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Bernoulli Differential Equations PDF
Bernoulli Differential Equations PDF
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 1n . This gives a differential equation in x and z that is
linear, and can be solved using the integrating factor method.
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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 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
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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 (1n) 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) ,
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Section 3: Answers 8
2
sin x
9. y 2 = 2 cos x+C .
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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.
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Section 4: Integrating factor method 10
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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 tan1 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
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Section 5: Standard integrals 12
R R
f (x) f (x) dx f (x) f (x) dx
1 1
tan1 x 1 1 a+x
a2 +x2 a a a2 x2 2a ln ax (0 < |x| < a)
1 1 xa
(a > 0) x2 a2 2a ln x+a (|x| > a > 0)
2 2
1 sin1 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
sinh1 x a2 +x2
1 x
x
a2 x2 2 sin a a2 +x2 2 a + a2
i h i
a2
a2 x2
cosh1
2 2
+x x
+ x xa2a
a2 x2 a2 2 a
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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.
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Solutions to exercises 14
dz dy
SET z = y 1n : i.e. dx = (1 n)y (1n1) dx
1 dz 1 dy
i.e. (1n) dx = y n dx
1 dz
SUBSTITUTE (1n) 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 1n = 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
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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
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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 1n = y 1 : i.e. dz
dx = 1 y 2 dx = y12 dx
dz
dx + x1 z = 1
dz
i.e. dx x1 z = 1
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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
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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 1n = 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
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Solutions to exercises 20
R
Integrating factor, IF = e dx
= ex
dz
ex ex z = 3ex ex
dx
d x
i.e. [e z] = 3
dx
Z
i.e. ex z = 3 dx
i.e. ex z = 3x + C
Use z = 1
y3 : ex 1
y3 = 3x + C
1
i.e. = ex (C 3x) .
y3
Return to Exercise 4
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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
DIVIDE by y n i.e. y 3 : y 3 dx + x1 y 2 = 1
dy
SET z = y 1n 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
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Solutions to exercises 22
R dx 2 1
Integrating factor, IF = e2 x = e2 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
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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 1n = 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
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Solutions to exercises 24
R 2
x
R dx 2 1
Integrating factor, IF = e dx
= e2 x = e2 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
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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
1
where P (x) = tan x
2
(4x + 5)2
Q(x) =
2 cos x
and n = 3
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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 1n = 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
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Solutions to exercises 27
R R sin x
R f 0 (x)
tan xdx 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
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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
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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
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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
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