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LECTURE 7
Lesson 9
9.1 Partial Derivatives
9.1.1 Calculations
9.1.2 Functions of More Than Two Variables
9.1.3 The Chain Rule
9.1.4 The Chain Rule for Functions of Two Variables
9.1.5 The Chain Rule for Functions of Three Variables

9.2 Functions of Two or More Independent Variables


9.2.1 Graphs and Level Curves

9.3 Linear Approximations and Linear Estimates


9.3.1 The Error in the Standard Linear Approximation of f x, y near x0 , y0
9.3.2 Predicting Change. Differentials
9.3.3 Absolute, Relative, and Percentage Change
9.3.4 Results for Functions of more than two Variables

Problems

Lesson 10
10.1 Maxima, Minima, and Saddle Points
10.2 Differential Equations
10.2.1 First Order Differential Equations of First Degree
10.2.1.1 Separable Equations
10.2.1.2 Homogeneous Equations
10.2.1.3 Linear Equations
10.2.1.4 Exact Equations

Problems

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Lesson 9
9.1 Partial Derivatives
Partial derivatives are the derivatives we get when all independent variables except one in a
function are kept constant and differentiate with respect to that one.

The Definition
If x0 , y0 is a point in the domain of a function z f x, y , the plane y y0 will cut the

surface z f x, y in the curve z f x, y0 , as shown in Fig. 9.1(a). The vertical coordinate

in this plane or the height above (below) the x y -plane is z. The horizontal coordinate is x.

Fig. 9.1(a)
The derivative of z f x, y0 with respect to x at x x0 is defined as the limit (if exists)

d
f f x, y0 f x0 x, y0 f x0 , y0
x0 , y0 d x lim . (9.1)
x x 0 x
at x x0

The limit is called the partial derivative of f with respect to x at the point ( x0 , y0 ) and it is the

slope of the curve z f x, y0 in the plane y y0 at the point x0 , y0 , f x0 , y0 . The tangent

to the curve z f x, y0 at x x0 is the line in the plane y y0 that passes through the point

x , y , f x , y with this slope.


0 0 0 0
1

Fig 9.1(b) Fig 9.1(c)


The usual notations of the partial derivative of z f x, y with respect to x at x0 , y0 are as

follows.
f Partial derivative of f with respect to x at x0 , y0 .
x0 , y0 or f x x0 , y0
x

z Partial derivative of z with respect to x at x0 , y0 .


x x , y
0 0

f z Partial derivative of f (or z ) with respect to x .


fx , , z x , or
x x

9.1.1 Calculations
The definition of the partial derivative f y of z f x, y with respect to y at x0 , y0 is

similar to the definition of f x given by Eq. (9.1). Consider z f x0 , y as a function of the

single independent variable and define


d
f f x , y f x0 , y0 y f x0 , y0
x0 , y0 d y 0 lim .. (9.2)
y y 0 y
at y y0

This limit (if exists) is also taken to be the slope of the curve z f x0 , y in the plane x x0 .
The tangent to the curve is the line in the plane x x0 that passes through x0 , y0 , f x0 , y0
with this slope (see Fig. 9.1(b)).
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As shown in Fig. 9.1(c), now there are two tangent lines associated with z f x, y at x0 , y0 .

If f x and f y are both continuous at x0 , y0 , the plane determined by these two lines

will be tangent to the surface z f x, y at x0 , y0 .

EXAMPLE 2 Find the value of f x and f y at the point 4, 5 if

f x, y x2 3x y y 1 .

Solution Consider y as a constant and differentiate with respect to x:

f 2
x

x
x 3 x y y 1 2 x 3 y 0 0 2 x 3 y
The value of f x at 4,5 is 2 4 3 5 23 //

Consider x as a constant and differentiate with respect to y.


f 2
y

y
x 3x y y 1 0 3x 1 0 3x 1
The value of f y at 4, 5 is 3 4 1 13 //

2y
EXAMPLE 4 Find f x and f y if f x, y .
y cos x

Solution With y held constant, we get



y cos x 2 y 2 y y cos x
2y x x
fx
x y cos x y cos x
2


y cos x 0 2 y sin x

2 y sin x
//
y cos x y cos x
2 2

When x held constant, we get



y cos x 2 y 2 y y cos x
2y y y
fy
y y cos x y cos x
2


y cos x 2 2 y 1

2cos x
//
y cos x
2
y cos x
2
4

9.1.2 Functions of More Than Two Variables

The definitions of the partial derivatives of functions of more than two independent variables are
similar to the definitions for functions of two variables. They are ordinary derivatives with
respect to one variable, taken while all the other independent variables regarded as constants.

