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F ( x, y, y ', y ",..., y ( n ) ) 0
(1)
dy
x2
dx
Example:
For each of the following differential equations, state which variable is dependent and which is
independent
a.
d 2 y dy
x
dx 2 dx
b.
dx
5
xt
dt
c. RC
dvc
vc Vs ; R, C, Vs are constant
dt
The order of a differential equation is the degree of the highest derivative that occurs in the
equation.
Example:
a.
b.
c.
cos x
dy
3 x 2 y x e3 x 0
dx
The solution of a differential equation can be obtained when an expression for y in terms of x
that can be substituted into the equation to make both sides equal. Note that a solution is an
expression of the dependent variable in terms of the independent variable.
The most general solution to the differential equation normally contains one or more arbitrary
constants.
Example:
Function y C1 sin 2 x C2 cos 2 x is a solution to the equation
d2y
4 y 0 . Indeed substituting
dx 2
True identity.
The General Solution to an ODE is the most general solution containing arbitrary constants.
The Particular Solution is obtained from general solution when we assign particular numerical
values to arbitrary constants.
Thus, function y C1 sin 2 x C2 cos 2 x is a general solution to the equation
d2y
4y 0 .
dx 2
Example:
1. Show that y 5e 2 x is a solution of the equation
d 2 y dy
2y
dx 2 dx
dy
2y
dx
Example:
Solve equation
dy
x 1 .
dx
Solution:
The general solution is obtained by integrating f ( x) x 1 .
3
1
2
( x 1) 2
2( x 1) x 1
x 1dx ( x 1) dx
C
C ,
3
3
2
Example:
Solve equation y '' sin 3 x.
Solution:
Integrating once we obtain
1
y ' sin 3 xdx cos 3 x C1 , where C1 is an arbitrary constant.
3
1
1
y cos 3 x C1dx sin 3 x C1 x C2 , C1 and C2 are arbitrary constants.
3
9
Example:
Solve equation y ' x sin 3 x.
Solution:
Integrating
by parts
x u, dx du
cos 3x
1
1
cos 3 x
y x sin 3xdx sin 3 xdx dv x
dx x cos 3x cos 3 xdx
3
3
3
3
cos 3 x
v
1
1
x cos 3x sin 3x C.
3
9
Example:
Obtain the general solution of the equation
1.
dy
cos x sin x
dx
2.
d2y
5e 2 x
dx 2
3.
d2y
sin
d 2
Separable equations
dy
f ( x) g ( y )
dx
(2)
Example:
1.
dy
x2 y3
dx
3.
dy
ln x sec y
dx
2.
dy
y 2 sin x
dx
4.
dy
y
1
y
dx x 1 x 1
dy
f x dx
gy
(3)
To find the general solution of this equation we integrate both parts of (3).
g y dy f x dx
Example:
Rewrite each equation in
g y dy f x dx form
1.
dy
x2 y3
dx
4.
dz
te z
dt
2.
dy
y 2 sin x
dx
5.
dv v 2
dr r 2
3.
dy
ln x sec y
dx
6. y
dy
3x 7
dx
Example:
dy y
.
dx x
dy dx
y
x
dy
dx
y
x
ln | y | ln | x | C
| y | eln| x| C
| y | eC | x |
y eC x
Denoting eC by C1 , we finally obtain the general solution
y C1 x , C1 0.
Example:
dy
xy y .
dx
dy
y ( x 1)
dx
dy
( x 1)dx
y
Integrating we get
dy
( x 1)dx
y
ln | y |
x2
xC
2
y e
x2
x C
2
y e e
C
x2
x
2
y C1e
x2
x
2
x
x
dy
xy y is y C1e 2 , where C1 is arbitrary constant.
solution to the equation
dx
Example:
1. Solve the first-order equation
dy
3 ye x by separation of variables
dx
dy 3x 2
dx
y
b.
dy cos x
dx sin 2 y
3. When an object such as a mass vibrating on a spring, or a pendulum oscillating under the
action of gravity, moves in simple harmonic motion its velocity v satisfies a differential
equation of the form
v
dv
k 2 x
dx
In all previous examples we were able after integrating to express required solution explicitly as
y f ( x). In some cases it may be extremely difficult or even impossible.
