Week 02
Week 02
A
first order
differential equation is called a Bernoulli
equation if it can be
the 't
written in
form at ) y blt ) y =
flt ) Tm ,
m to
,
I
that
Notice
if m o or , the
differential equation is linear
-
-
m = .
alt
' m
that
'
my my
m
the
- - -
fit ) (y
-
) y + bit ) y = .
Observing ) = am )
-
y , suggests
' m
the leads
-
use
of change of function u =
y
.
Differentiating to
' m ' m
'
substituting
'
-
u = am ) y y
or y y =
Im u
-
.
Im 't
' m '
leads to
-
or
first order linear
differential equation ,
that we know how to solve .
'
' m
obtain
it
of
-
Making
'
get
-
m
Solving
we use u u we
,
u .
=
y ⇒
y
=
, y .
Example Y 't 2
ly = 41-52
solve the initial value problem { y @ , = ,
't sty
2
at Bernoulli
get
is
y =
y a .
,
we
'
change of function
This ?
-12 -1 + It -13 = at .
suggests
the use
of the u=y
' '
!
'
'
Differentiating we
get u =3 -12 y ⇒ y y =
; u
substituting into
'
obtain
'
I 3
't
t get at else
at
j
+2 we u 6 t 12T
y u u
=
or
y y
= u + = .
tou
16 't
est '
the and leads
Selecting
" ' '
given by ±
sign
c=o
e = I a
.
est?
to the
simplest integrating factor µ =
' '
'
(est est
is
equivalent to u ) = let .
Integrating leads to
:c
2
est !
I t@
ug '
it =
I ist est 'll .
⇒ .
-
2e
't
⇒ u = 2 + c e-
3T
@
'
"
To back to recall that u=
'
⇒ u "3= c e-
3T
)
go y , y y
= +
"
Y G) =3 ⇐ &
E)
t C 3=3 ⇐ 2 -1C = 27 ⇒
C = 25 . Hence
31-2 43
Y
=
( 2+25 e-
)
"
differential equation
'
Example solve the ty t
y =
y
-
"
Bernoulli both sides
This is a
equation with m= 3k .
Dividing by y ,
we
'
-312 ' " k
get y
t I = t This the
change of function u I
-
y
- . - .
'
3k % ' '
Differentiating
-
get else
-
'
we u
L or
y su
=
y
=
y y
- -
.
suggests
,
'
312
'
k
substituting into else
'
get
-
t
y y
-
tf = t
,
we -
see -
tu = or
order
u 't
I tu = -
It .
This is a
first linear in normal
form .
Its
t.es#-dt
"
ett
"
sign
- '
are = ± .
t
"
and the constant c as zero
,
we
get
the
integrating factor µ=e±
"
Multiplying the
differential equation by peek ,
we can write
y t e u =
- ⇒ u = -
it
Going
back to the
formula u =
-
It ,
we
get y
=
uh =
'
1-2,2
I -
( - I -
ice
'
-13k
implicitly
to
by ,
we assumed y .
This made us loose
the solution
y=o
.
Example
solve
differential equation
'
-14
the
y
-
!
test y =
"
solve
This is a Bernoulli
equation with m= 4 .
To
,
we divide
by y
'
3
53=1
4
to u=y- leads to
The
change of function
-
get y y -
test
.
.
'
354 y
'
4 '
substituting
' '
get
'
gu we
; 't
u ⇒ y test ,
= u
y u
-
= - - - =
,
'
tf first order
'
else This linear normal
or u il u =-3 .
is or in
form .
Its
integrating factors owe
'
Idt
'
et ellIt
't dt
et
tht Htc
't et
et ehrltlec et
'
= ± = + = ± = it e it , = I e
constant leads
and the to
integrating
"
be
"
the to the
selecting t
sign
zero
,
et 't tet
factor Now
multiplying have
t
µ
= t .
u
tf u = - 3
by Iu =
,
we
stet
'
et ( t et stet
( 't
tf
'
f- u u
) = -
⇒ u ) .
