Вы находитесь на странице: 1из 69

1

Example
Solve the differential equation

dy
dt

1
2
y
5

Solution
The differential equation is

dy
dt

1
2
y

Just separate the variables and integrate

dy
2
1 1/ y

dt
6

since

1
2
1 1/ y

y
y

1
y

Thus,

dy
2
1 1/ y

tan

y
1

tan ( y )

( y)

C
7

Example
Solve the differential equation

Solution:
Since 1 t 2

dy
2
2
2 2
1 t y t y
dt
y

(1 t )(1

t y

(1 t )(1 y )

Therefore we can write as

dy
dt

y )
8

dy
2
1 y

(1

dy
2
1 y

t ) dt
2

(1 t ) dt
3

tan ( y )

This can be written as

t
3

C
3

t
tan t
3

C
9

Example
Solve

x dy

ydx

10

Solution
The equation

x dy

ydx

can be written as
dy
dx

1 x

1 x

( y)

Separate the variables and integrate

dy
y

dx
1 x

11

or
or

ln y

ln 1 x

y e 1 x
y

A(1 x)
12

Example
Solve
4

xy dx

2e

3x

dy

13

Solution
The equation
4

xy dx

2e

3x

dy

can be written as

dy
dx

3
x
xe

y
y

14

Solution
The equation
4

xy dx

2e

3x

dy

can be written as

dy
dx

3
x
xe

2
4

dy

y
y

3x

xe dx
15

Taking the integrals

1 3x 1 3x
xe
e
3
9
2 3
2
4
1
y
2y
dy
y
y
3

3
x
xe dx

16

3
x
xe dx

2
y
2
dy
4
y

gives us

1 3x
xe
3

1 3x
e
9

3
x
e (3x 1)

2
3
y
3

1
y
9
y

6
3
y

c1

c
17

Definition
A function f defined on some interval I,
which when substituted into a differential
equation reduces the equation to an
identity, is said to be a solution of the
equation on the interval.
A solution does not contain derivatives.

18

Remarks
i)

A solution of differential equation


that is identically zero on an
interval I is referred to as a trivial
solution.

ii) Not every differential equation that


we write necessarily has a solution.

19

Definition
A solution of ODE in which the dependent
variable is expressed solely in terms of
independent variables and constant is said to
be an explicit solution.
A relation is said to be an implicit solution
of ODE on an interval I provided it defines
one or more explicit solutions on I.

20

Initial Value Problem


We are often interested in solving a DE

dy
dx

f x, y

subject to a (side) condition

y x0

y0

where

x 0 is a number in an interval I and


y 0 is an arbitrary real number.

21

The problem

dy
Solve
f x, y
dx
Subject to : y x0
y0
is called an initial-value problem (IVP). The
side condition is known as initial condition.

22

Geometrically,
Solutions of
ODE

x0 , y 0

we are seeking at least one solution of the


ODE defined on some interval I such that
the graph of the solution passes the given
point x 0 , y 0 .

23

Example
Consider IVP

on

subject to
As

Now

ce

y 0

,
y 0

is its solution

at x 0, y 3

Substituting in solution 3

3e

ce

c 3

is the solution of IVP


24

Alternatively, If we say that a solution of

passes through the point (1,3)


rather than (0,3),
then y(1) = 3 would yield

3 ce
So y

3e

c 3e
x 1

would be the solution.


25

Theorem

Existence of a Unique Solution

Let R be a rectangular region in the xy-plane


defined by a x b, c y d that contains
the point (x0,y0) in its interior. If f (x,y) and
f/y are continuous on R, then there exist
some interval I0:(x0-h, x0+h), h>0, contained
in [a,b], and a unique function y(x) defined on
I0, that is the solution of the IVP
26

Example
For

As f x , y

y, y 0

y ,

3e is the only solution.


f
y

1 are continuous

throughout the entire xy-plane

27

Example
dy
dx

For
f x, y

x
2

y ,

f
y

2y

are continuous throughout the xy - plane.


