Math 201 Lecture 01: Separable Equations

Jan. 09, 2012

0. Review See prerequisites for review of integration and dierentiation. 1. Basic Information The Equation. The following equation is called separable. dy = g(x) p(y). dx 1st order: Only rst derivative of the unknown function y is involved; Possibly nonlinear: There is no restriction on p(y), it may be linear like 3 y + 2 or nonlinear 2 like e y . The idea is to separate the variables x and y, that is move all the y-terms to one side, and all the x-terms to the other. Once this is done, the two sides can be integrated separately to give the general solution. Procedure: 1. Separate variables: Divide both sides by p(y) then multiply both sides by dx: dy = g(x) dx. p(y) 2. Integrate: dy = p(y) 3. General solution: H(y) = G(x) + C Here H(y) is one primitive of
1 , p(y)

(1)

It is

How to get general solution.

(2) (3) (4)

g(x) dx

and G(x) is one primitive of g(x).

4. Include solutions y = ci in your general solution. Here ci are solutions to the algebraic equation p(c) = 0. 5. Simplify if possible. 6. Check your solution if time allows. A quick example. Solve: Solution. We identify dx = 3 x t2. dt p(x) = 3 x, and see that the equation is separable. 1. Separate the variables: dx = t2 dt. 3x 1 (8) g(t) = t2 (6) (7) (5)

Math 201 Lecture 01: Separable Equations

2. Integrate: dx = 3x 3. General solution: 1 1 ln |x| = t3 + C 3 3 where C is an arbitrary constant. 4. Include zeroes: As p(x) = 3 x, solving p(c) = 0 we obtain c = 0. The extra solution to include is x = 0. 5. Simplify if possible: The solutions are 1 1 ln |x| = t3 + C , 3 3 and x = 0. (12) (11) (10) t2 dt. (9)

We try to simplify. The rst formula is the same as which is equivalent to ln |x| = t3 + 3 C |x| = e3C et .
3

(13) (14)

Since C stands for an arbitrary real number, e3C can take any positive value. Therefore the formula |x| = e3C et , |x| = C et ,
3 3

C is an arbitrary constant

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describes the same set of functions as the formula C is an arbitrary positive constant. (16)

Now peeling o the absolute value, we reach the following formula which gives the same functions as the original formula: x = C et ,
3

0.

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Now that we have reached the end of simplifying the rst formula, we try to combine it with the extra solution x = 0: The general solution is given by x = C et , C which is equivalent to x = C et ,
3 3

0 together with x = 0

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C is an arbitrary constant.
3

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This is the nal formula for general solutions. 6. Check solutions. Substitute x = C et into the equation, we have
3 dx = 3 C t2 e t ; dt

3 x t2 = 3 C et t2.

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We see that indeed

dx = 3 x t2. dt How to solve initial value problem (IVP)

An initial value problem is a combination of one dierential equation, and one set of initial conditions, specifying the values of y at certain xs. The number of initial conditions is always the same as the order of the equation. For rst order equations, an IVP looks like: dy = f (x, y), dx y(x0) = y0. (22)

Jan. 09, 2012

How to solve IVP: 1. Find the general solution; 2. Take the general solution formula, substitute x by x0 and y by y0, to determine the value C. 3. The nal answer: Take the general solution formula, replace C by the value you just found.

Example: Solve Solution. dx = 3 x t2, dt x(3) = 25. (23)

1. Find general solution. We already obtained it: x = C et . 2. Use initial value to obtain C: Replace x by 25 and t by 3: 25 = C e27. So C = 25 e27. 3. The nal answer: x(t) = 25 e27 et . How to check solutions: If the solution formula is explicit, that is looks like y = Y (x), just substitute it back into the equation. If the solution formula is implicit, that is looks like F (x, y) = 0: Lets say after solving dy = p(y) g(x) you get F (x, y) = 0. To check this solution, take d of F and check whether the dx 1 result is the same as p(y) dy g(x) dx multiplied by some function. (In other words, we check dy whether dF (x, y) = 0 is equivalent to the original equation dx = p(y) g(x)) Example: Solve x dy 1 = . dx y3 (28)
3 3

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(25) (26) (27)

Solution. The equation is separable: It can be written as dy 1 1 = dx y 3 x (29)

so p(y) = g(x) = We separate the variables: y 3 dy = Integrate dx x (30) (31)

1 , y3

1 . x

1 4 y = ln |x| + C. 4
1

Note that as p(y) = y3 , p(c) = 0 has no solution and therefore there is no extra solution to include. The general solution we obtained is now 1 4 y ln |x| C = 0. 4 d dx 1 4 y ln |x| C = y 3 dy . x 4 (32) (33)

To check, take d:

Math 201 Lecture 01: Separable Equations

This is exactly the same as

dy p(y)

g(x)dx.

