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MTH316 Lecture Note 1

AY 2011/12 S1

Ordinary Differential Equations

Instructor: Wang Desheng

Division of Mathematical Sciences School of Physical and Mathematical Sciences Nanyang Technological University

Singapore, 637371

T

65-6513-7466

k

desheng@ntu.edu.sg

http://www.ntu.edu.sg/home/desheng

Textbook

Elementary Differential Equations and Boundary Value Problems

9th Edition, by W. E. Boyce and R. C. DiPrima, John Wiley & Sons, Inc, 2008.

1 This note complements the textbook and lecture slides.

Contents

Chapter 1. First-Order Differential Equations

3

1.

Notation and Definitions

3

2.

An Example of Modeling by First-Order DEs

7

3.

The Geometry of First-Order DEs

8

4.

Several Types of Solvable First-Order Differential Equations

10

4.1.

Separable DEs

10

4.2.

First-order linear equations

11

4.3.

Bernoulli’s equations

15

4.4.

Exact DEs

17

4.5.

Non-exact DEs with integrating factors

21

4.6.

Homogenous DEs

22

5.

The Existence and Uniqueness Theorem

25

6.

Reducible Second-Order DEs

27

6.1.

Dependent variable y missing

27

6.2.

Independent variable x missing

28

7.

Solutions to Selected Exercises

31

Chapter 2. Second-Order Linear Equations

37

1.

Basic Theoretical Results

37

1.1.

Existence and uniqueness of solutions to IVP

38

1.2.

Principle of superposition

38

1.3.

Linear dependence/independence and Wronskian

39

2.

Reduction of Order

45

3.

Second-Order Homogeneous Linear DE with Constant Coefficients

50

4.

Nonhomogeneous DE: Method of Undetermined Coefficients

53

5.

Nonhomogeneous DE: Variation of Parameters

59

6.

Solutions to Selected Exercises

62

Chapter 3. Higher Order Linear Differential Equations

67

1. Basic Theoretical Results

67

2. Reduction of Order

71

3. Linear Homogeneous DE with Constant Coefficients

72

4. Nonhomogeneous DE: Method of Undetermined Coefficients

75

5. Nonhomogeneous DE: Method of Variation-of-Parameters

78

6. Solutions to Selected Exercises

82

iii

iv

CONTENTS

Chapter 4. The Laplace Transform

85

1.

Laplace Transform and Inverse Laplace Transform

85

1.1.

Definition of Laplace transform

85

1.2.

Linearity of Laplace transform

87

1.3.

Sufficient conditions for existence of Laplace transform

87

1.4.

Inverse Laplace transform

90

2.

Transformation of Initial Value Problems

90

3.

Unit Step Functions and the Second Shifting Theorem

94

3.1.

Unit step function

94

3.2.

The second shifting theorem

95

4.

Impulse Functions

98

Chapter 5. Systems of First-Order Linear Equations

101

1.

Basic Theoretical Results

101

1.1.

Principle of superposition

102

1.2.

Existence and uniqueness theorem

102

1.3.

Solution structure of homogeneous system

103

2.

Homogeneous Linear Systems with Constant Coefficients

108

2.1.

Non-defective coefficient matrix

108

2.2.

Defective coefficient matrix

112

3.

Nonhomogeneous Linear Systems

116

3.1.

Diagonalization

116

3.2.

Method of variation-of-parameters

117

CONTENTS

1

Introduction

Nowadays, differential equations (DEs) have become the centerpiece of much of physics, of engineering and in many areas of mathematical mo deling. Indeed, many of the principles, or laws, underlying the behavior of the natural world are statements or relations involving rates at which things happen. When expressed in mathematical terms, the relations are equations and the rates are derivatives. Equations involving derivatives are differential equations. A DE can be thought of as a mathematical model or a mathematical language that describes a physical process such as the motion of flu- ids, the flow of current in electric circuits, the dissipatio n of heat in solid objects, the propagation and detection of seismic waves or the increase and decrease of populations, among many others. Therefore, to understand such processes, it is necessary to know something about differential equations. The main purpose of this one-semester course is to introduce analytic solution techniques for solving some types of ordinary differential equations (ODEs). The topics to be covered are outlined as follows:

I. First-order differential equations

Six types of solvable equations

Two special types of higher-order equations

II.

