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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

TYPES OF FIRST ORDER ODE

SEPARABLE EQUATION HOMOGENOUES EXACT EQUATION LINEAR EQUATION BERNOULLI EQUATION


EQUATION
𝑑𝑦 𝑀(𝑥, 𝒂(𝒙) 𝑑𝑦 𝒃(𝒙) 𝒄(𝒙)
How to Suppose Suppose 𝑓(𝑥, 𝑦) = , ⏟ 𝑦) 𝑑𝑥 + 𝑁(𝑥,
⏟ 𝑦) 𝑑𝑦 = 0 The general form of the
identify 𝑑𝑦 𝑑𝑥 + 𝑦= Bernoulli equation is given by
𝑓(𝑥, 𝑦) = = 𝑢(𝑥)𝑣(𝑦) 𝜕𝑢 𝜕𝑢 𝒂(𝒙) 𝑑𝑥 𝒂(𝒙) 𝒂(𝒙)
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑦
𝑓(𝑥, 𝑦) is homogenous if Condition for an exact equation. 𝑑𝑦
+ 𝑏(𝑥) 𝑦 = 𝑐(𝑥) 𝑦 𝑛
Hence this become a separable 𝜕𝑀 𝜕𝑁 (𝟏) + 𝒑(𝒙) 𝑦 = 𝒒(𝒙) 𝑑𝑥
𝑛 = 𝑑𝑥 (To reduce the equation to a
equation if it can be written as 𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆 𝑓(𝑥, 𝑦) 𝜕𝑦 𝜕𝑥
𝑑𝑦 1linear equation, use substitution
= 𝑢(𝑥)𝑑𝑥 ) 𝑧 = 𝑦1−𝑛
𝑣(𝑦) for every real value of 𝜆.

Method integrate both sides of equation Method of Solution : Write the DE in the form Determine the value of 𝑝(𝑥) Divide ( 1 ) with 𝑦 𝑛
1 𝑑𝑦
of ∫ 𝑑𝑦 = ∫ 𝑢(𝑥)𝑑𝑥 Determine whether the equation 𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦) 𝑑𝑦 = 0 dan 𝑞(𝑥) such the the
solution 𝑣(𝑦)
homogenous or not And test for the exactness 𝑑𝑦 𝑦 −𝑛 +𝑏
coefficient of is 1. 𝑑𝑥
Use substitution 𝑦 = 𝑣𝑥 and 𝜕𝑀 𝜕𝑁 𝑑𝑥
𝑑𝑦 𝑑𝑣 = Calculate the integrating factor,
= 𝑣 + 𝑥 in the original DE 𝜕𝑦 𝜕𝑥 𝜇(𝑥)
𝑑𝑥 𝑑𝑥
Separate the variable 𝑥 and 𝑣 If the DE is exact, then Differentiate ( 2 ) wrt 𝑥 ( to get
𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥
𝜕𝑢 𝜕𝑢
iv) Integrate both sides 𝑑𝑦
Write
𝑀 = equation
the , 𝑁 =in the form ) (1), (2)
of 𝜕𝑥 𝜕𝑦 𝑑𝑥
𝑑𝑧 𝑑𝑦
𝑑 = (1 − 𝑛)𝑦 −𝑛
To find 𝑢(𝑥, 𝑦), integrate (1) [𝜇(𝑥)𝑦] = 𝜇(𝑥)𝑞(𝑥) 𝑑𝑥 𝑑𝑥
𝑑𝑥
wrt 𝑥 to get
𝜇(𝑥)𝑦 = ∫ 𝜇(𝑥) 𝑞(𝑥) 𝑑𝑥
𝑢(𝑥, 𝑦) = ∫ 𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝜙(𝑦) (3)
The general solution is given by 1 𝑑𝑧 𝑑𝑦
To determine 𝜙(𝑦), = 𝑦 −𝑛
1 (1 − 𝑛) 𝑑𝑥 𝑑𝑥
differentiate (3) wrt 𝑦 to get 𝑦= ∫ 𝜇(𝑥) 𝑞(𝑥) 𝑑𝑥
𝜇(𝑥)
𝜕𝑢 𝜕
= [∫ 𝑀(𝑥, 𝑦) 𝑑𝑥]
𝜕𝑦 𝜕𝑦 Replace ( 4 ) into ( 3 )
+ 𝜙 ′ (𝑦) = 𝑁 1 𝑑𝑧
′ (𝑦)
Integrate 𝜙 to get 𝜙(𝑦) + 𝑏(𝑥) 𝑧 = 𝑐(𝑥)
(1 − 𝑛) 𝑑𝑥
Replace 𝜙(𝑦) into (3). If there 𝑑𝑧
is any initial conditions given, +⏟ (1 − 𝑛)𝑏(𝑥) 𝑧
substitute the condition into the 𝑑𝑥
𝑝(𝑥)
solution. = (1
⏟ − 𝑛)𝑐(𝑥)
Write down the solution in the 𝑞(𝑥)
form Solve using the linear equation
𝑢(𝑥, 𝑦) = 𝐴, where A is a solution
constant Find integrating factor, 𝜇(𝑥) =
𝑒 ∫ 𝑝(𝑥)𝑑𝑥
𝑑
Solve (𝜇(𝑥) 𝑧) = 𝜇(𝑥) 𝑞(𝑥)
𝑑𝑥

