engineering analysis i - philadelphia university i.pdf2 2 2 2 3 4 3 0 is an equation of the 1st...

84
Engineering Analysis I Basics Concepts and Ideas First Order Differential Equations Dr. Omar R. Daoud

Upload: others

Post on 01-Aug-2020

1 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Engineering Analysis I

Basics Concepts and Ideas First Order Differential Equations

Dr. Omar R. Daoud

Page 2: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Many Physical laws and relations appear mathematically in the form

of Differentia Equations

They are one of the important fundamentals in engineering mathematics.

An ordinary differential equation is an equation that contains one or

several derivatives of unknown functions

A differential equation is a relationship between an independent variable x, a dependent variable y and one or more derivatives of y with respect to x.

If the unknown function depends only on one independent variable,

then its called by Ordinary D.E (O.D.E.), while its denoted by Partial

D.E. (P.D.E) if the function depends on two or more independent

variables.

Differential Equations

6/24/2018 Part I 2

Page 3: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2

22

2

34

3

0 is an equation of the 1st order

sin 0 is an equation of the 2nd order

0 is an equation of the 3rd orderx

dyx y

dx

d yxy y x

dx

d y dyy e

dx dx

Differential Equations

6/24/2018 Part I 3

The order of a differential equation is given by the highest

derivative involved.

A function which satisfies the equation is called a solution to the

differential equation.

Solving a differential equation is the reverse process to the one

just considered. To solve a differential equation a function has to be

found for which the equation holds true.

The solution will contain a number of arbitrary constants – the

number equalling the order of the differential equation.

Page 4: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

• Linear vs. nonlinear differential equations

– A linear differential equation contains only terms that are linear in both the dependent variable and its derivatives.

– A nonlinear differential equation contains nonlinear function of the dependent variable.

6/24/2018 Part I 4

Differential Equations

xxyxdx

xdy4)(

)( 2

ydx

xdyx

dx

xydxy

dx

xdyx

dx

xydxyx

dx

xydsin

)()( ,0)(

)()( ,0)(

)( 2

2

22

2

222

2

2

Page 5: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Definition:

A differential equation is an equation containing an unknown function

and its derivatives.

32 xdx

dy

032

2

aydx

dy

dx

yd

36

4

3

3

y

dx

dy

dx

yd

Examples:.

y is dependent variable and x is independent variable,

and these are ordinary differential equations

1.

2.

3.

ordinary differential equations

Page 6: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Partial Differential Equation

Examples:

02

2

2

2

y

u

x

u

04

4

4

4

t

u

x

u

t

u

t

u

x

u

2

2

2

2

u is dependent variable and x and y are independent variables,

and is partial differential equation.

u is dependent variable and x and t are independent variables

1.

2.

3.

Page 7: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Order of Differential Equation

The order of the differential equation is order of the highest derivative in the differential equation.

Differential Equation ORDER

32 xdx

dy

0932

2

ydx

dy

dx

yd

36

4

3

3

y

dx

dy

dx

yd

1

2

3

Page 8: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Degree of Differential Equation

Differential Equation Degree

03

2

2

aydx

dy

dx

yd

36

4

3

3

y

dx

dy

dx

yd

03

53

2

2

dx

dy

dx

yd

1

1

3

The degree of a differential equation is power of the highest

order derivative term in the differential equation.

Page 9: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Linear Differential Equation

A differential equation is linear, if

1. dependent variable and its derivatives are of degree one,

2. coefficients of a term does not depend upon dependent

variable.

Example:

36

4

3

3

y

dx

dy

dx

yd

is non - linear because in 2nd term is not of degree one.

.0932

2

ydx

dy

dx

ydExample:

is linear.

1.

2.

Page 10: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example: 3

2

22 x

dx

dyy

dx

ydx

is non - linear because in 2nd term coefficient depends on y.

3.

Example:

is non - linear because

ydx

dysin

!3

sin3y

yy is non – linear

4.

Page 11: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

• Homogeneous vs. Inhomogeneous differential equations – A linear differential equation is homogeneous if every

term contains the dependent variable or its derivatives.