EXAMPLE 5 Find
z
x sin y 3z .

Solution
z
x sin y 3z x sin y 3z x cos y 3z y 3z
z z
3x cos y 3z //

EXAMPLE 6 Let R x, y, z x i y j z k be the position vector of the Cartesian

coordinate point x, y, z and let x sin cos , y sin sin , and

z cos . Find R .

R x y z
Solution i j k sin sin i sin cos j //

EXAMPLE 7 Three resistors of resistances R1 , R2 , and R3 connected in parallel produce a

1 1 1 1
resistance R given by . Find R R2 .
R R1 R2 R3

Solution Treat R1 and R2 as constants and differentiate both sides of the equation with
2
1 R 1 R R
respect to R2 . Then 2 2 //
R R2 R2 R2 R2

9.1.3 The Chain Rule

When we are interested in the quantity f x, y, z (like temperature, pressure, or density) at

points on a path (through a gas or a fluid)

x x(t ), y y (t ), z z (t ) ,
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we may think of f as a function of the single variable t. At each t, the quantity f at the point

x, y, z on the path is the value of the composite f x(t ), y(t ), z(t ) . If we then wish to know

the rate at which f changes with respect to t along the path, we have only to differentiate this
composite with respect to t and obtain d f (t ) dt . When the formulas are too complicated for
convenient substitution, to find a functions derivatives, we have to use the Chain Rule.

9.1.4 The Chain Rule for Functions of Two Variables

In Lesson 1, when we had a differential function u f ( x) and x was a differentiable function


of t , we found that u was a differentiable function of t with
df d f dx
. (9.3)
dt d x dt
The equivalent formula for a function w f ( x, y ) , when x and y are differentiable functions
of t , is
df f dx f dy
. (9.4)
dt x dt y dt

This formula holds when f , f x , and f y are continuous.

EXAMPLE 8 Use the Chain Rule to find the derivative of f x, y x y with respect to t

along the path x cos t , y sin t . What is the value of the derivative at t 2 ?

Solution We evaluate the right-handed side of Eq. (9.4) with f x, y x y , x cos t , and

y sin t :

f f dx dy
y sin t , x cos t , sin t , cos t
x y dt dt
df f dx f dy
sin t sin t cos t cos t sin 2 t cos2 t cos 2t //
dt x dt y dt

In this case we can check our result by a more direct calculation. As a function of t ,
1 df d 1
f x, y x y cos t sin t sin 2t sin 2t cos 2t //
2 dt dt 2
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9.1.5 The Chain Rule for Functions of Three Variables

If w f x, y, z and its partial derivatives are continuous and x x(t ) , y y (t ) , and z z (t )

are differentiable functions of t , then the appropriate formula for d f dt is

df f dx f dy f dz
. (9.5)
dt x dt y dt z dt

EXAMPLE 9 Find the value of d f dt at t 0 if f x, y, z x y z and x cos t ,

y sin t , z t .

Solution The derivative d f dt shows how the values of f vary along a helix in its
domain. From Eq. (3) we have
df f dx f dy f dz
y sin t x cos t 11 1 cos2t
dt x dt y dt z dt

9.2 Functions of Two or More Independent Variables


In some cases, the values of functions are determined by more than one independent variable.
For eg., the function V r 2 h calculates the volume of a cylinder from its radius and height.

Definitions
Suppose D is a collection of real numbers x1 , x2 , . . . . . , xn . A real valued function f with

domain D is a rule that assigns a real number w f ( x1 , x2 , . . . . . , xn ) to each number in D.


The functions range is the set of values the function takes on. The symbol w is the dependent
variable of f and, f is a function of the n independent variable x1 to xn . For example, in the

function V r 2 h , the dependent variable is V and the two independent variables are r and h.

Domains
In defining functions of more than one variable, we follow the usual practice of excluding inputs
that lead to complex numbers or division by zero.
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EXAMPLE 10 Sketch the domain of f ( x, y) y x2 . What is the functions range?

