sheng-fang huang. introduction given a first-order ode (1) y’ = f(x, y) geometrically, the...

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