Second-order linear equations

Basic theoretical results

Homogeneous second-order linear equations

Method of undetermined coefficients

Method of variation of parameters

III.

General high-order linear equations

Generalization and extension of the theory and methods for second-order linear DEs to general nth order linear DEs.

IV.

Systems of first-order linear DEs

Basic theoretical results

Solution methods

V.

The Laplace transform and series solutions of second-order linear DEs

Basic properties of the Laplace transform and inverse Laplace transform

Solution of initial value problems with discontinuous forcing functions

Power series methods for some ODEs associated with special f unctions

CHAPTER 1

First-Order Differential Equations

In this chapter, we introduce the solution techniques for several types of solvable first-order differential equations, and apply the method to solve two special types of

second-order differential equations. As some preparations, we first introduce the basic concepts and provide one example to show how differential equations arise.

1. Notation and Definitions

We start with the definition of a differential equation.

Definition 1.1 . A differential equation, DE in short, is an equation involving an

unknown function and its derivatives. For example,

and

d

2 y

dx

2

dy

dx

= 5 x + 3 ,

+ 2 x dx dy + y 2 = sin x,

(or y = 5 x + 3),

(or y + 2 xy + y 2 = sin x) ,

2 u ( x, y ) + 2 u ( x, y )

∂x 2

∂y 2

= cos(xy ) ,

(or ∆u = cos(xy )) .

(1.1)

(1.2)

(1.3)

If the unknown function is a function of a single variable (e. g., y ( t) , y ( x) , · · · ),

then the DE is an ordinary differential equation (ODE) , e.g., (1 .1) and (1 .2).

A partial differential equation (PDE) is one involving a function of two or more variables, in which the derivatives are partial derivatives, for example, the

equation (1 .3).

Another classification of differential equations is based on the number of unknown

functions that are involved. If there is a single unknown function to be found, then one equation is sufficient. If there are two or more unknown functions, then a system of

3

4

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

equations is required. For instance, the following two by two system,

x ( t) =

y ( t) = x( t) + 5 y ( t) + cos(t) ,

3 x( t) 4 y ( t) + 4 ,

involves two unknown functions x( t) and y ( t) .

(1.4)

Definition 1.2 . The order of a differential equation is the highest derivative that

appears in the equation. We see that the equation (1.1) is a first-order ODE, the equation (1 .2) is a second-order ODE, and (1 .3) is a second-order PDE.

In this course, we will restrict the discussions to ODEs. The ODEs can be classified

into linear or nonlinear ODEs.

Definition 1.3 . Consider the nth-order ordinary differential equation in the general form

F ( x, y, y , y , · · · , y (n ) ) = 0 .

If F is a linear function of y, y , y , · · · , y (n ) , i.e., the equation takes the form

a 0 ( x) y (n ) + a 1 ( x) y (n 1) + · · · + a n ( x) y =

f ( x) ,

(1.5)

then it is linear , otherwise the equation is nonlinear.

As a rule, in a linear equation, the unknown function and its derivatives occur up to

the first degree (a linear function), and not as products or arguments of other functions.

Example 1.1 . The equations

y + xy + sin( x) y = e x ,

2

and xy + 4 x 2 y 1 + x 2 y = 0 ,

are linear second-order DE and linear third-order DE, respectively, whereas the DE

are nonlinear.

y + x sin( y ) xy = x 2

and y x 2 y + y 2 = 0

Example 1.2 . The general form of the first- and second-order linear DE is

a 0 ( x) y + a 1 ( x) y = f ( x) ,

and

a 0 ( x) y + a 1 ( x) y + a 2 ( x) y = f ( x) ,

respectively.

1. NOTATION AND DEFINITIONS

5

Definition 1.4 . A solution y = φ ( x) to the ODE

satisfies the equation

F x, y, y , y , · · · , y (n ) =

F x, φ, φ , φ , · · · , φ (n ) =

0

0 .

(1.6)

(1.7)

Example 1.3 . One verifies that any polynomial

y ( x) = c 1 x n 1 + c 2 x n 2 + · · · + c n ,

where { c i } i=1 n are constants, is a solution to the differential equation:

where I is an interval.

y (n ) = d n y

dx

n

= 0 ,

x I,

Example 1.4 . Consider the differential equation

y 5 y + 6 y = 0 .