• A homogeneous differential equation can be written as where L is a linear differential operator.

• A homogeneous differential equation always has a trivial solution y(x) = 0.

6/24/2018 Part I 11

Differential Equations

0)(4)()( 2

2

2

xxydx

xdyx

dx

xyd

,0)( xyL

xdx

dx

dx

d4 e.g., 2

2

2

L

Page 12: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 12

An inhomogeneous differential equation has at least one term that contains no

dependent variable.

•The general solution to a linear inhomogeneous differential equation can be written

as the sum of two parts:

Here yh(x) is the general solution of the corresponding homogeneous equation, and

yp(x) is any particular solution of the inhomogeneous equation.

xxyxdx

xdy4)(

)( 2

)()()( xyxyxy ph

Differential Equations

Page 13: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Thus, the first order differential equitation contains y’ and may

contains y and given function of x;

A solution of a given F.O.D.E. on some open interval a<x<b is a

function y=h(x) that has a derivative which satisfies Equation (1) for all

x in that interval.

Differential Equations

6/24/2018 Part I 13

),( form theof isequation aldifferenti aWhen yxfdx

dy

dxdyyf

)(

1We can then integrate both sides.

dxyf

dy

)(This will obtain the general solution.

),('or 0)',,( yxfyyyxF

Page 14: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Modelling is the steps that lead from the physical situation to a

mathematical formulation and solution and to the

Physical interpretation of the result; setting up a mathematical

model (Differential Equations) of the physical process.

Solving the D.Es.

Determination of a particular solution from an initial conditions (to transform the general solution to a particular one).

An initial value problem is a differential equation together

with an initial condition.

Checking.

Differential Equations

6/24/2018 Part I 14

Page 15: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Formation of differential equations

Differential equations may be formed from a consideration of the

physical problems to which they refer. Mathematically, they can

occur when arbitrary constants are eliminated from a given function.

For example, let:

2

2

2

2

sin cos so that cos sin therefore

sin cos

That is 0

dyy A x B x A x B x

dx

d yA x B x y

dx

d yy

dx

Differential Equations

6/24/2018 Part I 15

Page 16: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Here the given function had two arbitrary constants:

and the end result was a second order differential equation:

In general an nth order differential equation will result from

consideration of a function with n arbitrary constants.

sin cosy A x B x

2

20

d yy

dx

Differential Equations

Formation of differential equations

6/24/2018 Part I 16

Page 17: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Various methods of solving F.O.D.E. will be

discussed. These include:

• Variables separable

• Homogeneous equations

• Exact equations

• Equations that can be made exact by multiplying by an

integrating factor

6/24/2018 Part I 17

Differential Equations

Page 18: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 18

y‘=f(x,y)

Linear

Integrating Factor

Non-Linear

Separable Homogeneous

Change to Separable

Exact Integrating

Factor

Change to Exact

Page 19: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 19

Differential Equations

Solution of linear differential equations

)( form theof isequation aldifferenti a When 1. yfdx

dy

dxdyyf

)(

1We can then integrate both sides.

dxyf

dy

)(This will obtain the general solution.

Page 20: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 20

Differential Equations

Solution of linear differential equations

When the equation is of the form ( ) ( ), thendy

f x g ydx

1( )

( )dy f x dx

g y

( )( )

dyf x dx

g y

2.

Page 21: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 21

Differential Equations

Solution of linear differential equations

3. A first order linear differential equation is an equation of the form

( ) ( )dy

P x y Q xdx

To find a method for solving this equation, lets consider the simpler equation

( ) 0dy

P x ydx

Which can be solved by separating the variables.

1

Page 22: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

( ) 0dy

P x ydx

( )dy

P x ydx

( )dy

P x dxy

ln ( )y P x dx c ( )P x dx c

y e

( )P x dx cy e e

( )P x dx

y Ce

or ( )P x dx

ye C

Using the product rule to differentiate the LHS we get:

6/24/2018 Part I 22

Page 23: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

( )P x dxdye

dx

( ) ( )

( )P x dx P x dxdy

e yP x edx

( )

( )P x dxdy

P x y edx

Returning to equation 1, ( ) ( )dy

P x y Q xdx

If we multiply both sides by ( )P x dx

e

( ) ( )

( ) ( )P x dx P x dxdy

P x y e Q x edx

( ) ( )

( )P x dx P x dxd

ye Q x edx

Now integrate both sides.