Solution According to the convention, the domain D is the set of all number pairs ( x, y )

in the plane for which y x 2 is real. This means the points for which

y x 2 0 or y x 2 . Therefore, D is the set of points that lie above and on the

parabola y x 2 . The range of f is the set of all nonnegative numbers, z 0 .

Fig. 9.4:

9.2.1 Graphs and Level Curves

There are two standard ways to picture the values of a function f ( x, y ) .


(i) to sketch the surface z f ( x, y ) in space. The surface, consisting of the points
( x, y, f ( x, y )) , is the graph of f.
(ii) to draw some of its level curves, the curves in the domain along which the function has
a constant value f ( x, y ) c .

EXAMPLE 11 Graph the function f ( x, y) 100 x 2 y 2 in space and plot the level curves
f ( x, y ) 0 , f ( x, y ) 51 and f ( x, y ) 75 in the domain of f in the plane.

Solution The domain of f is the entire x y -plane and the range of f is the set of real

numbers less than or equal to 100. The graph is the paraboloid z 100 x2 y 2 ,
a portion of which is shown in Fig. 9.5.
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Fig. 9.5:
The level curve f ( x, y ) 0 is the set of points in the x y -plane at which

f ( x, y) 100 x 2 y 2 0 or which is the circle x 2 y 2 100 of radius 10


centered at the origin. Similarly, the level curves f ( x, y ) 51 and f ( x, y ) 75

are the circles x 2 y 2 25 and x 2 y 2 49 .

Level Surfaces
In the plane, the points at which a function of two independent variables takes on a constant
value f ( x, y ) c is called a level curve of the function. In space, the points at which a function
of three independent variables takes on a constant value f ( x, y, z ) c make up a surface called
a level surface of the function.

EXAMPLE 12 Describe the level surface of the function f ( x, y, z ) x2 y 2 z 2 .

Fig. 9.6:
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Solution The value of f is the distance from the origin to the point ( x, y, z ) . Each level

surface x 2 y 2 z 2 c, c > 0 is a sphere of radius c centered at the origin.

(See Fig. 9.6). The level surface x 2 y 2 z 2 0 is not really a surface but
consists of the origin alone.

9.4 Linear Approximations and Linear Estimates


In Lesson 2 we showed how an approximation can be made for functions of a single variable by
simpler functions that give the accuracy we want. In that case, the approximation came from a
tangent line. When an approximation is made for functions of two variables, the approximation
comes from a tangent plane instead of a tangent line.

The tangent plane to the surface z f x, y at the point x0 , y0 , f x0 , y0 lies close to the

surface near the point of tangency. For points x0 h, y0 k near x0 , y0 , therefore, the z -

values along the tangent plane give good approximations to the z -values on the surface. Hence,
to approximate the values of f near x0 , y0 , we can replace the formula for f by the formula

for the tangent plane.

The linearization of the function f x, y at x0 , y0 is the function

L x, y f x0 , y0 f x x0 , y0 x x0 f y x0 , y0 y y0 . (9.6)
The approximation
L x, y f x, y . . (9.7)
is the standard linear approximation of f near x0 , y0 .

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EXAMPLE 13 Show that f x, y 1 x y near 0, 0 .
1 x y

Solution We show that the linearization of f is L x, y 1 x y .

The function f is continuous for x y 1, as are its partial derivatives

1 1
f x x, y , f y x, y .
1 x y 2
1 x y 2
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According to Eq. 9.6, at x0 , y0 0, 0 , the linearization is

L x, y f 0, 0 f x 0, 0 x f y 0, 0 y 1 1 x 1 y 1 x y

Hence, f x, y 1 x y near 0, 0 as claimed. //

9.3.1 The Error in the Standard Linear Approximation of f x, y near x0 , y0

The error that may occur in the standard linear approximation of f x, y near x0 , y0 is
defined by E x, y f x, y L x, y and a reasonable estimate of E x, y can be given by
the inequality

M x x0 y y0
1
E x, y
2
, . (9.8)
2

where M is any upper bound for the values of f x x , f y y , and f x y on the rectangular region

R: x x0 h and y y0 k in the x y -plane.

1 2
EXAMPLE 15 Find the linearization L x, y of f x, y x 2 x y y 3 near the point
2

3, 2 . Find an upper bound for the error in the approximation f x, y L x, y


over the rectangle R : x 3 0.1, y 2 0.1 .

