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Ode 3

This document discusses methods for solving first order differential equations. It begins by discussing separable equations, where the equation can be written in the form y' = f(x)g(y) and is solved by separating the variables and integrating. It then discusses reducing equations to separable form using substitution or finding the homogeneous form. The document also covers exact equations, where an integrating factor can be found such that the equation can be written as a total differential. Finally, it provides methods for finding integrating factors for non-exact equations, including using known differential formulas.

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54 views5 pages

Ode 3

This document discusses methods for solving first order differential equations. It begins by discussing separable equations, where the equation can be written in the form y' = f(x)g(y) and is solved by separating the variables and integrating. It then discusses reducing equations to separable form using substitution or finding the homogeneous form. The document also covers exact equations, where an integrating factor can be found such that the equation can be written as a total differential. Finally, it provides methods for finding integrating factors for non-exact equations, including using known differential formulas.

Uploaded by

gautamarora250104
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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S.

Ghorai 1

Lecture III
Solution of first order equations
Theorem 1. abd
Proposition 1. abd

1 Separable equations
These are equations of the form
y 0 = f (x)g(y)
Assuing g is nonzero, we divide by g and integrate to find
Z
dy Z
= f (x)dx + C
g(y)
What happens if g(y) becomes zero at a point y = y0 ?
Example 1. xy 0 = y + y 2
Solution: We write this as
Z
dy Z
dx Z
dy Z dy
= +C ⇒ − = ln x + C ⇒ ln y − ln(1 + y) = ln x + C
y + y2 x y 1+y
Note: Strictly speaking, we should write the above solution as
ln |y| − ln |1 + y| = ln |x| + C
When we wrote the solution without the modulas sign, it was (implicitly) assumed
that x > 0, y > 0. This is acceptable for problems in which the solution domain is not
given explicitly. But for some problems, the modulas sign is necessary. For example,
consider the following IVP:
xy 0 = y + y 2 , y(−1) = −2.
Try to solve this.

2 Reduction to separable form


2.1 Substitution method
Let the ODE be
y 0 = F (ax + by + c)
Suppose b 6= 0. Substituting ax + by + c = v reduces the equation to a separable form.
If b = 0, then it is already in separable form.
Example 2. y 0 = (x + y)2
Solution: Let v = x + y. Then we find
v 0 = v 2 + 1 ⇒ tan−1 v = x + C ⇒ x + y = tan(x + C)
S. Ghorai 2

2.2 Homogeneous form


Let the ODE be of the form
y 0 = f (y/x)
In this case, substitution of v = y/x reduces the above ODE to a seprable ODE.
Comment 1: Sometimes, substitution reduces an ODE to the homogeneous form. For
example, if ae 6= bd, then h and k can be chosen so that x = u + h and y = v + k
reduces the following ODE !
0 ax + by + c
y =F
dx + ey + f
to a homeogeneous ODE. What happens if ae = bd?
Comment 2: Also, an ODE of the form
y 0 = y/x + g(x)h(y/x)
can be reduced to the separable form by substituting v = y/x.
Example 3. xyy 0 = y 2 + 2x2 , y(1) = 2
Solution: Substituting v = y/x we find
v + xv 0 = v + 2/v ⇒ y 2 = 2x2 (C + ln x2 )
Using y(1) = 2, we find C = 2. Hence, y = 2x2 (1 + ln x2 )

3 Exact equation
A first order ODE of the form
M (x, y) dx + N (x, y) dy = 0 (1)
is exact if there exits a function u(x, y) such that
∂u ∂u
M= and N = .
∂x ∂y
Then the above ODE can be written as du = 0 and hence the solution becomes u = C.
Theorem 2. Let M and N be defined and continuously differentiable on a rectangle
rectangle R = {(x, y) : |x − x0 | < a, |y − y0 | < b}. Then (1) is exact if and only if
∂M/∂y = ∂N/∂x for all (x, y) ∈ R.
Proof: We shall only prove the necessary part. Assume that (1) is exact. Then there
exits a function u(x, y) such that
∂u ∂u
M= and N = .
∂x ∂y
Since M and N have continuous first partial derivatives, we have
∂M ∂ 2u ∂N ∂ 2u
= and = .
∂y ∂y∂x ∂x ∂x∂y
Now continuity of 2nd partial derivative implies ∂M/∂y = ∂N/∂x.
S. Ghorai 3

