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Constantin-Cosmin Todea
U.T. PRESS
CLUJ-NAPOCA
2014
Editura U.T.PRESS
Str.Observatorului nr. 34
C.P.42, O.P. 2, 400775 Cluj-Napoca
Tel.:0264-401.999 / Fax: 0264-430.408
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c
Copyright
2014
Editura U.T.PRESS
Reproducerea integrala sau partiala a textului sau ilustratiilor din aceasta carte
este posibila numai cu acordul prealabil scris al editurii U.T.PRESS.
Multiplicarea executata la editura U.T.PRESS.
ISBN 978-973-662-988-4
Contents
1 Differential equations effectively integrable
1.1 Differential equations with separable variables
1.2 Homogenous equations . . . . . . . . . . . . .
1.3 Linear equations of order one . . . . . . . . .
1.4 Bernoullis equations . . . . . . . . . . . . . .
1.5 Riccatis equations . . . . . . . . . . . . . . .
1.6 Exact differential equations. Integrant factor .
1.7 Equations of Clairaut and Lagrange . . . . . .
1.8 Higher order differential equations . . . . . . .
1.9 Problems . . . . . . . . . . . . . . . . . . . . .
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1
1
2
4
7
8
9
13
15
17
20
Chapter 1
Differential equations effectively
integrable
In this chapter we present the most relevant types of differential equations of order
one and some basic and elementary techniques to solve them. We end this chapter
with a section regarding some higher order differential equations.
1.1
(1.1.1)
xy(1 + x2 )y 0 = 1 + y 2 .
1
dy
ydy
dx
Solution. We have xy(1 + x2 ) dx
= 1 + y 2 , hence 1+y
2 = x(1+x2 ) . We integrate to
R dx
R ydy
R 1
R ydy
x
dx, hence
. Equivalently 1+y
1+x
obtain 1+y
2 =
2 =
2
x(1+x2 )
x
1
1
ln(y 2 + 1) = ln |x| ln(1 + x2 ) + C.
2
2
It follows that ln(y 2 + 1) = ln x2 ln(1 + x2 ) + C 2 . For C 2 = ln k, k 1 we obtain
the solution
kx2
.
y2 + 1 =
1 + x2
Example 1.1.2. Integrate y 0 = (x + y + 1)2 .
Solution. Let x + y + 1 = z, z = z(x). Then y = z x 1 and y 0 = z 0 1 hence
dz
the equation becomes z 0 = 1 + z 2 , that is 1+z
2 = dx. Integrating the previous relation
it follows that
Z
Z
dz
= dx
1 + z2
or
arctan z = x + C
so z = tan(x + C), hence the solution is
y(x) = tan(x + C) x 1.
1.2
Homogenous equations
(1.2.1)
3x2 +y 3
,
2x3
that is y 0 =
3y
2x
+ 12 ( xy )3 . The substitution
3
1
xz 0 + z = z + z 3 .
2
2
1
1 3
0
Equivalently, to xz = 2 z + 2 z . The new equation becomes
integration we get
Z
Z
1
dx
z
2
dz =
2
z 1+z
x
hence
ln z 2 ln(1 + z 2 ) = ln x + ln C, C 0.
Finally by replacing z =
y
x
in
z2
1+z 2
= Cx, we get y 2 =
2dz
z(1+z 2 )
dx
x
y
x
and by
Cx3
.
1Cx
a1 x + b 1 y + c 1 = 0
a2 x + b 2 y + c 2 = 0
admits a unique solution (x0 , y0 ).
(
Solution. Consider the change of variables
x = t + x0
y = u + y0
unknown function. Then
a1 x + b1 y + c1 = a1 (t + x0 ) + b1 (u + y0 ) + c1 = a1 t + b1 u,
a2 x + b2 y + c2 = a2 (t + x0 ) + b2 (u + y0 ) + c2 = a2 t + b2 u
and y 0 =
dy
dx
du
.
dt
Therefore we obtain
u
a1 + b1 ut
du
a1 t + b 1 u
=f
=f
=g
,
dt
a2 + b 2 u
a2 + b2 ut
t
1.3
In this section we present one of the most important example of differential equation,
the linear equation of order one. We will end this section with an example from the
electric circuit theory, which can be solved using differential equation.
