differential equations - ode of first order

21
Differential Equations Ordinary Differential Equations of Order One Order One

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(c) Engr. Reynaldo Ted Penas III

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Page 1: Differential Equations - ODE of First Order

Differential Equations

Ordinary Differential Equations of Order OneOrder One

Page 2: Differential Equations - ODE of First Order

Ordinary Differential Equations of Order One

1. Variable-Separable Equations

2. HomogeneousEquations2. HomogeneousEquations

3. Exact Equations

4. Linear Differential Equations of the FirstOrder

Page 3: Differential Equations - ODE of First Order

General Form of Ordinary Differential Equations of the First Order

Consider the form

where bothM andN can be functions ofx, y, orbothx andy.

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

bothx andy.

Page 4: Differential Equations - ODE of First Order

Variable-Separable Equations

Given

If this equation can be expressed as

( ) ( ) 0A x dx B y dy+ =

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

then it is a variable-separable equation.

( ) ( ) 0A x dx B y dy+ =

Page 5: Differential Equations - ODE of First Order

Examples

Problems:

( )2

1. sin sin cos cos 0

2. cos sin

3. cos tan 0

x ydx x ydy

dr b dr r d

x ydx ydy

θ θ θ+ =

= +

+ =

Page 6: Differential Equations - ODE of First Order

Examples

Answers:

( )2 2 2

1. sin cos

2. 1 cos

3. tan

y C x

r C b

x y C

θ=

= −

+ =

Page 7: Differential Equations - ODE of First Order

Homogeneous Equations

Given

If each termof the equation has a total degree ofn (sum of exponents of all the variables in aterm), then the equation is a homogeneous

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

term), then the equation is a homogeneousdifferential equation of degreen.

Page 8: Differential Equations - ODE of First Order

Homogeneous Equations

To solve a homogeneous equation, one maychooseto substitutechooseto substitute

or

An advantagemay be gained if M has fewer

x vy dx vdy ydv= = +

y vx dy vdx xdv= = +An advantagemay be gained if M has fewer

terms thanN andx = vy is chosen. Same goesfor N has fewer terms andy = vx. The resultingequation becomes variable-separable.

Page 9: Differential Equations - ODE of First Order

Homogeneous Equations

Theorem 1. If M(x,y) and N(x,y) are bothhomogeneousand of the same degree, thehomogeneousand of the same degree, thefunction M(x,y)/N(x,y) is homogeneous ofdegree zero.

Theorem 2. Iff(x,y) is homogeneous of degreezeroin x andy, f(x,y) is aunctionof y/x alone.zeroin x andy, f(x,y) is aunctionof y/x alone.

( ) ( ) ( ) ( )0, , 1, 1,f x y f x vx x f v f v= = =

Page 10: Differential Equations - ODE of First Order

Examples

Problems:

( )2 21. 3 3 2 0x y dx xydy+ − =( )( )

( )

2 2

2 2

1. 3 3 2 0

2. 3 0

3. csc 0yx

x y dx xydy

xydx x y dy

x y dx xdy

+ − =

+ + =

− + = ( )3. csc 0xx y dx xdy − + =

Page 11: Differential Equations - ODE of First Order

Examples

Answers:

( )3 2 21. 9x C x y= +( )( )

( )

3 2 2

32 2 2 2

1. 9

2. 4

3. ln cos yxc x

x C x y

y x y C

= +

+ =

= ( )3. ln cosc x=

Page 12: Differential Equations - ODE of First Order

Exact Equations

Given

If the following partial differentials are equal,

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

M N∂ ∂=∂ ∂

then it is an exact differential equation.y kx k

y x ==

=∂ ∂

Page 13: Differential Equations - ODE of First Order

Exact Equations

To solve an exact differential equation, set

Then solve for F by integrating one of thefunctions with respect to its partial differentialindependentvariable (with the other variable

or F F

M Nx y

∂ ∂= =∂ ∂

independentvariable (with the other variabletreated as constant.

Page 14: Differential Equations - ODE of First Order

Exact Equations

If M was initially chosen, setT’(y) with functionterms of N with y variablesonly. If N wasterms of N with y variablesonly. If N wasinitially chosen, setT’(x) with function termsof M with x variables only. SolveT byintegrating the function obtained.

Thesolutionis thenThesolutionis then( ) ( )

( ) ( )

,

or

,

F x y T x C

F x y T y C

+ =

+ =

Page 15: Differential Equations - ODE of First Order

Exact Equations

Tips and tricks: the shortcuts

or

( ) ( ),y k

M x y dx N y dy C=

+ =∫ ∫

( ) ( ),x k

M x dx N x y dy C=

+ =∫ ∫

Page 16: Differential Equations - ODE of First Order

Examples

Problems:

( ) ( )( ) ( )( ) ( )

3 2 3 2

2 2

1. 2 cos cos 0

2. 0

3. 2 tan sec 0

x y xy dx x xy dy

w wz z dw z w z w dz

xy y dx x x y dy

+ + =

+ − + + − =

− + − =

Page 17: Differential Equations - ODE of First Order

Examples

Answers:

( )( )

2

22 2

2

1. sin

2. 4

3. tan

x xy C

w z wz C

x y x y C

+ =

+ = +

− =

Page 18: Differential Equations - ODE of First Order

Linear Differential Equation of the First Order

Given

( ) ( )+ =If this equation can be expressed as

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

( ) ( )

( ) ( ) or

dy yP x dx Q x dx+ =

+ =then it is a linear differential equation of the first

order.

( ) ( )dx xP y dy Q y dy+ =

Page 19: Differential Equations - ODE of First Order

Linear Differential Equation of the First Order

To solve the linear differential equation of thefirst order,determinetheintegratingfactorbyfirst order,determinetheintegratingfactorby

Then solve the equation

( ) ( ) or

P x dx P y dyv e v e∫ ∫= =

( )vy vQ x dx C= +∫

( ) or

vx vQ y dy C= +∫

Page 20: Differential Equations - ODE of First Order

Examples

Problems:

( )( )

2

1. ' csc cot

2. 2

3. 1 2 tan 0

y x y x

y y x dy dx

dx x y dy

= −

− =

− + =

Page 21: Differential Equations - ODE of First Order

Examples

Answers:

22

2

1. sin

2. 1

3. 2 cos sin cos

y

y x x C

x y Ce

x y y y y C

= +

= − += + +