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Chapter 02 - ODE04

1. The document discusses first order differential equations including separable, linear, and exact equations. 2. It provides definitions and solution methods for each type of equation, including using integrating factors for linear equations and checking for an exact differential for exact equations. 3. Examples and exercises are presented with full solutions shown for several problems, including using initial conditions to solve linear initial value problems.
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0% found this document useful (0 votes)
123 views15 pages

Chapter 02 - ODE04

1. The document discusses first order differential equations including separable, linear, and exact equations. 2. It provides definitions and solution methods for each type of equation, including using integrating factors for linear equations and checking for an exact differential for exact equations. 3. Examples and exercises are presented with full solutions shown for several problems, including using initial conditions to solve linear initial value problems.
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 2

First Order Differential Equation


(Follows from Dennis G. Zill [1])
2.2 Separable Variables
𝑑𝑦
= 𝑓(𝑥, 𝑦) (2.1)
𝑑𝑥
Definition 2.2.1 Separable Equation
𝑑𝑦
= 𝑔(𝑥 )ℎ(𝑦) (2.2)
𝑑𝑥
For example,
𝑑𝑦
(2.3) = 𝑥 2 𝑦 is a separable equation and
𝑑𝑥
can be solved by separable variables method:
3
𝑑𝑦 𝑑𝑦 𝑥
= 𝑥 2 𝑑𝑥 => ∫ = ∫ 𝑥 2 𝑑𝑥 => ln 𝑦 = + ln 𝑐
𝑦 𝑦 3
𝑥3 𝑦 𝑥3
=> ln 𝑦 − ln 𝑐 = => ln =
3 𝑐 3
𝑦 𝑥3 𝒙𝟑
=> = 𝑒 3 => 𝒚 = 𝒄𝒆 𝟑 
𝑐
𝒅𝒚 𝟐
 𝐁𝐮𝐭 (𝟐. 𝟒) = 𝒙 + 𝒚 𝐢𝐬 𝐚 𝐧𝐨𝐧 𝐬𝐞𝐩𝐞𝐫𝐚𝐛𝐥𝐞 𝐞𝐪𝐮𝐚𝐭𝐢𝐨𝐧,
𝒅𝒙

and cannot be solved by the above method.


1
Example 1 Solve (1 + 𝑥 )𝑑𝑦 − 𝑦𝑑𝑥 = 0
𝑑𝑦 𝑑𝑥
=> (1 + 𝑥 )𝑑𝑦 = 𝑦𝑑𝑥 => =
𝑦 1+𝑥
𝑑𝑦 𝑑𝑥
=> ∫ =∫ => ln|𝑦| = ln|1 + 𝑥 | + ln 𝑐1
𝑦 1+𝑥
|𝑦 | |𝑦 |
ln = ln|1 + 𝑥 | => = |1 + 𝑥 |
𝑐1 𝑐1
𝑦 = ±𝑐1 (1 + 𝑥 ) => 𝑦 = 𝑐 (1 + 𝑥 ) 

Example 2 Example 4
Exercise 2.2
(Zill) 1 – 7, 15 – 17, 23 – 26.

𝑑𝑦
1. = sin 5𝑥
𝑑𝑥

=> 𝑑𝑦 = sin 5𝑥 𝑑𝑥 => ∫ 𝑑𝑦 = ∫ sin 5𝑥 𝑑𝑥

cos 5𝑥
=> 𝑦 = − +𝑐 
5

2
𝑑𝑦
5. 𝑥 = 4𝑦
𝑑𝑥
𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
=> =4 => ∫ = 4∫
𝑦 𝑥 𝑦 𝑥
|𝑦|
=> ln|𝑦| = 4 ln|𝑥 | + ln 𝑐1 => ln = ln|𝑥 |4
𝑐1
=> |𝑦| = 𝑐1 |𝑥 |4 => 𝑦 = ±𝑐1 𝑥 4 => 𝑦 = 𝑐𝑥 4 

𝑑𝑥 2
𝜋
(IVP) 23. = 4(𝑥 + 1), 𝑥( ) = 1
𝑑𝑡 4
𝑑𝑥 𝑑𝑥
=> = 4𝑑𝑡 => ∫ = ∫ 4𝑑𝑡
1 + 𝑥2 1 + 𝑥2

