DifferentialEquationsChapters13

1.1: Definitions and Terminology

Differential Equation: An Equation containing the derivatives of one or more independent
variables with respect to(wrt) one or more independent variables
Classifications By Type:
o Ordinary Differential Equations (ODE): An equation that contains only ordinary
derivatives of one or more dependent variables wrt a single independent variable
ex:
d
dx
+S = c
x
,
d
2

dx
2
-
d
dx
+6x = u,
dx
dt
+
d
dt
= 2x +y
o Partial Differential Equations (ODE): An equation that contains partial
derivatives of one or more dependent variables wrt two or more independent
variables
ex:

2
u
x
2
+

2
u

2
= u
Classification by order:
o The order of a differential equation is the order of the highest derivative in the
equation.
ex: y u,
d
dx
1,
d
2

dx
2
2
Classification by linearity:
o An n
th
order differential equation is linear if the following conditions are true:
The dependent variable y & its derivatives (y

,y

) are of the 1
st

degree
The coefficients of a
0
, a
1
,a
2
Of y, y

,y

depend on at most x (they
will not be depend on y or any other variable)
Linear Equation takes form:
a
n
(x)
d
n
y
dx
n
+a
n-1
(x)
d
n-1
y
dx
n-1
+. . a
1
(x)
dy
dx
+ a

(x)y = g(x)
Solution: Any function , defined on an interval I and possessing at least n derivatives that
are continuous on I, which when substituted into an nth-order ODE reduces the equation to
an identity, is said to be a solution of the equation on the interval.

Interval of existence: The domain of a solution
o Explicit vs. Implicit solutions
An Explicit Solution is a solution where the dependent variable is expressed
solely in terms of the independent variable is explicit
A relation G(x, y) = 0 is said to be an Implicit Solution of an ordinary
differential equation (4) on an interval I, provided that there exists at least one
function that satisfies the relation as well as the differential equation on I.
1.2: Initial Value Problems
DifferentialEquationsChapters13
An Initial Value Problem(IVP) is an ODE that is paired with conditions imposed on unknown
function y(x)
First order IVP
o Solve
dy
dx
= (x, y)
o subject to y(x
0
) = y
0

Second order IVP
o Solve
d
2

dx
2
= (x, y, y)
o subject to y(x
0
) = y
0
and y
i(x
0
)
= y
1

Existence and Uniqueness
o Existence: does the ODE
dy
dx
= (x, y) possess any solutions? Di any of them pas
through (x
0,
y
0
)
o Uniqueness: When Can we be certain that there is precisely one solution passing
through (x
0,
y
0
)
o Theorem: Existence of a unique solution
Let R be a rectangular region in the xy-plane defined by a x b; c y u
that contains (x
0,
y
0
) in its inteiioi. If (x, y) onJ
d]
d
aie continuous on R
then theie exist some inteival I
u
containeu in |a,b], anu a unique function
y(x) uefineu on I
u
that is a solution to the ivp
o In othei woius, 0nique Solutions Exist Wheie
(x, y)is continuous

d]
d
is contiuous
2.2: Separable Variables
A first-order differential equation of the form
d
dx
= g(x)b(y) is said to be separable or to have
separable variables.

To Solve a Separable variable equation:
1) Group all y- terms on one side of the equation, all x-terms on the other side.
uy & ux must both be in the numerator
2) Integiate both siues
3) If an explicit solution is neeueu; solve foi y

d
dx
= g(x)b(y) ]
d
h()
= ]g(x)Jx






DifferentialEquationsChapters13
Ex: Quiz 2:
dy
dx
= c
3x+2

d
dx
= c
3x
c
2
c
-2
Jy = c
3x
Jx
_c
-2
Jy = _c
3x
Jx
c
-2
-2
=
c
3x
S
+C
c
-2
=
-2c
3x
S
+C
1

-2y = |n(
-2e
3x
3
+C
1
)



