Mada za sehemu hiiDifferential EquationsMada 6
The general form of a first-order differential equation is y′=f(x,y) or M(x,y)dx+N(x,y)dy=0, where x and y are variables, and f(x,y), M(x,y), and N(x,y) are functions defined in a region of the xy-plane. It is first-order because it involves only the first derivative.
If the variables of a first-order differential equation can be grouped on either side of the equation, a solution can be found by integrating both sides. This method is called separation of variables. (Activity 7.2 is omitted as it describes a process rather than providing examples.) A separable equation is a first-order differential equation where f(x,y) can be expressed as a product of a function of x only and a function of y only. That is, dxdy=f(x,y)=g(x)h(y), which can be separated as h(y)dy=g(x)dx.
Example 1
Write each of the following first-order differential equations in general form and then separate the variables: (a) dy−x2e5xy4e−3ydx=0 (b) sinxsinydx+cosxcosydy=0 (c) (1+x)dy−ydx=0 (d) (x2+1)dy+(y2+1)dx=0
Solution: (a) dy=x2e5xy4e−3ydx dxdy=x2e5xy4e−3y y4e3ydy=x2e5xdx (b) cosxcosydy=−sinxsinydx dxdy=−cosxcosysinxsiny sinycosydy=−cosxsinxdx cotydy=−tanxdx (c) (1+x)dy=ydx dxdy=1+xy ydy=1+xdx (d) (x2+1)dy=−(y2+1)dx dxdy=−x2+1y2+1 y2+1dy=−x2+1dx
Example 2
Separate the variables in each of the following differential equations: (a) 2sinycosydy−sin2ycosxdy=4e2xe3sinxdx (b) (x4+θ4+1+x4)dx=(θ2)(x2+1)dθ
Solution: (a) 2sinycosydy−sin2ycosxdy=4e2xe3sinxdx sin2ydy−sin2ycosxdy=4e2x+3sinxdx sin2y(1−cosx)dy=4e2x+3sinxdx 1sin2ydy=1−cosx4e2x+3sinxdx sin2ydy=1−cosx4e2x+3sinxdx (b) (2x4+θ4+1)dx=θ2(x2+1)dθ x2+12x4+θ4+1dx=θ2dθ
If the given equation is of the form dxdy=f(x,y), where f(x,y) can be written as g(x)h(y), then separating the variables gives h(y)dy=g(x)dx. Integrating both sides gives the solution: ∫h(y)dy=∫g(x)dx
An initial-value problem consists of a differential equation and one or more supplementary conditions that are all related to the same value of the independent variable (often at an initial time, hence the name). A boundary-value problem has supplementary conditions related to different values of the independent variable.
Examples: (a) dx2d2y+y=0;y(1)=3,y′(1)=−4 is an initial-value problem. (b) dx2d2y+y=0;y(0)=0,y(π)=1 is a boundary-value problem.
Example 1
Solve the differential equation dxdy=x2(y+1)y2(x+3).
Solution: Separating variables: y2y+1dy=x2x+3dx (y1+y21)dy=(x1+x23)dx Integrating both sides: ∫(y1+y21)dy=∫(x1+x23)dx ln∣y∣−y1=ln∣x∣−x3+C This is the general solution. It's difficult to express y explicitly in terms of x in this case.
Example 2
Solve the differential equation dxdy=y2x−5, for y(0)=3, expressing y in terms of x.
Solution: Separating variables: y2dy=(x−5)dx Integrating both sides: ∫y2dy=∫(x−5)dx 3y3=2x2−5x+C Applying the initial condition y(0)=3: 333=202−5(0)+C 9=C So, 3y3=2x2−5x+9 y3=23x2−15x+27 y=323x2−15x+27
Example 3
Solve the initial-value problem (2cosx+cosy)dy+(sinx+siny)dx=0, y(0)=2π.
