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Exact and Linear Differential Equations

The document discusses exact differential equations and linear differential equations. It provides examples of solving exact differential equations by checking two conditions and finding an integrating factor that makes the differential equation exact.
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© © All Rights Reserved
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0% found this document useful (0 votes)
191 views16 pages

Exact and Linear Differential Equations

The document discusses exact differential equations and linear differential equations. It provides examples of solving exact differential equations by checking two conditions and finding an integrating factor that makes the differential equation exact.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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EXACT DIFFERENTIAL

EQUATIONS
&
LINEAR DIFFERENTIAL
EQUATIONS
EXACT DIFFERENTIAL EQUATION
• IS AN EQUATION WHICH CONTAINS ONE OR MORE TERMS. IT INVOLVES THE DERIVATIVE OF
ONE VARIABLE (DEPENDENT VARIABLE) WITH RESPECT TO THE OTHER VARIABLE (INDEPENDENT
VARIABLE).

Exact Differential Equation:


𝝏𝑴 𝝏𝑵
=
𝝏𝒚 𝝏𝒙
𝒙 + 𝒚 𝒅𝒙 + 𝒙 − 𝒚 𝒅𝒚 = 𝟎

To solve the for the DE, we need to use the following:


And 𝒇 𝒙, 𝒚 = 𝑪 should be the
general solution for Exact
𝝏𝒇 𝝏𝒇 Differential Equation.
= 𝐌(𝐱, 𝐲) = 𝐍(𝐱, 𝐲)
𝝏𝒙 𝝏𝒚

First condition Second condition


EXAMPLE PROBLEM: • 2 Conditions
𝑓(𝑥, 𝑦) = 𝑐
𝟏. 𝒙 + 𝒚 𝒅𝒙 + 𝒙 − 𝒚 𝒅𝒚 = 𝟎 𝜕𝑓 𝜕𝑓
= M(x, y) = N(x, y)
𝜕𝑥 𝜕𝑦
𝜕𝑀 𝜕𝑁 First condition Second condition
= Solution:
𝜕𝑦 𝜕𝑥
𝑑𝑡(𝑦)
𝑀 𝑥, 𝑦 = 𝑥 + 𝑦 𝜕𝑓 = −y
𝜕𝑥 =𝑥+𝑦 𝑑𝑦
𝑁 𝑥, 𝑦 = 𝑥 − 𝑦 𝜕𝑥
න 𝑑𝑡(𝑦) = න −𝑦𝑑𝑦
𝜕𝑀 𝜕𝑁 න 𝜕𝑓 = න 𝑥 + 𝑦 𝜕𝑥
=0+1 =1−0
𝜕𝑦 𝜕𝑦
𝑡 𝑦 = − න 𝑦𝑑𝑦
𝑓 = න 𝑥𝑑𝑥 + න 𝑦𝑑𝑥 𝑥 2 + 2𝑥𝑦 − 𝑦 2 = 𝐶
=1 =1
−𝑦 2
𝜕𝑀 𝜕𝑁 𝑥2 𝑡 𝑦 =
𝑓= + 𝑦𝑥 + 𝑇(𝑦) 2
= =1 2
𝜕𝑦 𝜕𝑥 𝑓 𝑥, 𝑦 = 𝐶
𝜕𝑓 𝑑𝑡(𝑦)
The DE is EXACT. = 0 + 𝑥(1) + = N(x, y) 𝑥2 𝑦2
𝜕𝑦 𝑑𝑦 𝑓 𝑥, 𝑦 = + 𝑥𝑦 − =𝐶
2 2
𝑑𝑡(𝑦)
=𝑥+ =x−y
𝑑𝑦
• 2 Conditions
EXAMPLE PROBLEM: 𝑓 𝑥, 𝑦 = 𝐶
𝜕𝑓 𝜕𝑓
2. 𝟐𝒙𝒚 − 𝟑𝒙𝟐 𝒅𝒙 + 𝒙𝟐 + 𝒚 𝒅𝒚 = 𝟎 = 𝑀 𝑥, 𝑦 = N(x, y)
𝜕𝑥 𝜕𝑦
First condition Second condition
𝑀 𝑥, 𝑦 = 2𝑥𝑦 − 3𝑥 2 𝑁 𝑥, 𝑦 = 𝑥 2 + 𝑦

