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ES 21 Second Exam D.E.1 - Notes
ES 21 Second Exam D.E.1 - Notes
ES 21 Second Exam D.E.1 - Notes
dy
40
dx
y dependent variable
explicitly
x independent variable
y'4 0
dy 4dx 0
Note:
D.
implicitly
dx
d2y
2
dx
(non -linear )
(non -linear )
y3 y5 y7
...
3!
5!
7!
y dependent variable
x independent variable
Example 2:
(linear in )x
dy
y0
dx
siny y
E.
Example 1:
d2y
dx2
dy
40
dx
V
2
v
t
x, y, t independent variables
x, t independent variables
dy
3 0
dx
Order = 1
(i.e. First order differential equation)
T 2T
t x2
V
x2
V
y2
Order = 2
(i.e. Second
order differential
equation)
V
t
Example:
Examples:
C.
ACCORDING TO THE DEGREE OF THE DIFFERENTIAL
THE DEGREE OF THE DIFFERENTIAL
- refers to the algebraic degree or exponent of the highest ordered
derivative after clearing off all fractional exponents
Examples:
d y
dx2
d4y
dy
dx
dx4
d4y
dx4
A)
y= x2 + 5y
B)
y- 4y-5y = e3x
C)
D)
(d3s/dt3)2 + (d2s/dt2)3 = s 3t
E)
dr/d = r
F)
d2x/dy2 3x = sin y
G)
2V/x2 =3 V/y
H)
(2x+y) dx + (x-3y) dy = 0
I)
y + xy = tan y
J)
2T/x2+2T/y2+2T/z2=0
T dependent variable
ODE
PDE
x independent variable
Order = 2
y 0 Degree = 3
dy
dx
1
2
dy
dx
ORDER
IND
VAR
DEP
VAR
V dependent variable
T 2T
t x2
y dependent variable
B.
dy
(linear in y )
y0
dx
dy
3 0
dx
y2dx dy 0
d2y
Order = 4
Degree = 6
Example:
d2y
dx2
40
ODE
Order =2
dy
4x c1
dx
y 2x2 c1x c2
or
c1 and c2 are
arbitrary
constants
LINEAR?
x OR y
ES 21
2nd Exam Notes
An boundary value problem is a problem that seeks to determine a solution to
a differential equation subject to conditions on the unknown function specified at
two or more values of the independent variable. Such conditions are called
BOUNDARY CONDITIONS.
TYPES OF SOLUTIONS
2x2 c1x c2 y 0
1.
dt2
- a solution with the number of arbitrary constants equal to the order of the
differential equation
Example:
2.
d2x
Example:
B.C. s:
y 2x2 c1x c2
x = 2 at t = 0
x = 7 at t =1
GENERAL SOLUTION
A.
VARIABLE SEPARABLE
Example:
M(x, y) P(x)Q( y)
y 2x2 c1x 3
N(x, y) R(x)S( y)
y 2x2 2x 1
2
y 2x 2x
y 2x2
a.
b.
c.
P(x)
S( y)
dx
dy 0
R(x)
Q( y)
c1 = 2 , c2 =
1
c1 = 2 , c2 =
0c = 0 , c =
1
16 24t
P(x)
dx
R(x)
S( y)
dy
Q( y)
0 C
2.
B.
are solutions of y + y = 0.
3.
mx
be a solution of each of
1. y 2y = 0
2. y + 3y 4y = 0
3. y 6 y + 11 y 6y = 0
4.
Would the method in (3) work in finding the solutions to
x2y x y + y = 0? Explain.
From your conclusion, can you suggest a class of differential equations which
always have solutions of the form y =emx
5.
1.
or
d2x
2
dt
16 24t
I.C.s :
t = 0 , x =2
t= 0 , dx/dt = -5
b)
c)
Case 1: (y = vx)
Given: M(x,y) dx + N(x,y) dy = 0 is homogeneous.
Consider y = vx
dy = vdx + xdv
B.
ES 21
2nd Exam Notes
M(x,vx) dx + vN(x,vx) dx + xN(x,vx) dv = 0
[ M(x,vx) + vN(x,vx) ]dx + xN(x,vx) dv = 0
By definition,
M(x,vx) = xn M(1,v)
N(x,vx) = xn N(1,v)
2F
2F
2 and 2
F
xy y
x
xy
yx
A given differential equation M(x,y)dx + N(x,y) dy =0 is an exact
differential equation if the following condition is satisfied
M N
0
y
x
This type of differential equation is solved by reversing the method in
getting the complete derivative of the function F(x,y). Thus we can let M = F/x
and N = F/y.
t = a1 x b1 y
F(x, y)
Note: Integrating wrt x yields a function g(y) instead of a constant c since g(y)
was a partial derivative equal to zero wrt x.
