x ö ydx - xdy æ y ö xdy - ydx
-1
dç ÷= 2
tan ç ÷ = 2
y
è ø y èxø x + y2
æ y ö xdy - ydx
dç ÷= 2
x
è ø x
Key hint: Pair up terms that have the same “degree”
Sample Problems
Problems:
1. éë1 + y tan ( xy ) ùû dx + x tan ( xy ) dy = 0
2. 2 x 5 y ' = y ( 3 x 4 + y 2 )
3. y ( x 3 - y ) dx - x ( x 3 + y ) dy = 0
Sample Problems
Answers:
1. cos ( xy ) = Ce x
2. x 4 = y 2 (1 + Cx )
3. x 3 + 2 y = Cxy 2
Sample Solution
3. y ( x 3 - y ) dx - x ( x 3 + y ) dy = 0
( x y - y ) dx - ( x
3 2 4
+ xy ) dy = 0
( x ydx - x dy ) - ( y dx + xydy ) = 0
3 4 2

( ) - 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

is already an exact equation.


Sample Problems
Problems:
1. y ( 4 x + y ) dx - 2 ( x 2 - y ) dy = 0
2. y ( 8 x - 9 y ) dx + 2 x ( x - 3 y ) dy = 0
3. y ( 2 x - y + 1) dx + x ( 3x - 4 y + 3) dy = 0
Sample Problems
Answers:
1. 2 x 2 + xy + 2 y ln y = Cy
2. x 3 y ( 2 x - 3 y ) = C
3. xy ( x - y + 1) = C
3
Sample Solution
3. y ( 2 x - y + 1) dx + x ( 3x - 4 y + 3) dy = 0
¶M
¶y x = k = 2x - 2 y +1 ¶N
¶x y = k = 6x - 4 y + 3
¶M
¶y - ¶¶Nx = -4 x + 2 y - 2
( ¶M
¶y - ¶¶Nx ) 1
N = -4 x + 2 y - 2
3 x 2 - 4 xy + 3 x
¹ f ( x)

( ¶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

then use the equivalence of y and dy from the


abovementioned formula to solve the equation
through separation of variables.
Bernoulli’s Equations
Method 2:
Solve z=y 1- n

after dividing both sides of the given equation by


y n , substitute z and its derivative dz to the
equation to solve it as a linear ODE of the first
order.
Bernoulli’s Equations
Method 3:
Solve v=e ò P ( x ) dx

then multiply to both sides of the equation to


solve it through inspection.
Sample Problems
Problems:
1. y ' = y - xy3 e-2 x
2. xydx + ( x 2 - 3 y ) dy = 0
2 dy
3. x - y 2 = 2 xy
dx
Sample Problems
Answers:
2x
1. e = y 2
(x 2
+ C)
2 2 3
2. x y = 2 y + C
2
3. x + xy = Cy
Sample Solution
dy
2
3. x - y 2 = 2 xy
dx
dy - 2 dx =y
x
y2
x2
dx , P ( x ) = - 2x , Q ( x ) = 1
x2
, n=2
Method 1:
ò
( )
2 dx
-
v = ye x ® v = ye -2ln x ® v = y 1
x2
y = vx 2 , dy = x 2 dv + 2vxdx ¬ Substitute to the given equation
x 2 dv + 2vxdx - 2vxdx = v 2 x 2 dx ¬ Variable-separable
ò 1
v2
dv - ò dx = C
- 1v - x = C Reverting back to y and 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 2:
z = y1- 2 ® z = y -1 , dz = - y -2 dy
Multiply both sides of original equation with y - n :
y é dy - 2 xy dx =
-2 y2
dx ù
ë -1
x2 û
y -2 dy - 2 yx dx = 1
x2
dx ¬ Substitute z and dz to this equation
dz + 2 xz dx = - x12 dx ¬ Linear 1st order ODE
PL ( x ) = 2x , QL ( x ) = - x12 , ò 2 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.

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