Therefore through any point (x0,y0) there
passes one and only one solution of the IVP.
28

Variable Separable
The differential equation of the form

dy
dx

f ( x, y )

is called separable if it can be written in the


form

dy
dx

h( x) g ( y)

29

Method Of Solution
Step 1: We solve the equation g ( y ) 0 to
find the constant solutions of the equation.

Step 2: For non-constant solutions we write


the equation in the form.

dy
g ( y)

h( x) dx
30

then integrate

1
dy
g ( y)

h( x)dx

to obtain a solution of the form

G( y )

H ( x)

Step3: We list the entire constant and the


non-constant solutions of the equation.

Step 4: For an IVP, we use the initial


condition to find the particular solution.
31

Example
Solve the differential equation

dy
dt

1
2
y

Solution:
1. No constant solutions as the equation
1

1
y2

has no real roots.


2. For non-constant solutions, we separate
the variables and integrate
dy
dt
2
1 1/ y

32

since

y2

1
1 1/ y 2

1
y2 1

Thus,
dy
2
1 1/ y

tan

( y)

tan 1 ( y )

3. Since there exist no constant solution, all


solutions are given by the implicit equation
found in step 2.
33

Example
Solve the initial value problem
dy
1 t 2 y 2 t 2 y 2 , y( 0 ) 1
dt
Solution:
2
2
2 2
2
2
y t y (1 t )(1 y )
Since 1 t

dy
Therefore
dt

(1 t )(1

y )

1. No constant solution because there exist no


real roots of the equation

1 y

0.

34

2. For non-constant solutions we separate the


variables and integrate.
dy
2
(1 t ) dt
2
1 y

dy
2
1 y

(1 t 2 ) dt
3

tan ( y )

t
3

This can be written as


y

t3
tan t
3

C
35

3. Since there exist no constant solutions, all


solutions are given by the implicit or explicit
equation.
4. Using initial condition y(0) = 1, we obtain
C

tan

(1)

4
The solution to the initial value problem is
3

tan ( y )

t
3

tan t

t
3

36

Example
1

Solve

x dy

ydx

Solution: The equation can be written as


dy
dx

1 x

1 x

( y)

1. The only constant solution is y = 0.


2. For non-constant solution we separate the
variables and integrate
dy
y

dx
1 x

37

or
or

ln y
y

ln 1 x

c1

c 1 x , C

c1

3. All the solutions to the given equation are

y
y

c1 x
0

38

Example
4

3x

xy dx y
2 e dy
Solve
Solution:
The given DE can be written as
dy
dx
Since

y4
y2 2

xe 3x
y

y4
y

0 . Therefore, the only

constant solution is y

0.
39

Example
Solve the initial value problems
dy
2
(a)
y 1 ,
y (0) 1
dx

(b)

dy
dx

y 1 ,

y (0)

1.01

and compare the solutions to observe: how a


very small change in the data changes the
solution.
40

Solution
1.Since ( y 1)

y 1

Therefore, the only constant solution is y = 1


2. For non-constant solutions, we separate the
variables and integrate

y 1

dy

dx

or

1
y

3. All the solutions of the equation are


1
y 1

x c,

y 1
41

4. Applying conditions to find particular


solutions of both the problems
(a) For
Thus

y 0
1
1 1

1
0 c

and

1
y

y 1 when x 0.
c

1
0

So that the solution of problem (a) is y1 = 1,


which is same as constant solution

42

(b) For
y0

Thus

and

1.01
1
1.01 1
1
y 1

y 1.01 when x

0 c

x 100

100

1
y 1
100 x

So the solution of the problem (b) is


y2

1
1
100 x

43

5. Comparison:
We can see

1
y2 1
100 x
as

100

Therefore, there can be a radical change in the


solution corresponding to a very small change
in the initial conditions.
44

Remark
An equation of the form

dy
dx

f ax by c , b

0,

can be reduced to a separable equation by


means of the substitution
.

ax by c
45

Example
Solve

dy
dx

y 2

Solution: substitute

u
du
dx

y 2

dy
1
dx

Therefore differential equation becomes


46

du
2
1 u
dx
du
dx
Integrating
2
1 u
1
tan u x c
u tan( x c)
x y 2 tan( x c )
which is the required solution

