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Performance Innovative Task in DE (Differential Equation)
Performance Innovative Task in DE (Differential Equation)
Performance Innovative Task in DE (Differential Equation)
EQUATION
CHAPTER 1: INTRODUCTION/DEFINITION
A DIFFERENTIAL EQUATION is a
mathematical equation that relates some
function with its derivative. In application, the
DIFFERENTIAL EQUATION
functions usually represent physical quantities,
the derivative represents their rates of change,
and the differential equation defines a
relationship between the two. Because such
relations are extremely common. Differential
equation plays a prominent role in many
disciplines including Engineering, Physics,
Economics, and Biology.
An ORDINARY DIFFERENTIAL
EQUATION (ODE) is an equation containing
an unknown function of one real or complex
variable X. Its derivatives, and some given
functions of X. The unknown function is
generally represented by a variable (often
denoted Y), which, therefore, depends on X.
Thus, X is often called the independent variable
of the equation.
1
d2 y dy
1.) 2
+3 +2 y=0
dx
(LIEBNIZ NOTATION)
dx
2.) y ' ' −x y ' + y=3 (LAGRANGE or PRIME NOTATION)
3.) 2
5 ÿ−3 ( y ) y=t (NEWTON’S NOTATION)
4.) ( D3 + D2−D ¿ y=0
(EULER’S NOTATION/DIFFERENTIAL OPERATION)
Examples.
1.) y ' ' −5 xy ' =e x + 1 [ 2 nd Order , 1 st Degree , Linear ]
dy
2.) dx
−5 x=3 [ 1 st Order , 1 st Degree, Linear ]
3
d2 y dy 7 3 dy 2
2
3.) ( )
dx 2
+ 3 y
dx
+y
dx
=5 x( ) [ 2 nd Order , 3 rd Degree , Non−linear ]
4.) 4 3
( y ' ' ' ) −5 x ( y' ) =e x + 1 [ 3 rd Order , 4 th Degree , Non−linear ]
An nth ODE is the unknown function y and the
independent variable x is linear if it has the form:
dn y d n−1 y dy
bn ( x ) n
+b n−1 ( x ) n −1
+…+ b1 ( x ) +b 0 ( x ) y =g( x)
dx dx dx
DIFFERENTIAL EQUATION
Lecture 2: ELIMINATION OF ARBITRARY CONSTANTS
Properties:
The order of differential equation is equal to the
number of arbitrary constants in the given relation
(ex. 3 constant= 3rd order)
The differential equation is consistent with the relation
The differential equation is free from arbitrary
constants
2. x 3−3 x 2 y=C
Differentiating will result to:
dx 3 x 2−3 ( 2 xydx + x 2 dy ) =0
Divide by 3x
xdx−2 ydx−xdy=0
( x−2 y ) dx−xdy=0
DIFFERENTIAL EQUATION
Additional
Examples
1. y=C 1 +C2 e−6 x
y=C 1 e x +C 2 e−x (1 )
y ' =C 1 e x −C2 e−x ( 2 )
y ' ' =C1 e x +C2 e− x (3)
y=C 1 e x +C 2 e−x
− y ' ' =C 1 e x + C2 e−x
y− y' ' =0
2. y=x 2+ C1 e 2 x +C 2 e3 x
y ' =2 x+ 2C 1 e 2 x +C 2 e 3 x
4
2 y− y ' =2 x 2−2 x −C2 e3 x (eq. 4)
(Eq. 2 x 2 – Eq. 3)
2 y '=4 x+ 4 C 1 e 2 x +6 C 2 e 3 x
y ' '=2+ 4 C 1 e 2 x +9 C 2 e 3 x
DIFFERENTIAL EQUATION
2 y ' − y ' ' =4 x−2−3 C2 e3 x
Solution:
y=C 1 e5 x +C 2 e6 x (1)
y ' = 5 C1 e +6 C2 e (2)
5x 6x
5 y=5 C 1 e 5 x +5 C2 e 6 x
− y ' =5 C1 e5 x + 6 C2 e6 x
5 y− y ' =−C 2 e6 x (4)
5 y '=25 C 1 e 5 x +30 C2 e 6 x
− y ' ' =25 C1 e 5 x + 36 C2 e 6 x
5 y ' − y ' ' =−6 C 2 e 6 x (5)
VALIDATING SOLUTIONS
1.Determine whether y ( x ) =3 e x is a solution of y ' + y=0
−1 −1 1
Differentiating y (x ), we get y ' ( x )= . Then y ' + y 2= + =0
x x
2 2
x
for all non-zero x. Since the differential equation is
satisfied whenever x ≠ 0, y (x ) is a solution on any
interval that does not include the origin.
