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Chapter 2 First Order Differential Equations
Chapter 2 First Order Differential Equations
2
First‐Order Differential
Equations
Outline
• Solution Curves Without a Solution
• Direction Fields
• Autonomous First‐Order DEs
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
Direction Fields (1/2)
• Before finding the exact solutions,
start from qualitative analysis
Find approximate solutions
• Slope:
• 𝑓 𝑥, 𝑦 is the slope of the tangent
line of the solution 𝑦
• Example: 0.2𝑥𝑦
• Direction field or slope filed:
• 0 𝑦 increasing
• 0 𝑦 decreasing
Direction Fields (2/2)
𝑑𝑦
sin 𝑥 𝑦
𝑑𝑥
𝑑𝑦
sin 𝑦
𝑑𝑥
Outline
• Solution Curves Without a Solution
• Direction Fields
• Autonomous First‐Order DEs
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
Autonomous 1st‐Order DEs
• An ODE in which the independent variable ( ) does
not appear explicitly.
• 𝑓 𝑦 or 𝑓 𝑦, 𝑦 0
• Examples:
• 1 𝑦
• sin 𝑦
• 0.2𝑥𝑦
• Models of physical laws that do not change over time
are generally autonomous.
Critical Points
• Recalls that determines whether the
solution is increasing or decreasing.
• Zeros of the function is where the solution
changes direction. They are called “critical points”.
• Also called equilibrium points or stationary points.
• Example: sin 𝑦 𝑦 𝑛𝜋
• If is a critical point, then is a constant
solution of the autonomous DE.
•𝑦 𝑐 is called an “equilibrium solution”.
Example of Critical Points
•
• Critical points: 0 and
•𝑃 0 𝑃 𝑎 𝑏𝑃 0
•0 𝑃 𝑃 𝑎 𝑏𝑃 0
• 𝑃 𝑃 𝑎 𝑏𝑃 0
• One‐dimensional phase portrait or
phase portrait.
Solution Curves
• Critical points divide the plane
into regions if there are
critical points.
• Each critical point corresponds to a
solution of horizontal lines.
• cannot change sign in each
region.
• A solution is strictly monotonic
• A solution approaches a critical point
either as 𝑥 → ∞ or 𝑥 → ∞
Previous Examples Re‐examined
𝑑𝑦 𝑑𝑃
sin 𝑦 𝑃 𝑎 𝑏𝑃
𝑑𝑥 𝑑𝑡
Example:
Solution Curves of an Autonomous DE
• Critical point:
• Solutions:
𝑦 0 1 𝑦 0 2
1
𝑐 𝑐 1
2
Attractors and Repellers
• If is a critical point of an autonomous DE, there
are 3 types of behavior that a non‐constant
solution exhibits near :
1. Attractors
2. Repellers
3. Semi‐stable
Attractors
•
→
• Critical point is said to be asymptotically stable.
Repellers
•
→
• Critical point is said to be unstable.
Semi‐Stable
or
Summary:
Autonomous DEs and Direction Fields
• implies that points on any horizontal line
all have the same slope and are parallel.
𝑑𝑦
2 𝑦 1
𝑑𝑥
Translation Property
• If is a solution of an autonomous DE: ,
then , a constant, is also a
solution.
Example:
Outline
• Solution Curves Without a Solution
• Direction Fields
• Autonomous First‐Order DEs
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
Solution by Integration
• The simplest way to solve a DE
• 𝑔 𝑥
• 𝑑𝑦 𝑔 𝑥 𝑑𝑥
•𝑦 𝑔 𝑥 𝑑𝑥 𝐺 𝑥 𝑐
• Example:
• 1 𝑒
•𝑦 1 𝑒 𝑑𝑥
•𝑦 𝑥 𝑒 𝑐
Separable Equation
• A 1st‐order DE is “separable” or “has separable
variables” if its form is
• Examples:
• Separable: 𝑦 𝑥𝑒
• Non‐separable: 𝑦 sin 𝑥
Method of Solution
•
implicit solution
Example: Solving a Separable DE
Example: Solution Curve
𝑦 4 3
𝑦𝑑𝑦 𝑥𝑑𝑥
𝑦 𝑥
𝑐
2 2
𝑥 𝑦 𝑐 𝑐 0
𝑥 4, 𝑦 3𝑐 25
𝑥 𝑦 25 or 𝑦 25 𝑥 , 5 𝑥 5
Singular Solution
• If is a zero of ,
substituting into gets a
solution.
