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First-order ODEs 1
V Equations − b ± b2 − 4ac − 1 ± 1 + 48 4
= = 1, -
3y 2 + y - 4 = 0 ⇒ y = ? 2a 6 3
where y is an unknown.
x = -2 , f(x) = -24
V Functions x = -1 , f(x) = -6
f(x) = 2x 3 + 4x , x = 0 , f(x) = 0
where x is a variable. x = 1 , f(x) = 6
: :
V Differential equations
A differential equation is an equation contains one or several derivative
of unknown functions (or dependent variables). For example,
2
d y + x ⎡ dy ⎤ + 2 dy = xy ,
2
e
d x2 ⎢⎣ dx ⎥⎦ x dx ⇐ (ordinary differential equation)
V Summary
A differential equation contains
(1) one dependent variable and one independent variable Ö
an ordinary differential equation.
(2) one dependent variable and two or more independent variable Ö
a partial differential equation.
(3) Two or more dependent variable and one independent variable Ö
a system of differential equations.
y1’(x) = 2 y1(x) - 4 y2(x) y1(x) = c1 4 ex + c2 e -2x
y2’(x) = y1(x) - 3 y2(x) y2(x) = c1 ex + c2 e -2x
(4) Two or more dependent variable and two or more independent
variable Ö a system of partial differential equations.
(rarely to see)
Advanced Engineering Mathematics 1. First-order ODEs 5
y “ = g = constant.
(3) Pendulum
L
Lθ ” + g sinθ = 0.
θ
(iii) connect the related lineal elements to form the direction field.
1 1 −1⎛ x ⎞
⇒ tan−1( y ) = x + c ∫ dx = tan ⎜ ⎟+c
2
a x+ 2
a ⎝a⎠
⇒ y = tan( x + c ).
x
V Ex. Solve y ' = , y (1) = 3.
y
1 2 1 2
⇒ ydy = xdx ⇒ y = x + c ⇒ y = ± x 2 + 2c .
2 2
Since y (1) = 3 = 1 + 2c
⇒ c = 4 ⇒ solution y ( x ) = x 2 + 8.
The equation of the form y' = g ⎛⎜ ⎞⎟ can be made separable; and the
y
⎝x⎠
form is called the R-1 formula.
y
step 1. Set = u , then y = ux (change of variables).
x
step 2. Differential y’ = u + xu’ (product differentiation formula).
⎛y⎞
step 3. The original DE y ' = g ⎜ ⎟ ⇒ u + xu ' = g (u )
⎝x⎠
du g (u ) − u du dx
⇒ xu ' = g (u ) − u ⇒ = ⇒ = .
dx x g (u ) − u x
step 4. integrate both sides of the equation.
y 2 x 3 cos( x 2 )
y' = + , y ( π ) = 0.
x y
y
Change of variable u =
x
2 x 2 cos( x 2 )
⇒ xu '+u = u + ⇒ uu ' = 2 x cos( x 2 )
u
⇒
u2
2
( ) ( )
= sin x 2 + c ⇒ y = ux = x 2 sin x 2 + 2c .
Since y ( π ) = 0 ⇒ c = 0 ⇒ y = x 2 sin x 2 . ( )
R-2 formula
V Now we want to handle differential equations of the form
dy ⎛ ax + by + c ⎞
= f⎜ ⎟ , where a, b, c, g, e, and h are constants.
dx ⎝ gx + ey + h ⎠
dy ⎛ a + b ( y / x ) + (c / x ) ⎞
It implies that = f⎜ ⎟,
dx ⎝ g + e ( y / x ) + (h / x ) ⎠
which is R-1 formula when c = h = 0, and
R-2 formula when c ≠ 0 or h ≠ 0.
V Ex.
2
dy ⎛ 2 x + y − 1⎞
=⎜ ⎟ , where ae – bg = 2 * 0 – 1 * 1 ≠ 0.
dx ⎝ x − 2 ⎠
Let x = X + α and y =Y + β to get
dY ⎛ 2 X + Y + (2α + β − 1) ⎞
2
=⎜ ⎟
dX ⎝ X + (α − 2 ) ⎠
Solving the system of linear equations
2 α + β -1 = 0
{ α - 2 = 0 ⇒ α = 2 and β = -3.
Then the equation becomes
2 2
dY ⎛ 2 X + Y ⎞ ⎛ Y⎞
=⎜ ⎟ = ⎜2 + ⎟ .
dX ⎝ X ⎠ ⎝ X⎠
Let u = Y / X ⇒ Y = Xu .
dY du du
= (2 + u ) ⇒ X
2
=u+ X = u 2 + 3u + 4
dX dX dX
⇒ 2
du dX
⇒
du dX 1 1 −1 x
= = ∫ dx = tan +c.
u + 3u + 4 X ⎛
2
3⎞ 7 X 2
x a + 2
a a
⎜u + ⎟ +
⎝ 2⎠ 4
3
u +
⇒ ln X =
1
tan−1 2 + c ⇒ ln X = 2 tan−1 ⎡ 2 ⎛⎜ u + 3 ⎞⎟⎤ + c .
