Professional Documents
Culture Documents
BERNOULLI EQUATIONS
Graham S McDonald
● Table of contents
● Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1. Theory
2. Exercises
3. Answers
4. Integrating factor method
5. Standard integrals
6. Tips on using solutions
Full worked solutions
Section 1: Theory 3
1. Theory
A Bernoulli differential equation can be written in the following
standard form:
dy
+ P (x)y = Q(x)y n ,
dx
where n 6= 1 (the equation is thus nonlinear).
To find the solution, change the dependent variable from y to z, where
z = y 1−n . This gives a differential equation in x and z that is
linear, and can be solved using the integrating factor method.
Toc JJ II J I Back
Section 2: Exercises 4
2. Exercises
Click on Exercise links for full worked solutions (there are 9
exercises in total)
Exercise 1.
The general form of a Bernoulli equation is
dy
+ P (x)y = Q(x) y n ,
dx
where P and Q are functions of x, and n is a constant. Show that
the transformation to a new dependent variable z = y 1−n reduces
the equation to one that is linear in z (and hence solvable using the
integrating factor method).
Solve the following Bernoulli differential equations:
Exercise 2.
dy 1
− y = xy 2
dx x
● Theory ● Answers ● IF method ● Integrals ● Tips
Toc JJ II J I Back
Section 2: Exercises 5
Exercise 3.
dy y
+ = y2
dx x
Exercise 4.
dy 1
+ y = ex y 4
dx 3
Exercise 5.
dy
x + y = xy 3
dx
Exercise 6.
dy 2
+ y = −x2 cos x · y 2
dx x
Exercise 7.
dy (4x + 5)2 3
2 + tan x · y = y
dx cos x
Exercise 8.
dy
x + y = y 2 x2 ln x
dx
Exercise 9.
dy
= y cot x + y 3 cosecx
dx
3. Answers
1. HINT: Firstly, divide each term by y n . Then, differentiate z
1 dz 1 dy
with respect to x to show that (1−n) dx = y n dx ,
2
1
2. y = − x3 + C
x ,
1
3. y = x(C − ln x) ,
1
4. y3 = ex (C − 3x) ,
1
5. y 2 = 2x+Cx2 ,
1
6. y = x2 (sin x + C) ,
1 1 C
7. y2 = 12 cos x (4x + 5)3 + cos x ,
1
8. xy = C + x(1 − ln x) ,
Toc JJ II J I Back
Section 3: Answers 8
2
sin x
9. y 2 = 2 cos x+C .
Toc JJ II J I Back
Section 4: Integrating factor method 9
If it is also a linear equation then this means that each term can
dz
involve z either as the derivative dx OR through a single factor of z .
Any such linear first order o.d.e. can be re-arranged to give the
following standard form:
dz
+ P1 (x)z = Q1 (x)
dx
where P1 (x) and Q1 (x) are functions of x, and in some cases may be
constants.
Toc JJ II J I Back
Section 4: Integrating factor method 10
Toc JJ II J I Back
Section 5: Standard integrals 11
5. Standard integrals
R R
f (x) f (x)dx f (x) f (x)dx
n xn+1 n 0 [g(x)]n+1
x n+1 (n 6= −1) [g (x)] g (x) n+1 (n 6= −1)
1 g 0 (x)
x ln |x| g(x) ln |g (x)|
x ax
e ex a x
ln a (a > 0)
sin x − cos x sinh x cosh x
cos x sin x cosh x sinh x
tan x − ln
|cos x| tanh x ln cosh x
cosec x ln tan x2 cosech x ln tanh x2
sec x ln |sec x + tan x| sech x 2 tan−1 ex
sec2 x tan x sech2 x tanh x
cot x ln |sin x| coth x ln |sinh x|
sin2 x x
2 −
sin 2x
4 sinh2 x sinh 2x
4 − x2
cos2 x x
2 +
sin 2x
4 cosh2 x sinh 2x
4 + x2
Toc JJ II J I Back
Section 5: Standard integrals 12
R R
f (x) f (x) dx f (x) f (x) dx
1 1
tan−1 x 1 1 a+x
a2 +x2 a a a2 −x2 2a ln a−x (0 < |x| < a)
1 1 x−a
(a > 0) x2 −a2 2a ln x+a (|x| > a > 0)
√
2 2
√ 1 sin−1 x √ 1 ln x+ aa +x (a > 0)
a2 −x2 a a2 +x2
√
2 2
(−a < x < a) √ 1 ln x+ xa −a (x > a > 0)
x2 −a2
√ a2
√ a2
h √ i
sinh−1 x a2 +x2
−1 x
x
a2 − x2 2 sin a a2 +x2 2 a + a2
√ i √ h √ i
a2
a2 −x2
− cosh−1
2 2
+x x
+ x xa2−a
a2 x2 −a2 2 a
Toc JJ II J I Back
Section 6: Tips on using solutions 13
● Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct.
