1) The document discusses exact differential equations and provides examples of solving exact differential equations.
2) A differential equation is exact if it can be written as the differential of some function f(x,y).
3) To solve an exact differential equation, one integrates to find the function f(x,y) whose differential is the given equation.
1) The document discusses exact differential equations and provides examples of solving exact differential equations.
2) A differential equation is exact if it can be written as the differential of some function f(x,y).
3) To solve an exact differential equation, one integrates to find the function f(x,y) whose differential is the given equation.
1) The document discusses exact differential equations and provides examples of solving exact differential equations.
2) A differential equation is exact if it can be written as the differential of some function f(x,y).
3) To solve an exact differential equation, one integrates to find the function f(x,y) whose differential is the given equation.
1) The document discusses exact differential equations and provides examples of solving exact differential equations.
2) A differential equation is exact if it can be written as the differential of some function f(x,y).
3) To solve an exact differential equation, one integrates to find the function f(x,y) whose differential is the given equation.
1 Exact Differential Equations Definition: A differential expression 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is an exact differential in a region 𝑅 of the 𝑥𝑦-plane if it corresponds to the differential of some function 𝑓(𝑥, 𝑦) defined in 𝑅. A first-order differential equation of the form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is said to be an exact equation if the expression on the left-hand side is an exact differential.
Criterion for an Exact Differential:
