M20_CROF5939_04_SE_C20.

QXD 9/27/18 12:45 PM Page 1001

2.3 Applying the method of separation of variables 1001 20

where k is a constant that depends upon the volume and surface area of the compo-
nent, its specific heat capacity, and the heat transfer coefficient between the
component and the liquid. Solve this equation given the initial condition that at
t = 0 the temperature excess is u0.
Solution
Separate the variables.
1 du
= -k
u dt
Integrate both sides with respect to t.
ln u + C = -kt
Apply the initial condition.
ln u0 + C = 0 so C = -ln u0
Hence
ln u - ln u0 = -kt
from which
u
ln = -kt
u0
Finally, obtain u as a function of t.
u = u0e-kt
This means that the temperature excess of the component decays exponentially from
its initial value u0 to zero. When the temperature excess is zero, the component has
cooled to the temperature of the bath.

Exercises

1 Solve the equation 4 Find the general solution of the equation

dy e-x dx
= = t(x - 2)
dx y dt
Find the particular solution that satisfies the
2 Solve the equation
condition x(0) = 5.
dy
= 3x2e-y 5 Some equations that do not appear to be
dx
separable can be made so by means of a
subject to the condition y(0) = 1. suitable substitution. In this exercise you will
solve the equation
3 Find the general solution of the following
equations: dy y2 y
= 2 + + 1
dy dy 6 sin x dx x x
(a) = 3 (b) = y
dx dx y by means of the substitution z = .
x
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20 1002 Block 2 Separation of variables

y 6 The equation
(a) If z = , then y = zx. Using the product
x di
rule for differentiation show that iR + L = E
dt
dy dz where R, L and E are constants arises in
= z + x
dx dx electric circuit theory. This equation can be
solved by separation of variables. Find the
(b) Make the substitution to obtain an solution that satisfies the condition i(0) = 0.
equation involving only z and x. Solve this
.
by separation of variables. Hence obtain 7 Solve the equation x = 4xt.
the solution of the given equation.

Solutions to exercises

1 y = ; 2D - 2e-x 5 z = tan(ln Dx) so that y = x tan(ln Dx)

E
2 y = ln(x3 + e) 6 i = (1 - e-t>t) where t = L>R
R
y2 2
3 (a) y = 3x + C (b) = C - 6 cos x 7 x = Ae2t
2

x = 2 + Aet >2, x = 2 + 3et >2

2 2
4

End of block exercises

1 Find the general solution of the following 2 Find the general solution of the following:
equations: dx dy x
dy dy dy (a) = xt (b) =
(a) = kx (b) = -ky (c) = y2 dt dx y
dx dx dx dx dx x2 - 1
dy dy (c) t = tan x (d) =
(d) y = sin x (e) y = x + 2 dt dt t
dx dx
dy dx t4
(f) x2 = 2y2 + yx (g) = 5
dx dt x

Solutions to exercises

kx2 (a) x = Aet >2 (b) y2 = x2 + C

2
1 2
1 (a) + c (b) Ae-kx (c) -
2 x + c
1 + At 2
2 2
(d) y = 2(C- cos x) (e) y = x + 4x + c 2 (c) x = sin -1(kt) (d) x =
1 - At 2
6 5
x x t
(f) (g) = + c
A - 2 ln x 6 5
M20_CROF5939_04_SE_C20.QXD 9/27/18 12:45 PM Page 1003

Solving first-order linear equations

BLOCK 3
using an integrating factor

3.1 Introduction

The standard form of a first-order linear differential equation is

dy
+ P(x)y = Q(x) (1)
dx
P(x) and Q(x) are given functions of x, which may be constants. All first-order linear
dy
equations can be written in this form. Note that the coefficient of is 1. An example is
dx

dy
+ x2y = 3 + x
dx
in which P(x) = x2 and Q(x) = 3 + x.
Other variables will be used. For example,
dx
+ x sin t = t2
dt
is a first-order linear equation in standard form with dependent variable x and
independent variable t. Here, P(t) = sin t and Q(t) = t2.

Key point All first-order linear differential equations can be written in standard form as
dy
+ P(x)y = Q(x)
dx

Equations of this type can always be solved by multiplying through by a function

known as the integrating factor for the equation. In this block you will learn how to
determine the integrating factor and how to obtain the solution of the original equation.

3.2 Writing equations in standard form

In order to use the technique described in this block you must write the equation in
the standard form.
Example 3.1
dy
Write x2 + 3xy = x3 in standard form. Identify P(x) and Q(x).
dx
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20 1004 Block 3 Solving first-order linear equations using an integrating factor

Solution
Note that this is a first-order equation. It is linear, and so the integrating factor
method is appropriate. Study the standard form (1) of a first-order linear equation
and note that the coefficient of the derivative term is 1. We divide the given equation
through by x2 to achieve this.
dy 3
+ y = x
dx x
Compare this with the standard form to identify P(x) and Q(x).
3
P(x) =
x

Q(x) = x

Example 3.2
dy
Compare the equation - 2y = x with the standard form and identify P(x) and
dx
Q(x).

Solution
The coefficient of the derivative term is already 1.

P(x) = -2, in this case, a constant

Q(x) = x
The equation is already written in standard form.

Example 3.3 Electrical Engineering – Current in a circuit

di
The equation L + Ri = E sin t, where L, R and E are constants, models the current,
dt
i(t), in a series circuit. Write the equation in standard form. Identify P and Q.

Solution
Note that this is a first-order equation. It is linear, and so the integrating factor
method is appropriate. Here the dependent variable is i and the independent variable
is t. Study the standard form (1) and note that the coefficient of the derivative term is 1.
Dividing the given equation through by L we can achieve this:
di R E sin t
+ i =
dt L L
This is the standard form. Write down P(t) and Q(t).
R
P(t) = , which is constant
L

E sin t
Q(t) =
L
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3.3 Finding an integrating factor 1005 20

Exercises

dy
1 Write each of the following equations in (b) + 3y - sin x = 0
standard form: dx

dy di
(a) x + 2xy = xe-2x (c) iR + L = sin vt
dx dt

Solutions to exercises

dy dy
1 (a) + 2y = e-2x (b) + 3y = sin x
dx dx
di R 1
(c) + i = sin vt
dt L L

3.3 Finding an integrating factor

The idea behind the method is to multiply the equation

dy
+ P(x)y = Q(x)
dx
through by some function of x, as yet unknown, called an integrating factor. Let
this integrating factor be m. Then
dy
m + mP(x)y = mQ(x) (2)
dx
Suppose we choose m in a special way so that the left-hand side of this equation can
be written more simply as
d
(my)
dx
This special way of choosing m is described below. The equation becomes
d
(my) = mQ(x)
dx
In this form the equation is said to be exact. It follows immediately, by integrating
both sides, that

my = 冮 mQ(x) dx (3)

So by knowing Q(x) and m, and performing the integration on the right, and dividing
through by m, we can obtain y.