Ordinary Differential Equations (Odes) : Section 1.1 P1

PART
Ordinary Differential
Equations (ODEs)
Section 1.1 p1
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
CHAPTER
First-Order ODEs
Section 1.1 p2

1.1
1.1 Basic
Basic Concepts.
Concepts. Modeling
Modeling
Section 1.1 p3

1.1 Basic Concepts. Modeling
The
Theprocess
processof
ofsetting
settingup
upaamodel,
model,solving
solvingitit
mathematically,
mathematically,and
andinterpreting
interpretingthe
theresult
resultin
inphysical
physicalor
or
other
otherterms
termsisiscalled
calledmathematical
mathematicalmodeling
modelingor,
or,briefly,
briefly,
modeling.
modeling.
Many
Manyphysical
physicalconcepts,
concepts,such
suchas
asvelocity
velocityand
andacceleration,
acceleration,
are
arederivatives.
derivatives.
AAmodel
modelisisvery
veryoften
oftenan
anequation
equationcontaining
containingderivatives
derivativesof
of
an
anunknown
unknownfunction.
function.
Such
Suchaamodel
modelisiscalled
calledaadifferential
differentialequation.
equation.
Section 1.1 p4

An
Anordinary
ordinarydifferential
differentialequation
equation(ODE)
(ODE)isisan
anequation
equation
that
thatcontains
containsone
oneor
orseveral
severalderivatives
derivativesof
ofan
anunknown
unknown
function,
function,which
whichwe
weusually
usuallycall
cally(x)
y(x)(or
(orsometimes
sometimesy(t)
y(t)ififthe
the
independent
independentvariable
variableisistime
timet).
t).
The
Theequation
equationmay
mayalso
alsocontain
containyyitself,
itself,known
knownfunctions
functionsof
ofxx
(or
(ort),
t),and
andconstants.
constants.
An
AnODE
ODEisissaid
saidto
tobe
beof
oforder
ordernnififthe
thenth
nthderivative
derivativeof
ofthe
the
unknown
unknownfunction
functionyyisisthe
thehighest
highestderivative
derivativeof
ofyyin
inthe
the
equation.
equation.
The
Theconcept
conceptof
oforder
ordergives
givesaauseful
usefulclassification
classificationinto
intoODEs
ODEs
of
offirst
firstorder,
order,second
secondorder,
order,and
andso
soon.
on.
Thus,
Thus,(1)
(1)isisof
offirst
firstorder,
order,(2)
(2)of
ofsecond
secondorder,
order,and
and(3)
(3)of
ofthird
third
order.
order.
Section 1.1 p5

In
Inthis
thischapter
chapterwe
weshall
shallconsider
considerfirst-order
first-orderODEs.
ODEs.
Such
Suchequations
equationscontain
containonly
onlythe
thefirst
firstderivative
derivativeyyand
andmay
may
contain
containyyand
andany
anygiven
givenfunctions
functionsof
ofx.x.
Hence
Hencewe
wecan
canwrite
writethem
themas
as
(4)
F(x,
(4)
F(x,y,y,y)
y)==00
or
oroften
oftenin
inthe
theform
form
yy==f f(x,
(x,y).
y).
This
Thisisiscalled
calledthe
theexplicit
explicitform,
form,in
incontrast
contrastto
tothe
theimplicit
implicitform
form
(4).
(4).
3
2
For
instance,
the
implicit
ODE
x
3y 4y 2= 0 (where x 0)
For instance, the implicit ODE x 3 y2 4y = 0 (where x 0)
can
canbe
bewritten
writtenexplicitly
explicitlyas
asyy==4x
4xy3y.2.
Section 1.1 p6

AAfunction
function
yy==h(x)
h(x)
isiscalled
calledaasolution
solutionof
ofaagiven
givenODE
ODE(4)
(4)in
insome
someopen
openinterval
interval
aa<<xx<<bbififh(x)
h(x)isisdefined
definedand
anddifferentiable
differentiablethroughout
throughoutthe
the
interval
intervaland
andisissuch
suchthat
thatthe
theequation
equationbecomes
becomesan
anidentity
identityifif
yyand
andyyare
arereplaced
replacedwith
withhhand
andh,
h,respectively.
respectively.
The
Thecurve
curve(the
(thegraph)
graph)of
ofhhisiscalled
calledaasolution
solutioncurve.
curve.
Here,
Here,open
openinterval
intervalmeans
meansthat
thatthe
theendpoints
endpointsaaand
andbbare
are
not
notregarded
regardedas
aspoints
pointsbelonging
belongingto
tothe
theinterval.
interval.
Also,
Also,aa<<xx<<bbincludes
includesinfinite
infiniteintervals
intervals
<<xx<<b,b,aa<<xx<<
,
,<<xx<<(the
(thereal
realline)
line)as
asspecial
specialcases.
cases.
Section 1.1 p7

EXAMPLE 2
Solution by Calculus. Solution Curves

The ODE y = dy/dx = cos x can be solved directly by integration on
both sides. Indeed, using calculus, we obtain y = cos x dx = sin x + c,
where c is an arbitrary constant. This is a family of solutions. Each
value of c, for instance, 2.75 or 0 or 8, gives one of these curves.
Figure 3 shows some of them, for c = 3, 2, 1, 0, 1, 2, 3, 4.
Section 1.1 p8

EXAMPLE 3A
(A)Exponential Growth.
From calculus we know that y = ce0.2t has the derivative
dy
y
0.2 e 0.2 t 0.2 y
dx
Hence y is a solution of y = 0.2y (Fig. 4A). This ODE is of
the form y = ky.
With positive-constant k, it can model exponential growth,
for instance, of colonies of bacteria or populations of
animals. It also applies to humans for small populations in a
large country (e.g., the United States in early times) and is
then known as Malthuss law.
Section 1.1 p9

EXAMPLE 4A (continued)
(A) Exponential Growth.
Section 1.1 p10

EXAMPLE 4B
(B) Exponential Decay

Similarly, y = 0.2 (with a minus on the right) has the
solution y = ce0.2t, (Fig. 4B) modeling exponential decay, as,
for instance, of a radioactive substance (see Example 5).
Section 1.1 p11

