First Order Differential Equation

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MODULE 2 (ES 211- Differential Equation)

FIRST ORDER DIFFERENTIAL EQUATION


Merewina Llanie A, Tapong

OVERVIEW OF THE MODULE

In any order differential equation, be it first order, second order or any


classification, be it ordinary or partial differential equation, there is always two(2)
possible solutions – the general solutions and the particular solutions.

If the order of differential equation has a solution involving arbitrary constants,


the solution is called the general solutions. A particular solutions is any solutions not
general or this is solutions satisfying the boundary conditions indicated. In this
module we will be discussing the various methods in solving some first order, first
degree differential equations.

LEARNING OUTCOMES

At the end of the module, students should be able to;

1. Solve the general and particular solutions of the differential equation using the
methods of separation of variables, homogeneous function, exact equation
and non-exact equation.

LEARNING PLAN

SEPARATION OF VARIABLES

 Consider, once again, the general form of the differential equation as


introduced in calculus, thus :

M dx + N dy = 0

where M and N may be functions of both “x” and “y”.

 So many differential equations are so simple that they can be put in the form
of :

A(x) dx + B(y) dy = 0
so that M becomes a function of “x” only while N becomes a function of “y”
only. This is the first type of differential equation of order one that is very
common in the engineering parlance wherein the variables can be
separated (variable separable equations).

 A solution can be written at once by integrating both sides of the equation of


the format :

F (x) + F (y) = c

or, simply

F=c

where F(x) and F(y) are the integral of A(x) dx and B(y) dy, respectively, and
F is the sum of F(x) and F(y).

Example 1

Solve the following using separation of variables:

mydx = nxdy

Solution:

Let us first separate the variables by dividing both side by xy

mydx nxdy
xy
= xy

mdx ndy
x
= y

Then, we have to integrate

mdx ndy
∫ x
= ∫ y

dx dy
m∫ x = n∫ y

m ln x = n ln y + ln c

ln xm = ln yn + ln c

ln xm = ln cyn

xm = cyn (general solution)


Example 2

Solve 2xy + 6x + ( x2 – 4) y’ = 0 by separation of variables

Solution :

First, we have to rearrange the equation

(x2 – 4 ) y’ = -2 xy – 6x

dy
(x2 – 4) = - 2x ( y – 3)
dx

(x2 – 4) dy = [ - 2x(y – 3)] dx

Then, we have to separate the variable by dividing both side by (x 2-4)(y-3)


2
( x −4) [−2 x( y+ 3)]
2 = 2
(x −4)( y +3) (x −4)( y +3)

dy −2 xdx
= 2 this equation conforms with the standard Ndy = Mdx
( y +3) (x −4)

Integrating :

dy −2 xdx
∫ ( y+3) = ∫ ( x 2−4)

ln(y + 3) = - ln( x 2−4 ¿ + c

ln(y + 3) + ln( x 2−4 ¿ = c

(y + 3) ( x 2−4 ¿ = c (general solution)

Example 3.

Sinx siny dx + cosx cosy dy = 0

We have to divide both sides of the equation by siny cosx

sinx siny dx cosx cosy dy


siny cosx
+ siny cos x
=0

sinx dx cosy dy
+ =0
cosx siny
Integrating

sinx dx cosy dy
∫ c osx
+ ∫
siny
=0
- ln cosx + ln siny = c

ln siny – ln cosx = c

sin y
=c or sin y = c cos x (general solution)
cos x

Example 4.

Solve x cos2y dx + tan y dy = 0

Solution:

First divide both terms of the equation by cos2y

x cos 2 y dx tan y dy
+ =0
cos2 y cos2 y

tan y dy
x dx + =0
cos2 y

1
x dx + tan y ( )dy = 0
cos2 y

x dx + tan y sec2y dy = 0

Integrating

∫ x dx + ∫ tan y sec2 y dy = 0
x2 tan 2 y
+ = c
2 2

x2 + tan2y = 2c ( general solution)

Example 5.

Obtain the particular solution of xyy’ – y2 = 1 , when x = 2 and y = 1

Solution :
dy
xy – y2 = 1
dx

Rearrange :

dy
xy = y2 + 1
dx

xy dy = (y2 + 1) dx

Divide both sides by x(y2-1)

xy dy ( y 2+ 1 ) dx
=
x( y 2+1) x ( y 2+ 1)

y dy dx
2 =
( y +1) x

Integrating:

y dy dx
∫ y 2 +1 =∫
x

1 2 y dy dx
2
∫ 2
y +1
=∫
x

1
ln ( y2 + 1) = ln x + c
2

ln (y2 + 1) = 2 lnx + 2 ln c

y2 + 1 = ln (xc)2

y2 + 1 = x2c2

when x = 2, y = 1

y2 + 1 = x2c2

(1)2 + 1 = (2)2 c2

2 = 4c2

2 1
c2 = =
4 2

Substituting:
1
y2 + 1 = x2 ( )
2

1 2
y2 + 1 = x
2

x2 = 2( y2 + 1)

x2 – 2y2 – 2 = 0 (Answer)

