CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Classification by type
Ordinary Differential Equations (ODE) Contains one or more dependent variables with respect to one independent variable

=>

is the dependent variable while is the independent variable 2 => 2

is the dependent variable while is the independent variable 2 + + = => + + = 2

Dependent Variable: Independent Variable:

Partial Differential Equations (PDE) involve one or more dependent variables and two or more independent variables
Can you determine which one is the DEPENDENT VARIABLE and which one is the INDEPENDENT VARIABLES from the following equations ???

+ =0
2 2

=>

+ = 0

Dependent Variable: Independent Variable:

+ + = 2

=> + + =
Dependent Variable: Independent Variable:

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Classification by order / degree

Order of Differential Equation Determined by the highest derivative Degree of Differential Equation Exponent of the highest derivative

Examples: a)
2

+ = sin

Order :

Degree:

b)

2 2

+ 2 = cos

Order :

Degree:

c)

2 2

+ =

Order :

Degree:

d)

3 3

+ = 0

Order :

Degree:

Classification as linear / nonlinear

Linear Differential Equations Dependent variables and their derivative are of degree 1 Each coefficient depends only on the independent variable A DE is linear if it has the form 1 + + + + 0 = () 1 1 1

Examples: 1) + = sin 3) 5 + sin2 = tan2 5

2) 2 + = sin 2 2

Nonlinear Differential Equations Dependent variables and their derivatives are not of degree 1

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Examples: 1) + 2 = sin 2)
2

Order :

Degree:

+ = sin
2

Order :

Degree:

3)

3 3

2 + 2

= +1

Order :

Degree:

Initial & Boundary Value Problems

Initial conditions : will be given on specified given point Boundary conditions : will be given on some points Examples : 1) 0 = 1 ; (0) = 2 Initial condition

2)

1 = 5 ; 2 = 2

Boundary condition

Initial Value Problems (IVP) 2 +2 + + sin 2 Boundary Value Problems (BVP) 2 + 2 + + sin 2 Boundary Conditions: 0 = 1 ; 1 = 2 Initial Conditions: 0 = 0 ; 0 = 1

Solution of a Differential Equation

General Solutions Solution with arbitrary constant depending on the order of the equation Particular Solutions Solution that satisfies given boundary or initial conditions

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Examples: = cos + sin Show that the above equation is a solution of the following DE + = 0 Solutions: (2) (1)

EXERCISE: Show that = ( ) + ( ) is the solution of the following DE + + =

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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1.2

First Order Ordinary Differential Equations (ODE)

Types of first order ODE Separable equation Homogenous equation Exact equation Linear equation Bernoulli Equation

1.2.1 Separable Equation

How to identify? Suppose , = = Hence this become a SEPARABLE EQUATION if it can be written as = () Method of Solution : integrate both sides of equation 1 = ()

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Example 1: Solve the initial value problem cos = , 1 + 2 2 Solution: i) Separate the functions 0 = 1

ii)

Integrate both sides

iii)

Use the initial condition given, =

iv)

Final answer

Note: Some DE may not appear separable initially but through appropriate substitutions, the DE can be separable.

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Example 2: Show that the DE = ( + )2 can be reduced to a separable equation by using substitution = + . Then obtain the solution for the original DE.

Solutions: i) Differentiate both sides of the substitution wrt

ii)

Insert (2) and (1) into the DE

iii)

Write (3) into separable form

iv)

Integrate the separable equation

CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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1.2.2 Homogenous Equation How to identify? Suppose , = , , is homogenous if , = , for every real value of Method of Solution : i) ii) Determine whether the equation homogenous or not Use substitution = and = + in the original DE Separable equation method

iii) Separate the variable and iv) Integrate both sides v) Use initial condition (if given) to find the constant value

Example 1: Determine whether the DE is homogenous or not a) b) 2 + 2 = ( + ) = 2 + 2

Solutions: a) 2 + 2 , = = ( + ) , =

b)

, =

= + 2 + 2

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Example 2: Solve the homogenous equation 2 + 2 = 0 Solutions: i) Rearrange the DE

ii)

Test for homogeneity

iii) Substitute = and

= +

into (1)

iv) Solve the problem using the separable equation method

Note: Non-homogenous can be reduced to a homogenous equation by using the right substitution.