( ) ( )

( )P x dx P x dx

ye Q x e dx For this to work we need to be able to find

( )

( ) and ( )P x dx

P x dx Q x e dx

6/24/2018 Part I 23

Page 24: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2Solve the differential equation

dyy x

dx x

2Step 1: Comparing with equation 1, we have ( )P x

x

2( )P x dx dx

x 2ln x

2ln x 2ln x

2( ) lnStep 2: P x dx xe e 2x ( )

is called the integrating factorP x dx

e

Step 3: Multiply both sides by the integrating factor.

2 22dyx y x x

dx x

2 3dyx x

dx

6/24/2018 Part I 24

2 3yx x dx 4

2

4

xyx c

2 21

4y x cx

Page 25: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Solve the differential equation 2 3dy

xy xdx

Step 1: Comparing with equation 1, we have ( ) 2 and ( ) 3P x x Q x x

( ) 2P x dx xdx

2x

2( )

Step 2: Integrating Factor P x dx xe e

Step 3: Multiply both sides by the integrating factor.

2 2

2 3x xdye xy e x

dx

2 2

3x xdye xe

dx

6/24/2018 Part I 25

Page 26: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2 2

3x xdye xe

dx

2 2

3x xye xe dx To solve this integration we need to use substitution.

2Let t x 2dt xdx

2 33

2

x txe dx e dt 3

2

te 23

2

xe

2 23

2

x xye e c

23

2

xy ce

6/24/2018 Part I 26

Page 27: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2 3Solve the differential equation 0dy

x x xydx

1Step 1: Comparing with equation 1, we have ( ) and ( )P x Q x x

x

( )dx

P x dxx

ln x

( ) lnStep 2: Integrating Factor

P x dx xe e x

Step 3: Multiply both sides by the integrating factor.

2dyx x

dx

1rewriting in standard form:

dyy x

dx x

(note the shortcut I have taken here)

2yx x dx 2 11

3y x cx

The modulus vanishes as

we will have either both

positive on either side or

both negative. Their effect

is cancelled.

6/24/2018 Part I 27

Page 28: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2Solve the differential equation cos sin cosdy

x y x xdx

Step 1: Comparing with equation 1, we have ( ) tan and ( ) cosP x x Q x x

( ) tanP x dx xdx ln sec x

( ) ln secStep 2: Integrating Factor sec

P x dx xe e x

Step 3: Multiply both sides by the integrating factor.

sec 1d

y xdx

rewriting in standard form: tan cosdy

y x xdx

(note the shortcut I have taken here)

sec 1y x dx cos cosy x x c x

The modulus vanishes as

we will have either both

positive on either side or

both negative. Their effect

is cancelled.

6/24/2018 Part I 28

Page 29: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2Solve the differential equation given 1 when 0dy

x y x x ydx

1Step 1: Comparing with equation 1, we have ( )P x

x

1( )P x dx dx

x ln x

( ) ln 1Step 2: Integrating Factor

P x dx xe e

x

Step 3: Multiply both sides by the integrating factor.

1d y

dx x

1rewriting in standard form:

dyy x

dx x

6/24/2018 Part I 29

Page 30: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

2y x cx given 1 when 0x y

0 1 c

1c

Hence the particular solution is 2y x x

1y

dxx

2y x cx

6/24/2018 Part I 30

Page 31: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 31

Differential Equations

Solution of Separable differential equations

F.O.D.E. can be reduced to the form of

This equation is called separable because that the variables x and

y could be separated, so that x appears only on one side while y on

the other one.

)2.1()(

then,' since

)1.1()(')(

xxfyg(y)

x

yy

xfyyg

Page 32: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 32

Differential Equations

Solution of Separable differential equations

Direct integration

If the differential equation to be solved can be arranged in the form:

the solution can be found by direct integration. That is:

( )y f x dx

( )dy

f xdx

Page 33: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 33

Differential Equations

Solution of Separable differential equations

Direct integration

For example:

so that:

This is the general solution (or primitive) of the differential

equation. If a value of y is given for a specific value of x then a value

for C can be found. This would then be a particular solution of the

differential equation.

