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Lect

This document discusses methods for solving first order differential equations. It provides examples of solving differential equations in normal, differential and implicit forms. Several examples are worked through step-by-step. Homogeneous equations are also defined and examples are used to determine if functions are homogeneous or not.

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0% found this document useful (0 votes)
11 views

Lect

This document discusses methods for solving first order differential equations. It provides examples of solving differential equations in normal, differential and implicit forms. Several examples are worked through step-by-step. Homogeneous equations are also defined and examples are used to determine if functions are homogeneous or not.

Uploaded by

Abdulla
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Physics department (2023-2024)

Differential Equations

Methods of solving differential equations of the first order


and first degree
Now we study some elementary methods for solving Frist order and first-degree
differential equation. A differential equation of first order and first degree has the
form
𝑑𝑦
𝑦′ = = 𝑓(𝑥, 𝑦) ------1 Normal form or explicit
𝑑𝑥
form
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 ------2 Differential form
𝐹(𝑥, 𝑦, 𝑦 ′ ) = 0 ------3 Implicit form

From equation 1, we can get eq 2 as follows:


𝑀(𝑥,𝑦)
If 𝑓(𝑥, 𝑦) = − , N(x,y)≠ 0, then equation 1 can be written equivalently to
𝑁(𝑥,𝑦)
𝑑𝑦 𝑀(𝑥,𝑦)
differential form =− implies 𝑁(𝑥, 𝑦)𝑑𝑦 = −𝑀(𝑥, 𝑦)𝑑𝑥 means
𝑑𝑥 𝑁(𝑥,𝑦)
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0.

𝑑𝑦
Example 1: Solve = 1 + 𝑒 2𝑥
𝑑𝑥

Solution. 𝑑𝑦 = (1 + 𝑒 2𝑥 )𝑑𝑥
Integrate both sides we get

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Physics department (2023-2024)
Differential Equations
1
𝑦=𝑥+ 𝑒 2𝑥 + 𝐶
2
𝑑𝑦
Example 2: Solve = sin 𝑥
𝑑𝑥

Solution. 𝑑𝑦 = sin 𝑥 𝑑𝑥
Integrate both sides we get
𝑦 = − cos 𝑥 + 𝐶 is a general solution of the given differential
equation.
𝑑𝑦 𝑥
Example 3: Solve =− subject to 𝑦(4) = 3
𝑑𝑥 𝑦

Solution. 𝑦𝑑𝑦 = −𝑥𝑑𝑥

⇒ ∫ 𝑦𝑑𝑦 = ∫ −𝑥𝑑𝑥
𝑥2 + 𝑦2 = 𝐶 is general solution where 𝐶 = 2𝐶1 .
For 𝑥 = 4 &𝑦 = 3

42 + 32 = 𝐶 ⇒ 𝐶 = 25
∴ 𝑥 2 + 𝑦 2 = 25
Example 4 : Solve (1 + 𝑥 2 ) 𝑑𝑦 − 𝑥𝑦 𝑑𝑥 = 0

Solution. Dividing by y(1 + x2) and transposing we get


𝑑𝑦 𝑥 𝑑𝑥
𝑦
= 1+𝑥 2
1
Integrating both sides, we get ln 𝑦 = ln(1 + 𝑥 2 ) + ln 𝐶
2
Or
1
ln 𝑦 = ln 𝐶 (1 + 𝑥 2 )2
1
Taking exponentials 𝑦 = 𝐶(1 + 𝑥 2 )2

The arbitrary constant was added in the form “ln C” to facilitate the final
representation.

