1. First-order Ordinary Differential Equations

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Advanced Engineering Mathematics1. First-order ODEs11. First-order Ordinary Differential Equations1.1 Basic concept and ideas1.2 Geometrical meaning of direction fields1.3 Separable differential equations1.4 Exact differential equations andIntegrating factors1.5 Linear differential equations andBernoulli equations1.6 Orthogonal trajectories of curves1.7 Existence and uniqueness of solutionsAdvanced Engineering Mathematics1. First-order ODEs1.1 Basic concepts and ideas Equations3y 2 y - 4 0 y ?where y is an unknown. Functionsf(x) 2x 3 4x ,where x is a variable.x -2 , f(x) -24x -1 , f(x) -6x 0 , f(x) 0x 1 , f(x) 6:: Differential equationsA differential equation is an equation contains one or several derivativeof unknown functions (or dependent variables). For example, (ordinary differential equation) (partial differential equation)2

Advanced Engineering Mathematics1. First-order ODEs3 There are several kinds of differential equations An ordinary differential equation (ODE) is an equation that contains oneindependent variable and one or several derivatives of an unknownfunction (or dependent variable), which we call y(x) and we want todetermine from the equation. For example,where y is called dependent variable andx is called independent variable. If a differential equation contains one dependent variable and two ormore independent variables, then the equation is a partial differentialequation (PDE). If differential equations contain two or more dependent variable and oneindependent variable, then the set of equations is called a system ofdifferential equations.Advanced Engineering Mathematics1. First-order ODEs SummaryA differential equation contains(1) one dependent variable and one independent variable an ordinary differential equation.(2) one dependent variable and two or more independent variable a partial differential equation.(3) Two or more dependent variable and one independent variable a system of differential equations.y1’(x) 2 y1(x) - 4 y2(x)y1(x) c1 4 ex c2 e -2xy2’(x) y1(x) - 3 y2(x)y2(x) c1 ex c2 e -2x(4) Two or more dependent variable and two or more independentvariable a system of partial differential equations.(rarely to see)4

Advanced Engineering Mathematics1. First-order ODEs5 What is the purpose of differential equations ?Many physical laws and relations appear mathematically in the form ofsuch equations. For example, electronic circuit, falling stone, vibration, etc.I(1) Current I in an RL-circuitResister (R)LI’ RI E.Inductor (L)(2) Falling stoneElectro-motiveforce (E)yy “ g constant.(3) PendulumLL ” g sin 0. Advanced Engineering Mathematics1. First-order ODEs6 Any physical situation involved motion or measure rates of change can bedescribed by a mathematical model, the model is just a differentialequation.The transition from the physical problem to a corresponding mathematicalmodel is called modeling.In this course, we shall pay our attention to solve differential equationsand don’t care of nThat is, the purposes of this course are thatgiven a differential equation1. How do we know whether there is a solution ?2. How many solutions might there be for a DE, and how are they related?3. How do we find a solution ?4. If we can’t find a solution, can we approximate one numerically?

Advanced Engineering Mathematics1. First-order ODEs7 A first-order ODE is an equation involving one dependent variable, oneindependent variable, and the first-order derivative. For example,y’ xy 2 – 4 x 3 0(y’ )3/2 x 2 – cos(xy’) 0. A solution of a first-order ODE is a function which satisfies the equation.For example,y(x) e 2x is a solution of y ‘ – 2y 0.y(x) x 2 is a solution of xy ‘ 2y. A solution which appears as an implicit function, given in the formH(x, y) 0, is called an implicit solution;for example x 2 y 2 -1 0 is an implicit solution of DE yy ‘ -x.In contrast to an explicit solution with the form of y f(x);for example, y x 2 is an explicit solution of xy ’ 2y.Advanced Engineering Mathematics1. First-order ODEs A general solution is a solution containing one arbitrary constant;for example, y sin x c is a general solution of y’ cos x.A particular solution is a solution making a specific choice of constant onthe general solution. Usually, the choice is made by some additionalconstraints.For example, y sin x - 2 is a particular solution of y’ cos x with thecondition y(0) - 2. A differential equation together with an initial condition is called an initialvalue problem. For example,y’ f(x, y), y(x0) y0,where x0 and y0 are given values. For example, xy ’ 3y, y (-4) 16 y cx 3 Problem of Section 1.1.8