Solution: This equation is not directly separable. However, it can be rearranged as: 2cosxdx+sinxdx+cosydy+sinydy=0 Integrating each term: 2∫cosxdx+∫sinxdx+∫cosydy+∫sinydy=∫0 2sinx−cosx+siny−cosy=C Applying the initial condition y(0)=π/2: 2sin(0)−cos(0)+sin(π/2)−cos(π/2)=C 0−1+1−0=C C=0 Thus, the solution is: 2sinx−cosx+siny−cosy=0 siny=cosy−2sinx+cosx
Some first-order differential equations are not separable in their original form but can be made separable by a change of variables. A first-order differential equation M(x,y)dx+N(x,y)dy=0 is said to be homogeneous if it can be written in the form dxdy=f(xy), where the functions M(x,y) and N(x,y) are homogeneous of the same degree. In this case, dxdy is isolated on one side, while the other side has an expression where y and x appear in the combination xy. For instance, dxdy=1+xy is a homogeneous first-order differential equation. A homogeneous differential equation can be transformed into a separable equation by the following change of variables: From dxdy=f(xy), let u=xy. Replacing xy with u in the differential equation gives: dxdy=f(u) (7.1) Since u=xy, it follows that y=ux. Differentiating y=ux with respect to x gives: dxdy=u+xdxdu Substituting dxdy into equation (7.1) gives: u+xdxdu=f(u) xdxdu=f(u)−u (7.2) Equation (7.2) is now a separable differential equation. Rearranging the variables gives: f(u)−udu=xdx (7.3) Equation (7.3) can now be solved by integrating both sides.
Example 1
Determine whether or not each of the following differential equations is homogeneous: (a) dxdy=xy+x (b) x2dxdy=y2+x2 (c) dxdy=xy2 (d) dxdy=x3x2+y
Solution: (a) dxdy=xy+x=xy+1. This is in the form dxdy=f(xy). Therefore, it is homogeneous. (b) dxdy=x2y2+x2=(xy)2+1. This is in the form dxdy=f(xy). Therefore, it is homogeneous. (c) dxdy=xy2=xy⋅y. This cannot be written solely as a function of xy. Therefore, it is not homogeneous. (d) dxdy=x3x2+y=x1+x3y. This cannot be written solely as a function of xy. Therefore, it is not homogeneous.
Example 2
Solve each of the following differential equations: (a) dxdy=1+xy (b) x2dy=(y2+xy+x2)dx;y(1)=0
Solution: (a) Let u=xy, so y=ux. Then dxdy=u+xdxdu. Substituting into the given equation: u+xdxdu=1+u xdxdu=1 du=xdx ∫du=∫xdx u=ln∣x∣+C Substituting back u=xy: xy=ln∣x∣+C y=xln∣x∣+Cx (b) dxdy=x2y2+xy+x2=(xy)2+xy+1 Let u=xy, so y=ux and dxdy=u+xdxdu. Substituting: u+xdxdu=u2+u+1 xdxdu=u2+1 u2+1du=xdx ∫u2+1du=∫xdx arctan(u)=ln∣x∣+C arctan(xy)=ln∣x∣+C Using the initial condition y(1)=0: arctan(0)=ln(1)+C 0=0+C C=0 arctan(xy)=ln∣x∣ y=xtan(ln∣x∣)
Example 3
Find the solution in each of the following initial-value problems: (a) xdxdy=xy2+y;y(1)=1 (b) (x+2y+3)dy+(2x+y+6)dx=0;y(−1)=1 (c) 2xyy′−y2+x2=0;y(−2)=3
Solution: (a) dxdy=x2y2+xy. Let u=xy, so y=ux and dxdy=u+xdxdu. u+xdxdu=u2+u xdxdu=u2 u2du=xdx ∫u2du=∫xdx −u1=ln∣x∣+C −yx=ln∣x∣+C Using y(1)=1: −1=ln(1)+C⇒C=−1 −yx=ln∣x∣−1 y=ln∣x∣−1−x=1−ln∣x∣x (b) This equation is not homogeneous in its current form. It requires a different substitution. Let u=x+2y+3 and v=2x+y+6. Then 2y=u−x−3 and y=v−2x−6. Substituting into the original equation and solving for dy/dx doesn't lead to a simple homogeneous form. This problem is of the form (a1x+b1y+c1)dx+(a2x+b2y+c2)dy=0. The method for this type of problem is not covered in the previous text. Thus it is not solved here. (c) dxdy=2xyy2−x2=21(xy−yx). Let u=xy, so y=ux and dxdy=u+xdxdu. u+xdxdu=21(u−u1) xdxdu=2u−2u1−u=−2u−2u1=−2uu2+1 u2+12udu=−xdx ∫u2+12udu=−∫xdx ln(u2+1)=−ln∣x∣+C ln(x2y2+1)=−ln∣x∣+C ln(x2y2+x2)=lnxA (where C=ln∣A∣) x2y2+x2=xA y2+x2=Ax Using y(−2)=3: 32+(−2)2=A(−2) 9+4=−2A 13=−2A A=−213 Therefore, y2+x2=−213x, or 2y2+2x2+13x=0.