LEARNING ACTIVITIES

Solve the following through the separation of variables:

1. dy/dx = y sin x

2. (1 – x2) dy/dx = 2y

3. y3 dy/dx = (y4 + 1) cos x

4. dy/dx + (1 + y3) / [xy2 (1 + x2)] = 0

5. dy/dx = (1 + y2) / (1 + x2)


2
6. xy3 dx + e x dy = 0

8. xy3 dx + ex dy = 0
Homogeneous Function:

Polynomials in which all terms are of the same degree are called
homogeneous polynomials.

Example:

x2 – 3xy + 4y2 (homogeneous of degree 2 in x and y)

x2 – xy – y2 ( homogeneous of degree 2 in x and y)

√ x+ 4 y (homogeneous of degree ½ in x and y)


x
2 (homogeneous of degree 2 in x and y)
√x + y2

If the coefficients M and N in an equation of order one,

M (x, y) dx + N (x, y) dy = 0

are both homogeneous functions and are of the same degree in “x” and “y”, the
ratio M / N is a function of y / x alone. Thus, the above equation can be put
into the form :

dy/dx + M(x,y)/N(x, y) = 0

dy/dx + f(y/x) = 0

When a new variable “v” by putting y/x = v or y = vx, the equation becomes

d/dx (vx) + f(v) = 0


x dv/dx + v dx/dx + f(v) = 0

x dv/dx + v + f(v) = 0

in which the variables are already separable.

Note that a function f(x, y) is said to be homogeneous of degree “k”


in “x and y” if and only if :

F (λx, λy) = λk f(x, y)

In solving homogeneous equation, we have to introduce a new variable v by


putting

y = vx x = vy

dy = vdx + xdv dx = vdy + y dv

Example :

Solve the equation: xydx + ( x2 + y2) dy = 0 (homogeneous of degree 2)

Solution:

Let x = vy, dx = vdy + ydv

xydx + ( x2 + y2) dy = 0

(vy) y ( vdy + ydv) + [ (vy)2 + y2]dy = 0

vy2 ( vdy + ydv) + ( v2y2 + y2) dy = 0

v2y2dy + vy3dv + v2y2dy + y2dy = 0

Divide both sides by y2

v 2 y 2 dy + vy 3 dv v 2 y 2 dy + y 2 dy
+ =0
y2 y2

v2dy + vydv + v2dy + dy = 0

vydv + 2v2dy + dy = 0

vydv + (2v2 + 1) dy = 0
Separate the variable by dividing both terms by y( 2v2 + 1)

vydv (2 v 2 +1)dy
2
y (2 v + 1)
+ y (2 v 2 +1)

vdv dy
(2 v 2 +1)
+ y =0

By Integrating

vdv dy
∫ (2 v 2+1) +∫ =0
y

1 4 vdv
4
∫ (2 v 2+1) + ln y = c

1
ln (2v2+ 1) + ln y = c
4

ln ( 2v2 + 1) + 4 ln y = c

ln ( 2v2 + 1) + ln y4 = c

(2v2 + 1) y4 = c

x
Since x = vy, then v =
y

Substituting:

(2v2 + 1) y4 = c

x
[2 ( )2 + 1] y4 = c
y

x2 4
[2( 2) + 1 ] y = c
y

2 x2
[ 2 +1] y4 = c
y

2 x2+ y2 4
[ ]y =c
y2

2 x2 y4 + y 6
=c
y2
2x2y2 + y4 = c

y2(2x2 + y2) = c (Answer)

Exampe 2:

Obtain the general solution of (x – 2y)dx + (2x + y) dy = 0

Solution:

Let y = vx

dy = vdx + xdv

Then substitute to the original equation

(x – 2y)dx + (2x + y)dy =0


[ x – 2(vx)]dx + [2x +(vx)](vdx + xdv) = 0

( x – 2vx)dx + (2x + vx) (vdx + x dv) = 0

x(1 -2v) dx + 2xvdx + v2xdx + 2x2dv + vx2dv = 0

xdx ( 1- 2v + 2v+ v2) + x2( 2 + v) dv = 0

xdx(1+v2) + x2(2+v)dv = 0

xdx( 1+ v 2) x2 (2+ v)
+ =0
x2 (1+ v 2) x2¿ ¿

dx ( 2+ v ) dv
+ =0
x (1+ v2 )

dx 2 dv vdv
x
+ 2 + 2 = 0
(1+ v ) (1+ v )

By integrating:

dx 2 dv vdv
∫ x
+ ∫ (1+ v 2) + ∫ 1+v 2
¿
¿=0

dx dv v
∫ x
+ 2∫ 2 +
(1+ v )
∫ (1+ v 2) = 0
1 2 vdv
lnx + 2arctan v + 2 ∫ 2 = 0
(1+v )

