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BERNOULLI EQUATIONS
Graham S McDonald
A Tutorial Module for learning how to solve
Bernoulli differential equations
Table of contents
Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1.
2.
3.
4.
5.
6.
Theory
Exercises
Answers
Integrating factor method
Standard integrals
Tips on using solutions
Full worked solutions
Section 1: Theory
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 1n . This gives a differential equation in x and z that is
linear, and can be solved using the integrating factor method.
Note: Dividing the above standard form by y n gives:
1 dy
+ P (x)y 1n
y n dx
dz
1
i.e.
+ P (x)z
(1 n) dx
dz
dx
JJ
= Q(x)
= Q(x)
dy
= (1 n)y n dx
.
II
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Section 2: Exercises
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 1n 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
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Section 2: Exercises
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
Section 2: Exercises
Exercise 7.
dy
(4x + 5)2 3
+ tan x y =
y
2
dx
cos x
Exercise 8.
x
dy
+ y = y 2 x2 ln x
dx
Exercise 9.
dy
= y cot x + y 3 cosecx
dx
JJ
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Section 3: Answers
3. Answers
1. HINT: Firstly, divide each term by y n . Then, differentiate z
dz
1 dy
1
with respect to x to show that (1n)
dx = y n dx ,
2
2.
1
y
= x3 +
C
x
3.
1
y
= x(C ln x) ,
4.
1
y3
= ex (C 3x) ,
5. y 2 =
1
2x+Cx2
6.
1
y
7.
1
y2
8.
1
xy
= C + x(1 ln x) ,
= x2 (sin x + C) ,
1
12 cos x (4x
Toc
+ 5)3 +
JJ
C
cos x
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Section 3: Answers
9. y 2 =
sin x
2 cos x+C
Toc
JJ
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JJ
II
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10
IF= e
P1 (x)dx
= IF Q1 (x),
IF Q1 (x) dx
JJ
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11
5. Standard integrals
f (x)
n
1
x
x
e
sin x
cos x
tan x
cosec x
sec x
sec2 x
cot x
sin2 x
cos2 x
f (x)dx
xn+1
n+1
(n 6= 1)
ln |x|
ex
cos x
sin x
ln
|cos x|
ln tan x2
ln |sec x + tan x|
tan x
ln |sin x|
x
sin 2x
2
4
x
sin 2x
2 +
4
Toc
JJ
f (x)
n
[g (x)] g (x)
g 0 (x)
g(x)
x
a
sinh x
cosh x
tanh x
cosech x
sech x
sech2 x
coth x
sinh2 x
cosh2 x
II
f (x)dx
[g(x)]n+1
n+1
(n 6= 1)
ln |g (x)|
ax
(a > 0)
ln a
cosh x
sinh x
ln cosh x
ln tanh x2
2 tan1 ex
tanh x
ln |sinh x|
sinh 2x
x2
4
sinh 2x
+ x2
4
Back
f (x)
1
a2 +x2
1
a2 x2
a2 x2
12
f (x) dx
f (x)
1
a
tan1
1
a2 x2
(a > 0)
1
x2 a2
f (x) dx
a+x
1
2a ln ax (0 < |x| < a)
xa
1
ln
2a
x+a (|x| > a > 0)
sin1
x
a
1
a2 +x2
2
2
ln x+ aa +x (a > 0)
(a < x < a)
1
x2 a2
2
2
ln x+ xa a (x > a > 0)
a2
2
1
sin
+x
Toc
x
a
x
a
a2 x2
a2
JJ
a2 +x2
a2
2
x2 a2
II
a2
2
h
h
sinh1
cosh1
x
a
x a2 +x2
2
a
i
2
2
+ x xa2a
x
a
Back
13
Toc
JJ
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Solutions to exercises
14
dy
+ P (x)y = Q(x)y n
dx
1 dy
y n dx
DIVIDE by y n :
SET z = y 1n :
dy
= (1 n)y (1n1) dx
i.e.
dz
dx
i.e.
