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DIFFERENTIAL EQUATIONS
In this lecture we discuss various methods
of solving first order differential equations.
These include:
• Variables separable
• Homogeneous equations
• Exact equations
• Equations that can be made exact by
multiplying by an integrating factor
y f ( x, y)
Linear Non-linear
Integrating Factor Integrating
Factor
Separable Homogeneous Exact
Transform to
Transform to separable Exact
Variables Separable
1
h( y )
dy g ( x ) dx c
or y ce x , c an arbitrary constant.
Example 2. Consider the DE
3
x
3x ln y dx dy 0
2
y
Example 2. Consider the DE
3
x
3x ln y dx dy 0
2
y
Separating the variables, we get
1 3
dy dx
ln y y x
Integrating we get the solution as
ln | ln y | 3 ln x k
c
or ln y 3 , c an arbitrary constant.
x
Selesaikan persamaan berikut
Homogeneous equations
Definition A function f(x, y) is said to be
homogeneous of degree n in x, y if
f (tx, ty) t f ( x, y) for all t, x, y
n
Examples f ( x, y) x 2 xy y
2 2
is homogeneous of degree 2.
y yx
f ( x, y ) sin( )
x x
is homogeneous of degree 0.
A first order DE M ( x, y ) dx N ( x, y ) dy 0
is called homogeneous if M ( x, y ) , N ( x, y )
are homogeneous functions of x and y of the
same degree.
This DE can be written in the form
dy
f ( x, y )
dx
where f ( x, y ) M ( x, y ) / N ( x, y ) is
clearly homogeneous of degree 0.
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.
Example 3. Solve the DE
(3x y ) dy 2 xy dx 0
2 2
dy 2 xy
That is
dx (3x y )
2 2
3
or z ( z 1)( z 1) cx, c an arbitrary constant.
Noting z = y/x, the solution is:
( y x)( y x) c y , c an arbitrary constant
3
or x y c y , c an arbitrary constant
2 2 3
Working Rule to solve a HDE:
1. Put the given equation in the form
M ( x, y )dx N ( x, y )dy 0 (1)
3. Let y zx.
4. Differentiate y = z x to get
dy dz
zx
dx dx
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.
Example 4. Solve the DE
y yx
y sin( )
x x
Example 4. Solve the DE
y yx
y sin( )
x x
Let y = z x. Hence we get
dz dz
zx z sin( z 1) or x sin( z 1)
dx dx
Separating the variables, we get 1 dx
dz
sin( z 1) x
Integrating we get
y Tan (z-1)/2 = c x
where z and c an arbitrary constant.
x
Non-homogeneous equations
i.e. 2u 2uv 3v c
2 2
1 3 3 2
or 2( x 1/ 5) 2( x )( y ) 3( y ) c
2
5 5 5
Example 6 Solve the DE
(6 x 4 y 3) dx (3x 2 y 2) dy 0
dy (6 x 4 y 3)
That is
dx (3x 2 y 2)
u ln u x c
2
i.e.
3x 2 y ln (3x 2 y) x c
2
EXACT DIFFERENTIAL EQUATIONS
A first order DE M ( x, y ) dx N ( x, y ) dy 0
Now f ( x, y) M dx y dx xy g ( y )
x x
Differentiating partially w.r.t. y, we get
f 2
x g ( y ) N x
y y
Hence g ( y ) 2
y
Integrating, we get g ( y ) 2ln | y |
(Note that we have NOT put the arb constant )
Hence f ( x, y ) xy g ( y ) xy 2ln | y |
Thus the solution of the given d.e. is
f ( x, y ) c or xy 2ln | y | c, c an arb const.
Example 9 Test whether the following DE
is exact. If exact, solve it.
(2 x y sin y)dx (4 x y x cos y) dy 0
4 2 3
M N
8 xy cos y
3
Hence exact.
y x
Now f ( x, y) M dx (2 xy 4 sin y) dx
x x
x y x sin y g ( y)
2 4
Differentiating partially w.r.t. y, we get
f
4 x y x cos y g ( y )
2 3
y
N 4 x y x cos y Hence g ( y ) 0
2 3
Integrating, we get g ( y ) 0
(Note that we have NOT put the arb constant )
Hence
f ( x, y) x y x sin y g ( y) x y x sin y
2 4 2 4
M N
2 y sin 2 x; 4 y cos x sin x 2 y sin 2 x
y x
Hence exact.
