Math 237 Week 4B

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MATH 237 - WEEK 4

Integrating Factors and Linear Differential Equations

Carlo Galicia

DEMPC
Cebu Institute of Technology - University

November 18, 2021

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Integrating Factors by Inspection

The following are four exact differential equations that occur frequently:

d(x, y) = xdy + ydx


( )
x ydx − xdy
d =
y y2
( y ) xdy − ydx
d =
x x2
( y ) xdy − ydx
d arctan =
x x2

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Examples of integrating factors

Let us study the following examples:

ydx + (x + x3 y 2 )dy = 0

y(x3 − y)dx − x(x3 + y)dy = 0


3x2 ydx − (y 4 − x3 )dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Determination of Integrating Factors

For the equation below:


M dx + N dy = 0
For a function u of both x and y, the integrating factor becomes:

uM dx + uN dy = 0

The partial fractions must be:


∂ ∂
(uM ) = (uN )
∂y ∂x

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Determination of Integrating Factors

The equation must satisfy the partial differential equation


∂M ∂u ∂N ∂u
u +M =u +N
∂y ∂y ∂x ∂x
( )
∂M ∂N du
u − =N
∂y ∂x dx
( )
1 ∂M ∂N
− = f (x)
N ∂y ∂x
( )
1 ∂M ∂N
− = g(y)
M ∂y ∂x

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Determination of Integrating Factors

( ∫ )
If the integrating factor u = exp − g(y)dy

∂M ∂u ∂N ∂u
u +M =u +N
∂y ∂y ∂x ∂x
( )
∂M ∂N du
u − =N
∂y ∂x dx
( )
1 ∂M ∂N
− = f (x)
N ∂y ∂x
( )
1 ∂M ∂N
− = g(y)
M ∂y ∂x

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Integrating Factors - Two Methods

1. If N1 ( ∂M − ∂N ) = f (x) where f (x) is a function of x alone, then


(∂y ∫ ∂x )
u = exp − f (x)dx is an integrating factor for the equation:

M dx + N dy = 0

2. If M ( ∂y − ∂N
1 ∂M
) = g(y) where g(y) is a function of x alone, then
( ∫ ∂x )
u = exp − g(y)dy is an integrating factor for the equation:

M dx + N dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Determination of integrating factors

Let us study the following examples:

(4xy + 3y 2 − x)dx + x(x + 2y)dy = 0

y(x + y + 1)dx + x(x + 3y + 2)dy = 0


y(x + y)dx + (x + 2y − 1)dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Substitution Suggested by the Equation

Let us study the following examples

(x + 2y − 1)dx + 3(x + 2y)dy = 0

(1 + 3x sin y)dx − x2 cos ydy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Bernoulli’s Equation

The Bernoulli equation is of the form below:

y ′ + P (x)y = Q(x)y n

If n = 1, the variables are separable. If n ̸= 1, the equation may be in the


form of:
y −n dy + P y −n+1 dx = Qdx

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Bernoulli’s Equation

If the differential equation is of the form:

y ′ + P (x)y = Q(x)y n

If n = 1, the variables are separable. If n ̸= 1, the equation may be in the


form of:
y −n dy + P y −n+1 dx = Qdx
But the differential equation of y −n+1 is (1 − n)y −n+1 dy, the differential
equation may be simplified as:

y −n+1 = z

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Bernoulli’s Equation

From the equation below:

(1 − n)y −n dy = dz

The equation in z and x:

dz + (1 − n)P zdx = (1 − n)Qdx

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Bernoulli’s Equation Examples

Let us try the following examples:

y(6y 2 − x − 1)dx + 2xdy = 0

6y 2 dx − x(2x3 + y)dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Coefficients Linear in the Two Variables

Consider the equation:

(a1 x + b1 y + c1 )dx + (a2 x + b2 y + c2 )dy = 0

Consider the following:


a 1 x + b1 y + c 1 = 0
a 2 x + b2 y + c 2 = 0
With the point of intersection (h,k):

x=u+h

y =v+k

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Coefficients Linear in the Two Variables

With a uv coordinate system:

a 1 u + b1 v = 0

a 2 u + b2 v = 0
Since dx = du and dy = dv:

x=u+h

x=v+k

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Transformation of the differential equation

The differential equation changes to:

(a1 u + b1 v)du + (a2 u + b2 v)dv = 0

If the lines do not intersect, then a constant k exists

a2 x + b2 y = k(a1 x + b1 y)

The equation can now appear in the form:

(a1 x + b1 y + c1 )dx + [k(a1 x + b1 y) + c2 ]dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Transformation of the differential equation

The new variable becomes:

w = a 1 x + b1 y

Let us try the following examples:

(x + 2y − 4)dx − (2x + y − 5)dy = 0

(2x + 3y − 1)dx − (2x + 3y + 2)dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Seatwork

Obtain the general solution to the following equations:

1. y(2xy + 1)dx − xdy = 0

2. (x2 + y 2 + 1)dx − x(x − 2y)dy = 0

3. (3x − 2y + 1)dx − (3x − 2y + 3)dy = 0

4. (y − 2)dx − (x − y − 1)dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
Problem Set

Obtain the general solution to the following equations:

1. y(y 3 − x)dx + x(y 3 + x)dy = 0

2. 2y(x2 − y + x)dx − (x2 − 2y)dy = 0

3. sin y(x + sin y)dx + 2x2 cos ydy = 0

4. (x − 4y − 9)dx − (4x + y − 2)dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021
The End

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 18, 2021

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