1
dz
(1n) dx
1
dz
(1n) dx
+ P (x)z = Q(x)
SUBSTITUTE
i.e.
where
Toc
+ P (x)y 1n = Q(x)
JJ
dz
dx
1 dy
y n dx
+ P1 (x)z = Q1 (x)
linear in z
Solutions to exercises
15
Exercise 2.
dy
+ P (x)y = Q(x)y n where
dx
1
where
P (x) =
x
Q(x) = x
and
n = 2
1
dy
1
i.e.
y 1 = x
DIVIDE by y n :
y 2 dx x
dz
dy
1 dy
SET z = y 1n = y 1 : i.e.
= y 2
= 2
dx
dx
y dx
1
dz
z=x
dx x
1
dz
i.e.
+ z = x
dx x
Toc
JJ
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Solutions to exercises
16
R
Integrating factor,
IF = e
1
x dx
= eln x = x
i.e.
dz
+ z = x2
dx
d
[x z] = x2
dx
Z
xz = x2 dx
i.e.
xz =
i.e.
Use z = y1 :
x
y
i.e.
x3
+C
3
3
= x3 + C
1
x2
C
= +
.
y
3
x
Return to Exercise 2
Toc
JJ
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Solutions to exercises
17
Exercise 3.
This is of the form
dy
+ P (x)y = Q(x)y n
dx
where P (x) = x1 ,
Q(x) = 1,
and
n=2
DIVIDE by y n :
i.e.
1 dy
y 2 dx
SET z = y 1n = y 1 :
i.e.
dz
dx
dz
dx
+ x1 z = 1
i.e.
dz
dx
Toc
JJ
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+ x1 y 1 = 1
dy
dy
= 1 y 2 dx
= y12 dx
x1 z = 1
Back
Solutions to exercises
18
Integrating factor, IF = e
1 dz
x dx
d
dx
i.e.
1
x
z =
i.e.
z
x
= ln x + C
i.e.
1
yx
1
y
dx
x
= e ln x = eln x
1
x
= x1
i.e.
Use z = y1 :
1
1
x2 z
z = x1
R
dx
x
= C ln x
= x(C ln x) .
Return to Exercise 3
Toc
JJ
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Solutions to exercises
19
Exercise 4.
This of the form
dy
+ P (x)y = Q(x)y n
dx
where
and
DIVIDE by y n :
i.e.
SET z = y 1n = y 3 :
i.e.
i.e.
Toc
JJ
1
3
Q(x) = ex
n = 4
1 dy
1
+ y 3 = ex
y 4 dx 3
P (x)
dz
dy
3 dy
= 3y 4
= 4
dx
dx
y dx
1 dz
1
+ z = ex
3 dx 3
dz
z = 3ex
dx
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Solutions to exercises
20
IF = e
Integrating factor,
dx
= ex
dz
ex z = 3ex ex
dx
i.e.
d x
[e z] = 3
dx
Z
ex z = 3 dx
i.e.
ex z = 3x + C
i.e.
Use z =
ex
ex
1
y3 :
i.e.
1
y3
= 3x + C
1
= ex (C 3x) .
y3
Return to Exercise 4
Toc
JJ
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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
y 3 dx
DIVIDE by y n i.e. y 3 :
SET z = y 1n i.e.
Toc
z = y 2 :
JJ
II
dz
dx
+ x1 y 2 = 1
dy
= 2y 3 dx
1 dy
y 3 dx
i.e.
dz
12 dx
=
dz
12 dx
+ x1 z = 1
i.e.
dz
dx
x2 z = 2
Back
Solutions to exercises
22
IF = e2
Integrating factor,
Use z =
1 dz
x2 dx
2
x3 z
1
x2 z
d
dx
i.e.
1
x2 z
i.e.
z = 2x + Cx2
1
y2 :
y2 =
dx
x
= e2 ln x = eln x
1
x2
= x22
i.e.
= x22
= (2) (1) x1 + C
1
2x+Cx2
.
Return to Exercise 5
Toc
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Solutions to exercises
23
Exercise 6.
dy
+ 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.
+ y 1 = x2 cos x
2
y dx x
dz
1 dy
dy
SET z = y 1n = y 1 : i.e.