-
-
et
Integrating both and
parts
sides
using integration by
- 3 t
et stet dt ett et et
get 3T
t
we u = J -
= - 3 + c - 3
3TE t 3) et 3T -13 Et
t C t c
et
-
Hence u = = . o
t et t + s
To
go
back to
y ,
we make use of the
formula u = -
I?
" 43
"
)
t
(
(
'
thus
y = i =
i ) =
→ t +3 + cet
First Order Separable Differential Equation
The
first order
differential equation called separable
'
Flt y , y ) = o is
, ,
it be
if
'
written the where
can in
form y =
gey ) .
htt )
,
get )
is
a
function of y only , and hit ) is a
function of t
only .
In other words
,
the
Example
which
of the
following differential equations is separable ?
ty 't 't
tf
2 '
1 . = o 2 .
t (y ti ) y y tutty ) = o
It
5ty2= It
'
'
EY
-
3 . cost ) y -
4 .
y + t -12 -1 t = o
'
equation
' '
Itf Itf
Rewrite '
qty
'
1 the as t ⇒
.
y = -
y = - = -
ly .
t this
.
and a
function of t
,
the
differential equation is not
separable .
' 5442T
-12=2 t
' ' 2
3 We have cost ) y 5 t ⇒ cost ) y s t get ⇒
y y
. - = + =
cost )
differential equation
'
Hence (5-12+2) and the is
y
=
-
cost )
separable .
It
et It '
-
EY e-
42+1) EY tet
' '
have -12+1=0 42+1)
-
4 axle t t ⇐
y + ⇐ y =
y =
. - - .
Hence the
differential equation is
separable .
To solve a
separable first order
differential equation such as
017
' '
rewrite and variable
y
=
ga ) htt )
, y as
separate the
y
ou -
variable
the
If
t to
get gly , dy
hits htt at
from .
=
g
⇒ =
both obtain
integrate sides I
'
Next
,
to
dy =
I hit ) out .
g ①
derivatives
Letting G ly ) and Hit ) be anti of ¥
and htt )
, respectively ,
,
'
'
and obtain I ( c)
for
GH ) Htt C H t
t
y y
= =
If not
,
we leave the
general solution in
implicit form as
GH ) = Htt ) + C or else as GH ) -
Htt ) = C
'
sink )
Example zy + = o
{
initial value -12
solve the
problem
yea , = 2
'
that
'
shows
sing
!
)
the
equation
;
as 3 ⇒ sink ) it
-1 =
y =
-
-
.
, ,
It
'
!
into leads else
is
separable .
changing y date to = -
sing or
'
3
y dy = - sink ) at .
" "
3=2
3
y # ) = 2 ⇐ ( cos #C) t = 2 ⇐ ( - I + c) ⇐ -
Itc = 8 ⇒ C = 9
'
13
Thus y
=
( cost ) +9 )
cosset )
'
Example '
sin It ) In ( y ) y
= o
y +
'
solution cosh
'
We start
by finding the
general of y sin C th t ) In ly ) y = o .
y since ) ⇒
y
= -
ein , ,
.
Cos
'
Ct )
I
that it solve
we see is separable .
To
,
we
separate the variables :
II. = -
e !: ,
.
!
sins ,
⇒ -
EY
's
'
oh
,
=
III
? ,
ou .
and
integrate
't )
I
sin
to
get I -
KYL dy =
cos
2
It )
out .
The
first integral can be
computed by parts
In ly ) - I
-12
lentil
'
I 4,9 dy
-
=
.
-4 a dy
I I
lift
h '
I ; dy !
'
= =
t c T Y
+
s
-
, ,
,
second
and the
integral can be
compute by writing
I neon , ,
at =
I to ,
.
siwftf ,
at =
I sett ) tan Holt = seats t c ,
It )
luff
sin
substituting back into
I -
dy =
I
cos
2
( t)
at
,
we
get
l solution of the
differential
'
H the
This
general
' + "
sect ) +
C is
=
.
explicitly solve
for y .
