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MA417 Lecture 3

IIT Bombay

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33 views10 pages

MA417 Lecture 3

IIT Bombay

Uploaded by

Jittu Yadav
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MA-417-ODE

Lecture 3

Debanjana Mitra

Department of Mathematics
Indian Institute of Technology Bombay
Powai, Mumbai - 76

August 2, 2021
Method of solving first order ODE
Separable-Variable:
Homogeneous form: ODE
Exact form: ODE
Seperable-variable
Let I be an interval in R containing t0 and J be an interval in R
containing y0 . Let g ∈ C (I ) and h ∈ C (J) with h(z) 6= 0 for all z ∈ J
(i.e., either h(z) > 0 or h(z) < 0 for all z ∈ J).
Consider the ODE: y 0 (t) = h(y (t))g (t), y (t0 ) = y0 .
y 0 (t)
Step 1. Rewrite the ODE: h(y (t)) = g (t),
y (t0 ) = y0 .
Ru 1
Step 2. Consider the anti-derivatives: H(u) = y0 h(s) ds and
Rt
G (t) = t0 g (s) ds. Note that H(y0 ) = 0 and G (t0 ) = 0.
Step 3. Note that if a solution of the ODE exists, then putting u = y (t),
R y (t) 1
H(y (t)) = y0 h(s) ds. It gives

d y 0 (t) d
(H(y (t)) = H 0 (y (t))y 0 (t) = = G (t).
dt h(y (t)) dt
Step 4 . Thus, the ODE is transformed to an algebraic equation:

H(y (t)) = G (t) + c.

The constant is determined by the initial value: H(y0 ) = G (t0 ) + C


and thus c = 0.
The solution of the ODE is in implicit form satisfying the algebraic
equation:
H(y (t)) = G (t).
If the inverse of H exists and can be obtained by any known function,
then the solution can be written in an explicit form: y (t) = H −1 (G (t)).

t2
Ex. Solve: y 0 (t) = 1−y 2 (t) , y (0) = 1.

Ans: Rewriting the ODE: (1 − y 2 (t))y 0 (t) = t 2 , y (0) = 1. Denoting


Z u Z t
H(u) = (1 − s 2 ) ds, G (t) = s 2 ds,
1 0

we have
y3 t3
H(y ) = y − − 2/3, G (t) = .
3 3
The solution of ODE satisfies H(y (t)) = G (t), i.e.,

y 3 (t) 2 t3
y (t) − − = .
3 3 3
Homogeneous form

Let f : R2 → R be called a homogeneous function of order (or degree)


n ∈ N ∪ {0} if f can be written as

f (λt, λz) = λn f (t, z), forall λ ∈ R, λ 6= 0.

Ex. f (x, y ) = x + y , homogeneous of order 1 and g (x, y ) = x − y ,


x+y
homogeneous of order 1. Now gf (x, y ) = x−y is scale invariant.
(In fact, homogeneous of order 0.)
Let us consider the ODE:

M(t, y (t)) + N(t, y (t))y 0 (t) = 0, y (t0 ) = y0 ,

where N 6= 0 and M and N are homogeneous function of same order n.


Qn. Can the ODE be transformed into a variable-separable form?
Reduced to variable-separable form
Rewrite the ODE: for t 6= 0,

M(t, y (t)) M(1, y (t)/t)


y 0 (t) = − =− .
N(t, y (t)) N(1, y (t)/t)

I Substituting y (t) = tv (t) and thus y 0 (t) = v (t) + tv 0 (t) for t 6= 0.


I Putting this in the ODE:
 M(1, v (t))  y0
tv 0 (t) = − v (t) + , v (t0 ) = .
N(1, v (t)) t0
I The ODE is now variable-separable form in variables t and v (t).

Ex. (y 2 − t 2 )dy + 2tydt = 0, y (1) = 2.


Ex. tan−1 (y /t)(y 2 − t 2 )dt − 2ty log(y /t)dy = 0, the ODE is in
homogeneous form.
Ex. (y 3 − 3t 2 y )dt + 4t 2 y 2 dy = 0, the ODE is not in homogeneous form.
Exact form
Let us consider the ODE:
M(t, y (t)) + N(t, y (t))y 0 (t) = 0, y (t0 ) = y0 ,
where N 6= 0, and M and N are defined on a domain D ⊂ R2 with
(t0 , y0 ) ∈ D.
Definition
The ODE is said to be in Exact form if there exists a differentiable
function φ : D → R such that

∂φ(t, y ) ∂φ(t, y )
= M(t, y ), = N(t, y ), ∀ (t, y ) ∈ D.
∂t ∂y

Remark. Note that if such φ exists then the ODE is reduced to


d
φ(t, y (t)) = 0,
dt
and thus the family of solutions is given by
φ(t, y ) = constant.
The constant can be determined by the initial condition.
Qn. How to check if the ODE is in Exact form.
Refer. Apostol/ Rudin’s book on advanced calculus.
Theorem
Suppose D is a convex/ simply connected (open, connected, without any
hole...) subset of R2 . Let M, N be continuously differentiable functions.
Then the ODE
M(t, y (t)) + N(t, y (t))y 0 (t) = 0,
is Exact if and only if
∂M ∂N
= on D.
∂y ∂t

Remark. In R2 , this results is a version of the result that ‘Curl’ free


vector always can be written as gradient of a potential function, provided
the domain satisfies certain conditions.
Proof of the theorem:
If the ODE is in exact form, i.e., there exists a C 2 function φ : D → R,
such that
∂φ(t, y ) ∂φ(t, y )
= M(t, y ), = N(t, y ), ∀ (t, y ) ∈ D.
∂t ∂y
Then due to the assumptions on M and N and φ, taking partial
derivatives of M with respect to y and partial derivative of N with respect
to t and equating φty = φyt on D, we get that the condition holds:

∂M ∂N
= on D.
∂y ∂t

Conversely, let ∂M
∂y = ∂t
∂N
on D hold. Then using Green’s theorem in
R , we can show the existence of a C 2 function φ (since M and N are
2

continuously differentiable) such that M = φt and N = φy on D.

Ex. Check if the ODE in Exact form. Solve the ODE.


1. 3t(ty − 2)dt + (t 3 + 2y )dy = 0.
2. sin t + t 2 e y y 0 − y 0 = −y cos t − 2te y .
Integrating factor: If the ODE is not in Exact form. It may be possible to
make the ODE in an exact form multiplying the ODE by an integrating
factor. Let µ(t, y ) (6= 0) be an integrating factor such that after
multiplying the ODE with it, the ODE becomes exact:

µ(t, y )M(t, y ) + µ(t, y )N(t, y )y 0 (t) = 0.

Since the ODE is exact,


∂   ∂ 
µ(t, y )M(t, y ) = µ(t, y )N(t, y ) ,
∂y ∂t
i.e., it yields
h ∂M ∂N i h ∂µ ∂µ i
µ − = N −M , on D.
∂y ∂t ∂t ∂y

Few cases, for example assuming further, µ = µ(t) (independent of y ),


the above equation is reduced to a linear ODE of µ and hence easily
solvable:
∂µ h ∂M ∂N i
N = − .
∂t ∂y ∂t

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