We
Wesee
seethat
thateach
eachODE
ODEin
inthese
theseexamples
exampleshas
hasaasolution
solutionthat
that
contains
containsan
anarbitrary
arbitraryconstant
constantc.c.
Such
Suchaasolution
solutioncontaining
containingan
anarbitrary
arbitraryconstant
constantccisiscalled
calledaa
general
generalsolution
solutionof
ofthe
theODE.
ODE.
(We
(Weshall
shallsee
seethat
thatccisissometimes
sometimesnot
notcompletely
completelyarbitrary
arbitrary
but
butmust
mustbe
berestricted
restrictedto
tosome
someinterval
intervalto
toavoid
avoidcomplex
complex
expressions
expressionsin
inthe
thesolution.)
solution.)
We
Weshall
shalldevelop
developmethods
methodsthat
thatwill
willgive
givegeneral
generalsolutions
solutions
uniquely
uniquely(perhaps
(perhapsexcept
exceptfor
fornotation).
notation).Hence
Hencewe
weshall
shallsay
say
the
thegeneral
generalsolution
solutionof
ofaagiven
givenODE
ODE(instead
(insteadof
ofaageneral
general
solution).
solution).
Section 1.1 p12

Geometrically,
Geometrically,the
thegeneral
generalsolution
solutionof
ofan
anODE
ODEisisaafamily
familyof
of
infinitely
infinitelymany
manysolution
solutioncurves,
curves,one
onefor
foreach
eachvalue
valueof
ofthe
the
constant
constantc.c.IfIfwe
wechoose
chooseaaspecific
specificcc(e.g.,
(e.g.,cc==6.45
6.45or
or00or
or
2.01),
2.01),we
weobtain
obtainwhat
whatisiscalled
calledaaparticular
particularsolution
solutionof
ofthe
the
ODE.
ODE.AAparticular
particularsolution
solutiondoes
doesnot
notcontain
containany
anyarbitrary
arbitrary
constants.
constants.
In
Inmost
mostcases,
cases,general
generalsolutions
solutionsexist,
exist,and
andevery
everysolution
solutionnot
not
containing
containingan
anarbitrary
arbitraryconstant
constantisisobtained
obtainedas
asaaparticular
particular
solution
solutionby
byassigning
assigningaasuitable
suitablevalue
valueto
toc.c.Exceptions
Exceptionsto
to
these
theserules
rulesoccur
occurbut
butare
areof
ofminor
minorinterest
interestin
inapplications.
applications.
Section 1.1 p13

Initial Value Problem
In
Inmost
mostcases
casesthe
theunique
uniquesolution
solutionof
ofaagiven
givenproblem,
problem,hence
hence
aaparticular
particularsolution,
solution,isisobtained
obtainedfrom
fromaageneral
generalsolution
solutionby
by
an
aninitial
initialcondition
conditiony(x
y(x0)0)==yy0,0,with
withgiven
givenvalues
valuesxx0 0and
andyy0,0,
that
thatisisused
usedto
todetermine
determineaavalue
valueof
ofthe
thearbitrary
arbitraryconstant
constantc.c.
Geometrically
Geometricallythis
thiscondition
conditionmeans
meansthat
thatthe
thesolution
solutioncurve
curve
should
shouldpass
passthrough
throughthe
thepoint
point(x
(x0,0,yy0)0)in
inthe
thexy-plane.
xy-plane.
An
AnODE
ODEtogether
togetherwith
withan
aninitial
initialcondition
conditionisiscalled
calledan
an
initial
initialvalue
valueproblem.
problem.
Thus,
Thus,ififthe
theODE
ODEisisexplicit,
explicit,yy==f f(x,
(x,y),
y),the
theinitial
initialvalue
value
problem
problemisisof
ofthe
theform
form
(5)
(5)
Section 1.1 p14
yy==f f(x,
(x,y),
y),
y(x
y(x0)0)==yy0.0.

EXAMPLE 5
Radioactivity. Exponential Decay

Given an amount of a radioactive substance, say, 0.5 g
(gram), find the amount present at any later time.
Physical Information. Experiments show that at each instant a
radioactive substance decomposesand is thus decaying in
timeproportional to the amount of substance present.
Section 1.1 p15

EXAMPLE 5 (continued)
Step 1. Setting up a mathematical model

of the physical process.
Denote by y(t) the amount of substance still present at any
time t.
By the physical law, the time rate of change y(t) = dy/dt is
proportional to y(t) . This gives the first-order ODE
dy
ky
(6)
dx
where the constant k is positive, so that, because of the
minus, we do get decay (as in [B] of Example 3).
The value of k is known from experiments for various
radioactive substances (e.g., k = 1.4 1011 sec1,
approximately, for radium 88Ra226).
Section 1.1 p16

Step 1. (continued) Setting up a mathematical model

of the physical process.
Now the given initial amount is 0.5 g, and we can call the
corresponding instant t = 0.
Then we have the initial condition y(0) = 0.5.
This is the instant at which our observation of the process
begins. It motivates the term initial condition (which,
however, is also used when the independent variable is not
time or when we choose a t other than t = 0.).
Hence the mathematical model of the physical process is the
initial value problem
dy
(7)
ky ,
y(0) 0.5.
dx
Section 1.1 p17

Step 2. Mathematical solution.

As in (B) of Example 3 we conclude that the ODE (6) models
exponential decay and has the general solution (with
arbitrary constant c but definite given k)
(8)
y(t) = cekt.
We now determine c by using the initial condition. Since

y(0) = c from (8), this gives y(0) = c = 0.5. Hence the
particular solution governing our process is (cf. Fig. 5)
(9)
y(t) = 0.5ekt
(k > 0).
Always check your resultit may involve human or

computer errors! Verify by differentiation (chain rule!) that
your solution (9) satisfies (7) as well as y(0) = 0.5:
dy/dt = 0.5kekt = k 0.5ekt = ky,
y(0) =
0
0.5e
=1.10.5.
Section
p18
Step 3. Interpretation of result. Formula (9) gives the

amount of radioactive substance at time t. It starts from the
correct initial amount and decreases with time because k is
positive. The limit of y as t is zero.
Section 1.1 p19

1.2
1.2 Geometric
Geometric Meaning
Meaning of
of
y
y
f(x,
f(x,y).
y).
Direction
Direction Fields,
Fields, Eulers
Eulers Method
Method
Section 1.2 p20

1.2 Geometric Meaning of y = f(x, y).

Direction Fields, Eulers Method
Graphic
GraphicMethod
Methodof
ofDirection
DirectionFields.
Fields.
Practical
PracticalExample
ExampleIllustrated
Illustratedin
inFig.
Fig.7.7.
We
Wecan
canshow
showdirections
directionsof
ofsolution
solutioncurves
curvesof
ofaagiven
givenODE
ODE
(1)
(1)by
bydrawing
drawingshort
shortstraight-line
straight-linesegments
segments(lineal
(linealelements)
elements)
in
inthe
thexy-plane.
xy-plane.
This
Thisgives
givesaadirection
directionfield
field(or
(orslope
slopefield)
field)into
intowhich
whichyou
youcan
can
then
thenfit
fit(approximate)
(approximate)solution
solutioncurves.
curves.This
Thismay
mayreveal
reveal
typical
typicalproperties
propertiesof
ofthe
thewhole
wholefamily
familyof
ofsolutions.
solutions.
Figure
Figure77shows
showsaadirection
directionfield
fieldfor
forthe
theODE
ODE
(2)
yy==yy++xx
(2)
obtained
obtainedby
byaaCAS
CAS(computer
(computeralgebra
algebrasystem)
system)and
andsome
some
approximate
approximatesolution
solutioncurves
curvesfitted
fittedin.
in.
Section 1.2 p21


