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MATHEMATICAL METHODS FOR
ENGINEERS II (EE203)
Lecture#2
First Order DE
Mahmud Iwan
SCHOOL OF ENGINEERING SCHOOL OF ENGINEERING SCHOOL OF ENGINEERING SCHOOL OF ENGINEERING
UCSI UNIVERSITY UCSI UNIVERSITY UCSI UNIVERSITY UCSI UNIVERSITY
Sept Sept Sept Sept- -- -Oct 2011 Oct 2011 Oct 2011 Oct 2011
~EE203: Mahmud Iwan~
Outline
Linear first order DE: general form
Simple solution by integration
Separation of variables
Solving by integrating factor
Solving by exact DE
Initial value problem
~EE203: Mahmud Iwan~
First Order DE
For P(x) and Q(x) are functions of x only, the linear 1
st
order
DE can written in the form:
We can solve these linear DEs using some methods.
The goal is to find the general solution in the form y(x).
Thus, solving a DE means finding an equation without
derivatives terms that satisfies the given differential
equation.
) ( ) ( '
) ( ) (
x Q y x P y
x Q y x P
dx
dy
= +
= +
2
~EE203: Mahmud Iwan~
SIMPLE SOLUTION BY INTEGRATION
Solutions of some DEs can be obtained easily by directly integration.
For example,
2
4t
dt
dx
=

+ = = C t dt t t x
3 2
3
4
4 ) (
x
e
dx
dy
4
=
C e x y
x
+ =
4
4
1
) (
t t
dt
x d
2
3
2
2
= A t
t
dt
dx
+ =
2
4
4
B At
t t
t x + + =
3 20
) (
3 5
~EE203: Mahmud Iwan~
Some differential equations can be solved by the method of separation of
variables (or "variables separable") . This method is only possible if we can
write the differential equation in the form:
A(x) dx + B(y) dy = 0,
where A(x) is a function of x only and B(y) is a function of y only.
Once we can write it in the above form, all we do is integrate throughout, to
obtain our general solution.
SEPARATION OF VARIABLES
For example: Solve this DE!
~EE203: Mahmud Iwan~
Examples:
Solve!
Note:
a e
a
=
ln
Let: e
C
=K
Take e to power of both side
3 ) ( = Kt t x
3
~EE203: Mahmud Iwan~
Example: special case by substituting y=vx
This looks simple, but we find that we cannot express the LHS and RHS to
separate x and y. Solve this DE!!
xy
y x
dx
dy
2 2
+
=
Substitute y=vx
dx
dv
x v
dx
dy
+ =
v
v
vx
x v x
xy
y x
2
2
2 2 2 2 2
1+
=
+
=
+
v
v
dx
dv
x v
2
1+
= +
v dx
dv
x
1
=

= dx
x
vdv
1
C x
v
+ = ln
2
2
C x
x
y
+ =

ln
2
1
2
( ) C x x y + = ln 2
2
( ) C x x x y + = ln 2 ) (
SEPARATION OF VARIABLES (Special Case)
~EE203: Mahmud Iwan~
Integrating Factor
~EE203: Mahmud Iwan~
Examples:
4
~EE203: Mahmud Iwan~
Examples:
~EE203: Mahmud Iwan~
Exact Differential Equation
We have already known that one of the methods for
solving 1
st
order DE is integration involving separation of
variables.
There is also another approach of solving this equation by
exact differential equation.
~EE203: Mahmud Iwan~
Exact Differential Equation
Suppose a differential equation is written in the following form:

0 ) , ( ) , ( = + dy y x N dx y x M .(1)

If M(x,y) and N(x,y) are continuous functions and have continuous first partial derivatives
then (1) is exact if and only if


x
N
y
M

It is exact if there is a function f such that:

dy
dy
df
dx
dx
df
dy y x N dx y x M + = + ) , ( ) , ( .(2)

Therefore,

) , ( y x M
x
f
=

( ) y x N
y
f
, =

f
y x f
of derivative total
) , (

=
5
~EE203: Mahmud Iwan~
Exact Differential Equation
Then we can find f by integration:

+ = ) ( ) , ( ) , ( y g dx y x M y x f .(3)

Where g(y) is constant of integration, arbitrary constant function w.r.t. x.

Then g(y) can be found by :

( ) y x N y g dx y x M
dy
d
y
f
, ) ( ' ) , ( = + =

.(4)
( )

= dx y x M
dy
d
y x N y g ) , ( , ) ( '

= dy y g y g ) ( ' ) (

The solution to an exact differential equation is then: c y x f = ) , ( ..(5)

y.
( ) constant : then
0 : since
c f
Ndy Mdx f
=
= + =
~EE203: Mahmud Iwan~
Consider the previous example, the differential equation to solve is:

2
3
x
e
y
dx
dy
x
x
= +

Solution
Rewrite the equation: 0 ) 3 (
3 2
= + dy x dx e y x
x


Thus:
x
e y x M =
2
3 and
3
x N =


2
3x
dx
dM
= and
2
3x
dx
dN
=
x
dN
dy
dM

= (the equation is exact)

Then f(x,y) will be a function such that:


x
e y x M
x
df
= =

2
3 and
3
x N
y
df
= =

) ( ) ( ) , (
3
y g e y x y g Mdx y x f
x
+ = + =

and
3 3
) ( ' x N y g x
dy
df
= = + =
0 ) ( '
3 3
= = x x y g

Therefore, C y g = ) (
x
e y x y x f =
3
) , (

We get the solution: C e y x y x f
x
= =
3
) , (

) (
3 3
C e x y C e y x
x x
+ = + =



Examples:
~EE203: Mahmud Iwan~
So far, the general solutions for DE involve unknown
constant. So we will need an initial condition for y(t
0
)
hence we will find the particular solutions.
A differential equation along with a sufficient number of
initial conditions is called an Initial Value Problem (IVP).
Initial Value Problem
6
~EE203: Mahmud Iwan~
Examples:
~EE203: Mahmud Iwan~
Exercise:
( ) 0 ) 1 ( sin cos
2 2
= + dy x y dx xy x x 2 ) 0 ( = y
2. Find the general solution to the following exact DE:
( )
3
1 x y
dx
dy
x = + +
( )
2
3
1
x
e x
dx
dy
x x y

= +
1. By using integrating factor, solve the following DE:
3. Solve this initial value problem (use exact DE):
4. Solve this DE (hint: partial fractions form of integration):
4
2
= y
dx
dy
~EE203: Mahmud Iwan~
Please remember some techniques of integration:
-Integral by substitution
-Integration by parts see Calculus books..
-Solving for unknown integral
-Integral by partial fractions forms
TIPS.
~end~