Example 4. Solve (2x + sin x tan y)dx − cos x sec2 y dy = 0

Solution: Here M = 2x + sin x tan y and N = − cos x sec2 y. Hence, My = Nx . Hence,


the solution is u = C, where u = x2 − cos x tan y

4 Reduction to exact equation: integrating factor


An integrating factor µ(x, y) is a function such that

M (x, y) dx + N (x, y) dy = 0 (2)

becomes exact on multiplying it by µ. Thus,

µM dx + µN dy = 0

is exact. Hence
∂(µM ) ∂(µN )
= .
∂y ∂x
Comment: If an equation has an integrating factor, then it has infinitely many inte-
grating factors.
Proof: Let µ be an integrating factor. Then

µM dx + µN dy = du

Let g(u) be any continuous function of u. Now multiplying by µg(u), we find


Z u 
µg(u)M dx + µg(u)N dy = g(u)du ⇒ µg(u)M dx + µg(u)N dy = d g(u) du

Thus, Z u
µg(u)M dx + µg(u)N dy = dv, whare v = g(u) du

Hence, µg(u) is an integrating factor. Since, g is arbitrary, there exists an infinite


number of integrating factors.

Example 5. xdy − ydx = 0.

Solution: Clearly 1/x2 is an integrating factor since

xdy − ydx
= 0 ⇒ d(y/x) = 0
x2
Also, 1/xy is an integrating factor since

xdy − ydx
= 0 ⇒ d ln(y/x) = 0
xy

Similarly it can be shown that 1/y 2 , 1/(x2 + y 2 ) etc. are integrating factors.
S. Ghorai 4

4.1 How to find intgrating factor


Theorem 3. If (2) is such that
!
1 ∂M ∂N
−
N ∂y ∂x
is a function of x alone, say F (x), then
R
F dx
µ=e
is a function of x only and is an integrating factor for (2).
Example 6. (xy − 1)dx + (x2 − xy)dy = 0
Solution: Here M = xy − 1 and N = x2 − xy. Also,
!
1 ∂M ∂N 1
− =−
N ∂y ∂x x
Hence, 1/x is an integrting factor. Multiplying by 1/x we find
(xy − 1)dx + (x2 − xy)dy
= 0 ⇒ xy − ln x − y 2 /2 = C
x
Theorem 4. If (2) is such that
!
−1 ∂M ∂N
−
M ∂y ∂x
is a function of y alone, say G(y), then
R
G dy
µ=e
is a function of y only and is an integrating factor for (2).
Example 7. y 3 dx + (xy 2 − 1)dy = 0
Solution: Here M = y 3 and N = xy 2 − 1. Also,
!
1 ∂M ∂N 2
− − =−
M ∂y ∂x y
Hence, 1/y 2 is an integrting factor. Multiplying by 1/y 2 we find
y 3 dx + (xy 2 − 1)dy 1
2
= 0 ⇒ xy + = C
y y
Comment: Sometimes it may be possible to find integrating factor by inspection. For
this, some known differential formulas are useful. Few of these are given below:
!
x ydx − xdy
d =
y y2
y xdy − ydx
 
d =
x x2
d(xy) = xdy + ydx
!
x ydx − xdy
d ln =
y xy
S. Ghorai 5

Example 8. (2x2 y + y)dx + xdy = 0

Obviously, we can write this as

2x2 ydx + (ydx + xdy) = 0 ⇒ 2x2 ydx + d(xy) = 0

Now if we divide this by xy, then the last term remains differential and the first term
also becomes differential:
d(xy)  
2xdx + = 0 ⇒ d x2 + ln(xy) = 0 ⇒ x2 + ln(xy) = C
xy

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