2. Things to be Careful/Tricky Issues Do not forget to check for extra solutions; Do not forget the arbitrary constant C when integrating. Do not forget absolute value: dx = ln |x|. x 3. More Examples The separability may be hidden: Example 1. Solve dx t = . dt x et+2x Solution. The equation can be written as dx 1 t = dt x e2x et and is thus separable. We identify p(x) = x e2x , g(t) = t et. Separate variables: x e2x dx = t et dt. Integrate: x e2x dx = xd e2x 2 = x e2x 2 x e2x e2x 2 x 1 2x e2x dx = = e ; 2 4 4 2 (et) dt = (t 1) et. (38) (39) (37)
1

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t et dt =
1

t d(et) = t et

As p(x) = x e2x there is no solution to p(c) = 0 and therefore no extra constant solutions. The general solution is then 2 x 1 2x e = (t 1) et + C. (40) 4 Its not possible to further simplify. To check solution, take d as the formula is implicit: d 2 x 1 2x e + (t + 1) et + C = 4 e2x 1 + x 2 2 e2x dx + (et (t + 1) et) dt (41)

which simplies to x e2x dx t et dt = 0. Integration can be tricky: Example 2. Solve Solution. Separate the variables: Integrate: dy x = . dx y 2 1 + x x dx y 2 dy = . 1+x y 2 dy = y3 . 3 (43) (44) (45) (42)

Jan. 09, 2012

To evaluate

x dx , 1+x 1 1 + x . Then dv = 2
dx 1+x

(46) and x = v 2 1. Now we have

we do change of variable: v = x dx = 1+x

(v 2 1) 2 dv =

2 3 2 2 v 2 v = (1 + x)3/2 2 (1 + x)1/2 = [(1 + x) 3] (1 + x)1/2 = 3 3 3 (47)

2 (x 2)(1 + x)1/2. 3 Now as p(y) = y2 there is no extra solution. The general solution is then (implicit formula): Or simplify a bit: To check solution, take y3 2 = (1 + x)3/2 2 (1 + x)1/2 + C 3 3 y 3 = 2 (x 2)(1 + x)1/2. x2 dx (1 + x)1/2
1

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d y 3 2 (x 2)(1 + x)1/2 = 3 y 2 dy 2 (1 + x)1/2 + which simplies to 3 y 2 dy

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x 3x dx = 3 y2 dy dx . 1+x 1+x

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The real diculty of solving 1st order equations comes from the fact that solution procedures can only be applied after the type of the equation is determined. It is crucial to be able to determine the types quickly. So lets practise from day one. Example 3. Determine whether the given dierential equation is separable. dy sin (x + y) = 0; dx dy = 4 y2 3 y + 1 dx dx = t ln (s2t) + 8 t2 dt dy y ex+ y = dx x2 + 2 (x y 2 + 3 y 2) dy 2 x dx = 0 s2 + ds s + 1 = . dt st (52) (53) (54) (55) (56) (57)

Answer: No, Yes, Yes, Yes, Yes, No. See the end of this note for explanation. 4. Notes and Comments In this class we will delegate most IVP examples to the lab, and concentrate on getting general solutions in the lectures. Keep in mind that solving IVP = nding general solution + xing the value(s) of constant(s). Its easy to be condent that the given equation is separable, as such conclusion is usually reached dy after successfully writing the equation in the form dx = p(y) g(x). However, how can we ever be sure that the given equation is not separable? After all I am not able to do it is the same as this is impossible. The following are two criterions.

Math 201 Lecture 01: Separable Equations

An equation dy = f (x, y) dx cannot be separable if one of the following holds: y

f x

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To prove this fact, we only need to show the following: If f (x, y) = p(y) g(x) for some p, g, then both quantities above are zero. Lets calculate: If f (x, y) = p(y) g(x), then f = p(y) g (x), x
f x

0 or y 0. x f

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g (x) = f g(x)

f x

= 0.

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Similarly the other quantity has to be zero too. Explanations of the example: For the rst one, f (x, y) = sin (x + y). We are unable to write it as p(y) g(x). To be sure, we check: y The second one is trivial. For the third, note that t ln (s2t) + 8 t2 = 2 t2 ln s + 8 t2 = 2 t2 (ln s + 4). For the fourth, write For the fth, notice should be written as For the last one, we have y ex+ y y ex e y ex = 2 = (y ey) 2 . 2+2 x x +2 x +2 (x y 2 + 3 y 2) dy 2 x dx = 0 dy 2x 2x 1 = = . dx x y 2 + 3 y 2 (x + 3) y 2 ds s + 1 = s2 . dt st f (t, s) =
s+1 st f x

cos (x + y) 1 = y sin (x + y) sin2 (x + y)

0.

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(62) (63) (64) (65) (66)

s2. We are unable to separate the variables. To be sure, calculate s

f t

(s + 1) s t (s + 1 s3 t)

0.

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