Thanks to visit codestin.com
Credit goes to www.scribd.com

0% found this document useful (0 votes)
36 views15 pages

Lecture Notes 9 5

The document discusses solutions to elementary and separable differential equations. Elementary equations have solutions that are the antiderivative of the equation. Separable equations can be solved by separating variables and integrating both sides. Examples are given of exponential growth, limited growth, and logistic growth models and their corresponding differential equations.

Uploaded by

chubbybookish
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
0% found this document useful (0 votes)
36 views15 pages

Lecture Notes 9 5

The document discusses solutions to elementary and separable differential equations. Elementary equations have solutions that are the antiderivative of the equation. Separable equations can be solved by separating variables and integrating both sides. Examples are given of exponential growth, limited growth, and logistic growth models and their corresponding differential equations.

Uploaded by

chubbybookish
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
You are on page 1/ 15

Chapter 10

Differential Equations

10.1 Solutions to Elementary and Separable Dif-


ferential Equations
Remember the general solution to (elementary) differential equation

dy
= g(x)
dx
is the antiderivative G(x)
Z
y= g(x) dx = G(x) + C.

With the addition of a initial (boundary) condition, y(x0 ) at x = x0 , the elementary


differential equation becomes an initial value problem which has a particular solu-
tion where a “particular” constant C can be identified. A second but slightly more
sophisticated class of differential equations, separable differential equations,

dy p(x)
= ,
dx q(y)

have (general) solution


Z Z
q(y) dy = p(x) dx, or Q(y) = P (x) + C,

where, again, with an initial condition, y(x0 ) at x = x0 , a particular solution can


be identified. Examples of separable differential equations and their solutions include
the previously discussed exponential growth (decay), limited growth and logistic growth
models, given in the figure and table below,

167
168 Chapter 10. Differential Equations (LECTURE NOTES 9)

y y y
decay growth N N
-kx
y = N - (N - y0 ) e y = N / (1 + b e-kx )
kx y0 y0
y = y0 e ,k>0 y0 y = y0 e kx , k<0

x x x

exponential growth (decay) limited growth logistic growth


Figure 10.1 (Examples of separable differential equations)

differential equation, initial condition solution


dy
exponential growth (decay) dx
= ky, y(0) = y0 y = y0 eky
dy
limited growth dx
= k(N
 − y),
 y(0) = y0 y = N − (N − y0 )e−kt
dy y N N −y0
logistic growth dx
= k 1 − N y, y(0) = y0 y = 1+be −kt , b = y0

where, if k > 0, then k is a growth constant and y is an exponential growth function


and if k < 0, then k is a decay constant and y is an exponential decay function and
N is the carrying (limiting) capacity.

Exercise 10.1 (Solutions to Elementary and Separable Differential Equa-


tions)
dy
1. Elementary differential equation, dx
= 3x

(a) General Solution.


dy
Solve dx = 3x for y.
dy
Since dx = 3x could be rewritten as

dy = 3x dx
Z Z
dy = 3x dy integrate both sides

1 1+1
y = 3· x +C
1+1

or (i) y = 3x2 + C (ii) y = 23 x2 + C (iii) y = 52 x2 + C

(b) Verify the Solution.


dy
Verify general solution of dx = 3x is y = 23 x2 + C.
Plug y = 23 x2 + C into the left side of dx
dy
= 3x,

d d 3 2
 
(y) = x +C =
dx dx 2
Section 1. Solutions to Elementary and Separable Differential Equations (LECTURE NOTES 9)169

(i) 23 x (ii) 52 x (iii) 3x


dy
which equals right side of dx
= 3x, so solution is verified.

(c) Particular Solution.


dy
Solve dx = 3x for y at (x, y) = (1, 2).
Since y = 23 x2 + C,
3
2 = (1)2 + C since x = 1, y = 2
2
1 3 5
or C = (i) 2
(ii) 2
(iii) 2

and so the particular solution in this case is y = 32 x2 + C =


(i) y = 3x2 + 12 (ii) y = 23 x2 + 21 (iii) y = 52 x2 + 21

(d) Particular Solution, Different Notation.