A first-order linear differential equation in the dependent variable y and independent variable x is an equation of the form: a1(x)dxdy+a0(x)y=b(x) (7.4) where a1(x) is not identically zero. Dividing equation (7.4) by a1(x) gives: dxdy+P(x)y=Q(x) (7.5) where P(x)=a1(x)a0(x) and Q(x)=a1(x)b(x) are functions of x or constants. Equation (7.5) is called the standard form of a first-order linear differential equation. Any first-order linear differential equation can be transformed into this standard form.
Example 1
Write each of the following first-order linear differential equations in standard form: (a) xdxdy=3x−2y, x>0 (b) x2y′=−y+sinx
Solution: (a) Given xdxdy=3x−2y, x>0. Divide both sides by x: dxdy=3−x2y dxdy+x2y=3 Comparing with the standard form dxdy+P(x)y=Q(x), we have P(x)=x2 and Q(x)=3. Therefore, dxdy+x2y=3 is the standard form. (b) Given x2y′=−y+sinx. Divide both sides by x2: y′=−x2y+x2sinx y′+x21y=x2sinx Comparing with the standard form dxdy+P(x)y=Q(x), we have P(x)=x21 and Q(x)=x2sinx. Therefore, y′+x21y=x2sinx is the standard form.
Solutions of the first-order linear differential equation: dxdy+P(x)y=Q(x) are obtained using the following steps:
- Rearrange the given equation into the standard form dxdy+P(x)y=Q(x), where P(x) and Q(x) are functions of x only.
- Obtain the integrating factor I(x), which has the form I(x)=e∫P(x)dx.
- Multiply both sides of the standard form equation by the integrating factor I(x).
- Integrate both sides with respect to x and add a constant of integration C to obtain the general solution.
Derivation of the Integrating Factor: Starting with dxdy+P(x)y=Q(x), multiplying by an integrating factor R(x) gives: R(x)dxdy+R(x)P(x)y=R(x)Q(x) We want the left side to be the result of the product rule: dxd[R(x)y]=R(x)dxdy+dxdRy So, we require R(x)P(x)=dxdR RdR=P(x)dx ∫RdR=∫P(x)dx ln∣R∣=∫P(x)dx R(x)=e∫P(x)dx
Example 1
Find the general solution of each of the following differential equations: (a) dxdy+y=sinx (b) xdxdy=3x−2y, x>0
Solution: (a) The equation is in standard form. P(x)=1. Integrating factor: I(x)=e∫1dx=ex Multiply the equation by ex: exdxdy+exy=exsinx dxd(exy)=exsinx exy=∫exsinxdx Using integration by parts twice, we get: ∫exsinxdx=21ex(sinx−cosx)+C exy=21ex(sinx−cosx)+C y=21(sinx−cosx)+Ce−x (b) The standard form is dxdy+x2y=3. P(x)=x2. Integrating factor: I(x)=e∫x2dx=e2ln∣x∣=eln(x2)=x2 Multiply the equation by x2: x2dxdy+2xy=3x2 dxd(x2y)=3x2 x2y=∫3x2dx x2y=x3+C y=x+x2C
Example 2
