MATHEMATICAL METHODS FOR ENGINEERS II (EE203)

Chapter 1
Ordinary Differential Equations (ODE)

Lecture #2 First Order ODE

1.2 Linear First Order ODE

General form Simple solution by integration Separation of variables Solving by integrating factor Solving by exact DE Initial value problem

General Form
For P(x) and Q(x) are functions of x only, the linear 1st order DE can be written in form:

dy + P ( x) y = Q ( x) dx y '+ P ( x) y = Q ( x)
We can solve these linear DEs using some methods. The goal is to find the general solution in form of y(x). Thus, solving a DE means finding an equation without derivatives terms that satisfies the given differential equation.

SIMPLE SOLUTION BY INTEGRATION

Solutions of some DEs can be obtained easily by directly integration. For example,
dx = 4t 2 dt

4 x(t ) = 4t 2 dt = t 3 + C 3
1 4x y ( x) = e + C 4
dx t 4 = t2 + A dt 4
t5 t3 x(t ) = + At + B 20 3

dy = e4 x dx
d 2x 3 = t 2t 2 dt

SEPARATION OF VARIABLES
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 form of: 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. For example: Solve this DE!

Examples:
Solve!

Take e to power of both side

x(t ) = Kt 3
Note:

e ln a = a
Let: eC=K

SEPARATION OF VARIABLES (Special Case)

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!!
dy x 2 + y 2 = dx xy

x2 + y2 x2 + v2 x2 1+ v2 = = xy v vx 2

Substitute y=vx
dv 1 + v 2 v+x = dx v

dy dv =v+ x dx dx
dv 1 x = dx v
1 y = ln x + C 2 x
2

1 vdv = x dx

v2 = ln x + C 2

y = 2 x 2 (ln x + C )

y ( x) = x 2(ln x + C )

Integrating Factor

Integrating Factor Steps:

1. Write in the standard form: 2. Find P(x) and evaluate P(x) dx
3. 4. 5. 6. Write integrating factor : Multiply equation 1. throughout by integrating factor, I Write the equation 4. in the form: d [Iy ] = IQ( x) dx Integrate both side then solve for y and include constant of integration.

Examples:

or write in

d [Iy ] = IQ( x) dx

Exact Differential Equation

We have already known that one of the methods for solving 1st order DE is integration involving separation of variables. There is also another approach of solving this equation by exact differential equation.

Exact Differential Equation

Suppose a differential equation is written in the following form:
M ( x, y ) dx + N ( x, y )dy = 0 .(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

M N = y x
It is exact if there is a function f such that:
M ( x, y )dx + N ( x, y )dy = Therefore, df df dx + dy dx dy .(2)

f = M ( x, y ) x

f = N ( x, y ) y

= f ( x, y ) total derivative of f

Exact Differential Equation

Then we can find f by integration: f ( x, y ) = M ( x, y )dx + g ( y ) Where g(y) is constant of integration, arbitrary constant function w.r.t. x. Then g(y) can be found by : f d = M ( x, y )dx + g ' ( y ) = N ( x, y ) y dy d g ' ( y ) = N (x, y ) M ( x, y ) dx dy g ( y ) = g ' ( y )dy
The solution to an exact differential equation is then:

.(3)

.(4)

f ( x, y ) = c

..(5)

since : f = Mdx + Ndy = 0 then : f = c (constant )

Examples:

Consider the previous example, the differential equation to solve is: x dy ex + 3y = 2 dx x

Solution Rewrite the equation: (3 x 2 y e x ) dx + x 3 dy = 0 Thus: M = 3x 2 y e x dM = 3x 2 dx and and N = x3 dM dN = dy x (the equation is exact)

dN = 3x 2 dx

Then f(x,y) will be a function such that: df = M = 3 x 2 y e x and x f ( x, y ) = Mdx + g ( y ) = x 3 y e x + g ( y ) df = x 3 + g ' ( y) = N = x 3 dy g ' ( y) = x 3 x 3 = 0 Therefore, g ( y ) = C We get the solution: f ( x, y ) = x 3 y e x f ( x, y ) = x 3 y e x = C and df = N = x3 y

x3 y = e x + C

y = x 3 (e x + C )

Initial Value Problem

So far, the general solutions for ODE involve unknown constant. So we will need an initial condition for y(t0) 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).

Examples:

TIPS. Please remember some techniques of integration: -Integral by substitution -Integration by parts -Solving for unknown integral -Integral by partial fractions forms see Calculus books..

~end~

Differential Equation (DE)