• At 𝑦 𝑟, is undefined.
• It is possible that 𝑦 𝑟 is not in the solution using
integration.
Example of Singular Solution
𝑑𝑦 𝑦 2
𝑦 4 ln 4𝑥 𝑐
𝑑𝑥 𝑦 2
𝑑𝑦 𝑦 2
𝑑𝑥 𝑐𝑒
𝑦 4 𝑦 2
1 1
1 𝑐𝑒
4 4 𝑑𝑦 𝑑𝑥 𝑦 2
𝑦 2 𝑦 2 1 𝑐𝑒
1 1 𝑐 0𝑦 2
ln |𝑦 2| ln 𝑦 2 𝑥 𝑐
4 4 𝑦 2 is a singular solution
Example: An Initial‐Value Problem
(1/2)
𝑒 𝑦 cos 𝑥 𝑒 sin 2𝑥 𝑦 0 0
𝑒 𝑦𝑒 𝑑𝑦 2 sin 𝑥 𝑑𝑥
𝑒 𝑦𝑒 𝑒 2 cos 𝑥 𝑐
𝑒 𝑦𝑒 𝑒 2 cos 𝑥 𝑐
𝑦𝑒 𝑑𝑦 𝑦𝑒 𝑒 𝑑𝑦 𝑦𝑒 𝑒
𝑢 𝑦 𝑑𝑣 𝑒 𝑑𝑦
𝑑𝑢 𝑑𝑦 𝑣 𝑒
Example: An Initial‐Value Problem
(2/2)
Example:
Multiple Solutions for Initial Condition (1/2)
/
is a singular solution.
Example:
Multiple Solutions for Initial Condition (2/2)
/
is a singular solution.
Piecewise‐Defined Solution:
Integral‐Defined Function
• If is continuous on some interval containing and
, then a solution of IVP
defined on
is given by
• Extension: for
Example of Integral‐Defined
Function
Outline
• Solution Curves Without a Solution
• Direction Fields
• Autonomous First‐Order DEs
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
Linear Equations
• A 1st‐order DE of the form
is said to be a linear equation in the variable .
• Standard Form:
Linear and Separable
• If both linear and separable, can be solved by
separation of variables:
• 2𝑥𝑦 0
• 𝑦 5
• Non‐separable:
• 𝑦 𝑥
𝑑𝑦
𝑃 𝑥 𝑦 𝑓 𝑥
𝑑𝑥
𝑑𝑦
Method of Solution 𝑑𝑥
𝑃 𝑥 𝑦 𝑓 𝑥
𝜇
𝑑 𝑑𝑦 𝑑𝜇 𝑑𝑦
𝜇 𝑥 𝑦 𝜇 𝑦 𝜇 𝜇𝑃 𝑥 𝑦 𝜇𝑓 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
Assume 𝜇𝑃 𝜇 𝑥 𝑦 𝜇 𝜇𝑃𝑦
𝑑𝜇
𝑃𝑑𝑥
𝜇
ln 𝜇 𝑥 𝑃 𝑥 𝑑𝑥 𝑐
𝜇 𝑥 𝑐𝑒 Simplify by choosing 𝑐 1
𝜇 𝑥 𝑒
Integrating Factor (1/2)
𝜇 𝑥 𝑒 is called an integrating factor.