Express the upper bound for the error as a percentage of f 3, 2 , the value of f

at the center of the rectangle.

Solution With f 3, 2 8, f x 3, 2 2 x y 3, 2 4, f y 3, 2 x y 3, 2 1,

Eq. (9.6) gives L x, y f 3, 2 f x 3, 2 x 3 f y 3, 2 y 2

To get an upper bound for the error in the approximation of f by L on R , use

M x x0 y y0
1
E x, y
2
Eq. (9.8):
2
To find a suitable value for M , calculate

fxx 2 2 , fy y 1 1, fx y 1 1 .
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The largest of these is 2, so we may safely take M 2. With x0 , y0 3, 2 ,

2 x 3 y 2 x3 y2
1
E x, y
2 2
through R.
2
Since x 3 0.1 and y 2 0.1 on R ,

E x, y 0.1 0.1 0.2 0.04 .


2 2

0.04
As a percentage of f 3, 2 8 , the error is no greater than 100 = 0.5% //
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9.3.2 Predicting Change. Differentials


When we know the value of a differentiable function f x, y at a particular point x0 , y0 and

want to predict how much this value will change if we move nearby to x0 h, y0 k (Fig.

9.9) we use the following approach.

Fig. 9.9:

If h and k are small, f and its linearization at x0 , y0 will change by approximately the same

amount. Since the values of L are always easy to calculate, calculating the change in L gives a
practical way to estimate the corresponding change in f.
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The corresponding change in L,


L f x x0 , y0 h f y x0 , y0 k ,

is usually described with the notation

d f f x x0 , y0 dx f y x0 , y0 d y . (9.9)

in which d f denotes the change in the linearization of f resulting from changes dx and d y in
x and y. We call dx and d y the differentials in x and y and d f the corresponding differential
in f.

9.3.3 Absolute, Relative, and Percentage Change


When we move from x0 , y0 to a nearby point, we can describe the corresponding change in

the value of a function f x, y in three different ways.

True Estimate
Absolute change: f df
f df
Relative change:
f x0 , y0 f x0 , y0

f df
Percentage change: 100 100
f x0 , y0 f x0 , y0

EXAMPLE 17 Suppose that the variables r and h of the function V r 2 h change from the

initial values of r0 , h0 1, 5 by the amount d r 0.03 and dh 0.1 .

Estimate the resulting absolute, relative, and percentage changes in the values.

Solution To estimate the absolute changes in V we evaluate


dV Vr r0 , h0 dr Vh r0 , h0 dh

to get

dV 2 r0 h0 d r r02 d h 2 1 5 0.03 12 0.1 0.3 0.1 0.2

We divide this by V r0 , h0 to estimate the relative change:


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dV 0.2 0.2
0.04 .//
V r0 , h0 r02 h0 1 5
2

We multiply this by 100 to estimate the percentage change:


dV
100 0.04 100 4% .//
V r0 , h0

EXAMPLE 18 The volume V r 2 h of a right circular cylinder is to be calculated from


measured values of r and h. Suppose that r is measured with an error of no
more than 2% and h with an error no more than 0.5%. Estimate the resulting
possible percentage error in the calculation of V .

dr dh
Solution We are told that 100 2 and 100 0.5 .
r h

dV 2 rh d r r 2 d h 2dr dh
Since
V r2 h r h

dV dr dh dr dh
100 2 100 100 2 100 100
V r h r h

2 2 0.5 4.5
We estimate the error in the volume calculation to be at most 4.5%. //

Lesson 10
10.1 Maxima, Minima, and Saddle Points
Functions of two independent variables can have local maximum and minimum values just the
way functions of single variables can (see Fig. 10.1). We can use partial derivatives to find the
local maximum and the minimum values of a continuous function f x, y on a region R in the

xy -plane by taking the steps below. The routine is much the same as the routine for functions of
a single variable. The main difference is that the first and second derivative tests now involve
more derivatives.
14

x2 y 2
Fig. 10.1: The function z (cos x)(cos y )e has many local maxima and minima.

The Derivative Tests


For a function f x, y of two independent variables,

look for points where the surface z f x, y has a horizontal tangent plane. At such

points we then look for a local maximum, a local minimum, or a saddle point (Fig. 10.3).
examine the values of the function at the boundary points in its domain and at any points
where the first partial derivatives f x or f y do not exist.

