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The
where M = M(,y) and N= N(a, y) are functions of z and y.
following theoremn holds for the general first order equation (2.1.1).
wExistence and Uniqueness Theorem. If the function f(z,y) be
interior,
continuous in a domain containing the point (To, yo) at its (2.1.1) and
then there erists a function y = olr) satisfying eguation
partial derivative
taking the value yo for z = to. If, in addition, the
8f
is contiuous, this solution of the equation is unique.
Oy
[C.H. 1993, '95, 2001, '03]
Lo is known
The condition that y = oz) has the value yo for z =
as the initial condition of the equation.
Geometrically, the theorem asserts the eristence of a unique integral
curve of the equation passing through (Zo, yo).
32 ] An Introductionto Differential Equations
Definitions 2.1.1
of the equation (2.1.)
The solution
(a) Particular Solution: when s= I0) is called
(say,y=M0 integral
satisfying the giveninitial condition
the corresponding
a
Particular
a Particular Solution and
Integral. the first
Solution: The general solution of order
(b) General solution y = d(z, C) from which,
diferential equation (2.1.1) is the yo when T= C0, a unique C
=
condition y = C) =n
given any initial = y0- The equation g(,y,d{r.
such that ¢ (ro, Co) C
can be found variable and the general solution (2.1.1)
connecting the independent
integral or complete primitive of equation
is called the general
solution (integral) is represented geometrically by a
The general with not more than onecurvep
one-parameter family of integral curves, of the region of the ry-plane
each point
of the family passing throughcontinuous. We shall not, in the present
where f(z, u) and f/8y are mention
include the proof of Existence Theorem but we shall
text,
the theorem does not hold:
some simple examples for which
dy
(i)) Consider the equation: da
variables, dy/y=
We get the general solution (on separating the impossible to find
dz/z and integrating) y = Cz from which it is condition y = 0
a unique particular solution satisfying the initial any
when a = 0. An infinite set of particular solution exists (TakeC,
arbitrary constant). In fact, any straight line through the origin is
an integral curve through the origin (0, 0). The uniqueness property
does not hold here. The explanation is that the right-hand side of
f(z,y) =y/z is not continuous and 8f/Oy does not exist at r =0.
(ii) Consider the equation:
dy
dz
Ôy (2.2.2)
*Throughout this text the letter c or C denotes an [C.H. 1998)
other use of these letters will be evident from the artbitrary constant. Any
Dt Ean -3 context.
34 ] An Introduction to
Differential
This theorem gives a test for exactness. Thus, if the Equationg
(2.2.2) is satisfied, then the equation (2.2.1) is exact. We
this condition the condition of integrability of the condition
equation (2.of2t.e1n). call
Proof. To prove that the condition is necessary.
If the equation (2.2.1) is exact, then for some function
have
M dz + N då = a perfect differential of u = du.
u(a,y) we
Ôu u
= M, = N.
ßy
Ôy and au
Then M
oy 9 Provided that the equivalent
and au expressions
are continuous. The
azôy tacit
continuous partial derivatives should assumption
not be
that M and N have
The necessity of the
condition is
overlooked.
assumptions. thus justified under these tacit
To prove that the
condition sufficient.
Suppose that the condition
is
(2.2.2), namely
OM
holds.
Put
where the
Constant.
P=M dz,
integration is performed on the Supposition that y is
Chapter 2. Equations of First Order and Firs: Degree 35
Then
= M
||
and
aF aF ÔM
So
SF
=0.
u=F+|oly) dy.
Then
Ôu
= N.
Also
SF
M =
(by our construction of F)
Ou
(u= F+ du) 4y).
Thus,
M da + N dy = u
dz + dy = du,
a perfect differential.
So the equation (2.2.1) is
therefore, sufficient. exact and the condition (2.2.2) is,
2. z° + 3ry = c.
3. Ty t sin y = c.
4. Ty t e = c.
5. ar' + bry + fy+ g* + ey = k (arbitrary
constant).