Example Solve the initial value problem Solve the homogenous equation Solve (2𝑥𝑦 + 3) 𝑑𝑥 + Solve this first order DE Solve
𝑑𝑦 𝑦 cos 𝑥 (𝑦 2 + 𝑥𝑦) 𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0 (𝑥 2 − 1) 𝑑𝑦 = 0 𝑑𝑦 1+𝑥 𝑒𝑥 𝑑𝑦
= , 𝑦(0) = 1 +( )𝑦 = +
𝑑𝑥 1 + 2𝑦 2 𝑑𝑥 𝑥 𝑥 𝑑𝑥

Solution: Solutions: Solution (Method 1): Determine 𝒑(𝒙) and 𝒒(𝒙)


Separate the functions Rearrange the DE Check the exactness 1+𝑥 𝑒𝑥
1 + 2𝑦 2 𝑥 2 𝑑𝑦 = (𝑦 2 + 𝑥𝑦) 𝑑𝑥 𝜕𝑀 𝜕𝑁 𝑝(𝑥) = , 𝑞(𝑥) =
= 2𝑥, = 2𝑥 𝑥 𝑥
( ) 𝑑𝑦 = (cos 𝑥) 𝑑𝑥 𝑑𝑦 (𝑦 2 + 𝑥𝑦) Find integrating factor, (1)
𝑦 𝜕𝑦 𝜕𝑥
=
Integrate both sides 𝑑𝑥 𝑥2 Since
𝜕𝑀 𝜕𝑁
= , this equation is 𝝁(𝒙) = 𝒆∫ 𝒑(𝒙)𝒅𝒙
𝜕𝑦 𝜕𝑥 1+𝑥
1 + 2𝑦 2 exact. 𝜇(𝑥) = 𝑒 ∫ 𝑥
𝑑𝑥
∫ 𝑑𝑦 = ∫ cos 𝑥 𝑑𝑥 Test for homogeneity 1
𝑦 Find 𝒖(𝒙, 𝒚)
(𝜆𝑦)2 + (𝜆𝑥)(𝜆𝑦) = 𝑒 ∫(𝑥+1) 𝑑𝑥
Answer: ln 𝑦 + 𝑦 2 = 𝑓(𝜆𝑥, 𝜆𝑦) = 𝜕𝑢
sin 𝑥 + 𝐶 (𝜆𝑥)2 = 2𝑥𝑦 = +3 𝑒 (ln 𝑥+ 𝑥)
= 𝑀(𝑥, 𝑦) (1)
𝜆2 (𝑦 2
+ 𝑥𝑦) 𝜕𝑥 = 𝑒 (ln 𝑥) ∙ 𝑒 (𝑥) = 𝑥𝑒 𝑥
Use the initial condition given, = = 𝑓(𝑥, 𝑦) 𝜕𝑢
𝒚(𝟎) = 𝟏 𝜆2 (𝑥 2 ) Write 𝑥 2 − 1the
= down = equation
𝑁(𝑥, 𝑦) (2)
𝜕𝑦 𝑑 𝑒𝑥