Step 2. Differentiate F(x,y) wrt y and equate this to N.
F
N(x, y)
y
Method of Transformation
Let x =x + h and y = y + k where (h,k) is the point of intersection of
the lines. (i.e. h and k are solutions to the equations)
To form the homogeneous differential equation:
(a1x + b1y)dx + (a2x + b2y)dy = 0
` Note: x and y are new variables, not derivatives
EXERCISE: Variable Separable and Homogeneous Differential Equations
1.
2.
3.
C.
sin x dy = 2y cos x dx
2(xy + x) dy = y dx
dz = (z2 + 2z 3)
y e x+y dy = dx
(1 + y2) dx + (1 + x2) dy = 0
(x + y) dx + (3x + 3y 4) dy = 0
(2x 5y + 3) dx (2x + 4y 6) dy = 0
dy/dx = 2y/x + x3/y + x tan (y/x2), let y = vx2
dy/dx = (3x5 + 3x2y2)/(2x3y 2y3) , let x = up , y = vq
(2 + 3xy2) dx 4x2ydy = 0 , let y =vxn
dF
F
F
dx
dy 0
x
y
F(x, y)
F
M(x, y)
X
Note: Integrating wrt y yields a function f(x) instead of a constant c since f(x)
was a partial derivative equal to zero wrt y.
Step 2. Differentiate F(x,y) wrt X and equate this to M.
With this equation we can obtain an expression for f(x) or df/dx.
Step 3. Determine f(x) by integrating f(x) wrt x.
The complete solution now is the equation F(x,y) = C.
F(x, y)
F(x, y)
ES 21
2nd Exam Notes
D.
g( y)dy
(y) e
Integrating Factors
Example:
Solve the differential equation
y2 dx + (3xy + y2 1) dy = 0.
Solution:
Checking for exactness:
M
N
2y and
3y not exact
y
x
Checking out the equation
1 M N
1
2y 3y f (x)
N y
x
3xy y2 1
(M) (N)
y
x
Since , in general, is not a constant, then we can differentiate the test for exactness as
follows:
N
y
y
x
x
y
1 M N
1
1
2 2y 3y 2 g(y)
M y
x
y
y
y
dy
g( y)dy
(x) e
e y elny y
Multiplying to the original differential equation, we obtain the exact differential
equation:
y3 dx + (3xy2 + y3 y) dy = 0.
Case 3:
M N
M
x
x
y
y
If
or:
M N
x
y
M N mN nM
y
x
x
y
Example:
Solve the differential equation
2x2
y2 1 dx y dy 0
This equation is useful in deriving the formulas for the 3 common forms of , which are:
Solution:
Checking for exactness:
Case 1: = (x)
M
4y2
N 1
3 and
not exact
y
x
y
y
f ( x)dx
(x) e
If
1 M N
g(y) a function
of y only
M y
x
but
Mdx Ndy 0
If
1 M N
f (x) a function
of x only
N y
x
Checking out the equation
Example:
(x + y + x) dx + xy dy = 0.
Solution:
Checking for exactness:
M
N
2y and
y not exact
y
x
Checking out the equation
1 M N
1
2y y 1 f (x)
N y
x
xy
x
4x2 1
y
y3
f (x)
x
y
and
4x2 1
y
y3
1 M N
g(y)
M y
x
x2
2 2 1
y
but
f (x)dx
dx
(x) e
e x elnx x
Multiplying this to the original equation, we obtain the exact differential equation:
1 M N
N y
x
x2
x
2 2 1
n
m
2
y
y
M N
4x
1
3
y x
y
x
y
y
we obtain m = 1 and n = 2.
Thus the integrating factor is `
(x, y) xy2
ES 21
2nd Exam Notes
Multiplying to the original differential equation, we obtain the exact differential
equation:
2x2
x
xy2
1 dx xy2 dy 0
2
y
y
or
2x
E.
xy2 dx x2ydy 0
dy
yP(x) Q(x) linear
in y
dx
or
dx
xP(y) Q(y) linear
in x
dy
The First order linear differential equation may be solved using the Method of
Integrating Factor yielding the STANDARD SOLUTION:
y(x)
(x)Q(x)dx c
for linear
in y
p( x)dx
where
(x) e
or
x(y)
(y)Q(y)dy c
for linear
in x
p( y)dy
where
(y) e
Example:
Solve the differential equation:
dy
x ytanx 0
dx
dy
ytanx x
dx
Thus we obatin P(x) = tan x and Q(x) = x, and substituting this to the standard
solution, we get the equation:
( x) e
tan dx
e ln cos x cos x
thus ,
y cos x
cos x x dx c