2.3: Linear Equations
A first order DFEq in the form o
1
(x)
d
dx
+o
0
(x)y = g(x)

is a linear equation for the dependent
variable y
If g(x)= 0 then the function is homogeneous
If g(x)= 0 then the function is non-homogeneous
o Standard form found by dividing above equation by o
1
(x) giving:
o
d
dx
+P(x)y = (x)

where P(x)y =
u
0
(x)
u
1
(x)

To Solve First Order ODE by integrating factor (I.F):

1) Find the standard form by deviding by the coefficient of dy/dx
2) Use P(x) from standard form to identify the integrating factor for the ODE
I. F = c
]P(x)dx

3) Multiply all terms of standard form by I.F. Left hand side always reduces to the
derivative of your integrating times y so the result is
|c
]P(x)dx
y]
d
dx
= c
]P(x)dx
(x)
4) Integrate both sides and solve for y
Any term whose contribution to the solution becomes negligible( approaches zero) as
x is called a transient term
Any point which makes o
1
(x) = u causes a discontinuity on P(x) is called a singular
point of the ODE
2.4: Exact Differential and Exact Equation
A differential expression H(x, y)Jx + N(x, y)Jy 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. A first order
ODE of the form N(x, y)ux + N(x, y)uy = u is an exact equation if the Left Hand Side is an
exact differential.
alEquations
Criterion For
o The n
differe
o
0M
0x
=
olving an Ex
-
1) Integr
functi
2) Differ
3) Set
0I
0y
4) Set so

- Altern
1) Integr
functi
2) Differ
3) Set
0I
0x
4) Set so
ntegrating fa
o It is p
equati


Chapters13
an Exact Di
ecessary and
ential is:
N

xact Equatio
rate M with r
ion of y[(g (y
rentiate the r
I
y
= N(x, y) a
olution f(x, y
natively you
rate N with r
ion of x[(g (x
rentiate the r
I
x
= N(x, y) a
olution f(x, y
actors
ossible to fin
ion into an e
If
M
j
-N
x
N
is
If
N
x
-M
j
M
is
ifferential Eq
d sufficient c
on
respect to x.
y)]. This yie
result f(x ,y)
and solve for
y) equal to an
can work w
respect to y.
x)]. This yie
result f(x ,y)
and solve for
y) equal to an
nd an integra
exact equatio
s a function o
s a function o
quation
condition tha

Keep in min
lds function
. with respec
r "arbitrary c
n arbitrary co
with N
Keep in min
lds function
. with respec
r "arbitrary c
n arbitrary co
ating factor,
on.
of x alone, in
of y alone, in
at N(x, y)ux
nd, the arbitr
f(x ,y).
ct to y (
0I
0y
).
constant"
onstant C
nd, the arbitr
f(x ,y).
ct to x (
0I
0x
).
constant"
onstant C
which will t
ntegrating fa
ntegrating fa
x + N(x, y)u
rary constan
.
rary constant
.
transform a
actor is p(x)
actor is p(x)
uy be an exa
nt maybe a
t maybe a
non-exact
) = c
]
M
j
-N
x
N
) = c
]
M
j
-N
x
N
act
x
dx

x
dx

DifferentialEquationsChapters13
2.5: Solutions by Substitution
HOMOGENEOUS EQUATIONS a function f that possesses the property
(tx, ty) = t
u
(x, y) for some real number , then f is said to be a homogeneous
function of degree
N(x, y)ux + N(x, y)uy = uis saiu to be homogeneous* if both coefficient functions
N anu N aie homogeneous equations of the same uegiee
To solve homogeneous equations:
1) Substitute y = ux onJ Jy = uJx +xJu or x = uy onJ Jx = uJy +yJu
2) Simplify separable equation
S) Solve using separation of variables
Ex: HW set 3
N(x, y) = y
2
+yx ; N(x, y) = x
2
H(tx, ty) = t
2
y
2
+t
2
yx; N(tx, ty) = t
2
x
2
Both aie homogeneous equations with =2

