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Differential Equations

Additional Topics on Differential


Equations of the First Order
Additional Topics on Differential
Equations of the First Order
1. Integrating Factors Found by Inspection
2. Determination of Integrating Factors
3. Homogeneous Leading to Exact Equations
4. Coefficients Linear in Two Variables
5. Bernoulli’s Equations
Integrating Factors Found by
Inspection
Exact differentials
 x  ydx − xdy
d ( xy ) = xdy + ydx −1
tan   = 2
 
y x + y 2

 x  ydx − xdy −1 y  xdy − ydx


d = tan   = 2
 
y y 2
 
x x + y 2

 y  xdy − ydx
d = 2
 
x x
Example
y ( x3 − y ) dx − x ( x3 + y ) dy = 0

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

( x 3
ydx − x 4
dy ) ( dx + xydy ) = 0
− y 2

1
2 3
x y
 x3 y 2 d
 ( ) − yd ( xy ) = 0
x
y

∫( )d ( )− ∫
d ( xy )
x
y
x
y x2 y 2
= ∫0

( )
2
1
2
x
y + xy1 = C

x 3 + 2 y = Cxy 2
Sample Problems
Problems:
1. 1 + y tan ( xy )  dx + x tan ( xy ) dy = 0
2. 2 x y ' = y ( 3 x + y
5 4 2
)
Sample Problems
Answers:
1. cos ( xy ) = Ce x
2. x 4 = y 2 (1 + Cx )
Determination of Integrating Factors
Given M ( x, y ) dx + N ( x, y ) dy = 0
Case 1:
 ∂M ∂N  1
If  −  = f (x)
 ∂y ∂x  N
then use the integrating factor
∫ f ( x ) dx
v=e
Case 2:
 ∂M ∂N  1
If  −  = g ( y)
 ∂y ∂x  M
then use the integrating factor
− g ( y ) dy
v=e ∫
Determination of Integrating Factors

Then
vM ( x, y ) dx + vN ( x, y ) dy = 0

is already an exact equation.


Example
y ( 2 x − y + 1) dx + x ( 3 x − 4 y + 3) dy = 0
∂M
∂y = 2x − 2 y +1 ∂N
∂x = 6x − 4 y + 3
∂M
∂y − ∂∂Nx = −4 x + 2 y − 2

( ∂M
∂y − ∂N
∂x ) 1
N = 3 x2 − 4 xy +3 x ≠ f ( x )
−4 x + 2 y − 2

( ∂M
∂y − ∂N
∂x ) 1
M = −4 x + 2 y − 2
2 xy − y 2 + y
= − 2y = g ( y )

then v=e ∫ − − 2y dy
=e 2ln y
=y 2
Example
( 2 xy 3
− y + y ) dx + ( 3 x y − 4 xy + 3 xy ) dy = 0
4 3 2 2 3 2

∂M
∂y = 6 xy − 4 y + 3 y
2 3 2 ∂N
∂x = 6 xy − 4 y + 3 y
2 3 2

Solution:

∫ ( 2 xy − y + y ) dx = C
3 4 3

x y − xy + xy = C
2 3 4 3

xy ( x − y + 1) = C
3
Sample Problems
Problems:
1. y ( 4 x + y ) dx − 2 ( x 2 − y ) dy = 0
2. y ( 8 x − 9 y ) dx + 2 x ( x − 3 y ) dy = 0
Sample Problems
Answers:
1. 2 x 2 + xy + 2 y ln y = Cy
2. x y ( 2 x − 3 y ) = Ce
3 − x2
Homogeneous Leading to Exact
Equations
From Euler’s theorem:

1
v=
Mx + Ny
is an integrating factor to convert any
homogeneous 1st order ODE into an exact
differential equation.
Example
( x − 2 y ) dx + ( 2 x + y ) dy = 0
v= 1
Mx + Ny = 1
x 2 − 2 xy + 2 xy + y 2
= 1
x2 + y 2

( 2
x
x + y2
− x22+yy 2 dx + ) ( 2x
x + y2
2 )
+ x2 +y y 2 dy = 0
2 x2 −2 y 2 2 y2 −2 x2
∂M
=− 2 xy
− ∂M
= − 2 xy
∂y
( ) ( ) ∂y
( ) ( )
2 2 2 2
x2 + y 2 x2 + y 2 x2 + y 2 x2 + y 2

Solution:

∫ y =k
( 2
x
x + y2
− x22+yy 2 dx = C )
1
2 ln ( x 2 + y 2 ) − 2 tan −1 ( )=C x
y

ln ( x 2 + y 2 ) − 4 tan −1 ( )=C
x
y
Sample Problems
Problems:
1. ( x + y ) dx + xydy = 0
2 2