1
lnx + 2 arctan v + ln(1+v2) = c
2

2ln x + 4 arctan v + ln(1+v2) = c

2ln x + ln(1+v2) + 4 arctan v = c

lnx2 + ln(1+v2) + 4 arctan v = c

y
since y = vx, v =
x

y y
lnx2 + ln (1 + ( )2 + 4 arctan ( ) = c
x x

2 y2 y
lnx + ln (1 + 2 ) + 4 arctan ( ¿ = c
x x

EXACT EQUATION :

From our equation on Separation of Variables :

M(x, y) dx + N (x, y )dy = 0 in which separation of variable may not be


possible if :

F(x, y) = Mx + Ny = c

dF = Mdx + Ndy = 0

Mdx + Ndy = 0

The, M (x, y)dx + N(x, y)dy = 0 can be called as an exact equation if Mdx +
Ndy=0.

∂M ∂N
And
∂y
= ∂x
, thus for an equation to be exact, it must be tested if

∂M ∂N
∂y
= ∂x
∂M ∂N
Theorem : If M, N, and are continuous functions of x and y, then a
∂y ∂x
necessary and sufficient condition that:

Mdx + Ndy = 0

∂M ∂N
Be an exact equation =
∂y ∂x

Partial differentiation means differentiating one variable with respect to other


variable and holding that variable constant.

Formula/ Solution method

1. Direct Method : ∫ Mdx + ∫ ¿ ¿ ∫ Mdx ¿ ¿dy = c

2. Indirect Method : ∫ Mdx+ f ( y ) = c

Or ∫ Ndy + g(x) = c

Note: The unknown functions f(y) and g(x) are obtained from the comparison
of these two (2) possible solutions.

In integrating the functions M and N, “partial” integration is applied,


that is to hold y constant when integrating relative to x or to hold x
constant in integrating with respect to y. Same is true in partial
differentiation.

Example:

Find the solutions to the following DE.

1. (2xy – 3x2)dx + (x2 + 2y)dy = 0

Solutions: First we have to test for the exactness of the equation

∂M
M = 2xy – 3x2 ; = 2x
∂y

Exact
∂N
N = x2 + 2y ; = 2x
∂x
Using the direct method

∫ Mdx + ∫ ¿ ¿ ∫ Mdx ¿ ¿dy = c


∫ ¿ ¿)dx + ∫ ¿ ¿ ∫ ( 2 xy−3 x 2 ) dx ¿ ¿dy = c
x2y – x3 + ∫ ¿ ¿ ( x2y – x3)] dy = c

x2y – x3 + ∫ ¿ ¿ ¿- x2)dy = c

x2y – x3 – y2 = c (Answer)

2. (cosy + ycosx) dx – (xsinx – sin x) dy = 0

Solution:

Test the exactness of the equation

(cosy + ycosx) dx – (xsinx – sin x) dy = 0

M N

∂M
M= cos y + ycosx ; = - siny +cos x
∂y
Exact
∂N
N = xsinx – sinx x; = -siny + cos x
∂x

Here lets try to use the indirect method

∫ Mdx + f ( y ) = c (1)

∫ (cosy + ycosx¿) dx +f ( y)¿ = c


xcosy + ysinx + f(y) = c

∫ Ndy + g ( x ) = c (2)

∫ (xsinx−sinx) + g(x) = c
x cos y + y sin x + g(x) = c

Comparison of the two possible solutions (1) and (2), shows that f(y)- g(x)= 0

xcosy + ysin x + f(y)- g(x) = c


xcos y + y sinx = c (Answer)

3. 3x( xy – 2)dx + (x3 + 3y) dy = 0

Test the exactness of the equation

3x( xy – 2)dx + (x3 + 3y) dy = 0

M N

M = 3x(xy – 2) dx

∂M
= (3x2y – 6x) dx ; = 3x2
∂y
Exact
∂N
N = ( x3 + 3y)dy ; = 3x2
∂x

Using direct method:

∫ Mdx + ∫ ¿ ¿ ∫ Mdx ¿ ¿dy = c

 ∫ Mdx = ∫ (3 x2 y ¿−6 x) dx ¿
2
= y ∫ 3 x dx - 6∫ xdx

3 x3 x2
=y[ ] - 6
3 2

= x3y – 3x2

 N = x3 + 3y

∂ ∂
 ∫ Mdx = ( x3y – 3x2)
∂y ∂y

= x3

∫ Mdx + ∫ ¿ ¿ ∫ Mdx ¿ ¿dy = c


x3y – 3x2 + ∫ ¿ ¿]dy = c
x3y – 3x2 + ∫ 3 ydy = c

x3y – 3x2 + 3∫ ydy = c

3 2
x3y – 3x2 + y = c ( Answer)
2

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