Solve f ′ (x) = 3x, given f (1) = 2.
dy
Since f ′ (x) = 3x is just dx = 3x, particular solution is still
(i) f (x) = 3x + 2 (ii) f (x) = 32 x2 + 21 (iii) f (x) = 25 x2 +
2 1 1
2

(e) Another Particular Solution.


dy
Solve dx = 3x for y at (x, y) = (1, 3).
Since y = 23 x2 + C,
3
3 = (1)2 + C
2
1 3 5
or C = (i) 2 (ii) 2 (iii) 2

so particular solution in this case is y = 32 x2 + C =


(i) y = 32 x2 − 21 (ii) y = 23 x2 + 12 (iii) y = 23 x2 + 3
2

dy
(f) Graphs of dx = 3x.
There are/is (i) one (ii) many curves/graphs associated with differential
dy
equation dx = 3x, as shown in the picture below.
y = (3/2)x 2+ 3/2
y = (3/2)x 2- 1/2
y
(1,3)

(1,2)
y = (3/2)x 2+ 1/2

dy
Figure 10.2 ( dx = 3x or, equivalently, f (x) = 23 x2 + C)
170 Chapter 10. Differential Equations (LECTURE NOTES 9)

dy
2. Elementary differential equation, dx
− x = 3x2

(a) General Solution.


dy
Solve dx − x = 3x2 for y.
dy dy
Since dx − x = 3x2 , or dx = x + 3x2 could be rewritten as

dy = (x + 3x2 ) dx
Z Z
dy = (x + 3x2 ) dy integrate both sides

1 1 2+1
y = 1· x1+1 + 3 · x +C
1+1 2+1

or (i) y = 12 x2 + C (ii) y = 21 x2 + x3 + C (iii) y = x3 + C

(b) Particular Solution.


dy
Solve dx − x = 3x2 , given f (1) = 2.
Since y = 12 x2 + x3 + C,

1
2 = (1)2 + (1)3 + C since x = 1, y = 2
2
1 3 5
or C = (i) 2
(ii) 2
(iii) 2

and so the particular solution in this case is y = 12 x2 + x3 + C =


(i) y = 12 x2 + x3 + 21 (ii) y = 23 x2 + 21 (iii) y = x3 + 21

dy
3. Separable differential equation, dx
= xy

(a) General Solution.


dy
Solve dx = xy for y.
Since
dy
= xy
dx
dy = xy dx
1
dy = x dx separation of variables
y
1
Z Z
dy = x dx
y
1 1+1
ln y = x +C
1+1
1 2
eln y = e 2 x +C
Section 1. Solutions to Elementary and Separable Differential Equations (LECTURE NOTES 9)171

1 2 1 2 1 3
so (i) y = e 2 x eC = M e 2 x (ii) y = M 2 e 2 x

(b) Verify the Solution.


1 2
d
Verify the general solution of dx (y) = xy is y = Me 2 x .
1 2 d
Plug y = Me 2 x into left side of dx (y) = xy,
d d  1 2
 1 1 2
(y) = Me 2 x = M · · 2x2−1 · e 2 x =
dx dx 2
1 2 1 2 1 2
(i) M e 2 x (ii) xe 2 x (iii) M xe 2 x
1 2 d
Plug y = Me 2 x into the right side of dx
(y) = xy,
1
 2

x(y) = x Me 2 x =
1 2 1 2 1 2
(i) M e 2 x (ii) xe 2 x (iii) M xe 2 x
and so since the left side equals the right side, we have verified the solution.