6. 'y- 'y = c.
7. 3a'z -y-3zy - 'y = C.
8. e+r-=c.
9. 3 -6r'y 6ry² +y=c.
1 3
10. y + 2y + 5y=c.
11. y' + 2a²y +z 2a'a+2ay= c.
the relation
9f
;e+u)+dftan}) -0.
The primitive is
T COS
()d(u) T dy - y dz
y sin
()
sin
Or,
d(zy)
TY COS
13. +e/y=c.
14. a'e*+ my² = cr?.
15. -y+2a°y-2a²? 26²y² =c.
16. y+ 4z°y- 4ry +y- ce +e"y+ =c.
17. y= z sinh( + c).
18. 3y - 22e1/ +6cx' = 0.
20. z-4z°y + 4z?y?-y= 0.
21. 2 - y + y +y- 13 = 0.
f2(y) dy = c.
dy + de
Example 2.4.1 Solve: V1-y2 V1- 0.
becomes dy= 0.
fi(æ)oi(y) dz + fo(y)o2(a) (2.4.1)
the separated form
This can be written in
fi(a) falu) dy = 0,
d2(æ)
da +
o1(y) (2.4.2)
Dividing by oi (y) xda(a)]|
which now can be easily integrated.
+yvla? dy = 0.
º Example 2.4.2 Solve: z/1- y2 de
Solution: Divide both sides by
Important Observations
It must be observed that a number of solutions may be lost in the
division of the equation (2.4.1) by o1(y) x ¢(æ). If, for example z =0
is root of o2(z) = 0 it would give a solution of
equation (2.4.1) Du
not neces$arily of the equation (2.4.2). We make the point
means of an example. clear D)'
o-n|; m- sinA
C.
2.5
Homogeneous Equations
We say that a function
be expressed in the formf(,y) is homogeneous of degree n if it can
functions of and y of r"oy/).
the
If M and N are
homogeneous
same degree n, then the
M dz + N dy = 0is equation
said to be a
n. In this case, we
may write homogeneous equation of degree
M =(y/), N=
r"b(y/).
AnIntroduction to Differential Equation
52 |
be
considered a
may
On the substitution of y=v sothat N dy - 0 beecomes iey
v
M dr +
dependent variable, the equation v dr} = 0
g"v(v){r du +
z"o(u) dr + rv(v)du}=0
vv(v)) dr +
or, "{Io(v)+
du da =0 (.z" 0),
or,
F(v)
ov)
vV(v)+ olv)
where F(v) = v(v)
w(v)
separated and the solution is
are
Thus, the variables C
du = log
Otherwise
the equation M dr + N y = 0, when homogeneous, can
We see that
be written as
Consequently,
du = dr + dy= (n + 1)(M dz+ N dy)
ay
1
or, M da + N dy = du = d{Ma + Ny}, if n -1.
n+1
The primitive is Ma +Ny =c.
(Mr + Ny) - M + N
&y Oy
(Mr + Ny)?
ON
(Mz + Ny) -N M OM
+
M dr + N dy
Note 2.5.1 homogeneous of degree -1 and also
Mz + Ny is
ezact. We cannot apply theorem 2.5.1. That is, in general, integration
of a homogeneous equation willinvolve a quadrature.
We summarise the previous results in the form of a rule:
Rule |
(1) If M dz + N dy = 0 is both homogeneous and exact, then its
primitive is Mz + Ny = c, provided the degree of homogeneity
is not equal to -1.
(ii) If M d + N dy = 0is homogeneous (but not exact) and if
1
Mz + Ny #0, then is an integrating factor of the
Mz + Ny
equation. [C.H. 2000]
Integrating,
+logy= c, or, y= Ae/3y (e = A).
3y3
qudaiyoN =
nicaly. Chapter 2. Equations of First Order and First Degree
Answers
| 61
1. + log 2 =C.
. 2000
2. cy = e /