3.Determine whether y=2cos 2 x is a solution of y ' ' + 4 y=0
.
Differentiating y, we find y ' =−4 sin 2 x and y ' ' =−8 cos 2 x .
Then y ' ' + y =−8 cos 2 x+ 4 ( 2 cos 2 x )=0. So
y=2cos 2 x is a solution to the differential equation.
Hence,
y ' ' + 4 y=( −4 C 1 sin2 x−4 C 2 cos 2 x ) +4 ( C1 sin 2 x +C 2 cos 2 x )=0
DIFFERENTIAL EQUATION
Thus, y=C 1 sin2 x +C2 cos 2 x satisfies the differential
ST
equation CHAPTER 2: SOLUTION
for all values of x and is OF SOME 1on
a solution ORDER
the interval
(−∞ , ∞ ). DIFFERENTIAL EQUATION
STANDARD FORM:
g ( y ) dy=f ( x ) dx
Note: this may be already done for you (in which case
you can just identify the various parts.) or you may have
to do some algebra to get it into the correct form.
Example 1.
Find the particular solution of the original problem that
satisfy the condition y(0)=1.
Particular solutions:
y=1 when x=0; e y =0 3+C →C=e
so that,
y=ln ¿
dy ( y+1)
Example 2. Solve the equation =
dx ( x−1)
given the boundary
conditions:
y=1 or x=0
arranging the equation into the standard form,
1 1
dy= dx
( y+ 1 ) ( x−1 )
1 1
8 integrate both sides ∫ ( y +1 ) dy =∫ ( x−1 ) dx
ln ( y +1 )=¿ ln ( x−1 )+C ¿
ln ( y +1 )=¿ ln ( x−1 )+ ln k ¿ let C=lnk
ln (y +1) [ln ( x+1) (k)]
e =e
DIFFERENTIAL EQUATION
−2=k
Additional examples:
1
1. x y 2 dx +e x dy=0 when x→∞ , y →
2
Solution:
x y 2 dx +e x dy=0
x y 2 dx e x dy
+ =0
y2 ex y2 ex
xdx dy
+ =0
ex y2
∫ x e−x dx+∫ y−2 dy=0
for∫ x e− x dx
∞ 1 1
+ + =c
e∞ e∞ 1
2
C=2
x 1 1
+ + =2
ex ex y
xy + y +e x =2 ye x
DIFFERENTIAL EQUATION
e x =2 ye x −xy − y
dy x
2. dx = y 2
Solution:
∫ y 2 dy=∫ x dx
y3 x2
= +C
3 2
3 x2
y =3 ( +C )
2
√ √
3 3
y 3=¿ 3
x2
2
+3 C ¿
let 3C=C
x2
y= 3
√
3
2
+C
y −x 2
∫ dy =∫ dx
y +1 x−1
10
∫ ( y−1+ y 1+1 ) dy=∫ (−x−1− x−1
1
) dx
dy dx
∫ ydy −∫ dy +∫ y+1 =∫−xdx −∫ dx−∫ x−1
y2 −x2
[ 2
− y + ln| y+1|=
2 ]
−x−ln |x−1|+C (2 )
DIFFERENTIAL EQUATION
A function is g( x , y) of two variables is a homogeneous
function of degree n if g ( tx , ty )=t n g ( x , y ) for all real numbers n in
some nonempty interval.