2. v dx + x ( x + v ) dv = 0
2
Sample Problems
Answers:
1. x 2
(x 2
+ 2y 2
)=C 4

2. xv = C ( x + 2v )
2
Coefficients Linear in Two Variables

Given ( a1 x + b1 y + c1 ) dx + ( a2 x + b2 y + c2 ) dy = 0
where a1 x + b1 y + c1 = 0 ( L1 )
a2 x + b2 y + c2 = 0 ( L2 )
are linear equations.
Coefficients Linear in Two Variables
Case 1:
If L1 and L2 are intersecting at P ( h, k ) , use
x =u+h dx = du
y =v+k dy = dv
Case 2:
If L1 and L2 are parallel to each other, use
w = a1 x + b1 y dw = a1dx + b1dy
Example
( x − 2 y ) dx + ( 2 x + y + 5) dy = 0
point of intersection P ( −2, −1)
x = u − 2, dx = du , y = v − 1, dy = dv
u − 2 − 2 ( v − 1)  du +  2 ( u − 2 ) + v − 1 + 5 dv = 0
( u − 2v ) du + ( 2u + v ) dv = 0
v = uz , dv = udz + zdu
( u − 2uz ) du + ( 2u + uz )( udz + zdu ) = 0
( u − 2uz + 2uz + uz 2
) (
du + 2u 2
+ u 2
z ) dz = 0
1
u du + zz2++21 dz = 0
Example
∫ 1
u du + ∫ z 2z+1 dz + 2 ∫ z 21+1 dz = C
ln u + 12 ln ( z 2 + 1) + 2 tan −1 z = C

ln u 2 ( z 2 + 1)  + 4 tan −1 z = C

ln ( x + 2 )

2
{( y +1
x+2 )
2
}
+ 1  + 4 tan −1
 ( )=C
y +1
x+2

ln ( x + 2 ) + ( y + 1) + 4 tan


2 2


−1
( )=C
y +1
x+2
Sample Problems
Problems:
1. ( x + 2 y − 1) dx − ( 2 x + y − 5 ) dy = 0
2. ( 6 x − 3 y + 2 ) dx − ( 2 x − y − 1) dy = 0
Sample Problems
Answers:
1. ( x − y − 4 ) = C ( x + y − 2 )
3

2. 3 x − y + C = 5ln 2 x − y + 4
Bernoulli’s Equations
Bernoulli’s differential equation is given by

dy + yP ( x ) dx = y Q ( x ) dx
n

where n ≥ 2
Bernoulli’s Equations
Method 1:
∫ P ( x ) dx
Solve v = ye

then use the equivalence of y and dy from the


abovementioned formula to solve the equation
through separation of variables.
Bernoulli’s Equations
Method 2:
1− n
Solve z=y

after dividing both sides of the given equation by


yn, substitute z and its derivative dz to the
equation to solve it as a linear ODE of the first
order.
Bernoulli’s Equations
Method 3:
∫ P ( x ) dx
Solve v=e

then multiply to both sides of the equation to


solve it through inspection.
Example
dy
x 2
− y 2 = 2 xy
dx
dy − 2 dx = y
x
y2
x 2 dx, P ( x ) = − 2x , Q ( x ) = 1
x2
, n=2
Method 1:
∫ −
2 dx

v = ye x = y
x2

y = vx 2 , dy = x 2 dv + 2 xvdx
x 2 dv + 2 xvdx − 2 xvdx = v 2 x 2 dx

∫ 1
v2
dv − ∫ dx = C
− 1v − x = C
x 2 + xy = Cy
Example
dy − 2 dx =
y
x
y2
x 2 dx, P ( x ) = − 2x , Q ( x ) = 1
x2
, n=2
Method 2:
z = y1− 2 = y −1 , dz = − y −2 dy
y  dy − 2 xy dx =
−2 y2
dx 
 x 2

−2 y −1
y dy − 2 x dx = 1
x2
dx
dz + 2 xz dx = − x12 dx, P ( x ) = 2x , Q ( x ) = − x12
∫ 2 dx

v = e x = x2
zx 2 = − ∫ dx + C

x 2 + xy = Cy
Example
P ( x ) = − 2x , Q ( x ) =
2
dy − 2 xy dx = y
x 2 dx, 1
x2
, n=2
Method 3:
∫ 2 dx

v=e x =

1
x2

1  dy − 2 xy dx = y2
dx 
x2  x 2

y2
1
x2
dy − 2 x3 dx = y
x4
dx
x 2 dy − 2 xydx
x4
= y2
x4
dx

( ) ( ) ( ) ( ) = ∫ dx + C
−2 −2
y d y
= y2
dx  → ∫ y
d y
x2  x2 x4  x2 x2

− xy − x = C
2

x 2 + xy = Cy
Sample Problems
Problems:
3 −2 x
1. y ' = y − xy e
2. xydx + ( x − 3 y ) dy = 0
2
Sample Problems
Answers:
1. e = y
2x 2
(x 2
+ C)
2. x y = 2 y + C
2 2 3

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