23 6 5dy

x xdx

2

3 2

(3 6 5)

3 5

y x x dx

x x x C

Page 34: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 34

Differential Equations

Solution of Separable differential equations

Separating the variables

If a differential equation is of the form:

Then, after some manipulation, the solution can be found by direct

integration.

( )

( )

dy f x

dx F y

( ) ( ) so ( ) ( )F y dy f x dx F y dy f x dx

Page 35: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 35

Differential Equations

Solution of Separable differential equations

Separating the variables

For example:

so that:

That is:

Finally:

2

1

dy x

dx y

( 1) 2 so ( 1) 2y dy xdx y dy xdx

2 2

1 2y y C x C

2 2y y x C

Page 36: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 36

Differential Equations

Solution of Separable differential equations

Separating the variables

For example:

so that:

Let y=zx; that is:

02)3( 22 dxxydyyx

)3(

222 yx

xy

dx

dy

)3(

2

)3(

22222

2

z

z

xzx

xz

dx

dzxz

Page 37: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 37

Differential Equations

For example:

323 ln 0

xx y dx dy

y

Separating the variables, we get

dxx

dyyy

3

ln

1

Integrating we get the solution as

kxy ln3|ln|ln3

lnx

cy or

Solution of Separable differential equations

Separating the variables

Page 38: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 38

Differential Equations

Solution of Inseparable differential equations

Certain Des are inseparable, however they could be transferred to

separable DE by the introduction of a new unknown function,

.

x

yg

For example:

Divide by 2xy, then

22'2 xyxyy

u

u

uuxu

uuuxuy

xy

uxy

x

xy

yy

2

11

2

1'

1

2

1''

that assume 22

'

2

22

x

u

Page 39: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 39

Differential Equations

Solution of Inseparable differential equations

Cont. For example:

Cxyx

xy

uuse

x

Cu

Cxu

uu

u

x

x

22

2

2

2

Finally,

1

lexponentia the take,)ln(1ln

)(Integrate 1

2

22'2 xyxyy

Page 40: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 40

Differential Equations

Solution of Inseparable differential equations

For example:

so that:

Let y=zx; that is:

02)3( 22 dxxydyyx

)3(

222 yx

xy

dx

dy

)3(

2

)3(

22222

2

z

z

xzx

xz

dx

dzxz

or

)3()3(

22

3

2 z

zzz

z

z

dx

dzx

Page 41: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 41

Differential Equations

Solution of Inseparable differential equations

Cont. For example:

02)3( 22 dxxydyyx

Separating the variables, we get

x

dxdz

zz

z

3

2 )3( , Integrating we get

x

dxdz

zz

z3

2 )3(We express the LHS integral by partial fractions. We get

cx

dxdz

zzzln

1

1

1

13

cxzzz )1)(1(3

or

Page 42: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 42

Differential Equations

Solution of Inseparable differential equations

Cont. For example:

02)3( 22 dxxydyyx

Noting z = y/x, the solution is:

3))(( ycxyxy or 322 ycyx

Page 43: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 43

Differential Equations

Homogenous differential equations

The general form of the L.D.E. is

If then the L.D.E. is called Homogenous

otherwise it is not.

The solution of Homogenous D.E. could be attained by

using the separable method.

The Integrating Factor (IF) will be used to change the

Inhomogeneous D.E. to a homogenous D.E.