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Physics department (2023-2024)
Differential Equations
𝑑𝑦 2
Example 5: Solve 𝑑𝑥 = 2𝑥(1 + 𝑦 2 )𝑒 𝑥
1 2
Solution. 𝑑𝑦 = 2𝑥𝑒 𝑥 𝑑𝑥
1+𝑦 2
1 2
∫ 1+𝑦2 𝑑𝑦 = ∫ 2𝑥𝑒 𝑥 𝑑𝑥 𝑢 = 𝑥 2 & 𝑑𝑢 = 2𝑥𝑑𝑥
1
∫ 1+𝑦2 𝑑𝑦 = ∫ 𝑒 𝑢 𝑑𝑢

tan−1 𝑦 = 𝑒 𝑢 + 𝐶
2
tan−1 𝑦 = 𝑒 𝑥 + 𝐶
2
𝑦 = tan(𝑒 𝑥 + 𝐶) is a general solution of diff. eq.
Example 6: Solve (𝑥 + 1)𝑦𝑑𝑥 + (𝑥 − 1)(𝑦 + 1)𝑑𝑦 = 0
Solution. Divide the differential equation by (𝑥 − 1)𝑦
𝑥+1 𝑦+1
𝑑𝑥 + 𝑑𝑦 = 0 is separable diff. eq.
𝑥−1 𝑦
𝑥+1 𝑦+1
∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 0
𝑥−1 𝑦

𝑥+1+1−1 𝑦+1
∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 0
𝑥−1 𝑦
2 1
∫(1 + 𝑥−1) 𝑑𝑥 + ∫(1 + 𝑦)𝑑𝑦 = 0

𝑥 + 2 ln(𝑥 − 1) + 𝑦 + ln 𝑦 = 𝐶
𝑥 + ln(𝑥 − 1)2 + 𝑦 + ln 𝑦 = 𝐶
𝑥 + 𝑦 + ln(𝑥 − 1)2 𝑦 = 𝐶 is a general solution.
Example 7: Solve (𝑥𝑦 + 𝑦)𝑑𝑥 + (𝑦 2 𝑥 − 𝑦 2 − 𝑥 + 1)𝑑𝑦 = 0
Solution. (𝑥 + 1)𝑦𝑑𝑥 + 𝑦 2 (𝑥 − 1) − (𝑥 − 1)𝑑𝑦 = 0
(𝑥 + 1)𝑦𝑑𝑥 + (𝑦 2 − 1)(𝑥 − 1)𝑑𝑦 = 0
Divide the differential equation by (𝑥 − 1)𝑦
𝑥+1 𝑦2 −1
𝑑𝑥 + 𝑑𝑦 = 0 is separable diff. eq.
𝑥−1 𝑦

𝑥+1 𝑦2 − 1
∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 0
𝑥−1 𝑦

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Physics department (2023-2024)
Differential Equations

𝑥+1+1−1 1
∫ 𝑑𝑥 + ∫(𝑦 − )𝑑𝑦 = 0
𝑥−1 𝑦
2 1
∫(1 + 𝑥−1) 𝑑𝑥 + ∫(𝑦 − 𝑦)𝑑𝑦 = 0
1
𝑥 + 2 ln(𝑥 − 1) + 𝑦 2 − ln 𝑦 = 𝐶
2
1
𝑥 + ln(𝑥 − 1)2 + 2 𝑦 2 − ln 𝑦 = 𝐶
1 (𝑥−1)2
𝑥 + 2 𝑦 2 + ln =𝐶 is a general solution.
𝑦

