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First-Order Differential Equations

The document discusses separable differential equations, which can be solved by separating variables and integrating both sides. Several examples are provided to demonstrate solving separable differential equations, including initial value problems. Integral-defined functions may arise as solutions if the integral is non-elementary.
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0% found this document useful (0 votes)
43 views19 pages

First-Order Differential Equations

The document discusses separable differential equations, which can be solved by separating variables and integrating both sides. Several examples are provided to demonstrate solving separable differential equations, including initial value problems. Integral-defined functions may arise as solutions if the integral is non-elementary.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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First-Order Differential Equations

Copyright © Cengage Learning. All rights reserved.


2.2 Separable Equations

Copyright © Cengage Learning. All rights reserved.


Separable Equations (1 of 10)
Solution by Integration
Consider the first-order differential equation dy ∕ dx = f(x, y). When f does not
depend on the variable y, that is, f (x, y) = g(x), the differential equation

can be solved by integration. If g(x) is a continuous function, then integrating


both sides of (1) gives
y = ∫g(x) dx = G(x) + c,
where G(x) is an antiderivative (indefinite integral) of g(x).

3
Separable Equations (2 of 10)
𝑑𝑦
For example, if 𝑑𝑥 = 1 + 𝑒 2𝑥 then its solution is

A Definition
Definition 2.2.1 Separable Equation
A first-order differential equation of the form

is said to be separable or to have separable variables.

4
Separable Equations (3 of 10)
For example, the equations

are separable and nonseparable, respectively. In the first equation we


can factor

𝑓 𝑥, 𝑦 = 𝑦 2𝑥𝑒 3𝑥+4𝑦 as 𝑓 𝑥, 𝑦 = 𝑦 2 𝑥𝑒 3𝑥 𝑒 4𝑦 = 𝑥𝑒 3𝑥 𝑦 2 𝑒 4𝑦

but in the second equation there is no way of expressing y + sin x as a


product of a function of x times a function of y.

5
Separable Equations (4 of 10)
Observe that by dividing by the function h(y), we But dy = Φ′(x) dx, and so (3) is the same as
can write a separable equation dy ∕ dx = g(x)h(y)
as
𝑑𝑦 ∫p(y) dy = ∫g(x) dx
𝑝 𝑦 = 𝑔 𝑥 𝑑𝑥 2
𝑑𝑥 or
H(y) = G(x) + c, (4)
where, for convenience, we have denoted 1 ∕ h(y)
by p(y). From this last form we can see where H(y) and G(x) are antiderivatives of
immediately that (2) reduces to (1) when h(y) = 1. p(y) = 1 ∕ h(y) and g(x), respectively.
Now if y = Φ(x) represents a solution of (2), we
must have p(Φ(x))Φ′(x) = g(x), and therefore

∫p(Φ(x))Φ′(x) dx = ∫g(x) dx. (3)

6
Separable Equations (6 of 10)
Method of Solution
Equation (4) indicates the procedure for solving separable equations. A one-
parameter family of solutions, usually given implicitly, is obtained by
integrating both sides of p(y) dy = g(x) dx.

7
Example 1 – Solving a Separable DE
Solve (1 + x) dy − y dx = 0.
Solution:
𝑑𝑦 𝑑𝑥
Dividing by (1 + x)y, we can write 𝑦
= 1 + 𝑥, from which it follows that

Relabeling ±𝑒1𝑐 as as c then gives y = c(1 + x).

8
Example 2 – Solution Curve
𝑑𝑦 𝑥
Solve the initial-value problem 𝑑𝑥
= − 𝑦 , 𝑦 4 = −3.

Solution:
Rewriting the equation as y dy = −x dx, we get
𝑦2 𝑥2
∫y dy = −∫x dx and 2
=− 2
+ 𝑐1
by replacing the constant 2c1 by 𝑐 2 . We can write the result of the integration as
𝑥2 + 𝑦2 = 𝑐2

This solution of the differential equation represents a one-parameter family of


concentric circles centered at the origin.

9
Example 2 – Solution (1 of 2)
Now when x = 4, y = −3, so 16 + 9 = 25 = c2 . Thus the initial-value
problem determines the circle 𝑥 2 + 𝑦 2 = 25 with radius 5. Because of its
simplicity we can solve this implicit solution for an explicit solution that
satisfies the initial condition.
We saw this solution as y = Φ2(x) or 𝑦 = − 25 − 𝑥 2 , −5 < 𝑥 < 5
earlier. A solution curve is the graph of a differentiable function.

10
Example 2 – Solution (2 of 2)
In this case the solution curve is the lower semicircle, shown
in dark blue in figure containing the point (4, −3).

Figure 2.2.1

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Separable Equations (7 of 10)
Losing a Solution
The variable divisors could be zero at a point. Specifically, if r is a zero of the
function h(y), then substituting y = r into dy ∕ dx = g(x)h(y) makes both sides
zero; in other words, y = r is a constant solution of the differential equation.

𝑑𝑦
But after variables are separated, the left-hand side of ℎ(𝑦)
= 𝑔 𝑥 𝑑𝑥 is
undefined at r.

12
Separable Equations (8 of 10)
As a consequence, y = r might not show up in the family of solutions that are
obtained after integration and simplification. We know that such a solution is
called a singular solution.

13
Example 4 – An Initial-Value Problem
𝑑𝑦
Solve: 𝑒 2𝑦 − 𝑦 cos 𝑥 𝑑𝑥 = 𝑒 𝑦 sin 2𝑥 , 𝑦 0 = 0.

Solution:
Dividing the equation by 𝑒 𝑦 cos 𝑥 gives

Before integrating, we use termwise division on the left-hand side and the
trigonometric identity sin 2x = 2 sin x cos x on the right-hand side.

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Example 4 – Solution (1 of 1)
Then
Integration by parts → ‫ 𝑦 𝑒 ׬‬− 𝑦𝑒 −𝑦 𝑑𝑦 = 2 ‫ ׬‬sin 𝑥 𝑑𝑥
yields 𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 = −2 cos 𝑥 + 𝑐 (7)

The initial condition y = 0 when x = 0 implies c = 4. Thus a solution of the


initial-value problem is
𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 = 4 − 2 cos 𝑥. (8)

15
Separable Equations (9 of 10)
An Integral-Defined Function
A solution method for a certain kind of differential equation may lead to an
integral-defined function. For example, if g is continuous on some interval I
containing x0 and x, then a solution of the simple initial-value problem dy ∕ dx =
g(x), y(x0) = y0, defined on I, is given by

16
Separable Equations (10 of 10)
𝑥0
To see this, dy ∕ dx = g(x) and y(x0) = y0 because ‫𝑔 𝑥׬‬ 𝑡 𝑑𝑡 = 0. When ∫ g(t) dt
0
is nonelementary—that is, cannot be expressed in terms of elementary
𝑥
functions—the form 𝑦 𝑥 = 𝑦0 + ‫ 𝑡𝑑 𝑡 𝑔 𝑥׬‬may be the best we can do in
0
obtaining an explicit solution of an IVP.

17
Example 5 – An Initial-Value Problem
𝑑𝑦 2
Solve 𝑑𝑥
= 𝑒 −𝑥 , 𝑦 3 = 5
Solution:
2
The function 𝑔 𝑥 = 𝑒 −𝑥 is continuous on (−∞, ∞), but its antiderivative is not
an elementary function. Using t as dummy variable of integration, we can write

18
Example 5 – Solution (1 of 1)

Using the initial condition y(3) = 5, we obtain the solution

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