)()(' xryxpy

0)( xr

Page 44: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 44

Differential Equations

Solution of Homogeneous differential equations

For example:

3 3 3

03'

xxy

yxxyyxy

x

y

xyy

Solution:

Integrate

xCey

Cx

y

xxy

y

5.1

2

lexponentia the take,2

3ln

3

Page 45: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 45

Differential Equations

Solution of Homogeneous differential equations

For example:

)sin(x

xy

x

yy

Solution:

Let y=zx

zzdx

dzxz sin or z

dx

dzx sin

Separating the variables, we get

x

dxdz

z

sin

1

Integrating

Cxx

y-

x

y

Cxzz-

)cot( )cosec(

cot cosec

Page 46: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 46

Differential Equations

Solution of Inhomogeneous differential equations

)()(')(or )()(' 01 xbyxayxaxryxpy

Two Different ways to solve it

a0(x)=a’1(x) a0(x)≠a’1(x)

Page 47: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 47

Differential Equations

Solution of Inhomogeneous differential equations

1)

Cxxbxa

xy

xxbxyxaxxbxxyxa

xxbxyxa

xyxaxyxaxyxa

xbxyxaxyxa

xaxa

)()(

1)(

)()()( )()()(

respect to with integrate ),()()(

Then

)()()()()(')(But

)()()()(')(

)()(

1

1

'

1

'

1

'

1'11

'11

'10

Page 48: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 48

Differential Equations

Solution of Inhomogeneous differential equations

2)

)()(')()(

asrewritten be could (1) then )()()'(Let

1)()()()()()(')(

)()()()(')(

)()(

get to by the D.E. usinhomogeno heMultiply t

)()(

'10

'10

xrxIFxyxIF

xpxIFxIF

xrxIFxyxpxIFxyxIF

xrxyxpxyxIF

xaxa

IF(x)

xaxa

Page 49: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 49

Differential Equations

Solution of Inhomogeneous differential equations

2)

)()(

)()()()('

(1)in substitute )(

)()(

)(

then )()()'( since

)()(

)('

)(

)()()(

)(

'10

xrexye

xrexyxpexye

exIF

xpxIF

xIF

xpxIFxIF

xaxa

xxpxxp

xxpxxpxxp

xxp

Page 50: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 50

Differential Equations

Solution of Inhomogeneous differential equations

2)

hhh

xxp

xxp

xxpxxp

Cexxreexy

hxxp

Cxxre

e

xy

xrexxye

x

xaxa

)()(

by )( Denote

)(1

)(

)()(

respect to with Integrate

)()(

)(

)(

)('

)(

'10

Page 51: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 51

Differential Equations

Solution of Inhomogeneous differential equations

For example:

xx

xxxx

x

x

Ceexy

Cexeeexy

xxhexrxp

eyy

2

2

2

2

)(

)(

)1( ,)( ,1)(

Solution:

Page 52: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 52

Differential Equations Solution of Inhomogeneous differential equations

For example:

Cbxbbxaba

kexbxke

Cbxbbxaba

kexbxke

f make use o

Cexxxeeexy

xxhxxexrxp

xxeyy

axax

axax

xxxx

x

x

)sin()cos()cos(

and ,)cos()sin()sin(

))2cos(2)2sin(3()(

2)2( )),2cos(2)2sin(3()( ,2)(

))2cos(2)2sin(3(2

22

22

222

Solution:

Page 53: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 53

Differential Equations Solution of Inhomogeneous differential equations

For example:

xx

xxx

xxx

x

eCxexy

CeCxeexy

CeCxeexy

xxeyy

22

21

32

21

32

)2sin()(

)2sin()(

)2sin(13

4

13

9)(

))2cos(2)2sin(3(2

Solution:

Page 54: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 54

Differential Equations Solution of Inhomogeneous differential equations

For example:

3

1)0(,0),cos()(cos2)(

)cos()sin(2)cos()(

)cos()sin(22sin

)cos()cos(

)2sin()cos()(

)2sin()(

)cos(ln)tan( ),2sin()( ),tan()(

1)0(for ),2sin()tan(

2

))ln(cos())ln(cos())ln(cos(

C

yat xxCxxy

xCxxxxy

xxx)(fmake use o

xCxx

xxxy

Cexxeexy

xxxhxxrxxp

yxxyy

xxx

Solution:

Page 55: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 55

Differential Equations

Exact differential equations

A F.O.D.E. is called

an Exact if there exits a function f(x, y) such that 0),(),( dyyxNdxyxM

( , ) ( , )df M x y dx N x y dy

Here df is the ‘total differential’ of f(x, y) and equals

f fdx dy

x y

Hence the given DE becomes df = 0

Integrating, we get the solution as

f(x, y) = C

Page 56: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 56

Page 57: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 57

Exactness Test

( , )f

N x yy

Page 58: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 58

STEP:1

STEP:2

Page 59: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 59

STEP:3

Find k(y)

STEP:4

STEP:5

STEP:6

Page 60: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

)(22

),(22

yhyeyx

xyyxf x

6/24/2018 Part I 60

Page 61: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 61

0)(

0)('

2)('2 22

yh

yh

eyxxyheyxxy

f xx

Constant22

)

Constant)

solution general for the

22

),(

22

22

x

x

yeyx

xf(x,y

f(x,y

But

yeyx

xyxf

The integral of zero is

ZERO, simple. Although

derivative of a constant

would be zero, but integral

of zero would always be

zero.

One thing to note: Integral is NOT antiderivative in strict sense. Its an area under

graph f(x) in Cartesian

system, where it is

ofcourse in a two

dimensional plane.

Page 62: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 6 Test whether the following DE is exact. If exact, solve it. 2

( ) 0x dy y dxy

Here 2, ( )M y N x

y

1M N

y x

Hence exact.

Now ( , ) ( )

x x

f x y M dx y dx xy g y

6/24/2018 Part I 62

Differentiating partially w.r.t. y, we get

2( )

fx g y N x

y y

Hence

2( )g y

y

Page 63: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 6 Test whether the following DE is exact. If exact, solve it. 2

( ) 0x dy y dxy

6/24/2018 Part I 63

Integrating, we get ( ) 2ln | |g y y

(Note that we have NOT put the arb constant )

Hence ( , ) ( ) 2ln | |f x y xy g y xy y

Thus the solution of the given D.E. is

( , )f x y c 2ln | | ,xy y c or

Page 64: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 7 Test whether the following DE is exact. If exact, solve it.

4 2 3(2 sin ) (4 cos ) 0x y y dx x y x y dy

Here 4 2 32 sin , 4 cosM xy y N x y x y

38 cosM N

xy yy x

Hence exact.

Now 4( , ) (2 sin )x x

f x y M dx xy y dx 2 4 sin ( )x y x y g y

6/24/2018 Part I 64

Differentiating partially w.r.t. y, we get

2 34 cos ( )f

x y x y g yy

Hence ( ) 0g y 2 34 cosN x y x y

Page 65: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Integrating, we get

( ) 0g y

Hence

2 4 2 4( , ) sin ( ) sinf x y x y x y g y x y x y

Thus the solution of the given d.e. is

( , )f x y c2 4 sin ,x y x y c or c an arb const.

6/24/2018 Part I 65

Page 66: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

In the above problems, we found f(x, y) by integrating M partially w.r.t. x

and then equated

.f

to Ny

We can reverse the roles of x and y. That is we can find f(x, y) by

integrating N partially

.f

to Mx

w.r.t. y and then equate

6/24/2018 Part I 66

Page 67: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 8 Test whether the following DE is exact. If exact, solve it.

2 2(1 sin2 ) 2 cos 0y x dx y xdy

Here M

2 sin 2 ;M

y xy

Hence exact.

Now 2( , ) 2 cos

y y

f x y N dy y xdy 2 2cos ( )y x g x

N 21 sin 2 ,y x

22 cosy x

4 cos sin 2 sin 2N

y x x y xx

6/24/2018 Part I 67

Page 68: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Differentiating partially w.r.t. x, we get

22 cos sin ( )f

y x x g xx

gives ( ) 1g x

Integrating, we get

( )g x xHence

2 2 2 2( , ) cos ( ) cosf x y y x g x y x x

Thus the solution of the given D.E. is

( , )f x y c2 2cos ,x y x c or c an arb const.

21 sin 2M y x

2 sin 2 ( )y x g x

6/24/2018 Part I 68

Page 69: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 69

N , DE is not exact.

x

M

y

Making Exact

IF

Page 70: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Integrating Factor

To make DE Exact

6/24/2018 Part I 70

Page 71: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 71

Integrating Factor

To make DE Exact

Page 72: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 72

Page 73: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 73

Page 74: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 74

Page 75: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 3 Find an I.F. for the following DE and hence solve it.

