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Differential Equation ES 208 Topic 2

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Differential Equation

Separation of Variables | Equations of Order One


Given the differential equation
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 → Equation (1)
where M and N may be functions of both x and y. If the above equation can be transformed into
the form
𝑓(𝑥)𝑑𝑥 + 𝑓(𝑦)𝑑𝑦 = 0 → Equation (2)
where f(x) is a function of x alone and f(y) is a function of y alone, equation (1) is called
variables separable.
To find the general solution of equation (1), simply equate the integral of equation (2) to a
constant c. Thus, the general solution is

∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑦)𝑑𝑦 = 𝑐

Problem 01
𝑥𝑦𝑦 ′ = 1 + 𝑦 2 , when x = 2, y = 3.
Solution 01:

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Problem 02
(1 − 𝑥)𝑦′ = 𝑦 2
Solution 02

Problem 03
𝑥𝑦𝑑𝑥 − (𝑥 + 2)𝑑𝑦 = 0
Solution 03

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Problem 04
𝑥𝑐𝑜𝑠 2 𝑦 𝑑𝑥 + 𝑡𝑎𝑛𝑦 𝑑𝑦 = 0
Solution 04

Problem 05

𝑦√1 + 𝑥 2 𝑑𝑦 + 𝑥√1 + 𝑦 2 𝑑𝑥 = 0
Solution 05

𝑦√1 + 𝑥 2 𝑑𝑦 = −𝑥√1 + 𝑦 2 𝑑𝑥

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Problem 06
𝑥 2 𝑑𝑥 + 𝑦(𝑥 − 1)𝑑𝑦 = 0
Solution 06

Homogeneous Functions | Equations of Order One

If the function f(x,y) remains unchanged after replacing x by kx and y by ky, where k is a
constant term, then f(x, y) is called a homogeneous function. A differential equation

𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 → Equation (1)

is homogeneous in x and y if M and N are homogeneous functions of the same degree in x and y.
To solve for Equation (1) let
𝑦 = 𝑣𝑥 𝑎𝑛𝑑 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
or
𝑥 = 𝑣𝑦 𝑎𝑛𝑑 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣

The substitution above will lead to variables separable differential equation.

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Solution

Solution 02

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Solution 03

Problem 04
𝑥𝑦𝑑𝑥 − (𝑥 2 + 3𝑦 2 )𝑑𝑦 = 0
Solution 04

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Exact Equations | Equations of Order One


The differential equation
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
is an exact solution if

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
Steps in Solving an Exact Equation
𝜕𝐹
1. Let =𝑀
𝜕𝑥
2. Write the equation in Step 1 into the form

∫ 𝜕𝐹 = ∫ 𝑀 𝜕𝑥

and integrate it partially in terms of x holding y as constant.


3. Differentiate partially in terms of y the result in Step 2 holding x as constant.
4. Equate the result in Step 3 to N and collect similar terms.
5. Integrate the result in Step 4 with respect to y, holding x as constant.
6. Substitute the result in Step 5 to the result in Step 2 and equate the result to a constant c.
Problem 01
(𝑥 + 𝑦)𝑑𝑥 + (𝑥 − 𝑦)𝑑𝑦 = 0
Solution

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Solution 02

Solution 03

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Solution 04

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Linear Equations | Equations of Order One

Linear equation of order one is in the form


𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥).
𝑑𝑥
The general solution of equation in this form is

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄𝑒 ∫ 𝑃𝑑𝑥 𝑑𝑥 + 𝑐
Derivation
𝑑𝑦
+ 𝑃𝑦 = 𝑄
𝑑𝑥
Use 𝑒 ∫ 𝑃𝑑𝑥 as integrating factor.
𝑑𝑦
𝑒 ∫ 𝑃𝑑𝑥 + 𝑃𝑦𝑒 ∫ 𝑃𝑑𝑥 = 𝑄𝑒 ∫ 𝑃𝑑𝑥
𝑑𝑥
Multiply both sides of the equation by dx

𝑒 ∫ 𝑃𝑑𝑥 𝑑𝑥 + 𝑃𝑦𝑒 ∫ 𝑃𝑑𝑥 𝑑𝑥 = 𝑄𝑒 ∫ 𝑃𝑑𝑥 𝑑𝑥


Let
𝑢 = ∫ 𝑃𝑑𝑥; 𝑑𝑢 = 𝑃𝑑𝑥
Thus
𝑒 𝑢 𝑑𝑦 + 𝑦𝑒 𝑢 𝑑𝑢 = 𝑄𝑒 𝑢 𝑑𝑥
𝑑(𝑒 𝑢 𝑦) = 𝑄𝑒 𝑢 𝑑𝑥

𝑑(𝑒 𝑢 𝑦) = ∫ 𝑄𝑒 𝑢 𝑑𝑥

But 𝑢 = ∫ 𝑃𝑑𝑥. Thus,


𝑑(𝑒 𝑢 𝑦) = 𝑄𝑒 𝑢 𝑑𝑥

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄 ∫ 𝑃𝑑𝑥 𝑑𝑥 + 𝐶

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Solution 01

Problem 02
𝑦 ′ = 𝑥 − 2𝑦
Solution 02

Instructor: Leonel L. Pabilona, D.Eng.


Differential Equation

Problem 03
2(2𝑥𝑦 + 4𝑦 − 3)𝑑𝑥 + (𝑥 + 2)2 𝑑𝑦 = 0
Solution 03

Solution 04

Instructor: Leonel L. Pabilona, D.Eng.

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