𝑑𝑦
𝑃 𝑥 𝑦 𝑓 𝑥
𝑑𝑥
𝑑𝑦 𝑑 𝑑𝑦
𝜇 𝑥 𝜇 𝑥 𝑃 𝑥 𝑦 𝜇 𝑥 𝑓 𝑥 𝜇 𝑥 𝑦 𝜇 𝜇𝑃𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑
𝜇 𝑥 𝑦 𝜇 𝑥 𝑓 𝑥
𝑑𝑥
𝑑
𝑒 𝑦 𝑒 𝑓 𝑥
𝑑𝑥
Integrating Factor (2/2)
Integrating both sides
Procedure
1) Put a linear equation into the standard form:
2) Identify and find integrating factor:
3) Multiply both sides of the standard form
equation by integrating factor:
4) Integrate both sides of the last equation and
solve for .
Example 1
Example 1 Alternative Solution:
Separation of Variables
Example 2
𝑑𝑦 𝑑
3𝑦 6 𝑒 𝑦 6𝑒
𝑑𝑥 𝑑𝑥
𝑃 𝑥 3 𝑒 𝑦 6 𝑒 𝑑𝑥
𝜇 𝑥 𝑒 𝑒
𝑒 𝑦 2𝑒 𝑐
𝑑𝑦
𝑒 3𝑒 𝑦 6𝑒
𝑑𝑥 𝑦 2 𝑐𝑒 ∞ 𝑥 ∞
Linear and Autonomous
• Linear:
• When , , and are constants, the DE is
autonomous ( ).
• For examples 1 and 2, both are autonomous.
• In example 1, 𝑓 𝑦 3𝑦. 𝑦 0 is a critical point and a
repeller.
• In example 2, 𝑓 𝑦 3𝑦 6,
𝑦 2 is a critical point and
a repeller.
General Solutions of 1st‐Order
Linear ODE
• For 1st‐order linear ODE
its general solution is:
𝑃 𝑥 𝑓 𝑥 𝑥 𝑒 𝑑
𝑥 𝑦 𝑥𝑒
𝑑𝑥
𝑃 and 𝑓 are continuous on 𝑥 𝑦 𝑥𝑒 𝑒 𝑐
0, ∞ .
𝑦 𝑥 𝑒 𝑥 𝑒 𝑐𝑥
Example 3 Discussion
• For , zeros of are
called singular points of the equation.
• is
discontinuous on singular points.
• is a singular point.
Example 4
𝑑𝑦
𝑥 9 𝑥𝑦 0 𝜇 𝑥 𝑒 𝑒
𝑑𝑥 | |
𝑒 𝑥 9
𝑑𝑦 𝑥
𝑦 0 𝑑𝑦 𝑥
𝑑𝑥 𝑥 9 𝑥 9 𝑦 0
𝑑𝑥 𝑥 9
𝑥
𝑃 𝑥 𝑑
𝑥 9 𝑥 9𝑦 0
𝑑𝑥
𝑃 is continuous on ∞, 3 ,
3, 3 , and 3, ∞ . 𝑥 9𝑦 𝑐
For simplicity, consider only 𝑐 For 3, 3 ,
∞, 3 and 3, ∞ . 𝑦
𝑥 9 𝑦
Example 5
𝑦 𝑥 𝑦 0 4 𝑒 𝑦 𝑥𝑒 𝑒 𝑐
𝑦 𝑥 1 𝑐𝑒
𝑃 𝑥 1 and 𝑓 𝑥 𝑥 are 𝑐 5
continuous on ∞, ∞ . 𝑦 𝑥 1 5𝑒
Transient term
𝜇 𝑥 𝑒 𝑒
𝑑
𝑒 𝑦 𝑥𝑒
𝑑𝑥
Piecewise‐Linear DE
• When either or is a piecewise‐defined
function, the DE is referred to as piecewise‐linear
DE.
Solve the initial‐value problem in parts.