Section 1.2 p22


IfIfyou
youhave
haveno
noCAS,
CAS,first
firstdraw
drawaafew
fewlevel
levelcurves
curves
f(x,
f(x,y)y)==const
constof
off(x,
f(x,y),
y),
then
thenparallel
parallellineal
linealelements
elementsalong
alongeach
eachsuch
suchcurve
curve
(which
(whichisisalso
alsocalled
calledan
anisocline,
isocline,meaning
meaningaacurve
curve
of
ofequal
equalinclination),
inclination),and
andfinally
finallydraw
drawapproximation
approximation
curves
curvesfit
fitto
tothe
thelineal
linealelements.
elements.
Section 1.2 p23


Numeric Method by Euler

Given
Givenan
anODE
ODE(1)
(1)yy==f(x,
f(x,y)y)and
andan
aninitial
initialvalue
valuey(x
y(x0)0)==yy0 0
Eulers
Eulersmethod
methodyields
yieldsapproximate
approximatesolution
solutionvalues
valuesatat
equidistant
equidistantx-values
x-valuesxx0, ,xx1 ==xx0 ++h,h,xx2 ==xx0 ++2h,
2h,
, ,namely,
namely,
0
In
Ingeneral,
general,
yy1 ==yy0 ++hf(x

0, ,yy
0))
hf(x
1
0
0
0
(Fig.
(Fig.8)
8)
yy2 ==yy1 ++hf(x

1, ,yy
1),),
hf(x
2
1
1
1
etc.
etc.
yyn ==yyn1 ++hfhf(x

n1 , ,yy
n1 ))
(x
n
n1
n1
n1
where
text pg. 11 for Table 1.1)
wherethe
thestep
stephhequals,
equals,e.g.,
e.g.,0.1
0.1or
or0.2
0.2(see
(see text pg. 11 for Table 1.1)
or
oraasmaller
smallervalue
valuefor
forgreater
greateraccuracy.
accuracy.
Section 1.2 p24


Section 1.2 p25

1.3
1.3 Separable
Separable ODEs.
ODEs. Modeling
Modeling
Section 1.3 p26

1.3 Separable ODEs. Modeling
Many
Manypractically
practicallyuseful
usefulODEs
ODEscan
canbe
bereduced
reducedto
tothe
theform
form
(1)
g(y)
(1)
g(y)yy==f(x)
f(x)
by
bypurely
purelyalgebraic
algebraicmanipulations.
manipulations.Then
Thenwe
wecan
canintegrate
integrateon
onboth
both
sides
sideswith
withrespect
respecttotox,x,obtaining
obtaining
(2)
g(y)
(2)
g(y)ydx
ydx==f(x)
f(x)dx
dx++c.c.
On
Onthe
theleft
leftwe
wecan
canswitch
switchto
toyyas
asthe
thevariable
variableof
ofintegration.
integration.By
By
calculus,
calculus,ydx
ydx==dy
dyso
sothat
that
(3)
g(y)
(3)
g(y)dy
dy==f(x)
f(x)dx
dx++c.c.
IfIff fand
andggare
arecontinuous
continuousfunctions,
functions,the
theintegrals
integralsin
in(3)
(3)exist,
exist,and
and
by
byevaluating
evaluatingthem
themwe
weobtain
obtainaageneral
generalsolution
solutionof
of(1).
(1).
This
Thismethod
methodof
ofsolving
solvingODEs
ODEsisiscalled
calledthe
themethod
methodof
ofseparating
separating
variables,
variables,and
and(1)
(1)isiscalled
calledaaseparable
separableequation,
equation,because
becausein
in(3)
(3)
the
thevariables
variablesare
arenow
nowseparated:
separated:xxappears
appearsonly
onlyon
onthe
theright
rightand
andyy
only
onlyon
onthe
theleft.
left.
Section 1.3 p27

EXAMPLE 5
Mixing Problem
Mixing problems occur quite frequently in chemical industry. We
explain here how to solve the basic model involving a single tank.
The tank in Fig. 11 contains 1000 gal of water in which initially
100 lb of salt is dissolved. Brine runs in at a rate of 10 gal/min,
and each gallon contains 5 lb of dissolved salt. The mixture in the
tank is kept uniform by stirring. Brine runs out at 10 gal/min. Find
the amount of salt in the tank at any time t.
Section 1.3 p28

Solution.
Step 1. Setting up a model.
Let y(t) denote the amount of salt in the tank at time t. Its
time rate of change is
y = Salt inflow rate = Salt outflow rate
Balance law.
5 lb times 10 gal gives an inflow of 50 lb of salt. Now, the

outflow is 10 gal of brine.
This is 10/1000 = 0.01( = 1%) of the total brine content in the
tank, hence 0.01 of the salt content y(t), that is, 0.01 y(t) .
Thus the model is the ODE
(4)
y = 50 0.01y = 0.01(y 5000).
Section 1.3 p29

Step 2. Solution of the model.
The ODE (4) is separable. Separation, integration, and taking
exponents on both sides gives
dy
0.01 dt , ln |y 5000|= 0.01t + c*, y 5000 ce0.01t.
y 5000
Initially the tank contains 100 lb of salt. Hence y(0) = 100 is the
initial condition that will give the unique solution.
Substituting y = 100 and t = 0 in the last equation gives
100 5000 = ce0 = c.
Hence c = 4900. Hence the amount of salt in the tank at time t is
(5)
y(t) = 5000 4900e0.01t
This function shows an exponential approach to the limit 5000 lb;
see Fig. 11. Can you explain physically that y(t) should increase
with time? That its limit is 5000 lb? Can you see the limit directly
from the ODE?
Section 1.3 p30

The model discussed becomes more realistic in problems on

pollutants in lakes (see Problem Set 1.5, Prob. 35) or drugs
in organs. These types of problems are more difficult
because the mixing may be imperfect and the flow rates (in
and out) may be different and known only very roughly.
Section 1.3 p31