=> tan−1 𝑥 = 4𝑡 + 𝑐 … (𝑖 ) => 𝑥 = tan(4𝑡 + 𝑐 ) … (𝑖𝑖)

𝜋 𝜋
Using i.c. 𝑥 ( ) = 1 in (𝑖), tan−1 1 = 4 + 𝑐
4 4

𝜋 𝜋
=> = 𝜋 + 𝑐 => 𝑐 = −3
4 4
3𝜋
Put the value of c in (ii), 𝑥 = tan (4𝑡 − ) 
4

3
𝑑𝑦
2
(IVP) 25. 𝑥 = 𝑦 − 𝑥𝑦, 𝑦(−1) = −1
𝑑𝑥

𝑑𝑦
2
𝑑𝑦 1−𝑥
=> 𝑥 = 𝑦(1 − 𝑥 ) => = 𝑑𝑥
𝑑𝑥 𝑦 𝑥2

𝑑𝑦 1−𝑥 𝑑𝑦 1 1
∫ = ∫ 2 𝑑𝑥 => ∫ = ∫( 2 − ) 𝑑𝑥
𝑦 𝑥 𝑦 𝑥 𝑥

1 𝑥𝑦 1
=> ln 𝑦 = − − ln 𝑥 + ln 𝑐 => ln =−
𝑥 𝑐 𝑥

𝑥𝑦 −
1 1 −1
=𝑒 𝑥 => 𝑦 = 𝑐 𝑒 𝑥 (𝑖)
𝑐 𝑥

Using I.C., −1 = 𝑐 (−1)𝑒 => 1 = 𝑐𝑒 => c = 𝑒 −1

1
1 −( +1)
Now put the value of c in (𝑖), 𝑦 = 𝑒 𝑥 
𝑥

4
2.3 Linear Equations
Definition 2.3.1 Linear Equations
𝒅𝒚
𝒂𝟏 (𝒙) + 𝒂𝟎 (𝒙)𝒚 = 𝒈(𝒙) (1)
𝒅𝒙
Standard Form
𝑑𝑦
+ 𝑃(𝑥 )𝑦 = 𝑓 (𝑥 ) (2)
𝑑𝑥

Solution method for (1)


1. Write (1) into the standard form (2).
2. From (2), find integrating factor 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝐼(𝑥 ).
3. Multiply both sides of (2) by 𝐼 (𝑥 )
𝑑
=> [𝐼(𝑥 )𝑦] = 𝐼 (𝑥 )𝑓(𝑥)
𝑑𝑥
4. Integrate the above equation: ∫ 𝑑[𝐼(𝑥 )𝑦] = ∫ 𝐼 (𝑥 )𝑓(𝑥) 𝑑𝑥
5. Solve for 𝑦.

Example 1 – 3, 5

Exercise 2.3 1 – 10, 25 – 27

5
Exercise 2.3 Solution
𝑑𝑦
3. + 𝑦 = 𝑒 3𝑥 (1)
𝑑𝑥

Here, 𝑝(𝑥 ) = 1, I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑑𝑥 = 𝑒 𝑥 .


Multiply (1) by I.F. 𝑒 𝑥
𝑑𝑦 𝑑
𝑒𝑥 + 𝑒 𝑥 𝑦 = 𝑒 𝑥 𝑒 3𝑥 [𝑦𝑒 𝑥 ] = 𝑒 4𝑥
=>
𝑑𝑥 𝑑𝑥
𝑥 4𝑥 𝑥
1 4𝑥
=> ∫ 𝑑[𝑦𝑒 ] = ∫ 𝑒 𝑑𝑥 => 𝑦𝑒 = 𝑒 + 𝑐
4
1 3𝑥
=> 𝑦 = 𝑒 + 𝑐𝑒 −𝑥 ; 𝑥 ∈ (−∞, +∞) 
4

𝑑𝑦
9. 𝑥 − 𝑦 = 𝑥 2 sin 𝑥 (1)
𝑑𝑥
𝑑𝑦 𝑦
=> S. F. − = 𝑥 sin 𝑥 (2)
𝑑𝑥 𝑥
1
1 ∫ −𝑥 𝑑𝑥 −1 1
𝑝(𝑥 ) = − 𝑥 , I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 − ln 𝑥 = 𝑒 ln 𝑥 =𝑥

