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Lecture 3

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19 views

Lecture 3

Uploaded by

umut aydın
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EEF 210E

DIFFERENTIAL EQUATIONS

LECTURE 3
Homogeneous Equations
Consider

If the right hand side of this equation can be expressed as


function of the ratio only, then the equation is said to be
homogeneous.
Such equations can be transformed into separable equations by
a change of the dependent variable.

 This topic is discussed at the problems part of Section 2.2 (Boyce,


DiPrima)
Example

Homogeneous Equation

Define:
Example

Homogeneous Equation

Define:
Example

Homogeneous Equation

Define:
Example

Homogeneous
Equation

Define:
Example

Homogeneous
Equation

Define:
This solution is valid for:
Check these points specifically:
1)

2)

3)

The solution is:


Example
Homogeneous

Substitute:
Check the case: Y=-X

is a solution
Bernoulli Equation
• Sometimes it is possible to solve a nonlinear equation by
making a change of the dependent variable that converts it
into a linear equation.
• The most important such equation has the form

and is called a Bernoulli equation after Jakob Bernoulli.


• The substitution reduces Bernoulli’s equation to a
• linear equation. This method of solution was found by Leibniz
in 1696.
Riccati Equation
• Riccati Equation is any first order differential equation
that is quadratic in the unknown function.

where and

 If , it is called a Bernoulli equation.


 If , it is a first order linear equation.
Solving a Riccati Equation
• To solve a Riccati equation, we must know one particular
solution of it,
• The general solution is obtained as:
• Substitute it into the Riccati equation

• is a solution, so:
• It follows that:
or
which is a Bernoulli equation.
The substitution needed to solve this Bernoulli equation is:

This yields:

which is a first order, linear equation.


Example
Example
Example
Linear
2.4 Differences Between Linear and Nonlinear Equations
Existence and Uniqueness of Solutions
Consider the following initial value problem:

There are three basic questions to be answered:


1) Is there a solution?
2) Is the solution unique?
3) On what interval is the solution defined?
Differential Equations

Linear Non-linear
There is a general solution formula There is no general solution formula.
and it gives the answers to these It is more difficult to answer these
questions questions
For linear differential equations

This theorem proves both the existence and uniqueness


of the solutions.
In addition, it states that the solution exists throughout any interval I
containing the initial point in which the coefficients p and g
are continuous.
That is, the solution can be discontinuous or fail to exist only at points
where at least one of p and g is discontinuous.
Proof:
For linear first order differential equations we have found the
solution as:
and
IF are both continuous

With the initial conditions:

where
For nonlinear differential equations

Note that this theorem does not necessarily indicate the interval of existence.
Theorem 2.4.1 and Theorem 2.4.2 show that the graphs of two solutions
cannot intersect each other.
Example Use Theorem 2.4.1 to find an interval in which the initial
value problem

has a unique solution.

 g is continuous for all t,


 p is continuous only for t < 0 or for t > 0.
 The interval t > 0 contains the initial point.
 Therefore, Theorem 2.4.1 guarantees that the problem has a unique
solution on the interval
 If we change the initial condition to
 Then Theorem 2.4.1 asserts the existence of a unique solution for t < 0.
 There exists a unique solution on the interval
Example Consider the initial value problem:

It is a nonlinear differential equation, so we must apply Thm 2.4.2.

• Each of these functions is continuous everywhere except on the line


y = 1.
• Consequently, a rectangle can be drawn about the initial point (0,−1)
in which both f and ∂f /∂y are continuous.
• Therefore, Theorem 2.4.2 guarantees that the initial value problem
has a unique solution in some interval about x = 0.
• However, even though the rectangle can be stretched infinitely far in
both the positive and the negative x directions, this does not
necessarily mean that the solution exists for all x.
• Now suppose we change the initial condition to y(0) = 1.
• The initial point now lies on the line y = 1, so no rectangle can be
drawn about it within which f and ∂f /∂y are continuous.
• Consequently,Theorem 2.4.2 says nothing about possible solutions
of this modified problem.
• The solution can be found as:

• Hypothesis of Theorem 2.4.2. are not satisfied and the solution is


not unique.
Example Solve the initial value problem

and determine the interval in which the solution exists.


Theorem 2.4.2 guarantees that this problem has a unique
solution since:

To satisfy the initial condition, we must choose

The solution becomes unbounded as t → 1; therefore, the


solution exists only in the interval
There is no indication from the differential equation itself, however,
that the point t = 1 is in any way remarkable.
If the initial condition is replaced by, then

y becomes unbounded as

If the solution exists for

If the solution exists for

 Singularities of the solution depends on the initial conditions as


well as the differential equation.
Example
Example

Where in the t-y plane are the hypothesis of Theorem 2.4.2.


satisfied?
Homework

 Study: Section 2.3 Modelling with First Order Equations


on pg. 51.

 Study: Section 2.8 The Existence and Uniqueness


Theorem

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