(1.8)

Verify that y 1 ( x) = e 2x and y 2 ( x) = e 3x are both solutions. What about the linear combination: φ ( x) = c 1 y 1 + c 2 y 2 , where c 1 , c 2 are arbitrary real constants?

Example 1.5 . Show that the relation

sin( xy ) + y 2 x = 0 ,

defines a solution to

dy = 1 y cos( xy )

dx x cos( xy ) + 2 y .

We now distinguish two different ways in which solutions to a D E can be expressed. Often, as in Example (1.4), we obtain an explicit solution y = φ ( x) , for some function

φ. However, sometimes, we have to be content with a solution written in the implicit form: f ( x, y ) = 0 (e.g., Example 1.5).

Definition 1.5 . A solution to an nth-order DE on an interval I is called the general solution on I, if it satisfies the following conditions:

1. The solution contains n constants c 1 , c 2 , · · · , c n ;

2. All solutions to the DE can be obtained by assigning appropri ate values to the constants.

6

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

A solution to a DE is called a particular solution, if it does not contain any arbitrary

constants. That is, the solution is assigned specific values to the arbitrary constants in the general solution.

Example 1.6 . One verifies readily that for any real constants c 1 and c 2 ,

y ( x) = c 1 y 1 ( x) + c 2 y 2 ( x) = c 1 e 2x + c 2 e 3x .

is a solution to (1.8).

(1.9)

Remark 1.1 . In Chapter 2, we will show that all solutions to (1.8) can be expressed in the form of (1.9). For some interval I, we define

V = y C 2 ( I ) : y 5 y + 6 y = 0 .

We can show that V is a linear vector space by using basic knowledge in linear algebra. Moreover, we have

V = span e 2x , e 3x .

Here, the space V is called the solution space of the equation: y 5 y + 6 y = 0 .

Example 1.7 . Find the general solution to the DE: y = e x .

Solution: A direct integration on both sides yields

Therefore, we have

y dx = e x dx + c 1

y dx =

e x + c 1 dx + c 2

y = e x + c 1 .

y = e x + c 1 x + c 2 ,

To obtain a particular solution, we have to impose additional conditions, called initial conditions. For instance, we impose the conditions

(1.10)

to the equation (1.8). Then we have

where c 1 and c 2 are arbitrary (real) constants.

y (0) = 1 ,

y (0) = 1

y (0) = c 1 + c 2 = 1 ,

y (0) = 2 c 1 + 3 c 2 = 1 .

Solving out c 1 and c 2 , we obtain the particular solution

y ( x) = 4 y 1 ( x) 3 y 2 ( x) = 4 e 2x 3 e 3x .

2. AN EXAMPLE OF MODELING BY FIRST-ORDER DES

7

Definition 1.6 . An nth order DE together with n initial conditions of the form

F y, y , y , · · · , y (n ) = 0 ,

y ( x 0 ) = y 0 , y ( x 0 ) = y 1 , · · · , y (n 1) ( x 0 ) = y n 1

(1.11)

where x 0 , y 0 , · · · , y n 1 are given constants, is called an initial-value problem, IVP in short, whose solution is a particular solution.

Exercise 1.1 . Show that

has the solution

dy

dx =

y 2 1 xy

xy = ln y + c.

Find the particular solution satisfying y (1) = 1 .

Exercise 1.2 . Determine c 1 and c 2 so that y ( x) = c 1 sin(2 x) + c 2 cos(2 x) + 1 will satisfy the conditions y ( π/ 8) = 0 and y ( π/ 8) = 2.

Exercise 1.3 . Show that

y

= e x 2 x e t 2 dt

0

is a solution of the differential equation y = 2 xy + 1 .

2. An Example of Modeling by First-Order DEs

To illustrate how differential equations arise, we now build a mathematical model

describing the cooling (or heating) of an object. Suppose that we bring an object into a room. If the temperature of the object is higher than that of the room, then the object

will begin to cool down. Indeed, according to Newtons law of cooling:

The rate change of temperature of an object is proportional to the temperature difference between the object and its surrounding medium.

To formulate this law mathematically, we denote by T ( t) the temperature of the object at time t, and let T m be the temperature of the surrounding medium. The

mathematical translation of Newtons law of cooling is dT

= k ( T T m ) ,

(2.1)

dt where the proportional constant k > 0 . 1

1 If T > T m , then the object will cool so dT/dt < 0, so k must be positive. Similarly, if T < T m , then dT/dt > 0, so k > 0.