y = ux , Jy = uJx +xJu
Substitute y anu uy foi eq. above
(u
2
x
2
+ux
2
)Jx +ux
2
Jx +x
3
Ju = u
u
2
x
2
Jx +ux
2
Jx +ux
2
Jx +x
3
Ju = u
(u
2
x
2
+2ux
2
)Jx +x
3
Ju = u
(u
2
+2u)x
2
Jx = x
3
Ju
-
1
x
Jx =
Ju
(u
2
+2u)

-_
1
x
Jx = _
Ju
(u
2
+2u)

-_
1
x
Jx =
1
2
_
Ju
u
-
1
2
_
Ju
(u +2)

-ln|x| = ln|u| -ln|u +2| +C
1

-ln|x| = ln
y
x
-ln
y
x
+2 +C
1

-ln|x| = ln_
y
y +2x
_ -+C
1
Quick Review: Partial Fraction
Decomposition

1
u(u +2)
=
A
u
+
B
u +2

Let u=0;
1 = A(u +2) +Bu
1 = Au + 2A +Bu
1 = 2A, A =
1
2

Let u=-2
1 = B(-2), B = -
1
2


BERNOULI EQUATIONS

d
dx
+P(x)y = (x)y
n

o Let u = y
1-n

o Find
dy
dx
and substitute
REDUCTION TO SEPERABLE VARIABLES

dy
dx
= (Ax +By +C) can be reduced by letting (Ax +By +C) where B=0 find
dy
dx
and
substitute

M
N

M
C
3.2:Non
P
C
alEquations
near Models
Models of gro
o
x
dt
=


Newton's Law
o
d1
dt
= k
o T is th
o T
M
is
Mixtures: Sal
o
dA
dt
=
Circuits
o Series

o Series

n- Linear Mo
opulation D
o Consi


o
dP
dt
=


o Modif



Chemical Rea
Chapters13
owth and de
kx; x(t
0
)
k > 0 gro
k < 0 de
w of Cooling
k(I -I
M
)
he current tem
the ambient
lt-Tank Prob
(input rotc
s circuit cont
I
d
dt
+ Ri =
s circuit cont
R
dq
dt
+
1
c
q
odels
ynamics and
ider exponen
P
dt
= kP
Model Dy
P(o - bP)w
bP
2
inte
corrying
fications
dP
dt
= P(o
dP
dt
= P(o
dP
dt
= P(o
Fo
actions (2nd
cay
= x
0

owth
ecay
g/Warming
mperature at
or surround
blems.
c o solt) -
taining only
= I(t)
taining a res
q = I(t)
d the logistic
ntial growth
P
0
c
kt

ynamics are n
wbcrc o >
erpreted as "
copocity
u
b
- bP) - b
- bP) + b
- b ln P)
or tumor gr
d order)
t time t
ding tempera
- (output r
a resistor an
istor and cap
. c equation
model
not feasible f
u , b > u
inhibition" o
u
b

Eor:cst
rcstock
0ompcrtz
rowtb
ature
rotc o solt
nd inductor
pacitor
for long-term
or" competit
t
kcJ
z FEq.
t) = R
n
-
m population
tion"
-R
out

ns.
Last hw
alEquations
o Suppo
compo
grams


o The fo

hau pietty g
Chapters13
ose a gram
ound C (x(t)
s remaining f
(o -
M
M+N

[b -
N
M+N
ormation is m
dX
dt
= k(o
Wh
goou pioble
ms of chemic
)). If M parts
for each will
X)
X
modeled by
-X)([ -X
heie o =
u(M
ems
cal A and b g
s of A and N
l be:
X)
M+N)
M
, [ =
b
grams of che
N parts of B a
b(M+N)
N

emical B for
are used, the
rm a new
en the numbeer of