I +
lull )
(O ) )
Y = I ⇒ = see ( o
+
C
⇐ I = I t c ⇐ C
tf
' #
that solution of the
It
follows the
ivp is = seat )
First Order Homogeneous Differential Equation
order
A
first differential equation is called
homogeneous , if it can be
the
expressed in
form '
y =
g ft )
where instance
g
is a
function of one variable .
For
'
with
y
= sin
fI ) is
homogeneous g
Ix ) = sin Cx )
¥I!f II
'
'
II;
'
with
y = = = is
homogeneous gas
-
2. 2
= = is
homogeneous
IL!
2
it t2
y ( +
I ) (It ) t I
with * , +2+3×+5×2
g
=
+ I
'
solve the
differential equation ¥) proceed
g (
To
homogeneous y
=
as
follows .
' '
• set u =
¥ ,
solve
for y
to
get y
= tu and compute y = ut tu .
the
differential equation
'
substitute obtain
ft )
in to
y g
• =
'
shows that
'
u + tu =
g
@ I .
Rewriting it as u =
( gas - u
) ÷ ,
it is a
separable differential equation .
Solve
'
• u = ( ga
) - u ) te
to
get u = ult
,
c)
back
Go to the
formula f
'
•
y by using u =
.
'
they
differential equation
'
Example solve the y
=
t y
't? '¥ )
I
'
" l
?¥7
' tl 't ) ' t
¥ )
Rewriting
the equation as
y
= = =
,
we
recognize
t
'
separable equation
'
solve set
¥
a To we u tu tu
.
,
=
⇒ y
= ⇒ y = ut .
variables
+242 +242
⇒
'
I I
substitute ' '
tu
to
get
I
Next we u + tu = tu =
. u ,
,
U U U
'
separable
' the
separating
'
equation the
I
Hence u = - .
This is a .
u t
we
successively write
If =
Huh? I U
du =
'
e
ott or else
.
U2 -11
lnlt )
'
,
we
get , = + c
or else
II
u 2+1 C
In tutti ) htt )
'
he
u
- = c ⇒ = c ⇒ - e
2
t
back to
by the
formula I to
get
'
How
,
we
go y using u=
-12
' '
42
"
I '
y2+t2=
'
= e ⇒
t.at = e ⇒ e t
' "
Renaming
e
as c > o
,
we
get -12+1-2 = Ct
Ey 't -12+4
'
= 2 t t I -
'
We start
by finding the
general solution
of the
differential equation .
solving for y ,
f!
'
have
47
This
homogeneous equation Setting If have
'
we 2 is a u we
y = + + . . =
,
.
2
' ' '
y = tu and
y = ut tu .
substituting into y = at
+41¥ ) ,
we
get
'
't UH 4+2
I
'
uttu = 2 t u 4 u or else u = .
This is a
separable equation .
variables
separating the ,
we write
du 42+34+2 I
du '
dt
= ⇒ =
at t us ,→u+ , e
=/ 1)edt ) hilt
'
du du
!zu+ ⇐ = I + c
,
us , ( Ut 1) 14+2 )
To compute the u -
integral ,
we use partial fraction decomposition to write
I
turn and
= t
uB+z ⇒ I = Alu 's ) t Bluth .
Setting in u= -
I u= -
2
,
µ+,cu+2
, , ,
'
leads to Thus and
! !
17=1 and 13=-1 .
= -
( Uti ) C 4+2 ) u , u ,
duluth lulu In
) * ,iu+z , ,
du = -
-121+4 =
I LILI t Cz .
It
follows
h
fat's 1+5=414+9 ⇒
.gs/=k-s/eYu!,/=ek
lutein ⇒
'⇒
II ,
-
-
tek c
back to write
Going y ,
we can
t
I Y t
t
?
