MA2001N Differential Equations

Lecture Notes for Week 1

[1. Revision of terminolog ! [2. Revision of t"e solution of 1st or#er o#e$s! 1. 1.1 Revision of terminology What is an Ordinary Differential Equation (or ODE)? An or#inar #ifferential equation %o#e& is an equation containing #erivatives' in ("ic" t"e unkno(n function #e)en#s on a single varia*le. +ence onl or#inar #erivatives a))ear in t"e equation. A #ifferential equation containing onl or#inar #erivatives is t"erefore calle# an, -r#inar Differential Equation %or -DE' for s"ort& An e.am)le of an o#e is
dy = x2 . dx

+ere' t"e #e)en#ent varia*le' y ' #e)en#s onl on t"e in#e)en#ent varia*le'

x.

A #ifferential equation in ("ic" t"e #e)en#ent varia*le #e)en#s on t(o or more in#e)en#ent varia*les is calle# a )artial #ifferential equation %or )#e' for s"ort&. /"e MA2001N s lla*us #eals onl (it" o#e$s. 1.2 The order of an ode /"e or#er of an o#e is given * t"e or#er of t"e "ig"est #erivative. 0o' t"e o#e
dy = x2 dx

is 1st or#er. 1n e.tension of t"is i#ea' t"e o#e

d2y dy + 2 + 2y = 0 2 dx dx

is 2n# or#er.

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1. !lternative notation for derivatives /"e follo(ing notation is commonl use#,
dy ' dx

y ' y '

Dy

'

alternatives for 1st or#er terms

d2y ' dx 2

D2 y '

alternatives for 2n# or#er terms

/"e notation (it" dy 3 dx ' d 2 y 3 dx 2 ' etc' is use# ("en full information a*out varia*les is nee#e#. /"e notation (it" y ' y ' etc' is use# as an a**reviation %for succinctness& ("en it is clear ("ic" in#e)en#ent varia*le is *eing use#. /"e notation (it" Dy ' D 2 y ' etc' calle# t"e D o)erator notation' is not so commonl use# *ut sometimes "as its )lace. 1." What is a linear ode? An o#e is linear if it can *e )ut into t"e follo(ing form,
a% x& d2y dy + b% x & + c% x& y = f % x& 2 dx dx

%1&

("ere a % x& ' b% x & ' c % x & an# f % x& are functions of x onl %i.e.' y occurs onl in t"e #erivatives an# in t"e so4calle# 56ero or#er$ term c % x & y &. Equations not of t"e form of %1& are referre# to as non4linear. 1.# What is a homogeneous$ linear ode? A "omogeneous' linear o#e is one in ("ic" t"e rig"t4"an# si#e' f % x& ' is 6ero. 0o' (it" t"is con#ition' equation %1& (oul# *ecome
a % x& d2y dy + b% x & + c% x & y = 0 2 dx dx

%2&

Equation %2& is no( "omogeneous %as (ell as linear&. Equation %1& is t"erefore referre# to as a non4"omogeneous equation.

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2. 2.1 Revision of the solution of 1st order ode%s &olution 'y se(aration of varia'les 1f a 1st or#er o#e can *e )ut into t"e form
dy = f % x& g % y & ' dx

%7&

t"en a se)aration of varia*les is )ossi*le. Equation %7& *ecomes

dy = f % x& dx . g % y&

1n )rinci)le' *ot" si#es of t"is equation can no( *e integrate# to give

g % y & = f % x& dx + A

dy

'

("ere A is a constant. /"e tec"nique is *est illustrate# * (orke# e.am)le as follo(s. Wor)ed E*am(le+ &e(aration of ,aria'les 0olve t"e equation
x dy = y % y +1& ' dx

x>0 .

8888888888888888888888888 0e)arate t"e varia*les as

dy dx = y % y +1& x

1ntegrate *ot" si#es to give

y % y +1& =

dy

dx . x

%2&

/o fin# t"e integral on t"e left4"an# si#e of %2& requires t"e use of ("at are calle# 5)artial fractions$. 7

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Worke# E.am)le, 0e)aration of 9aria*les %continue#& As an e.ercise %in using )artial fractions& s"o( t"at t"e term,
1 y % y +1&

can *e (ritten in )artial fraction form as,

1 1 1 = . y % y +1& y % y +1&

/"e integral in %2& can no( *e (ritten

y % y +1& dy =
an#' after integrating'

dx x

ln y ln % y +1& = ln x + C '

or
y =k x ' y +1

% C = ln k &

("ere C % = ln k & is a constant. /"is can no( *e rearrange# to give

y= x ' Ax

("ere A %= 1 3 k & is a constant. 8888888888888888888888888888888888888888888888888 /"at conclu#es t"e (orke# e.am)le. No( tr E.am)le 0"eet 1%a&%i& to revise )artial fractions an# 1%*&%i& to revise se)aration of varia*les. 2.2 &olution 'y the integrating fa-tor method 1st or#er' linear o#e$s can *e solve# * using an integrating factor' I ' ("ere I is a function of x . At t"e start of t"is #erivation' (e #o not kno( "o( I is #efine#. +o(ever' t"e )ur)ose of t"e follo(ing anal sis is to s"o( ("at form I must take.

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2.2 0olution * t"e integrating factor met"o# %continue#& Let t"e 1st or#er' linear o#e (e (is" to solve *e of t"e form
dy + f % x& y = g % x& . dx

%:&

Note, in an e.am)le t"at uses t"is met"o#' t"e coefficient in front of dy 3 dx must *e unit . 1t can al(a s *e ma#e unit * #ivision if necessar . 1t is ver im)ortant t"at t"is is remem*ere#' *ecause ot"er(ise t"e met"o# (ill not (ork. /o fin# I ' first multi)l t"roug" equation %:& * t"e factor' I . /"is gives
I dy + I f % x& y = I g % x& . dx

%;&

I can no( *e c"osen to facilitate' or assist t"e )rogress to(ar#s' t"e solution. /"e (a to #o t"is is to insist t"at t"e )ro#uct' I f % x & ' in t"e 2n# term on t"e left4"an# si#e of %;&' is set equal to dI 3 dx . 1n t"is (a ' equation %;& *ecomes
I dy dI + y = I g % x& ' dx dx

%<&

(it" t"e constraint t"at (e "ave intro#uce# giving

dI = I f % x& . dx

%=&

Equation %=& can no( *e solve# for I . /"en' given I ' equation %<& can *e solve# for y ' *ecause t"e left4"an# si#e of %<& can *e (ritten in t"e form
d % I y& . dx

Differentiate t"is as a )ro#uct to verif t"at it (ill al(a s give t"e left4"an# si#e of %<&. 0o' (e no( "ave to #o t(o t"ings, %i& solve for I > an# %ii& solve for y . %i& ?rom equation %=& (e "ave' after se)arating varia*les'
dI = f % x& dx ' I

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2.2 0olution * t"e integrating factor met"o# %continue#&
ln I = f % x & dx
I =e.)[ f % x & dx!

an#

%@&

Equation %@& #efines t"e integrating factor' I . %Note, in %@& t"e e.)[..! notation "as *een use#' for clarit ' for t"e e.)onential.& %Note also t"at t"e constant of integration in %@& "as effectivel *een set to a factor of unit ' (it"out loss of generalit .& %ii& No( (e are a*le to solve for y ' using equation %<&. Asing t"e )ro#uct form t"at (e kno( t"e left4"an# si#e must "ave' equation %<& *ecomes
d % I y & = I g % x& ' dx
I y = I g % x & dx + A

an#

y=

1 A I g % x & dx + ' I I

%10&

("ere A is a constant an# I is kno(n from equation %@&. Equation %10& gives t"e require# solution' y ' to t"e original 1st or#er' linear o#e given in equation %:&. 0o far in t"is section %2.2&' (e "ave #erive# t"e form for t"e integrating factor' I ' see equation %@&' an# t"e general form for t"e resulting solution' ("ic" is given in equation %10&. 1n )ractice' ("en #oing an e.am)le' (e first use %@& #irectl to fin# I . 0o' t"e form of equation %@& must *e remem*ere#. /"en' rat"er t"an use %10&' ("ic" (oul# *e more #ifficult to remem*er' (e follo( a slig"tl #ifferent )roce#ure. Essentiall ' after multi)l ing t"e given equation * I ' a solution usuall follo(s fairl easil . But' clearl ' a (orke# e.am)le is nee#e# to illustrate t"is )rocess.

MA2001N, Lecture Notes for Week 1 %continue#&

2.2 0olution * t"e integrating factor met"o# %continue#& Wor)ed E*am(le+ .ntegrating /a-tor method 0olve t"e equation
cos x dy + %cos x + sin x & y = sin x cos 2 x ' dx

<x< 2 2

8888888888888888888888888888888888888888888888 ?irst #ivi#e *

cos x to arrive at t"e correct form

%11&

dy + %1 + tan x& y = sin x cos x ' dx

Equation %11& is no( in t"e form of equation %:&. No( #etermine t"e integrating factor' I ' * using equation %@&,
I = e.)[ %1 + tan x & dx !

'

I = e.)[ x ln%cos x &!

an#

I =

ex cos x

%12&

No( after multi)l ing equation %11&' term * term' * t"e integrating factor' I ' given in %12&' (e "ave
e x dy ex + %1 + tan x& y = e x sin x . cos x dx cos x

/"e left4"an# si#e of t"is equation must al(a s *e of t"e form,

d % I y& . dx

0o' in t"is case' using I from %12& gives

d ex y = e x sin x dx cos x

%Differentiate out as a )ro#uct to c"eck t"e correctness of t"is.& <

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2.2 0olution * t"e integrating factor met"o# %continue#& Worke# E.am)le, 1ntegrating ?actor met"o# %continue#& 0o' integrating *ot" si#es no( gives
ex y = e x sin x dx . cos x

%17&

/o fin# t"e integral on t"e rig"t4"an# si#e of %17& requires 5integration * )arts$. As an e.ercise' s"o( t"at' after integrating * )arts'
x e sin x dx =

ex %sin x cos x& + A 2

%12&

("ere A is a constant. Com*ining %17& an# %12& no( gives

ex ex y= %sin x cos x& + A cos x 2

an#
y= cos x %sin x cos x& + A cos x e x . 2

/"is is t"e require# solution of equation %11&. 88888888888888888888888888888888888888888888 /"at conclu#es t"e (orke# e.am)le. No( tr E.am)le 0"eet 1%a&%ii& to revise some furt"er e.am)les of integration * )arts an# E.am)le 0"eet 1%*&%ii& to revise t"e integrating factor met"o#.