Now f ( x, y ) N dy 2 y cos x dy
2
y y
y cos x g ( x)
2 2
Differentiating partially w.r.t. x, we get
f
2 y cos x sin x g ( x) y sin 2 x g ( x)
2 2
x
M 1 y sin 2 x gives
2
g ( x ) 1
Integrating, we get g ( x ) x
(Note that we have NOT put the arb constant )
Hence
f ( x, y) y cos x g ( x) y cos x x
2 2 2 2
1
We say is an Integrating Factor of the
x given DE
Definition If on multiplying by (x, y), the DE
M dx N dy 0
becomes an exact DE, we say that (x, y)
is an Integrating Factor of the above DE
1 1 1
, 2 , 2 are all integrating factors of
xy x y
the non-exact DE y dx x dy 0
We give some methods of finding integrating
factors of an non-exact DE
Problem Under what conditions will the DE
M dx N dy 0
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
h( x) M dx h( x) N dy 0 .......(*)
Since (*) is an exact DE, we have
(h( x) M ) (h( x) N )
y x
M N
i.e. h( x) y M y h( x) h( x) x N x h( x)
M N
or h( x ) M 0 h( x ) N h( x)
y x
M N
or h( x)( ) N h( x)
y x
M N
or y x h( x)
N h( x )
M N
y x
Hence if g ( x)
N
is a function of x alone, then
e g ( x ) dx
then e h ( y ) dy
Here M ( x 3 y ); N 2 xy
2
M N
6y 2y
y x
Hence the given DE is not exact.
M N
y x 6 y 2 y 2 g ( x),
Now
N 2 xy x
a function of x alone. Hence
2
dx
e x
g ( x ) dx
e x 2
M N
0 e cot y
x
y x
Now cot y h ( y ),
M e x
e sin y y c,
x 2
c an arbitrary constant.
Problem Under what conditions will the DE
M dx N dy 0
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
h( z ) M dx h( z ) N dy 0 .......(*)
Since (*) is an exact DE, we have
(h( z ) M ) (h( z ) N )
y x
M N
i.e. h( z ) M h( z ) h( z ) N h( z )
y y x x
or M N
h( z ) M h( z ) x h( z ) N h( z ) y
y x
or h( z )( M N ) h( z )( Ny Mx)
y x
M N
y x h( z )
or
Ny Mx h( z )
M N
y x
Hence if g ( z)
Ny Mx
is a function of z = x y alone, then
e g ( z ) dz
Here M y ; N x 2x y 2 3
M N
1 1 4 xy
3
y x
Ny Mx ( xy 2 x y ) xy
2 4
2 2
g ( z ),
xy z
a function of z =x y alone. Hence
2
e g ( z ) dz
e dz
z
1 1
2 2 2
z x y
is an integrating factor of the given DE
1
Multiplying by 2 2 , the given DE becomes
xy
1 1
2
d x ( 2
2 y ) d y 0
xy xy
which is of the form M dx N dy 0
e g ( z ) dz
( x) y ( x)Q( x)dx C
and solving for y yields
y exp P( x)dx ( x)Q( x)dx C
Working Rule to solve a LDE:
1. Write the equation in the standard form
dy
P( x) y Q( x)
dx
2. Calculate the IF (x) by the formula
( x) exp P( x)dx
3. Multiply the equation in standard form
by (x) and recalling that the LHS is just
d
( x) y , obtain
dx
d
( x) y ( x)Q( x)
dx
dy
x cos x y x sin x cos x 1
dx
Solution :- Dividing by x cos x, throughout,
we get
dy 1 sec x
tan x y
dx x x
1
P ( x ) dx tan x dx
( x) e e x
d sec x
y x sec x x sec x
dx x
Integrate both side we get
y x xy cot x xy' 0.
Ans.: xy sin x sin x x cos x c.
dy
The usual notation dx 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
P y . x Q y
dx
dy
IF e P y dy
& solution is x IF Q IF dy c
Q. 4 (b) Solve
y xy ' y ' y e2 y
y x y e
2 ydy
dx
dx
y x y e 2 y
dy
dx 1
x ye y
dy y
1
dy
ln y 1
IF e y
e
y
1 1
x y e dy e dy
y y
y y
x
e c
y
y
x y e cy y