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Example 3: Find the solution for this non-homogenous equation 2 = + 5 by using the following substitutions = + 3, = + 2 Solutions: i) Differentiate (2) and (3)

(1)

(2),(3)

and substitute them into (1),

ii)

Test for homogeneity, , = (, )

iii)

Use the substitutions = and = +

iv)

Use the separable equation method to solve the problem

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1.2.3 Exact Equation

How to identify? Suppose , = ( , ) , Therefore the first order DE is given by (, ) = (, ) => , + , = 0

( , )

Condition for an exact equation. = Method of Solution (Method 1): i) Write the DE in the form , + , = 0 And test for the exactness = ii) If the DE is exact, then =

, =

(1), (2)

To find (, ), integrate (1) wrt to get , = , + () (3)

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iii)

To determine (), differentiate (3) wrt to get = , + () =

iv) v) vi)

Integrate to get Replace () into (3). If there is any initial conditions given, substitute the condition into the solution. Write down the solution in the form , = , where A is a constant

Method of Solution (Method 2): i) Write the DE in the form , + , = 0 And test for the exactness = ii) If the DE is exact, then =

, =

(1), (2)

iii)

To find (, ) from , integrate (1) wrt to get , = , + 1 () (3)

iv)

To find (, ) from , integrate (2) wrt to get , = , + 2 () (4)

v) vii) viii) ix)

Compare (3) and (4) to get value for 1 () and 2 (). Replace 1 () into (3) OR 2 () into (4). If there are any initial conditions given, substitute the conditions into the solution. Write down the solution in the form , = , where A is a constant

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Example 1: Solve 2 + 3 + 2 1 = 0 Solution (Method 1): i) Check the exactness

ii) Find ,

To find , , integrate either (1) or (2), lets say we take (1)

iii) Now we differentiate (3) wrt to compare with =

iv) Find

v)

Now that we found , our new , should looks like this

vi) Write the solution in the form , =

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Exercise : Try to solve Example 1 by using Method 2

Note: Some non-exact equation can be turned into exact equation by multiplying it with an integrating factor.

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Example 2: + 2 + + + 2 = 0 Show that the following equation is not exact. By using integrating factor, , = , solve the equation. Solution: i) Show that it is not exact

ii) Multiply , into the DE to make the equation exact

iii) Check the exactness again

iv) Find ,

v) Find

vi) Write , =

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1.2.4 Linear First Order Differential Equation How to identify? The general form of the first order linear DE is given by + = ()

When the above equation is divided by , + = () () () + = () NOTE: Must be + here!!

(1)

Where = ( ) and = ( ) Method of Solution : i) ii) iii)

Determine the value of dan such the the coefficient of is 1. Calculate the integrating factor, = Write the equation in the form of = () =

()

iv)

The general solution is given by 1 =

()

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Example 1: Solve this first order DE 1 + + = Solution: i) Determine and

ii)

Find integrating factor, =

iii)

Write down the equation

iv)

Final answer

Note: Non-linear DE can be converted into linear DE by using the right substitution.

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Example 2: Using = 2 , convert the following non-linear DE into linear DE. 2 Solve the linear equation. Solutions: i) Differentiate = to get and replace into the non-linear equation.

2 = 1;

1 = 1

ii)

Change the equation into the general form of linear equation & determine and

iii)

Find the integrating factor, =

iv)

Find

v)

Use the initial condition given, = .

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1.2.5 Equations of the form = ( + ) How to identify? When the DE is in the form = ( + ) use substitution = + to turn the DE into a separable equation Method of Solution : i) Differentiate ( 2 ) wrt ( to get ) = + ii) iii) Replace ( 3 ) into ( 1 ) Solve using the separable equation solution (3)

(1)

(2)

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Example 1: Solve = 1 + ( + 2)1 Solution: i) Write the equation as a function of

ii)

Let = and differentiate it to get

iii)

Replace ( 2 ) into ( 1 )

iv)

Solve using the separable equation solution

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1.2.6 Bernoulli Equation How to identify? The general form of the Bernoulli equation is given by + = where 0, 1 To reduce the equation to a linear equation, use substitution = 1 Method of Solution : iv) Divide ( 1 ) with + 1 =

(1)

(2)

(3)

v)

Differentiate ( 2 ) wrt ( to get ) = 1 1 = 1 (4)

vi)

Replace ( 4 ) into ( 3 ) 1 + = 1 + 1 = 1 ( ) ( )

vii)

Solve using the linear equation solution Find integrating factor, = Solve

= ()

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Example 1: Solve 1 + = 4 3 Solutions: i) ii) Determine = Divide ( 1 ) with (1)

iii)

Using substitution, =

iv)

Replace ( 3 ) into ( 2 ) and write into linear equation form

v)

Find the integrating factor

vi)

Solve the problem

vii)

Since = 3 = 3

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1.3

Applications of the First Order ODE

The Newtons Law of Cooling

The Newtons Law of Cooling is given by the following equation = ( )

Where is a constant of proportionality is the constant temperature of the surrounding medium

Do you know what type of DE is this?

General Solution Q1: Find the solution for () It is a separable equation. Therefore =

ln = + = + = + =

Q2: Find when = 0, = 0 0 = + 1 => = 0

= + 0

Q3: Find . Given that = 70, 0 = 100, 6 = 80 80 = 70 + 100 70 6 6 = 10 30 1 3

ln 6 = ln =

1 1 ln = 1.098612 6 3

= + 0 1.0986 = 70 + 30 1.0986

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Example 1: According to Newtons Law of Cooling, the rate of change of the temperature satisfies = ( ) Where is the ambient temperature, is a constant and is time in minutes. When object is placed in room with temperature 10C, it was found that the temperature of the object drops from 90C to 30C in 30 minutes. Then determine the temperature of an object after 20 minutes.

Solution: i) Determine all the information given. Room temperature = = 10C When = 0, 0 = 90C When = 30, 30 = 30C Question: Temperature after 20 minutes, = 20, = ? ii) Find the solution for = + iii) Use the conditions given to find and When = 0, 0 = 90C , = 10C 90 = 10 + => = 80 = 10 + 80 When = 30, 30 = 30C 30 = 10 + 80 30 20 30 = 80 1 1 = ln = 0.04621 30 4 = 10 + 80 0.04621 iv) = , = ? 20 = 10 + 80 0.04621 20 = 41.75

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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

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Natural Growth and Decay

The differential equation =

Where is a constant is the size of population / number of dollars / amount of radioactive The problems: 1. Population Growth 2. Compound Interest 3. Radioactive Decay 4. Drug Elimination

Do you know what type of DE is this?

Example 1: A certain city had a population of 25000 in 1960 and a population of 30000 in 1970. Assume that its population will continue to grow exponentially at a constant rate. What populations can its city planners expect in the year 2000? Solution: 1) Extract the information = 0, 0 = 25000 = 10, 10 = 30000 = 40, 40 = ? 2) Solve the DE =

Separate the equation and integrate =

=>

3) Use the initial & boundary conditions = 0, 0 = 25000 = 25000 => = 25000 = 10, 10 = 30000 30000 = 25000 10 10 = ln 30000 25000 => = 0.01823

= 25000 0.01823 = 40, 40 = ? 40 = 25000 0.01823

40

= 51840

In the year 2000, the population size is expected to be 51840

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Electric Circuits - RC
Given that the DE for an RL-circuit is Where () is the voltage source is the inductance is the resistance CASE 1 : = (constant) i) + = 0 (1) + = ()

Do you know what type of DE is this?

Write in the linear equation form 0 + = = , = 0

ii)

Find the integrating factor, = =

iii)

Multiply the DE with the integrating factor

iv)

Integrate the equation to find =

= 1

= 0 +

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CASE 2 : = or = Consider = 0 sin , the DE can be written as i) + = 0 sin

Write into the linear equation form and determine and 0 + = = 0 , = sin

ii) Find integrating factor, = =

iii) Multiply the DE with the integrating factor 0 = iv) Integrate the equation to find = 1

(1)

Tabular Method Differentiate

Sign

Integrate

1
2

+ -

sin 1 cos w 1 w
2

sin

0 +

1 w

1 R cos 2 w w L
2

sin

sin
2

0 0 R = cos + sin w wL2 From (1)

R wL

sin

(2)

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Replace (3) into (2)

0
2

(3)

0 0 = cos + sin 2 R 1+ wL
2

0 0 cos + sin w 2 1 R 1 + wL
2

0 0 cos + sin w 2

Vertical Motion Newtons Second Law of Motion

The Newtons Second Law of Motion is given by =

Where is the external force is the mass of the body is the velocity of the body with the same direction with is the time Example 1: A particle moves vertically under the force of gravity against air resistance 2 , where is a constant. The velocity at any time is given by the differential equation = 2 . If the particle starts off from rest, show that = Such that =

2 1 2 + 1

. Then find the velocity as the time approaches infinity.

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Solution: i) Extract the information from the question Initial Condition = 0, = 0 ii) Separate the DE 1 = 2 1 = 2 2 Let =

, 1 = 2 2

iii)

Integrate the above equation 1 = 2 2 2 Using Partial Fraction 1 + 1 2 1 1 + + = 1 1 + 2 + 2 1 1 = 2 +

= +

1 ln + ln = + 2 + ln = 2 + 2 iv) Use the initial condition, = , = ln 1 = 2 => = 0 ln v) + = 2

Rearrange the equation + = 2 + = 2 2 + = 2

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2 + 1 = 2 1 = vi) 2 1 2 + 1 1 2 1 1 + 2

Find the velocity as the time approaches infinity. =

1

When , 2 0

=> =

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