8

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

This equation can be solved by using a direct integration (see late part):

T ( t) = T m + ce kt .

This solution tells us how the temperature changes with time, and indicates that as t → ∞ , the temperature of this object approaches that of the surrounding medium.

Read Examples 1-3 on Pages 1-7 of the textbook

3. The Geometry of First-Order DEs

We consider the first-order DE:

dy

dx

=

f ( x, y ) ,

(3.1)

where f ( x, y ) is a given function of x and y , sometimes referred to as the rate function,

forcing term/function or source term. In this section, we focus on the geometric

aspects of the DE and its solution. Suppose that y = φ ( x) with x I, where I is an interval (Note: it could be a finite union of intervals), is a solution of (3.1). The graph (x, φ ( x)) , x I, is called a solution

curve or an integral curve of the DE. The geometric interpretation of (3.1) is that

The slope of the tangent line at any point ( x, y ) on the solution curve y = y ( x) equals to the value f ( x, y ) at the same point. Hence, solving the equation is to find all curves whose slope at the po int ( x, y ) is given by the function f ( x, y ) .

The fact that f ( x, y ) gives the slope of the tangent line to the solution curves of this DE leads to a simple and important idea for determining the overall shape of the solution

curves, which is the direction field (or slope field). Basically, a useful direction field for equation (3.1) can be constructed by evaluating

f at each point of a rectangle grid. At each point of the grid, a short line segment is drawn whose slope is the value of f at that point. Thus each line is tangent to the graph

of the solution passing through that point. A direction field drawn on a fairly fine grid gives a good picture of the overall behavior of solutions of a DE. Two observations are worth particular mention. First, in constructing a direction

field, we do not need to solve the equation (3.1), but merely evaluate the given function f ( t, y ) many times. Thus direction fields can be readily constructed even for equations

3. THE GEOMETRY OF FIRST-ORDER DES

9

that may be quite difficult to solve. Second, repeated evaluation of a given function is easy to be done by a computer. Here, we provide a short Matlab code for plotting the direction field of (3.1) with

f ( x, y ) = y 2 x where ( x, y ) [2 , 10] × [4 , 4] :

x=linspace(-2,10,10); % Define the x region. Here 10 means we plot the direction fields for ten points. y=linspace(-4,4,10); % Define the y region. [X,Y]=meshgrid(x,y); % Generate the grid matrices. U=ones(size(X)); % Find the horizontal component of the direction fields. V=Y . 2 -X; % Find the vertical component of the direction fields. L=sqrt(U . 2 +V . 2 );U=U./L;V=V./L; % Normalize the direction fields to be the same length. quiver(x,y,U,V,0.5); % Plot the direction field, 0.5 means the vector are rescaled to half of the original size.

Example 3.1 . Plot the direction fields, and discuss solution behavior of the differen- tial equations

( i) y = 2 y,

( ii) y = y ( y + 2).

Solution: We plot the direction fields of (i) (left) and (ii)(right) in Figure 3.1. Here,

y = 2 is an equilibrium solution of (i). Observe that all the other solutions seem to be

converging to the equilibrium solution as x increases. For (ii), y = 0 , 2 are equilibrium

solutions.

as x increases. For (ii), y = 0 , − 2 are equilibrium solutions. Figure 3.1.
as x increases. For (ii), y = 0 , − 2 are equilibrium solutions. Figure 3.1.

Figure 3.1. Direction fields of (i) and (ii)

10

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

4. Several Types of Solvable First-Order Differential Equat ions

In this section, we introduce solution methods for the following types of first-order DEs:

Separable DEs,

First-order linear DEs,

Exact DEs,

Bernoulli’s DEs,

Homogenous DEs.

4.1. Separable DEs. In this section, we shall encounter our first general class of equations that

(i) We can easily recognize them; (ii) We have a direct and simple method for solving such equations.

Definition 4.1 . A first-order DE is separable, if it can be written in the form

p ( y ) dy = q ( x) dx.

(4.1)

The solution technique for a separable DE is given in the following theorem.

Theorem 4.1. If p ( y ) and q ( x) are continuous, then (4.1) has the general solution

p ( y ) dy = q ( x) dx + C,

where C is an arbitrary constant.

