III First Order ODE Part1
III First Order ODE Part1
Gyu-Boong Jo
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 1 / 24
dt
are first-order equations, while (1.3) and
Differential equations I d2 r
m = −kr
dt2
are second-order equations. A linear differential equation (with x as independent
and y as dependent variable) is one of the form
a0 y + a1 y ′ + a2 y ′′ + a3 y ′′′ + · · · = b,
where the a’s and b are either constants or functions of x. The first equation in
(1.4) is not linear because of the y 2 term; all the other equations we have mentioned
so far are linear. Some other examples of nonlinear equations are:
Many of the differential equations which occur in applied problems are linear and
of the first or second order; we shall be particularly interested in these.
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 2 / 24
(1.6) y ′ = cos x
because if we substitute (1.5) into (1.6) we get the identity cos x = cos x.
General vs Particular solution I
Example 2. The equation y ′′ = y has solutions y = ex or y = e−x or y = Aex + Be−x as
you can verify by substitution.
!
If we integrate y ′ = f (x), the expression for y, namely y = f (x) dx + C,
contains one arbitrary constant of integration. If we integrate y ′′ = g(x) twice to
get y(x), then y contains two independent integration constants. We might expect
that in general the solution of a differential equation of the nth order would contain
n independent arbitrary constants. Note that in Example 1 above, the solution
of the first-order equation y ′ = cos x contained one arbitrary constant C, and in
Example 2 the solution y = Aex + Be−x of the second-order equation y ′′ = y
contained two arbitrary constants A and B.
(This may not be true for nonlinear equations; see Section 2.)
In applications, we usually want a particular solution, that is, one which satis-
fies the differential equation and some other requirements as well. Here are some
examples of this.
Example 3. Find the distance which an object falls under gravity in t seconds if it starts
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 3 / 24
General vs Particular solution II
Example
00
Find the solution of y = y which passes through the origin and through
the point (ln2, 3/4).
dy
= F (x, y ) ⇒ A (x, y ) dx + B (x, y ) dy = 0 (1)
dx
where
A (x, y )
F (x, y ) = − (2)
B (x, y )
Here, A(x, y ) and B(x, y ) are functions of both x and y . In the following
sections, we will consider how to solve first-order differential equations for
the special case. At the same time, however, we will see why we cannot
solve many different differential equations.
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 5 / 24
Separable-variable equation I
? Separable equation
Factorise the equation so that it becomes separable. After rearranging it
so that the terms depending on x and those depending on y appear on
opposite sides, integrate directly
dy
= f (x) g (y ) (3)
dx
Factorize the equation so as to make it separable. Then, the solution is
Z Z
dy
= f (x) dx (4)
g (y )
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 6 / 24
Separable-variable equation II
Example
Solve
dy
= x + xy (5)
dx
Z Z
dy x2
= xdx ⇒ ln (1 + y ) = +C (6)
1+y 2
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 7 / 24
Separable-variable equation III
Example (Radioactive isotope decay)
dN
= −λN
dt
The number of atoms at t = 0 is N(t = 0) = N0 . Find N(t) at later times.
Answer : y + e y = 2 + e 3 + sin x.
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 8 / 24
Integrating from (x0 , y0 ) to (x, y) yields
! x ! y
P (x) dx + Q(y) dy = 0.
Separable-variable equation IV x0 y0
Since the lower limits, x0 and y0 , contribute constants, we may ignore the lower limits of
integration and simply add a constant of integration. Note that this separation of variables
Example
technique does not require that the differential equation be linear.
Parachutist
Example 9.2.1 PARACHUTIST
We want to find the velocity of the falling parachutist as a function of time and are partic-
ularly interested in the constant limiting velocity, v0 , that comes about by air drag, taken,
to be quadratic, −bv 2 , and opposing the force of the gravitational attraction, mg, of the
Earth. We choose a coordinate system in which the positive direction is downward so that
the gravitational force is positive. For simplicity we assume that the parachute opens im-
mediately, that is, at time t = 0, where v(t = 0) = 0, our initial condition. Newton’s law
applied to the falling parachutist gives
mv̇ = mg − bv 2 ,
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 9 / 24
Separable-variable equation 9.2VFirst-Order Differential Equations 545
which we integrate by decomposing the denominator into partial fractions. The roots of the
denominator are at v = ±v0 . Hence
! "−1 ! "
b m 1 1
g − v2 = − .
m 2v0 b v + v0 v − v0
Integrating both terms yields
# v $
dV 1 m v0 + v
b 2
= ln = t.
g− mV
2 gb v0 − v
When we began our study of ODEs, the only equation we could solve was
dy /dx = g (t). We then enlarge our inventory of include all linear and
separable equations. More generally, we can solve all differential equations
which are in the form of
d
φ(x, y ) = 0
dx
for some function φ(x, y ). To wit, we can integrate both sides of the
above equation to obtain:
φ(x, y ) = constant
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 11 / 24
Exact equations II
Example
The equation cos(x + y ) + [1 + cos(x + y )]dy /dx = 0 can be written in
the form of d/dx[y + sin(x + y )] = 0 Then, the solutions must be :
Definition
A first order ODE is exact if
A (x, y ) dx + B (x, y ) dy = 0
and
∂A ∂B
= .