⎢ 7⎝ 2 ⎠⎥⎦
7 7 7 ⎣
2 2
Since u = Y / X,
1⎡ ⎛ 7 ⎤
ln X =
2 ⎛ 2Y + 3 X ⎞
tan−1⎜ ⎟ + c ⇒ Y ( X ) = ⎢ 7 X tan⎜⎜ (ln X − c )⎞⎟⎟ − 3 X ⎥ .
7 ⎝ 7X ⎠ 2⎣ ⎝ 2 ⎠ ⎦
Since X = x - 2 and Y = y + 3.
1⎡ ⎛ 7 ⎤
y (x ) = ⎢ 7 (x − 2 ) tan⎜⎜ (ln x − 2 − c )⎞⎟⎟ − 3(x − 2)⎥ − 3 .
2⎣ ⎝ 2 ⎠ ⎦
Advanced Engineering Mathematics 1. First-order ODEs 23
dy ⎛ ax + by + c ⎞
Then the original equation = f⎜ ⎟
dx ⎝ gx + ey + h ⎠
can be derived from Eqs.(1), (2), and (3).
a ⎛ dv ⎞ ⎛ av + c ⎞ dv b ⎛ av + c ⎞
⇒ ⎜ − 1⎟ = f ⎜ ⎟ ⇒ = 1+ f ⎜ ⎟
b ⎝ dx ⎠ ⎝ gv + h ⎠ dx a ⎝ gv + h ⎠
dv
⇒ = dx. It is a separable equation.
b ⎛ av + c ⎞
1+ f ⎜ ⎟
a ⎝ gv + h ⎠
V Ex.
dy 2x + y − 1
= , where ae − bg = 2 * 2 − 4 * 1 = 0.
dx 4 x + 2y − 4
2x + y
Let v = .
2
Advanced Engineering Mathematics 1. First-order ODEs 25
Integrating factors
dy - M ( x , y )
V If a DE = (or M(x, y)dx + N(x, y)dy = 0) is not exact,
dx N(x , y )
then we can sometimes find a nonzero function F(x, y) such that
F(x, y)M(x, y)dx + F(x, y)N(x, y)dy = 0 is exact.
We call F(x, y) an integrating factor for Mdx + Ndy = 0.
V Note
1. Integrating factor is not unique.
2. The integrating factor is independent of the solution.
∂M ∂N dF
F =F +N
∂y ∂x dx
∂M ∂N dF
⇒ F( − )=N
∂y ∂x dx
1 ∂M ∂N 1
⇒ ( − )dx = dF .
N ∂y ∂x F
1 ∂M ∂N
If ( − ) is a function of x only,
N ∂y ∂x
then the DE becomes separable.
1 ∂M ∂N
∫ ( − )dx + c * = ln F
N ∂y ∂x
⎡ 1 ∂M ∂N ⎤
⇒ F = exp ⎢ ∫ ( − )dx ⎥ .
⎣ N ∂y ∂x ⎦
Advanced Engineering Mathematics 1. First-order ODEs 35
∂F
ii. If F = F(y), then = 0.
∂x
It implies that PDE (1) becomes
∂M ∂F ∂N
F +M =F
∂y ∂y ∂x
∂F ∂N ∂M
⇒M = F( − )
∂y ∂x ∂y
1 1 ∂N ∂M
⇒ dF = ( − )dy .
F M ∂x ∂y
1 ∂N ∂M
If ( − ) is a function of y only, then the DE
M ∂x ∂y
⎡ 1 ∂N ∂M ⎤
becomes separable and F ( y ) = exp ⎢ ∫ ( − )dy ⎥ .
⎣ M ∂x ∂y ⎦
Case 3. If cases 1 and 2 both fail, you may try other possibilities,
such as eax + by, xaeby, eaxyb, and so on.
1 ∂N ∂M 1 − 3x − y
( − )= ( 3 y − 12 x − 4 y + 9 x ) = depends on x & y .
M ∂x ∂y 2y 2 − 9 xy y (2y − 9 x )
Take F = x a y b , then
∂(FM ) ∂(FN )
=
∂y ∂x
∂(2y 2 x a y b − 9 xyx a y b ) ∂(3 xyx a y b − 6 x 2 x a y b )
⇒ =
∂y ∂x
⇒ 2(2+b)y b+1x a – 9(b+1)x a+1y b = 3(a+1)x ay b+1 – 6(a+2)x a+1y b
⇒ 2(2+b) = 3(a+1)
9(b+1) = 6(a+2)
Advanced Engineering Mathematics 1. First-order ODEs 39
⇒ 3a – 2b – 1 = 0
{
6a – 9b + 3 = 0
⇒ a=1
{
b=1
⇒ F(x, y) = xy.
V Solving the DE
(a) For homogeneous equation ( ⇒ separable)
y’ + p(x)y = 0
dy
⇒ = -p(x)y
dx
1
⇒ dy = - p(x)dx
y
⇒ ln|y| = -∫p(x)dx + c*
⇒ y = ce -∫p(x)dx.