• Example:
• 𝑦 𝑓 𝑥 𝑦 0 0
1 0 𝑥 1
𝑓 𝑥
0 𝑥 1
Example 6
𝑦 𝑓 𝑥 𝑦 0 0
1 0 𝑥 1
𝑓 𝑥
0 𝑥 1
(1) For 0,1 (2) For 1, ∞
𝑑𝑦 𝑑𝑦
𝑦 1 𝑦 0
𝑑𝑥 𝑑𝑥
𝑑 𝑦 𝑐 𝑒
𝑒 𝑦 𝑒
𝑑𝑥 𝑦 continuous at 𝑥 1
𝑐 𝑒 1 𝑒
𝑦 1 𝑐 𝑒 𝑐 𝑒 1
𝑦 0 0𝑐 1
1 𝑒 0 𝑥 1
𝑦
𝑦 1 𝑒 𝑥 ∈ 0,1 𝑒 1 𝑒 𝑥 1
Example 7: Indefinite Integral
2𝑥𝑦 2 𝑦 0 1 𝑑
𝑒 𝑦 𝑡 𝑑𝑡 2 𝑒 𝑑𝑡
𝑑𝑡
𝜇 𝑥 𝑒 𝑒
𝑒 𝑦 𝑥 𝑦 0 2 𝑒 𝑑𝑡
𝑑
𝑒 𝑦 2𝑒
𝑑𝑥
𝑦 𝑒 2𝑒 𝑒 𝑑𝑡
Error Function
•
•
• Properties:
• 𝑒 𝑑𝑡 1
• 𝑒 𝑑𝑡 𝑒 𝑑𝑡 𝑒 𝑑𝑡
• erf 𝑥 erfc 𝑥 1
Example 7 Continued
2
𝑦 𝑒 2𝑒 𝑒 𝑑𝑡 erf 𝑥 𝑒 𝑑𝑡
𝜋
2
𝑦 𝑒 1 𝜋 𝑒 𝑑𝑡
𝜋
𝑦 𝑒 1 𝜋 erf 𝑥
Outline
• Solution Curves Without a Solution
• Direction Fields
• Autonomous First‐Order DEs
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
Rationale
•
• Consider
• Can be converted to
?
Differential of a Function of Two
Variables
• If is a function of two variables with
continuous first partial derivatives in a region of
the plane, then
• If , then
• Example:
Exact Equation
• Exact differential:
• A differential expression 𝑀 𝑥, 𝑦 𝑑𝑥 𝑁 𝑥, 𝑦 𝑑𝑦 is an exact
differential in a region 𝑅 of the 𝑥𝑦‐plane if it corresponds to
the differential of some function 𝑓 𝑥, 𝑦 defined in 𝑅.
• Exact equation:
• A 1st‐order DE of the form
𝑀 𝑥, 𝑦 𝑑𝑥 𝑁 𝑥, 𝑦 𝑑𝑦 0
is said to be an exact equation if the expression on the left‐
hand side is an exact differential.
• Example:
Criterion for an Exact Differential
• Let and be continuous and have
continuous first partial derivatives in a rectangular
region defined by , .