𝜕𝑀 𝜕𝑁 𝜕𝑓
= 2x 1 = 0 = 2x + 0 = 2𝑥𝑦 − 3𝑥 2
𝜕𝑦 𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁 න 𝜕𝑓 = න 2𝑥 = 3𝑥 2 𝜕𝑥
= 2x = 2x
𝜕𝑦 𝜕𝑦
𝑥2 𝑥3
𝜕𝑀 𝜕𝑁 𝑓 = 2𝑦 − 3 + T(y)
2 3
= = 2x
𝜕𝑦 𝜕𝑥
𝑓 = 𝑥 2 𝑦 − 𝑥 3 + 𝑇(𝑦)
Therefore the DE is EXACT.
𝜕𝑓
= 𝑥 2 1 − 0 + 𝑇 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦
EXAMPLE PROBLEM:
𝜕𝑓
= 𝑥 2 1 − 0 + 𝑇 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦 𝑓 𝑥, 𝑦 = 𝐶

𝑥2 + 𝑇′ 𝑦 = 𝑥2 + 𝑦 𝑦2
𝑥 2𝑦 − 𝑥2 + =𝐶
2
𝑇′ 𝑦 = 𝑦
2
𝑦
𝑑𝑇(𝑦) 2 𝑥 2𝑦 − 𝑥 2 + =𝐶
=𝑦 2
𝑑𝑦

2𝑥 2 𝑦 − 2𝑥 2 + 𝑦 2 = 𝐶
න 𝑑𝑇 𝑦 = න 𝑦𝑑𝑦

𝑦2
𝑇 𝑦 =
2
• 2 Conditions
EXAMPLE PROBLEM: 𝑓 𝑥, 𝑦 = 𝐶
𝜕𝑓 𝜕𝑓
3. 𝟔𝒙 + 𝒚𝟐 𝒅𝒙 + 𝟐𝒙 − 𝟑𝒚 𝒅𝒚 = 𝟎 = 𝑀 𝑥, 𝑦 = N(x, y)
𝜕𝑥 𝜕𝑦
First condition Second condition
𝜕𝑀 𝜕𝑁
= 𝜕𝑓
𝜕𝑦 𝜕𝑥
= 6𝑥 = 2𝑦 2
𝑀 𝑥, 𝑦 = 6𝑥 + 𝑦 2 𝑁 𝑥, 𝑦 = 2𝑥 − 3𝑦 𝜕𝑥

𝜕𝑀 𝑁 𝑥, 𝑦 = 2𝑥𝑦 − 3𝑦 2 න 𝜕𝑓 = න 6𝑥 = 𝑦 2 𝜕𝑥
= 0 + 2y
𝜕𝑦 𝜕𝑁
= 2y 1 − 0 6𝑥 2
𝜕𝑀 𝜕𝑦 𝑓= + 𝑦 2 𝑥 + T(y)
= 2y 2
𝜕𝑦
𝜕𝑁 𝑓 = 3𝑥 2 + 𝑥𝑦 2 + 𝑇(𝑦)
= 2y
𝜕𝑦
𝜕𝑀 𝜕𝑁
= = 2y 𝜕𝑓
𝜕𝑦 𝜕𝑥 = 𝑜 + 𝑥 2𝑦 + 𝑇 ′ 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦
The DE is EXACT.
EXAMPLE PROBLEM:
𝜕𝑓
= 𝑜 + 𝑥 2𝑦 + 𝑇 ′ 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦
−3𝑦 3
2𝑥𝑦 2𝑥𝑦 𝑇′ 𝑦 =
− + 𝑇′ 𝑦 = − 3𝑦 2 3
2𝑥𝑦 2𝑥𝑦

𝑇 ′ 𝑦 = −3𝑦 2 𝑇 𝑦 = −𝑦 3

𝑑𝑇(𝑦) 𝑓 𝑥, 𝑦 = 𝐶
= −3𝑦 2
𝑑𝑦
3𝑥 2 + x𝑦 2 + 𝑇 𝑦 = 𝐶
න 𝑑𝑇 𝑦 = න −3𝑦 2 𝑑𝑦
3𝑥 2 + x𝑦 2 + 𝑦 3 = 𝐶