Advanced Engineering Mathematics 1. First-order ODEs 41
Bernoulli equation
V The Bernoulli equation is formed of
y’ + p(x) y = r(x) y a , where a is a real number.
If a = 0 or a = 1, the equation is linear.
V Ex.5.
y’ - Ay = - By 2
a = 2, u = y -1
u’ = -y -2 y ’ = -y -2 (-By 2 + Ay) = B – Ay -1 = B – Au
⇒ u’ + Au = B
u = e -∫pdx [ ∫e∫ pdx r dx + c ]
= e -Ax [ ∫Be Ax dx + c ]
= e -Ax [ B/A e Ax + c ]
= B/A + c e -Ax
⇒ y = 1/u = 1/(B/A + ce -Ax)
V Solving strategy
If we can some how (often by observation, guessing, or trial and error)
produce one specific solution y = s(x), then we can obtain a general
solution as follows:
Change variables from y to z by setting
y = s(x) + 1/z
⇒ y’= s’(x) - (1/z2) z’
Substitution into the Riccati equation given us
s’(x) - (1/z2) z’ = [ p(x) s(x)2 + q (x) s(x) + r (x) ] +
[ p(x) (1/z2) + 2p(x)s(x) (1/z) + q (x) (1/z) ]
Since s(x) is a solution of original equation.
⇒ - (1/z2) z’ = p (1/z2) + 2 p s (1/z) + q (1/z)
V Example
y
V Principle
to represent the original curves by the general solution of a DE y’ = f(x, y),
then replace the slope y’ by its negative reciprocal, 1/y’ , and solve the
new DE -1/y’ = f(x, y).
V Family of curves
If for each fixed value of c the equation F(x, y, c) = 0 represents a curve in
the xy-plane and if for variable c it represents infinitely many curves, then
the totality of these curves is called a one-parameter family of curves, and
c is called the parameter of the family.
V Ex.
(1) The equation F(x, y, c) = x + y + c = 0 represents a family of
parallel straight lines.
y y
x x
c=1
c = -2 c=2
c=3
c=0
c=3
V Ex.
(1) differentiating x + y + c = 0, gives the DE y’ = -1.
(2) differentiating x2 + y2 - c2 = 0 ,
gives the DE 2x + 2yy’ = 0 ⇒ y’ = -x/y.
V Ex.1.
Find the orthogonal trajectories of the parabolas y = cx2.
step 1. y’ = 2y/x
step 2. solve 2
x + 2=c
y’ = -x/2y y = cx2 y
2
⇒ 2y dy = -x dx
⇒ y 2 = -x2/2 + c*
2
⇒ x + y 2 = c.
2
V Ex.
Find the orthogonal trajectories of the circles x2 + (y - c)2 = c2.
step 1. Differentiating x2 + (y - c)2 to give 2x + 2 (y – c) y’ = 0
⇒ y’ = x/(c-y) (error)
Correct derivation x2 + (y - c)2 = c2
⇒ x2 + y 2 - 2cy = 0
⇒ x2 y -1 + y = 2c
⇒ 2xy -1 - x2 y –2 y’ + y’ = 0
⇒ 2xy -1 = (x2 y -2 - 1) y’
⇒ 2xy = (x2 - y 2) y’
⇒ y’ = 2xy/(x2 - y 2)
step 2. Solve y’ = (y 2 - x2)/2xy
⇒ y’ = y/2x - x/2y (R-1 formula)
Solution. (x - e)2 + y 2 = e2,
V Problems of Section 1.6.
where e is a constant.
Advanced Engineering Mathematics 1. First-order ODEs 55
V Problem of existence
Under what conditions does an initial value problem have at least one
solution?
V Problem of uniqueness
Under what conditions does that problem have at most one solution?
y
b R
yo
b
a a x
xo
Advanced Engineering Mathematics 1. First-order ODEs 57
V The conditions in the two theorems are sufficient conditions rather than
necessary ones and can be lessened.
∂f
For example, condition ≤ M may be replaced by the weaker
∂y
condition f ( x, y 2) − f ( x, y 1) ≤ M y 2 − y 1 , where y1 and y2 are on the
boundary of the rectangle R. The later formula is known as a Lipschitz
condition. However, continuity of f(x, y) is not enough to guarantee the
uniqueness of the solution.
V Ex. 2. (Nonuniqueness)
The initial value problem
y' = y, y ( 0 ) = 0.
has the two solutions
⎧ x2 / 4 if x≥0
y = 0 and y = ⎨ 2
⎩− x / 4 if x<0
Under some conditions, the sequence will converge to the solution y(x)
of the original initial value problem.
y 2 ( x ) = y 0 + ∫0 f [t , y1(t )] dt
x
= 0 + ∫0 [1 + t 2 ] dt = x +
x 1 3
x
3
y 3 ( x ) = y 0 + ∫0 f [t , y 2 (t )] dt
x
x⎡ 1 ⎤
= 0 + ∫0 ⎢1 + (t + t 3 )2 ⎥ dt
⎣ 3 ⎦
1 2 5 1 7
= x + x3 + x + x
3 15 63
:
Advanced Engineering Mathematics 1. First-order ODEs 61