+
t y +
= c ⇒
t = c ⇒ = c ⇒ yet =
ctyt 2cL .
-12T eye ,
t
( I .
-12 ) y
?
2cL t
solving for select that
-
Now
get
c so
y y t )
we we I
Y - = .
, -
, - at
!!
37
'
3T
This leads to 1=2 Hence
4 t -
⇒ i c = 2C I ⇒ c=
Iz y
=
-
=
-
.
,
3- It
Exact First Order Differential Equation
'
't
Beside the linear alt ) y bltly =
ft )
,
the
separable y =
g Cy ) htt )
,
the
" '
Bernoulli 't be )
felt ) and the
ah y y y homogeneous y g )
= =
,
differential equations ,
another
type of first
order
differential equation
solve
that we are able to is exact
equations .
What is an exact
differential equation ?
consider
differential equation
'
the Fl x
-1 ) o
,
,
y = .
suppose ,
we rewrite our
differential equation in
differential form
as M I x
,
y ) dx +
N l x
,
-1 ) dy = O
Example
3
II differential form
'
write in
y
= .
'
To do that
,
we start
by changing y
into 09¥ to
get %
! =
347 ,
leads
cross
multiplying to ( x -
y ) dy =
13
x -
y ) dx or else
(y - 3 x
) dx + ( x -
y ) dy = o
that's not
Notice the
only way of writing the
equation in
differential
dy 3 x
Indeed could ok
form !
-
write
. we =
as
31 dy =
ol x ×
, × ,
Because
of that
,
most
of the time the differential form
will be
given .
De nition
The
differential equation Mcxii ) txt Nix
,
-1 ) dy = o is called exact in a
region D in the xy -
differentiable in D and
satisfies Gxlx ,
-
D= Mix
, 'D and Gy Hit ) -
-
NH
, 'D .
,
a
equation .
Example
dx exact the
Is 2x t
3-1 dy = o in xy -
plane ?
In other words
,
is there or
function Glx , y ) such that G×lx ,
-1 ) = 2x & Gylx 7) ,
=3
-1
?
exact let
MIX , y ) dx + Hlx
,
, ) dy = o is and Glx , y ) be a
potential function .
Gx l
xp ) = Mkii )
Then
I in D '
Gy c ×
,
, , =
my , ,
continuous
first partial derivatives in D
,
then
differentiating the
first
equation with
respect to
y
and the second equation with
respect to ×
,
leads to
are continuous in D
,
it
follows that both
Gxylx ,
y ) and
Gyxlxii ) are continuous
in D
, therefore equal .
As a result My ix. y ) = N
, ix. y ) in D .
consider the
differential equation Mlxie ) dx t Nlxie ) dy -
- o
,
and
suppose
holes
one .
piece with no
region
D in the
xy
-
plane .
Then
D= N
, kid in D .
x
A-
piece with holes A
piece with holes
region two
one
region
-
no one -
convenient dx Holy
A
of setting up
the MHM ) NIX -
way
t =o
,
Try 2x
calculations when
checking a
differential
Mylx ,
-1 ) Nx l xn )
equation for exactness is to write
Example
dy exact the
Is
Cy3
- x ) dx + ( X -
y ) = o in
xy -
plane ?
Cy3×301×+4
-
-
write
We
simply ay ax xy -
plane
,
the
differential equation
I exact the whole
I 1 is in
xy -
plane
Example
Is cosy ) dx + (ex - x 1)sin # dy =o exact in its domain ?
cosy )
dx + ( et - x ninth ) dy =o The two
partial derivatives are not
Try 2x
equal ,
it follows that the differential
-
sing ) I ex - sin equation is not -
exact in its domain .
Example
×
e'
'
dy
)dxt(×I+yz+
e-
It 104=0
dx
.
rina ) ) b
a
cosy I +
(y + o
(
-
yet
. .