Find the particular solution of each of the following initial-value problems: (a) dxdy+4y=2x, y(0)=4 (b) (t+1)s′+2s=3(t+1)+(t+1)−2, s(0)=−2
Solution: (a) P(x)=4. Integrating factor: I(x)=e∫4dx=e4x e4xdxdy+4e4xy=2xe4x dxd(e4xy)=2xe4x e4xy=∫2xe4xdx Using integration by parts: ∫2xe4xdx=21xe4x−81e4x+C e4xy=21xe4x−81e4x+C y=21x−81+Ce−4x Using y(0)=4: 4=−81+C⇒C=833 y=21x−81+833e−4x (b) The standard form is s′+t+12s=3+(t+1)−3. P(t)=t+12. Integrating factor: I(t)=e∫t+12dt=e2ln∣t+1∣=(t+1)2 (t+1)2s′+2(t+1)s=3(t+1)2+(t+1)−1 dtd((t+1)2s)=3(t+1)2+t+11 (t+1)2s=∫(3(t+1)2+t+11)dt (t+1)2s=(t+1)3+ln∣t+1∣+C s=(t+1)+(t+1)2ln∣t+1∣+(t+1)2C Using s(0)=−2: −2=1+0+C⇒C=−3 s=(t+1)+(t+1)2ln∣t+1∣−(t+1)23
Consider a differential equation of the form: M(x,y)dx+N(x,y)dy=0 (7.8) If there exists a function F(x,y)=k, where k is a constant, such that dF=M(x,y)dx+N(x,y)dy=0, then the differential equation is exact, and F(x,y)=k is a solution of equation (7.8). From the definition of the total differential: dF=∂x∂Fdx+∂y∂Fdy=0 By comparison: ∂x∂F=M(x,y) and ∂y∂F=N(x,y) Assuming F(x,y) has continuous second-order partial derivatives, then: ∂y∂(∂x∂F)=∂y∂x∂2F=∂y∂M and ∂x∂(∂y∂F)=∂x∂y∂2F=∂x∂N Since F(x,y) has continuous second derivatives, ∂y∂x∂2F=∂x∂y∂2F, which implies: ∂y∂M=∂x∂N (7.9) Equation (7.9) is the condition for exactness of the differential equation M(x,y)dx+N(x,y)dy=0.
Steps to solve exact differential equations:
- Write the equation in the form M(x,y)dx+N(x,y)dy=0.
- Test for exactness using ∂y∂M=∂x∂N.
- If exact, integrate M(x,y) with respect to x or N(x,y) with respect to y: F(x,y)=∫M(x,y)dx+G(y) or F(x,y)=∫N(x,y)dy+H(x) where G(y) and H(x) are functions of integration.
- Differentiate F(x,y) with respect to y and equate it to N(x,y) (or differentiate with respect to x and equate to M(x,y)) to find G′(y) (or H′(x)).
- Integrate G′(y) to find G(y) (or integrate H′(x) to find H(x)).
- The solution is F(x,y)=k.
Example 1
Determine the exactness of each of the following differential equations: (a) (x+2y)dx+(y2−2x)dy=0 (b) (3x2+ycosx)dx+(sinx−4y3)dy=0 (c) (2x2+y)dx+(x2y−x)dy=0 (d) (4y5+3xy2+exy)dx+(5x4y+x2y−2x2)dy=0
Solution: (a) M(x,y)=x+2y, ∂y∂M=2; N(x,y)=y2−2x, ∂x∂N=−2. Since ∂y∂M=∂x∂N, the equation is not exact. (b) M(x,y)=3x2+ycosx, ∂y∂M=cosx; N(x,y)=sinx−4y3, ∂x∂N=cosx. Since ∂y∂M=∂x∂N, the equation is exact. (c) M(x,y)=2x2+y, ∂y∂M=1; N(x,y)=x2y−x, ∂x∂N=2xy−1. Since ∂y∂M=∂x∂N, the equation is not exact. (d) M(x,y)=4y5+3xy2+exy, ∂y∂M=20y4+6xy+xexy; N(x,y)=5x4y+x2y−2x2, ∂x∂N=20x3y+2xy−4x. Since ∂y∂M=∂x∂N, the equation is not exact.