Proof. Recall that

d φ ( t) dt = φ ( t) dt.

Therefore, we can rewrite (4.1) as

p ( y ) dy = q ( x) dx

d p ( y ) dy = d q ( x) dx

d p ( y ) dy q ( x) dx = 0 .

Therefore, we obtain (4.2).

Example 4.1 . Solve the differential equation

xy = (1 2 x 2 ) tan y.

(4.2)

(4.3)

(4.4)

4. SEVERAL TYPES OF SOLVABLE FIRST-ORDER DIFFERENTIAL EQUATIONS

11

Solution. This equation is separable, if we rewrite the equation as

x dx dy = (1 2 x 2 ) tan y

=

cot ydy = 1 2 x 2 dx,

x

(4.5)

where we assume that x = 0 and sin y = 0 . Direct integration leads to

cot ydy = 1 2 x 2 dx

x

Working out the integrals gives

ln | sin y | = ln | x| − x 2 +

+ C.

C,

which implies that

e ln | sin y | = e ln | x |− x 2 + C

=

| sin y | = e C | x| e x 2 .

Let C = e C and allow C to be negative so that we will no longer need to worry about the absolute values. The solution is

(4.6)

sin y = Cxe x 2 .

Notice that x = 0 is not a solution, while the zeros of sin y = 0 are included in (4.6) by

taking C = 0 .

Exercise 4.1 . Solve the equation

dy = x 2 + 1

dx y 2 1 .

Exercise 4.2 . Solve the initial-value problem:

y = y cos x 3 ,

1 + 3 y

y (0) = 1 .

4.2. First-order linear equations. Another class of differential equations that is

easily recognized and readily solved is the class of first-order linear equations.

Definition 4.2 . An equation is said to be first-order linear , if it can be written in the standard form

y + p ( x) y = q ( x) .

(4.7)

The equation is linear since the left-hand side is a linear function of y and y .

Now, we introduce the solution technique for (4.7). The idea is to multiply both sides of the equation by a function I ( x) that will make it easily integrable:

I ( x) y ( x) + p ( x) I ( x) y ( x) = I ( x) q ( x) ,

12

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

The most desirable situation is

[I ( x) y ] = I ( x) q ( x) I ( x) y ( x) + I ( x) y ( x) = I ( x) q ( x) .

Comparing the above equations, we see that I ( x) has to satisfy

I ( x) = p ( x) I ( x)

I ( x) = exp p ( x) dx .

[At this point, we could carry a constant of integration, but it is not necessary, since we

only need to find one I ( x) .] Thus, we solve

[I ( x) y ] = I ( x) q ( x)

=

y ( x) =

I ( 1 x) I ( x) q ( x) dx + C .

A summary of this method is stated in the following theorem. Theorem 4.2. The general solution of the first-order linear equation

 

y + p ( x) y = q ( x) .

(4.8)

is

 

y ( x) =

I ( 1 x) I ( x) q ( x) dx + C with I ( x) = e p (x )dx ,

(4.9)

or equivalently

 

y ( x) = e p (x )dx e p (x )dx q ( x) dx + C .

(4.10)

Remark 4.1 .

(i) The function I ( x) is an “integrating factor” of the equation (4.8) (more detailed discussions will be given later on). (ii) The formula is valid for the standard form (4.8). Therefore, it is necessary to

write the first-order DE in the standard form, and then apply the formula.

Example 4.2 . Solve

1

y 5 y = 5 x.

Solution. The equation is a linear equation in the standard form, where

1

p ( x) = 5 ,

q ( x) = 5 x.

Therefore,

I ( x) = e

5 1 dx = e x/5 ,

4. SEVERAL TYPES OF SOLVABLE FIRST-ORDER DIFFERENTIAL EQUATIONS

13

and using integration by parts gives

y ( x) = e x/5 e x/5 (5 x) dx + C

= e x/5 5 e x/5 dx xe x/5 dx + C

= e x/5 25 e x/5 5 xe x/5 + 5 e x/5 dx + C

= e x/5 5 xe x/5 + C = 5 x + Ce x/5 .