𝑇 ′ 𝑦 = −3 න 𝑦 2 𝑑𝑦
EXAMPLE PROBLEM: • 2 Conditions
𝑓 𝑥, 𝑦 = 𝐶
𝑀 𝑥, 𝑦 𝑁 𝑥, 𝑦
𝜕𝑓 𝜕𝑓
= 𝑀 𝑥, 𝑦 = N(x, y)
4. (𝐜𝐨𝐬 𝒙 𝐜𝐨𝐬 𝒚 − 𝐜𝐨𝐭 𝒙)𝒅𝒙 − 𝐬𝐢𝐧 𝒙 𝐬𝐢𝐧 𝒚𝒅𝒚 = 𝟎 𝜕𝑥 𝜕𝑦
𝜋
First condition Second condition
When x = 2 , 𝑦 = 0

𝜕𝑀 𝜕𝑁 𝜕𝑓
= (Solve for exactness) = cos 𝑥 cos 𝑦 − cot 𝑥
𝜕𝑦 𝜕𝑥 𝜕𝑥

𝜕𝑀 𝜕𝑁 𝜕𝑓
= 𝑀 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝑑𝑥 = cos 𝑥 cos 𝑦 − cot 𝑥 𝑑𝑥
𝜕𝑦 𝜕𝑥 𝜕𝑥

𝜕𝑀 𝜕𝑁 න 𝜕𝑓 = න cos 𝑥 cos 𝑦 − cot 𝑥 𝑑𝑥


= cos 𝑥 cos 𝑦 − cot 𝑥 = sin 𝑥 sin 𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁 𝑓 = cos 𝑦 sin 𝑥 − 𝐼𝑛 sin 𝑥 + 𝐺(𝑦)
= cos 𝑥 − sin 𝑦 = − cos 𝑥 sin 𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀
= −cos 𝑥 sin 𝑦 Therefore the DE is EXACT.
𝜕𝑦
𝜕𝑁 𝜕𝑓
EXAMPLE PROBLEM: 𝜕𝑦
= sin 𝑥 sin 𝑦
𝜕𝑦
= N(x, y)

𝑓 = cos 𝑦 sin 𝑥 − 𝐼𝑛 sin 𝑥 + 𝐺(𝑦)


න 𝑑𝐺 = න 0𝑑𝑦
𝜕𝑓
= cos 𝑦 sin 𝑥 − 𝐼𝑛 sin 𝑥 + 𝐺(𝑦) 𝐺 = 1 𝑜𝑟 𝐶
𝜕𝑦
𝑓 = cos 𝑦 sin 𝑥 − 𝐼𝑛 sin 𝑥 + 𝐶
𝜕𝑓
= sin 𝑥(− sin 𝑦) − 0 + 𝐺′(𝑦)
𝜕𝑦 𝑓 − 𝐶 = sin 𝑥 cos 𝑦 − 𝐼𝑛 sin 𝑥

𝜕𝑓 𝑑𝐺 𝐶1 = sin 𝑥 cos 𝑦 − 𝐼𝑛 sin 𝑥


= − sin 𝑥 sin 𝑦 +
𝜕𝑦 𝑑𝑦 𝜋 𝜋
𝐶1 = sin cos 0 − 𝐼𝑛 sin
𝑑𝐺 2 2
− sin 𝑥 sin 𝑦 + = − sin 𝑥 sin 𝑦
𝑑𝑦 𝐶1 = 1 1 − 0
𝑑𝐺
=0 𝐶1 = 1
𝑑𝑦
1= sin 𝑥 cos 𝑦 − 𝐼𝑛 sin 𝑥
𝑑𝐺
𝑑𝑦 = 0 𝑑𝑦
𝑑𝑦
LINEAR DIFFERENTIAL EQUATION
• IS AN EQUATION HAVING A VARIABLE, A DERIVATIVE OF THIS VARIABLE, AND A FEW OTHER
FUNCTIONS (LINEAR DIFFERENTIAL EQUATION - FORMULA, DERIVATION, EXAMPLES, N.D.).

