eut 102 1 chapter 2 : first order differential equations
TRANSCRIPT
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EUT 102EUT 102 11
CHAPTER 2 :CHAPTER 2 : First Order Differential First Order Differential
EquationsEquations
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EUT 102EUT 102 22
Learning Outcomes Learning Outcomes
a)a) At the end of this chapter, it is expected that all At the end of this chapter, it is expected that all students will be able to know:students will be able to know:
What is ODE?What is ODE? What is order of ODE?What is order of ODE? How to solve ODE?How to solve ODE? How to use IVP and BVP?How to use IVP and BVP?
b) And also at the end of the chapter students will have b) And also at the end of the chapter students will have to possess the skills of solving first-order ODE.to possess the skills of solving first-order ODE.
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EUT 102EUT 102 33
An equation that contains an An equation that contains an unknown function and one or unknown function and one or
more of its derivativesmore of its derivatives
WHAT IS A DIFFERENTIAL WHAT IS A DIFFERENTIAL EQUATION?EQUATION?
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EUT 1024
ODE BASICS
“An ordinary differential equation (ODE) is an equation that contains one or several derivatives of an unknown function.” (Kreyzig). For example:
22''''''2
''
'
)2(2
04
cos
yxyeyyx
yy
xy
x
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EUT 1025
Order of a Differential Equation
The order of a differential equation is the order of the highest derivative that appears in the equation.
First order differential equations can be written as:
),('
0),,( '
yxfy
or
yyxF
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EUT 1026
Example 2.1
22''''''2
''
'
)2(2
04
cos
yxyeyyx
yy
xy
x
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EUT 1027
Solution of an ODE
A function f is called a solution of a differential equation if the equation is satisfied when y=f(x) and its derivatives are substituted into the equation.
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EUT 1028
Example
Solve the following differential equations :
1 b)
cos a)
2
x
x
dx
dy
xdx
dy
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EUT 1029
FIRST ORDER DIFFERENTIAL EQUATIONS
Separable Equations
Homogeneous Equations
Linear Equations
Exact Equations
Applications
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EUT 10210
2.1 : SEPARABLE EQUATIONS
The differential equation ;
y’ = f(x,y) is said to be separable if the equation can be written
as the product of a function of x, u(x) and a function of y,v(y) i.e.
y’ = u(x)v(y)
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EUT 10211
Example 2.2
y’ - xy = x can be written as y’ = x(1+y) i.e u(x) = x & v(y) = 1+y
y’ siny cosx – cosy sinx = 0 or can be written as y’ = tan x cot y
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EUT 10212
Exercise
Determine each of the following ODEs is separable equations or not.
a) y’ = xey-x
b) y’x = x – 2y
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EUT 10213
Solution of Separable Equations
The equation y’ = u(x)v(y) can be written in the form ;
Then, we integrate on both sides of the equation:
where A is constant
dx)x(u)y(v
dy
Adx)x(u)y(v
dy
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EUT 10214
Example 2.3
Solve the following differential equations :
a) (x + 2)y’ = y
b) y’ex + xy2 = 0
c) x2y’ = 1 + y
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EUT 10215
Solutions
a) y-1dy = (x+2)-1dx
By integrating both sides :
ln |y| = ln |x+2| + A
ln |y| - ln |x+2| = A
and becomes y = B(x+2).
ABexBy
b x ,)1(1
)
Cx
yc 1
1ln)
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EUT 10216
Example 2.4
Let θ be the temperature (in oC) for a mass in a room with a constant room temperature at 18oC. The mass cools from 70oC to 57oC in 5 minutes, how much longer will be needed by the mass to cool down to 40oC.
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EUT 10217
Solution
Hint…
7040)18(kdt
d
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EUT 10218
= 18 + Ae-kt
– From the initial condition, we obtain A = 52 and k = 0.05753.
– Solve…
The mass will need approximately 9.952 minutes more to cool.
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EUT 10219
2.2 : HOMOGENEOUS EQUATIONS
Definition 2.2 :
A differential equation y’ = f(x,y) is said to be homogeneous if
f(λx , λy) = f(x , y)
for any real number λ.
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EUT 10220
Example 2.5
Determine whether y’y = x(lny – lnx) is a homogeneous equation.
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EUT 10221
Solution
Then, show that f(λx , λy) = f(x,y).
x
yln
y
x)y,x(f
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EUT 10222
Example 2.6
equation shomogeneou a is that Show22
'
yx
xyy
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EUT 10223
Solution of Homogeneous Equations
A homogeneous equation can be transformed into separable equations by substituting
y = xv or v = y/x.
Hence,
y’ = v + x (dv/dx) This will result in separable equations in variables x
and v. Solve and resubstitute the value v=y/x.
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EUT 10224
Example 2.7
Solve the initial value problem.
y(0) = 2.
,'22 yx
xyy
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EUT 10225
Solution
Test the homogenity Substitute y = xv
Integrate
x
dxdv
v
1
v
13
2v2
1k|xv|ln
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EUT 10226
Substitute v = y/x and determine the general solution.
The initial condition, y(0) = 2, so that A = 2.
22 y2/xAey
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EUT 10227
Sekalipun mereka dapat memahami hakikat ‘bagaimana hendak bermula tetapi tidak pernah bersiap’…. Sampai bila pun mereka tidak akan bermula
“Peluang sentiasa ada kepada setiap orang. Hanya kesanggupan yang membezakan”
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EUT 10228
Example 2.8
xy
AxeyxAnswer
xxy
yx
dx
dy
2
2
22
)(:
a)
equations aldifferenti following theSolve 1.