2( 3 ) 2 0x y dx xydy Here

6 2M N

y yy x

2( 3 ); 2M x y N xy

Hence the given DE is not exact.

6/24/2018 Part I 75

Now

M N

y x

N

6 2

2

y y

xy

2( ),g x

x a function of x alone. Hence

( )g x dxe

2

2dx

xe x

is an integrating factor of the given DE

Page 76: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

3 2 2 3( 3 ) 2 0x x y dx x ydy

which is of the form

0M dx N dy

Note that now

3 2 2 3( 3 ); 2M x x y N x y

Integrating, we easily see that the solution is 4

3 2 ,4

xx y c

6/24/2018 Part I 76

Multiplying by x2, the given DE becomes

Page 77: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 4 Find an I.F. for the following DE and hence solve it.

( cot 2 csc ) 0x xe dx e y y y dy

Here

0 cotxM Ne y

y x

; cot 2 cscx xM e N e y y y

Hence the given DE is not exact.

6/24/2018 Part I 77

M N

y x

M

Now

0 cotx

x

e y

e

cot ( ),y h y a function of y alone. Hence

Page 78: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

( )h y dye

cotsin

ydye y

is an integrating factor of the given DE

Multiplying by sin y, the given DE becomes

6/24/2018 Part I 78

sin ( cos 2 ) 0x xe ydx e y y dy

which is of the form

0M dx N dy

Note that now

sin ; cos 2x xM e y N e y y

Integrating, we easily see that the solution is

c an arbitrary constant. 2sin ,xe y y c

Page 79: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 5 Find an I.F. for the following DE and hence solve it. 2 3( 2 ) 0ydx x x y dy

Here

31 1 4M N

xyy x

2 3; 2M y N x x y

Hence the given DE is not exact.

6/24/2018 Part I 79

M N

y x

Ny Mx

Now

3

2 4

1 (1 4 )

( 2 )

xy

xy x y xy

2 2( ),g z

xy z

a function of z =x y alone. Hence

Page 80: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

( )g z dze

2

2 2 2

1 1dzze

z x y

is an integrating factor of the given DE

6/24/2018 Part I 80

2 2

1 1( 2 ) 0d x y d y

x y xy

Multiplying by 2 2

1,

x y the given DE becomes

which is of the form

0M dx N dy

Integrating, we easily see that the solution is

c an arbitrary constant. 21,y c

xy

Page 81: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 81

Differential Equations

Bernoulli differential equations

A Bernoulli equation is a differential equation of the form:

This is solved by:

(a) Divide both sides by yn to give:

(b) Let z = y1−n so that:

ndyPy Qy

dx

1n ndyy Py Q

dx

(1 ) ndz dyn y

dx dx

Page 82: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

6/24/2018 Part I 82

Differential Equations

Bernoulli differential equations

Substitution yields:

then:

becomes:

Which can be solved using the integrating factor method.

1(1 ) (1 )n ndyn y Py n Q

dx

(1 ) ndz dyn y

dx dx

1 1

dzPz Q

dx

Page 83: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 1 Solve the following D.E.

Solution

6/24/2018 Part I 83

constants positive are and where,' 2 BAByAyy

(a) Divide both sides by yn to give:

(b) Let z = y1−n so that:

ByyAyy 22 '

BAzz

BAz

BAy

ByAyyyyz

x

yynz

x

z n

'

)(''

)1('

1

222

Page 84: Engineering Analysis I - Philadelphia University I.pdf2 2 2 2 3 4 3 0 is an equation of the 1st order sin 0 is an equation of the 2nd order x 0 is an equation of the 3rd order dy xy

Example 1 Solve the following D.E.

Solution

6/24/2018 Part I 84

constants positive are and where,' 2 BAByAyy

Ax

AxAxAxAx

AxAxAx

CeA

Bxzxy

CeA

BCee

A

Be

CexBeexz

AxxAhBxrAxp

1)()(

)(

,)( ,)(

1