Then, a necessary and sufficient condition that
be an exact differential is:
• Proof of necessity:
𝜕𝑓 𝜕𝑓
𝑀 𝑥, 𝑦 𝑑𝑥 𝑁 𝑥, 𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑀 𝜕 𝜕𝑓 𝜕 𝑓 𝜕 𝜕𝑓 𝜕𝑁
𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑥𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Method of Solution
𝜕𝑓
𝑀 𝑥, 𝑦
𝜕𝑥
𝑓 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 𝑔 𝑦
𝜕𝑓 𝜕
𝑀 𝑥, 𝑦 𝑑𝑥 𝑔 𝑦 𝑁 𝑥, 𝑦
𝜕𝑦 𝜕𝑦
𝜕
𝑔 𝑦 𝑁 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥
𝜕𝑦
𝑔 𝑦 𝑔 𝑦 𝑑𝑦
Implicit solution: 𝑓 𝑥, 𝑦 𝑐
Alternative Method of Solution
Implicit solution:
Example 1
2𝑥𝑦𝑑𝑥 𝑥 1 𝑑𝑦 0
𝜕 𝜕
2𝑥𝑦 2𝑥 𝑥 1
𝜕𝑦 𝜕𝑥
𝑓 𝑥, 𝑦 2𝑥𝑦𝑑𝑥 𝑔 𝑦 𝑓 𝑥, 𝑦 𝑥 1 𝑑𝑦 ℎ 𝑥
𝑥 𝑦 𝑔 𝑦 𝑥 𝑦 𝑦 ℎ 𝑥
𝜕𝑓 𝜕𝑓
𝑥 𝑔 𝑦 𝑥 1 2𝑥𝑦 ℎ 𝑥 2𝑥𝑦
𝜕𝑦 𝜕𝑥
𝑔 𝑦 1 ℎ 𝑥 0
𝑔 𝑦 𝑦 ℎ 𝑥 0
𝑓 𝑥, 𝑦 𝑥 𝑦 𝑦 𝑓 𝑥, 𝑦 𝑥 𝑦 𝑦
Implicit solution: 𝑥 𝑦 𝑦 𝑐 Explicit solution: 𝑦
Example 2
𝑒 𝑦 cos 𝑥𝑦 𝑑𝑥 2𝑥𝑒 𝑥 cos 𝑥𝑦 2𝑦 𝑑𝑦 0
𝑒 𝑦 cos 𝑥𝑦 2𝑒 𝑥𝑦 sin 𝑥𝑦 cos 𝑥𝑦
2𝑥𝑒 𝑥 cos 𝑥𝑦 2𝑦
𝑒 𝑦 cos 𝑥𝑦
𝑓 𝑥, 𝑦 𝑒 𝑑𝑥 𝑦 cos 𝑥𝑦 𝑑𝑥 𝑔 𝑦
𝑥𝑒 sin 𝑥𝑦 𝑔 𝑦
2𝑥𝑒 𝑥 cos 𝑥𝑦 𝑔 𝑦
2𝑥𝑒 𝑥 cos 𝑥𝑦 2𝑦
𝑔 𝑦 2𝑦
𝑔 𝑦 𝑦 Solution: 𝑥𝑒 sin 𝑥𝑦 𝑦 𝑐
Example 2 Alternative Solution
𝑓 𝑥, 𝑦 2𝑥 𝑒 𝑑𝑦 𝑥 cos 𝑥𝑦 𝑑𝑦 2 𝑦𝑑𝑦 ℎ 𝑥
𝑥𝑒 sin 𝑥𝑦 𝑦 ℎ 𝑥
Solution:
Example 3 (1/2)
𝑦 0 2
cos 𝑥 sin 𝑥 𝑥𝑦 𝑑𝑥 𝑦 1 𝑥 𝑑𝑦 0
cos 𝑥 sin 𝑥 𝑥𝑦 2𝑥𝑦 𝑦 1 𝑥
cos 𝑥 sin 𝑥 𝑥𝑦 𝑥𝑦
𝑓 𝑥, 𝑦 sin 2𝑥 𝑑𝑥 𝑦 𝑥𝑑𝑥 𝑔 𝑦
cos 2𝑥 𝑦 𝑥 𝑔 𝑦
𝑥 𝑦 𝑔 𝑦 𝑦 1 𝑥
𝑔 𝑦 𝑦 𝑔 𝑦 𝑦
𝑓 𝑥, 𝑦 cos 2𝑥 𝑦 𝑥 𝑦
Example 3 (2/2)
𝑦 0 2
𝑓 𝑥, 𝑦 cos 2𝑥 𝑦 𝑥 𝑦
cos 2𝑥 𝑦 𝑥 𝑦 𝑐 𝑥 0, 𝑦 2
2 𝑐 𝑐
cos 𝑥 𝑦 𝑥 𝑦 2
𝑦 1 𝑥 cos 𝑥 3
Example 3 Alternative Solution
(1/2)
Example 3 Alternative Solution
(2/2)
Integrating Factors
• It is sometimes possible to find an integrating factor
so that after multiplying the factor
is an exact differential.
