Post on 14-Jan-2016
Sheng-Fang Huang
IntroductionGiven a first-order ODE
(1) y’ = f(x, y)Geometrically, the derivative y’(x) denotes the
slope of y(x). Hence, for a given point (x0, y0)
y’(x0) = f(x0, y0)
denotes the slope on (x0, y0).We can indicate the solution curves by
drawing short straight-line segments that describe slopes (called direction fields) to fit the solution curve.
Consider(2) y’ = xy
Using Isoclines to Find Direction Fields For (2), these are the hyperbolas ƒ(x, y) = xy = k
= const in Fig. 7b. By (1), these are the curves along which the
derivative y’ is constant. Note:
These are not yet solution curves. Along each isocline draw many parallel line elements of the corresponding slope k. This gives the direction field, into which you can now graph approximate solution curves.
Fig. 7. Direction field of y’ = xy
10
Fig. 8. An ODE that do need direction field direction field of
(3) y’ = 0.1(1 – x2) –
It is related to the van der Pol equation of electronics, a circle and two spirals approaching it from inside and outside.
IntroductionMany practically useful ODEs can be reduced
to the form (1) g(y)y’ = ƒ(x)Then we can integrate on both sides with
respect to x, obtaining (2) ∫g(y)y’ dx = ∫ƒ(x) dx + c.By calculus, y’ dx = dy, so that (3) ∫g(y) dy = ∫ƒ(x) dx + c.
Example 1 A Separable ODEThe ODE y’ = 1 + y2 is separable because it can
be written By integration, arctan y = x + c or y = tan (x +
c).Note:
Remember to introduce the constant immediately when the integration is performed. If we wrote arctan y = x, then y = tan x, and then
introduced c, we would have obtained y = tan x + c, which is not a solution (when c ≠ 0). Verify this.
Example 2: Radiocarbon DatingPhysical Information:
In the atmosphere and in living organisms, the ratio of radioactive carbon 6C14 to ordinary carbon 6C12 is constant.
When an organism dies, its absorption of 6C14 by breathing and eating terminates. Hence one can estimate the age of a fossil by comparing the radioactive carbon ratio in the fossil with that in the atmosphere. To do this, one needs to know the half-life of 6C14, which is 5715 years. continued
Example 2: Radiocarbon DatingIn 1991, the famous Iceman (Oetzi), a
mummy from the Neolithic period of the Stone Age was found in the ice of the Oetztal Alps in Southern Tyrolia near the Austrian–Italian border.
When did Oetzi approximately live and die if the ratio of carbon 6C14 to carbon 6C12 in this mummy is 52.5% of that of a living organism?
continued
Solution:
continued
Example 3: Mixing ProblemThe tank in Fig. 9 contains 1000 gal of water
in which initially 100 lb of salt is dissolved. Brine runs in at a rate of 10 gal/min, and
each gallon contains 5 lb of dissoved salt. The mixture in the tank is kept uniform by
stirring. Brine runs out at 10 gal/min. Find the amount of salt in the tank at any
time t.
continued
Fig. 9. Mixing problem in Example 3
Solution:
continued
Example 5: Leaking TankThis problem concerns the outflow of water
from a cylindrical tank with a hole at the bottom (Fig. 11).
If the tank has diameter 2 m, the hole has diameter 1 cm, and the initial height of the water when the hole is opened is 2.25 m.
When will the tank be empty?
continued
Physical informationUnder the influence of gravity the outflowing
water has velocity (7)
(Torricelli’s law), where h(t) is the height of the water above
the hole at time t, and g = 980 cm/sec2 is the acceleration of gravity at the surface of the earth.
continued
Fig. 11. Outflow from a cylindrical tank. Torricelli’s law
Solution
Extended MethodReduction to Separable Form
Certain nonseparable ODEs can be made separable by transformations that introduce for y a new unknown function. For equations
(8)
Here, ƒ is any (differentiable) function of y/x, such as sin (y/x), (y/x)4, and so on.
continued
Extended Method The form of such an ODE suggests that we
set y/x = u; thus, Substitution into y’ = ƒ(y/x) then gives u’x +
u = ƒ(u) or u’x = ƒ(u) – u. We see that this can be separated:
Example 6: Reduction to Separable FormSolve 2xyy’ = y2 – x2.Solution.
continued
Introduction to Exact ODEsFor those equations that are not separable,
verify if they are exact. A first-order ODE M(x, y) + N(x, y)y’ = 0,
written as (1) M(x, y) dx + N(x, y) dy = 0 is called an exact differential equation if
the differential form M(x, y) dx + N(x, y) dy is exact, that is, this form is the differential
(2)
continued
Introduction to Exact ODEs of some function u(x, y). Then (1) can be written du = 0. By integration we immediately obtain the
general solution of (1) in the form (3) u(x, y) = c.