Advanced Engineering Mathematics1. First-order ODEs91.2 Geometrical meaning of y’ f (x, y); Direction fields PurposeTo sketch many solution curves of a given DE without actually solvingthe differential equation. Method of direction fieldsThe method applies to any differential equation y ’ f (x, y).Assume y(x) is a solution of a given DE.y (x) has slope y’(x0) f (x0, y0) at (x0, y0).(i) draw the curves f(x, y) k , k is a real constant. These curves arecalled isoclines of the original DE.(ii) along each isocline, draw a number of short line segments (calledlineal element) of slope k to construct the direction field of the originalDE. (That is, the direction field is just the set of all connected linealelements.)Advanced Engineering Mathematics1. First-order ODEs Ex.1. Graph the direction field of the 1st-order DE y’ xy.(i) draw the curves (isoclines) xy -2, -1, 0, 1, 2, yxy 3xy 2xy 1xxy -1xy -2xy -3(ii) draw lineal elements on each isocline,yxy 3xy 2xy 1xxy -1xy -2xy -310

Advanced Engineering Mathematics1. First-order ODEs11(iii) connect the related lineal elements to form the direction field.(a) By computer.Direction field of y’ xy.(b) By hand. Problems of Section 1.2.Advanced Engineering Mathematics1. First-order ODEs1.3 Separable differential equations A DE is called separable if it can be written in the form ofg(y) y’ f(x) or g(y) dy f(x) dxTo solve the equation by integrate both sides with x, Ex.1. Solve12

Advanced Engineering Mathematics1. First-order ODEs13 Ex.1. Solve Ex.Initial value problemy’ 5x4y 2 0 with initial condition y(0) 1.Advanced Engineering Mathematics1. First-order ODEs14 Ex. Solve Ex.3. Solve y’ -2xy , y(0) 0.8. Ex.4. Solve y’ ky , y(0) y0. Example of no separable DE (x-1)y’ 3x2 y. Note: There is no nice test to determine easily whether or not a 1st-orderequation is separable.

Advanced Engineering Mathematics1. First-order ODEs15Reduction to separable forms Certain first-order differential equation are not separable but can be madeseparable by a simple change of variables (dependent variable)The equation of the formform is called the R-1 formula.step 1. Set, then y uxstep 2. Differential y’ u xu’can be made separable; and the(change of variables).(product differentiation formula).step 3. The original DEstep 4. integrate both sides of the equation.step 5. replace u by y/x.Advanced Engineering Mathematics Ex.8. Solve 2xyy’ y 2 - x2.Dividing by x2, we have1. First-order ODEs16

Advanced Engineering Mathematics1. First-order ODEs171. First-order ODEs18 Ex. Solve initial value problemAdvanced Engineering Mathematics Ex. Solve (2x - 4y 5) y’ x - 2y 3 0.If we set u y/x, then the equation will become no-separable.One way by setting x - 2y v. Then

Advanced Engineering Mathematics1. First-order ODEs19R-2 formula Now we want to handle differential equations of the form, where a, b, c, g, e, and h are constants.It implies that,which is R-1 formula when c h 0, andR-2 formula when c 0 or h 0. There are two ways to solve the equation:i. R-2 formula R-1 formula separable orii. R-2 formula separable (directly).Advanced Engineering Mathematics1. First-order ODEs20 Case 1. Suppose that ae – bg 0.Change variables x X y Y to eliminate the effect of c and h ,where X and Y are two new variables; and are two constants.The differential equation becomesNow we choose and such thata b c 0g e h 0Since ae – bg 0 , then exist and satisfying these equations{Such that

Advanced Engineering Mathematics1. First-order ODEs21 Ex., where ae – bg 2 * 0 – 1 * 1 0.Let x X and y Y to getSolving the system of linear equations2 -1 0 - 2 0 2 and -3.Then the equation becomesLet u Y / X Y Xu .Advanced Engineering MathematicsSince u Y / X,Since X x - 2 and Y y 3.1. First-order ODEs22

Advanced Engineering Mathematics1. First-order ODEs23 Case 2. Suppose that ae – bg 0.SetSince ae bg . (1)(i.e.,) . (2) . . (3)Advanced Engineering Mathematics Ex.1. First-order ODEs24

Advanced Engineering Mathematics1. First-order ODEs25The differential equation becomes Problems of Section 1.3.Advanced Engineering Mathematics1. First-order ODEs261.4 Exact differential equations Now we want to consider a DE asThat is, M(x, y)dx N(x, y)dy 0. The solving principle can bemethod 1: transform this equation to be separable or R-1;method 2: to find a function u(x, y) such thatthe total differential du is equal to Mdx Ndy. In the latter strategy, if u exists, then equation Mdx Ndy 0 is called exact, and u(x, y) is called a potential function forthis differential equation.We know that “du 0 u(x, y) c” ;it is just the general solution of the differential equation.