Example.
1.) Determine whether g ( x , y )=xy + y 2is homogeneous and,
if so, find its degree.
The function is homogeneous of degree 2 because
2
g ( tx , ty )=( tx )( ty )+ ( ty )
¿ t 2( xy+ y 2)
dv vx+ x x ( v+ 1 ) dv dx y
v+ x
= = = ( v +1 ) x =v+ 1−v ∫ dv=∫ v=lnx+C =lnx+C
dx x x dx x x
DIFFERENTIAL EQUATION
y=x (lnx+Cx)
y2
x=k 9+ ( ) x2
x 3=k (9 x2 + y 2 )
1 1
lnx + ln (v +1)2+1−2 tan−1 ( v +1 )=c
2
2[lnx+ 2 ln (( v+1)¿ ¿ 2+1)−2 tan−1 ( v +1 )=c ¿]
ln x 2+ ln((v +1)¿¿ 2+ 1)−4 tan−1 ( v +1 )=2 c ¿ let 2c = K
2 2 −1
ln x + ln ( v +2 v +2 ) −4 tan ( v +1 )= K
y2 y y
ln x 2+ ln ( )
+2 +2 −4 tan−1 +1 =K ( )
DIFFERENTIAL EQUATION
2
x x x
¿
( ( 1−v ) + v2 ) dx −v ( vdx + xdv )=0
( 1−v ) dx−xvdv=0
v dx
∫ ( v −1 ) dv +¿ ∫ x =0 ¿ v+ ln ( v−1 ) +lnx=c
y
x
( y−x ) +e =c
Additional examples:
1. ( x−2 y ) dx+ (2 x + y ) dy=0
Solution:
( x−2 vx ) dx +(2 x+ vx )¿
xdx−2 vxdx +2 vxdx +2 x 2 dv+ v 2 xdx + v 2 xdv=0
xdx +2 x 2 dv +v 2 xdx+ v x 2 dv=0
xdx +v 2 xdx ¿+ ( 2 x 2 dv+ v x2 dv )=0
x ( 1+ v 2) dx x 2 ( 2+ v ) dv
+ 2 =0
x 2 ( 1+ v 2 ) x ( 1+v 2 ) 13
dx ( 2+v ) dv
+ =0
x 1+ v 2
dx 2 v
∫ (
x ∫ 1+ v 2 1+ v2
+ +
) dv =0
dv 1 2 vdv
dx
∫ x + 2∫ 1+ v 2 + 2 ∫ 1+ v 2 =0 ¿
¿
1 1
ln x +2 arctan v + ln ( 1+ v 2 )= C
2 2
2 ln x+ 4 arctan v +ln ¿
ln x 2+ 4 arctan v + ln ( 1+ v 2 )=C
ln [ x 2 ( 1+ v 2 ) ] + 4 arctan v=C
DIFFERENTIAL EQUATION
ln ¿
ln ( x 2 + y 2 ) +4 arctan ( yx )=C
2. xydx−( x 2+ 3 y 2) =0
Solution:
xydx−( x 2 +3 y 2 )=0
letx=vy dx=vdy + ydv
v 2 dy + vydv−v 2 dy −3 dy=0
vydy−3 dy=0
3 dy
vdv− =0
y
dy
∫ vdv−3 ∫ y
=0
1 2
v −3 ln y+3 ln c=0
2
v 2−3 ln y+ 3 ln c=0
v 2−6(ln y + ln c)=0
y
v 2−6 ln =0
c
14 y
v 2=6 ln
c
¿
x=vy
x
v=
y
thus ,
x2 y
2
=6 ln
y c
y
x 2=6 y 2 ln
c
DIFFERENTIAL EQUATION
3. 2 ( 2 x 2+ y 2 ) dx−xdy=0
Solution:
2 ( 2 x 2 + y 2 ) dx−xdy=0
let
y=vx
dy =vdx + xdv
2 ( 2 x 2 + v 2 y 2 ) dx−v x 2 ¿