𝑑𝑦 Variables on the
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)
𝑑𝑥 right side of equal
sign are all “x”.
Stand alone Means the
expression. expression is in
terms of x and y.

I.F= 𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥

Integrating
Factor
- If one multiply the integrating factor to both sides, we can
𝑑𝑦
reduce + 𝑃 𝑥 𝑦 and integrate as a concept of a product.
𝑑𝑥
EXAMPLE PROBLEM:
𝒙𝟓 +𝟑𝒚 𝐝𝒚 Solve the I.F using formula;
1. − =𝟎
𝒙 𝒅𝒙 3
‫𝑥𝑑 𝑥 𝑃 ׬‬ ‫׬‬−𝑥𝑑𝑥
I.F= 𝑒 =𝑒 = 𝑒 −3𝐼𝑛𝑥 = 𝑥 −3
𝑑𝑦 𝑥 5 3𝑦
− + + =0 Solution:
𝑑𝑥 𝑥 𝑥
𝑑𝑦 𝑥 3𝑦 5 𝑦𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥
= න 𝑒‫𝑃 ׬‬ 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥
−1 − + + =0 −1
𝑑𝑥 𝑥 𝑥
𝑦𝑥 −3 = න 𝑥 −3 (𝑥 4 )𝑑𝑥
𝑑𝑦 3𝑦
− 𝑥4 − =0
𝑑𝑥 𝑥
y𝑥 −3 = න 𝑥𝑑𝑥 𝑥5
𝑑𝑦 3𝑦 y= + 𝐶𝑥 3
− = 𝑥4 2
𝑑𝑥 𝑥 𝑥2
𝑦𝑥 −3 = + 𝐶 = 𝑥3
𝑑𝑦 3 2
+ y(− ) = 𝑥 4
𝑑𝑥 𝑥
3
P x = − , Q(x) = 𝑥 4
𝑥
EXAMPLE PROBLEM:
Solve the I.F using formula;
2. (𝟒𝒚 – 𝟑𝒙) 𝒅𝒙 + 𝟓𝒙 𝒅𝒚 = 𝟎
‫𝑥𝑑 𝑥 𝑃 ׬‬
4 3 5 5/9
I.F= 𝑒 𝑦𝑥 5 = 𝑥 +𝐶
4𝑦 − 3𝑥 𝑑𝑥 + 5𝑥𝑑𝑦 = 0 5 9
4 4 1 4 4
‫׬‬5𝑥𝑑𝑥 ‫𝑥𝑑 ׬‬ 𝐼𝑛𝑥 𝐼𝑛𝑥
5𝑥𝑑𝑥 I.F= 𝑒 =𝑒 5 𝑥 =𝑒 5 =𝑒 5
4 1 5/9
4 𝑦𝑥 5 = 𝑥 +𝐶
4𝑦 − 3𝑥 𝑑𝑦 I.F=𝑥 5 3
+ =0
5𝑥 𝑑𝑥 Solution: −4 𝑦 1 9/5
𝑥5 = 𝑥 + 𝐶 𝑥 −4/5
𝑑𝑦 4𝑦 3𝑥 𝑥 4/5 3
+ − =0 𝑦𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥
= න 𝑒‫𝑃 ׬‬ 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥
𝑑𝑥 5𝑥 5𝑥 1 9−4
𝑦 = 𝑥 5 5 + 𝐶𝑥 −4/5
4 4 3 3
𝑑𝑦 4𝑦 3 𝑦𝑥 5 = න 𝑥 5 ( )𝑑𝑥
+ − =0 5 1
𝑑𝑥 5𝑥 5 𝑦 = 𝑥 + 𝐶𝑥 −4/5
4 3 4 3
𝑑𝑦 4 3 𝑦𝑥 5 = න 𝑥 5 𝑑𝑥 or
+y = 5
𝑑𝑥 5𝑥 5 1 𝐶
4 3
4 3 𝑥 9/5 𝑦= 𝑥 + 4/5
𝑦𝑥 5 = +𝐶 3 𝑥
𝑃 𝑥 = ,𝑄 𝑥 = 5 9
5𝑥 5 5
EXAMPLE PROBLEM:
Solution:
3. 𝒚′ = 𝒙 − 𝟒𝒙𝒚 𝑦(𝐼. 𝐹) = න 𝑄 𝑥 𝐼. 𝐹 𝑑𝑥 + 𝐶
𝑑𝑦
+ 4xy = x 2 2
𝑑𝑥 𝑦𝑒 2𝑥 = න 𝑥𝑒 2𝑥 𝑑𝑥 + C
𝑑𝑦
+ P x y = Q(x) 𝑙𝑒𝑡 𝑢 = 2𝑥 2 2 1 2𝑥 2
𝑑𝑥
1 4[𝑦𝑒 2𝑥 𝑒 + 𝐶]
4
P x = 4x ; Q x = x 𝑑𝑢 = 2 2𝑥 𝑑𝑥 න 𝑒 𝑢 𝑑𝑢
4 2
4𝑦𝑒 2𝑥 = 𝑒 2𝑥 + 𝐶
2