Fig. 10.3: Classification of the values of f x, y : Saddle points are the three-dimensional

analogues of points of inflection. Local values are often called relative values.

We organize the search for the extreme values assumed by a continuous function f x, y on a

region R into three steps:


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STEP 1: Make a list that includes the points where f has its local maxima and minima and
evaluate f at all the points on the list.
the local maxima and minima of f can occur only at
(i) boundary points of R ,
(ii) interior points of R where f x f y 0 and points where f x or f y fail to exist.

(We call these the critical points of f.)

Therefore, to make the list, we find the maximum and minimum values of f on the
boundary of R and find the values of f at the critical points.

STEP 2: If R is closed and bounded, look through the list for the maximum and minimum values
of f. These will be the absolute maximum and minimum values of f on R .

STEP 3: If R is not closed and bounded, try the following second derivative test.

The fact that f x f y 0 at an interior point ( a, b) of R does not in itself guarantee

that f will have an extreme value there. However, if f and its first and second partial
derivatives are continuous on R , there is a second derivative test that may identify the
behavior of f at a, b as shown below.

If f x a, b f y a, b 0 , then

(i) f has a local maximum at ( a, b) if f x x 0 and f x x f yy f x y 0 at (a, b) ;


2

(ii) f has a local minimum at ( a, b) if f x x 0 and f x x f y y f x2y 0 at ( a, b) ;

(iii) f has a saddle point at ( a, b) if f x x f y y f x2y 0 at ( a, b) .

(iv) The test is inconclusive at ( a, b) if f x x f y y f x2y 0 at ( a, b) . We must find some

other way to determine the behavior of f at ( a, b) .

On a curve x x(t ), y y (t ), we treat f as a function of t and find the extreme values of f as


we would those of any other function of a single variable.
16

EXAMPLE 1 Find the extreme values of f ( x, y) x 2 y 2 .

Solution The domain of f has no boundary points, and it is the entire plane (Fig. 10.4). The

graph of the function f x, y x2 y 2 is the paraboloid z x 2 y 2 . The

derivatives f x 2 x and f y 2 y exist everywhere. Therefore local maxima and

minima can occur only where f x 2x 0 and fy 2y 0 .

The only possibility is the origin, where the value of f is zero. Since f is never
negative, we see that zero is an absolute minimum.

Although the second derivative test is not needed, it would have found

f x x f y y f x2y 2 2 0 4 0
2
fxx 2 , fyy 2, fx y 0 and

identifying 0, 0 as a local minimum. This in itself does not identify 0, 0 as an

absolute minimum. It takes more information to do that.

EXAMPLE 2 Find the extreme values of the function f x, y x y x2 y 2 2 x 2 y 4 .

Solution The function is defined and differentiable for all x and y and its domain has no
boundary points. The function therefore has extreme values only at the points
where f x and f y are simultaneously zero. This leads to

f x y 2 x 2 0, f y x 2 y 2 0, x y 2

Therefore, the point 2, 2 is the only point where f may take on an extreme

value. To see if it does so, we calculate


f xx 2 , fyy 2, fx y 1

The discriminant of f at a, b 2, 2 is

f x x f y y f x2y 2 2 1 4 1 3
2

The combination f xx 0 and f x x f y y f x2y 0


17

means that f has a local maximum at 2, 2 . The value of f at this point is

f 2, 2 8.

EXAMPLE 3 Find the extreme values of f x, y x y .

Solution Since the function is differentiable everywhere and its domain has no boundary
points (Fig. 10.5), the function can assume extreme values only where

fx y 0 and fy x 0 .

Thus, the origin is the only point where f might have an extreme value. To see

what happens there, we calculate f xx 0, f y y 0, f x y 1.

The discriminate, f x x f y y f x2y 1

is negative. Therefore the function has a saddle point at 0, 0 . We conclude that

f x, y x y assumes no extreme values at all.

10.2 Differential Equations


A differential equation is an equation that involves one or more derivatives, or differentials.
The differential equations that describe the free fall of a heavy object, derived from equations of
motion, involve the velocity and time. Consider the case of finding a function y F ( x) whose
derivative is given by a differential equation dy dx f ( x) over some interval of x-values. In
this equation d y dx is given as a function of x. A more complicated differential equation might

express d y dx in terms of y as well: d y dx 2 x y 2 . A differential equation may also involve

higher order derivatives: d 2 y d x 2 6 x y (d y d x ) 3x 2 y 2 0 .

