02 first order differential equations

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first order differential equation

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02 first order differential equations

  1. 1. FIRST ORDER DIFFERENTIAL EQUATIONS
  2. 2. In this lecture we discuss various methods of solving first order differential equations. These include: <ul><li>Variables separable </li></ul><ul><li>Homogeneous equations </li></ul><ul><li>Exact equations </li></ul><ul><li>Equations that can be made exact by multiplying by an integrating factor </li></ul>
  3. 3. Linear Non-linear Integrating Factor Separable Homogeneous Exact Integrating Factor Transform to Exact Transform to separable
  4. 4. The first-order differential equation is called separable provided that f(x,y) can be written as the product of a function of x and a function of y. (1) Variables Separable
  5. 5. Suppose we can write the above equation as We then say we have “ separated ” the variables. By taking h ( y ) to the LHS, the equation becomes
  6. 6. Integrating, we get the solution as where c is an arbitrary constant.
  7. 7. Example 1 . Consider the DE Separating the variables, we get Integrating we get the solution as or an arbitrary constant.
  8. 8. Example 2. Consider the DE Separating the variables, we get Integrating we get the solution as or an arbitrary constant.
  9. 9. Homogeneous equations Definition A function f ( x , y ) is said to be homogeneous of degree n in x , y if for all t , x , y Examples is homogeneous of degree is homogeneous of degree 2. 0.
  10. 10. A first order DE is called homogeneous if are homogeneous functions of x and y of the same degree . This DE can be written in the form where is clearly homogeneous of degree 0.
  11. 11. The substitution y = z x converts the given equation into “variables separable” form and hence can be solved. (Note that z is also a (new) variable,) We illustrate by means of examples.
  12. 12. Example 3. Solve the DE Let y = z x. Hence we get That is
  13. 13. or Separating the variables, we get Integrating we get
  14. 14. We express the LHS integral by partial fractions. We get or an arbitrary constant. Noting z = y/x, the solution is: c an arbitrary constant or c an arbitrary constant
  15. 15. Working Rule to solve a HDE: 1. Put the given equation in the form 2. Check M and N are Homogeneous function of the same degree.
  16. 16. 5. Put this value of dy/dx into (1) and solve the equation for z by separating the variables. 6. Replace z by y/x and simplify. 4. Differentiate y = z x to get
  17. 17. Example 4. Solve the DE Let y = z x. Hence we get or Separating the variables, we get Integrating we get where cosec z – cot z = c x and c an arbitrary constant.
  18. 18. We shall now see that some equations can be brought to homogeneous form by appropriate substitution. Non-homogeneous equations Example 5 Solve the DE That is
  19. 19. We shall now put x = u+h , y = v+k where h, k are constants ( to be chosen). Hence the given DE becomes We now choose h, k such that Hence
  20. 20. Hence the DE becomes which is homogeneous in u and v . Let v = z u. Hence we get
  21. 21. or Separating the variables, we get Integrating we get i.e. or
  22. 22. Example 6 Solve the DE That is Now the previous method does not work as the lines are parallel. We now put u = 3 x + 2 y .
  23. 23. The given DE becomes or Separating the variables, we get
  24. 24. Integrating, we get i.e.
  25. 25. EXACT DIFFERENTIAL EQUATIONS A first order DE is called an exact DE if there exits a function f ( x , y ) such that Here df is the ‘total differential’ of f ( x , y ) and equals
  26. 26. Hence the given DE becomes df = 0 Integrating, we get the solution as f ( x , y ) = c , c an arbitrary constant Thus the solution curves of the given DE are the ‘level curves’ of the function f ( x , y ) . Example 8 The DE is exact as it is d ( xy ) = 0 Hence the solution is: x y = c
  27. 27. Example 7 The DE is exact as it is d ( x 2 + y 2 ) = 0 Hence the solution is: x 2 + y 2 = c Example 9 The DE is exact as it is Hence the solution is:
  28. 28. Test for exactness Suppose is exact. Hence there exists a function f ( x , y ) such that Hence Assuming all the 2 nd order mixed derivatives of f ( x , y ) are continuous, we get
  29. 29. Thus a necessary condition for exactness is
  30. 30. We saw a necessary condition for exactness is We now show that the above condition is also sufficient for M dx + N dy = 0 to be exact. That is, if then there exists a function f ( x , y ) such that
  31. 31. Integrating partially w.r.t. x, we get where g ( y ) is a function of y alone We know that for this f ( x , y ), …… . (*) Differentiating (*) partially w.r.t. y, we get = N gives
  32. 32. or … (**) We now show that the R.H.S. of (**) is independent of x and thus g ( y ) (and so f ( x , y )) can be found by integrating (**) w.r.t. y . = 0 Q.E.D.
  33. 33. Note (1) The solution of the exact DE d f = 0 is f ( x , y ) = c . Note (2) When the given DE is exact, the solution f ( x , y ) = c is found as we did in the previous theorem. That is, we integrate M partially w.r.t. x to get The following examples will help you in understanding this. We now differentiate this partially w.r.t. y and equating to N , find g  ( y ) and hence g ( y ).
  34. 34. Example 8 Test whether the following DE is exact. If exact, solve it. Here Hence exact. Now
  35. 35. Differentiating partially w.r.t. y , we get Hence Integrating, we get (Note that we have NOT put the arb constant ) Hence Thus the solution of the given d.e. is or c an arb const.