Exercises:
𝑑𝑦 1
1) = sin 5𝑥 𝐴𝑛𝑠. 𝑦 = − cos 5𝑥 + 𝐶
𝑑𝑥 5
1 −3𝑥
2) 𝑑𝑥 + 𝑒 3𝑥 𝑑𝑦 = 0 𝐴𝑛𝑠. 𝑦 = 𝑒 +𝐶
3
𝑑𝑦
3) (1 + 𝑥) =𝑥+6 𝐴𝑛𝑠. 𝑦 = 𝑥 + 5 ln|𝑥 + 1| + 𝐶
𝑑𝑥
4) 𝑥𝑦 ′ = 4𝑦 𝐴𝑛𝑠. 𝑦 = 𝐶𝑥 4
𝑑𝑦 𝑦 3
5) = 𝐴𝑛𝑠. 𝑦 −2 = 2𝑥 −1 + 𝐶
𝑑𝑥 𝑥 2
𝑑𝑥 𝑥2 𝑦2
6) = 𝐴𝑛𝑠. − 3 + 3𝑥 ln 𝑥 = 𝑥𝑦 3 + 3𝑥𝐶
𝑑𝑦 1+𝑥
𝑑𝑦
7) = 𝑒 (3𝑥+2𝑦) 𝐴𝑛𝑠. −3𝑒 −2𝑦 = 2𝑒 3𝑥 + 𝐶 𝑤ℎ𝑒𝑟𝑒 𝐶 = 6𝐶1
𝑑𝑥
8)(4𝑦 + 𝑦 𝑥 2 )𝑑𝑦 − (2𝑥 + 𝑥𝑦 2 )𝑑𝑥 = 0 𝐴𝑛𝑠. 2 + 𝑦 2 = 𝐶 (4 + 𝑥 2 ) 𝑤ℎ𝑒𝑟𝑒 𝐶 = 𝑒 2𝐶1
9) 2𝑦(𝑥 + 1)𝑑𝑦 = 𝑥𝑑𝑥 𝐴𝑛𝑠. 𝑦 2 = 𝑥 − ln|𝑥 + 1| + 𝐶
𝑑𝑥 𝑦+1 2 𝑥3 𝑥3
10)𝑦 ln 𝑥 =( ) 𝐴𝑛𝑠. ln 𝑥 −
𝑑𝑦 𝑥 3 9
𝑦2
= + 2𝑦 + ln|𝑦| + 𝐶
2
11) 𝑠𝑒𝑐 2 𝑥 𝑑𝑦 + 𝑐𝑠𝑐𝑦 𝑑𝑥 = 0 𝐴𝑛𝑠. 4 cos 𝑦 = 2𝑥 + sin 2𝑥 + 4𝐶
12) 𝑒 𝑦 sin 2𝑥 𝑑𝑥 + cos 𝑥( 𝑒 2𝑦 − 𝑦) 𝑑𝑦 = 0 𝐴𝑛𝑠. −2 cos 𝑥 + 𝑒 𝑦 − 𝑦𝑒 −𝑦 − 𝑒 −𝑦 = 𝐶
13) (𝑒 𝑦 + 1)2 𝑒 −𝑦 𝑑𝑥 + (𝑒 𝑥 + 1)3 𝑒 −𝑥 𝑑𝑦 = 0 𝐴𝑛𝑠. (𝑒 𝑥 + 1)−2 + 2 (𝑒 𝑦 + 1)−1 = 𝐶

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Physics department (2023-2024)
Differential Equations

Definition: Homogenous equations:


A function is called homogeneous of degree n if 𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡 𝑛 𝑓(𝑥, 𝑦)for all𝑥, 𝑦, 𝑡.

Example:𝑓(𝑥, 𝑦) = 𝑥 − 3√𝑥𝑦 + 5𝑦
Solution: 𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡𝑥 − 3√(𝑡𝑥)(𝑡𝑦) + 5𝑡𝑦
= 𝑡𝑥 − 3𝑡√𝑥𝑦 + 5𝑡𝑦

= 𝑡(𝑥 − 3√𝑥𝑦 + 5𝑦)


𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡𝑓(𝑥, 𝑦)
Thus the given function is homogeneous With degree one.
Example:𝑓(𝑥, 𝑦) = √ 𝑥 3 + 𝑦 3
Solution: 𝑓(𝑡𝑥, 𝑡𝑦) = √ 𝑡 3 𝑥 3 + 𝑡 3 𝑦 3