= 1 y 2
= 2
dx
dx
y dx
2
dz
+ z = x2 cos x
dx x
dz
2
i.e.
z = x2 cos x
dx x
Toc
JJ
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Solutions to exercises
24
R
Integrating factor,
IF = e
i.e.
i.e.
i.e.
Use z = y1 :
2
x
dx
dx
x
= e2 ln x = eln x
1
x2
1 dz
2
x2
3 z = 2 cos x
2
x dx x
x
d 1
z = cos x
dx x2
Z
1
z = cos x dx
x2
1
z = sin x + C
x2
1
x2 y
i.e.
= e2
= sin x + C
1
= x2 (sin x + C) .
y
Return to Exercise 6
Toc
JJ
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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
where
P (x)
1
tan x
2
Q(x)
(4x + 5)2
2 cos x
and
Toc
JJ
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Solutions to exercises
26
DIVIDE by y n :
i.e.
1 dy
1
(4x + 5)2
+ tan x y 2 =
3
y dx 2
2 cos x
SET z = y 1n = y 2 :
i.e.
dz
dy
2 dy
= 2y 3
= 3
dx
dx
y dx
i.e.
Toc
JJ
1 dz
1
(4x + 5)2
+ tan x z =
2 dx 2
2 cos x
(4x + 5)2
dz
tan x z =
dx
cos x
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Solutions to exercises
Integrating factor,
27
R
IF = e
tan xdx
=e
sin x
cos
x dx
R
e
f 0 (x)
f (x)
dx
i.e.
i.e.
i.e.
i.e.
Use z =
1
y2 :
cos x
y2
i.e.
Toc
dz
(4x+5)2
cos x tan x z = cos x
dx
cos x
dz
cos x
sin x z = (4x + 5)2
dx
d
[cos x z] = (4x + 5)2
dx
Z
cos x z = (4x + 5)2 dx
1
1
cos x z =
(4x + 5)3 + C
4
3
cos x
JJ
1
12 (4x
+ 5)3 + C
1
C
1
=
(4x + 5)3 +
.
2
y
12 cos x
cos x
Return to Exercise 7
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Solutions to exercises
28
Exercise 8.
dy
dx
Standard form:
i.e.
1 dy
y 2 dx
SET z = y 1 :
dz
dx
y = (x ln x)y 2
1
x
y 1 = x ln x
dy
dy
= y 2 dx
= y12 dx
dz
dx
+
i.e.
dz
dx
JJ
P (x) = x1 , Q(x) = x ln x , n = 2
DIVIDE by y 2 :
Toc
1
x
1
x
II
1
x
z = x ln x
z = x ln x
Back
Solutions to exercises
Integrating factor:
29
IF = e
dx
x
1 dz
x dx
= e ln x = eln x
1
x2 z
d
dx
1
x z = ln x
i.e.
1
xz
R
= ln x dx + C 0
dv
u dx
dx = uv
with u = ln x ,
Toc
1
x
= ln x
i.e.
dv
dx
v du
dx dx,
=1]
i.e.
1
xz
R
= x ln x x x1 dx + C
Use z = y1 :
1
xy
= x(1 ln x) + C .
Return to Exercise 8
JJ
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Solutions to exercises
30
Exercise 9.
Standard form:
dy
dx
DIVIDE by y 3 :
1 dy
y 3 dx
SET z = y 2 :
dz
dx
Toc
(cot x) y = (cosec x) y 3
(cot x) y 2 = cosec x
dy
= 2y 3 dx
= 2
1 dy
y 3 dx
dz
12 dx
cot x z = cosec x
i.e.
dz
dx
JJ
+ 2 cot x z = 2 cosec x
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Solutions to exercises
31
Integrating factor: IF = e2
Use z =
sin2 x
dz
dx
cos x
sin x dx
e2
f 0 (x)
f (x)
dx
= e2 ln(sin x) = sin2 x.
2
sin x z = 2 sin x
i.e.
d
dx
i.e.
1
y2 :
sin2 x
y2
= 2 cos x + C
i.e.
y2 =
sin2 x
2 cos x+C
.
Return to Exercise 9
Toc
JJ
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