Engineering Mathematics Ⅰ

呂學育 博士
Oct. 13, 2004

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 1.5 Integrating Factors
• The equation y 2  6 xy  (3xy  6 x 2 ) y '  0
is not exact on any rectangle.
Because M  y 2  6 xy and N  3 xy  6 x 2

M  2 N 
 ( y  6 xy )  2 y  6 x and  (3xy  6 x 2 )  3 y  12 x
y y x x
M N

 y x =The equation is not exact
on any rectangle.

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 1.5 Integrating Factor
• Recall
• Theorem 1.1 Test for Exactness
M ( x, y )  N ( x, y ) y '  0 is exact on R

if and only if (), M N


for each ( x, y ) in R , y x

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 1.5 Integrating Factor
If M ( x, y )  N ( x, y ) y '  0 is exact, then there is a
potential function φ and
φ φ
 M ( x, y )  N ( x, y)
x and y (*)

 φ x, y ( x)   C implicitly defines a function

y(x) that is general solution of the differential
equation.

Thus, finding a function that satisfies

equation(*) is equivalent to solving the
differential equation. 4
 1.5 Integrating Factor
• Definition 1.5
Let M ( x, y) and N ( x, y) be defined on a region R
of a plane. Then μ ( x, y ) is an integrating
factor for M  N y '  0 if μ( x, y)  0 for all ( x, y )
in R , and μ M  μ N y '  0 is exact on R .

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 1.5 Integrating Factor
• Example 1.21
x  xy  y  0 is not exact.
'

Here M  x  xy and N  1
M  N 
 ( x  xy )   x  (1)  0
y y x x
 
For μ to be an integrating factor, x
(μ N )  (μ M )
y
  μ μ
(μ)  μ( x  xy )    ( x  xy )  xμ
x y  x y

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 1.5 Integrating Factor
• Example 1.21
For μ to be an integrating factor,
  μ  ( x  xy ) μ  xμ
x y


μ ( x) , μ ( y ), μ ( x, y ) ?
To simplify the equation, we try to find μ as
just a function of x  μ
0
 μ y
 xμ
x
This is a separable equation.

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Recall
1.2 Separable Equations
• A differential equation is called separable if
it can be written as y '  A( x) B ( y )
• Such that we can separate the variables
and write 1
dy  A( x)dx B( y )  0
B( y )
• We attempt to integrate this equation

 
1
dy  A( x)dx
B( y )
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 1.5 Integrating Factor
• Example 1.21
1
 
μ  1
 xμ dμ  xdx dμ  xdx
x μ μ
1 2
Integrate to obtain ln μ  x  C
2 0
 μ ( x)  e x 2 / 2 to get one integrating factor

 ( x  xy )e x2 / 2
e x2 / 2
y  0 (*)
'

M  N 
 ( x  xy )e x    xe  (e x / 2 )   xe x
2 2 2
/2 x2 / 2 /2

y y x x
The equation (*) is exact over the entire
plane, FOR ALL (x,y) !
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Recall 1.5 Integrating Factor
If M ( x, y )  N ( x, y ) y '  0 is exact, then there is a
potential function φ and
φ φ
 M ( x, y )  N ( x, y)
x and y (*)

 φ x, y ( x)   C implicitly defines a function

y(x) that is general solution of the differential
equation.

Thus, finding a function that satisfies

equation(*) is equivalent to solving the
differential equation. 10
 1.5 Integrating Factor
• Example 1.21
( x  xy )e x2 / 2
e x2 / 2
y'  0
φ φ
 M ( x, y )  ( x  xy )e x  N ( x, y)  e x
2 2
/2 /2

x and y


φ( x, y)   e x2 / 2
dy   ye x2 / 2
 h( x)
Then we must have
φ 
 ( x  xy )e x   ye x  h( x)    xye  h ' ( x)
2
2
/2 /2 x2 / 2

x x


h ( x)  xe
' x2 / 2
h( x )  e x2 / 2 φ( x, y)  (1  y)e x2 / 2

The general solution of the original equation is

φ( x, y)  (1  y)e  C  y( x)  1  Ce
2 11
x /2 x /2 2
 1.5.1 Separable Equations and Integrating Factor
• The separable equation y '
 A( x) B( y )
is in general not exact. Write it as
A( x) B( y )  y '  0
M  N 
 A( x) B( y)  A( x) B' ( y) and  (1)  0
y y x x

In general A( x) B ' ( y )  0
However, μ( y)  1
B( y )
is an integrating factor for the separable equation.
If we multiply the DE by μ( y)  1 B( y) ,we get
1 '
A( x)  y 0
B( y ) an exact equation. Because
  1  
    A( x)  0 12
x  B( y)  y
Recall
1.3 Linear Differential Equations
• Linear: A differential equation is called linear if
there are no multiplications among dependent
variables and their derivatives. In other words,
all coefficients are functions of independent
variables. y ' ( x)  p( x) y  q( x)
• Non-linear: Differential equations that do not
satisfy the definition of linear are non-linear.
• Quasi-linear: For a non-linear differential
equation, if there are no multiplications among
all dependent variables and their derivatives in
the highest derivative term, the differential
equation is considered to be quasi-linear.
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Recall
1.3 Linear Differential Equations
• Example 1.14
y '  y  sin( x)is a linear DE. P(x)=1 and
q(x)=sin(x), both continuous for all x.
An integrating factor is e p ( x ) dx  e dx  e x