Extended Method:
Reduction to Separable Form
Certain
Certainnonseparable
nonseparableODEs
ODEscan
canbe
bemade
madeseparable
separableby
by
transformations
transformationsthat
thatintroduce
introducefor
foryyaanew
newunknown
unknown
function.
function.We
Wediscuss
discussthis
thistechnique
techniquefor
foraaclass
classof
ofODEs
ODEsof
of
practical
practicalimportance,
importance,namely,
namely,for
forequations
equations
y
y' f .
(8)
(8)
x
Here,
function
of
y/x
such
as
Here,f fisisany
any(differentiable)
(differentiable)
function
of
y/x
such
as
4
sin
sin(y/x),
(y/x),(y/x)
(y/x),4,and
andso
soon.
on.(Such
(Suchan
anODE
ODEisissometimes
sometimes
called
calledaahomogeneous
homogeneousODE,
ODE,aaterm
termwe
weshall
shallnot
notuse
usebut
but
reserve
reservefor
foraamore
moreimportant
importantpurpose
purposein
inSec.
Sec.1.5.)
1.5.)
Section 1.3 p32

Extended Method:
Reduction to Separable Form (continued)
The
Theform
formof
ofsuch
suchan
anODE
ODEsuggests
suggeststhat
thatwe
weset
sety/x
y/x==u;u;thus,
thus,
(9)
yy==ux
(9)
ux and
andby
byproduct
productdifferentiation
differentiation yy==ux
ux++u.u.
Substitution
Substitutioninto
intoyy==f(y/x)
f(y/x)then
thengives
givesux
ux++uu==f f(u)
(u)
or
orux
ux==f(u)
f(u)u.u.We
Wesee
seethat
thatififf(u)
f(u)uu0,0,this
thiscan
canbe
be
separated:
separated:
du
dx
.
(10)
f (u) u x
(10)
Section 1.3 p33

1.4
1.4 Exact
Exact ODEs.
ODEs. Integrating
Integrating
Factors
Factors
Section 1.4 p34

1.4 Exact ODEs. Integrating Factors
We
Werecall
recallfrom
fromcalculus
calculusthat
thatififaafunction
functionu(x,
u(x,y)
y)has
has
continuous
continuouspartial
partialderivatives,
derivatives,its
itsdifferential
differential(also
(alsocalled
calledits
its
total
totaldifferential)
differential)isis u
u
du dx dy.
x
y
From
Fromthis
thisititfollows
followsthat
thatififu(x,
u(x,y)y)==cc==const,
const,du
du==0.0.
Section 1.4 p35

AAfirst-order
first-orderODE
ODEM(x,
M(x,y)y)++N(x,
N(x,y)y
y)y==0,0,written
writtenas
as
(use
(usedy
dy==ydx
ydxas
asin
inSec.
Sec.1.3)
1.3)
(1)
M(x,
(1)
M(x,y)y)dx
dx++N(x,
N(x,y)y)dy
dy==00
isiscalled
calledan
anexact
exactdifferential
differentialequation
equationififthe
thedifferential
differential
form
formM(x,
M(x,y)y)dx
dx++N(x,
N(x,y)y)dy
dyisisexact,
exact,that
thatis,
is,this
thisform
formisisthe
the
differential
differential
u
u
du dx dy
(2)
x
y
(2)
of
ofsome
somefunction
functionu(x,
u(x,y).
y).Then
Then(1)
(1)can
canbe
bewritten
written
du
du==0.0.
By
Byintegration
integrationwe
weimmediately
immediatelyobtain
obtainthe
thegeneral
generalsolution
solution
of
of(1)
(1)in
inthe
theform
form
(3)
(3)
Section 1.4 p36
u(x,
u(x,y)y)==c.c.

This
Thisisiscalled
calledan
animplicit
implicitsolution,
solution,in
incontrast
contrastto
toaasolution
solution
yy==h(x)
h(x)as
asdefined
definedin
inSec.
Sec.1.1,
1.1,which
whichisisalso
alsocalled
calledan
anexplicit
explicit
solution,
solution
can
solution,for
fordistinction.
distinction.Sometimes
Sometimesan
animplicit
implicit
solution
can
2
2
be
beconverted
convertedto
toexplicit
explicitform.
form.(Do
(Dothis
thisfor
forxx2++yy2==1.)
1.)IfIfthis
this
isisnot
notpossible,
possible,your
yourCAS
CASmay
maygraph
graphaafigure
figureof
ofthe
thecontour
contour
lines
lines(3)
(3)of
ofthe
thefunction
functionu(x,
u(x,y)y)and
andhelp
helpyou
youin
in
understanding
understandingthe
thesolution.
solution.
Comparing
Comparing(1)
(1)and
and(2),
(2),we
wesee
seethat
that(1)
(1)isisan
anexact
exactdifferential
differential
equation
equationififthere
thereisissome
somefunction
functionu(x,
u(x,y)y)such
suchthat
that
(4)
(a)
(b)
(4)
(a) u
(b) u
M
N.
can
x derive a formulayfor checking whether (1)
From
this
we
From this we can derive a formula for checking whether (1)
isisexact
exactor
ornot,
not,as
asfollows.
follows.
Section 1.4 p37

Let
LetM
Mand
andNNbe
becontinuous
continuousand
andhave
havecontinuous
continuousfirst
firstpartial
partial
derivatives
derivativesin
inaaregion
regionin
inthe
thexy-plane
xy-planewhose
whoseboundary
boundaryisisaa
closed
closedcurve
curvewithout
withoutself-intersections.
self-intersections.Then
Thenby
bypartial
partial
differentiation
differentiationof
of(4)
(4)(see
(seeApp.
App.3.2
3.2for
fornotation),
notation),
M
2u
y y x
N
2u
.
x x y
By
Bythe
theassumption
assumptionof
ofcommunity
communitythe
thetwo
twosecond
secondpartial
partial
derivatives
derivativesare
areequal.
equal.Thus
Thus
M N
(5)
.
(5)
y x
Section 1.4 p38

This
Thiscondition
conditionisisnot
notonly
onlynecessary
necessarybut
butalso
alsosufficient
sufficientfor
for
(1)
(1)to
tobe
bean
anexact
exactdifferential
differentialequation.
equation.
IfIf(1)
(1)isisexact,
exact,the
thefunction
functionu(x,
u(x,y)y)can
canbe
befound
foundby
byinspection
inspection
or
orin
inthe
thefollowing
followingsystematic
systematicway.
way.From
From(4a)
(4a)we
wehave
haveby
by
integration
integrationwith
withrespect
respectto
toxx
u M dx k( y );
(6)
(6)
in
inthis
thisintegration,
integration,yyisisto
tobe
beregarded
regardedas
asaaconstant,
constant,and
andk(y)
k(y)
plays
playsthe
therole
roleof
ofaaconstant
constantof
ofintegration.
integration.
To
Todetermine
determinek(y),
k(y),we
wederive
deriveu/y
u/yfrom
from(6),
(6),use
use(4b)
(4b)to
toget
get
dk/dy,
dk/dy,and
andintegrate
integratedk/dy
dk/dyto
toget
getk.k.
Section 1.4 p39

