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dy
40
dx
y dependent variable
explicitly
d2y
2
dx
dy
(linear in y )
y0
dx
y2dx dy 0
dy 4dx 0
implicitly
d2y
2
dx
dy
y0
dx
siny y
E.
y dependent variable
y3 y5 y7
...
3!
5!
7!
Example 1:
dy
3 0
dx
(non -linear )
(non -linear )
(linear in )x
x independent variable
y'4 0
Note:
x independent variable
Example 2:
d2y
dy
2
40
2
dx
dx
x2
2V
y2
v
t
V dependent variable
T dependent variable
B)
y- 4y-5y = e3x
C)
D)
(d3s/dt3)2 + (d2s/dt2)3 = s 3t
E)
dr/d = r
F)
d2x/dy2 3x = sin y
G)
2V/x2 =3 V/y
H)
(2x+y) dx + (x-3y) dy = 0
I)
y + xy = tan y
J)
2T/x2+2T/y2+2T/z2=0
ORDER
IND
VAR
DEP
VAR
LINEAR?
x OR y
x, t independent variables
dy
3 0
dx
Order = 1
(i.e. First order differential equation)
T 2T
t x2
2V
2
2V
y2
Order = 2
(i.e. Second
order differential
equation)
V
t
Example:
Examples:
C.
ACCORDING TO THE DEGREE OF THE DIFFERENTIAL
THE DEGREE OF THE DIFFERENTIAL
- refers to the algebraic degree or exponent of the highest ordered derivative
after clearing off all fractional exponents
Examples:
d2y
dx2
d4y
D.
y= x2 + 5y
x, y, t independent variables
T 2T
t x2
B.
A)
x independent variable
2V
ODE
PDE
y dependent variable
dy
dx
dx4
d4y
dx4
Order = 2
a.
b.
c.
Example:
d2y
dx2
40
ODE
Order =2
y 0 Degree = 3
dy
dx
1
2
dy
dx
Order = 4
Degree = 6
dy
4x c1
dx
y 2x2 c1x c2
c1 and c2 are
arbitrary
constants
TYPES OF SOLUTIONS
d2x
dt2
16 24t
ES 21
2
2nd Exam Notes 2x c1x c2 y 0
1.
- a solution with the number of arbitrary constants equal to the order of the differential
equation
Example:
2.
y 2x2 c1x c2
GENERAL SOLUTION
where M and N may be factored in terms of some functions of x alone and y alone such
that:
Thus we have,
Dividing by R(x)Q(y),
Integrating each side of the equation solves this equation.
Example:
y 2x2 c1x 3
M(x, y) P(x)Q( y)
3.
PARTICULAR SOLUTION
- a solution which does not contain any arbitrary constant
- a solution to a particular problem where the arbitrary constants are assigned with
particular values
Examples:
N(x, y) R(x)S( y)
y 2x 2x 1
2
y 2x 2x
y 2x2
c1 = 2 , c2 =
1
c1 = 2 , c2 =
0c = 0 , c =
1
P(x)
S( y)
dx
dy 0
R(x)
Q( y)
B.
S( y)
P(x)
R(x) dx Q(y) dy 0 C
1.
Homogeneous Functions
A function of two variables f(x,y) is homogeneous if for any constant or variable k we can
show that
are solutions of y + y = 0.
Example: f(x,y) = 2x2y 4xy2 + x4/y is homogeneous with degree of homogeneity equals
3
3.
For what values of n will the equation y = emx be a solution of each of the following
differential equation?
1. y 2y = 0
2. y + 3y 4y = 0
3. y 6 y + 11 y 6y = 0
2.
4.
Would the method in (3) work in finding the solutions to
x2y x y + y = 0? Explain.
From your conclusion, can you suggest a class of differential equations which always
have solutions of the form y =emx
5.
If y = y1(x) and y = y2(x) are two different solutions of y +3y 4y = 0 , show that y =
c1 y1(x) + c2 y2(x) is also a solution where c1 and c2 are arbitrary constants.
d x
dt2
Case 1: (y = vx)
Given: M(x,y) dx + N(x,y) dy = 0 is homogeneous.
A.
INITIAL VALUE PROBLEM
An initial value problem is a problem that seeks to determine a solution to a differential
equation subject to conditions on the unknown function and its derivatives at ONE VALUE
of the independent variable. Such conditions are called INITIAL CONDITIONS.
or
Since the complete solution to an nth ordered differential equation always contains n
essential arbitrary constants, n conditions are required to obtain the particular solution.
These conditions may be initial or boundary conditions that will be used to determine the
arbitrary constants.
Example:
Consider y = vx
dy = vdx + xdv
M(x,vx) dx + N(x,vx) vdx + xdv = 0
M(x,vx) dx + vN(x,vx) dx + xN(x,vx) dv = 0
[ M(x,vx) + vN(x,vx) ]dx + xN(x,vx) dv = 0
16 24t
By definition,
M(x,vx) = xn M(1,v)
I.C.s :
t = 0 , x =2
t= 0 , dx/dt = -5
and
N(x,vx) = xn N(1,v)
B.
x = 2 at t = 0
x = 7 at t =1
VARIABLE SEPARABLE
ES 21
2nd Exam Notes
OTHER SPECIAL TRANSFORMATION
Note: Integrating wrt x yields a function g(y) instead of a constant c since g(y) was a partial
derivative equal to zero wrt x.
F
N(x, y)
y
t = a1 x b1 y
Method of Transformation
Let x =x + h and y = y + k where (h,k) is the point of intersection of the lines.