-
+ ,
,
derivatives
The partial being equal
in
it 01×+4
Erin 04=0
a . cos # - '
Try 2x
the ×
, .
plane ,
see
differential equation
-
e-
''
sin
I -
e-
×
sina ) is exact in the xy .
plane
b '
l I + yet ¥ )d×t , ⇒
get If ,
)dy=o The partial derivatives
being
a
, ax different ,
the
differential
± exact
fine III.2,5¥
not
equation
III
's
is .
I
-
-
,
, ,,
suppose
the
differential equation Mkii ) dxt Nlxii ) dy = o is exact in some
region
D in the xy
-
plane ,
i. e.
,
there exists a
differentiable function
Glx ) such that Mix , ) Gx I xp and Nix ) ) in D
,
> =
) ,
y =
Gy
C
xn .
Assuming that y =
y
is a solution of the
differential equation and
using
MIX , y ) dx + Nix
, y ) dy = o ⇐ G , 4,7 ) dx t
Gy I xn ) dy = o
⇐ Gxlxie ) ¥ t
Gy I x
,
T)
¥ ,
= o
ol
⇐
( Glx
,
y ) ) = o
o, ,
⇒ Glx ,
-1 ) = C
following .
Result
consider the
differential equation M I xn ) ol xx Nix ,
y ) dy = o
,
where
then solution
If the
differential equation is exact in D
,
its
general
is
given by
G ix. T ) = c
,
where a Cx
,
y ) is
any potential function
of the
differential equation
Example
exact the
previous example
From a we know that 2×01×+3 ol is in
y y
= o
,
xy -
Gx Mkii )
\
Cx ,7 ) =
G , I xn ) = N ki )
•
One
way of solving
the
system is to
partial integrate the
first equation with
respect to x to
get J Gxlxiedx =
I Mkii ) dx
Gcxii ) = MIX ,7 ) t
KC -1 ) .
To determine KIT ) we substitute into the
,
second
equation Gylxii ) =
Nlxie )
,
to obtain
My Ix
,y ) t KID = Hlxii ) or else
My
C
xn ) .
KH ) =
Kii ) - and Glx ,y ) -
-
MHM ) t KIT )
of course
,
we could partial integrate with
respect to
y
the second equation
to
get J Gylxie ) dy =
I Nlxie ) dy and Glx ,7 ) = Mkii ) + Lex ) ,
where
substitute
we Glx
,
-1 ) = INK ,y ) + L into the
first equation 9×4,7 ) = Mkii )
to obtain I L' a
Maxie ) 4,7 ) Integrating
Cx ) M IN
+ = Lxii ) ⇐ = Mlxie ) -
, .
with
respect to x
,
we
get La =
I Lxii ) - IN xlxie ) ) dx and Glx ,
7) = IN Kil ) thx ) .
Example
Is the
differential equation ycoscx
-
Dd x + lytxcoslxy ) ) dy = o
plane ?
If so
find general .
y
cos Ky ) dx + ( y t x eoscxy ) ) dy = o
To check
for exactness we write
2x
,
Try
cos Ky) -
xysinlxy ) cos Ky ) -
xysinlxy )
The two
partial derivatives in the
plane the equation exact
being equal
is
xy .
,
.
I
Gx I x
,
7) =
y WSH )
To
find a
potential function GH.tl ,
we she the
system
ay , ,→ , =
, + nosey ,
write determine
we can Glx
,y ) =
I y co sexy ) dx = nine x-D +
KC y ) .
To 14T )
X cos C
Xy ) t KH ) =
y + xcoslxy ) ⇒ KIT ) =
y
⇒ K (7) =
I -12-1 Ko where
constant
ko is an
arbitrary .