∂y ∂x
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 12 / 24
Exact equations III
In this situation, our goal is to find the function V (x, y ) satisfying
∂V ∂V
Adx + Bdy = dV = dx + dy (8)
∂x ∂y
Thus
∂V ∂V
A (x, y ) = and B (x, y ) = (9)
∂x ∂y
must be satisfied. Note that
∂2V ∂2V
≡ (10)
∂x∂y ∂y ∂x
which requires the condition
∂A ∂B
= . (11)
∂y ∂x
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 13 / 24
Exact equations IV
Now, we can obtain V (x, y ) by integrating
Z
V (x, y ) = A (x, y ) dx + F (y ) (12)
∂V
where F (y ) should be determined from B (x, y ) = ∂y .
Remark
The existence of the solution for the exact equation is guaranteed by the
following theorem.
∂A/∂y = ∂B/∂x
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 14 / 24
Exact equations V
Example
Solve
dy
x + 3x + y = 0 (13)
dx
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 15 / 24
First-order linear differential equation I
dy
+ P (x) y = Q (x)
dx
Inexact case:
dy
+ P (x) y = Q (x)
dx
⇒dy + dx [P (x) y − Q (x)] = 0 → Inexact. (14)
dy
µ (x) + µ (x) P (x) y = µ (x) Q (x)
dx
d
⇒ [µ (x) y ] = µ (x) Q (x) (15)
dx
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 16 / 24
First-order linear differential equation II
can be solved!
Then, µ (x) must satisfy
Z
dµ (x)
= µ (x) P (y ) ⇒ µ (x) = exp P (x) dx (16)
dx
Note that the same result of the integrating factor µ (x) can be obtained
from the previous approach.
Example
dy
Solve the initial-value problem dx + 2xy = x y (x = 1) = 2.
2
Answer: y = 1/2 + 3/2e 1−t .
First-order
Example 9.2.2linear differential equation III
RL CIRCUIT
dI (t)
L + RI (t) = V (t)
dt
for the current I (t), where L is the inductance and R is the resistance, both constant. V (t)
is the time-dependent input voltage.
From Eq. (9.29) our integrating factor α(t) is
" t
R
α(t) = exp dt = eRt/L .
L
Then by Eq. (9.30),
#" t $
V (t)
I (t) = e−Rt/L eRt/L dt + C ,
L
with the constant C to be determined by an initial condition (a boundary condition).
For the special case V (t) = V0 , a constant,
# $
V0 L Rt/L V0
I (t) = e−Rt/L · e +C = + Ce−Rt/L .
L R R
If the initial condition is I (0) = 0, then C = −V0 /R and
V0 % &
I (t) = 1 − e−Rt/L .
R !
Now we prove the theorem that the solution of the inhomogeneous ODE is unique up
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 18 / 24
Find integrating factors: Inexact equations I
∂A ∂B
A (x, y ) dx + B (x, y ) dy = 0 but for 6= (17)
∂y ∂x
Since ∂A ∂B
∂y 6= ∂x , we cannot find a function V (x, y ) satisfying
dV (x, y ) = 0. In this case, the differential Adx + Bdy can always be
made exact by multiplying an integrating factor µ (x, y ) obeying
∂ (µA) ∂ (µB)
= (18)
∂y ∂x
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 19 / 24
Find integrating factors: Inexact equations II
Then, µ (x, y ) can be found if µ is a function of either x, or y alone. For
example, assume µ = µ (x), then the above equation becomes
∂A ∂B ∂µ
µ =µ +B
∂y ∂x ∂x
dµ 1 ∂A ∂B
⇒ = − dx = f (x) dx. (19)
µ B ∂y ∂x
Therefore, we have
Z
µ (x) = exp f (x) dx (20)
where
1 ∂A ∂B
f (x) = − . (21)
B ∂y ∂x
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 20 / 24
Find integrating factors: Inexact equations III
Similarly, if µ = µ (y ), then
Z
µ (y ) = exp g (y ) dy (22)
where
1 ∂B ∂A
g (y ) = − . (23)
A ∂x ∂y
Example
dy
Solve dx = −2/y − 3y /2x
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 21 / 24
Find integrating factors: Inexact equations IV
Example
Use the method of this section to find the general solution of the linear
equation
Example
Find the general solution:
y2 dy
+ 2ye x + (y + e x ) =0
2 dx
Answer: y (x) = −e x ± [e 2x + 2ce −x ]1/2
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 22 / 24
Bernoulli equation I
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 23 / 24
Bernoulli equation II
First, Dividing the above standard form by y n .
1 1
n
dy /dx + 1−n P(x) = Q(x)
y y
dy /dx + y /3 = e x y 4