(c) Particular Solution.


dy
Solve dx = xy for y at (x, y) = (1, 3).
1 2
Since y = Me 2 x ,
1 2
3 = Me 2 (1) since x = 1, y = 3
and so
1 1 1
M = (i) e− 2 (ii) 3e− 2 (iii) 3e 2
1 2 1 1 2 1 1 2 1 1 2
and so y = Me 2 x = (i) e− 2 e 2 x (ii) 3e− 2 e 2 x (iii) 3e 2 e 2 x

dy x3
4. Separable differential equation, dx
= y
dy x3
Since dx
= y
= x3 · y1 ,

1
dy = x3 ·dx
y
y dy = x3 dx separation of variables
Z Z
y dy = x3 dx
1 1+1 1
y = x3+1 + C
1+1 3+1

so y 2 = (i) 2x4 + C (ii) 4x4 − C (iii) 21 x4 + C


√ √
notice not sure if y = 2x4 + C or y = − 2x4 + C, so left as y 2 = 12 x4 + C
172 Chapter 10. Differential Equations (LECTURE NOTES 9)

dy
5. Separable differential equation, 4y 3 dx = 5x
Since

4y 3 dy = 5x dx separation of variables
Z Z
3
4y dy = 5x dx
1 3+1 1 1+1
4· y = 5· x +C
3+1 1+1
and so y 4 = (i) 23 x2 + C (ii) 25 x2 + C (iii) 72 x2 + C

dy
6. Separable differential equation, 4y 3 dx − 5x2 + 3x = 0
Since
dy
4y 3 = 5x2 − 3x
dx  
4y 3 dy = 5x2 − 3x dx separation of variables
1 3+1 1 2+1 1 1+1
4· y = 5· x −3· x +C
3+1 2+1 1+1

then y 4 = (i) 35 x3 − 32 x2 + C (ii) 52 x2 + C (iii) 72 x2 + C

dy
7. Separable differential equation, dx
= x + 3xy

(a) General Solution.


dy
Since dx = x + 3xy = x(1 + 3y),

dy = x(1 + 3y) dx
1
dy = x dx separation of variables
1 + 3y
1
Z Z
dy = x dx
1 + 3y
1Z 1 Z
(3) dy = x dx
3 1 + 3y
1 1
Z Z
du = x dx substitute u = 1 + 3y, so du = 3 dy
3 u
1 1 1+1
ln u = x +C
3 1+1
1 1 2
ln (1 + 3y) = x + C since u = 1 + 3y
3 2
1
ln (1 + 3y) = 3 · x2 + 3C
2
Section 1. Solutions to Elementary and Separable Differential Equations (LECTURE NOTES 9)173

3 2
eln (1+3y) = e 2 x +3C
3 2
1 + 3y = e 2 x e3C
 3 2

1 2 2
so (i) y = 3
Me2x − 1 (ii) y = e3x M (iii) y = e3x M

(b) Particular Solution.


dy
Solve dx = x+ 3xy for y at (x, y) = (2, 3).
3 2
Since y = 13 Me 2 x − 1
1 3 2

3= Me 2 (2) − 1 ,
3
and so
M = (i) 10e−6 (ii) 10e−22 (iii) 10e−24
 3 3

1
and so y = 3
Me 2 x − 1 =
5 5 2 5 5 2
 3 2

1
(i) e− 3 e 3 x (ii) 4e− 3 e 3 x (iii) 3
10e−6 e 2 x − 1
dy
8. Separable differential equation, 3 dx = 2y + 1
Since
3 dy = (2y + 1) dx
3
dy = dx separation of variables
2y + 1
3
Z Z
dy = x dx
2y + 1
1 1
Z Z
3· (2) dy = x dx
2 2y + 1
3 1
Z Z
du = x dx substitute u = 2y + 1, so du = 2 dy
2 u
3 1 1+1
ln u = x +C
2 1+1
3 1 2
ln(2y + 1) = x +C
2 2
2 1 2

ln(2y + 1) = x +C since u = 2y + 1
3 2
1 2 2
eln(2y+1) = e3x +3C
1 2 2
2y + 1 = e3x +3C
1 2
so y = (i) 53 x3 − 32 x2 + M (ii) 25 e2 + M (iii) M e 3 x − 1
2

9. Application: exponential cellular growth rate, dy


dt
= ky.
How many cells after 10 hours, if there are an initial 5000 cells and k = 0.02?
174 Chapter 10. Differential Equations (LECTURE NOTES 9)

(a) General Solution.