Multiply (2) by I.F. 1/𝑥,


1 𝑑𝑦 𝑦 𝑑 1
− = sin 𝑥 => [𝑦 ] = sin 𝑥
𝑥 𝑑𝑥 𝑥 2 𝑑𝑥 𝑥
1 1
=> ∫ 𝑑 [𝑦 ] = ∫ sin 𝑥 𝑑𝑥 => 𝑦 = − cos 𝑥 + 𝑐
𝑥 𝑥
=> 𝑦 = −𝑥 cos 𝑥 + 𝑐𝑥 ; 𝑥 ∈ (0, ∞) 
6
27. (IVP) 𝑥𝑦 ′ + 𝑦 = 𝑒 𝑥 ; 𝑦(1) = 2

𝑑𝑦 𝑦 𝑒 𝑥
S. F. DE + = (1)
𝑑𝑥 𝑥 𝑥
1
Here, 𝑝(𝑥 ) = ,
𝑥
1
∫𝑥𝑑𝑥
∴ I. F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 ln 𝑥 = 𝑥
Multiply (1) by I.F. 𝑥,
𝑑𝑦 𝑑
𝑥 + 𝑦 = 𝑒𝑥 => [𝑦 𝑥] = 𝑒𝑥
𝑑𝑥 𝑑𝑥

∫ 𝑑[𝑦𝑥 ] = ∫ 𝑒 𝑥 𝑑𝑥 => 𝑦𝑥 = 𝑒 𝑥 + 𝑐

𝑒𝑥 𝑐
=> 𝑦 = + (2)
𝑥 𝑥

Now using the I.V. 𝑦(1) = 𝑒 + 𝑐 = 2 => 𝑐 = 2 − 𝑒


Putting the value of 𝑐 into (2),
𝑒𝑥 2 − 𝑒
𝑦= + ; 𝑥 ∈ (0, ∞) 
𝑥 𝑥

7
2.4 Exact Equations
Examples
𝑦𝑑𝑥 + 𝑥𝑑𝑦 = 0; 𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦 = 0
are exact equations, since the left hand side expressions
are exact differentials, i.e., since,
1
𝑑 (𝑥𝑦) = 𝑦𝑑𝑥 + 𝑥𝑑𝑦; 𝑑 ( 𝑥 3 𝑦 3 ) = 𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦
3

Definition 2.4.0 Exact Differential


A differential expression 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 is an
exact differential in a region R in the 𝑥𝑦-plane, if the
expression can be expressed as a total differential of some
function 𝑓(𝑥, 𝑦) defined in R, i.e. if,
𝑑𝑓(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦.

Definition 2.4.1 Exact Equation


A first order differential equation of the form
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
is said to be an exact equation, if the expression on the
left-hand side is an exact differential.

8
Theorem 2.4.1 Criterion for an Exact Differential
A necessary and sufficient condition that 𝑀(𝑥, 𝑦)𝑑𝑥 +
𝑁(𝑥, 𝑦)𝑑𝑦 be an exact differential is
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

Example 1, 2, 4.
Exercise 2.4 1 – 5, 31 – 33
Solution 2.4
3. (5𝑥 + 4𝑦)𝑑𝑥 + (4𝑥 − 8𝑦 3 )𝑑𝑦 = 0 (0)
𝑀(𝑥, 𝑦) = 5𝑥 + 4𝑦, 𝑁(𝑥, 𝑦) = 4𝑥 − 8𝑦 3
𝜕𝑀 𝜕𝑁
Here, =4=
𝜕𝑦 𝜕𝑥
Therefore, equation (0) is an exact equation.
So, 𝑑𝑓(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 (1)
𝜕𝑓 𝜕𝑓
=> 𝑑𝑥 + 𝑑𝑦 = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑓
=> = 𝑀(𝑥, 𝑦) = 5𝑥 + 4𝑦 (2)
𝜕𝑥
𝜕𝑓
=> = 𝑁(𝑥, 𝑦) = 4𝑥 − 8𝑦 3 (3)
𝜕𝑦