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EUT 10229
Ax eBBxeyAnswer
yxydx
dyx
,:
2 b)
2
2
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EUT 10230
2.3 : LINEAR EQUATIONS
Definition 2.3 : (First OLDEs)
An equation is said to be a first-order linear
equation if it has the form
a(x)y’ + b(x)y = c(x)
where a(x), b(x) & c(x) are continuous functions on a given interval.(or a constant).
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EUT 10231
Example 2.9
a) xy’ – 2y = x + 1 is a linear equation with
a(x) = x, b(x) = -2 dan c(x) = x+1
b) 2x2y’ + xey = sin x is not a linear equation.
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EUT 10232
Example 2.10
Determine whether the following ODEs are linear equations or not.
a) (1 - x2)y’ = x(y + sin-1x)
b) y’ + xy2 = ex
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EUT 10233
Solution of Linear Equations
We rewrite the linear the equation as
y’ + p(x)y = q(x)• a(x) = 1
find ∫p(x)dx
An integrating factor is ρ = e∫p(x)dx
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EUT 10234
Cont.....
multiplying both sides of the linear equation by ρ we get, ρy’ + ρp(x)y = ρq(x)
Or can be rewrite into the form;
The solution to the linear equation is by integrating both sides with respect to x.
)x(q)y(dx
d
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EUT 10235
Example 2.11
Solve the following linear equations.a) y’ + y = x
b) y’ +y tan x = kos x,
given that y = 1 when x = 0.
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EUT 10236
Solutions
a) y’ + y = x
we know that p(x) = 1 and q(x) = x.
Answer : y = (x – 1) + Ae-x
b) Answer : y = (x + 1) kos x
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EUT 10237
Example 2.12: Linear Equations Application
A tank containing 50 liters of liquid with composition, 90% water and 10% alcohol. A second liquid with composition, 50% water and 50% alcohol is poured into the tank at the rate of 4 liters per minute. While the second liquid is poured into the tank, the liquid in the tank is drained out at the rate of 5 liters per minute. Assuming that the liquid in the tank mix uniformly, how much alcohol left in the tank 10 minutes later?
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EUT 10238
Answer
13.45 liter
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EUT 10239
2.4 : EXACT EQUATIONS
Definition 2.4
A first order differential equation of the form
M(x,y)dx + N(x,y)dy = 0
is called an exact diffrential equation if the differential form M(x,y)dx + N(x,y)dy is exact,that is,
du = M(x,y)dx + N(x,y)dy
of some function u(x,y).
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EUT 10240
Theorem 2.1 : (Condition of an exact equation)
* The equation
M(x,y)dx + N(x,y)dy = 0
is an exact equation if and only if :
x
N
y
M
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EUT 10241
Example 2.13
Show that
(6xy+2y)y’ = –(2x + 3y2)
is an exact equation.
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EUT 10242
Solution
We rewrite in the form
(2x + 3y2)dx + (6xy + 2y)dy = 0
i.e. M = (2x + 3y2) and N = (6xy + 2y)
Then, we test for exactness
x
N
y
M
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EUT 10243
Example 2.14
Solve the following differential equation;
(1- kos2x) dy + (y sin 2x) dx = 0.
Solution :
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EUT 10244
Solution of An Exact Equations
1) Write in the form of exact equation :
M(x,y)dx + N(x,y)dy = 0.
Test for Exactness :
x
N
y
M
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EUT 10245
Cont…
2) Write
(II)
and
(I)
Ny
u
Mx
u
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EUT 10246
Cont....
3) By integrating Equation (I) with respect to x, we have u(x,y) = ∫ M dx + Φ(y).
4) Differentiate u with respect to y, and equating the result with equation (II) to determine the function Φ(y).
5) Write the solution in the form of u(x,y) = A, where A is a constant.
5) By substituting the initial condition, we will get the particular solution of the initial value problem
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EUT 10247
Example 2.14
Show the the following ODE is an exact equation and solve the differential equation.
(6x2 - 10xy + 3y2)dx + (-5x2 + 6xy -3y2)dy = 0
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EUT 10248
Solution
Test for Exactness(6x2 - 10xy + 3y2) = M and
(-5x2 + 6xy -3y2) = N
Show that
x
N
y
M
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EUT 10249
Cont …
Let u(x,y) be the solution, then
u = ∫Mdx +Φ(y)
u = ∫(6x2 - 10xy + 3y2)dx + Φ(y)
= 2x3 – 5x2y +3xy2 + Φ(y)
differentiate u with respect to y, we obtain
∂u/∂y = -5x2 +6xy + Φ’(y)
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EUT 10250
Cont .....
By equating with N we obtain,
-5x2 +6xy + Φ’(y) = (-5x2 + 6xy -3y2)
hence; Φ’(y) = -3y2 and we obtain
Φ(y) = -y3 + B
The general solution is u(x,y) = A, where
u(x,y) = 2x3 – 5x2y +3xy2 - y3 + B = A
u(x,y) = 2x3 – 5x2y +3xy2 - y3 = C, C = A - B
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EUT 10251
Example 2.15
Solve the following differential equations
1) xy’ + y + 4 = 0
2) sin x dy + (y kos x – x sin x) dx = 0
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EUT 10252
Answer
1) u(x,y) = (y + 4)x = C , C = A – B
2) u(x,y) = y sin x + x kos x – sin x
= C , C = A – B
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EUT 10253
Exercise 2
Show that the following differential equation
2y dx + x dy = 0
is not an exact equation.
If the integrating factor,
solve the differential equation.
,1
),(xy
yx
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EUT 10254
Answer
x2y = A , A is a constant