engineering mathematics Ⅰ
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Engineering Mathematics Ⅰ. 呂學育 博士 Oct. 13, 2004. 1.5 Integrating Factors. The equation is not exact on any rectangle. Because and and =The equation is not exact on any rectangle. - PowerPoint PPT PresentationTRANSCRIPT
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Engineering Mathematics Ⅰ
呂學育 博士Oct. 13, 2004
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1.5 Integrating Factors
• The equation
is not exact on any rectangle.
Because and
and
=The equation is not exact on any rectangle.
0)63(6 '22 yxxyxyy
xyyM 62 263 xxyN
xyxyyyy
M62)6( 2
xyxxyxx
N123)63( 2
x
N
y
M
3
1.5 Integrating Factor • Recall• Theorem 1.1 Test for Exactness
is exact on
if and only if (),
for each in ,
0),(),( ' yyxNyxM R
),( yx R x
N
y
M
4
1.5 Integrating Factor If is exact, then there is a potential function and
and (*)
implicitly defines a function y(x) that is general solution of the differential equation.
Thus, finding a function that satisfies equation(*) is equivalent to solving the differential equation.
0),(),( ' yyxNyxM
φ
),(φ
yxMx
),(φ
yxNy
Cxyx )(,φ
5
1.5 Integrating Factor • Definition 1.5
Let and be defined on a region
of a plane. Then is an integrating
factor for if for all
in , and is exact on .
),( yxM ),( yxN R),(μ yx
0' yNM 0),(μ yx ),( yx
R R0μμ ' yNM
6
1.5 Integrating Factor • Example 1.21
is not exact.
Here and
For to be an integrating factor,
0' yxyx
xyxM 1N
xxyxyy
M
)( 0)1(
xx
N
μ )μ()μ( My
Nx
)(μ)μ( xyxyx
μμ
)(μ
xy
xyxx
7
1.5 Integrating Factor • Example 1.21
For to be an integrating factor,
To simplify the equation, we try to find as
just a function of
This is a separable equation.
μ
μμ
)(μ
xy
xyxx
x
?),(μ),(μ,)(μ yxyx
0μ
y
μ
μμ
xx
8
1.2 Separable Equations
• A differential equation is called separable if it can be written as
• Such that we can separate the variables and write
• We attempt to integrate this equation
)()(' yBxAy
dxxAdyyB
)()(
1 0)( yB
dxxAdyyB
)()(
1
Recall
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1.5 Integrating Factor • Example 1.21
Integrate to obtain to get one integrating factor
(*)
The equation (*) is exact over the entire plane, FOR ALL (x,y) !
μμ
xx
xdxd μ
μ
1xdxd μ
μ
1
Cx 2
2
1μln
02/2)(μ xex
0)( '2/2/ 22 yeexyx xx
2/2/ 22
)( xx xeexyxyy
M
2/2/ 22
)( xx xeexx
N
10
1.5 Integrating Factor If is exact, then there is a potential function and
and (*)
implicitly defines a function y(x) that is general solution of the differential equation.
Thus, finding a function that satisfies equation(*) is equivalent to solving the differential equation.
0),(),( ' yyxNyxM
φ
),(φ
yxMx
),(φ
yxNy
Cxyx )(,φ
Recall
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1.5 Integrating Factor • Example 1.21
and
Then we must have
The general solution of the original equation is
0)( '2/2/ 22 yeexyx xx
2/2)(),(φ xexyxyxMx
2/2),(
φ xeyxNy
)(),(φ 2/2/ 22
xhyedyeyx xx 2/2)(
φ xexyxx
)()( '2/2/ 22
xhxyexhyex
xx
2/' 2
)( xxexh 2/2)( xexh 2/2)1(),(φ xeyyx
Ceyyx x 2/2)1(),(φ 2/21)( xCexy
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1.5.1 Separable Equations and Integrating Factor • The separable equation
is in general not exact. Write it as
and
In generalHowever,
is an integrating factor for the separable equation.
If we multiply the DE by ,we get
an exact equation. Because
)()(' yBxAy
0)()( ' yyBxA
)()()()( ' yBxAyBxAyy
M
0)1(
xx
N
0)()( ' yBxA
)(1)(μ yBy
)(1)(μ yBy
0)(
1)( ' y
yBxA
0)()(
1
xAyyBx
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1.3 Linear Differential Equations
• Linear: A differential equation is called linear if there are no multiplications among dependent variables and their derivatives. In other words, all coefficients are functions of independent variables.