● Try to make less use of the full solutions as you work your way
through the Tutorial.
Toc JJ II J I Back
Solutions to exercises 14
dz dy
SET z = y 1−n : i.e. dx = (1 − n)y (1−n−1) dx
1 dz 1 dy
i.e. (1−n) dx = y n dx
1 dz
SUBSTITUTE (1−n) dx + P (x)z = Q(x)
dz
i.e. dx + P1 (x)z = Q1 (x) linear in z
Exercise 2.
dy
This is of the form + P (x)y = Q(x)y n where
dx
1
where P (x) = −
x
Q(x) = x
and n = 2
1 dy 1
DIVIDE by y n : i.e. − y −1 = x
y 2 dx x
dz dy 1 dy
SET z = y 1−n = y −1 : i.e. = −y −2 =− 2
dx dx y dx
dz 1
∴ − − z=x
dx x
dz 1
i.e. + z = −x
dx x
Toc JJ II J I Back
Solutions to exercises 16
1
R
Integrating factor, IF = e x dx = eln x = x
dz
∴ x + z = −x2
dx
d
i.e. [x · z] = −x2
dx
Z
i.e. xz = − x2 dx
x3
i.e. xz = − +C
3
3
Use z = y1 : x
y = − x3 + C
1 x2 C
i.e. =− + .
y 3 x
Return to Exercise 2
Toc JJ II J I Back
Solutions to exercises 17
Exercise 3.
dy
This is of the form + P (x)y = Q(x)y n
dx
where P (x) = x1 ,
Q(x) = 1,
and n=2
1 dy
DIVIDE by y n : i.e. y 2 dx + x1 y −1 = 1
dy dy
SET z = y 1−n = y −1 : i.e. dz
dx = −1 · y −2 dx = − y12 dx
dz
∴ − dx + x1 z = 1
dz
i.e. dx − x1 z = −1
Toc JJ II J I Back
Solutions to exercises 18
R dx −1 1
Integrating factor, IF = e− x = e− ln x = eln x =
x
1 dz 1
∴ x dx − x2 z = − x1
d
1
· z = − x1
i.e. dx x
1 dx
R
i.e. x ·z =− x
z
i.e. x = − ln x + C
Use z = y1 : 1
yx = C − ln x
1
i.e. y = x(C − ln x) .
Return to Exercise 3
Toc JJ II J I Back
Solutions to exercises 19
Exercise 4.
dy
This of the form + P (x)y = Q(x)y n
dx
1
where P (x) =
3
Q(x) = ex
and n = 4
1 dy 1
DIVIDE by y n : i.e. + y −3 = ex
y 4 dx 3
dz dy 3 dy
SET z = y 1−n = y −3 : i.e. = −3y −4 =− 4
dx dx y dx
1 dz 1
∴ − + z = ex
3 dx 3
dz
i.e. − z = −3ex
dx
Toc JJ II J I Back
Solutions to exercises 20
R
Integrating factor, IF = e− dx
= e−x
dz
∴ e−x − e−x z = −3e−x · ex
dx
d −x
i.e. [e · z] = −3
dx
Z
i.e. e−x · z = −3 dx
Use z = 1
y3 : e−x · 1
y3 = −3x + C
1
i.e. = ex (C − 3x) .
y3
Return to Exercise 4
Toc JJ II J I Back
Solutions to exercises 21
Exercise 5.
dy y 1
Bernoulli equation: + = y 3 with P (x) = , Q(x) = 1, n = 3
dx x x
1 dy
DIVIDE by y n i.e. y 3 : y 3 dx + x1 y −2 = 1
dy
SET z = y 1−n i.e. z = y −2 : dz
dx = −2y −3 dx
1 dy
i.e. − 12 dx
dz
= y 3 dx
∴ − 12 dx
dz
+ x1 z = 1
dz
i.e. dx − x2 z = −2
Toc JJ II J I Back
Solutions to exercises 22
R dx −2 1
Integrating factor, IF = e−2 x = e−2 ln x = eln x =
x2
1 dz 2
∴ x2 dx − x3 z = − x22
d 1
= − x22
i.e. dx x2 z
1
i.e. x2 z = (−2) · (−1) x1 + C
i.e. z = 2x + Cx2
1 1
Use z = y2 : y2 = 2x+Cx2 .