Multiply the DE by e
x
to get y e  ye  e sin( x)
' x x x

Or  ye x '  e x sin( x)

 e sin( x) dx  e sin( x)  cos(x)  C

1
Integrate to get ye 
x
x x

The general solution is y 

1
sin( x)  cos(x)  Cex
2 14
 1.5.2 Linear Equations and Integrating Factor
• The linear equation y '  p( x) y  q ( x)
Write it as  p( x) y  q( x)  y '  0
M  N 
  p ( x) y  q ( x)  p ( x)  1  0
y y and x x
so the linear equation is not exact
unless p( x)  0

However, μ( x, y)  e  p ( x ) dx


 p( x) y  q( x)e p ( x ) dx
 e p ( x ) dx
y'  0
is exact because
  
e p ( x ) dx
 p ( x )e  p ( x ) dx
 [ p( x) y  q( x)]e p ( x ) dx
 15
x y
 1.6 Homogeneous, Bernoulli, and Riccati Equations

1.6.1 Homogeneous Differential Equations

Definition 1.6.1 Homogeneous Equation

A first-order differential equation is homogeneous if it
has the form y 
y  f 
'

 x
For example: y  y is homogeneous
y  sin  
'

x  x
while y'  x2 y is not.

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 1.6 Homogeneous, Bernoulli, and Riccati Equations

1.6.1 Homogeneous Differential Equations

A homogeneous equation is always transformed into a
separable one by the transformation y  ux

 y '  u ' x  x 'u  u ' x  u and write u  y/x

Then y '  f ( y / x) becomes u ' x  u  f (u )

1 du 1 1 1
   du  dx
f (u )  u dx x f (u )  u x

And the variables (x, u) have been separated.

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 1.6 Homogeneous, Bernoulli, and Riccati Equations

1.6.1 Homogeneous Differential Equations

Example 1.25 2  2
y  y y
xy   y
'
y   
'

x  x x
Let y=ux 
u xu u u
' 2 or
u'x  u2
1 1 1
 2 du  dx    ln x  C
u x u
the general solution of the transformed equation
1
u ( x) 
ln x  C
the general solution of the original equation
x
y 18
ln x  C
 1.6 Homogeneous, Bernoulli, and Riccati Equations

1.6.2 The Bernoulli Equations

A Bernoulli equation is a first-order equation
y '  P( x) y  R( x) y α (*) in which α is a real number.

If α  0 or α  1 separable and linear ODE

Let v  y 1 α
for α  1 , then dv
 (1  α) y  α dy
(**)
dx dx
dy dy
(*) y α  R( x)  P( x) y1α  y α  R( x)  vP( x)
dx dx
dv
(*),(**)  (1  α)[ R( x)  vP( x)] linear ODE
dx

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 1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
Example 1.27 1
'
y  y  3x y
2 3

x
which is Bernoulli with P( x)  1/ x , R( x)  3 x 2 and α  3
y  P( x) y  R( x) y
' α

Make the change of variables v y 2 , then yv 1 / 2

1 3 / 2 '
and y ( x)   v v ( x)
'

2
1 3 / 2 ' 1 1/ 2
so the DE becomes  v v ( x )  v  3 x 2 v 3 / 2
2 x
upon multiplying by  2v 3 / 2
 ' 2 a linear equation
v ( x)  v  6 x
2 20
x
 1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
Example 1.27 1
'
y  2 3
y  3x y
x
a linear equation 2
v ( x)  v  6 x 2
'

x
An integrating factor is
μ( x, y)  e  p ( x ) dx
e   ( 2 / x ) dx
e2ln(x )  x2
 x v ( x)  2 x v  6  x v  6
2 ' 3
 2
'

Integrate to get x 2v  6 x  C  v  6 x 3  Cx 2

The general sol of the Bernoulli equation is

1 1
y ( x)   21
v( x) Cx2  6 x 3
 1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
Definition 1.8 A differential equation of the form

y '  P( x) y 2  Q( x) y  R( x)

is called a Riccati equation

A Riccati equation is linearly exactly when P( x)  0
dy
Consider the first-order DE dx  f ( x, y )
If we approximate f ( x, y) ,while x is kept constant,

f ( x, y )  P( x)  Q( x) y  R( x) y  ...
2

How to transform the Riccati equation to a linear one ?

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 1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
y '  P( x) y 2  Q( x) y  R( x)

How to transform the Riccati equation to a linear one ?

Somehow we get one solution, S (x) , of a Riccati

1
equation, then the change of variables y  S ( x) 
transforms the Riccati equation to a linear one. z

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 1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
Example 1.28 1 1 2
'
y  y  y
2

x x x

By inspection, y  S ( x)  1 , is one solution. Define a new

variable z by the change of variables 1
y  1
Then ' 1 ' z
y  2
z
z 2
1 ' 1 1 1 1 2
  2 z  1    1   
z x z x z x
Or 3 1
z  z
'

x x a linear equation

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