Advanced Engineering Mathematics1. First-order ODEs How to find such an u ?since du 27To find u, u is regarded Mdx Ndy, as a function of two M andindependent variablesx and y. N.step1. to integrate M w.r.t. x or integrate N w.r.t. y to obtainu. Assume u is obtained by integrating M, thenu(x, y) Mdx k(y).step2. partial differentiate u w.r.t. y (i.e., ), and to comparewith N to find k function. How to test Mdx Ndy 0 is exact or not ?Proposition (Test for exactness)If M, N,, andare continuous over a rectangularregion R, then “Mdx Ndy 0 is exact for (x, y) in R if andonly ifin R ”.Advanced Engineering Mathematics1. First-order ODEs Ex. Solve (x3 3xy 2)dx (3x2y y 3)dy 0.1st step: (testing for exactness)M x3 3xy 2, N 3x2y y 3It implies that the equation is exact.2nd step:u Mdx k(y) (x3 3xy 2)dx k(y) 3rd step:Sincex4 N 3x 2y k’(y) 3x 2y y 3,k ’(y) y 3. That is k(y) Thus u(x, y) y 4 c*.(x 4 6x 2y 2 y 4) c*.The solution is then(x 4 6x 2y 2 y 4) c.This is an implicit solution to the original DE.x 2y 2 k(y)28

Advanced Engineering Mathematics1. First-order ODEs294th step: (checking solution for Mdx Ndy 0) (4x 3 12xy 2 12x 2yy’ 4y 3y’) 0 (x 3 3xy 2) (3x 2y y 3)y’ 0 (x 3 3xy 2)dx (3x 2y y 3)dy 0.QED Ex.2. Solve (sinx cosh y)dx – (cosx sinh y)dy 0, y(0) 3.Answer.M sinx cosh y, N - cosx sinh y. The DE is exact.If u sinx cosh y dx k(y) - cosx cosh y k(y) k constant Solution is cosx cosh y c.Since y(0) 3, cos0 cosh 3 c cos x cosh y cosh 3.Advanced Engineering Mathematics1. First-order ODEs Ex.3. (non-exact case)ydx – xdy 0M y, N -xstep 1:If you solve the equation by the same method.step 2: u Mdx k(y) xy k(y)step 3: x k’(y) N -x k’(y) -2x.Since k(y) depends only on y; we can not find the solution.Try u Ndy k(x) also gets the same contradiction.Truly, the DE is separable.30

Advanced Engineering Mathematics1. First-order ODEs31Integrating factors If a DE(or M(x, y)dx N(x, y)dy 0) is notexact, then we can sometimes find a nonzero function F(x, y)such that F(x, y)M(x, y)dx F(x, y)N(x, y)dy 0 is exact.We call F(x, y) an integrating factor for Mdx Ndy 0. Note1. Integrating factor is not unique.2. The integrating factor is independent of the solution.Advanced Engineering Mathematics1. First-order ODEs Ex.4. Solve ydx – xdy 0 (non-exact)Assume there is an integrating factorbecomes exact,32, then the original DEThere are several differential factors:(conclusion: Integrating factor is not unique) Ex. Solve 2 sin(y 2) dx xy cos(y 2) dy 0, Integrating factor F (x, y) x 3.FM 2x 3 sin(y 2)FN x 4y cos(y 2)Then we can solve the equation by the method of exact equation.

