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Definition 2 (First Order Differential Equation). A relation between a function and its slope at any
points in its interval.
(
( )
1.1)Separable Equations
( ) ( )
separable D.E.
This method was introduced by Leibniz in 1691.
( ) ( )
( )
( )
( )
( )
( ( ))
( )
Example 1.
Practice 1.
1.
2.
3. (
4.
)
( ( )
. ( )
( )
( )
( )
( )
is called
where
The first order D.E.
( )
).
is increasing if
Compound Interest:
Where
(
where
is
) and decreasing if
( )
and
( )
( )
( )
and
( )
( )
1.4)Draining Tank (Torricellis Law)
The time rate of change of volume of water in a draining tank is proportional to the square root
of the depth of water in the tank.
).
where
(
If the tank is in a cylinder with vertical sides and cross sectional are , then
so
.
.
The solution is
/ .
is
(
Falling object under gravitational acceleration and air resistance. (For low velocities)
( )
( )
b is called drag coefficient
( )
( )
( )
1.6)First Order Linear Equation
A D.E. which function (
( )
We know
( )
( )
, ( )
( ) ( )
( )
( )
, ( ) -
( ) ( )
( )
( ) ( )-
( ) ( )
( ) ( )
( ) ( )
( ( ) )
( ) ( ))
We have to set:
( )
( ) ( )
( )
( )
( )
It is called integrating factor.
( ( ) )
( )
( )
( ) ( )
( ) ( )
( )
( ) ( )
( )
Example 2.
( ( )
( )
Practice 2.
. /
1.
2. (
3.
4.
)
(
(
)
)
)
( )
( )
Do the following by linear equation:
5.
(
6.
1.7)Mixture Problem:
Suppose in a tank with capacity , there is liter of solution with
amount of salt. At time
, at the rate of liter/sec, a salt solution with concentration of gram/liter pure into the
tank and after completely mixed with the solution in the tank, some goes out at the rate of
( )
with concentration
for
( )
(
(
Show that
) -
)
( )
(time constant)
/ where
is time constant
and ( )
(time constant)
/ where
( )
( )
( )
( )
(
) ( )
( )
(
) ( )
Now, let
, so
It is a linear equation ( )
Use integrating factor to convert it to a
separable equation and then solve it. Then
transform it back to y(x)
Example 3.
Solve
Let
, then
and
(
(
Practice 6.
1.
2.
3.
)
( )
4.
and
1.11)Population Dynamics:
In case of population growth and decay, we can assume that rate of change of population is
proportional to the population with constant .
If
linear
Given ( )
( )
.
and ( )
where
, where
1.12)Logistic Equation
(
, we have ( )
Drag force
Upward Motion:
( ) and also ( )
with
( ) and also ( )
with
Compare it for
We need to know {
|.
Since
Downward Motion:
1.14)Riccatis Equation:
( )
Suppose that some particular solution
( ).
obtained by
( )
( )
( ) )
( ( )
(a line)
( )
( )
Practice 8.
1.
2.
(
3.
4.
( )
( )
( )
0
0
0
( )
( )
( )
Riccatis Equation
Separable Equation
Separable Equation
Linear Equation
Bernoullis Equation
( )
( )
( )
( )
( )
( )
or
/ reduces the
1.
. /
2.
{
3.
. /
(
(
)
)
( )
)
(
)
(
)
(
The substitution
Let
Solve the last example (problems).
1.
2.
3. (
It reduces the DE to
(
such that
)
(
is conservative in R.
then
Since
know
(
then
( )
(
)
( )
(
)
) We
)
( )
)
)
)(
[ (
( )
)
)
(
(
(
(
( )
(
( )
( )
( )
( )
)
Note: if the different equation is not an exact D.E and you try to solve it as the above-mentioned
method, then g(y) would be function of x and y together.
11.7)Integrating Factors:
)
(
)
If the differential equation (
an integrating factor (
) to make it exact.
(
) (
) (
Now, we need to find such an integral factor. Since the above equation is exact, then
(
(
equation is very difficult partial differential equation to solve.
Let say
( ) usually this
is a function of x only
(
Then ( )
factor.
Let say
is a function of y only
Example 6.
( )
Example 7. (
( )
)
(
Practice 9.
(
)
(
(
)-
is an integrating
( )
Case 1 if
( (
+
(
Example 8. (
( )
))
*
/ .
( )
(
(
)(
)
)
an exact D.E.
(
Practice 10.
(
(
Differential equations which can be reduce to homog. D.E: we already have seen
(transformation) that can solve a homogeneous D.E.
Example 9. (
)
(
(
(
)(
Practice 11.
(
.
(
/
(
( )
* ( )+
( )+
* ( )+
are
Integral operator (
Differential operator
Sine operator (
Log operator
(
1.18.1)
)
(
)
)
)
Homogeneous D.E ( )
Non-homogeneous D.E. ( )
( )
be solution of ( )
on an interval I. The linear combination
Proof. Since
(
( ) =0 then ( )
( )
( )
*
Definition 4. A set of function
if
has only the trivial solutions
linearly dependent.
*
( )
( )
( )
( )
(
)
*
+
all cs must be zero. But set
are linearly
dependent because one can write one of the function as linear combination of the others.