Since dy
dt
= ky,

1
dy = k dt separation of variables
y
1
Z Z
dy = k dt integrate both sides
y
1 0+1
ln y = k · t +C
0+1
eln y = ek·t+C

so (i) y = 12 x2 + M (ii) y = 21 x2 + eM t + C (iii) y = M ekt

(b) Particular Solution.


Solve dy
dt
= ky, given f (0) = 5000.
Since y = Mekt ,
5000 = Mek(0) since t = 0, y = 5000

or M = (i) 2500 (ii) 5000 (iii) 10000

and so the particular solution is y = Mekt =


(i) y = 2500ekt (ii) y = 5000ekt (iii) y = 10000ekt

(c) What is y when t = 10 and k = 0.02?

y = 5000ekt = 5000e0.02(10) ≈

(i) 6004 (ii) 6053 (iii) 6107.

10.2 Linear First-Order Differential Equations


The linear first-order differential equation
dy
+ P (x)y = Q(x)
dx
has integrating factor R
P (x) dx
I(x) = e
and is solved using the following steps:
dy
• rewrite given equation in form dx
+ P (x)y = Q(x)
Section 2. Linear First-Order Differential Equations (LECTURE NOTES 9) 175

• multiply result by integrating factor, I(x)

• replace terms on left of result with Dx [I(x)y]

• integrate result, solve for y


Unlike many general (non–first–order, non–linear) differential equations (that include
dy
terms such as y 2 or ey or y · dx for example), these special first–order linear differential
equations can be easily solved for y and this why these equations are used in many
different applications.

Exercise 10.2 (Linear First-Order Differential Equations)


1. Solve xy ′ + 3y = 4 for y
dy
(a) Rewrite in form dx
+ P (x)y = Q(x).

xy ′ + 3y = 4
dy
x + 3y = 4 since y′ = dx
dy

dx
dy
+ 3x−1 y = 4x−1 dividing by x
dx
where Q(x) = 4x−1 and P (x) = (i) 3y (ii) 3x−1 (iii) 3x−1 y.
R
P (x) dx
(b) Integrating factor I(x) = e .
R
P (x) dx
I(x) = e
R −1
= e 3x dx
= e3 ln |x|
3
= eln |x| =

(i) x3 (ii) e3x (iii) ln |x|.

(c) Further steps.


dy
+ 3x−1 y = 4x−1
dx
dy
x3 + 3x2 y = 4x2 multiply by I(x) = x3
dx
dy
recognize, by product rule, Dx [I(x)y] = Dx [x3 y] = x3 dx + 3x2 y and so

dy
x3 + 3x2 y = 4x2
dx
176 Chapter 10. Differential Equations (LECTURE NOTES 9)

Dx [x3 y] = 4x2 dy
because Dx [x3 y] = x3 dx + 3x2 y
Z Z
Dx [x3 y] dx = 4x2 dx integrate on both sides

1 2+1
x3 y = 4 · x +C
2+1
4
so y = (i) 3
+ Cx−3 (ii) 43 x + Cx−3 (iii) 34 y + C.

(d) Particular Solution.


Solve y = 34 + Cx−3 , given f (1) = 1.
4
1= + C · (1)−3 since x = 1, y = 1
3
1
or C = (i) 3
(ii) − 13 (iii) 2
3

and so the particular solution is y = 43 + Cx−3 = 4


3
− 1
3x3
, or
3
(i) y = 4x3x−1
3 (ii) y = 1 (iii) y = − 3x1 2

(e) Why this method works, where I(x) comes from.


on the one hand,
dy
+ P (x)y = Q(x)
dx
dy
I(x) + I(x)P (x)y = I(x)Q(x) multiplying by I(x)
dx
and, on the other hand, derivative of product I(x) · y is
dy
I(x) + I ′ (x)y
dx
so comparing left side of first equation with second equation,
I ′ (x) = I(x)P (x)
I ′ (x)
= P (x)
I(x)
Z ′
I (x)
Z
dx = P (x) dx + C
I(x)
R
P (x) dx+C
ln |I(x)| = e
R
P (x) dx
I(x) = ±eC e
so letting C R= 0 and so eC = R1 and using only the positive value,
I(x) = (i) e P (x) dx (ii) −e P (x) dx (iii) 1
Section 2. Linear First-Order Differential Equations (LECTURE NOTES 9) 177