9
Integrating (2) partially w.r.to 𝑥, treating 𝑦 as constant,
5 2
𝑓 (𝑥, 𝑦) = ∫ (5𝑥 + 4𝑦) 𝑑𝑥 = 𝑥 + 4𝑥𝑦 + 𝑔(𝑦) (4)
2
Differentiating (4) partially, w.r.to 𝑦,
𝜕𝑓
= 4𝑥 + 𝑔′ (𝑦) = 𝑁(𝑥, 𝑦) = 4𝑥 − 8𝑦 3 (5)
𝜕𝑦
=> 𝑔′ (𝑦) = −8𝑦 3 => 𝑔(𝑦) = −2𝑦 4
Putting the value of 𝑔(𝑦) into (4),
5 2
𝑓(𝑥, 𝑦) = 𝑥 + 4𝑥𝑦 − 2𝑦 4 (6)
2
Since from (1),
𝑑𝑓(𝑥, 𝑦) = 0 => 𝑓(𝑥, 𝑦) = 𝑐 (const. ),
Therefore, by (6), the solution of the DE (0) is obtained in
implicit form as
5 2
𝑥 + 4𝑥𝑦 − 2𝑦 4 = 𝑐 
2

10
33. 6𝑥𝑦 𝑑𝑥 + (4𝑦 + 9𝑥 2 )𝑑𝑦 = 0 (1)
𝑁𝑥 − 𝑀𝑦 12𝑥 2
𝑀𝑦 = 6𝑥, 𝑁𝑥 = 18𝑥, => 𝑝(𝑦) = = =
𝑀 6𝑥𝑦 𝑦
2
∫ 𝑝(𝑦)𝑑𝑦 ∫𝑦 𝑑𝑦 2
∴ I. F. 𝑒 =𝑒 = 𝑒 2 ln 𝑦 = 𝑒 ln 𝑦 = 𝑦 2
Multiply (1) by I.F. 𝑦 2 ,
𝑃𝑑𝑥 + 𝑄𝑑𝑦 ≡ 6𝑥𝑦 3 𝑑𝑥 + (4𝑦 3 + 9𝑥 2 𝑦 2 )𝑑𝑦 = 0 (2)
𝑃𝑦 = 18𝑥𝑦 2 = 𝑄𝑥
Therefore, equation (2) is an exact equation.
So, 𝑑𝑓(𝑥, 𝑦) = 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄 (𝑥, 𝑦)𝑑𝑦 (3)
𝜕𝑓 𝜕𝑓
=> 𝑑𝑥 + 𝑑𝑦 = 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄(𝑥, 𝑦)𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑓
=> = 𝑃(𝑥, 𝑦) = 6𝑥𝑦 3 (4)
𝜕𝑥
𝜕𝑓
=> = 𝑄 (𝑥, 𝑦) = 4𝑦 3 + 9𝑥 2 𝑦 2 (5)
𝜕𝑦
Integrating (4) partially w.r.to 𝑥, treating 𝑦 as constant,

𝑓(𝑥, 𝑦) = ∫ 6𝑥𝑦 3 𝑑𝑥 = 3𝑥 2 𝑦 3 + 𝑔(𝑦) (6)

Differentiating (6) partially, w.r.to 𝑦,

11
𝜕𝑓
= 9𝑥 2 𝑦 2 + 𝑔′ (𝑦) = 𝑄 (𝑥, 𝑦) = 4𝑦 3 + 9𝑥 2 𝑦 2 (7)
𝜕𝑦
=> 𝑔′ (𝑦) = 4𝑦 3 => 𝑔(𝑦) = 𝑦 4
Putting the value of 𝑔(𝑦) into (6),
𝑓(𝑥, 𝑦) = 3𝑥 2 𝑦 3 + 𝑦 4 (8)
Since from (2) & (3),
𝑑𝑓(𝑥, 𝑦) = 0 => 𝑓(𝑥, 𝑦) = 𝑐 (const. ),
Therefore, by (6), the solution of the DE (1) is obtained in
implicit form as
3𝑥 2 𝑦 3 + 𝑦 4 = 𝑐 

12
2.5 Solutions by Substitutions
Bernoulli’s Equation The differential equation
𝑑𝑦
+ 𝑃(𝑥 )𝑦 = 𝑓 (𝑥 )𝑦 𝑛 , (1)
𝑑𝑥
where 𝑛 is any real number, is called Bernoulli’s equation.
Note that for 𝑛 = 0 and 𝑛 = 1, equation (1) is linear. For
𝑛 ≠ 0 and 𝑛 ≠ 1 the substitution 𝒖 = 𝒚𝟏−𝒏 reduces any
equation of the form to a linear equation.
Example 2.