A function F ( x) is called a solution of the differential equation dy dx f ( x) over the interval


I if F is differentiable at every point of I and if dF ( x) dx f ( x) at every point of I . We also

say that F ( x) is an anti-derivative of f ( x) .


18

In the falling body example, we solved the equation dv dt 9.8 on the interval t 0 by finding
the general solution v(t ) 9.8 t C . We then solved the falling body problem by using the
initial condition v (0) 0 to select the particular solution v(t ) 9.8 t from the general
solution.

Differential equations are classified by


(a) Type (namely, ordinary or partial)
(b) Order (that of the highest-order derivative that occurs in the equation); and
(c) Degree (the exponent or the highest power of the highest-order derivative).

For example,
2 5
d3y d2y y
3 2 2 ex
dx dx x 1

is an ordinary differential equation, of order three and degree two.


Only ordinary derivatives occur when the dependent variable y is a function of a single
independent variable x, y f ( x ) . If the dependent variable y is a function of two or more

independent variables, y f x, t , where x and t are independent variables, then partial

derivatives of y may occur.

A function y f x is said to be a solution of a differential equation if the latter is satisfied

when y and its derivatives are replaced throughout by f x and its corresponding derivatives.

In this section, only the first one of the following topics, First order equations of first degree,
will be treated. Throughout, only ordinary differential equations will be considered.

First order differential equations of first degree

a. Variable separable
b. Homogeneous
c. Linear
d. Exact differentials
19

10.2.1 First Order Differential Equations of First Degree

A differential equation of first order and first degree can always be put into the form

M d x N d y 0 .. (10.3)

where M and N represent functions of x and y . When these functions satisfy certain
conditions, the solution is relatively easy to find and can be written as

f x, y C .. (10.4)

The special types of first order and first degree equations we consider are designated:
(a) separable, (b) homogeneous, (c) linear, and (d) exact.

10.2.1.1 Separable Equations


When M is a function of x alone and N is a function of y alone, then Eq. (10.3) has the form

M x d x N y d y 0

This is the standard form of a first order separable equation. Once the equation has been put in
standard form, we can find its solution by direct integration of each term, giving us

M x d x N y d y C
EXAMPLE 5 Solve the differential equation
dy
dx

1 y2 ex .
Solution Rewrite the equation, grouping all the y terms with d y and the x terms with d x :
dy dy
exd x or exd x 0
1 y 2
1 y2
Integration of the first part with respect to x and the second part with respect to y
gives the solution

e x tan 1 y C
y tan 1 e x C //
20

10.2.1.2 Homogeneous Equations

A differential equation whose variables cannot be separated, can be transformed by a change of


variables into an equation whose variables can be separated. This is the case with any equation
that can be put into the form
dy y
F .. (10.5)
dx x
Such an equation is called homogeneous.
Eq. (10.5) can be transformed into an equation whose variables may be separated, by introducing
y dy dv
a new variable v . v x , .. (10.6)
x dx dx
Using Eq. (10.6), Eq. (10.5) gives Eq. (10.7) and it can be solved by separation of variables:
dv dx dv
v x F v (10.7) 0 (10.8)
dx x v F v

After Eq. (10.8) is solved, the solution of the original equation is obtained by replacing v by y x .

EXAMPLE 6
Show that the equation x 2 y 2 d x 2 x yd y 0 is homogeneous and solve it.

Solution From the given equation, we have

1 y / x
2
dy x2 y 2

dx 2x y 2 y / x

This has the form of Eq. (10.5), with

1 v2 y
F v , where v
2v x
dx 2v dv
Then Eq. (10.8) becomes 0
x 1 3v 2
The solution of this equation can be written as

ln x
1
3

ln 1 3v 2 C ,
x3 1 3v 2 e3C C

3y2
In terms of y and x, the solution is
x3 1 2 x x 2 3 y 2 C //
x
21

10.2.1.3 Linear Equations

A linear differential equation of first order can always be put into the standard form
dy
P y Q , .. (10.9)
dx
where P and Q are functions of x.

