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Chapter 1 (First Order ODE)

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18 views37 pages

Chapter 1 (First Order ODE)

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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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Classification by type

- Ordinary Differential Equations (ODE)


 Contains one or more dependent variables
 with respect to one independent variable

is the dependent variable


while is the independent
variable
is the dependent variable
while is the independent
variable

Dependent Variable:

Independent Variable:

- Partial Differential Equations (PDE)


 involve one or more dependent variables
 and two or more independent variables

Can you determine which one is the DEPENDENT VARIABLE and which
one is the INDEPENDENT VARIABLES from the following equations ???

Dependent Variable:

Independent Variable:

Dependent Variable:

Independent Variable:

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM 1023

Classification by order / degree

- Order of Differential Equation


 Determined by the highest derivative

- Degree of Differential Equation


 Exponent of the highest derivative

Examples:

a) Order : Degree:

b) Order : Degree:

c) Order : Degree:

d) Order : Degree:

Classification as linear / nonlinear


- Linear Differential Equations
 Dependent variables and their derivative are of degree 1
 Each coefficient depends only on the independent variable
 A DE is linear if it has the form

Examples:
1) 2)

3)

2
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

- Nonlinear Differential Equations


 Dependent variables and their derivatives are not of degree 1

Examples:
1)
Order : Degree:

2)
Order : Degree:

3)
Order : Degree:

Initial & Boundary Value Problems

Initial conditions : will be given on specified given point

Boundary conditions : will be given on some points

Examples :

1) Initial condition

2) Boundary condition

Initial Value Problems (IVP)


Initial Conditions:

Boundary Value Problems (BVP)


Boundary Conditions:

3
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSMJM1023

Solution of a Differential Equation

- General Solutions
 Solution with arbitrary constant depending on the order
of the equation
- Particular Solutions
 Solution that satisfies given boundary or initial conditions

Example:

(1)
Show that the above equation is a solution of the following DE
(2)
Solutions:

Insert (1) and (4) into (2)

Proven that is the solution for the given DE.

EXERCISE:
Show that is the solution of the

following DE

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Forming a Differential Equation

Example 1:

Find the differential equation for

Solution:

Try to eliminate A by,


a) Divide (1) with :

b) (2)+(3) :

Example 2:
Form a suitable DE using
Solutions:

5
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Exercise:
Form a suitable Differential Equation using
Hints:
1. Since there are two constants in the general solution, has to
be differentiated twice.
2. Try to eliminate constant A and B.

6
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

1.2 First Order Ordinary Differential Equations (ODE)

Types of first order ODE

- Separable equation
- Homogenous equation
- Exact equation
- Linear equation
- Bernoulli Equation

1.2.1 Separable Equation

How to identify?

Suppose

Hence this become a SEPARABLE EQUATION if it can be written as

Method of Solution : integrate both sides of equation

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:

Solve the initial value problem

Solution:
i) Separate the functions

ii) Integrate both sides

iii) Use the initial condition given,

iv) Final answer

Note: Some DE may not appear separable initially


but through appropriate substitutions, the DE can be
separable.

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 2:

Show that the DE can be reduced to a separable equation by using

substitution . Then obtain the solution for the original DE.

Solutions:
i) Differentiate both sides of the substitution wrt

ii) Insert (2) and (1) into the DE

iii) Write (3) into separable form

iv) Integrate the separable equation

Final answer :

9
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Exercise:
1) Solve the following equations

a.

b.

c.

d.

2) Using substitution , convert

to a separable equation. Hence solve the original equation.

1.2.2 Homogenous Equation

How to identify?

Suppose , is homogenous if

for every real value of

Method of Solution :

i) Determine whether the equation homogenous or not


ii) Use substitution and in the original DE
iii) Separate the variable and Separable
iv) Integrate both sides equation
v) Use initial condition (if given) to find the constant value method

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:
Determine whether the DE is homogenous or not
a)

b)

Solutions:
a)

b)

11
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 2:

Solve the homogenous equation

Solutions:
i) Rearrange the DE

ii) Test for homogeneity

iii) Substitute and into (1)

iv) Solve the problem using the separable equation method

Final answer :

Note:

Non-homogenous can be reduced to a homogenous


equation by using the right substitution.
12
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 3:
Find the solution for this non-homogenous equation
(1)

by using the following substitutions


(2),(3)
Solutions:
i) Differentiate (2) and (3)

and substitute them into (1),

ii) Test for homogeneity,

iii) Use the substitutions and

iv) Use the separable equation method to solve the problem

Ans:

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

1.2.3 Exact Equation

How to identify?