We
Wemultiply
multiplyaagiven
givennonexact
nonexactequation,
equation,
(12)
P(x,
(12)
P(x,y)y)dx
dx++Q(x,
Q(x,y)y)dy
dy==0,0,
by
byaafunction
functionFFthat,
that,in
ingeneral,
general,will
willbe
beaafunction
functionof
ofboth
bothxx
and
andy.y.The
Theresult
resultwas
wasan
anequation
equation
(13)
FP
(13)
FPdx
dx++FQ
FQdy
dy==00
that
thatisisexact,
exact,so
sowe
wecan
cansolve
solveititas
asjust
justdiscussed.
discussed.Such
Suchaa
function
functionisisthen
thencalled
calledan
anintegrating
integratingfactor
factorof
of(12).
(12).
Section 1.4 p40

How to Find Integrating Factors

For
ForM
Mdx
dx++NNdy
dy==00the
theexactness
exactnesscondition
condition(5)
(5)isis
M/y
M/y==N/x.
N/x.Hence
Hencefor
for(13),
(13),FP
FPdx
dx++FQ
FQdy
dy==0,0,the
the
exactness
isis
exactnesscondition
condition
( FP ) ( FQ).
(15)
(15)
y
x
By
Bythe
theproduct
productrule,
rule,with
withsubscripts
subscriptsdenoting
denotingpartial
partial
derivatives,
derivatives,this
thisgives
gives
FFyPP++FP
++FQ
y ==FF
xQ
x. .
FP
Q
FQ
y
y
x
x
Section 1.4 p41

How to Find Integrating Factors (continued)

Let
LetFF==F(x).
F(x).Then
ThenFFy y==0,0,and
andFFx x==F
F==dF/dx,
dF/dx,so
sothat
that(15)
(15)
becomes
becomes
FP
FPy ==FQ
FQ++FQ
FQx. .
y
Dividing
have
Dividingby
byFQ
FQand
andreshuffling
reshufflingterms,
terms,we
we
have
1 dF
1 P Q
R,
where
R
.
(16)
(16)
F dx
Q y x
Section 1.4 p42

Theorem 1
Integrating
IntegratingFactor
FactorF(x)
F(x)
IfIf(12)
(12)isissuch
suchthat
thatthe
theright
rightside
sideRRofof(16)
(16)depends
dependsonly
onlyon
onx,x,then
then
(12)
(12)has
hasan
anintegrating
integratingfactor
factorFF==F(x),
F(x),which
whichisisobtained
obtainedby
by
integrating
integrating(16)
(16)and
andtaking
takingexponents
exponentson
onboth
bothsides.
sides.
(17)
(17)
F( x) exp R( x)dx.
Note:
(12)
(16)
Section 1.4 p43
P(x, y) dx + Q(x, y) dy = 0,
1 dF
1 P Q
R,
where
R
.
F dx
Q y x

Similarly,
Similarly,ififF*
F*==F*(y),
F*(y),then
theninstead
insteadof
of(16)
(16)we
weget
get
1 dF *
1 Q P
(18)
where
R*
.
(18) F * dx R*,
P x y
Section 1.4 p44

Theorem 2
Integrating
IntegratingFactor
FactorF*(x)
F*(x)
IfIf(12)
(12)isissuch
suchthat
thatthe
theright
rightside
sideR*
R*ofof(18)
(18)depends
dependsonly
onlyon
ony,y,
then
then(12)
(12)has
hasan
anintegrating
integratingfactor
factorF*
F*==F*(x),
F*(x),which
whichisisobtained
obtained
from
from(18)
(18)and
andtaking
takingexponents
exponentson
onboth
bothsides.
sides.
F *( y ) exp R*( y)dy
(19)
(19)
Note:
(12)
(18)
P(x, y) dx + Q(x, y) dy = 0,
1 dF *
1 Q P
R*,
where
R*
.
F * dx
P x y
Section 1.4 p45

1.5
1.5 Linear
Linear ODEs.
ODEs. Bernoulli
Bernoulli
Equation.
Equation. Population
Population Dynamics
Dynamics
Section 1.5 p46

1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.
AAfirst-order
first-orderODE
ODEisissaid
saidto
tobe
belinear
linearififititcan
canbe
bebrought
brought
into
intothe
theform
form
(1)
yy++p(x)y
(1)
p(x)y==r(x),
r(x),
by
byalgebra,
algebra,and
andnonlinear
nonlinearififititcannot
cannotbe
bebrought
broughtinto
intothis
this
form.
form.
Section 1.5 p47

Homogeneous
HomogeneousLinear
LinearODE.
ODE.
We
Wewant
wantto
tosolve
solve(1)
(1)on
onsome
someinterval
intervalaa<<xx<<b,b,call
callititJ,J,and
and
we
webegin
beginwith
withthe
thesimpler
simplerspecial
specialcase
casethat
thatr(x)
r(x)isiszero
zerofor
for
all
allxxin
inJ.J.(This
(Thisisissometimes
sometimeswritten
writtenr(x)
r(x)
0.)
0.)Then
Thenthe
theODE
ODE
(1)
(1)becomes
becomes
(2)
yy++p(x)y
(2)
p(x)y==00
and
andisiscalled
calledhomogeneous.
homogeneous.
The
Thegeneral
generalsolution
solutionof
ofthe
thehomogeneous
homogeneousODE
ODE(2)
(2)isis
p(x)dx
c
(3)
y(x)
=
ce
(c
=
e
p(x)dx
(3)
y(x) = ce
(c = e*c*when
whenyy>/<
>/<0);
0);
here
herewe
wemay
mayalso
alsochoose
choosecc==00and
andobtain
obtainthe
thetrivial
trivial
solution
solutiony(x)
y(x)==00for
forall
allxxin
inthat
thatinterval.
interval.
Section 1.5 p48

Nonhomogeneous
NonhomogeneousLinear
LinearODE
ODE
We
Wenow
nowsolve
solve(1)
(1)in
inthe
thecase
casethat
thatr(x)
r(x)in
in(1)
(1)isisnot
noteverywhere
everywherezero
zero
on
onthe
theinterval
intervalJ Jconsidered.
considered.Then
Thenthe
theODE
ODE(1)
(1)isiscalled
called
nonhomogeneous.
nonhomogeneous.
Solution
Solutionof
ofnonhomogeneous
nonhomogeneouslinear
linearODE
ODE(1):
(1):
h
h
(4)
y(x)
=
e
(
e
hh==p(x)
h
(4)
y(x) = e (erhrdx
dx++c),
c),
p(x)dx.
dx.
The
Thestructure
structureof
of(4)
(4)isisinteresting.
interesting.The
Theonly
onlyquantity
quantitydepending
depending
on
onaagiven
giveninitial
initialcondition
conditionisisc.c.Accordingly,
Accordingly,writing
writing(4)
(4)as
asaasum
sum
of
oftwo
twoterms,
terms,
h
h
h
(4*)
y(x)
=
e
e
r
h
h dx + c e h
(4*)
y(x) = e e r dx + c e , ,
we
wesee
seethe
thefollowing:
following:
(5)
(5)Total
TotalOutput
Output==Response
Responseto
tothe
theInput
Inputrr++Response
Responseto
tothe
the
Initial
Data.
Initial Data.
Section 1.5 p49