ln 1 + 12 = sin 0 + 𝐶 ∴ this differential equation is To find 𝒖(𝒙, 𝒚), integrate (𝑥𝑒 𝑦) = (𝑥𝑒 𝑥 ) ( )
𝑥
∴ 𝐶=1 homogenous 𝑑𝑥 𝑥
either (1) or (2), let’s say we
Final answer take (1) 𝑥𝑒 𝑥 𝑦 = ∫ 𝑒 2𝑥 𝑑𝑥
𝒅𝒚
ln 𝑦 + 𝑦 2 = sin 𝑥 + 1 Substitute 𝒚 = 𝒗𝒙 and =
𝒅𝒙 ∫ 𝜕𝑢 = ∫ 2𝑥𝑦 + 3 𝜕𝑥 1 𝑒 2𝑥
𝒗+𝒙
𝒅𝒗
into (1) 𝑦 = 𝑥[ + 𝐶]
𝒅𝒙 𝑢(𝑥, 𝑦) = 𝑥 2 𝑦 + 𝑥𝑒
3𝑥 + 2𝜙(𝑦) (3)
𝑑𝑣 ((𝑣𝑥)2 + 𝑥(𝑣𝑥)) Now we differentiate (3) wrt 𝒚 Final answer 𝑥
𝑣+𝑥 = 𝑒 𝐶
𝑑𝑥 𝑥2 to compare with = 𝑵
𝝏𝒖
𝑦= + 𝑥
2 2 2
𝑣 𝑥 + 𝑣𝑥 𝝏𝒚 2𝑥 𝑥𝑒
= = 𝑣2 + 𝑣 𝜕𝑢 𝜕
𝑥2 = (𝑥 𝑦 + 3𝑥 + 𝜙(𝑦)) = 𝑥 2 + 𝜙′(𝑦)
2
(4)
𝑑𝑣 𝜕𝑦 𝜕𝑦
𝑥 = 𝑣2 + 𝑣 − 𝑣 = 𝑣2 Now, let’s compare (4) with
𝑑𝑥
(2)
Solve the problem using the 𝑥 2 + 𝜙 ′ (𝑦) = 𝑥 2 − 1
separable equation method 𝜙 ′ (𝑦) = −1
1 1 Find 𝝓(𝒚)
∫ 2 𝑑𝑣 = ∫ 𝑑𝑥
𝑣 𝑥
𝒙⁄
Final answer : 𝒙 = 𝑨𝒆− 𝒚
∫ 𝜙 ′ (𝑦) = − ∫ 1 𝑑𝑦
→ 𝜙(𝑦)
= −𝑦 + 𝐵
Now that we found 𝝓(𝒚), our
new 𝒖(𝒙, 𝒚) should looks like
this
𝑢(𝑥, 𝑦) = 𝑥 2 𝑦 + 3𝑥 − 𝑦 + 𝐵
Write the solution in the form
𝒖(𝒙, 𝒚) = 𝑨
𝑢(𝑥, 𝑦) = 𝑥 2 𝑦 + 3𝑥 − 𝑦 + 𝐵
=𝐴
𝑥 2 𝑦 + 3𝑥 − 𝑦 = 𝐴 − 𝐵
𝑥 2 𝑦 + 3𝑥 − 𝑦 = 𝐶, where 𝐶 =
𝐴 − 𝐵 is a constant

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