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Diff Eq

differential equation notes for engineering students

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19 views21 pages

Diff Eq

differential equation notes for engineering students

Uploaded by

pelinbarn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chemical Engineering Department

CHAPTER 5. EXACT FIRST-ORDER DIFFERENTIAL


EQUATIONS

COURSE CODE: KMÜ 237


COURSE TITLE: ENGINEERING MATHEMATICS

COURSE TEXTBOOK: Bronson, R., Costa, G., "Schaum's Outlines Differential


Equations" 3rd Ed., McGraw-Hill Companies, USA, 2006
5. EXACT FIRST-ORDER DIFFERENTIAL
EQUATIONS
A differential equation
M ( x, y)dx + N ( x, y)dy = 0

is exact if there exists a function


g ( x, y)
such that
dg ( x, y) = M ( x, y)dx + N ( x, y)dy
TEST FOR EXACTNESS:
If M ( x, y) and N ( x, y) are continuous
functions and have continuous first partial
derivatives on some rectangle of the xy-
plane, then
M ( x, y)dx + N ( x, y)dy = 0
is exact if and only if
¶M ( x, y ) ¶N ( x, y )
=
¶y ¶x
METHOD OF SOLUTION:
To solve equation

M ( x, y)dx + N ( x, y)dy = 0
assuming that it is exact, first solve the
equations
¶g ( x, y ) ¶g ( x, y )
= M ( x, y ) = N ( x, y )
¶x ¶y
for g ( x, y)
The solution to

M ( x, y)dx + N ( x, y)dy = 0
is then given simplicitly by

g ( x, y) = c
where c represents an arbitrary constant.
INTEGRATING FACTOR:
In general, M ( x, y)dx + N ( x, y)dy = 0
is not exact.
Occasionally, it is possible to transform
the equation into an exact differential
equation by a judicious multiplication.
A function
I ( x, y)
is an integrating factor for
M ( x, y)dx + N ( x, y)dy = 0
if the equation
I ( x, y) [M ( x, y )dx + N ( x, y )dy ] = 0
is exact.
A solution to
M ( x, y)dx + N ( x, y)dy = 0
is obtained by solving the exact
differential equation defined by

I ( x, y) [M ( x, y)dx + N ( x, y)dy ] = 0
1 æ ¶M ¶N ö
ç - ÷ º g ( x)
N è ¶y ¶x ø
a function of x alone, then I ( x, y) = e ò g ( x ) dx

1 æ ¶M ¶N ö
ç - ÷ º h( y )
M è ¶y ¶x ø

I ( x, y) = e ò
- h ( y ) dy
a function of y alone, then
M = yf (xy) and N = xg (xy)

then
1
I ( x, y ) =
xM - yN
If
M ( x, y)dx + N ( x, y)dy = 0
İs homogeneous and

Mx + Ny ¹ 0
Then

1
I ( x, y ) =
Mx + Ny
Some of the more common integrating factors
are displayed in Table 4.1
Group of terms Int. Factors Exact dif. dy(x,y)
ydx - xdy 1 xdy - ydx æ yö
- 2 2
= dç ÷
x x èxø

1 xdy - ydx æ yö
ydx - xdy - = d ç ln ÷
xy xy è xø
Example 5.1,5.2
Determine whether the differential equation is exact and solve.

2 xydx + (1 + x )dy = 0
2
Example 5.3
Determine whether the differential equation is exact.

ydx - xdy = 0
Examples
Determine whether the differential equations are exact and solve.

( 3 3
) (
a ) 4 x y - 2 xy dx + 3 x y - x dy = 0
4 2 2
)
( x2
)
b)2 x ye - 1 dx + e dy = 0x2

c)(cos y + y cos x )dx + (sin x - x sin y )dy = 0


Example
Determine whether the differential equation is exact and solve.

(x 2
)
+ y + x dx + xydy = 0
2
Example
Determine whether the differential equation is exact and solve.

(2xy e
4 y 3
) (
+ 2 xy + y dx + x y e - x y - 3x dy = 0
2 4 y 2 2
)
Example
Determine whether the differential equation is exact and solve.

(x 4 4
)
+ y dx - xy dy = 0 3
Example
Determine whether the differential equation is exact and solve.

(2x 3
)
+ 3 y dx + (3x + y - 1)dy = 0
Example
Determine whether the differential equation is exact and solve.

( ) (
y x y + 2 dx + x 2 - 2 x y dy = 0
2 2 2 2
)
Example
Determine whether the differential equation is exact and solve.

(y e
2 xy 2
) (
+ 4 x dx + 2 xye
3 xy 2
)
- 3 y dy = 0
2

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