Example 2
Solve each of the following differential equations: (a) (2xy3+2)dx+(3x2y2+ey)dy=0 (b) x2dxdy=1−2xy
Solution: (a) M(x,y)=2xy3+2, ∂y∂M=6xy2; N(x,y)=3x2y2+ey, ∂x∂N=6xy2. The equation is exact. F(x,y)=∫(2xy3+2)dx=x2y3+2x+G(y) ∂y∂F=3x2y2+G′(y)=N(x,y)=3x2y2+ey G′(y)=ey G(y)=∫eydy=ey Therefore, F(x,y)=x2y3+2x+ey=k. (b) (2xy−1)dx+x2dy=0. M(x,y)=2xy−1, ∂y∂M=2x. N(x,y)=x2, ∂x∂N=2x. The equation is exact. F(x,y)=∫(2xy−1)dx=x2y−x+G(y) ∂y∂F=x2+G′(y)=N(x,y)=x2 G′(y)=0 G(y)=C (a constant) Therefore, F(x,y)=x2y−x=k or x2y−x=C.
If a differential equation of the form M(x,y)dx+N(x,y)dy=0 is not exact (i.e., ∂y∂M=∂x∂N), it can sometimes be made exact by multiplying by an integrating factor μ(x,y). This leads to: ∂y∂(μM)=∂x∂(μN) (7.10) Which expands to: μ∂y∂M+M∂y∂μ=μ∂x∂N+N∂x∂μ (7.11)
Case 1: If μ is a function of x only, then ∂y∂μ=0, and equation (7.11) becomes: μ∂y∂M=μ∂x∂N+Ndxdμ μdμ=N1(∂y∂M−∂x∂N)dx Integrating both sides: ln∣μ∣=∫N1(∂y∂M−∂x∂N)dx μ(x)=e∫N1(∂y∂M−∂x∂N)dx Let f(x)=N1(∂y∂M−∂x∂N). Then, μ(x)=e∫f(x)dx.
Case 2: If μ is a function of y only, then ∂x∂μ=0, and equation (7.11) becomes: μ∂y∂M+Mdydμ=μ∂x∂N μdμ=M1(∂x∂N−∂y∂M)dy Integrating both sides: ln∣μ∣=∫M1(∂x∂N−∂y∂M)dy μ(y)=e∫M1(∂x∂N−∂y∂M)dy Let g(y)=M1(∂x∂N−∂y∂M). Then, μ(y)=e∫g(y)dy.
Example 1
Find the general solution of the differential equation (3xy2+2y)dx+(2x2y+x)dy=0.
Solution: M(x,y)=3xy2+2y, ∂y∂M=6xy+2; N(x,y)=2x2y+x, ∂x∂N=4xy+1. The equation is not exact. N1(∂y∂M−∂x∂N)=2x2y+x6xy+2−4xy−1=x(2xy+1)2xy+1=x1 Since this is a function of x only, we can find an integrating factor μ(x): μ(x)=e∫x1dx=eln∣x∣=x Multiplying the original equation by x: (3x2y2+2xy)dx+(2x3y+x2)dy=0 Now, M′(x,y)=3x2y2+2xy, ∂y∂M′=6x2y+2x; N′(x,y)=2x3y+x2, ∂x∂N′=6x2y+2x. The new equation is exact. F(x,y)=∫(3x2y2+2xy)dx=x3y2+x2y+G(y) ∂y∂F=2x3y+x2+G′(y)=N′(x,y)=2x3y+x2 G′(y)=0, so G(y)=C Therefore, x3y2+x2y=k.
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