To solve Eq. (10.9), we find a function = () such that if the given equation is multiplied
by , the left side becomes the derivative of the product y .
dy
P y Q . (10.10)
dx

dy d
P y y (10.11)
dx dx
Expanding the right-hand side of Eq. (10.11) and cancelling terms, we obtain
d
P( x) .. (10.12)
dx

d

P ( x ) d x, ln P( x)d x ln C , .. (10.13)

e
P( x )d x
An integrating factor for Eq. (10.9) . (10.14) (Take C 1 )
d 1
y Q( x)

Eq. (10.9) and Eq. (10.10) y Q( x) d x
dx

As P(x) and Q(x) are given functions of x and, is known from Eq. (10.14), y can be found.

dy
EXAMPLE 7 Solve the differential equation y ex .
dx

Solution This equation is already in standard form with P 1 and Q e x . We calculate

e e ex
Pd x dx
the integrating factor from the equation
By multiplying both sides of the original equation by this factor, the left side
becomes

ex
dy
dx
ex y
d x
dx
e y
22

The right side becomes e2x


d x
dx

e y e2 x ,

1 2x 1 x
By integrating we get ex y e C y e C e x //
2 2

dy
EXAMPLE 8 Solve the equation x 3 y x2 , x 0.
dx

dy 3 3
Solution Equation in standard form, y x, P( x) , Q( x) x.
dx x x

3/ x dx
e
1 1 1 x 1
e3ln x 3ln x
, and y x3 dx x C,
e x3 x3
y x 2 C x3 //

10.2.1.4 Exact Equations


An equation that can be written in the form
M x, y dx N x, y dy 0 . (10.16)

and having the property that


M N
, .. (10.17)
y x
is said to be exact, because its left-hand side is an exact differential.
To solve an exact equation, it is required to find a function f x, y such that

d f M x, y dx N x, y d y. . (10.18)

In order to compared with Eq. (10.16), it requires that df 0


and the solution is
f x, y C, .. (10.19), where C is an arbitrary constant.

To find a function f x, y that satisfies Eq. (10.18), we require that

f f
M x, y , N x, y .
x y
Integrating the first of these with respect to x , holding y constant, we get
23

f x, y x M x, y dx g y , .. (10.20)
where g y represents an unknown function of y that plays the role of an arbitrary constant.

The integral

x M x, y dx
is an ordinary indefinite integral with respect to x with y held constant. The function f
produced by Eq. (10.20) satisfies the condition
f
M x, y for any choice of the function g y ,
x

To see how we can satisfy the second condition, f y N x, y , we differentiate both sides

of Eq. (10.20) with respect to y and set the result equal to N x, y :

f g y
M x, y dx N x, y .
y y x y

Because g y is a function of y alone, and we can write dg d y in place of g y and get

dg
N x, y M x, y d x. (10.21)
dy y x

The right side of Eq. (10.21) is a function of y alone, and we can integrate it with respect to y

to get g y . When we substitute this value of g y in Eq. (10.20), we have a function f x, y

that gives the solution of the equation M x, y dx N x, y d y 0 in the form f x, y C.

EXAMPLE 9
Show that the equation x 2 y 2 d x 2 xy cos y d y 0 is exact and solve it.

Solution M x, y x2 y 2 , N x, y 2 xy cos y,

M N
2 y, 2 y, M y N x
y x

f f
Next, to find f x, y such that x2 y 2 , 2 xy cos y,
x y
24

we integrate the first equation with respect to x , holding y constant, and get

x3
f x, y x y2 g y .
3
Differentiating both sides of this equation with respect to y and setting the result
dg dg
equal to N x, y , we get 2 x y 2 x y cos y, or cos y.
dy dy

When we integrate this last equation with respect to y we get g y sin y.

x3
The solution of the differential equation is x y 2 sin y C. //
3

EXAMPLE 10 Solve the equation x d y y dx xy 2 dx.

Solution The combination x d y y d x reminds us to use the formula

u v du u dv
d
v v2
y dx x d y
x d y y dx x y 2 dx x dx
y2

x x x2
d x dx 0, C. //
y y 2
The same result would be obtained if we wrote the given equation in the form

xy 2

y dx x d y 0

and multiply by the integrating factor 1 y 2 . This would give

1 x
x dx 2 d y 0,
y y
1 x
which is exact, since x and we can follow the method
y y x y 2
described earlier for the case of an exact differential equation.

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