You are on page 1of 31

University of Technology

Petroleum Technology Department

Ordinary Differential Equation


Second Year
Second Lecture

Dr. Firas K. AL-Zuhairi

1
3) Exact

  An equation that can be written in the form: 𝑀(𝑥,𝑦)𝑑x +𝑁(𝑥,𝑦)𝑑y=0 …….(1)

 And having the properties that = ……….........................(2)

 Is said to be exact differential such as + dy = M dx + Ndy =0 ……(3)

 Where M and N =

 Or = and =
 Sometimes an equation may be seen to be exact equation after regrouping of its terms
for example:

Now if Eq.1 is exact differential then 𝑑f =0


then the solution is 𝑓(𝑥,𝑦)=𝐶

2
 Exactness is a fragile condition in the sense that seemingly minor alterations in an
exact equation can destroy its exactness. This is demonstrated in the following
example.

 Ex.1 . Testing for Exactness

3
 Integrating Factors.
 If the differential equation 𝑀(𝑥,𝑦)𝑑x +𝑁(𝑥,𝑦)𝑑y=0 is not exact, it may be possible
to make it exact by multiplying by an appropriate factor 𝜌 (𝑥,𝑦) which is called
an integrating factor for the differential equation has the property that .

 Ex. For Multiplying by an Integrating Factor

 =

4
 Finding an integrating factor can be difficult. However, there are two classes of
differential equations whose integrating factors can be found routinely—namely,
those that possess integrating factors that are functions of either x alone or y alone.
The following theorem, which we present without proof, outlines a procedure for
finding these two special categories of integrating factors.

Theorem: Integrating Factors

Where: h(x) or k(y) is constant


5
Ex. Finding an Integrating Factor

6
 Ex. Solve the following differential equation by using the integrating factor

Solution:

7
8
Ex.: Solve the equation:
Solution:

9
4) Linear

 A differential equation is said to be linear if the dependent variable y and its


derivative occur in the first degree.

  𝑃 & 𝑄 are functions of x ………………..(1)

 In order to solve Eq.1 we must find the function of 𝜌=𝜌 (𝑥)

Where

Which is called the integrating factor of eq.1 and the final solution will be

 𝝆 𝒚=∫ 𝝆 𝑸 𝒅𝒙+ 𝑪

10
 Notes:

1) In solving problems involving linear differential equations the following properties


of logarithms may be useful

2) Linear differential equations may be separable or homogeneous and can be solved


accordingly
3) If linear equations is linear in x and then it can solved by interchanging x and y in
above equations.

11
Exs. Solve the following differential equations:

1)

Solution:
 𝒅𝒚
+ 𝑷𝒚=𝑸
𝒅𝒙

12
2)

Solution:

13
3)

Solution:

14
5) Bernoulli’s Equations

  A Bernoulli equation is a differential equation of the form:


dy
 Py  Qy n ………..(1)
dx
 This is solved by:

dy ………..(2)
(a) Divide both sides by y nto give: yn  Py 1 n  Q
dx

dz dy
 (1  n ) y  n ………..(3)
dx dx
(b) Let z = y1−n so that:

Notes
The substitution transform the Bernoulli’s equation into a linear equation in z. This
linear equation, after solving and back substituting the value of z gives the solution of
the Bernoulli’s equation.
15
 Substitution eq.3 in eq.2 dz  n dy
 (1  n ) y
dx dx

 dy 
then: (1  n )  y  n  Py1 n   (1  n )Q
 dx 

dz
becomes:  P1 z  Q1
dx
Solve using the linear equation solution (integrating factor method).

 Find integrating factor

16
Exs.
1)

17
 𝑑𝑦 2
2) +3 𝑦=𝑥 𝑦
𝑑𝑥
 Solution:
Put

Substituting values in

−3𝑥
−∫ ( 𝑥 𝑒 ) 𝑑𝑥
 

18
 𝑑𝑦 2
3) + 𝑥𝑦=𝑥 𝑦
𝑑𝑥

 
Solution:
Put

Substituting values in

+c

19
2)

20
Second Order Linear Differential Equations
 Special Types of Second Order Equations
Certain types of second order differential equations such as:

……………………(1)

Can be reduced to first order equation by a suitable change of variables:


 Type 1

Equation with dependent variable missing then eq. 1 has the form:

……………………(2)

It can be reduced to a first order equation by a substituting:

Then eq. 2 has the form

Which is of the first order in ρ and it can be solved according to its type

21
 Type 2
Equation with independent variable is missing then eq.1 has the form

……………………(3)

Which it can be solved by substituting

Then eq. 3 takes the form

Which is of the first order in ρ and it can be solved according to its type

22
Exs. solve the followings differential equations

1)

Solution:

23
2)

Solution:

24
3)

Solution:

25
 linear equations with constant coefficients

An equation of the form

= f (x) ……..(1)

 Which is linear in y and its derivative is called a linear equation of order n.

 If f(x) is zero, the equation is called homogeneous, otherwise is called non-

homogeneous.

 It is convenient to introduce the symbol D to represent the operation of

differential on thus.

26
Such a polynomial in D is called the linear differential operator, such polynomial with
constant coefficient satisfy basic algebraic laws that make it possible to treat them like
ordinary polynomial.

27
 Linear, second order, homogeneous equations with constant coeffecients

If it is desired to solve

And the algebraic equation associated with this differential equation is

• Which is obtained by substituting r for D.

• Thus equations is called the characteristic equation of the differential eq.

• The solution eq.(3) leeds to the roots 𝑟1, 𝑟2.

• Then the solution of the differential equation is

28
29
Exs.

1)

Solution:

2)

Solution:

30
3)

Solution:

31

You might also like