• 𝜇𝑀 𝜇𝑁
• 𝜇𝑀 𝜇 𝑀 𝜇𝑁 𝜇 𝑁
• 𝜇 𝑁 𝜇 𝑀 𝑀 𝑁 𝜇
• Assume 𝜇 is a function of one variable (𝜇 𝑥 or𝜇 𝑦 ) to
simplify the solution of the above equation.
Integrating Factor:
•
•
•
• If depends only on
is a separable and linear 1st‐order ODE.
•
Integrating Factor:
•
•
•
• If depends only on
is a separable and linear 1st‐order ODE.
•
Example 4 (1/3)
depends only on
Example 4 (2/3)
Solution:
Example 4 (3/3)
Below is the alternative solution:
Solution:
Outline
• Solution Curves Without a Solution
• Direction Fields
• Autonomous First‐Order DEs
• Separable Equations
• Linear Equations
• Exact Equations
• Solutions by Substitutions
Solutions by Substitutions (1/2)
• Goal: Solve
• Method: Substitute with where is a
function of
• If has 1st‐order partial derivatives, apply chain rule:
𝑑𝑦 𝜕𝑔 𝑑𝑥 𝜕𝑔 𝑑𝑢
𝑑𝑥 𝜕𝑥 𝑑𝑥 𝜕𝑢 𝑑𝑥
•
• 𝑓 𝑥, 𝑔 𝑥, 𝑢
,
• 𝐹 𝑥, 𝑢
Solutions by Substitutions (2/2)
• Goal: Solve
• Method: Substitute with where is a
function of
,
• If can be solved (using the
methods in the previous sections) and the solution
is .
• The solution for the original equation is
𝑦 𝑔 𝑥, 𝜙 𝑥
1st‐Order DE Solvable by
Substitution
• Homogeneous Equations
• Bernoulli’s Equations
• Reduction to Separation of Variables
Homogeneous Equations
• If a function possesses the property
then is said to be a homogeneous function of
degree .
• 𝑓 𝑥, 𝑦 𝑥 𝑦 is a homogeneous function of degree
3.
• 𝑓 𝑥, 𝑦 𝑥 𝑦 1 is not homogeneous.
• A 1st‐order DE in differential form
is said to be homogeneous if both and are
homogeneous functions of the same degree.
Substitution for Homogeneous
Equation
•
• Let
• 𝑀 1, 𝑥 𝑀 𝑥, 𝑦 𝑁 1, 𝑥 𝑁 𝑥, 𝑦
•
• 𝑀 𝑥, 𝑦 𝑥 𝑀 1, 𝑢 𝑁 𝑥, 𝑦 𝑥 𝑁 1, 𝑢
• Alternative:
• Let 𝑡
• 𝑀 ,1 𝑦 𝑀 𝑥, 𝑦 𝑁 ,1 𝑦 𝑁 𝑥, 𝑦
• 𝑣
• 𝑀 𝑥, 𝑦 𝑦 𝑀 𝑣, 1 𝑁 𝑥, 𝑦 𝑦 𝑁 𝑣, 1
Solution for Homogeneous
Equation (1/2)
• Substitutions or reduce a
homogeneous equation to a separable 1st‐order DE.