Let 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) be continuous and have continuous first partial derivatives in a rectangular region 𝑅 defined by 𝑎 < 𝑥 < 𝑏, 𝑐 < 𝑦 < 𝑑 . Then a necessary and sufficient condition that 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 be an exact differential is 𝜕𝑀 𝜕𝑁 = 𝜕𝑦 𝜕𝑥 The solution is in the form of 𝑓(𝑥, 𝑦) = 𝑐 for some constant 𝑐. 3
Solving Exact Differential Equations
• Suppose that: 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is an exact DE. • Then, there exists a function 𝑓 𝑥, 𝑦 such that 𝜕𝑓 = 𝑀 𝑥, 𝑦 , 𝜕𝑥 𝜕𝑓 = 𝑁 𝑥, 𝑦 . 𝜕𝑦 • Integrate 𝑀(𝑥, 𝑦) with respect to 𝑥 (or integrate 𝑁(𝑥, 𝑦) with respect to 𝑦): 𝑓 𝑥, 𝑦 = 𝑥 𝑀 , 𝑦 𝑑𝑥 + 𝑔 𝑦 (or 𝑓 𝑥, 𝑦 = 𝑥 𝑁 , 𝑦 𝑑𝑦 + 𝑔 𝑥 ) (1) • Differentiate 𝑓(𝑥, 𝑦) in Eq. (1) with respect to 𝑦 (or differentiate 𝑓(𝑥, 𝑦) with respect to 𝑥): 𝜕 𝜕 𝑓𝑦 = [𝑓 𝑥, 𝑦 ] = ⋯ + 𝑔′ 𝑦 (or 𝑓𝑥 = [𝑓 𝑥, 𝑦 ] = ⋯ + 𝑔′ 𝑥 ) 𝜕𝑦 𝜕𝑥 • Compare 𝑓𝑦 to 𝑁 𝑥, 𝑦 to get 𝑔′ 𝑦 (or compare 𝑓𝑥 to 𝑀(𝑥, 𝑦) to get 𝑔′ (𝑥)) • Calculate 𝑔 and plug it in 𝑓(𝑥, 𝑦) in Eq. (1) for the solution: 𝑓 𝑥, 𝑦 = 𝑐 4
2 Example 1: Page 67 Solve: 2𝑥𝑦𝑑𝑥 + 𝑥 2 − 1 𝑑𝑦 = 0. Solution: 𝜕𝑀 𝜕𝑁 𝑀 𝑥, 𝑦 = 2𝑥𝑦, 𝑁 𝑥, 𝑦 = 𝑥 2 − 1 then = 2𝑥 = 𝜕𝑦 𝜕𝑥 Thus, the equation is exact, and there exists a function 𝑓 𝑥, 𝑦 such that 𝜕𝑓 = 𝑀 𝑥, 𝑦 = 2𝑥𝑦 𝜕𝑥 and
𝜕𝑓 = 𝑁 𝑥, 𝑦 = 𝑥 2 − 1 𝜕𝑦 Now either integrate 𝑀(𝑥, 𝑦) respect to 𝑥 or integrate 𝑁(𝑥, 𝑦) respect to 𝑦. By integrating 𝑀(𝑥, 𝑦) respect to 𝑥, we have 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + 𝑔(𝑦) 5
Example 1: Page 67 Continued …
Solve: 2𝑥𝑦𝑑𝑥 + 𝑥 2 − 1 𝑑𝑦 = 0. Solution: Continued… 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + 𝑔(𝑦) Differentiate the last expression with respect to 𝑦 and setting the result equal to 𝑁 𝑥, 𝑦 gives
𝜕𝑓 = 𝑥 2 + 𝑔′ 𝑦 = 𝑥 2 − 1 ⇒ 𝑔′ 𝑦 = −1 ⇒ 𝑔 𝑦 = න −𝑑𝑦 = −𝑦 𝜕𝑦 Hence 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 − 𝑦, so the implicit solution of the equation is 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 − 𝑦 = 𝑐 ⇒ 𝑦 𝑥2 − 1 = 𝑐 The explicit form of the solution is easily seen to be 𝑐 𝑦= 2 𝑥 −1 This solution is defined on any interval not containing either 𝑥 = 1 or 𝑥 = −1.
