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III First Order ODE Part1

This document discusses first-order differential equations. It defines linear and nonlinear differential equations. Common types of first-order equations are separable variable equations, which can be solved by separating the variables and integrating both sides. The general solution of a differential equation contains arbitrary constants equal to the order of the equation. For applied problems, a particular solution is needed that satisfies the differential equation and specified boundary conditions.

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0% found this document useful (0 votes)
33 views24 pages

III First Order ODE Part1

This document discusses first-order differential equations. It defines linear and nonlinear differential equations. Common types of first-order equations are separable variable equations, which can be solved by separating the variables and integrating both sides. The general solution of a differential equation contains arbitrary constants equal to the order of the equation. For applied problems, a particular solution is needed that satisfies the differential equation and specified boundary conditions.

Uploaded by

yue min
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture 7-9

III. First-order differential equation (Part 1)

PHYS2124 Mathematical Methods in Physics I

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:

y ′ = cot y (not linear because of the term cot y);


yy ′ = 1 (not linear because of the product yy ′ );
′2 2
y = xy (not linear because of the term y ′ ).

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.

A solution of a differential equation (in the variables x and y) is a relation between


x and y which, if substituted into the differential equation, gives an identity.

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.

Any linear differential equation of order n has a solution containing n independent


arbitrary constants, from which all solutions of the differential equation can be
obtained by letting the constants have particular values. This solution is called
the general solution of the linear differential equation.

(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).

The given conditions which are to be satisfied by the particular solution


are called boundary conditions, or when they are conditions at t = 0 they
may be called initial conditions. For linear equations, the desired particular
solution can be found form the general solution by determining the values
of the constants.  
d 2y dny
In summary,n-th order ODE: contains dy ,
dx dx 2 , · · · , dx n describing the
relationship between these derivatives of dependent variable y with respect
to the independent variable x. The general solutions to the n-th order
ODEs, which are considered will contain n arbitrary constants of
integration and thus we will need n boundary conditions if these constants
are to be determined.
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 4 / 24
General form of the ordinary first-order equations I

In general, the first-order differential equation can be written as follows:

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

Therefore, the solution is


   
x2 x2
1 + y = exp +C = C 0 exp (7)
2 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)

A radioactive isotope decays in such a way that the number of atoms


present at a given time, N(t), obeys the equation

dN
= −λN
dt
The number of atoms at t = 0 is N(t = 0) = N0 . Find N(t) at later times.

Example (Initial-value problem)


Solve the differential equation:

(1 + e y )dy /dx = cos x y (π/2) = 3

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 ,

where m includes the mass of the parachute.


The terminal velocity, v0 , can be found from the equation of motion as t → ∞; when
there is no acceleration, v̇ = 0, so
"
mg
bv02 = mg, or v0 = .
b

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

The variables t and v separate


dv
b 2
= dt,
g− mv

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

Solving for the velocity yields


e2t/T − 1 sinh Tt t
v= v0 = v0 = v0 tanh ,
e2t/T + 1 cosh Tt T
%
m
where T = gb is the time constant governing the asymptotic approach of the velocity to
the limiting velocity, v0 .
2
√ in numerical values, g = 9.8 m/s and taking b = 700 kg/m, m = 70 kg, gives
Putting
v0 = 9.8/10 ∼ 1%m/s ∼ 3.6 km/h ∼ 2.23 mi/h, the walking speed of a pedestrian at
m

landing, and T = bg = 1/ 10 · 9.8 ∼ 0.1 s. Thus, the constant speed v0 is reached
within a second. Finally, because it is always important to check the solution, we verify
that our solution satisfies
cosh t/T v0 sinh2 t/T v0 v0 v2 b
v̇ = − 2
= − = g − v2,
cosh t/T T cosh t/T T T T v0
PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) m Gyu-Boong Jo 10 / 24
Exact equations I

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

and solve for y as a function of x.

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 :

φ(x, y ) = y + sin(x + y ) = constant

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.

[Theorem] Let A(x, y ) and B(x, y ) be continuous and have continuous


partial derivatives for x and y. Then, there exists a function φ(x, y ) such
that A(x, y ) = ∂φ/∂x and B(x, y ) = ∂φ/∂y if , and only if,

∂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 (Three methods to solve the exact equation)


Find the general solution of the differential equation:

3y + e x + (3x + cos y )dy /dx = 0

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

? Inhomogeneous first order linear equation

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)

We can make the equation exact by multiplying the function µ (x):

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 .

Example: RLC Circuit


PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 17 / 24
!x
Substituting this C into y = C(x)e− p(X) dX reproduces Eq. (9.32).

First-order
Example 9.2.2linear differential equation III
RL CIRCUIT

For a resistance-inductance circuit Kirchhoff’s law leads to

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

For inexact equations

∂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

(dy /dx) + p(x)y = q(x)

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

A Bernoulli differential equation can be written in the following


standard form:
dy
+ P(x)y = Q(x)y n
dx
where n 6= 1 (the equation is thus nonlinear). Bernoulli equations are
special because they are nonlinear differential equations with known exact
solutions.
How to change the Bernoulli eq. to linear?

To find the solution, change the dependent variable from y to z, where


z = y 1−n . This gives a differential equation in x and z that is linear, and
can be solved using the integrating factor method.

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

Then, substitute z = y 1−n ,


1 dz
+ P(x)z = Q(x)
1 − n dx
which may be solved by the method we’ve learned.
Example
Solve

dy /dx + y /3 = e x y 4

Answer: 1/y 3 = e x (C − 3x) where C:constant.


PHYS2124 Mathematical Methods in Physics I II. First-order differential equation (Part 1) Gyu-Boong Jo 24 / 24

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