(i.e. h and k are solutions to the equations)
To form the homogeneous differential equation:
F(x, y)
b.
c.
d.
e.
F
M(x, y)
X
Step1. Solve for F(x,y) by integrating Mdx with respect to x and by integrating Ndy with
respect to y.
Note: Integrating wrt x yields a function g(y) instead of a constant c since g(y) was a partial
derivative equal to zero wrt x and integrating wrt y yields a function f(x) instead of a
constant c since f(x) was a partial derivative equal to zero wrt y.
.
Step 2. Equate the two functions and determine f(x) and g(y).
(x + y) dx + (3x + 3y 4) dy = 0
(2x 5y + 3) dx (2x + 4y 6) dy = 0
dy/dx = 2y/x + x3/y + x tan (y/x2), let y = vx2
dy/dx = (3x5 + 3x2y2)/(2x3y 2y3) , let x = up , y = vq
(2 + 3xy2) dx 4x2ydy = 0 , let y =vxn
b.
c.
d.
e.
dx M(x, y)dx
x
F
F(x, y)
dy N(x, y)dy
C.
sin x dy = 2y cos x dx
2(xy + x) dy = y dx
dz = (z2 + 2z 3)
y e x+y dy = dx
(1 + y2) dx + (1 + x2) dy = 0
3.
2.
1.
Note: Integrating wrt y yields a function f(x) instead of a constant c since f(x) was a partial
derivative equal to zero wrt y.
F(x, y)
D.
dF
F
F
dx
dy 0
x
y
2F
2F
2 and 2
y
F
F
x
yx
xy
yx
Integrating Factors
Mdx + Ndy = 0
If the given differential equation is not exact, in theory, there exists a function such that if
this function is multiplied to both sides of the equation, it will yield a new differential
equation that is now exact. This function is what we call an integrating factor. Hence, we
have the exact differential equation:
Mdx + Ndy = 0.
Solving a non-exact differential equation consists of two steps, namely:
1.
M N
0
y
x
2.
Determination of the integrating factor using some known methods based on the
assumptions on the nature of , and
Multiplying the integrating factor to both sides of the equation and solving the
resulting exact differential equation Mdx + Ndy = 0.
This type of differential equation is solved by reversing the method in getting the
complete derivative of the function F(x,y). Thus we can let M = F/x and N = F/y.
Recall, after we have multiplied the integrating factor to the original DE that has the form M dx + N
dy = 0 we will have:
Mdx Ndy 0
Applying the condition for exactness:
(M) (N)
y
x
F(x, y)
F
dx
x
M(x, y)dx
Since , in general, is not a constant, then we can differentiate the test for exactness as follows:
N
y
y
x
x
ES 21
2nd Exam Notes
M N
M
x
x
y
y
or:
M N
x
y
2x2
dx dy 0
1
2
y
Solution:
Checking for exactness:
M
4y2
N 1
3 and
not exact
y
x
y
y
This equation is useful in deriving the formulas for the 3 common forms of , which are:
Checking out the equation
Case 1: = (x)
f ( x)dx
(x) e
1 M N
f (x) a function
If
of x only
N y
x
Example:
1 M N
N y
x
4x2 1
y
y3
f (x)
x
y
and
M
N
2y and
y not exact
y
x
Checking out the equation
1 M N
1
2y y 1 f (x)
N y
x
xy
x
Thus the integrating factor is `
(x) e
Multiplying this to the original equation, we obtain the exact differential equation:
3
1 M N
g(y)
M y
x
x2
2 2 1
y
but
x2
x
2 2 1
n
m
y
y
M N
4x2 1
y x
y
x
y
y
we obtain m = 1 and n = 2.
dx
e x elnx x
f (x)dx
4x2 1
y
y3
(x2 + y2 + x) dx + xy dy = 0.
(x, y) xy2
(x + xy + x ) dx + x y dy = 0.
Multiplying to the original differential equation, we obtain the exact differential equation:
2x2
x
xy2
1 dx xy2 dy 0
2
y
y
or
Case 2: = (y)
g( y)dy
(y) e
If
1 M N
g(y) a function
of y only
M y
x
2x
xy2 dx x2ydy 0
Example:
Solve the differential equation
y2 dx + (3xy + y2 1) dy = 0.
E.
Recalling, the definition of a linear differential equation and a first order differential equation,
a first order linear differential equation may be written in the standard form:
Solution:
dy
yP(x) Q(x) linear
in y
dx
or
M
N
2y and
3y not exact
y
x
dx
xP(y) Q(y) linear
in x
dy
1 M N
1
2y 3y f (x) but
N y
x
3xy y2 1
y
1 M N
1
1
2 2y 3y 2 g(y)
M y
x
y
y
y
The First order linear differential equation may be solved using the Method of Integrating
Factor yielding the STANDARD SOLUTION:
y(x)
(x)Q(x)dx c
p( x)dx
where
(x) e
dy
g( y)dy
(x) e
e y elny y
or
x(y)
y3 dx + (3xy2 + y3 y) dy = 0.
If
M N mN nM
y
x
x
y
Example:
Solve the differential equation
(y)Q(y)dy c
for linear
in x
p( y)dy
where
(y) e
Multiplying to the original differential equation, we obtain the exact differential equation:
Case 3:
for linear
in y
Example:
Solve the differential equation:
dy
x ytanx 0
dx
ES 21
2nd Exam Notes
dy
ytanx x
dx
Thus we obatin P(x) = tan x and Q(x) = x, and substituting this to the standard solution, we
get the equation:
( x) e
tan dx
e ln cos x cos x
thus ,
y cos x
cos x x dx c