EXAMPLE 1
First-Order ODE, General Solution, Initial Value Problem
Solve the initial value problem
y = y tan x = sin 2x,
y(0) = 1.
Solution.
Here p = tan x, r = sin 2x = 2 sin x cos x and
h = p dx = tan x dx = ln|sec x|.
From this we see that in (4),
eh = sec x, eh = cos x, ehr = (sec x)(2 sin x cos x) = 2 sin x,
and the general solution of our equation is
y(x) = cos x (2 sin x dx + c) = c cos x 2 cos2x.
From this and the initial condition, 1 = c 1 2 12, thus c = 3 and
the solution of our initial value problem is y = 3 cos x - 2 cos2 x.
Here 3 cos x is the response to the initial data, and 2 cos2 x is the
response to the input sin 2x.
Section 1.5 p50

Reduction to Linear Form. Bernoulli Equation
Numerous
Numerousapplications
applicationscan
canbe
bemodeled
modeledby
byODEs
ODEsthat
thatare
are
nonlinear
nonlinearbut
butcan
canbe
betransformed
transformedto
tolinear
linearODEs.
ODEs.One
Oneof
ofthe
the
most
mostuseful
usefulones
onesof
ofthese
theseisisthe
theBernoulli
Bernoulliequation
equation
a
(9)
y
+
p(x)y
=
g(x)y
(9)
y + p(x)y = g(x)ya (a(aany
anyreal
realnumber).
number).
IfIfaa==00or
oraa==1,1,Equation
Equation(9)
(9)isislinear.
linear.Otherwise
Otherwiseititisis
nonlinear.
nonlinear.Then
Thenwe
weset
set 1a
u(x)
u(x)==[y(x)]
[y(x)]1a. .
We
yyfrom
(9),
obtaining
Wedifferentiate
differentiatethis
thisand
andsubstitute
substitute
from
(9),
obtaining
a
a
a
uu==(1(1a)y
a)yayy==(1(1a)y
a)ya(gy
(gyapy).
py).
Simplification
Simplificationgives
gives
1a
uu==(1(1a)(g
py
),),
1a
a)(g
py
1a
where
y
where y1a==uuon
onthe
theright,
right,so
sothat
thatwe
weget
getthe
thelinear
linearODE
ODE
(10)
uu++(1(1a)pu
(10)
a)pu==(1(1a)g.
a)g.
Section 1.5 p51

Example 4
Logistic Equation
Logistic Equation
Solve the following Bernoulli equation, known as the logistic equation (or
Solve the following Bernoulli equation, known as the logistic equation (or
Verhulst equation)
Verhulst equation)
(11)
y = Ay By2 2
(11)
y = Ay By
Solution. Write (11) in the form (9), that is,
Solution. Write (11) in the form2 (9), that is,
y Ay = By 2
y Ay = By
to see that a = 2 so that u = y1a1a = y11. Differentiate this u and substitute y from
to see that a = 2 so that u2 = y =
this
2 y . Differentiate
2
1 u and substitute y from
(11),
u = y y
=
y
(Ay
By
)
=
B
Ay
.
(11),
u = y2y = y2(Ay By2) = B Ay1.
The last term is Ay11= Au. Hence we have obtained the linear ODE
The last term is Ay = Au. Hence we have obtained the linear ODE
u + Au = B.
u + Au = B.
The general solution is [by (4)]
The general solution isAt
[by (4)]
u = ce At+ B/A.
u = ce + B/A.
Since u = 1/y, this gives the general solution of (11),
Since u = 1/y, this gives the general solution of (11),
1
1
y At
(12)
(Fig. 21)
(12)
(Fig. 21)
u ce B /A
Directly from (11) we see that y = 0 (y(t) = 0 for all t) is also a solution.
Directly from (11) we see that y = 0 (y(t) = 0 for all t) is also a solution.
Section 1.5 p52

Example 4 (continued)
Section 1.5 p53

We
Wesee
seethat
thatin
inthe
thelogistic
logisticequation
equation(11)
(11)the
theindependent
independent
variable
variablettdoes
doesnot
notoccur
occurexplicitly.
explicitly.An
AnODE
ODEyy==f(t,
f(t,y)y)in
in
which
whichttdoes
doesnot
notoccur
occurexplicitly
explicitlyisisof
ofthe
theform
form
(13)
yy==f(y)
(13)
f(y)
and
andisiscalled
calledan
anautonomous
autonomousODE.
ODE.Thus
Thusthe
thelogistic
logistic
equation
equation(11)
(11)isisautonomous.
autonomous.
Equation
Equation(13)
(13)has
hasconstant
constantsolutions,
solutions,called
calledequilibrium
equilibrium
solutions
solutionsor
orequilibrium
equilibriumpoints.
points.These
Theseare
aredetermined
determinedby
by
the
thezeros
zerosof
off(y),
f(y),because
becausef(y)
f(y)==00gives
givesyy==00by
by(13);
(13);hence
hence
yy==const.
const.These
Thesezeros
zerosare
areknown
knownas
ascritical
criticalpoints
pointsof
of(13).
(13).
An
Anequilibrium
equilibriumsolution
solutionisiscalled
calledstable
stableififsolutions
solutionsclose
closeto
to
ititfor
forsome
somettremain
remainclose
closeto
toititfor
forall
allfurther
furthert.t.ItItisiscalled
called
unstable
unstableififsolutions
solutionsinitially
initiallyclose
closeto
toititdo
donot
notremain
remainclose
close
to
toititas
asttincreases.
increases.
Section 1.5 p54

1.6
1.6 Orthogonal
Orthogonal Trajectories.
Trajectories.
Optional
Optional
Section 1.6 p55

