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Difeq

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0% found this document useful (0 votes)
32 views16 pages

Difeq

Uploaded by

eren
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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Exact Equations

Consider
dy
M(x, y) + N(x, y) =0
dx
or equivalently
M(x, y) dx + N(x, y) dy = 0
∂M ∂N
This equation is said to be exact if =
∂y ∂x
To solve an exact eq. we find a potential function F(x, y) such that
∂F ∂F
= M and =N
∂x ∂y
Using this function the exact equation
M dx + N dy = 0

becomes Fx dx + Fy dy = 0

which is dF = 0

hence F(x, y) = c defines the general solution implicitly.


. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Find the general solution of the D.E. (2x + y) dx + (2y + x + 3) dy = 0
Solution (2x + y) dx + (2y + x + 3) dy = 0
| {z } | {z }
 M N

My = 1 
My = Nx ⇒ the eq. is exact

Nx = 1 
We will find a potential function F(x, y) such that Fx = M and Fy = N
Fx = M ⇒ Fx = 2x + y

⇒ F = x2 + xy + h(y)

Fy = N ⇒ 0 + x + h′ (y) = 2y + x + 3

⇒ h′ (y) = 2y + 3
Z
⇒ h(y) = 2y + 3 dy = y2 + 3y + c
 
F(x, y) = x2 + xy + y2 + 3y + c is a potential function for any value of the constant c.

We can choose for example c = 0. Then

F(x, y) = x2 + xy + y2 + 3y is a potential function so


x2 + xy + y2 + 3y = C defines the general solution
.
implicitly.
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Remark: To find F(x, y) we can start with any of the two conditions
Fx = M and Fy = N. For example, in the previous solution we could
start with Fy = N and obtain the same potential function
Fy = N ⇒ Fy = 2y + x + 3

⇒ F = y2 + xy + 3y + h(x)

Fx = M ⇒ 0 + y + 0 + h′ (x) = 2x + y

⇒ h′ (x) = 2x
Z
⇒ h(x) = 2x dx = x2 + c
F(x, y) = y + xy + 3y + x2
2
is a potential function so
2 2
y + xy + 3y + x = C defines the general solution implicitly.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Find the solution
 3 of  the I.V.P.
x dy
4x − x2 y − + 2y = 0 , y(3) = 2
3 dx
 3 
x
Solution 2
(4x − x y) dx + − − 2y dy = 0
| {z } 3
M | {z }
 N

My = −x2 
My = Nx ⇒ the eq. is exact

Nx = −x2 
Find F(x, y) such that Fx = M and Fy = N
Fx = M ⇒ Fx =4x − x2 y
x3
⇒ F = 2x2 − y + h(y)
3
x3 ′ x3
Fy = N ⇒ − + h (y) = − − 2y
3 3
⇒ h′ (y) = −2y
Z
⇒ h(y) = −2y dy = −y2 + c
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
x3 y
F(x, y) = 2x2 − − y2 is a potential function so
3
x3 y
2x2 − − y2 = C defines the general solution implicitly.
3
33 · 2
y(3) = 2 ⇒ 2 · 32 − − 22 = C ⇒ C = −4
3
x3 y
2x2 − − y2 = −4 defines the solution of the I.V.P. implicitly.
3

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Integrating Factors
Suppose that M(x, y) dx + N(x, y) dy = 0 is not exact. We will try to
find an integrating factor µ(x, y) such that

µ · M dx + µ · N dy = 0 is exact
| {z } | {z }
m n

Exactness ⇒ m y = nx

⇒ µy · M + µ · My = µx · N + µ · Nx

µ must satisfy this P.D.E.


We will consider two simple cases:
Case 1: Assume that µ = µ(x) is a function of x only
⇒ 0 · M + µ · My = µ′ · N + µ · Nx
µ′ My − Nx
⇒ =
µ N
no y terms on the left hand side ⇒ right hand side must be independent of y
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Therefore,
My − Nx
if is independent of y then we can find an integrating
N
µ′ My − Nx
factor µ(x) by integrating =

µ N 
∫ µ′ ∫ M −N ∫ M −N ∫ My −Nx
y x y x dx
 dx = dx ⇒ ln |µ| = dx ⇒ µ(x) = e N is an integrating factor
µ N N

Case 2: Assume that µ = µ(y) is a function of y only


⇒ µ′ · M + µ · My = 0 · N + µ · Nx
µ′ Nx − My
⇒ =
µ M
no x terms on the left hand side ⇒ right hand side must be independent of x
Therefore,
Nx − My
if is independent of x then we can find an integrating
M
µ′ Nx − My
factor µ(y) by integrating =

µ M 
∫ µ′ ∫ N −M ∫ N −M ∫ Nx −My
x y x y dy
 dy = dy ⇒ ln |µ| = dy ⇒ µ(y) = e M is an integrating factor
µ M M

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Find the general solution of the D.E.
(5x2 y2 + 4x − 3y3 ) dx + (2x3 y − 3xy2 ) dy = 0
Solution (5x2 y2 + 4x − 3y3 ) dx + (2x3 y − 3xy2 ) dy = 0
| {z } | {z }
M N