4 x2 dx +2 v 2 x 2 dx−v 2 x 2 dx −v x3 dv=0
x 2 ( 4+ v 2 ) dx−v x 3 dv =0
x2 ( 4 + v2 ) dx v x 3 dv
− =0
x 3 ( 4 +v 2 ) x3 ( 4+ v 2)
dx vdv
− =0
x 4+ v 2
dx 1 2 vdv
∫ x − 2 ∫ 4+ v 2 =0
1
ln x− ln(4 + v 2 ¿=ln c
2
2 ln x−ln (4 + v 2) ¿ 2 lnc
ln x 2−ln ( 4+ v 2 )=ln c2
ln x 2=ln c 2 +ln ( 4+ v 2 )
ln x 2=ln c 2 ( 4 +v 2 ) 15
x 2=c 2 ( 4+ v 2 )
¿
y=vx
y
v=
x
thus ,
y2 2 2 4 x2 + y2
( ) ( )
DIFFERENTIAL EQUATION
x 2=c 2 4 x =c
x2 x2
Lecture 5: EXACT EQUATIONS
x 4 =C ( 4 x2 + y 2 )
∂ M ( x , y) ∂ N ( x , y )
=
∂y ∂x
Example:
Determine whether the following differential equations
are exact or not.
1. ¿
M ( x , y )=¿ N ( x , y )=¿
∂M ∂ N
Since =
∂y ∂x
=cos y ; it is exact.
16
2. 2 xydx+ ( 1+ x2 ) dy =0
M ( x , y )=2 xy N ( x , y )=(1+ x 2)
∂M ∂ N
Since =
∂y ∂x
=2 x ; it is exact.
∂M ∂ N
Since =
∂y ∂x
=2 cos 2 y−6 x 2 y ; it is exact.
DIFFERENTIAL EQUATION
SOLUTION FOR EXACT EQUATIONS
1. TEST for exactness. (see Example 1)
2. INTERGRATE M with respect to x and N with respect
with y .
∫ M ( x , y ) dx=∫ 2 xy dx ∫ N ( x , y ) dy=∫ ( 1+ x 2 ) dy
¿ x 2 y +h ( y ) +C 1 ¿ y + x 2 y + g ( x )+ C 2
ADDITIONAL EXAMPLES
Solution:
∂M ∂N 17
=2 e 2 y + sinxy =2 e2 y +sinxy
∂y ∂x
therefore ,it is EXACT .
∫ e2 y − ycosxy dx ∫ 2 xe 2 y −xcosxy+2 y dy
= xe 2 y −sinxy +h ( y ) +C1 =
2y
2x e 2
−sinxy+ y + g ( x )+ C2
2
2. ( 2 xy +3 x 2 ) dx+ ( x 2+ y ) dy =0
Solution:
( 2 xy +3 x2 ) dx + ( x 2 + y ) dy=0
∂M ∂ N
= =2 x ; it is exact .
∂y ∂x
∂F
=M
∂x
∂F
=2 xy+ 3 x 2
∂x
∂ F=(2 xy +3 x 2) ∂ x
∫ ∂ F=∫ ( 2 xy−3 x 2 ) ∂ x
F=x 2 y + x 3 +f ( y ) EQ.1
∂F
=N
∂y
∂F
=x 2+ f ' ( y )
∂y
x 2+ f ' ( y )=x 2− y
18
f ' ( y )= y
∫ f ' ( y ) =∫ y ∂ y
1 3
f ( y )= y
2
Substitute f ( y ) ¿ EQ .1
1
F=x 2 y + x 3 + y 2
2
Equate F ¿ C
1
x 2−x 3 + y 2=c
2
DIFFERENTIAL EQUATION
3. ( y 2+ 2 xy +6 x ) dx + ( x 2+ 2 xy +2 ) dy=0
Solution:
∂M ∂N
=2 y +2 x =2 y +2 x
∂y ∂x
therefore ,it is EXACT .