Hence Glx ,
y ) = sin Cxy ) +
L y
't Ko
gives
all
solution
as a
potential ,
the
general is
given by
2
I
sin I x
y) + = C
y
9×4,7 ) = MIX ,
y )
•
Another
way of solving the
system { I xn )
is to
partially
Gy = N Lxii ,
integrate the
first equation with
respect to x and the second equation with
respect to
y
This leads to the two
expressions of Glx y )
:
.
where IM
ix. y ) is an anti derivative of Mix ,y ) with
respect to x
,
and INK
,
y ) is
Comparing expressions
Glx
, y) = MIX
,
y ) + any
term
of INK
, ) that is not
already in Mlk ,
> )
or else
Glx ,
y )
.
-
IN Ky ) + any
term
of May ) that is not
already in INK
,
, )
Example (4×372+2-1) d x + (2×47+2×+574) dy = o
+2×+5-14 ) dy
"
(4×3-12+2 y ) d x + ( 2x
y
= o
start
we
by checking for
-15
ay 2x
→ t
exactness
8×3-1 2 8×3 2
+
y +
derivatives plane
The two
partial being equal ,
the equation is exact in the xy - .
the
by solving system
partial integrate t " '
4×3,2+2 y ) =/ ( 4×42+2-1 ) dx
w " ×
q
.
µ , Gk
.
, x
y 2x KC )
y
=
,
,
= + + y
gyu ;) =
y ) = x +
y
L
"
It
follows
that Glx
,
-
it = x -12+2×-1 t is a
potential function .
The
general solution of the differential equation is
given by
"
5×4
-2
Glx C or else x C
,y )
= =
To solve the initial value problem we select the constant c such that
,
Substituting x
-1111=-2
with and I
y
with
,
we
get
-12+2×7+-15
1. (4) +21111-2 ) -
32 = c ⇒ c = - 32 . Hence the solution
-12+2×-1 t
y = - 32
Example
differential equation felt
III,z
solve the 13 2x ) dxt ( Gxytxt £+1 ) 017=0
-
-
, ,
(3747+2×-12×+7,2)
dat ( ) dy
6×7
↳
txt o
solve
=
start
by checking
To we
, ,
exactness 2-1 2x
for × ' I
2x
by
It
-11
BY I
.
+ -
*ya
+ , ,
2
partial derivatives the
plane exact
The two
being equal in
xy -
,
the
equation is
solution
in the whole xy -
plane .
To
find the
general ,
we need a
potential function .
-12+-1 2×-1
Gxlx 7) =3 + 2x -
{
,
(2+112
must
satisfy system clearly it
x
ayy , .
It the is
a
, by , =
bxytx t
×k+ ,
easier to
partially integrate the second equation with
respect to
y
than the
first with
with respect to x .
×
! , ,
+
Lix ) .
equation G , ix. y ) = 3 -
Pty t 2x -
III ,
leads to 3-12+7 -
(2×41,2+6)=3747+2×-1×1,2
, ,
,
?!
Example t h " " ) ok
txt
I-41104=0
the
I
t
(y t 2x lulxy ) ) dx + ( x t
?I + lucy ) ) dy = o
Try 2x
exactness
we start
by checking for - , - ,
I
2x
24
I + I +
y
partial derivatives
The two
being equal in the
first quadrant ( x > o le T > o
)
the
equation is exact there .
To
find the
general solution we start
by finding
or
potential function Glx ,
, ) by solving the system
but
integrate w .
r .
t . x
xd lnlxy ) xd
Gxlxie ) =
y t 2x Xy ) s Glx ,
y ) = x
y + -
I + KH )
{
integrate
t
;
w
Y
xd lucy )
"
ylnly )
.
lucy
-
qycx ,
, , = × +
x
+ , > Glx y) =
xy + + -
y + 4×1
,
x'
Hence Glx ,
y ) =
xy + In Ky) -
12×2 + ylnfy ) -
y
and the
general solution is
xedlnlxy ) xd duty
given by I ) C
xy t -
t y -
y = .
that
ya , = I .
substituting I
for x and 1
for y ,
we
get
'
the solution
12
L Hence
1-t 0 -
+ o -
I = c ⇐ c = -
lncxy
'
In ) lucy )
Xy +
L x +
y y =
- -
-