• Non-linear: Differential equations that do not satisfy the definition of linear are non-linear.
• Quasi-linear: For a non-linear differential equation, if there are no multiplications among all dependent variables and their derivatives in the highest derivative term, the differential equation is considered to be quasi-linear.
)()()(' xqyxpxy
Recall
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1.3 Linear Differential Equations• Example 1.14
is a linear DE. P(x)=1 and q(x)=sin(x), both continuous for all x.
An integrating factor is
Multiply the DE by to get
Or
Integrate to get
The general solution is
)sin(' xyy
xdxdxxp eee )(
xe )sin(' xeyeey xxx )sin(
'xeye xx
Cxxedxxeyexxx )cos()sin(
2
1)sin(
xCexxy )cos()sin(2
1
Recall
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1.5.2 Linear Equations and Integrating Factor • The linear equation
Write it as
and
so the linear equation is not exact unless
However,
is exact because
)()(' xqyxpy
0)()( ' yxqyxp
)()()( xpxqyxpyy
M
01
xx
N
0)( xp
dxxpeyx )(),(μ
0)()( ')()( yeexqyxp dxxpdxxp
dxxpdxxpdxxp exqyxpy
expex
)()()( )]()([)(
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.1 Homogeneous Differential Equations
Definition 1.6.1 Homogeneous Equation
A first-order differential equation is homogeneous if it has the form
For example: is homogeneous
while is not.
x
yfy '
x
y
x
yy sin'
yxy 2'
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.1 Homogeneous Differential Equations
A homogeneous equation is always transformed into a separable one by the transformation
and write
Then becomes
And the variables (x, u) have been separated.
uxy
uxuuxxuy '''' xyu /
)/(' xyfy )(' ufuxu
xdx
du
uuf
1
)(
1
dxx
duuuf
1
)(
1
18
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.1 Homogeneous Differential Equations
Example 1.25
Let y=ux or
the general solution of the transformed equation
the general solution of the original equation
yx
yxy
2'
x
y
x
yy
2
'
uuuxu 2' 2' uxu
dxx
duu
112
Cxu
ln1
Cxxu
ln
1)(
Cx
xy
ln
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
A Bernoulli equation is a first-order equation
(*) in which is a real number.
If or separable and linear ODE
Let for , then (**)
(*)
(*),(**) linear ODE
α' )()( yxRyxPy α
0α
α1yv 1αdx
dyy
dx
dv α)α1(
α1α )()( yxPxRdx
dyy )()(α xvPxR
dx
dyy
)]()()[α1( xvPxRdx
dv
1α
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
Example 1.27
which is Bernoulli with , and
Make the change of variables , then
and
so the DE becomes
upon multiplying by
a linear equation
32' 31
yxyx
y
xxP /1)( 23)( xxR 3αα' )()( yxRyxPy
2yv 2/1vy
)(2
1)( '2/3' xvvxy
2/322/1'2/3 31
)(2
1 vxvx
xvv
2/32v2' 6
2)( xvx
xv
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
Example 1.27
a linear equation
An integrating factor is
Integrate to get
The general sol of the Bernoulli equation is
32' 31
yxyx
y
2' 62
)( xvx
xv
2)ln(2)/2()(),(μ xeeeyx xdxxdxxp
62)( 3'2 vxxvx 6'2 vx
Cxvx 62 236 Cxxv
32 6
1
)(
1)(
xCxxvxy
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
Definition 1.8 A differential equation of the form
is called a Riccati equation
A Riccati equation is linearly exactly when
Consider the first-order DE
If we approximate ,while x is kept constant,
How to transform the Riccati equation to a linear one ?
)()()( 2' xRyxQyxPy
0)( xP
),( yxfdx
dy
),( yxf
...)()()(),( 2 yxRyxQxPyxf
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
How to transform the Riccati equation to a linear one ?
Somehow we get one solution, , of a Riccati equation, then the change of variables
transforms the Riccati equation to a linear one.
)()()( 2' xRyxQyxPy
)(xS
zxSy
1)(
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1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
Example 1.28
By inspection, , is one solution. Define a new variable z by the change of variables
Then
Or
a linear equation
xyx
yx
y211 2'
1)( xSy
zy
11
'
2
' 1z
zy
xzxzxz
z
211
111
112
'
2
xzx
z13'