3 Example 3: Page 68
𝑑𝑦 𝑥𝑦 2 − cos 𝑥 sin 𝑥 Solve the IVP: = , 𝑦 0 = 2. 𝑑𝑥 𝑦(1 − 𝑥 2 ) Solution: By writing the DE in the form: 𝑥𝑦 2 − cos 𝑥 sin 𝑥 𝑑𝑥 + 𝑦 𝑥 2 − 1 𝑑𝑦 = 0 𝜕𝑀 𝜕𝑁 𝑀 𝑥, 𝑦 = 𝑥𝑦 2 − cos 𝑥 sin 𝑥 , 𝑁 𝑥, 𝑦 = 𝑦 𝑥 2 − 1 then = 2𝑥𝑦 = 𝜕𝑦 𝜕𝑥 Thus, the equation is exact, and there exists a function 𝑓 𝑥, 𝑦 such that 𝜕𝑓 𝜕𝑓 = 𝑀(𝑥, 𝑦) = 𝑥𝑦 2 − cos 𝑥 sin 𝑥 and = 𝑁 𝑥, 𝑦 = 𝑦(𝑥 2 − 1) 𝜕𝑥 𝜕𝑦 By integrating the second equation respect to 𝑦, 1 𝑓 𝑥, 𝑦 = 𝑦 2 (𝑥 2 − 1) + 𝑔(𝑥) 2 Differentiate the last expression with respect to 𝑥 and setting the result equal to 𝑀 𝑥, 𝑦 gives 𝜕𝑓 = 𝑥𝑦 2 + 𝑔′ 𝑥 = 𝑥𝑦 2 − cos 𝑥 sin 𝑥 ⇒ 𝑔′ 𝑥 = − cos 𝑥 sin 𝑥 𝜕𝑥 7
Example 3: Page 68 Continued …
𝑑𝑦 𝑥𝑦 2 − cos 𝑥 sin 𝑥 Solve the IVP: = , 𝑦 0 = 2. 𝑑𝑥 𝑦(1 − 𝑥 2 ) Solution: Continued… 1 ⇒ 𝑔 𝑥 = − න cos 𝑥 sin 𝑥 𝑑𝑥 = න cos 𝑥 −sin 𝑥 𝑑𝑥 = cos 2 𝑥 2 1 1 Hence 𝑓 𝑥, 𝑦 = 𝑦 2 𝑥 2 − 1 + cos 2 𝑥, 2 2 so, the implicit solution of the equation is 1 2 1 𝑦 𝑥 2 − 1 + cos 2 𝑥 = 𝑐 or 𝑦 2 𝑥 2 − 1 + cos 2 𝑥 = 𝑐1 2 2 The initial condition 𝑦 0 = 2 ⇒ 𝑦 = 2 when 𝑥 = 0 demands that 4 0 − 1 + cos 2 0 = 𝑐 ⇒ 𝑐 = −3 An implicit solution of the IVP is then 𝑦 2 𝑥 2 − 1 + cos 2 𝑥 = −3 ⇒ 𝑦 2 𝑥 2 − 1 + cos 2 𝑥 + 3 = 0 8
4 Exercise 3: Page 70 Solve: 5𝑥 + 4𝑦 𝑑𝑥 + 4𝑥 − 8𝑦 3 𝑑𝑦 = 0. Solution: 𝜕𝑀 𝜕𝑁 𝑀 𝑥, 𝑦 = 5𝑥 + 4𝑦, 𝑁 𝑥, 𝑦 = 4𝑥 − 8𝑦 3 then =4= 𝜕𝑦 𝜕𝑥 Thus, the equation is exact, and there exists a function 𝑓 𝑥, 𝑦 such that 𝜕𝑓 = 𝑀 𝑥, 𝑦 = 5𝑥 + 4𝑦 𝜕𝑥 and 𝜕𝑓 = 𝑁 𝑥, 𝑦 = 4𝑥 − 8𝑦 3 𝜕𝑦 Now either integrate 𝑀(𝑥, 𝑦) respect to 𝑥 or integrate 𝑁(𝑥, 𝑦) respect to 𝑦. By integrating 𝑀(𝑥, 𝑦) respect to 𝑥, we have 5 𝑓 𝑥, 𝑦 = 𝑥 2 + 4𝑥𝑦 + 𝑔(𝑦) 2 9
Exercise 3: Page 70 Continued …
Solve: 5𝑥 + 4𝑦 𝑑𝑥 + 4𝑥 − 8𝑦 3 𝑑𝑦 = 0. Solution: Continued… 5 2 𝑓 𝑥, 𝑦 = 𝑥 + 4𝑥𝑦 + 𝑔(𝑦) 2 Differentiate the last expression with respect to 𝑦 and setting the result equal to 𝑁 𝑥, 𝑦 gives
Bernoulli’s Equation Definition: The differential equation 𝑑𝑦 + 𝑃 𝑥 𝑦 = 𝑓 𝑥 𝑦𝑛 𝑑𝑥 where 𝑛 ∈ 𝑅, is called Bernoulli’s Equation. For 𝑛 = 0 and 𝑛 = 1, the equation is linear.