= 𝑡 3⁄2 √ 𝑥 3 + 𝑦 3
= 𝑡 3⁄2 𝑓(𝑥, 𝑦)
Thus 𝑓(𝑥, 𝑦)is homogeneous With degree 3⁄2.
Example:𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 + 1
Solution: 𝑓(𝑡𝑥, 𝑡𝑦) = (𝑡𝑥)2 + (𝑡𝑦)2 + 1
= 𝑡 2 𝑥 2 + 𝑡 2 𝑦 2 + 1 ≠ 𝑡 𝑛 𝑓(𝑥, 𝑦)
𝑓(𝑥, 𝑦)is not homogeneous
Example: 𝑓(𝑥, 𝑦) = ln 𝑥 2 − 2 ln 𝑦 = 2 ln 𝑥 − 2 ln 𝑦
Solution: 𝑓(𝑡𝑥, 𝑡𝑦) = 2 ln 𝑡𝑥 − 2 ln 𝑡𝑦
= 2 ln 𝑡 + 2 ln 𝑥 − 2 ln 𝑡 − 2 ln 𝑦

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Physics department (2023-2024)
Differential Equations

= 2 ln 𝑥 − 2 ln 𝑦
𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡 0 𝑓(𝑥, 𝑦)
Thus the given function is homogeneous With degree zero.

Theorem: The ODE 𝑀(𝑥, 𝑦) + 𝑁(𝑥, 𝑦)𝑦 ′ = 0 is said to be homogeneous of


degree n if both 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦)are homogeneous of degree 𝑛. Then the ODE
can be reduced to a seperable equation by transformation 𝑣 = 𝑦/𝑥 or 𝑣 = 𝑥/𝑦.

𝑑𝑦 𝑦−𝑥
Example1 : Solve =
𝑑𝑥 𝑦+𝑥

Solution. We cannot separate the variables,


𝑀(𝑡𝑥, 𝑡𝑦) = 𝑡𝑥 − 𝑡𝑦 = 𝑡(𝑥 − 𝑦)
𝑀(𝑡𝑥, 𝑡𝑦) = 𝑡𝑀(𝑥, 𝑦)
The function 𝑀(𝑥, 𝑦) is homogeneous of degree 1
𝑁(𝑡𝑥, 𝑡𝑦) = 𝑡𝑦 + 𝑡𝑥 = 𝑡(𝑦 + 𝑥)
𝑁(𝑡𝑥, 𝑡𝑦) = 𝑡𝑁(𝑥, 𝑦)
The function 𝑁(𝑥, 𝑦) is homogeneous of degree 1
Then the differential equation is homogeneous of degree 1.
(𝑦 − 𝑥 )𝑑𝑥 − (𝑥 + 𝑦)𝑑𝑦 = 0
Substituting
𝑑𝑦 𝑑𝑢
𝑦 = 𝑢𝑥 and =𝑢+𝑥 or 𝑑𝑦 = 𝑢𝑑𝑥 + 𝑥𝑑𝑢
𝑑𝑥 𝑑𝑥

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Physics department (2023-2024)
Differential Equations

we get
𝑦
𝑑𝑦 −1 𝑑𝑢 𝑢−1
𝑥
= 𝑦 ⇒ 𝑢+𝑥 =
𝑑𝑥
𝑥
+1 𝑑𝑥 𝑢+1
𝑑𝑢 𝑢−1 𝑑𝑢 𝑢−1−𝑢2 −𝑢
𝑥 = −𝑢 ⇒𝑥 =
𝑑𝑥 𝑢+1 𝑑𝑥 𝑢+1
𝑑𝑢 1+𝑢2 (𝑢+1)𝑑𝑢 𝑑𝑥
𝑥 𝑑𝑥 = − 𝑢+1 ⇒ + =0
𝑢2 +1 𝑥
𝑢 𝑑𝑢 𝑑𝑥
∫ 𝑢2 +1 𝑑𝑢 + ∫ 𝑢2 +1 + ∫ 𝑥
=0
1
ln(𝑢2 + 1) + tan−1 𝑢 + ln 𝑥 = ln 𝐶
2

1 𝑦2 𝑦
⇒ ln ( + 1) + tan−1 + ln 𝑥 = ln 𝐶 is a general solution
2 𝑥2 𝑥

𝑑𝑦 3 𝑦 2 +𝑥𝑦
Example2: Solve = where 𝑦(1) = −0.5.
𝑑𝑥 𝑥2

Solution:

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Physics department (2023-2024)
Differential Equations

Example3: Solve (𝑥 2 − 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0


Solution. We cannot separate the variables,
𝑀(𝑡𝑥, 𝑡𝑦) = (𝑡𝑥)2 − (𝑡𝑦)2 = 𝑡 2 (𝑥 2 − 𝑦 2 )
𝑀(𝑡𝑥, 𝑡𝑦) = 𝑡 2 𝑀(𝑥, 𝑦)
The function 𝑀(𝑥, 𝑦) is homogeneous of degree 2
𝑁(𝑡𝑥, 𝑡𝑦) = 2𝑡 2 𝑥𝑦 = 𝑡 2 (2𝑥𝑦)
𝑁(𝑡𝑥, 𝑡𝑦) = 𝑡 2 𝑁(𝑥, 𝑦)

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Physics department (2023-2024)
Differential Equations

The function 𝑁(𝑥, 𝑦) is homogeneous of degree 2


Then the differential equation is homogeneous of degree 2.
Substituting
𝑦 = 𝑢𝑥 and 𝑑𝑦 = 𝑢𝑑𝑥 + 𝑥𝑑𝑢
we get
(1 − 𝑢2 )𝑑𝑥 + 2𝑢(𝑢𝑑𝑥 + 𝑥𝑑𝑢) = 0
Separating the variables gives
2𝑢𝑑𝑢 𝑑𝑥
=−
𝑢2 +1 𝑥
Integrating we get
ln(𝑢2 + 1) = − ln 𝑥 + ln 𝐶
Taking exponentials we obtain
𝑥(𝑢2 + 1) = 𝐶
𝑦
Finally, since = , this becomes
𝑥

𝑥 2 + 𝑦 2 = 𝐶𝑥

Example4: Solve (𝑥 2 + 𝑦 2 )𝑑𝑥 + (𝑥 2 − 𝑥𝑦)𝑑𝑦 = 0


y y−x
Example 5: Solve the O.D.E. y  = + sin( )
x x
Solution:
Let 𝑦 = 𝑢𝑥 . Hence we
du du
u+x = u + sin(u − 1) or x = sin(u − 1)
dx dx
1 dx
Separating the variables, we get du =
sin(u − 1) x

Integrating we get csc(𝑢 − 1) – cot (𝑢 − 1) = 𝐶𝑥

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Physics department (2023-2024)
Differential Equations
𝑢=𝑦/𝑥 𝑦 𝑦
1 – cos(𝑢 − 1) = 𝐶𝑥 sin (𝑢 − 1) ⇒ 1 – cos ( − 1) = 𝐶𝑥 sin ( − 1)
𝑥 𝑥

Example 6. Find the general solutions of


𝑑𝑦 −2𝑥+5𝑦
=
𝑑𝑥 2𝑥+𝑦
−2𝑥+5𝑦
Solution: It is easy to check that 𝑓 (𝑥, 𝑦) = is
2𝑥+𝑦
homogeneous;
𝑦
Consider 𝑦 = 𝑢𝑥 ⇒ 𝑢 =
𝑥

We have
−2𝑥+5𝑥𝑢 −2+5𝑢
𝑥𝑢′ + 𝑢 = ( = )
2𝑥+𝑥𝑢 2+𝑢
which can be rewritten as
1 −2+5𝑢
𝑢′ = ( −𝑢)
𝑥 2+𝑢

This is a separable equation.


−4 ln(|𝑢 − 2|) + 3 ln(|𝑢 − 1|) = ln(|𝑥 |) + 𝐶
Back to the function y, we get
−4 ln(|𝑦 − 2𝑥 |) + 3 ln(|𝑦 − 𝑥 |) = 𝐶

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Physics department (2023-2024)
Differential Equations

Exercises:

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Physics department (2023-2024)
Differential Equations

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