2. Solve x2 y ′ + 2xy = −3x2 for y


dy
(a) Rewrite in form dx
+ P (x)y = Q(x).
x2 y ′ + 2xy = −3x2
dy
x2 + 2xy = −3x2 since y′ = dx
dy

dx
dy
+ 2x−1 y = −3 dividing by x2
dx
where Q(x) = −3 and P (x) = (i) 2x−1 (ii) 3x−1 (iii) 2x−1 y.
R
P (x) dx
(b) Integrating factor I(x) = e .
R
P (x) dx
I(x) = e
R −1
= e 2x dx
= e2 ln |x|
2
= eln |x| =
(i) x2 (ii) e2x (iii) ln |2x|.

(c) Further steps.


dy
+ 2x−1 y = −3
dx
dy
x2 + 2xy = −3x2 multiply by I(x) = x2
dx
Dx [x2 y] = −3x2 dy
because Dx [x2 y] = x2 dx + 2xy
Z Z
Dx [x2 y] dx = −3x2 dx integrate on both sides

1 2+1
x2 y = −3 · x +C
2+1
so y = (i) 43 x + Cx−2 (ii) −x + C
x2
(iii) x + Cx2 .

(d) Particular Solution.


Solve y = −x + xC2 , given f (1) = 0.
C
0 = −(1) + since x = 1, y = 0
12
or C = (i) 1 (ii) 0 (iii) 2

and so the particular solution is y = −x + xC2 , or


(i) y = − x1 (ii) y = −x + x1 (iii) y = −x
178 Chapter 10. Differential Equations (LECTURE NOTES 9)

3. Solve y ′ = −y + x for y
dy
(a) Rewrite in form dx
+ P (x)y = Q(x).

y ′ = −y + x
y′ + y = x
dy
+ y = x since y′ = dx
dy
dx
where Q(x) = x and P (x) = (i) x (ii) y (iii) 1.
R
P (x) dx
(b) Integrating factor I(x) = e .
R
P (x) dx
I(x) = e
R
1 dx
= e =

(i) x (ii) ex (iii) ln |x|.

(c) Further steps.


dy
+y = x
dx
dy
ex + ex y = ex x multiply by I(x) = ex
dx
Dx [ex y] = ex x dy
because Dx [ex y] = ex dx + ex y
Z Z
Dx [ex y] dx = ex x dx integrate on both sides
x x x
e y = xe − e + C integrate by parts, left hand side, see below

so y = (i) x + ex + C (ii) −x + Cex (iii) x − 1 + Ce−x .


for last step, left hand side, integrate by parts, where u = x, du = 1dx, v = ex , dv = ex dx
R R R
and so u dv = uv − v du = x · ex − ex 1dx = xex − ex + C

4. Solve y ′ = y − 2x for y
dy
(a) Rewrite in form dx
+ P (x)y = Q(x).

y ′ = y − 2x
y ′ − y = −2x
dy
− y = −2x since y′ = dx
dy
dx
where Q(x) = −2x and P (x) = (i) −2x (ii) −y (iii) −1.
Section 2. Linear First-Order Differential Equations (LECTURE NOTES 9) 179

R
P (x) dx
(b) Integrating factor I(x) = e .
R
P (x) dx
I(x) = e
R
−1 dx
= e =
(i) −x (ii) e−x (iii) ln |x|.

(c) Further steps.


dy
− y = −2x
dx
dy
e−x − e−x y = −2xe−x multiply by I(x) = e−x
dx
Dx [e−x y] = −2xe−x dy
because Dx [e−x y] = e−x dx − e−x y
Z Z
Dx [e−x y] dx = −2xe−x dx integrate on both sides
Z Z
Dx [e−x y] dx = −2 xe−x dx pull −2 outside of integration
 
e−x y = −2 −xe−x − e−x + C integrate by parts, left hand side, see below

so y = (i) x + ex + C (ii) −x + Cex (iii) 2x + 2 + Cex .


for last step, left hand side, integrate by parts, where u = x, du = 1dx, v = −e−x , dv = e−x dx
R R  R 
and so u dv = uv − v du = x −e−x − −e−x 1dx = −xe−x − e−x + C

(d) Particular Solution.