Advanced Engineering Mathematics1. First-order ODEs33 How to find integrating factors ?there are no better method than inspection or “try and error”. How to “try and error” ?Since (FM) dx (FN) dy 0 is exact,; that is,Let us consider three cases:Case 1. Suppose F F(x) or F F(y)Theorem 1. If F F(x), then 0.It implies that Eq.(1) becomesAdvanced Engineering Mathematics1. First-order ODEsmust be only a function of x only;thus the DE becomes separable.34

Advanced Engineering Mathematics1. First-order ODEsTheorem 2. If F F(y), then35 0.It implies that PDE (1) becomesmust be only a function of y only; thus the DEbecomes separable andCase 2. Suppose F(x, y) x ay b and attempt to solve coefficients a and bby substituting F into Eq.(1).Advanced Engineering Mathematics1. First-order ODEsCase 3. If cases 1 and 2 both fail, you may try other possibilities,such as eax by, xaeby, eaxyb, and so on. Ex. (Example for case 1)Solve the initial value problem2xydx (4y 3x 2)dy 0, y(0.2) -1.5M 2xy, N 4y 3x 2(non-exact)Testing whetherdepends only on x or not.depends on both x and y.36

Advanced Engineering Mathematicstesting whether1. First-order ODEs37depends only on y or not.depends only on y.Thus F(y) The original DE becomes2xy 3dx (4y 3 3x 2y 2)dy 0 (exact)u 2xy 3dx k(y) x 2y 3 k(y) 3x 2y 2 k’(y) 4y 3 3x 2y 2 k’(y) 4y 3 k(y) y 4 c* u x 2y 3 y 4 c* c’ x 2y 3 y 4 c .Since y(0.2) -1.5 c 4.9275.Solution x 2y 3 y 4 4.9275.Advanced Engineering Mathematics1. First-order ODEs Ex. (Example for case 2)(2y 2 – 9xy)dx (3xy – 6x 2)dy 0 (non-exact) 2(2 b)y b 1x a – 9(b 1)x a 1y b 3(a 1)x ay b 1 – 6(a 2)x a 1y b 2(2 b) 3(a 1)9(b 1) 6(a 2)38

Advanced Engineering Mathematics1. First-order ODEs391. First-order ODEs40 3a – 2b – 1 06a – 9b 3 0 a 1b 1{{ F(x, y) xy. Problems of Section 1.4.Advanced Engineering Mathematics1.5 Linear differential equation and Bernoulli equation A first-order DE is said to be linear if it can be writteny’ p(x)y r (x).If r (x) 0, the linear DE is said to be homogeneous, if r (x) 0, thelinear DE is said to be nonhomogeneous. Solving the DE(a) For homogeneous equation ( separable)y’ p(x)y 0 -p(x)y dy - p(x)dx ln y - p(x)dx c* y ce - p(x)dx.

Advanced Engineering Mathematics1. First-order ODEs41(b) For nonhomogeneous equation(py – r )dx dy 0sinceis a function of x only,we can take an integrating factorF(x) such that the original DE y’ py r becomese pdx(y’ py) (e pdxy)’ e pdxrIntegrating with respect to x,e pdxy e pdxr dx c y(x) e - pdx [ e pdxrdx c] . The solution of the homogeneous linear DE is a special case of thesolution of the corresponding non-homogeneous linear DE.Advanced Engineering Mathematics1. First-order ODEs Ex. Solve the linear DEy’ – y e 2xSolution.p -1, r e 2x, pdx -xy(x) e x [ e –x e 2x dx c] e x [ e xdx c] e 2x ce x. Ex. Solve the linear DEy’ 2y e x (3 sin 2x 2 cos 2x)Solution.p 2, r e x (3 sin 2x 2 cos 2x), pdx 2xy(x) e -2x [ e 2x e x (3 sin 2x 2 cos 2x) dx c] e -2x [e 3x sin 2x c] c e -2x e x sin 2x .42

Advanced Engineering Mathematics1. First-order ODEs43Bernoulli equation The Bernoulli equation is formed ofy’ p(x) y r(x) y a , where a is a real number.If a 0 or a 1, the equation is linear. Bernoulli equation can be reduced to a linear form by change of variables.We set u(x) [ y(x) ]1-a,then differentiate the equation and substitute y’ from Bernoulli equationu’ (1 - a) y –a y ’ (1 - a) y -a (r y a - py) (1 - a) (r - py1-a) (1 - a) (r - pu) u’ (1 - a) pu (1 - a) r (This is a linear DE of u.)Advanced Engineering Mathematics1. First-order ODEs Ex. 4.y’ - Ay - By 2a 2, u y -1u’ -y -2 y ’ -y -2 (-By 2 Ay) B – Ay -1 B – Au u’ Au Bu e - pdx [ e pdx r dx c ] e -Ax [ Be Ax dx c ] e -Ax [ B/A e Ax c ] B/A c e -Ax y 1/u 1/(B/A ce -Ax) Problems of Section 1.5.44