Suppose ,

Therefore the first order DE is given by

Condition for an exact equation.

Method of Solution (Method 1):

i) Write the DE in the form

And test for the exactness

ii) If the DE is exact, then

(1), (2)

To find , integrate (1) wrt to get


(3)

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

iii) To determine , differentiate (3) wrt to get

iv) Integrate to get


v) Replace into (3). If there is any initial conditions given,
substitute the condition into the solution.
vi) Write down the solution in the form
, where A is a constant

Method of Solution (Method 2):

i) Write the DE in the form

And test for the exactness

ii) If the DE is exact, then

(1), (2)

iii) To find from , integrate (1) wrt to get


(3)

iv) To find from , integrate (2) wrt to get


(4)

v) Compare and to get value for and .


vii) Replace into (3) OR into (4).
viii) If there are any initial conditions given, substitute the conditions into
the solution.
ix) Write down the solution in the form

, where A is a constant

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:

Solve
Solution (Method 1):
i) Check the exactness

ii) Find

To find , integrate either (1) or (2), let’s say we take (1)

iii) Now we differentiate (3) wrt to compare with

Now, let’s compare (4) with (2)

iv) Find

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

v) Now that we found , our new should looks like this

vi) Write the solution in the form

Final answer:

Exercise :
Try to solve Example 1 by using Method 2

Note:

Some non-exact equation can be turned into exact equation


by multiplying it with an integrating factor.
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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 2:

Show that the following equation is not exact. By using integrating factor, , solve the
equation.
Solution:
i) Show that it is not exact

ii) Multiply into the DE to make the equation exact

iii) Check the exactness again

iv) Find

To find , integrate either (1) or (2), let’s say we take (2)

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

v) Find

Now, let’s compare (4) with (1)

vi) Write

Final answer : , where

Exercises :
1. Try solving Example 2 by using method 2.
2. Determine whether the following equation is exact. If it is, then solve it.
a.
b.
c.
3. Given the differential equation

i. Show that the differential equation is exact. Hence, solve the differential
equation by the method of exact equation.
ii. Show that the differential equation is homogeneous. Hence, solve the
differential equation by the method of homogeneous equation. Check the
answer with 3i.

19
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

1.2.4 Linear First Order Differential Equation

How to identify?

The general form of the first order linear DE is given by

When the above equation is divided by ,

(1)

NOTE:
Where and
Must be here!!
Method of Solution :

i) Determine the value of dan such the the coefficient


of is 1.
ii) Calculate the integrating factor,

iii) Write the equation in the form of

iv) The general solution is given by

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:

Solve this first order DE

Solution:
i) Determine and

ii) Find integrating factor,

iii) Write down the equation

iv) Final answer

Note:

Non-linear DE can be converted into linear DE by using the


right substitution.
21
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 2:

Using , convert the following non-linear DE into linear DE.

Solve the linear equation.


Solutions:

i) Differentiate to get and replace into the non-linear equation.

ii) Change the equation into the general form of linear equation & determine
and

iii) Find the integrating factor,

iv) Find

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

v) Use the initial condition given, .

1.2.5 Equations of the form

How to identify?

When the DE is in the form

(1)

use substitution

(2)

to turn the DE into a separable equation

Method of Solution :

i) Differentiate ( 2 ) wrt ( to get )

(3)

ii) Replace ( 3 ) into ( 1 )


iii) Solve using the separable equation solution

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:

Solve

Solution:
i) Write the equation as a function of

ii) Let and differentiate it to get

iii) Replace ( 2 ) into ( 1 )

iv) Solve using the separable equation solution

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

1.2.6 Bernoulli Equation

How to identify?

The general form of the Bernoulli equation is given by

(1)

where

To reduce the equation to a linear equation, use substitution

(2)
Method of Solution :

iv) Divide ( 1 ) with

(3)

v) Differentiate ( 2 ) wrt ( to get )

(4)

vi) Replace ( 4 ) into ( 3 )

vii) Solve using the linear equation solution


Find integrating factor,
Solve

25
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:

Solve
(1)

Solutions:
i) Determine
ii) Divide ( 1 ) with

iii) Using substitution,

iv) Replace ( 3 ) into ( 2 ) and write into linear equation form

v) Find the integrating factor

vi) Solve the problem

vii) Since

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Exercise: Answer:

1.

2.

3.

4.

5.

6. Given the differential equation,


2x4 y dy (4x3 y2 x3)dx 0.
Show that the equation is exact. Hence solve it.
7. The equation in Question 6 can be rewritten as a Bernoulli equation,

2 x dy 4 y 1.
dx y
By using the substitution z y 2 , solve this equation. Check the answer with
Question 6.