2.5 Exercise (15 – 25)


2.5 Solutions
𝑑𝑦 1 𝑑𝑦 𝑦 𝑦 −2
15. 𝑥 +𝑦 = 2 (1) => B. E. + = (2)
𝑑𝑥 𝑦 𝑑𝑥 𝑥 𝑥
Here 𝑛 = −2, ∴ we substitute, 𝑢 = 𝑦1−(−2) = 𝑦 3
1 𝑑𝑦 𝑑 1 𝑑𝑢 1 −2 𝑑𝑢
=> 𝑦 = 𝑢3 and = [𝑢3 ] = 𝑢 3 (3)
𝑑𝑥 𝑑𝑢 𝑑𝑥 3 𝑑𝑥
Using (3) into (2),
1 2

1 −2 𝑑𝑢 𝑢3 𝑢 3 𝑑𝑢 3𝑢 3
𝑢 3 + = => + = (4)
3 𝑑𝑥 𝑥 𝑥 𝑑𝑥 𝑥 𝑥
13
Now to solve the S.F. linear DE (4), we find,
3 3
∫𝑥𝑑𝑥
I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 3 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 3
Multiply (4) by I.F. 𝑥 3 ,
𝑑𝑢3
𝑑
𝑥 + 3𝑥 2 𝑢 = 3𝑥 2 => [𝑢𝑥 3 ] = 3𝑥 2
𝑑𝑥 𝑑𝑥

∫ 𝑑 [𝑢𝑥 3 ] = ∫ 3𝑥 2 𝑑𝑥 => 𝑢𝑥 3 = 𝑥 3 + 𝑐
𝑐 3
𝑐
=> 𝑢 = 1 + 3 => 𝑦 = 1 + 3 
𝑥 𝑥

𝑑𝑦
18. 𝑥 − (1 + 𝑥 )𝑦 = 𝑥𝑦 2 (1)
𝑑𝑥
𝑑𝑦 1
=> B. E − ( + 1) 𝑦 = 𝑦 2 (2)
𝑑𝑥 𝑥
1
Here 𝑛 = 2, ∴ we substitute, 𝑢 = 𝑦1−(2) =
𝑦

1 𝑑𝑦 1 𝑑𝑢
=> 𝑦 = and =− 2 (3)
𝑢 𝑑𝑥 𝑢 𝑑𝑥
Using (3) into (2),
1 𝑑𝑢 1 1 1
− − ( + 1) =
𝑢2 𝑑𝑥 𝑥 𝑢 𝑢2
𝑑𝑢 1
=> + ( + 1) 𝑢 = −1 (4)
𝑑𝑥 𝑥
14
1
∫(𝑥+1)𝑑𝑥
I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 ln 𝑥+𝑥 = 𝑒 ln 𝑥 𝑒 𝑥 = 𝑥𝑒 𝑥
Multiply (4) by 𝑥𝑒 𝑥 ,
𝑑𝑢
𝑥𝑒 𝑥 + (𝑒 𝑥 + 𝑥𝑒 𝑥 )𝑢 = −𝑥𝑒 𝑥
𝑑𝑥
𝑑
=> [𝑢𝑥𝑒 𝑥 ] = −𝑥𝑒 𝑥
𝑑𝑥

∫ 𝑑 [𝑢𝑥𝑒 𝑥 ] = ∫ −𝑥𝑒 𝑥 𝑑𝑥 => 𝑢𝑥𝑒 𝑥 = −(𝑥𝑒 𝑥 − 𝑒 𝑥 ) + 𝑐

1 𝑐 1 1 𝑐
𝑢 = ( − 1) + 𝑥 => = − 1 + 𝑥 
𝑥 𝑥𝑒 𝑦 𝑥 𝑥𝑒

1. A First Course in Differential Equations with


Modeling and Applications, (10th Edition),
Author-Dennis G. Zill.

15

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