My = 10x2 y − 9y2 
My ̸= Nx ⇒ the eq. is not exact

Nx = 6x2 y − 3y2 

My − Nx 10x2 y − 9y2 − (6x2 y − 3y2 ) 4x2 y − 6y2 2y(2x2 − 3y) 2


= = 3 = =
N 2x y − 3xy
3 2 2x y − 3xy 2 xy(2x2 − 3y) x
is independent of y so there is an integrating factor µ(x) satisfying:
Z ′ Z
µ′ 2 µ 2
= ⇒ dx = dx
µ x µ x
 
we try to find the simplest integrating factor so we
⇒ ln µ = 2 ln x  don’t use absolute value and we choose integration

constant to be zero

2
⇒ µ(x) = x

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Multiply the D.E. by µ(x) = x2
(5x4 y2 + 4x3 − 3x2 y3 ) dx + (2x5 y − 3x3 y2 ) dy = 0 is exact(my = 10x4 y − 9x2 y2 = nx )
| {z } | {z }
m n

Find F(x, y) such that Fx = m and Fy = n


Fx = m ⇒ Fx = 5x4 y2 + 4x3 − 3x2 y3

⇒ F = x5 y2 + x4 − x3 y3 + h(y)

Fy = n ⇒ 2x5 y − 3x3 y2 + h′ (y) = 2x5 y − 3x3 y2

⇒ h′ (y) = 0 ⇒ h(y) = c

F(x, y) = x5 y2 + x4 − x3 y3 is a potential function so

x5 y2 + x4 − x3 y3 = C defines the general solution implicitly.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Find the solution of the I.V.P. y dx + (y − x) dy = 0 , y(2) = −1
 
y
dy x
exercise: = y (homogeneous eq.)
dx 1−
x

Solution y dx + (y − x) dy = 0
|{z} | {z }

M N


My = 1
̸ Nx ⇒ the eq. is not exact
My =

Nx = −1 

My − Nx 2
= is not independent of y.
N y−x
Nx − My −2
= is independent of x so there is an integrating factor µ(y)
M y
satisfying:
Z ′ Z
µ′ −2 µ −2
= ⇒ dy = dy
µ y µ y
⇒ ln µ = −2 ln y

⇒ µ(y) = y−2
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Multiply 
the D.E. by µ(y) = y−2
−1 −1 −2
y dx + y − xy dy = 0 is exact (my = −y−2 = nx )
|{z} | {z }
m
n

Find F(x, y) such that Fx = m and Fy = n


Fx = m ⇒ Fx = y−1

⇒ F = xy−1 + h(y)

Fy = n ⇒ −xy−2 + h′ (y) = y−1 − xy−2

⇒ h′ (y) = y−1
Z
⇒ h(y) = y−1 dy = ln |y| + c

F(x, y) = xy−1 + ln |y| is a potential function so


xy−1 + ln |y| = C defines the general solution implicitly.
y(2) = −1 ⇒ − 2 + ln 1 = C ⇒ C = −2

xy−1 + ln |y| = −2 defines the solution of the I.V.P. implicitly.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Existence-Uniqueness Theorem for First Order ODE’s
Theorem
(E-U thm for first order linear ODE’s) y′ + p(t) · y = g(t) , y(t0 ) = A
If the functions p and g are continuous on an open interval I = (a, b)
containing the point t = t0 , then there exists a unique function
y = ϕ(t) that satisfies the D.E. for each t ∈ I and also satisfies the
initial condition where A is any prescribed initial value.
Example
Use existence-uniqueness theorem to find an interval in which the
I.V.P. ty′ + 3y = 6t3 , y(1) = 2 has a unique solution.
Solution y′ + 3 y = 6t2
t
3
g(t) = 6t is continuous for all t ∈ R and p(t) = is continuous for all
2
t
t ∈ R − {0}.
0
1

Both p and g are continuous on (0, ∞) which contains the point t = 1


so by E-U thm there exists a unique solution of the initial value
problem defined on the interval (0, ∞) . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Use existence-uniqueness theorem to find an interval in which the
I.V.P. ty′ + 3y = 6t3 , y(−1) = 2 has a unique solution.

Solution 3
y′ + y = 6t2
t
3
g(t) = 6t2 is continuous for all t ∈ R and p(t) = is continuous for all
t
t ∈ R − {0}.
0
−1

Both p and g are continuous on (−∞, 0) which contains the point


t = −1 so by E-U thm there exists a unique solution of the initial
value problem defined on the interval (−∞, 0)

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Existence-Uniqueness Theorem for First Order ODE’s

Theorem
(E-U thm for general first order ODE’s) y′ = f(t, y) , y(t0 ) = A
∂f
Let the functions f and be continuous in some rectangle
∂y
a < t < b , c < y < d containing the point (t0 , A). Then, in some
interval t0 − h < t < t0 + h contained in a < t < b, there exists a
unique solution y = ϕ(t) of the initial value problem.
y

d (t0 , A)

t
a b

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Apply the existence-uniqueness theorem to the I.V.P.
dy t+1
= , y(0) = −1
dt 2(y − 1)

Solution t+1 ∂f −t − 1
f(t, y) = , (t, y) =
2(y − 1) ∂y 2(y − 1)2
Both f and fy are continuous everywhere except on the line y = 1.
y

y=1
t
(0, −1)

It is possible to find an open rectangle containing the point (0, −1) on


which both f and fy are continuous. So by E-U thm there exists a
unique solution of the initial value problem defined on an interval
about t = 0

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
Apply the existence-uniqueness theorem to the I.V.P.
dy t+1
= , y(0) = 1
dt 2(y − 1)

Solution t+1 ∂f −t − 1
f(t, y) = , (t, y) =
2(y − 1) ∂y 2(y − 1)2
Both f and fy are continuous everywhere except on the line y = 1.
y

(0, 1)
y=1
t

It is not possible to find an open rectangle containing the point (0, 1)


on which both f and fy are continuous. So E-U thm gives no
information.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

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