Method of Solution: For 𝑛 ≠ 0 and 𝑛 ≠ 1: • Divide both sides by 𝑦 𝑛 , (or multiply by 𝑦 −𝑛 ) we can rewrite the equation as: 𝑑𝑦 𝑦 −𝑛 + 𝑃 𝑥 𝑦 1−𝑛 = 𝑓 𝑥 𝑑𝑥 • By using the substitution 𝑑𝑢 𝑑𝑦 𝑢 = 𝑦 1−𝑛 , = 1 − 𝑛 𝑦 −𝑛 𝑑𝑥 𝑑𝑥 • This reduces the Bernoulli’s equation to a linear equation. 14
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7 Example 2: Page 74
𝑑𝑦 Solve the following Bernoulli’s Differential Equation: 𝑥 + 𝑦 = 𝑥 2𝑦 2 . 𝑑𝑥 Solution: Divide both sides by 𝑥, we obtain the standard Bernoulli’s Differential Equation 𝑑𝑦 1 + 𝑦 = 𝑥𝑦 2 𝑑𝑥 𝑥 Now, divide by 𝑦 2 , (multiply by 𝑦 −2 ) we obtain the equation 𝑑𝑦 1 −1 𝑦 −2 + 𝑦 =𝑥 𝑑𝑥 𝑥 𝑑𝑢 𝑑𝑦 Let 𝑢 = 𝑦 −1 ⇒ = −𝑦 −2 . Then, we substitute into the equation and simplify 𝑑𝑥 𝑑𝑥
𝑑𝑢 1 𝑑𝑢 1 − + 𝑢=𝑥 ⇒ − 𝑢 = −𝑥 (1) 𝑑𝑥 𝑥 𝑑𝑥 𝑥
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Example 2: Page 74 Continued …
𝑑𝑦 Solve the following Bernoulli’s Differential Equation: 𝑥 + 𝑦 = 𝑥 2𝑦 2 . 𝑑𝑥 Solution: Continued … 1 𝑃 𝑥 =− and 𝑓 𝑥 = −𝑥 𝑥 The integrating factor for this linear equation is 𝑑𝑥 −1 𝜇 𝑥 = 𝑒 − 𝑒 = 𝑥 − ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −1 Multiply both sides of Eq. (1) by the integrating factor, then we have 𝑑𝑢 𝑑 −1 𝑥 −1 − 𝑥 −2 𝑢 = −𝑥 −1 𝑥 = −1 ⇒ 𝑥 𝑢 = −1 𝑑𝑥 𝑑𝑥 Integrating both sides, then it follows 1 𝑥 −1 𝑢 = −𝑥 + 𝑐 ⇒ 𝑢 = −𝑥 2 + 𝑐𝑥 ⇒ 𝑦 −1 = −𝑥 2 + 𝑐𝑥 ⇒ 𝑦= −𝑥 2 + 𝑐𝑥 is a solution for the given Bernoulli’s equation. 16
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8 Example 15: Page 75
𝑑𝑦 1 Solve the following Bernoulli’s Differential Equation: 𝑥 +𝑦 = 2. 𝑑𝑥 𝑦 Solution: Divide both sides by 𝑥, we obtain the standard Bernoulli’s Differential Equation 𝑑𝑦 1 1 + 𝑦 = 𝑦 −2 𝑑𝑥 𝑥 𝑥 Now, divide by 𝑦 (multiply by 𝑦 2 ) we obtain the equation −2
𝑑𝑦 1 3 1 𝑦2 + 𝑦 = 𝑑𝑥 𝑥 𝑥 𝑑𝑢 𝑑𝑦 Let 𝑢 = 𝑦 3 ⇒ = 3𝑦 2 . Then, we substitute into the equation and simplify 𝑑𝑥 𝑑𝑥
1 𝑑𝑢 1 1 𝑑𝑢 3 3 + 𝑢= ⇒ + 𝑢= (1) 3 𝑑𝑥 𝑥 𝑥 𝑑𝑥 𝑥 𝑥
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Example 2: Page 74 Continued …
𝑑𝑦 Solve the following Bernoulli’s Differential Equation: 𝑥 + 𝑦 = 𝑥 2𝑦 2 . 𝑑𝑥 Solution: Continued … 3 3 𝑃 𝑥 = and 𝑓 𝑥 = 𝑥 𝑥 The integrating factor for this linear equation is 3 3 𝜇 𝑥 = 𝑒 𝑒 = 𝑥𝑑𝑥3 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 3 Multiply both sides of Eq. (1) by the integrating factor, then we have 𝑑𝑢 3 𝑑 3 𝑥3 + 𝑥 2 𝑢 = 𝑥 3 = 3𝑥 2 ⇒ 𝑥 𝑢 = 3𝑥 2 𝑑𝑥 𝑥 𝑑𝑥 Integrating both sides, then it follows 𝑥 3𝑢 = 𝑥 3 + 𝑐 ⇒ 𝑢 = 1 + 𝑐𝑥 −3 ⇒ 𝑦 3 = 1 + 𝑐𝑥 −3 is a solution for the given Bernoulli’s equation. 18