27
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

1.3 Applications of the First Order ODE

The Newton’s Law of Cooling

The Newton’s Law of Cooling is given by the following equation

Where
is a constant of proportionality
is the constant temperature of the surrounding medium Do you know
what type of DE
General Solution is this?

Q1: Find the solution for


It is a separable equation. Therefore

Q2: Find when

Q3: Find . Given that

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Example 1:
According to Newton’s Law of Cooling, the rate of change of the temperature satisfies

Where is the ambient temperature, is a constant and is time in minutes. When object
is placed in room with temperature C, it was found that the temperature of the object
drops from 9 C to C in 30 minutes. Then determine the temperature of an object after
20 minutes.

Solution:
i) Determine all the information given.
Room temperature = C
When
When

Question: Temperature after 20 minutes,

ii) Find the solution for

iii) Use the conditions given to find and

iv)

29
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Exercise:
1. A pitcher of buttermilk initially at 25:C is to be cooled by setting
it on the front porch, where the temperature is . Suppose
that the temperature of the buttermilk has dropped to after
20 minutes. When will it be at ?

2. Just before midday the body of an apparent homicide victim is


found in a room that is kept at a constant temperature of 70:F.
At 12 noon, the temperature of the body is 80:F and at 1pm it is
75:F. Assume that the temperature of the body at the time of
death was 98.6:F and that it has cooled in accord with Newton’s
Law. What was the time of death?

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Natural Growth and Decay

The differential equation


Do you know
what type of DE
Where is this?
is a constant
is the size of population / number of dollars / amount of
radioactive

The problems:
1. Population Growth
2. Compound Interest
3. Radioactive Decay
4. Drug Elimination

Example 1:
A certain city had a population of 25000 in 1960 and a population of 30000 in 1970. Assume
that its population will continue to grow exponentially at a constant rate. What populations
can its city planners expect in the year 2000?

Solution:
1) Extract the information

2) Solve the DE

Separate the equation and integrate

31
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

3) Use the initial & boundary conditions

Exercise:
1) (Compounded Interest) Upon the birth of their first child, a couple
deposited RM5000 in an account that pays 8% interest compounded
continuously. The interest payments are allowed to accumulate. How
much will the account contain on the child’s eighteenth birthday? (ANS:
RM21103.48)

2) (Drug elimination) Suppose that sodium pentobarbitol is used to


anesthetize a dog. The dog is anesthetized when its bloodstream contains
at least 45mg of sodium pentobarbitol per kg of the dog’s body weight.
Suppose also that sodium pentobarbitol is eliminated exponentially from
the dog’s bloodstream, with a half-life of 5 hours. What single dose should
be administered in order to anesthetize a 50-kg dog for 1 hour? (ANS: 2585
mg)

3) (Half-life Radioactive Decay) A breeder reactor converts relatively stable


uranium 238 into the isotope plutonium 239. After 15 years, it is
determined that 0.043% of the initial amount of plutonium has
disintegrated. Find the half-life of this isotope if the rate of disintegration is
proportional to the amount remaining. (ANS: 24180 years)

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Electric Circuits - RC

Given that the DE for an RL-circuit is


Do you know
Where what type of DE
is the voltage source is this?
is the inductance
is the resistance

CASE 1 : (constant)

(1)

i) Write in the linear equation form

ii) Find the integrating factor,

iii) Write down the equation as follows

iv) Integrate the equation to find

33
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

CASE 2 : or

Consider , the DE can be written as

i) Write into the linear equation form and determine and

ii) Find integrating factor,

iii) Write down the equation with the integrating factor

iv) Integrate the equation to find

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Exercise:
1) A 30-volt electromotive force is applied to an LR series circuit in which
the inductance is 0.1 henry and the resistance is 15 ohms. Find the
curve if . Determine the current as .

2) An electromotive force

is applied to an LR series circuit in which the inductance is 20 henries


and the resistance is 2 ohms. Find the current if .

35
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

Vertical Motion – Newton’s Second Law of Motion

The Newton’s Second Law of Motion is given by

Where
is the external force
is the mass of the body
is the velocity of the body with the same direction with
is the time

Example 1:
A particle moves vertically under the force of gravity against air resistance , where is a
constant. The velocity at any time is given by the differential equation

If the particle starts off from rest, show that

Such that . Then find the velocity as the time approaches infinity.
Solution:
i) Extract the information from the question

ii) Separate the DE

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SMJM1023

iii) Integrate the above equation

iv) Use the initial condition,

v) Rearrange the equation

vi) Find the velocity as the time approaches infinity.

37

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