Return to Exercise 5
Toc JJ II J I Back
Solutions to exercises 23
Exercise 6.
dy
This is of the form + P (x)y = Q(x)y n where
dx
2
where P (x) =
x
Q(x) = −x2 cos x
and n = 2
1 dy 2
DIVIDE by y n : i.e. 2
+ y −1 = −x2 cos x
y dx x
dz dy 1 dy
SET z = y 1−n = y −1 : i.e. = −1 · y −2 =− 2
dx dx y dx
dz 2
∴ − + z = −x2 cos x
dx x
dz 2
i.e. − z = x2 cos x
dx x
Toc JJ II J I Back
Solutions to exercises 24
R 2
−x
R dx −2 1
Integrating factor, IF = e dx
= e−2 x = e−2 ln x = eln x =
x2
1 dz 2 x2
∴ 2
− 3 z = 2 cos x
x dx x x
d 1
i.e. · z = cos x
dx x2
Z
1
i.e. · z = cos x dx
x2
1
i.e. · z = sin x + C
x2
Use z = y1 : 1
x2 y = sin x + C
1
i.e. = x2 (sin x + C) .
y
Return to Exercise 6
Toc JJ II J I Back
Solutions to exercises 25
Exercise 7.
Divide by 2 to get standard form:
dy 1 (4x + 5)2 3
+ tan x · y = y
dx 2 2 cos x
dy
This is of the form + P (x)y = Q(x)y n
dx
1
where P (x) = tan x
2
(4x + 5)2
Q(x) =
2 cos x
and n = 3
Toc JJ II J I Back
Solutions to exercises 26
1 dy 1 (4x + 5)2
DIVIDE by y n : i.e. 3
+ tan x · y −2 =
y dx 2 2 cos x
dz dy 2 dy
SET z = y 1−n = y −2 : i.e. = −2y −3 =− 3
dx dx y dx
1 dz 1 (4x + 5)2
∴ − + tan x · z =
2 dx 2 2 cos x
dz (4x + 5)2
i.e. − tan x · z =
dx cos x
Toc JJ II J I Back
Solutions to exercises 27
R R sin x
R f 0 (x)
− tan x·dx − cos x dx
dx
Integrating factor, IF = e =e ≡e f (x)
Exercise 8.
dy 1
Standard form: dx + x y = (x ln x)y 2
1 dy 1
y −1 = x ln x
DIVIDE by y 2 : y 2 dx + x
dy dy
SET z = y −1 : dz
dx = −y −2 dx = − y12 dx
dz 1
∴ − dx + x z = x ln x
dz 1
i.e. dx − x · z = −x ln x
Toc JJ II J I Back
Solutions to exercises 29
R dx −1 1
Integrating factor: IF = e− x = e− ln x = eln x =
x
1 dz 1
∴ x dx − x2 z = − ln x
d
1
i.e. dx x z = − ln x
1
= − ln x dx + C 0
R
i.e. xz
dv
v du
R R
[ Use integration by parts: u dx dx = uv − dx dx,
dv
with u = ln x , dx =1]
1
= − x ln x − x · x1 dx + C
R
i.e. xz
Use z = y1 : 1
xy = x(1 − ln x) + C .
Return to Exercise 8
Toc JJ II J I Back
Solutions to exercises 30
Exercise 9.
dy
Standard form: dx − (cot x) · y = (cosec x) y 3
1 dy
DIVIDE by y 3 : y 3 dx − (cot x) · y −2 = cosec x
dy 1 dy
SET z = y −2 : dz
dx = −2y −3 dx = −2 · y 3 dx
∴ − 12 dx
dz
− cot x · z = cosec x
dz
i.e. dx + 2 cot x · z = −2 cosec x
Toc JJ II J I Back
Solutions to exercises 31
R cos x
R f 0 (x)
Integrating factor: IF = e2 sin x dx ≡ e2 f (x)
dx
= e2 ln(sin x) = sin2 x.
∴ sin2 x · dz
dx + 2 sin x · cos x · z = −2 sin x
d
2
i.e. dx sin x · z = −2 sin x
1 sin2 x
Use z = y2 : y2 = 2 cos x + C
sin2 x
i.e. y2 = 2 cos x+C .
Return to Exercise 9
Toc JJ II J I Back