The equation (1) is an exact differential equation if there is some function u(x, y) such that
(4)
Thus,
Ny
uM
x
u
(b) (a)
Introduction to Exact ODEs (5)
This condition is not only necessary but also
sufficient for (1) to be an exact differential equation.
continued
Introduction to Exact ODEs If (1) is exact, from (4a) we can obtain u(x, y)
have by integration with respect to x
(6) u = ∫M dx + k(y);
in this integration, y is to be regarded as a constant, and k(y) plays the role of a “constant” of integration.
To determine k(y), we derive u/y from (6), use (4b) to get dk/dy, and integrate dk/dy to get k.
Example 1: An Exact ODESolve (7) cos (x + y) dx + (3y2 + 2y + cos (x + y))
dy = 0.Solution.
Step 1. Test for exactness. Our equation is of the form (1) with
M = cos (x + y), N = 3y2 + 2y + cos (x + y). Thus
From this and (5) we see that (7) is exact.continued
Step 2. Implicit general solution. From (6) we obtain by integration
(8) To find k(y), we differentiate this formula with
respect to y and use formula (4b), obtaining
Hence dk/dy = 3y2 + 2y. By integration, k = y3
+ y2 + c*. Inserting this result into (8) and observing (3), we obtain the answer
u(x, y) = sin (x + y) + y3 + y2 = c.
continued
Step 3. Checking an implicit solution. Check by differentiating the implicit solution
u(x, y)=c and see whether this leads to the given ODE (7):
(9)
This completes the check.
Example 2: An Initial Value ProblemSolve the initial value problem (10) (cos y sinh x + 1) dx – sin y cosh x dy = 0,
y(1) = 2.Solution. You may verify that the given ODE
is exact.
continued
Fig. 14. Particular solutions in Example 2
Example 3: WARNING! Breakdown in the CaseThe equation –y dx + x dy = 0 is not exact
because M = –y and N = x, so that in (5), M/y = –1 but N/x = 1.
Let us show that in such a case the present method does not work. From (6),
Now, u/y should equal N = x, by (4b). However, this is impossible because k(y) can depend only on y. Try (6*); it will also fail.
Reduction to Exact Form. Integrating FactorsWe multiply a given nonexact equation (12) P(x, y) dx + Q(x, y) dy = 0, by a function F that, in general, will be a
function of both x and y. We want the result to be a exact equation
(13) FP dx + FQ dy = 0 So we can solve it as just discussed. Such a
function F(x, y) is then called an integrating factor of (12).
Example 4: Integrating FactorThe integrating factor in (11) is F = 1/x2.
Hence in this case the exact equation (13) is
These are straight lines y = cx through the origin.
We can readily find other integrating factors for the equation – y dx + x dy = 0, namely, 1/y2, 1/(xy), and 1/(x2 + y2), because
How to Find Integrating FactorsWe let (16)
Integrating Factor F(x) THEOREM 1
If (12) is such that the right side R of (16), depends only on x, then (12) has an integrating factor F = F(x), which is obtained by integrating (16) and taking exponents on both sides,
(17)
Integrating Factor F*(y) THEOREM 2
If (12) is such that the right side R* of (18) depends only on y, then (12) has an integrating factor F* = F*(y), which is obtained from (18) in the form
(19)
Example 5: Application of Theorems 1 and 2.Initial Value Problem
Using Theorem 1 or 2, find an integrating factor and solve the initial value problem
(ex+y + yey) dx + (xey – 1) dy = 0, y(0) = –1Solution. Step 1. Nonexactness. The exactness check
fails:
continued
Step 2. Integrating factor. General solution. Theorem 1 fails because R [the right side of (16)] depends on both x and y,
continued
Step 3. Particular solution.
Step 4. Checking.
continued