( )
( )
or
( )
( )
(
(
)
)
( )
Note:
For a system of equation {
( )
( )
( )
3. (
5. (
(
8. (
(
)
)
(
)
(
( )
)
( )
15.
16.
20.
13.
14.
18. (
9.
( )
7.
11.
12.
)
( )
2.
4.
(
)
( )
/
6.
10.
17.
)
( )
19.
21.
)
(
( )
22. (
23. .
( )
( )
( ) is called Bernoullis equation.
B- Differential Equation of form ( )
Explain mathematically (step by step) how to convert it to a linear equation of form
( )
( )
( ) and then separation of variables. Solve the DE
(
)
C-The Logistic equation
1) Solve it in two different methods.
2) Show that the answers are the same.
3) Graph the solution.
( )
D)
1) A 200-volt voltage source is connected to an R-C series circuit. Find the charge q(t) on the
capacitor if I(0) = 0.4 Ampere.
Henry and ( )
. Find ( ) if ( )
E-A thermometer is taken from an inside room to the outside where the air temperature is 5
F. After 1 minute the thermometer reads 55 F, and after 5 minutes the reading is 30 F. What
is the initial temperature of the thermometer?
F- A large tank is partially filled with 100 gallons of fluid in which 10 lb of salt is dissolved.
Brine containing lb of salt per gallon is pumped into the tank at a rate of 6 gallons per
minute. The well-mixed solution is then pumped out at a slower rate of 4 gallons per minute.
Find the number of pounds of salt in the tank after 30 minutes.
3.
6.
14. (
(
(
)
(
18. (
19. (
.
17.
7. (
20.
21.
10.
11.
16.
5.
9.
13. (
15.
4.
8.
12.
( )
22.
( )
2.
| |
( )
3. (
| |
| |
| |
( )
)
(
)
(
)
( )
4.
. /
Practice 2
1.
. /
( )
. /
. /
. /
. /
3.
( )
(
(
,(
(
( )
( )
) (
,(
| |
( )
(
(
)
/
(
( )
( )
( )
Practice 3
( )
.
Practice 4
*
*
( )
( )
*
( )
( )
Practice 5
( )
.
Practice 6
1.
2.
3.
( )
(
4.
( )
)
This equation can be solved in only one method
the integrating factor is
( )
( )
)
By the same method of problem o. The integrating factor is
( )
( )
( ) is called Bernoullis equation.
B- Differential Equation of form ( )
Explain mathematically (step by step) how to convert it to a linear equation of form
( )
( )
( ) and then separation of variables. Solve the DE
The idea is to make this Bernoullis equation in to first order linier equation.
In order to make this in to first order linier equation, we divide both sides by ( )
the
Bernoullis
( )
equation
then
(
( )
and
( )
( )
( )
( )
( )
(
( )
( )
Let
( )
Let
. We get
( )
becomes
so
( )
then
(
Therefore,
( )
Method 2.
From
Let
.
Therefore, ( )
( )
and get
D- 1) A 200-volt voltage source is connected to an R-C series circuit. Find the charge q(t) on
the capacitor if I(0) = 0.4 Ampere.
( )
When t=0, we assume that q=0. Therefore, q(0)=0 so we get
( )
D-2) Given the circuit below with R 1 and L 1 Henry and V (t ) sin t . Find i(t ) if i(0) 0
{
)
Therefore we get ( )
(
)
( )
. ( )
(
E-A thermometer is taken from an inside room to the outside where the air temperature is 5
F. After 1 minute the thermometer reads 55 F, and after 5 minutes the reading is 30 F. What
is the initial temperature of the thermometer?
Solution:Newtons law of cooling states
).
When
When
When
We get
Therefore ( )
( )
F- A large tank is partially filled with 100 gallons of fluid in which 10 lb of salt is dissolved.
Brine containing lb of salt per gallon is pumped into the tank at a rate of 6 gallons per
minute. The well-mixed solution is then pumped out at a slower rate of 4 gallons per minute.
Find the number of pounds of salt in the tank after 30 minutes.
Solution:The most fundamental idea of solution to this problem is that the rate of change of
salt is the difference between rate in and out. Which could be written as
(
)
Let the function of amount of salt be A(t). The rate of salt coming in is
The rate of salt going out could not be calculated in numeric way
because the concentration of salt water keeps on changing respect to time. The concentration
( )
of saltwater of tank at time t is
because the amount of saltwater at time t is 100+2t.
( )
( )
Solve by multiplying : (
(
( )
( )
(
)
)
)
( )
)
)
so we can find
) .
)
(
(
( )
( )
( )
. The main idea is to make left side of equation integrable. To make this
( )
( )
( )
| ( )|
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( ( ) ).
( )
( ) ( )
( )
( )
( )
So we get ( )
2. (
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(
3.
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(
| |
7. (
(
)
|
|
(
9.
8.
| |
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10.
| |
( )
11.
( )
( )
( )
(
(
12.
)
(
13. (
.
)
)
(
14. (
))
)(
( )
.
(
0(
*(
) .
15.
( ) ( )
( ) ( )
)(
( )
( )
)(
( )
( )
|
|
16.
|
|
|
|
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|
|
|
|
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17.
18. (
19. (
21.
20.
| |
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