Advanced Engineering Mathematics1. First-order ODEs45Riccati equation (problem 44 on page 40)y’ p(x) y 2 q (x) y r (x) is a Riccati equation. Solving strategyIf we can some how (often by observation, guessing, or trial and error)produce one specific solution y s(x), then we can obtain a generalsolution as follows:Change variables from y to z by settingy s(x) 1/z y’ s’(x) - (1/z2) z’Substitution into the Riccati equation given uss’(x) - (1/z2) z’ [ p(x) s(x)2 q (x) s(x) r (x) ] [ p(x) (1/z2) 2p(x)s(x) (1/z) q (x) (1/z) ]Since s(x) is a solution of original equation. - (1/z2) z’ p (1/z2) 2 p s (1/z) q (1/z)Advanced Engineering Mathematics1. First-order ODEsmultiplying through by -z2 z’ (2 p s q) z -p ,which is a linear DE for z and can be found the solution. z c/u(x) [1/u(x) -p(x)u(x)dx] ,where u(x) e [2ps q] dx z e - [2ps q] dx [ -e (2ps q) dx p dx c ]Then, y s(x) 1/z is a general solution of the Riccate equation. There are two difficulties for solving Riccati equations:(1) one must first find a specific solution y s(x).(2) one must be able to perform the necessary integrations. Ex. y’ (1/x) y 2 (1/x) y - 2/x , s(x) 1.Solution. y(x) (2x 3 c)/(c – x 3).46

Advanced Engineering Mathematics1. First-order ODEs47Summary for 1st order DE1. Separable f(x) dx g(y) dy[separated integration]2. R-1 formula dy/dx f(y/x) [change variable u y/x]3. R-2 dy/dx f((ax by c)/(gx ey h)), c 0 or h 0.with two casesi. ae - bg 0 [x X y Y R-1 separable ii. ae -bg 0 [v (ax by)/a (gx ey)/g separable]4. Exact dy/dx -M(x, y)/N(x, y) [ M/ y N/ x exact](M dx N dy 0)[deriving u du Mdx Ndy]5. Integrating factor dy/dx -M/N[find F (FM)dx (FN)dy 0 is exact]i. ( M/ y - N/ x)/N F(x) or ( N/ x - M/ y)/M F(y)try some factorsii. F xaybiii. F eax by, xaeby, eaxyb, Advanced Engineering Mathematics1. First-order ODEs486. Linear 1st-order DE y’ p(x)y r(x)y e - p(x) dx [ r(x) e p(x) dx dx c ]7. Bernoulli equation y’ p(x) y r(x) y aset u(x) [y(x)] 1-a , u’ (1-a) pu (1-a) r (linear DE)8. Riccati equation y’ p(x)y2 q(x)y r(x)(1) guess a specific solution s(x)(2) change variable y s(x) 1/z(3) to derive a linear DE z’ (2ps q) z -p .

Advanced Engineering Mathematics1. First-order ODEs491.6 Orthogonal trajectories of curves Purposeuse differential equation to find curves that intersect givencurves at right angles. The new curves are then called theorthogonal trajectories of the given curves. ExampleyxAny blue line is orthogonalto any pink circle.Advanced Engineering Mathematics1. First-order ODEs50 Principleto represent the original curves by the general solution of a DEy’ f(x, y), then replace the slope y’ by its negative reciprocal,-1/y’ , and solve the new DE -1/y’ f(x, y). Family of curvesIf for each fixed value of c the equation F(x, y, c) 0 represents acurve in the xy-plane and if for variable c it represents infinitelymany curves, then the totality of these curves is called a oneparameter family of curves, and c is called the parameter of thefamily. Determination of orthogonal trajectoriesstep 1. Given a family of curves F(x, y, c) 0,to find their DE in the form y’ f(x, y),step 2. Find the orthogonal trajectories by solving their DEy’ -1/f(x, y).

Advanced Engineering Mathematics1. First-order ODEs51 Ex.(1) The equation F(x, y, c) x y c

Advanced Engineering Mathematics 1. First-order ODEs 25 Problems of Section 1.3. The differential equation becomes Advanced Engineering Mathematics 1. First-order ODEs 26 1.4 Exact differential equations Now we want to consider a DE as That is, M(x,y)dx N(x,y)dy 0. The solving principle can be