Example:
Find general solution to the equation
dy y xy
.
dx x xy
Solution:
Separating variables, we present the equation in the form
y 1
x 1
dy
dx
y
x
Integrating both parts, we obtain
y 1
x 1
dy
dx
y
x
1
1 y dy 1 x dx
y ln | y | x ln | x | C
ln
y
x yC
x
y
eC e x y
x
y C1 xe x y
The last equation cannot be solved for y algebraically, and present the solution implicitly.
General solution to a differential equation generates infinitely many particular solutions. They
are obtained by giving arbitrary constants in the general solution particular numerical values.
Quite often, a particular application calls for a solution of a differential equation satisfying some
additional conditions. These conditions specify particular values for a solution and its derivatives
at given values of independent variable. These conditions are called boundary conditions. In the
special case in which all boundary conditions are given at the same value of independent
variable, the boundary conditions are called initial conditions. To find the solution to an ODE,
satisfying boundary or initial conditions is to solve boundary-value or initial-value
problem.
Example:
dy
y 2 e3x ; y (0) 1 .
dx
Solution:
dy
e3 x dx
2
y
e3 x dx
1 1 3x
e C
y 3
3
e C
3x
3
e C
3
1 C
1 C 3
C2
dy
y 2 e3x satisfying initial conditions y (0) 1 is
dx
3
.
e 2
3x
10
Example:
Solve the initial value problem for the ODE xy 2 y ' y 1;
y (3e 2 ) 2 .
Solution:
First, we separate the variables
y2
dx
dy
y 1
x
To find general integral, we integrate both sides of this equality
y2
dx
dy
y 1
x
y 1 y 1 dy
dx
x
Substituting initial conditions into this equality, we find the value for the constant C.
1 2
2 2 ln | 2 1| ln | 3e 2 | C
2
ln 3 ln 3 2 C
2C 0
C 2
11
Example:
Solve the initial value problem for the ODE y '' 6 x 2; y '(1) 2, y (1) 5.
Solution:
Integrating both sides of this equality, we obtain:
y ' 3 x 2 2 x C1
(*)
C1 1
So, y ' 3 x 2 2 x 1 . Integrating once more, we obtain
y x 3 x 2 x C2
(**)
Example:
Show that xt 2e3t is a solution of the initial value problem
dx
2 x 2e3t , x0 2
dt
12
Example:
Find the particular solution of
dx 2
t that satisfies the condition x3 0
dt
Example:
The differential equation describing the head, h, of liquid in a tank was obtained
A
dh
kh
dt
Solve this differential equation given that at t = 0 the head of liquid is h0. A and k are constants.
13
ASSIGNMENT
1.
2.
3.
4.
5.
3y '
4x
y2
d.
xy ' y y 2
e.
f.
x
2 y2 1
y'
y
x 1
y xy ' 0
e x y y ' 3x
Solve the following differential equations with the given initial or boundary conditions.
a.
y ' 3 x 2 ( y 2);
b.
2 yy ' e x y ;
c.
d2y
3
sin 2 x; y '(0) ,
2
dx
2
d.
y '' 24t 2 6t 4;
y (2) 8
y (4) 2
y (0) 4.
y '(0) 2,
y (1) 5.
dy e x
dx
y
b.
dy
3 x 2e y subject to the condition y 0 1
dx
dy
3
dx
b.
dy 6 sin x
dx
y
dy
kx
dx
e.
b.
dy
ky
dx
f.
x2
c.
dy
y2
dx
g.
dx t 4
dt x5
d.
dy
x2
dx
dy
2 y 2 yx
dx
dy
sin x
dx
14
6.
7.
dx
xt
dt
b.
dy x
dx y
c.
d.
dx x 2 1
dt
t
dx
tan x
dt
dx
t x 2 . Hence, find the particular
dt
8.
The equation iR L
di
E where R, L and E are constants arises in electrical circuit
dt
theory. This equation can be solved by separation of variables. Find the solution that
satisfies the condition i 0 0 .
9.
Find the particular solution of y ' ' ' 0 given that y 0 3 , y ' 1 4 and y" 2 6 .
10.
Show that y x x
11.
12.
13.
3
2
1
3
and y ' 4
8
64
dx
5 x 3 for xt .
dt
dy
7 y 2 x3 for y 2 3
dx
dy
y y 1 given y = 2 when
dx
x = 1.
15