4th Edition

Appendix K

K.1Solutions to Differential Equations

K.3.AFirst-order Ordinary Differential Equations

Also see http://www.ucl.ac.uk/Mathematics/geomath/level2/deqn/
de8.html
dy
+ f ( t ) y = g( t ) (K-15)
dt

Integrating factor = exp ( ∫ fdt )

€
Multiply through the integrating
f ( y ) dt dy fdt fdt
€ e∫ + e ∫ y = e ∫ g(t)
dt
Collect term
⎛  ∫ fdt ⎞ 
ye ⎟ = e ∫ fdt
€ d ⎜  g(t )
⎜  dt ⎟ 
⎝  ⎠ 

fdt fdt
ye ∫ = ∫ g( t )   e ∫ dt + K 1
€
fdt
and divide by e ∫
€ − fdt fdt − fdt
y = e ∫ ∫ g(t )   e ∫ dt + K1e ∫ (K-16)

€
Example A–1 Integrating Factor for Series Reactions
€
dy
+ k 2 y = k1e −k1t
dt

Integration factor = exp ∫ k 2 dt = e −k t

2

€ dye k 2 t k −k t
= e k 2 t k1e −k1t = k1e ( 2 1 )
dt
€
k2t k −k t k1 k −k t
e y = k1 ∫ e ( 2 1 ) dt = e ( 2 1 ) + K1
k 2 − k1
€
k1
y= e −k1t + K1e −k 2 t
k 2 − k1
€
t = 0     y = 0

€
€ 1
4thEd/AppnKinsert.doc
 k1 −k1t −k 2 t
y= [e − e ]
k 2 − k1

K.3.BCoupled First-order Linear Ordinary Differential

€
Equations with Constant Coefficients
Also see http://www.mathsci.appstate.edu/~sjg/class/2240/finalss04/
Alicia.html.
Consider the following coupled set of linear first order ODE with constant
coefficients.
dx Or in Matrix Notation
(1) = ax + by t =0 x = x0

⎡d x⎤ 
dt
dy
(2)
dt
= cx + dy t =0 y = y0
€ €
€

⎢ dt⎥  ⎡a  b⎤ ⎡x⎤ 

The solution to these coupled equations is
€ €
€ −α t
x = Ae + Be −βt (3)

=⎢  ⎥  ⎢ ⎥  ⎢⎥ 
and

y = K1e −α t + K 2 e −βt

dy ⎣c  d⎦ ⎣y⎦ 
€ (4)

where

⎢  ⎥ 
 
⎡TrA ± TrA 2 − 4 DetA ⎤ 
€ ,β = −⎢  € ⎥,    TrA = a + d,    DetA = ad − bc
⎢  2 ⎥ 
⎣  ⎦ 

⎣ dt⎦ 
From the initial conditions
€
t = 0 x = x0 and y = y0 we get

x0 = A + B

and
y 0 = K1 + K 2
€
differentiating equations (3) and (4) and evaluating the derivative at t = 0
dx ⎞ 
€ dt ⎟⎠   = −α A − βB = ax 0 + by 0
t=0

dy ⎞ 
⎟  = −α K1 − βK 2 = cx 0 + dy 0
dt ⎠t=0
 
€
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4thEd/AppnKinsert.doc
€
We have four equations and four unknowns (The arbitrary constants of
integration A, B, K1 and K2) so we can eliminate these arbitrary constants of
integration.
If y0 = 0 then the solution takes the form
⎡(  a + α )e −βt − (a + β )e −α t ⎤ 
x = x 0 ⎢  ⎥ 
⎣  
⎢ α −β ⎦  
⎥

cx 0 cx 0
y= e −βt − e −α t
€
α +β α +β

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