𝑑𝑢 = 4𝑥𝑑𝑥
Solve the I.F using formula; 1 2
[4𝑦𝑒 2𝑥 = 𝑒 2𝑥 + 𝐶]
2
1 𝑢 𝑒 2𝑥
2

I.F= 𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥 𝑑𝑢 4𝑥𝑑𝑥 𝑒 +𝐶
= 4 𝐶
4 4 4𝑦 = 1 +
I.F= 𝑒 ‫ ׬‬4𝑥𝑑𝑥 𝑒 2𝑥
2

4 ‫𝑥𝑑𝑥 ׬‬ 𝑑𝑢 2 1 2𝑥 2 or
I.F= 𝑒 = 𝑥𝑑𝑥 𝑦𝑒 2𝑥 = 𝑒 +𝐶 4𝑦 = 1 + 𝐶𝑒 −2𝑥
2

𝑥2
4 4
4
I.F= 𝑒 2
𝑑𝑢
I.F= 𝑒 2𝑥
2
න 𝑒𝑢
4
EXAMPLE PROBLEM:
4. 𝒚′ +𝒚 𝐜𝐨𝐭 𝒙 = 𝟐 𝐜𝐨𝐬(𝒙)

𝑑𝑦
1. Put the equation in the standard form: 𝑑𝑥 = 𝑃 𝑥 𝑦 = 𝑄(𝑥)

P x = cot(𝑥) ; Q x = 2 cos(𝑥)

2. Find the integrating factor: 𝜇 𝑥 = 𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥

𝜇 𝑥 = 𝑒 ‫ ׬‬cot(𝑥)𝑑𝑥
𝜇 𝑥 = 𝑒 𝐼𝑛(sin(𝑥))
𝜇 𝑥 = sin(𝑥)

3. Multiply the DE by the 𝜇 𝑥

sin(𝑥) cos 𝑥
sin 𝑥 𝑦′ + ∙ ∙ 𝑦 = 2 sin 𝑥 cos(𝑥)
1 sin 𝑥
EXAMPLE PROBLEM:

4. The left side is the derivative of product of 𝜇 𝑥 and 𝑦


𝑑
sin(𝑥) ∙ 𝑦 ∙ 2 sin(𝑥) cos(𝑥)
𝑑𝑥
𝑑
sin(𝑥) ∙ 𝑦 = sin(2𝑥)
𝑑𝑥
𝑙𝑒𝑡 𝑢
5. Integrate both sides of the DE.
𝑢 = 2𝑥
𝑑
න sin(𝑥) ∙ 𝑦 𝑑𝑥 = න sin 2𝑥 𝑑𝑥 𝑑𝑢 2𝑑𝑥
𝑑𝑥 =
2 2
1 1
sin 𝑥 𝑦 2 − cos 2𝑥 + 𝐶 𝑑𝑢 = 𝑑𝑥
= 2
sin(𝑥) sin(𝑥)
1
= න sin 𝑢 𝑑𝑢
− cos(2𝑥) 𝐶 2
𝑦= +
2 sin(𝑥) sin(𝑥)
𝑘
+ℎ 𝑎𝑛 𝜑∅ ∪
Group 3 members:
Almero
Zabala
Abugho
Rivera
Calidro
Intendencia
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