Scribd
Upload
52 views

Linear Differential Equations

1) The document discusses methods for solving first order linear differential equations and reduction of order. 2) A first order linear differential equation can be expressed in the form dy/dx = P(x)y + Q(x), where P(x) and Q(x) are continuous functions. 3) An integrating factor μ can be used to transform the equation into an exact differential equation dy/dx = dM/dx, which can then be integrated to find the general solution.

Uploaded by

shivam12365
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
52 views

Linear Differential Equations

1) The document discusses methods for solving first order linear differential equations and reduction of order. 2) A first order linear differential equation can be expressed in the form dy/dx = P(x)y + Q(x), where P(x) and Q(x) are continuous functions. 3) An integrating factor μ can be used to transform the equation into an exact differential equation dy/dx = dM/dx, which can then be integrated to find the general solution.

Uploaded by

shivam12365
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 30

Linear Differential Equations

In this lecture we discuss the methods


of solving first order linear differential
equations and reduction of order.
Linear Equations
A linear first order equation is an equation
that can be expressed in the form
1 0
( ) ( ) ( ), (1)
dy
a x a x y b x
dx
+ =
where a
1
(x), a
0
(x), and b(x) depend only
on the independent variable x, not on y.
We assume that the function a
1
(x), a
0
(x),
and b(x) are continuous on an interval
and a
1
(x) = 0 on that interval. Then, on
dividing by a
1
(x), we can rewrite equation
(1) in the standard form
( ) ( ) (2)
dy
P x y Q x
dx
+ =
where P(x), Q(x) are continuous functions
on the interval.
Lets express equation (2) in the differential
form
| |
( ) ( ) 0 (3) P x y Q x dx dy + =
If we test this equation for exactness, we find
( ) 0
M N
P x and
y x
c c
= =
c c
Consequently, equation(3) is exact only
when P(x) = 0. It turns out that an
integrating factor , which depends only
on x, can easily obtained the general
solution of (3).
Multiply (3) by a function (x) and try to
determine (x) so that the resulting equation
| |
( ) ( ) ( ) ( ) ( ) 0 (4) x P x y x Q x dx x dy + =
is exact.
( ) ( ) ( )
M N d
x P x and x
y x dx

c c
= =
c c
We see that (4) is exact if satisfies the DE
( ) ( ) ( ) (5)
d
x P x x
dx

=
( )
( ) exp ( ) (6) x P x dx =
}
Which is our desired IF
In (2), we multiply by (x) defined in (6) to obtain
( ) ( ) ( ) ( ) ( ) (7)
dy
x P x x y x Q x
dx
+ =
We know from (5)
( ) ( )
d
P x x
dx

=
and so (7) can be written in the form
( )
( ) ( ) ( ) (8)
( ) ( ) ( ) ( )
d
x y x Q x
dx
dy d
x x y x Q x
dx dx


=
+ =
Integrating (8) w.r.t. x gives
( ) ( ) ( ) x y x Q x dx C = +
}
and solving for y yields
( ) ( )( )
exp ( ) ( ) ( ) y P x dx x Q x dx C = +
} }
Working Rule to solve a LDE:
1. Write the equation in the standard form
( ) ( )
dy
P x y Q x
dx
+ =
2. Calculate the IF (x) by the formula
( )
( ) exp ( ) x P x dx =
}
3. Multiply the equation in standard form
by (x) and recalling that the LHS is just
( )
( ) ,
d
x y
dx

obtain
( )
( ) ( ) ( )
d
x y x Q x
dx
=
4. Integrate the last equation and solve
for y by dividing by (x).
Example 1. Solve
( ) 1 cos sin cos = + +
|
.
|

\
|
x x x y
dx
dy
x x
Dividing by x cos x, throughout, we get
x
x
y
x
x
dx
dy sec 1
tan =
|
.
|

\
|
+ +
1
tan
( )
( )
x dx
P x dx
x
x e e
| |
+
}
|
\ . }
= =
lnsec ln lnsec ln
( ) sec
x x x x
x e e e x x
+
= = =
( )
sec
sec sec
d x
dx x
y x x x x =
2
sec sec tan yx x xdx C x C = + = +
}
Multiply by
sec x x yields
Integrate both side we get
Problem (2g p. 62): Find the general
solution of the equation
. 0 ' cot = + + xy x xy x y
Ans.: . cos sin sin c x x x x xy + =
The usual notation implies that x is
independent variable & y the dependent
variable. Sometimes it is helpful to replace
x by y and y by x & work on the resulting
equation.
* When diff equation is of the form
dx
dy
( ) ( ) y Q x y P
dy
dx
= + .
( )
&
P y dy
IF e solution is x IF Q IF dy c
}
= = +
}
Q. 4 (b) Solve
2 y
dx
y x y e
dy
=> = +
y
e y x
y dy
dx
=
1
2
' '
y
y xy y y e =
y
e e IF
y
dy
y
1
ln
1
= =
}
=

1 1
y y
x ye dy e dy
y y
= =
} }
c e
y
x
y
+ = =>
cy e y x
y
+ = =>
A first order equation that can be written in
the form
is known as Bernoullis equation .
It is clearly linear when n=0 or 1.
For n > 1, it can be reduced to a linear
equation by change of variable
( ) ( ) (*)
n
dy
P x y Q x y
dx
+ =
.
1 n
y z

=
Divide equation (*) be y
n
yields
1
( ) ( ) (**)
n n
dy
y P x y Q x
dx

+ =
Taking z = y
1-n
, we find that
(1 )
n
dz dy
n y
dx dx

=
and so (**) becomes
1
( ) ( )
1
dz
P x z Q x
n dx
+ =

Since 1/(1-n) is just a constant,


Example: Solve the DE 3
5
5
2
dy
y xy
dx
=
This is a Bernoulli equation with n =3,
P(x) = -5, and Q(x) = -5x/2
We first divide by y
3
to obtain


3 2
5
5
2
dy
y y x
dx

=
Next we make the substitution z = y
-2

Since dz/dx = -2y
-3
dy/dx, then above
equation reduces to
1 5
5
2 2
dz
z x
dx
=
or
10 5
dz
z x
dx
+ =
which is linear. Hence
10
1
2 20
x
x
z Ce

= +
Substituting z = y
-2
gives the solution
2 10
1
2 20
x
x
y Ce

= +
Reduction of Order:
A general second order DE has the
form
In this section we consider two special
types of second order equations that
can be solved by first order methods.
(1) . 0 ) " , ' , , ( = y y y x F
Type A: Dependent variable missing.
When y is not explicitly present, (1) can
be written as
Then (2) transforms into
If we can solve (3) for p, then (2) can
be solved for y.
) 2 ( . 0 ) " , ' , ( = y y x f
. " and ' Let dx dp y p y = =
) 3 ( . 0 ) , , ( = dx dp p x f
Problem (1 (g) p. 65): Solve
( ) 1 4x y y x =
'
+
' '
The variable y is missing
let &
dp
y p y
dx
' ''
= =
( )
1 , 4
dp
from x p x
dx
+ =
which is linear,
1
4 (2)
dp
p
dx x
+ =
1
log
e
dx
x
x
IF e e x
}
= = =
4 p x xdx c = +
}
c x c
x
px + = + =
2
2
2
2
4
2
dy c
p x
dx x
= = +
2
c
dy x dx
x
(
= +
(

} }
dx
x
c
x dy
}
(

+ =
}
2
2
2
2
ln
2
x
y c x c = + +
2
2
ln y x c x c = + +
Problem (1b p. 65): Solve the DE
. ) (
3
y y y x
'
+
'
=
' '
Ans.:
. ) (
2
1
2
2
x c c y =
Type B: Independent variable missing.
When x is not explicitly present, then
(1) can be written as
Then (4) becomes
If we can solve (5) for p, then (4) can
be solved for y.
) 4 ( . 0 ) " , ' , ( = y y y g
= = = =
dy
dp
p
dx
dy
dy
dp
dx
dp
y p y " then , ' Let
( , , ) 0. (5) g y p pdp dy =
Problem (1(e), P 65): Solve
( ) ( ) 1 1 2
2
y y y
'
+ =
' '
Here x is not explicitly present
p y let =
'
dy
dp
p y =
' '
&
(1) can be writen as,
2
1 2 p
dy
dp
p y + =
} }
=
+

y
dy
p
dp p
2
1
2
( )
( )
2
1
ln 1 ln p c y + =
( )
2
1
ln 1 ln ln p y c + = +
2
1
1 p c y + = 1
1
2
= y c p
1
1
2
=
|
.
|

\
|
y c
dx
dy
1
1
= y c
dx
dy
1
( 1)
dy
dx
c y
=

} }
1 1 2
2 ( 1) c y c x c = +
Problem (2b p. 65): Find the specified
particular solution of the DE
. 0 when 1 and
; ) ' ( "
2
1
2 2
= =
'
=
+
'
=

x y y
y y y yy
Ans.:
. 8 3 2
2
3
x
ye y =

You might also like