• 𝑀 𝑥, 𝑦 𝑑𝑥 𝑁 𝑥, 𝑦 𝑑𝑦 0
• 𝑢 𝑀 𝑥, 𝑦 𝑥 𝑀 1, 𝑢 , 𝑁 𝑥, 𝑦 𝑥 𝑁 1, 𝑢
• 𝑥 𝑀 1, 𝑢 𝑑𝑥 𝑥 𝑁 1, 𝑢 𝑑𝑦 0
• 𝑀 1, 𝑢 𝑑𝑥 𝑁 1, 𝑢 𝑑𝑦 0
• ∵ 𝑦 𝑢𝑥 ∴ 𝑑𝑦 𝑢𝑑𝑥 𝑥𝑑𝑢
• 𝑀 1, 𝑢 𝑑𝑥 𝑁 1, 𝑢 𝑢𝑑𝑥 𝑥𝑑𝑢 0
• 𝑀 1, 𝑢 𝑢𝑁 1, 𝑢 𝑑𝑥 𝑥𝑁 1, 𝑢 𝑑𝑢 0
,
• 0
, ,
Solution for Homogeneous
Equation (2/2)
•
• ,
•
•
•
•
•
,
•
, ,
Example 1: (1/2)
𝑥 𝑦 𝑑𝑥 𝑥 𝑥𝑦 𝑑𝑦 0
𝑀 𝑥, 𝑦 𝑥 𝑦 𝑀 𝑡𝑥, 𝑡𝑦 𝑡 𝑥 𝑦
∴𝛼 2
𝑁 𝑥, 𝑦 𝑥 𝑥𝑦 𝑁 𝑡𝑥, 𝑡𝑦 𝑡 𝑥 𝑥𝑦
Let 𝑦 𝑢𝑥 𝑑𝑦 𝑢𝑑𝑥 𝑥𝑑𝑢
𝑥 𝑢 𝑥 𝑑𝑥 𝑥 𝑢𝑥 𝑢𝑑𝑥 𝑥𝑑𝑢 0
𝑥 𝑢𝑥 𝑑𝑥 𝑥 𝑢𝑥 𝑑𝑢 0
𝑥 1 𝑢 𝑑𝑥 𝑥 1 𝑢 𝑑𝑢 0
𝑑𝑢 0
1 𝑑𝑢
Example 1: (2/2)
1 𝑑𝑢
ln |𝑥| 𝑢 2 ln 1 𝑢 𝑐
ln 𝑥 1 𝑢 𝑢 𝑐
𝑐𝑒
𝑥 𝑦 𝑐𝑥𝑒 / 𝑥 0
Example 1: (1/2)
𝑥 𝑦 𝑑𝑥 𝑥 𝑥𝑦 𝑑𝑦 0
Let 𝑥 𝑣𝑦 𝑑𝑥 𝑣𝑑𝑦 𝑦𝑑𝑣
𝑣 𝑦 𝑦 𝑣𝑑𝑦 𝑦𝑑𝑣 𝑣 𝑦 𝑣𝑦 𝑑𝑦 0
𝑦 𝑣 𝑣 𝑑𝑦 𝑦 𝑣 1 𝑑𝑣 0
𝑑𝑣
𝑑𝑣
ln |𝑦| ln |𝑣| 2 ln 𝑣 1 𝑐
ln 𝑐
Example 1: (2/2)
ln 𝑐
ln 𝑐
𝑐𝑒
Linear
Example 2 (2/2)
Linear
Note: is a singular solution
1st‐Order DE Solvable by
Substitution
• Homogeneous Equations
• Bernoulli’s Equations
• Reduction to Separation of Variables
Reduction to Separation of
Variables
•
• Substitution 𝑢 𝐴𝑥 𝐵𝑦 𝐶
Example 3 (1/2)
Separable equation
Example 3 (2/2)
Chapter 3
Modeling with 1st‐Order DE
Circuits Modeled with 1st‐Order
DE
• Example: Series Circuits
Example: LR‐Series Circuit
𝐸 12 (V)
𝐿 (H)
𝑅 10 ()
10𝑖 12 𝑖 0 0
20𝑖 24
𝜇 𝑒
𝑒 𝑖 24𝑒
𝑒 𝑖 𝑒 𝑐
𝑖 𝑡 𝑐𝑒
𝑖 0 0 𝑐
Circuit Networks Modeled with
Systems of 1st‐Order DE’s
Circuit Networks Continued