(4.11)

The graph on the left shows direction field along with several integral curves (solution

curves). The graph on the right shows several integral curves, and a particular solution

(in red) whose initial point on y-axis separates solutions that grow large positively from

those that grow large negatively as x → ∞ .

from those that grow large negatively as x → ∞ . Figure 4.2. Direction fields and
from those that grow large negatively as x → ∞ . Figure 4.2. Direction fields and

Figure 4.2. Direction fields and solution curves

Example 4.3 . Solve the initial value problem (IVP):

xy 2 y = 5 x 2 ,

y (1) = 2 .

Solution. We first put it into the standard form

Then

and

2

y x y = 5 x.

I ( x) = e p (x )dx = e

x dx = e 2 ln | x | = e ln 1

2

x

2 =

I ( x) q ( x) dx =

1

2 5 xdx = 5 ln | x| + C.

x

1

x 2 ,

14

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

Therefore the general solution is

y ( x) =

I ( 1 x) I ( x) q ( x) dx + C = x 2 (5 ln | x| + C ) .

Using the initial condition y (1) = 2 (i.e. x = 1 and y = 2), we get C = 2 . The particular solution is

y ( x) = x 2 (5 ln | x| + 2).

The graphs below show several integral curves for the differential equation, and a par-

ticular solution (in red) whose graph passes through the initial point (1 , 2).

red) whose graph passes through the initial point (1 , 2). Figure 4.3. Solution curves Example
red) whose graph passes through the initial point (1 , 2). Figure 4.3. Solution curves Example

Figure 4.3. Solution curves

Example 4.4 . Solve the equation dy dx =

y 2 x y 2 .

Solution: This equation is not separable, and not linear in y. However, it is linear in

x, if we rewrite it as

dx dy We skip the details, and finally derive

x = y 2 ( C ln | y | ) .

2

y x = y.

Exercise 4.3 . Consider the initial value problem

y + p ( x) y = q ( x) ,

y ( x 0 ) = y 0 ,

(4.12)

where p and q are continuous functions in some interval I containing x 0 . Show that the

particular solution is

x

y ( x) = e

x

0

p (t)dt

x

x

0

t

e 0 p (ξ )dξ q ( t) dt + y 0 .

x

(4.13)

4. SEVERAL TYPES OF SOLVABLE FIRST-ORDER DIFFERENTIAL EQUATIONS

15

Exercise 4.4 . Solve the initial value problem:

xy + 3 y = 2 x 5 ,

y (2) = 1 .

(4.14)

4.3. Bernoulli’s equations. In what follows, we consider a type of DEs that can

be converted to first-order linear DEs.

Definition 4.3 . The Bernoulli’s equation of order n takes the form dx dy + p ( x) y = q ( x) y n ,

(4.15)

where n( = 0 , 1) is a real number. This equation is nonlinear, due to the power y n .

Remark 4.2 . Clearly, if n = 1 , then the equation is separable, while if n = 0 , the equation becomes linear.

The basic idea to solve (4.15) is to covert it into a linear equation. Dividing (4.15) by y n , yields the equation

(4.16)

We make the change of variable:

dx dy + p ( x) y 1 n = q ( x) .

y n

u = y 1 n

=

dy

du = (1 n) y n dx

dx

=

y n dy

du

dx = 1 n dx

1

,

(4.17)

and eliminate y and y from (4.16):

y n

dx dy + p ( x) y 1 n =

q ( x)

=

1 du

1 n dx

+ p ( x) u ( x) = q ( x) .

Rewrite the new equation as the standard form:

du

dx

+ (1 n) p ( x) u ( x) =

P (x )

(1 n) q ( x) .

Q

(x )

(4.18)

(4.19)

It is a linear equation with unknown function u ( x) . Thanks to the formula (4.13), the general solution is

u ( x) =

e P (x )dx Q( x) e P (x )dx dx + C

= e (1n ) p (x )dx (1

n) q ( x) e (1n ) p (x )dx dx

Finally we change the variable back:

+

C .

(4.20)

y 1n = e (1n ) p (x )dx (1 n) q ( x) e (1n ) p (x )dx dx + C .

A summary of the above derivation leads to the solution formula for the Bernoull’s equation (4.15).

16

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

Theorem 4.3. For a Bernoulli’s equation of order n with the standard form (4.15),

setting u = y 1 n , we transform the equation into a linear equation:

du

dx

+ (1 n) p ( x) u ( x) = (1 n) q ( x) ,

P (x )

Q

(x )

and the general solution is

y 1 n

= u ( x) = e (1 n ) p (x )dx (1 n) q ( x) e (1 n ) p (x )dx dx + C .