∫ ( y 2+2 xy +6 x ) dx ∫ ( x 2 +2 xy+ 2 ) dy
¿ xy 2 + x 2 y +3 x 2+ h ( y ) +C 1 ¿ x 2 y + xy 2 +2 y+ g ( x ) +C 2
xy 2 + x 2 y +3 x 2−2 y =C
Note: if x( y) then
DIFFERENTIAL EQUATION
dx
dy
+ Py=Q Where P and Q are functions of y
only
Solution of a Linear equation:
Pdy Pdy
x e∫ =∫ Q e∫ dy +C
EXAMPLES:
1. y ' −2 xy=x
dy
dx
−2 xy =x P=-2x Q=x
2
Pdx −2 xdx
e∫ =e∫ =e−x
Pdx Pdx
y e∫ =∫ Q e∫ dx +C
2 2
−du
let u=−x 2 du=−2 xdx dx=
2x
2
du
y e−x =∫ −x e u +C
−2 x
2
−1 2
y e−x = ∫ e− x dx +C
2
2
−1 − x 2
y e−x = e +C
2
20 −1 −x x 2 2 2
y= e ∙ e +C e x
2
−1 2
y= +C e x
2
dy
2. x dx +2 y =x
3
dy 2 y 2 2
+
dx x
=x P= x Q=x 2
∫ Pdx ∫ 2x dx 2
DIFFERENTIAL EQUATION
Pdx Pdx
y e∫ =∫ Q e∫ dx +C
y x2 =∫ ( x 2 ∙ x2 ) dx +C
y x2 =∫ x 4 dx+C
2x5
y x = +C
5
x3 C
y= +
5 x2
ADDITIONAL EXAMPLES
dy
1. dx =x−2 y
Solution:
dy
i. dx
+2 y=x
P=2 Q=x
ii. e∫
2 dx
=e 2 x 21
iii. ye 2 x =∫ ( x ) ¿¿
Let u=x ∫ dv=∫ e 2 x dx
du=dx v=e 2 x
x e2 x =x e 2 x −∫ e2 x dx
2x 2x e2 x
x e =x e − +C
2
DIFFERENTIAL EQUATION
2x 2x e2x
ye =xe − +C
2
1 C
y=x − + 2 x
2 e
2
2. y ' −2 xy =e x
Solution:
P=−2 x
2
Q=e x
2
pdx −2 xdx
e∫ =e∫ =e−x
dy
dx [ dx
−2 xy =e−x
2
2
] e
2
−x
x
[ dy −2 xydx =e
2
dx ]
2
x −x
−e dy−2 e xy dx=dx
pdx
∫ e∫ Q . e dx
y=
e∫ pdx
2 2 2
e− x y=∫ e−x . e x dx
2
e− x y=∫ dx
2 2
[ e− x
y=x +C ] e
2
x
y=e x ( x +C )
dy y
3. − =x 2+ 3 x−2
dx x
22
Solution:
dy y
i. − =x 2 +3 x−2
dx x
−1
P= Q=x 2+3 x−2
x
∫ −1 dx 1
ii. e x
=e−lnx =x−1=
x
y
iii. = ( x ¿¿ 2+3 x−2) ( x−1 ) dx+ C ¿
x ∫
DIFFERENTIAL EQUATION
y
=∫ ( x +3−2 x−1 )dx +C
x
y x2
x ()(
x
= + 3 x−2+ C x
x )
x3 2
y= +3 x −2 x+Cx
2
Where n≠1
From which 23
( 1−n ) y −n dy =dv
Thus, the equation in v and x is (from equation 2)
Integrating factor
Pdx
e∫
EXAMPLES
1. y ' + xy=x y 2
Steps in solving Bernoulli equation:
1.Arrange into the standard form.
