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by type
by order
CLASSIFICATION by degree
by linearity
SOLUTION OF DIFFERENTIAL
EQUATIONS
Ex: d.v
•Those that are differentiated df
•The variables w.r.t. dx i.v
(NMN_FIST_III09/10)
which differentiation
occurs
5
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INTRODUCTION :
The solution of problems concerning
the motion of objects
the size of balloon changes w.r.t to the amount of air being blown
into it
the heat transport and etc.
often involves discussion of relations of the form
dx dr
f (t , x) or g (t , r ) .
dt dt
Differential equations equations involving the derivatives
of various quantities .
In engineering, d.e are most commonly used to model dynamic system.
These are systems which change with time.
d 2x dx
6 2 x 3t
(NMN_FIST_III09/10)
2
dt dt
acceleration distance
speed
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Excellent does not an accident, but it comes through a hard work!!
Table 1 : Example of Differential Equation
dx
6 4 (sin t ) x 0 x t
(NMN_FIST_III09/10)
dt
7 f f
4 x2 2 y f x, y
x y
8
Excellent does not an accident, but it comesDOES
EXCELLENT through
NOT AN a hard work!!
ACCIDENT,BUT IT COMES THROUGH A HARD WORK
CLASSIFICATION :
ORDER: Ex:
The highest derivatives in a differential d2 f df
equation 2
4 x cos 2 x
dx dx
The order of an equation is not
affected by any power to which the d 2 y dy
3
DEGREE:
The degree of a d.e is the degree to which
the highest derivative is raised.
Ex: 2
d f
3
df
(NMN_FIST_III09/10)
2 4 x cos 2 x
dx dx
9
Excellent does not an accident, but it comes through a hard work!!
CLASSIFICATION :
LINEARITY:
Linear differential equation is easier to solve.
A differential equation is said to be linear if:
Otherwise, non-linear.
2
f f dx dx
4 x2 2 y
x y 4 0
dt dt
are nonlinear
(NMN_FIST_III09/10)
are linear
3 f dx
4 x 2
2y 4 sin x 0
xy 2
dt
10
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Test your understanding….
Exercise (1) : Order
Differential Equations Order
d2y 2 dy
x 3 y e x
dx 2 dx
2
dy
2
d y
xy 0
dx
2
dx
4 2
d x d x
4
5 2
3x sin t
dt dt
y
2
'''
yy ' 0
d 2i di l
L 2 R i Ew cos t
dt dt c
u 2u
(NMN_FIST_III09/10)
2
0
x 2 y 2
v v
0
t s
11
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Exercise (2) : Linearity
12
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THE SOLUTION OF A DIFFERENTIAL EQUATION:
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THE SOLUTION OF A DIFFERENTIAL EQUATION:
Example: dy
Find the unique solution of DE 3x 2 which satisfies the
condition y(1) 4 dx
Solution:
The general solution of the DE is y x 3 C
Applying the boundary condition
C 3
and the particular solution is
y x3 3
(NMN_FIST_III09/10)
14
Excellent does not an accident, but it comes through a hard work!!
1.2 Solving First-order differential equations
SEPARABLE EQUATIONS
HOMOGENEOUS EQUATIONS
LINEAR EQUATIONS
EXACT EQUATIONS
Each types of these diff. eqn. will be discusses in details which includes
the techniques of how to identify and solve the given diff. eqn.
Example :
Identify whether the following is a separable differential equation
dy
a y 3x 2 y
dx
dy x y
b
dx x
dy
e x y
c
dx
dy
d sin x cos y cos x sin y 0 SOLUTION
dx
Solution:
dy x y
dy
a y 3x 2 y b
dx dx x
can be written as The given equation is not a
separable differential equation.
dy
y (1 3 x 2 )
dx
dy
(1 3 x 2 )dx
y
Hence, it is a separable
differential equation.
Integrating : dy
1 y 2 dx
tan 1 y x c
y tan( x c)
We get
ln 1 y ln x k ,k constant.
ln 1 y ln x k
1 y
ln k
x
1 y
e k A, A constant.
x
or y Ax 1.
dy
a. x 2 (1 y) y 2 (1 x) 0, y(1) 1
dx
dx t 1
2
b. , x(0) 2
dt x 2
Newton’s Law of
Cooling
dT dT
T Ts or k T Ts
dt dt
Ambient temperature
dT
(T Ts )
dt
dT
k (T Ts )
dt
dT
(T Ts ) k dt
ln(T Ts ) kt C
e ln (T Ts ) e kt C
(T Ts ) e kt . eC
T Ae kt Ts where A e C
Example:
A turkey is taken from the oven at 300 F and placed at room
temperature of 70 F. In t 2 minutes, the turkey’s temperature
is 200 F. Find how long it takes the turkey to cool to 150 F.
Solution:
2 minutes ? minutes
300 0F 200 0F 150 0F
dT
Continue…. (T Ts )
dt
dT
k (T 70)
dt
dT
(T 70) k dt
ln(T 70) kt C
e ln (T 70) e kt C
(T 70) e kt . eC
T Ae kt 70
Continue….
T t Ae kt 70 k 0.2853
T 0 Ae 0 70 300
A 230 T t 230e 0 .2853t 70
T t 230e kt 70
230e 0 .2853t 70 150
T 2 230e 2 k 70 200
e 2 k
0.5652 e 0 .2853t 0.3478
2k 0.5705 t 3.7 minutes
(1) Formulate the mathematical model for the cooling of the body w.r.t.
and solve it.
(2) What is the temperature of the body at the end of 10 minutes?
