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Math 251 L4

This document is a lecture on the method of separation of variables in differential equations, specifically focusing on first-order differential equations. It includes definitions, examples, and solutions to various types of separable and non-separable equations, as well as discussions on homogeneous functions and their applications in solving differential equations. The lecture is presented by Dr. F.A. Wireko from the Department of Mathematics at Kwame Nkrumah University of Science and Technology.

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0% found this document useful (0 votes)
11 views33 pages

Math 251 L4

This document is a lecture on the method of separation of variables in differential equations, specifically focusing on first-order differential equations. It includes definitions, examples, and solutions to various types of separable and non-separable equations, as well as discussions on homogeneous functions and their applications in solving differential equations. The lecture is presented by Dr. F.A. Wireko from the Department of Mathematics at Kwame Nkrumah University of Science and Technology.

Uploaded by

sowateyezekiel
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© © 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
You are on page 1/ 33

Differential Equations

MATH 251

F.A.Wireko, PhD

Email:fawireko.myclaz@gmail.com

Department of Mathematics

Kwame Nkrumah University Of Science and Technology

February 5, 2025

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 1 / 33


Lecture Four

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 2 / 33


Method Of Separation of Variables

A FODE is said to be a separable differential equation if it is


algebraically reducible to a standard differential form, where each
non-zero term contains only one variable.

A first order differential equation is separable if it can be written in


the form;
dy
= f (x, y ) = A(x)B(y ) (1)
dx
or equivalent form:

M(x, y )dx + N(x, y )dy = 0 (2)

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 3 / 33


Cont...
If equation (2) is separable, then
M(x, y ) = g (x)s(y )
and (3)
N(x, y ) = h(x)r (y )
Then equation (2) is called a separable differential equation:
dy
g (x)s(y ) + h(x)r (y )
=0 (4)
dx
We then divide through by s(y )h(x), we get
g (x) r (y )
dx + dy = 0
h(x) s(y )

g (x) r (y ) dy
+ =0 (5)
h(x) s(y ) dx
F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 4 / 33
Cont...

Equation (2) has now been separated into each variable x and y .
Integrating both sides of equation (5) we get
Z Z
g (x) r (y )
dx + dy = c (6)
h(x) s(y )

where c is an arbitrary constant.

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 5 / 33


Example

Solve the following differential equations by separation of variables:

(a).
dy x2
=
dx 1 + y2

(b).
dy x − e −x
=
dx y + ey

(c).
dy x2
=
dx y (1 + x 3 )

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 6 / 33


Solution

(a)
Separating the variables,
(1 + y 2 )dy = x 2 dx
Integrating both sides we get,
Z Z
(1 + y )dy = x 2 dx
2

Z Z Z
2
1dy + y dy = x 2 dx

y3 x3
y+ = +c
3 3
3y + y 3 − x 3
=c
3
F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 7 / 33
Cont...

(b)
Separating variables
(y + e y )dy = (x − e −x )dx
(y + e y )dy − (x − e −x )dx = 0
Integrating both sides, we get
Z Z
(y + e )dy − (x − e −x )dx
y

y2 x2
+ ey − + e −x = c
2 2
y2 − x2
e y + e −x + =c
2
F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 8 / 33
Cont...

(c)
Separating of variables,
y (1 + x 3 )dy = x 2 dx
x2
=⇒ ydy = dx
1 + x3
Integrating both sides,
x2
Z Z
ydy = dx
1 + x3

y2 1
− ln(1 + x 3 ) = c
2 3
r
2
y =± ln(1 + x 3 ) + 2c
3
F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 9 / 33
Cont...

Hence
r
2
y =± ln(1 + x 3 ) + c
3

Since c is an arbitrary constant, any number multiplying it or dividing


will not have any effect, it will still be an arbitrary constant.

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 10 / 33


Example

Solve the I.V.P


3x 2 − e x
y′ = , y (0) = 1
2y − 5

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 11 / 33


Solution

Separating variables
dy 3x 2 − e x
=
dx 2y − 5
(2y − 5)dy = (3x 2 − e x )dx
Integrating both sides,
Z Z
(2y − 5)dy − (3x 2 − e x )dx = 0

y 2 − 5y − x 3 + e x = c

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 12 / 33


Cont....

To solve for the arbitrary constant c, we substitute the initial


condition into the general solution

=⇒ 12 − 5(1) + 1 = c

c = −3
The particular solution becomes

y 2 + 5y − x 3 − e x + 3 = 0

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 13 / 33


Example

Solve the IVP and find the interval of validity,

y ′ = e −y (2x − 4) y (5) = 0

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 14 / 33


Solution

Separating variables,
e y dy = (2x − 4)dx
Integrating both sides
Z Z
y
e dy = (2x − 4)dx

e y = x 2 − 4x + c

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 15 / 33


Cont...
Applying the initial conditions gives

1 = 25 − 20 + c, c = −4

=⇒ e y = x 2 − 4x − 4
y (x) = ln(x 2 − 4x − 4)
The interval of validity :

x 2 − 4x − 4 > 0

The quadratic will be zero at the points x = 2 ± 2 2.
Possible intervals of validity are
√ √
-∞ < x < 2 - 2 2, 2 + 2 2 < x < ∞.
F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 16 / 33
Example