47

Differential Equations with


Boundary Value Problems
by

Dennis G. Zill
7th Edition
48

A function f is said to be
homogenous if for some real
number n it satisfies the following
property

f tx , ty

t f x, y
49

Example
f x, y
f tx , ty

t x
2

3 xy
2

t x

5y

3t xy

5t y

3 xy

5y

t f x, y
This function is homogeneous
of degree 2
50

Example
f x, y
f tx , ty

x
3

2
2

t x
2/3

2
2

t y

f x, y

Homogeneous of degree 2/3


51

Example
f x, y
f tx , ty

x
4
2y
tx
4
2ty
0

t f x, y
Homogeneous of degree 0
52

Remarks:
i) Homogeneous functions can be
recognized by examining the total
degree of each term.
e.g.

f x, y

y,

Not homogeneous
53

ii) If f is homogeneous function of degree


n then we can write
y
n
f x, y
x f 1,
x

and

f x, y

Where f 1, y and
x

y f

x
,1
y

x
f
,1
y

are

homogeneous of degree 0.
54

Example

f x, y

x2

3xy

3y
2
x 1
x

y2
y2
2
x

y
x f 1,
x
2

f(1,y/x) is homogeneous of degree 0.

55

A homogeneous differential equation

M x , y dx

N x , y dy

can be solved by means of an algebraic


manipulation specifically, either substitution
y ux or x vy , where u and v
are dependent variables, will reduce the
equation to a separable first order ODE.
56

Example:
Solve:
x

y dx

xy dy

Solution:
Both M and N are homogeneous of
degree two. If we let

ux

dy

udx

xdu
57

2 2

u x dx

ux

udx xdu

58

x 2 u 2 x 2 dx

x 2 ux 2 udx xdu

x 2 u 2 x 2 dx

x 2u u 2 x 2 dx

x 3 ux 3 du

59

x 2 u 2 x 2 dx

x 2 ux 2 udx xdu

x 2 u 2 x 2 dx

x 2u u 2 x 2 dx

x2

x 2u dx

x3 ux 3 du

x 3 ux 3 du

60

x 2 u 2 x 2 dx

x 2 ux 2 udx xdu

x 2 u 2 x 2 dx

x 2u u 2 x 2 dx

x u dx

ux du

x 2 1 u dx x 3 1 u du
1 u dx x 1 u du

x 3 ux3 du

0
0

Which is a separable equation

61

1 u
dx
du
0
1 u
x
2
dx
1
du
1 u
x
u 2 ln 1 u
y

as
so

y
x

ux u

2 ln 1

y
x

ln x

0
ln C

y / x,
ln x

ln C
62

Using the logarithmic properties


x

ln

y
Cx

y
x

On simplification we get

Cxe

y
x

is the solution
63

Example:
Solve
xydx

x2

y 2 dy

Solution:
Coefficients are homogeneous of degree
two, we could choose y vx
but the relative simplicity of the term
suggests that we put
x

vy

dx

vdy

ydv
64

ydv

v y

vy vdy
vy dv
vy dv

v y
y

1 v

2
2

y dy

v y
2

dy

dy

0
0

65

vy 2 vdy
3

vy dv
vy 3 dv
vydv

v2 y 2

ydv
2

v y

v y

y 2 dy
2

y 2 v 2 1 v 2 dy
2v

1 4vdv dy
0
2
4 2v 1 y
1
ln 2v 2 1 ln y
4

dy

0
0

ln C
66

Therefore ,
ln 2v 2
y

2v

1
2

4 ln y

ln C

or
y 2 2x 2

y2

Which is the desired result


67

General Solution
put
so

M x , y dx N x , y dy 0
y ux
dy udx xdu
M x , ux dx

N x , ux udx xdu

x n M 1, u dx

x n 1, u udx xdu

0
0

Separating the variables


M 1, u
dx
x

uN 1, u dx

N 1, u du
M i , u uN 1, u

xN 1, u du

68

69

Вам также может понравиться