(3) When will the temperature of the body be 60 F
(4) After how many minutes will the temperature of the body be within
1 F of the constant 50 F temperature of the room?
dt
where K is the skydiver’s coefficient of drag. If the skydiver
leaves her aeroplane at time t 0 with zero vertical
velocity find at what time she reaches half her final velocity.
f x, y f ( x, y)
Example:
dy y x
Given f ( x, y ) dy 2
dx y x Given f ( x, y ) x y y 2
dx
Test for homogeneity,
Test for homogeneity,
y x
f ( x, y )
f ( x, y ) x y y
2 2
y x
y x 3 x2 y 2 y 2
y x
0
f ( x, y )
f ( x, y )
0
Hence,the equation is
Hence,the equation is homogeneous of
degree 0
not homogeneous
Example: Solve dy xy
dx x2 y 2
dy 2y 4 x 4
a) =
dx xy 3
dy
b) xy =x 2 +y 2 ; y (1) 1
dx
b c dy
where p and q and leave the coefficient of 1.
a a dx
x e
pdx
Example(1):
Find the particular solution of the differential equation
dy y
1
dx x
which satisfies the condition x = 0 when y=1.
Solution:
1
In this example p x and q x 1
x
Now
1
p x dx dx ln x
x
Therefore x 1
y x
2 2x
Excellent does not an accident, but it comes through a hard work!!
LINEAR EQUATIONS:
Example(2): dy
Solve x y x3
dx
Solution:
x3 k
Answer : y
4 x
dy
rate in - rate out
dt
2lb 5gal 10lb
rate in
gal min min
y t lb 5gal y t lb
rate out
100gal min 20min
Solution(cont):
p t , q t 10
1 t
t 20
20 10e
e y
20
C
1
1 t
t e
dt
20
e 20
20
20t
d e y
t t
y t e 200e C
20
t
10e 20 20
dt
20t t t
d e y 10 e 20
dt y t 200 Ce 20
Solution(cont): t
y t 200 Ce 20
y 0 200 C 4
C 196
t
y t 200 196e 20
10
y10 200 196e 20
81.12 lb
Excellent does not an accident, but it comes through a hard work!!
LINEAR EQUATIONS:
x
ln x log as a power.
e e.g
e ln sin x
sin x e 2ln x
e
x2
ln x 2
ln sin x
3
ln tanh x
tanh x e sin 3 x
3ln sin x
e e
ln x
e
x 1
ln x 1
e
ln x 2
......
e
e 2ln x ......
Example: Solve dy y xy 3
dx
Solution:
Now, we can solve as previous problems.
Multiply the given equation by y 3 we have
i.f e e 2 x
2 dx
3 dy
y y 2 x
dx
d 2 x
dx
e v 2 xe 2 x
dv dy
Let v y 2 ,then
dx
2 y 3
dx
d 2 x
dx
e v dx 2 xe 2 x dx
Solve
dy 1
a) y xy 2
dx x
dx t 2 3 t 2 2 t 2
b) tx te x ans: x 2e
4
Ce , C any constant.
dt
3 1
dy
c) 4 y xy 2 ans: 8 y 2
Ce 2 x 2 x 1
dx
Some first-order DE are of a form (or can be manipulated into a form) that
is called EXACT. dy
f ( x, y )
dx
M ( x, y )
How to define an EXACT EQUATIONS? f ( x, y )
N ( x, y )
dy M x, y
dy M ( x, y )
N x, y
o Let dx dx N ( x, y ) (1)
o If u u x, y ,
u u
du dx dy
then x y (4)
u u
M, N
o Then compare (4) with (3), therefore x y (5)
2u 2u
then yx xy (6)
Or
u u M N
that is represent
y x x y y x (7)
M N
o y x will proved that
M x, y dx N x, y dy 0 is an EXACT EQUATION.
The equation
M ( x, y)dx N ( x, y)dy 0
is an exact equation if and only if
M N
y x
Example:
Determine whether or not the following differential equations are exact.
dx 2
(a)2 xt x 2t 0
dt
x2 1
(b) xydx dy 0
2 y
(c) 2 x 3 y 2 dx 6 xy 2 y dy 0
3
x x
(d )( 3x 2 )dx (1 )dy 0 SOLUTION
y y
Solution:
x2 1
(b) xydx dy 0
2 y
M
Where M ( x, y ) xy x
y
x2 1 N
and N ( x, y ) x
2 y x
M N
Therefore
y x
Hence, the equation is exact differential equation
Solution:
x x 3
(d ) 3 x dx 1 dy 0
2
y y
x M 1
Where M ( x, y ) 3 x 2
y y y
x3 N 3x 2
and N ( x, y ) 1
y x y
M N
Therefore
y x
Hence, the equation is not an exact differential equation
Example:
Solve (6 x 10 xy 3 y )dx (5x 6 xy 3 y )dy 0
2 2 2 2
Solution:
Test for exactness:
We know that : M ( x, y )dx N ( x, y )dy 0
This gives:
M
M ( x, y ) 6 x 2 10 xy 3 y 2 10 x 6 y
y
N
N ( x, y ) 5 x 2 6 xy 3 y 2 10 x 6 y
x
Therefore,the given equation is an exact differential equation
M N
because .
y x
Solution (cont):
Since the equation is an exact equation, we can now find the solution for
this d.e.
We know that
u
M ( x, y ) 6 x 2 10 xy 3 y 2 (2)
x
and
u
N ( x, y ) 5 x 2 6 xy 3 y 2 (3)
y