  36. 36. Example 9 Test whether the following DE is exact. If exact, solve it. Here Hence exact. Now
  37. 37. Differentiating partially w.r.t. y , we get Hence Integrating, we get (Note that we have NOT put the arb constant ) Hence Thus the solution of the given d.e. is or c an arb const.
  38. 38. In the above problems, we found f ( x , y ) by integrating M partially w.r.t. x and then We can reverse the roles of x and y . That is we can find f ( x , y ) by integrating N partially The following problem illustrates this. w.r.t. y and then equate equated
  39. 39. Example 10 Test whether the following DE is exact. If exact, solve it. Here Hence exact. Now
  40. 40. Differentiating partially w.r.t. x , we get gives Integrating, we get (Note that we have NOT put the arb constant ) Hence Thus the solution of the given d.e. is or c an arb const.
  41. 41. The DE is NOT exact but becomes exact when multiplied by i.e. We say as it becomes is an Integrating Factor of the given DE Integrating Factors
  42. 42. Definition If on multiplying by  ( x , y ), the DE becomes an exact DE, we say that  ( x , y ) is an Integrating Factor of the above DE are all integrating factors of the non-exact DE We give some methods of finding integrating factors of an non-exact DE
  43. 43. Problem Under what conditions will the DE have an integrating factor that is a function of x alone ? Solution. Suppose  = h ( x ) is an I.F. Multiplying by h ( x ) the above d.e. becomes Since (*) is an exact DE, we have
  44. 44. i.e. or or or
  45. 45. Hence if is a function of x alone, then is an integrating factor of the given DE
  46. 46. Rule 2: Consider the DE If , a function of y alone, then is an integrating factor of the given DE
  47. 47. Problem Under what conditions will the DE have an integrating factor that is a function of the product z = x y ? Solution. Suppose  = h ( z ) is an I.F. Multiplying by h ( z ) the above d.e. becomes Since (*) is an exact DE, we have
  48. 48. i.e. or or or
  49. 49. Hence if is a function of z = x y alone, then is an integrating factor of the given DE
  50. 50. Example 11 Find an I.F. for the following DE and hence solve it. Here Hence the given DE is not exact.
  51. 51. Now a function of x alone. Hence is an integrating factor of the given DE Multiplying by x 2 , the given DE becomes
  52. 52. which is of the form Note that now Integrating, we easily see that the solution is c an arbitrary constant.
  53. 53. Example 12 Find an I.F. for the following DE and hence solve it. Here Hence the given DE is not exact.
  54. 54. Now a function of y alone. Hence is an integrating factor of the given DE Multiplying by sin y , the given DE becomes
  55. 55. which is of the form Note that now Integrating, we easily see that the solution is c an arbitrary constant.
  56. 56. Example 13 Find an I.F. for the following DE and hence solve it. Here Hence the given DE is not exact.
  57. 57. Now a function of z =x y alone. Hence is an integrating factor of the given DE
  58. 58. which is of the form Integrating, we easily see that the solution is c an arbitrary constant. Multiplying by the given DE becomes
  59. 59. Problem Under what conditions will the DE have an integrating factor that is a function of the sum z = x + y ? Solution. Suppose  = h ( z ) is an I.F. Multiplying by h ( z ) the above DE becomes Since (*) is an exact DE, we have
  60. 60. i.e. or or or
  61. 61. Hence if is a function of z = x + y alone, then is an integrating factor of the given DE
  62. 62. Linear Equations <ul><li>A linear first order equation is an equation that can be expressed in the form </li></ul>where a 1 (x), a 0 (x), and b(x) depend only on the independent variable x, not on y.
  63. 63. We assume that the function a 1 (x), a 0 (x), and b(x) are continuous on an interval and that a 1 (x)  0on that interval. Then, on dividing by a 1 (x), we can rewrite equation (1) in the standard form where P(x), Q(x) are continuous functions on the interval.
  64. 64. Let’s express equation (2) in the differential form If we test this equation for exactness, we find Consequently, equation(3) is exact only when P(x) = 0. It turns out that an integrating factor  , which depends only on x, can easily obtained the general solution of (3).
  65. 65. Multiply (3) by a function  (x) and try to determine  (x) so that the resulting equation is exact. We see that (4) is exact if  satisfies the DE Which is our desired IF
  66. 66. In (2), we multiply by  (x) defined in (6) to obtain We know from (5) and so (7) can be written in the form
  67. 67. Integrating (8) w.r.t. x gives and solving for y yields
  68. 68. Working Rule to solve a LDE: 1. Write the equation in the standard form 2. Calculate the IF  (x) by the formula 3. Multiply the equation in standard form by  (x) and recalling that the LHS is just obtain
  69. 69. 4. Integrate the last equation and solve for y by dividing by  (x).
  70. 70. Ex 1. Solve Solution :- Dividing by x cos x, throughout, we get
  71. 71. Multiply by yields Integrate both side we get
  72. 72. Problem (2g p. 62): Find the general solution of the equation Ans.:
  73. 73. The usual notation implies that x is independent variable & y the dependent variable. Sometimes it is helpful to replace x by y and y by x & work on the resulting equation. * When diff equation is of the form
  74. 74. Q. 4 (b) Solve

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