1.6 Orthogonal Trajectories.
An
Animportant
importanttype
typeof
ofproblem
problemin
inphysics
physicsor
orgeometry
geometryisisto
to
find
findaafamily
familyof
ofcurves
curvesthat
thatintersect
intersectaagiven
givenfamily
familyof
ofcurves
curves
atatright
rightangles.
angles.The
Thenew
newcurves
curvesare
arecalled
calledorthogonal
orthogonal
trajectories
trajectoriesof
ofthe
thegiven
givencurves
curves(and
(andconversely).
conversely).Examples
Examples
are
arecurves
curvesof
ofequal
equaltemperature
temperature(isotherms)
(isotherms)and
andcurves
curvesof
of
heat
heatflow,
flow,curves
curvesof
ofequal
equalaltitude
altitude(contour
(contourlines)
lines)on
onaamap
map
and
andcurves
curvesof
ofsteepest
steepestdescent
descenton
onthat
thatmap,
map,curves
curvesof
ofequal
equal
potential
potential(equipotential
(equipotentialcurves,
curves,curves
curvesof
ofequal
equalvoltage-the
voltage-the
ellipses
ellipsesin
inFig.
Fig.24,
24,next
nextslide)
slide)and
andcurves
curvesof
ofelectric
electricforce
force(the
(the
parabolas
parabolasin
inFig.
Fig.24).
24).
Here
Herethe
theangle
angleof
ofintersection
intersectionbetween
betweentwo
twocurves
curvesisis
defined
definedto
tobe
bethe
theangle
anglebetween
betweenthe
thetangents
tangentsof
ofthe
thecurves
curvesatat
the
theintersection
intersectionpoint.
point.Orthogonal
Orthogonalisisanother
anotherword
wordfor
for
perpendicular.
perpendicular.
Section 1.6 p56

1.6 Orthogonal Trajectories.

(continued)
(continued)
In
Inmany
manycases
casesorthogonal
orthogonaltrajectories
trajectoriescan
canbe
befound
foundusing
using
ODEs.
ODEs.In
Ingeneral,
general,ififwe
weconsider
considerG(x,
G(x,y,y,c)c)==00to
tobe
beaagiven
given
family
familyof
ofcurves
curvesin
inthe
thexy-plane,
xy-plane,then
theneach
eachvalue
valueof
ofccgives
givesaa
particular
particularcurve.
curve.Since
Sinceccisisone
oneparameter,
parameter,such
suchaafamily
familyisis
called
calledaaone-parameter
one-parameterfamily
familyof
ofcurves.
curves.
Fig.24 Electrostatic field between two ellipses (elliptic cylinders in space):

Elliptic equipotential curves (equipotential surfaces) and orthogonal trajectories
(parabolas)
Section 1.6 p57

1.7
1.7 Existence
Existence and
and Uniqueness
Uniqueness of
of
Solutions
Solutions for
for Initial
Initial Value
Value Problems
Problems
Section 1.7 p58

1.7 Existence and Uniqueness of Solutions for Initial Value Problems
Problem
Problemof
ofExistence
Existence
Under
Underwhat
whatconditions
conditionsdoes
doesan
aninitial
initialvalue
valueproblem
problemofofthe
theform
form
(1)
(1)have
haveatatleast
leastone
onesolution
solution(hence
(henceone
oneororseveral
severalsolutions)?
solutions)?
Problem
Problemof
ofUniqueness
Uniqueness
Under
Underwhat
whatconditions
conditionsdoes
doesthat
thatproblem
problemhave
haveatatmost
mostone
one
solution
solution(hence
(henceexcluding
excludingthe
thecase
casethat
thatitithas
hasmore
morethan
thanone
one
solution)?
solution)?
Section 1.7 p59

Theorem 1
Existence
ExistenceTheorem
Theorem
Let
Letthe
theright
rightside
sidef(x,
f(x,y)y)ofofthe
theODE
ODEin
inthe
theinitial
initialvalue
valueproblem
problem
(1)
yy==f(x,
y(x
(1)
f(x,y),
y),
y(x0)0)==yy0 0
be
becontinuous
continuousatatall
allpoints
points(x,
(x,y)y)in
insome
somerectangle
rectangle
R:
a,a,
| |yyyy0 | |<<bb (Fig.
26)
R:|x
|xxx0|<
|<
(Fig.
26)
0
0
and
andbounded
boundedin
inR;
R;that
thatis,
is,there
thereisisaanumber
numberKKsuch
suchthat
that
(2)
| |f(x,
for
(2)
f(x,y)|
y)|KK
forall
all(x,
(x,y)y)in
inR.
R.
Then
Thenthe
theinitial
initialvalue
valueproblem
problem(1)
(1)has
hasatatleast
leastone
onesolution
solutiony(x).
y(x).
This
Thissolution
solutionexists
existsatatleast
leastfor
forall
allxxininthe
thesubinterval
subinterval|x
|xxx0|<
0|<
ofofthe
a;a;here,
isisthe
smaller
ofofthe
two
theinterval
interval|x
|xxx0|<
|<
here,
the
smaller
the
two
0
numbers
numbersaaand
andb/K.
b/K.
Section 1.7 p60

Theorem 1 (continued)
Section 1.7 p61

Theorem 2
Uniqueness
UniquenessTheorem
Theorem
Let
Letf fand
andits
itspartial
partialderivative
derivativefyfy==f/y
f/ybe
becontinuous
continuousfor
forall
all(x,
(x,
y)y)in
inthe
therectangle
rectangleRR(Fig.
(Fig.26)
26)and
andbounded,
bounded,say,
say,
(3)
(3)(a)
(a)|f
|f(x,
(x,y)|
y)|K,
K,
(b)
y)|
M
for
all
(x,
y)y)in
R.
(b)|f
|fy(x,
(x,
y)|
M
for
all
(x,
in
R.
y
Then
Thenthe
theinitial
initialvalue
valueproblem
problem(1)
(1)has
hasatatmost
mostone
onesolution
solutiony(x).
y(x).
Thus,
Thus,by
byTheorem
Theorem1,1,the
theproblem
problemhas
hasprecisely
preciselyone
onesolution.
solution.This
This
solution
solutionexists
existsatatleast
leastfor
forall
allxxin
inthat
thatsubinterval
subinterval|x
|xxx0|<
|<..
0
Section 1.7 p62

SUMMARY
SUMMARYOF
OFCHAPTER
CHAPTER 1
1
First-Order
First-Order ODEs
ODEs
Section 1.Summary p63

SUMMARY OF CHAPTER
First-Order ODEs
This
Thischapter
chapterconcerns
concernsordinary
ordinarydifferential
differentialequations
equations
(ODEs)
(ODEs)of
offirst
firstorder
orderand
andtheir
theirapplications.
applications.These
Theseare
are
equations
equationsof
ofthe
theform
form
(1)
F(x,
yy==f(x,
(1)
F(x,y,y,y)
y)==00 or
orin
inexplicit
explicitform
form
f(x,y)y)
involving
involvingthe
thederivative
derivativeyy==dy/dx
dy/dxof
ofan
anunknown
unknownfunction
function
y,y,given
givenfunctions
functionsof
ofx,x,and,
and,perhaps,
perhaps,yyitself.
itself.IfIfthe
the
independent
independentvariable
variablexxisistime,
time,we
wedenote
denoteititby
byt.t.
In
InSec.
Sec.1.1
1.1we
weexplained
explainedthe
thebasic
basicconcepts
conceptsand
andthe
theprocess
process
of
ofmodeling,
modeling,that
thatis,
is,of
ofexpressing
expressingaaphysical
physicalor
orother
other
problem
problemin
insome
somemathematical
mathematicalform
formand
andsolving
solvingit.
it.Then
Then
we
wediscussed
discussedthe
themethod
methodof
ofdirection
directionfields
fields(See.
(See.1.2),
1.2),
solution
solutionmethods
methodsand
andmodels
models(Sees.
(Sees.1.31.6),
1.31.6),and,
and,finally,
finally,
ideas
ideason
onexistence
existenceand
anduniqueness
uniquenessof
ofsolutions
solutions(Sec.
(Sec.1.7).
1.7).

