This is an overview of Differential equations part II

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Part 1 - Separation of Variables

A technique that shows up often in differential equations is separation of

variables. Here is how the idea works:

Suppose that we have a differential equation that can be rewriten to be in the

following form:

f(y) dy/dx = g(x)

If we are faced with such an equation, we call it separable and solve for y in the
following way

step 1) If the differential equation is not in the form above, use the necessary
algebra to convert it to the form above.
step 2) move the dx term to the other side.
step 3) integrate each side keeping only one constant of integration

Here is an example:

y' = xy^3/sqrt(1+x^2)

1) y^(-3) (dy/dx) = x/sqrt(1+x^2)

2) y^(-3) dy = x/sqrt(1+x^2) dx

3) integral y^(-3) dy = integral x/sqrt(1+x^2) dx

(-1/2)y^(-2) = integral x/sqrt(1+x^2) dx
let u = 1+x^2, then du = 2xdx, then xdx = 1/2 du
(-1/2)y^(-2) = (1/2) integral u^(-1/2) du
-1/(2y^2) = u^1/2 + C
-1/(2y^2) = sqrt(1+x^2) + C

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Part 2 - Initial Value Problems (IVP)

In the solution above, we have a constant C that was not specified. This leads to
an infinite number of possible solutions. In real life, we often seek a specific
solution that matches our particular application/problem. An initial value problem
is a differential equation along with initial data that allows us to solve for all
of the constants in our general solution.

Here is an example

y' = e^(y-t) sec(y)(1+t^2), y(0) = 0

1) y' = e^y e^(-t) sec(y)(1+t^2)

cos(y)e^(-y) y' = e^(-t)(1+t^2)

2) cos(y)e^(-y) dy = e^(-t)(1+t^2) dt

3) Here I have used integration by parts without spelling out all of the details.
If you would like to work through them, it should be straight forward.
integral cos(y)e^(-y) dy = integral e^(-t)(1+t^2) dt

(e^(-y)/2)(sin(y)-cos(y)) = e^(-t)(t^2+2t+3) + C

Now we use the initial condition y(0) = 0 to get:

1/2(-1) = -3 + C

Therefore C = 5/2

Then our solution becomes (e^(-y)/2)(sin(y)-cos(y)) = e^(-t)(t^2+2t+3) + 5/2

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Part 3 - Linear Equations

Linear differential equations are differential equations of the form:

y'+P(x)y = Q(x)

In this case, we solve the equation in the following way:

step 1) Rewrite the equation so that it is in the form above.

step 2) Set I = e^(integral P(x) dx); "I" is referred to as an integrating factor

for the problem

step 3) rewrite the problem as follows:

Iy'+P(x)y = Q(x))
Iy'+P(x)Iy = IQ(x)
d/dx(Iy) = IQ(x)

Note: If you feel comfortable, you may rewrite the problem in the final form right
off the bat.

step 4) The problem now becomes:

Iy = integral IQ(x) dx

evaluate the integral above to obtain your solution

Here is an example:

Solve the initial value problem:

ty'+2y = t^2-t+1, y(1) = 1/2

1) y' + (2/t)y = t-1+1/t

2) I = e^(integral 2/t dt) = e^(2ln|t|) = t^2

3) d/dx(t^2y) = t^2(t-1+1/t) = t^3-t^2+t

4) t^2y = integral (t^3-t^2+t) = (1/4)t^4-(1/3)t^3+(1/2)t^2+C

divide by t^2

y = (1/4)t^2-(1/3)t^3+1/2+C/t^2
Note: We had to include the constant term before dividing by t. This cannot be
done in the other order.

5) Now we use the initial data y(1) = 1/2

Therefore 1/2 = 1/4-1/3+1/2+c, which implies that c = 1/12

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Specific Applications:

1) Exponential Growth/Decay:

dP/dt = kP

Solution: P = Ce^(kt), where C is the initial population/amount and k is a constant

2) Radioactive Decay:

Same equation and solution as above, but we are often given a half life and we must
solve for k. Here is the way to do this:

say the half life the an element is 100 years and we start with 50 grams. If we
let A(t) be the amount after time t, then we have the following:

dA/dt = kA, thus A = Ce^(kt), where C = 50.

Then A = 50e^(kt), and now we use the following information:

A(0 years) = 50, A(100 years) = (1/2)*50 grams = 25 grams

Therefore 25 = 50e^(k*100) ==> 1/2 = e^(100k) ==> ln(1/2) = -ln(2) = 100k ==> k =
ln(1/2)/100 = -ln(2)/100

This gives us the fact that k = -ln(2)/halflife

3) Newton's law of cooling:

Here we let T = temperature of an object and T0 = temperature of the surroundings.

Then Newton's law of cooling is given by:

dT/dt = k(T-T0), where k is a constant.

The solution to this equation is T = T0 + Ce^(kt)

4) Logistic Population growth:

A more realistic population growth model is given by the logistic model. It is

given by the following differential equation:

dP/dt = kP(1-P/M), P(0) = P0 = initial population

The solution to this equation comes from a separation of variables and partial
fraction decomposition, and is:

First we define A = (M-P0)/P0, then the solution is P(t) = M/(1+Ae^(-kt))