Solve y = 2x + 2 + Cex , given f (0) = 1.
1 = 2(0) + 2 + Ce0 since x = 0, y = 1
or C = (i) −1 (ii) 0 (iii) −2

and so the particular solution is y = 2x + 2 + Cex , or


(i) y = − x1 (ii) y = −x + x1 (iii) y = 2x + 2 − ex

5. Solve xy ′ = 4 for y
dy
(a) Rewrite in form dx
+ P (x)y = Q(x).
xy ′ = 4
dy
x = 4 since y ′ = dy
dx
dx
dy 4
= divide by x
dx x
4
where Q(x) = x
and P (x) = (i) x (ii) 0 (iii) 1.
180 Chapter 10. Differential Equations (LECTURE NOTES 9)

R
P (x) dx
(b) Integrating factor I(x) = e .
R
P (x) dx
I(x) = e
R
0 dx
= e =
(i) 1 (ii) ex (iii) x.

(c) Further steps.


dy 4
=
dx x
dy 4
1· = 1· multiply by I(x) = 1
dx x
4
Dx [1 · y] = dy
because Dx [1 · y] = 1 · dx dy
+ 0 · y = dx
x
4
Z Z
Dx [y] dx = dx integrate on both sides
x
so (i) y = ex + C (ii) y = 4 ln |x| + C (iii) y 2 = x − 1 + Ce−x .

(d) Alternative Method of Solution: Separation of Variables.


Since
dy
x = 4
dx
4
dy = dx separation of variables
x
4
Z Z
1 dy = dx
x
so (i) y = ex + C (ii) y = 4 ln |x| + C (iii) y 2 = x − 1 + Ce−x .

(e) (i) True (ii) False. Some first–order linear differential equations can
be solved using the separation technique described previously, but, then,
many cannot. Also, some differential equations which are neither first–
order, nor linear, can be solved by the separation technique.
dP
6. Application: Population Growth Solve dt
= kP + 2400e−t for P where P (0) =
900, 000 and k = 0.03.
dP
(a) Rewrite in form dt
+ P (t)P = Q(t).
dP
= kP + 2400e−t
dt
dP
− kP = 2400e−t
dt
Section 2. Linear First-Order Differential Equations (LECTURE NOTES 9) 181

where Q(t) = 2400e−t and P (t) = (i) −kP (ii) 0 (iii) −k.
R
P (t) dt
(b) Integrating factor I(t) = e .
R
P (t) dt
I(t) = e
R
= e −k dt
1 1
= e−k· 1 t =

(i) xt (ii) e−k (iii) e−kt .

(c) Further steps.

dP
− kP = 2400e−t
dt
dP
e−kt − kP e−kt = 2400e−te−kt multiply by I(t) = e−kt
dt
Dx [e−kt P ] = 2400e−t−kt because Dx [e−kt P ] = e−kt dP
dt
− kP e−kt
Z Z
Dx [e−kt P ] dt = 2400e−(1+k)t dt integrate on both sides

1
e−kt P = 2400 · e−(1+k)t + C
−(1 + k)

so, since k = 0.03,


−2400 t
P = (i) 1+0.03 e
−2400 −t
(ii) 1+0.03
e +C (iii) e
−2400 −t
1+0.03
+ Cekt .

(d) Particular Solution.


−2400 −t
Solve y = 1+0.03 e + Cekt , given P (0) = 900000.

−2400 −(0)
900000 = e + Cek(0) since t = 0, P = 900000
1 + 0.03
or C ≈ (i) 900000 (ii) 902330 (iii) 902440

and so the particular solution is


(i) y = 902330c0.03t
(ii) y = 902330c0.03t + 2330e−t
(iii) y = 902330c0.03t − 2330e−t

You might also like