Solve the IVP


dy
= e y −x sec(y )(1 + x 2 ), y (0) = 0
dx

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 17 / 33


Solution

Rewriting the given differential equation

dy e y e −x (1 + x 2 )
=
dx cos(y )

Separating Variables

e −y cos(y )dy = e −x (1 + x 2 )dx

Integrating both sides,


Z Z
e cos(y )dy = e −x (1 + x 2 )dx
−y

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 18 / 33


Cont...

e −y
(sin(y ) − cos(y )) = −e −x (x 2 + 2x + 3) + c
2

Applying the initial conditions gives,


1
(−1) = −3 + c (7)
2
5
c= (8)
2
Hence the particular solution is

e −y 5
(sin(y ) − cos(y )) = −e −x (x 2 + 2x + 3) + (9)
2 2

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 19 / 33


Non-Separable Differential Equations

What if the Differential Equation is NOT Separable?

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 20 / 33


Homogeneous Functions

A function of two variables f (x, y ) is said to be homogeneous of


degree n if there is constant n such that :
f (λx, λy ) = λn f (x, y ) (10)
for all λ, x and y for which both sides are defined.

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 21 / 33


Example 1

2x + y
f (x, y ) =
x 2y 2
2(λx) + (λy ) 2λx + λy λ(2x + y )
f (λx, λy ) = 2 2
= 2 2 2 2 =
(λx) (λy ) λ x λ y λ4 x 2 y 2
 
2x + y
f (λx, λy ) = λ−3
x 2y 2
f (λx, λy ) = λ−3 f (x, y )
The function is homogeneous of degree -3

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 22 / 33


Example 2

f (x, y ) = x 2 + sinx cos y


f (λx, λy ) = (λx)2 + sinλx cos λy
= λ2 x 2 + sin λx cos λy
1
=⇒ f (λx, λy ) = λ2 (x 2 + sin λx cos λy )
λ2
=⇒ f (λx, λy ) ̸= λ2 f (x, y )
The function is not homogeneous

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 23 / 33


Example 3

y y
f (x, y ) = e x + tan
x
 
λy λy
=⇒ f (λx, λy ) = e λx + tan
λx
f (λx, λy ) = λ0 f (x, y )
The function is homogeneous of degree 0

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 24 / 33


ODEs With Homogeneous Coefficients.

A differential equation of the form

M(x, y )dx + N(x, y )dy = 0 (11)

is homogeneous if M(x, y ) and N(x, y ) are both homogeneous


functions of the same degree.

To solve homogeneous equations, turn them into separable ones using


the substitution
y = xv (12)
where v is a function of x; also
dy dv
=v +x (13)
dx dx

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 25 / 33


Example 4

Solve the differential equation

(x 2 + y 2 )dx − 2xydy = 0

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 26 / 33


Solution

The function M(x, y ) = x 2 + y 2 and N(x, y ) = -2xy


are both homogeneous of degree 2, therefore, the differential
equation is homogeneous.

Substituting y = xv implies that dy = xdv + v dx and the equation


becomes  
x 2 + (xv )2 dx − 2x(xv )(xdv + vdx) = 0

After some little algebra, this becomes a separable equation:


1 2v
dx = dv
x 1 − v2

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 27 / 33


Cont...

Integrating both sides, we get

ln |x| = − ln 1 − v 2 + ln |c| ,

c
ln |x| = ln
1 − v2

We then write the solution in terms of the original variables, x and y ,


and replace v by yx :
c
x=
1 − (y /x)2
x 2 − y 2 = cx

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 28 / 33


Example 5.

Solve the differential equation


p
xdy − ydx − x 2 − y 2 dx = 0

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 29 / 33


Solution

The above differential equation is a homogeneous equation of degree


one.

Class should explain why the above equation is homogeneous.

Using the transformation y = xv =⇒ dy = vdx + xdv and dividing


by x, we have:
p
vdx + xdv − vdx − 1 − v 2 dx = 0
p
=⇒ xdv − 1 − v 2 dx = 0
dv dx
=⇒ √ − =0
1 − v2 x

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 30 / 33


Cont...

Integrating both sides


Z Z
dv dx
=⇒ √ =
1 − v2 x

We get
sin−1 v = lnx + lnc
Replacing the original variables, using v = y /x. We get
y −1
sin−1 = lnxc =⇒ xc = e sin (y /x)
x

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 31 / 33


Exercise

Solve the following differential equation (IVP).

(1). xy ′ = y + x 2 sec( yx ); y(1) = π

(2). xy ′ = y + 3x 4 cos2 (y /x); y(1) = 0

(3). xy ′ = (y − x)3 + y; y(1) = 3/2

(4). 2xy dy 2 2
dx = x + y ; y(1) = 0

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 32 / 33


Blessings

F.A.Wireko, PhD Email:fawireko.myclaz@gmail.com Differential Equations 33 / 33

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