2.Determine P, Q, n, & v
1
P=x Q=x n=2 v= y 1−n= y −1 =
y
3.Substituting to equation 3
dv
+ ( 1−2 ) xv =( 1−2 ) x
dx
dv
dx
−xv=−x (linear in v)
24
4.Solve for the integrating factor:
P=−x Q=−x
2
−x
∫ Pdx ∫ −xdx 2
e =e =e +C
5.Substitute and integrate
Pdx Pdx
v e∫ =∫ Q e∫ dx+ C
2 2
−x −x
2 2
ve =∫ −x e dx +C
DIFFERENTIAL EQUATION
2
x
2
v=1+C e
6.Substitute y
2
x
1
=1+ C e 2
y 2
x
2
y=1+C e
dy 3
2. − y =x 4 y 1/3
dx x
−3 1
P= Q=x 4 n= v= y 2 /3
x 3
dv 1 −3 1
dx
+ 1−( )( ) ( )
3 x
v= 1− x 4
3
dv 2 2
− v= x 4
dx x 3
∫ Pdx ∫ −2 −2
v x−2=∫ ( 32 x )( x
4 −2
) dx +C
2
v x−2=∫ x 2 dx+C
3
−2 2 x3
vx = +C
9
2 x 3 /9+C
v=
x−2
2 x5 25
2
v= +C x
9
3
2
[
y= x 5+ C x 2
9 ] 2
dy
3. dx
− y=x y 5
1
P=−1Q=x n=5 v= y −4=
y4
dv
+(−4 )(−1) v=(−4 ) x
dx
DIFFERENTIAL EQUATION
dv
+ 4 v=−4 x
dx
Pdx 4 dx
e∫ =e∫ =e 4 x
1
−x e 4 x + e 4 x + C
4
v= 4x
e
1
v=−x + +C e−4 x
4
1 1
=−x + +C e−4 x
y 4
4
1
1
y=
[ 1
−x + +C e−4 x
4 ] 4
ADDITIONAL EXAMPLES:
1. y ' = y −xy 3 e−2 x
Solution:
i. y ' = y −xy 3 e−2 x
dy
− y=−xe−2 x y 3
dx
dy − ydx=−xe−2 x y 3 dx
1
ii. P=−1Q=−xe−2 x N =3 (1−n ) =−2 v= y 1−n= y−2=
y2
26
iii. s=e
(1−n)∫ Pdx −2 ( −1 ) dx
=e ∫
2 dx
¿ e ∫ =e 2 x
iv. vs=(1−n) ∫ (Q)( s) dx+C
y−2 ( e 2 x )=−2∫ (−xe−2 x ) ( e 2 x ) dx +C
e 2 x y−2=2∫ x dx +C
e2 x 2
=x +C
y2
v. e 2 x = y 2 ( x 2+C )
2. y ' + xy=xy−3
Solution:
P=x
DIFFERENTIAL EQUATION
Q=x
n=−3
v= y−3= y 4
dy
4 y3 [
dx
+ xy=xy −3 ]
dy
4 y 3 + 4 xy 4 =4
dx
d 4
( y ) + 4 xy 4 =4 x
dx
let
u= y 4
u= y 1−n
d
u+ 4 xu=4 x
dx
P=4 x
Q=4
let
u=2 x 2
du=4 x dx
2
Pdx 2x
∫ e∫ Q ( x ) dx ∫ e∫ 4 xdx e 2 x + C
2
u= = = 2 2
e∫ pdx e∫ 2 x e2 x
dy y 4 =1+C e−2 x
3. +2 xy+ x y 4 =0
dx 27
Solution:
dy
+2 xy=−x y 4
dx
P=2 x
Q=−x
n=4
1
v= y 2= y −3 =
y3
dv
+ ( 1−n ) PV =( 1−n ) Q
dx
dv
DIFFERENTIAL EQUATION
28