SUMMARY OF CHAPTER
First-Order ODEs
(continued 1)
(continued 1)
AAfirst-order
first-orderODE
ODEusually
usuallyhas
hasaageneral
generalsolution,
solution,that
thatis,
is,aa
solution
solutioninvolving
involvingan
anarbitrary
arbitraryconstant,
constant,which
whichwe
wedenote
denote
by
byc.c.In
Inapplications
applicationswe
weusually
usuallyhave
haveto
tofind
findaaunique
unique
solution
solutionby
bydetermining
determiningaavalue
valueof
ofccfrom
froman
aninitial
initial
condition
conditiony(x
y(x0)0)==yy0.0.Together
Togetherwith
withthe
theODE
ODEthis
thisisiscalled
calledan
an
initial
initialvalue
valueproblem
problem
(2)
yy==f(x,
(x(x0, ,yy0 given
numbers)
(2)
f(x,y)y) y(x
y(x0)0)==yy0 0
given
numbers)
0
0
and
andits
itssolution
solutionisisaaparticular
particularsolution
solutionof
ofthe
theODE.
ODE.
Geometrically,
Geometrically,aageneral
generalsolution
solutionrepresents
representsaafamily
familyof
of
curves,
curves,which
whichcan
canbe
begraphed
graphedby
byusing
usingdirection
direction
fields
fields(Sec.
(Sec.1.2).
1.2).And
Andeach
eachparticular
particularsolution
solutioncorresponds
correspondsto
to
one
oneof
ofthese
thesecurves.
curves.

SUMMARY OF CHAPTER
First-Order ODEs
(continued 2)
(continued 2)
AAseparable
separableODE
ODEisisone
onethat
thatwe
wecan
canput
putinto
intothe
theform
form
(3)
g(y)
(Sec.
(3)
g(y)dy
dy==f f(x)
(x)dx
dx
(Sec.1.3)
1.3)
by
byalgebraic
algebraicmanipulations
manipulations(possibly
(possiblycombined
combinedwith
with
transformations,
transformations,such
suchas
asy/x
y/x==u)
u)and
andsolve
solveby
byintegrating
integratingon
on
both
bothsides.
sides.
An
Anexact
exactODE
ODEisisof
ofthe
theform
form
(4)
M(x,
(Sec.
(4)
M(x,y)y)dx
dx++N(x,
N(x,y)y)dy
dy==00
(Sec.1.4)
1.4)
where
whereM
Mdx
dx++NNdy
dyisisthe
thedifferential
differential
du
du==uux xdx
dx++uuy ydy
dy
of
ofaafunction
functionu(x,
u(x,y),
y),so
sothat
thatfrom
fromdu
du==00we
weimmediately
immediatelyget
getthe
the
implicit
implicitgeneral
generalsolution
solutionu(x,
u(x,y)y)==c.c.This
Thismethod
methodextends
extendsto
to
nonexact
nonexactODEs
ODEsthat
thatcan
canbe
bemade
madeexact
exactby
bymultiplying
multiplyingthem
themby
by
some
somefunction
functionF(x,
F(x,y),
y),called
calledan
anintegrating
integratingfactor
factor(Sec.
(Sec.1.4).
1.4).

SUMMARY OF CHAPTER
First-Order ODEs
Linear
LinearODEs
ODEs
(5)
yy++p(x)y
(5)
p(x)y==r(x)
r(x)
are
arevery
veryimportant.
important.Their
Theirsolutions
solutionsare
aregiven
givenby
bythe
theintegral
integral
formula
formula(4).
(4).Sec.
Sec.1.5.
1.5.Certain
Certainnonlinear
nonlinearODEs
ODEscan
canbe
betransformed
transformed
to
tolinear
linearform
formin
interms
termsof
ofnew
newvariables.
variables.
This
holds
for
the
Bernoulli
equation
This holds for the Bernoulli equation
a
yy++p(x)y
=
g(x)y
(Sec.
p(x)y = g(x)ya
(Sec.1.5).
1.5).
Applications
Applicationsand
andmodeling
modelingare
arediscussed
discussedthroughout
throughoutthe
the
chapter,
chapter,in
inparticular
particularin
inSecs.
Secs.1.1,
1.1,1.3,
1.3,1.5
1.5(population
(populationdynamics,
dynamics,
etc.),
etc.),and
and1.6
1.6(trajectories).
(trajectories).
Picards
existence
Picards existenceand
anduniqueness
uniquenesstheorems
theoremsare
areexplained
explainedin
in
Sec.
Sec.1.7
1.7(and
(andPicards
Picardsiteration
iterationin
inProblem
ProblemSet
Set1.7).
1.7).
Numeric
Numericmethods
methodsfor
forfirst-order
first-orderODEs
ODEscan
canbe
bestudied
studiedin
inSecs.
Secs.
21.1
21.1and
and21.2
21.2immediately
immediatelyafter
afterthis
thischapter,
chapter,as
asindicated
indicatedin
inthe
the
chapter
chapteropening.
opening.
(continued 3)
(continued 3)


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PART

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Solution by Calculus. Solution Curves

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

(A) Exponential Growth.

Section 1.1 p10

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

(B) Exponential Decay

Section 1.1 p11

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Section 1.1 p12

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Section 1.1 p13

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Initial Value Problem

Section 1.1 p14

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Radioactivity. Exponential Decay

Section 1.1 p15

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Step 1. Setting up a mathematical model

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Step 1. (continued) Setting up a mathematical model

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.1 Basic Concepts. Modeling

Step 2. Mathematical solution.

We now determine c by using the initial condition. Since

Always check your resultit may involve human or

1.1 Basic Concepts. Modeling

Step 3. Interpretation of result. Formula (9) gives the

Section 1.1 p19

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 1.2 p20

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.2 Geometric Meaning of y = f(x, y).

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.2 Geometric Meaning of y = f(x, y).

Section 1.2 p22

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

1.2 Geometric Meaning of y = f(x, y).

Section 1.2 p23

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig