Performance Innovative Task in DE (Differential Equation)

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DIFFERENTIAL

EQUATION
CHAPTER 1: INTRODUCTION/DEFINITION

Lecture 1. DEFINITION AND CLASSIFICATIONS


OF DIFFERENTIAL EQUATIONS (DE)

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)

A PARTIAL DIFFERENTIAL EQUATION (PDE) is a


differential equation that contains unknown
DIFFERENTIAL EQUATION

multivariable functions and their partial derivative. (This


is in constant to ordinary differential equation, which
deals with functions of a single variable and their
derivatives.) PDEs are used to formulate problems
involving functions of several variables and are either
solved in close form or used to create a relevant
computer model.

The ORDER of an ordinary differential equation is the


order of the highest derivatives appearing in the
equation.

DEGREE is the power to which the highest-order


derivative is raised.

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 that cannot be put in this form is


non-linear.

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

1. y sin x−xy 2=C


Differentiating
( y cos x dx+sin x dy )−( 2 xydy + y 2 dx )=0

y cos x dx+sin x dy−2 xydy− y 2 dx=0

( y cos x dx− y 2 dx ) + ( sin x dy−2 xydy )=0


y ( cos x− y ) dx + ( sin x−2 xy ) dy=0

2. x 3−3 x 2 y=C
Differentiating will result to:
dx 3 x 2−3 ( 2 xydx + x 2 dy ) =0

3 x 2 dx−6 xydx −3 x2 dy=0

Divide by 3x
xdx−2 ydx−xdy=0
( x−2 y ) dx−xdy=0
DIFFERENTIAL EQUATION

Type equation here .

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

Solution: y=x 2 +C 1 e 2 x +C2 e 3 x (eq. 1)


y '=2 x +2C 1 e2 x +3 C 2 e 3 x (eq. 2)
y ' '=2+ 4 C 1 e 2 x +9 C 2 e 3 x (eq. 3)
(Eq. 1 x 2 – Eq. 2)
2 y=2 x 2+2 C 1 e 2 x +2C 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

2 y ' − y ' ' =4 x−2−3 C2 e3 x (eq. 5)


(Eq. 4 x 3 – Eq. 5)
6 y−3 y ' =6 x 2−6 x −3C 2 e3 x

DIFFERENTIAL EQUATION
2 y ' − y ' ' =4 x−2−3 C2 e3 x

y ' ' −5 y ' +6 y =6 x 2−10 x +2


3. y=C 1 e 5 x +C 2 e 6 x

Solution:

y=C 1 e5 x +C 2 e6 x (1)
y ' = 5 C1 e +6 C2 e (2)
5x 6x

y ' '= 25 C1 e +36 C2 e (3)


5x 6x

Equation 1 times 5 minus equation 2

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)

Equation 2 times 5 minus Equation 3

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)

Equation 4 times 6 minus Equation 5


5
30 y−6 y ' =−6 C2 e6 x
−5 y ' − y '' =−6 C2 e6 x
30 y−11 y ' − y ' ' =0
DIFFERENTIAL EQUATION

Lecture 2.1: SOLUTION OF A DIFFERENTIAL


EQUATIONS (DE)

VALIDATING SOLUTIONS
1.Determine whether y ( x ) =3 e x is a solution of y ' + y=0

Differentiating y ( x), we get y ' ( x )=3 e x. Then


y ' + y=3 e x +3 e x =6 e x ≠ 0. Since y ( x ) does not satisfy the
differential equation anywhere. It is not a solution.
1
2.Determine whether y=
x is a solution of y ' + y 2=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.

6 4. Show that y ( x ) =C1 sin 2 x +C 2 cos 2 x is a solution of y ' ' + 4 y=0


for all values of the arbitrary constants C 1 and C 2.
Differentiating y, we find:
y ' =2 C1 cos 2 x−2C 2 sin2 x and y ' ' =−4 C1 sin 2 x−4 C 2 cos 2 x

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

Lecture 3: VARIABLE SEPARABLE

STANDARD FORM:
g ( y ) dy=f ( x ) dx

How to solve the differential equation.

1. Arrange all the variables into the standard form


dy
Example dx
=3 x2 e− y → e y dy=3 x 2 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.

2. Integrate both side of the differential equation.


Example ∫ e y dy=¿ ∫ 3 x 2 dx ¿ 7
e y =x 3 +C (where C=arbitrary constant)
This gives us an implicit solution
3. Rewrite the implicit solution to explicit solution (if
possible) on particular solution (if boundary conditions
or initial values are given).
e y =x 3 +C

y=ln( x 3 ¿ +C) ¿ This gives us the explicit


solution
DIFFERENTIAL EQUATION

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

y +1=( x−1)(k ) (1)


using the initial conditions and substituting to (1) we
get:
1+1=( 0−1 ) ( k )

DIFFERENTIAL EQUATION
−2=k

therefore, the particular solution is:


( y +1 )=( x−1 ) (−2 )
y=−2 x +1

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

let u=x , du=dx dv =∫ e−x dx , v=−e− x

∫ x e−x dx=¿−x e− x +∫ e−x dx ¿


∫ x e−x dx=¿−x e− x−e−x ¿
(−x e−x −e−x ¿− y −1 =−c
x e−x +e−x + y −1=c
9
x 1 1
+ + =c
ex ex y
when x →∞ , y 1

2

∞ 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

3. x2 ( y +1 ) dx+ y 2 ( x−1 ) dy=0


y 2 ( x −1 ) dy =−x 2 ( y +1 ) dx

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 )

Lecture 4: HOMOGENEOUS EQUATIONS


y 2−2 y +2 ln | y +1|=−x2 −2 x−ln| x−1| +k k=2C
2 (First Order DE)
dy
A first order differential equation in standard form dx
=f ( x , y ) is

a homogeneous if f ( tx , ty )=f (x , y ) for every real number t in


some nonempty interval.

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)

How to solve a homogeneous equation:


1.DETERMINE if the equation is homogeneous of the
same degree in x and y .
2.SUBSTITUTE
y=vxdy =vdx + xdv
dy dv
=v + x
dx dx
To make the equation separable
3.INTEGRATE the new equation following the
variable separable method
4.SUBSTITUTE AGAIN
y
v= to get the solution in terms of y.
x 11
5.TRANSFORM the implicit solution to explicit or
solution if required.
EXAMPLES
( y+x)
1. ¿ y ' =
x

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)

2.) 3 ( 3 x 2+ y 2 ) dx−2 xydy=0

3 ( 3 x 2+ v 2 x 2 ) dx−2 v x 2 ( vdx + xdv ) =0


3 ( 3+ v 2 ) x 2 dx−2 v x2 ( vdx + xdv )=0
3 ( 3+ v 2 ) dx−2 v ( vdx + xdv )=0
9 dx +3 v 2 dx−2 v 2 dx−2 vxdv =0
9 dx + v 2 dx−2 vxdv=0
dx 2v
∫ x −∫ 9+v 2 dv=0
x x
lnx −ln ( 9+ v 2 )=lnk ln 2
=lnk =k
9+ v 9+ v2

y2
x=k 9+ ( ) x2
x 3=k (9 x2 + y 2 )

( 2 x+3 y ) dx + ( y−x ) dy=0 ( 2 x+ 3 ( vx ) ) dx+ ( ( vx )−x ) ( vdx + xdv )=0


2 xdx+3 vxdx +v 2 xdx−vxdx + v x 2 dv−x 2 dv=0
x ( v 2 +2 v +2 v ) dx + x 2 ( v −1 ) dv=0
( v −1 )
∫ dxx + ¿∫ ( v ¿¿ 2+2 v +v ) dv=0 ¿ ¿
( v+ 1 )−2
∫ dxx +∫ dv=0
( v+1 )2 +1
( v +1 )
∫ dxx + ¿∫ 2
−2∫
1
dv=0 ¿
( v +1 ) +1 ( v+ 1 )2+1
1 −1 u
let u=( v +1 )2 +1 a
tan
a
12
du
du=2 ( v +1 ) dv u=v +1 dv = a=1
2( v +1)
( v+ 1) du 1
lnx +∫ ∙ −2∫ dv=c
u 2 v+ 1
( ) ( v +1 )2 +1

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

ln ( y 2 +2 xy +2 x 2 )−4 tan−1 ( y +x x )=K

3.) ( x 2−xy + y 2 )−dx−xydy=0

¿
( ( 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

vy 2 ( vdy+ ydv )−v 2 y 2+ 3 y 2=0

vy 2 ( vdy+ ydv )− y 2 ( v 2 +3 ) dy=0

v ( vdy+ ydv )−v2 +3 ¿ dy =0

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 )

A differential equation M ( x , y ) dx+ N ( x , y ) dy=0 is exact if there


exists a function F ( x , y ) such that dF ( x , y )=M ( x , y ) dx+ N ( x , y ) dy .
If M ( x , y ) dx and N ( x , y ) dy are continuous functions and have
continuous first partial derivative on some rectangle of the
( x , y ) plane, then the differential equation M ( x , y ) dx N ( x , y ) dy=0 is
exact if and only if

∂ 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.

3. ( cos 2 y−3 x 2 y 2) dx +(cos 2 y−2 xsin2 y−2 x 3 y ) dy=0


M ( x , y )=cos 2 y−3 x 2 y 2 N ( x , y )=cos 2 y −2 xsin 2 y −2 x 3 y

∂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

3. COMBINE all similar terms from bot M and N ,


including the constants.
F ( x , y ) =x 2 y + y=C where g ( x )=0∧h ( y )= y ; C=C1 +C 2
4. SOLVE for all the explicit or solution if required.
C
y= 2
x +1

ADDITIONAL EXAMPLES

1. ( e 2 y − ycosxy ) dx+ ( 2 xe 2 y −xcosxy+2 y ) dy=0

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

xe 2 y −sin xy+ y 2=C


DIFFERENTIAL EQUATION

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

Lecture 6: LINEAR EQUATION (FIRST ORDER)


19
Standard form:
dy
dx
+ Py=Q Where P and Q are functions of x
only
Solution of a Linear equation:
Pdx Pdx
y e∫ =∫ Q e∫ dx +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

y e−x =∫ x e−x dx+C

−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

e =e =e2 ln|x|=e ln|x |=x 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

Lecture 7: BERNOULLI’S EQUATION

A Bernoulli Equation is an equation that has a form:


dy
dx
+ P ( x ) y =Q( x) y n (1)

Where n≠1

Dividing the equation by yn and multiplying by dx , the


equation becomes,
y−n dy + P y 1−n dx =Qdx (2)
But the differential of y 1−n is ( 1−n ) y −n dy , so equation (2) may be
simplified by putting
y 1−n=v

From which 23

( 1−n ) y −n dy =dv
Thus, the equation in v and x is (from equation 2)

y−n dy + P y 1−n dx =Qdx


dv
+ Pvdx=Qdx
( 1−n )
dv + ( 1−n ) Pvdx=( 1−n ) Qdx
DIFFERENTIAL EQUATION

Which becomes a linear equation in standard form,


dv
dx
+ ( 1−n ) Pv= (1−n ) Q (3)

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

e =e x =e−2 ln x =e ln|x| =x−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

v e 4 x =∫ [(−4 x )(e 4 x )]dx+ C

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

+ ( 1−4 )( 2 x ) v=( 1−n ) ( −x y 4 )


dx
dv
+ ( 2 x−8 x ) v=−x y 4 ± x y 4
dx
dv
−6 xv=4
dx
P=−6 x
Q=4
Pdx −6 xdx
e∫ =e∫ =e−6 x
v . e−6 x =∫ Q . e dx+C
v . e−6 x =∫ −6 x ( e−6 x ) dx +C
1 ( e¿¿−6 x )+C
v=−6 xe−6 x + ¿
6 e−6 x
1
v=−6 x + +C e−6 x
6
1
1 1
=
[
y 3 −6 x + 1 +C e−6 x
6 ]3

28

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