A differential equation of the form
y 0 + f (x)y = g(x)
(1.3.1)
y 0 + ay = f (x)
admits an horizontal asymptote at +.
Solution. Let y be a solution of the equation. Multiplying with eax the equation
becomes (y(x)eax )0 = f (x)eax , x [0, ). Integrating on [0, x], x > 0 it follows
Z x
ax
f (t)eat dt + C, C R
y(x)e =
0
hence
Rx
f (t)eat dt + C
, x > 0.
eax
0
Rx
R x
f (t)eat dt
f (t)eat dt
C
0
0
+ ax = lim
=
lim y(x) = lim
x
x
x
eax
e
aeax
y(x) =
Then
f (x)eax
l
= .
ax
x ae
a
is the horizontal asymptote of f at .
lim
Thus y =
l
a
y(s)ds + sin x, x R.
(x s)y(s)ds =
0
Solution. Since y is a continuous function, the functions from the left and the
right hand are differentiable. First we put the equation in the form
Z x
Z x
Z x
y(s)ds + sin x
sy(s)ds =
y(s)ds
x
0
(?)
A second differentiation leads to y(x) = y 0 (x) sin x, a linear equation of order one,
which can be written in the form (y(x)ex )0 = ex sin x. By integration we get
sin x + cos x
, x R.
2
Take x = 0 in relation (?) to obtain y(0) = 1 so y(0) = C 21 = 1, hence C = 12 .
The solution is
ex + sin x + cos x
y(x) =
, x R.
2
y(x) = Cex
Example 1.3.4. Model a RL-circuit (a circuit with a resistor R and with an inductor
I) and solve the resulting differential equation for the current I(t) A (amperes), where
t is time. Assume that the circuit contains as an EMF, E(t) (electromotive force) a
battery of E = 48 V (volts), which is constant, a resistor of R = 11 (ohms), and
an inductor of L = 0.1 H (henrys), and that the current is initially zero.
Physical Laws. A current I in the circuit causes a voltage drop RI across the
across the conductor, and the
resistor (Ohms law) and a voltage drop LI 0 = L dI
dt
sum of these two voltage drops equals the EMF (Kirchhoff s Voltage Law).
Solution. According to these laws the model of RL-circuit is LI 0 + RI = E(t), in
the standard form
R
E(t)
I0 + I =
(1.3.2)
L
L
R
Rt
Since R, L are constant and R
dt = R
t + C we multiply the above equation with e L
L
L
to obtain
Rt
E(t) Rt
eL.
(Ie L )0 =
L
Therefore
I=e
In our case,
R
L
11
0.1
Rt
l
E e(R/L) t
+C
L R/L
48
0.1
=
Rt
E
+ Ce L .
R
= 480; thus,
48
+ Ce110t .
11
48
(1 e110t ).
11
1.4
Bernoullis equations
x2
R
x2
x2
x2
x2
Equivalently we have (e 2 z)0 = xe 2 , thus e 2 z = xe 2 dx. Integrating we
have
x2
x2
x2
z = e 2 (e 2 C) = 1 Ce 2 .
We recall that z = y 1 to conclude that
x2
y(x) = (1 Ce 2 )1 .
1.5
Riccatis equations
1
z
1 1
1 1
1 1 1
1
( + )0 = ( + )2 ( + ) 2 ,
x z
x z
x x z
x
equivalent to
1
z0
1
2
1
1
1
1
= 2
+ 2+ 2
2.
2
2
x
z
x
xz z
x
xz x
We obtain the linear equation in z:
z0
3
1
= + 2,
2
z
xz z
2
0
next we multiply by xz to obtain xz = 3z + x or z 0 x3 z = 1. We multiply this
equation by x3 to obtain z 0 x3 3x4 = x3 , that is (zx3 )0 = x3 . Integrating
R
2
we have z = x3 x3 dx, hence z(x) = x3 ( x 2 + C), with the final solution
1
1
1 + 2Cx2
y= +
=
,
x x3 ( x2
x 2Cx3
+ C)
2
C R.
1.6
x+C
.
1+x3
Finally
1 + x2
Cx2 + 1
=
,
x + C
C x
C R.
(1.6.1)
(x, y) = Q
(x, y) for all (x, y) D is called an exact differential equation.
where P
y
x
Under the previous conditions there exists a function F C2 (D) given by the relation
Z x
Z y
Q(x0 , t)dt, (x0 , y0 ) D,
F (x, y) =
P (t, y)dt +
x0
y0
such that
dF (x, y) = P (x, y)dx + Q(x, y)dy, (x, y) D.
Since the exact differential equation is equivalent to dF (x, y) = 0 the solutions are
implicitly defined by
F (x, y) = C, C R.
10
(1.6.2)
P
Q
Q
P
=
.
x
y
y
x
(1.6.3)
(1.6.4)
In practice, usually we are looking for integrant factors of the form = (x) or
= (y). If the equation
P
Q
0
Q (x) =
(x)
y
x
depends only on x. then there exists = (x). If the equation
P
Q
0
P (y) =
(y)
y
x
depends only on y, then there exists = (y).
Example 1.6.1. Integrate the equation ey dx (2y + xey )dy = 0.
Solution.It is easy to check that
P (x,y)
y
Q(x,y)
x
= ey , where
Z
F (x, y) =
x
y
e dt +
0
(2t)dt = e
0
t|x0
2 y
t
2
=
2 0
11
xey y 2 .
The solution of the equation is implicitly defined by the equation xey y 2 = C.
Example 1.6.2. Find the integrant factor = (y), depending on y, for the equation
(2xy 2 3y 3 )dx + (7 3xy 2 )dy = 0
and integrate the equation.
Solution. Let P (x, y) = 2xy 2 3y 3 , Q(x, y) = 7 3xy 2 , (x, y) R2 . We have
P (x, y)
= 4xy 9y 2 ,
y
Q(x, y)
= 3y 2 .
x
d
d
dy
= 2 hence
= 2 .
dy
7
y
= C, C R.
(t).
x
y
y
x
12
Since
t
x
= 2x and
t
y
= 1 we obtain
t
We integrate and obtain ln || = 3 ln |t| + ln |C|, thus (t) = Ct3 . We conclude
that an integrant factor can be chosen (x, y) = (x + y 2 )3 .
Example 1.6.4. Integrate the equation
(4x3 + 2xy)dx + (3y 2 + x2 )dy = 0
and prove that it admits a unique solution y : R R satisfying the equation y(0) = 1.
Solution. Let P (x, y) = 4x3 + 2xy, Q(x, y) = 3y 2 + x2 , (x, y) R2 . Since
P (x,y)
= Q(x,y)
= 2x the equation is exact. For x0 = y0 = 0 we obtain
y
x
Z x
Z y
F (x, y) =
P (t, y)dt +
Q(0, t)dt = x4 + x2 y + y 3
0
4x3 + 2xy
3y 2 + x2
13
1.7
y = pg 0 (p) + g(p)
p
1 + y 02 .
14
Solution. Let y 0 = p, so y = xp +
p
1 + p2 . Differentiate to obtain
2pp0
p = p + xp + p
2 1 + p2
0
hence
p
0 = p0 (x + p
)
1 + p2
y = xC + 1 + C 2 .
Next we obtain the singular solution
p
,
x = p
1 + p2
y = p
p2
1 + p2
p
1 + p2 , p R.
dx
= x 2p
dp
that is
dx = (x + 2p)dp
which is a linear equation with the unknown x = x(p).We write this equation in the
form x0 + x = 2p and we multiply this equation by ep to obtain ep x0 + ep x = 2pep ,
that is (ep x)0 = 2pep . Equivalently we get
Z
p
x = 2e
pep dp = 2ep (pep ep + C) = 2p + 2 2Cep .
We replace x in the first formula of y to obtain
y = (1 + p)(2p + 2 2Cep ) + p2 .
So, the parametric equations are
x = 2p + 2 2Cep ,
y = (1 + p)(2p + 2 2Cep ) + p2 , C R.
15
1.8
1
1
e2x (x + C1 )dx = e2x (x + C1 + ) + C2 , C1 , C2 R.
2
2
dy
as p2pdp
= dy
, hence ln(p2 + 1) = ln |Cy| so p = Cy 1.
2 +1 = y . It follows
p2 +1
y
16
dy
Cy1
= dx. We get
4(Cy 1) = C 2 (x + C1 ), C, C1 R.
00
(n)
3. Equations of the form F (x, yy , yy , . . . , y y ) = 0. Remark that these equations are homogenous with respect to y, y 0 , . . . , y (n) . The substitution
z=
y0
, z = z(x)
y
y 000
= z 3 + 3zz 0 + z 00 , . . .
y
y0
y
= z, hence
y0
y
Equivalently we get
dy
y
1
+ ln |x| + C1
x
y = xe x C1 .
17
1.9
Problems
p
y 2 + 1dx = xydy;
(3) 2x2 yy 0 + y 2 = 2;
(4) (x y)dx + (x + y)dy = 0;
(5) xy 0 y = x tan xy ;
(6) x y 1 + (y x 2)y 0 = 0;
(7) xy 0 2y = 2x4 ;
(8) y 0 + y tan x =
1
;
cos x
(9) y 0 + 2y = y 2 ex ;
(10) xy 0 y 2 + (2x + 1)y = x2 + 2x, if admits the particular solution y0 = x;
(11) y 0 = y 2 2yex + e2x + ex , if admits the particular solution y0 = ex ;
(12) y 0 + y 2 2y sin x + sin2 x = cos x, if admits the particular solution y0 = sin x;
(13) y = xy 0 ln y 0 ;
(14) y = xy 0 + y 02 ;
(15) y = 2xy 0 + sin y 0 ;
(16) y = 2xy 0 + ln y 0 ;
18
y
dx
x
(3)
3x2 +y 2
dx
y2
+ (y 3 + ln x)dy = 0;
2x3 +5y
dy
y3
= 0;
= (x2 + y 2 );
Problem 1.9.4. Integrate the following equations of order higher than one:
(1) x2 y 00 = y 02 ;
(2) xy 00 = y 0 + x2 ;
(3) y 02 + 2yy 00 = 0;
(4) y 3 y 00 = 1;
(5) yy 00 y 02 = y 2 y 0 ;
(6) x2 yy 00 = (y xy 0 )2 ;
(7) y 0 + 2xyy 00 = 0;
(8) xyy 00 xy 02 = yy 0 .
19
p
Solutions: 1.9.1 (1). y = C(x + 1)ex ; (2). ln | x |= C + y 2 + 1; (3). y 2 2 =
1
Ce x ; (4). ln(x2 + y 2 ) = C 2 arctan xy ; (5). Divide by x to obtain y 0 xy = tan xy
and then take the substitution xy = z to obtain a variable separable equation with
the final solution sin xy = Cx; (6). Make the substitution z = y x, z = z(x)
and obtain the final solution (y x + 2)2 + 2x = C; (7). y = Cx2 + x4 ; (8).
y = sin x + C cos x; (9). y = 0 and y(ex + Ce2x ) = 1; (10). Take the substitution
y = z + x which leads to the Bernoulli equation in z,xz 0 z 2 + z = 0 and the final
1
solution y = Cx+1
+x; (11). Take the substitution y = z +ex and get the final solution
1
1
y = Cx
+ ex ; (12). y = C+x
+ sin x; (13). y = Cx ln C and y = 1 + ln x; (14).
2
2
y = Cx + C and x + 4y = 0; (15). x = Cp sinp2pcos p , y = 2Cp sinpp2 cos p ; (16).
x=
Cp
,
p2
y=
2(Cp)p
p
1
x2
C1
x
y0
y
Bibliography
[1] D. Alpay, A Complex Analysis Problem Book, Birkhauser, Springer Bassel, 2011.
[2] E. Kreyszig, Advance Engineering Mathematics 10 edition, John Wiley and Sons,
Inc., Hoboken,New Jersey, 2011.
[3] L. Mejlbro, Complex Functions Examples c-7. Applications of the Calculus of
Residues, online, www.BookBoon.com, 2008.
[4] A. Philippov, Recueil de Problemes Dequations Differentielles, Editions Mir,
Moscou, 1976.
[5] S. Toader and G. Toader, Matematici Speciale I, II, U.T. Press, Cluj-Napoca,
2009.
20