(4.21)

Remark 4.3 . The additional factor 1 n appears in the formula in case of n = 0 , 1 .

Example 4.5 . Solve

dy

dx +

3 y =

x

12 y 2/3

(1 + x 2 ) 1/2 ,

x > 0 .

(4.22)

Solution: This equation is a Bernoulli’s equation of order n = 2 / 3 . Dividing both

sides of the DE by y 2/3 :

We now let

which implies that

y 2/3

dy

dx +

x 3 y 1/3 =

u = y 1/3 ,

12

(1 + x

2 ) 1/2 .

du

dx =

1

3 y 2/3 dy

dx .

Substitute them into (4.23) yields

or in the standard form,

3 du

dx +

du

dx +

3

x u =

1

x u =

12

(1 + x 2 ) 1/2 ,

4 x 2 ) 1/2 .

(1 +

An integrating factor for this equation is

1

I ( x) = e x dx = e ln x = x,

so that equation (4.24) can be written as

A direct integration leads to

d

dx

( Iu ) = I

4

(1 + x 2 ) 1/2 .

1

u ( x) = x

4(1 + x 2 ) 1/2 + C ,

(4.23)

(4.24)

4. SEVERAL TYPES OF SOLVABLE FIRST-ORDER DIFFERENTIAL EQUATIONS

17

and so the general solution to the original equation is

y 1/3 =

1

x 4(1 + x 2 ) 1/2 + C .

Exercise 4.5 . Solve the equation:

3

y x y = x 4 y 1/3 .

Exercise 4.6 . Solve the equation:

3 y 2 y + y 3 = e x .

Exercise 4.7 . Solve the equations

and

(i)

2 dx dy + (tan x) y = (4 x cos + x 5) 2 y 3 .

(ii)

dy

dx +

2

x y = (x 2 cos x) y 2 .

(4.25)

(4.26)

(4.27)

(4.28)

4.4. Exact DEs. For the next technique, it is best to consider first-order DE written

in differential form

(4.29)

where P and Q are given functions, assumed to be smooth. The method that we will

consider is based on the idea of a differential .

P ( x, y ) dx + Q( x, y ) dy = 0 ,

Remark 4.4 . We point out that any first order equation can be written in this form. Indeed, the general form of the first-order equation:

dy

dx

=

f ( x, y )

=

f ( x, y ) dx dy = 0 .

Recall that if φ = φ ( x, y ) is a function of two variables x and y, then the differential of φ, is defined by

= φ dx + φ dy.

(4.30)

∂x

∂y

The right-hand side of (4.30) is similar to the expression in equation (4.29). This obser-

vation can sometimes be used to solve a DE. Namely, if it happens that there exists a function φ ( x, y ) such that

Then we have

= ∂φ ∂x

∂φ

∂x

= P,

φ ∂y = Q.

dx + φ ∂y dy = P dx + Qdy = 0 ,

(4.31)

18

1. FIRST-ORDER DIFFERENTIAL EQUATIONS

which implies

φ ( x, y ) = C.

This gives the general solution of the original equation (4.29).

Example 4.6 . Solve

2 x sin y dx + x 2 cos y dy = 0 .

(4.32)

Solution: This equation is separable, however, we will use a different technique to solve it. By inspection, we notice that

2 x sin ydx + x 2 cos ydy = sin ydx 2 + x 2 d sin y = d ( x 2 sin y ) .

Hence, the general solution to (4.32) is

x 2 sin y = C.

This motivates the following definition:

Definition 4.4 . The differential equation (4.29) is said to be exact , if there exists

a function φ ( x, y ) such that

∂φ

∂x

= P,

φ ∂y = Q.

(4.33)

The function φ ( x, y ) is called a potential function.

We now show that if a DE is exact then, provided we can find a potential function

φ, of which the solution can be written down immediately.

Theorem 4.4. The general solution to an exact equation

P ( x, y ) dx + Q( x, y ) dy = 0 ,

is given implicitly by

φ ( x, y ) = C,

(4.34)

(4.35)

if there exists a potential function φ satisfying (4.33).

Proof. Since by (4.33) and (4.29), we have

= φ dx + φ dy = P dx