Chapter1

Firstorderordinarydifferentialequations(ODEs)
1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
1.2.Ordinarydifferentialequations.Basicconcepts
1.3.FirstorderODEs.Initialvalueproblem
1.4.SeparableODEs
1.5.LinearODEs
1.6.ExactODEs
1.7.ODEsthatreducetoexactODEs.Integratingfactors
1.8.Relaxationandequilibrium

Reading:

Kreyszig,AdvancedEngineeringMathematics,10thEd.,2011
Selectionfromchapter1

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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Continuousanddiscontinuousfunctions
Lefthandlimit: 0 lim
,

Righthandlimit: 0 lim
,

ContinuousfunctionDiscontinuousfunctionDiscontinuousfunction
JumpdiscontinuityInfinitediscontinuity

and existand and existbut Either or orboth

lim donotexist

Function is continuous in point if the limit of as approaches through the

domain of exists and is equal to , otherwise it is called discontinuous.
Continuous function is, roughly speaking, a function for which small changes in the input result
in small changes in the output. .
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Boundedanddifferentiablefunctions

Boundedfunctionin( , Unboundedfunctionin , Nondifferentiablefunctionin

doesnotexist

Function is bounded in some domain (interval ) if there is a number such that

| | for any point in this domain, otherwise it is called unbounded.
Practically it means that the absolute values of the bounded function can not be too large.
Function is differentiable in point if the derivatives exists, otherwise it is
called nondifferentiable.
Differentiable function is, roughly speaking, a function for which small changes in the input
result in small changes in rate of change of this function.
Function is smooth or infinitely differentiable if it has derivatives of any order in any point
of its domain of definition.
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Example tan

tan is continuous in 0.
tan has infinite discontinuity in /2, 1, 2, 3,
tan is continuous in /2, /2 .
tan is continuous in /4, /4 .
tan is bounded in /4, /4 .
tan is unbounded in /2, /2 .
tan is differentiable everywhere with exception of /2, 1, 2, 3,
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Findingminimumandmaximumofafunction
Conditionofextremum:

MinimumMaximum

Empty
Full 0 0

Example: , 2 0 0 is the extremum, 2 0

0 is the minimum
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Fundamentaltheoremofcalculus
Seehttps://en.wikipedia.org/wiki/Fundamental_theorem_of_calculus

(1.1.1)

Here isantiderivative of .Then

(1.1.2)

(1.1.3)

andEq.(1.1.1)canberewrittenas

(1.1.4)

Chainrule
Let's consider two functions and . Function is the composition of
functions and . Then
(1.1.5)

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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Integrationbyparts

(1.1.4)

Example:

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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Variablechangeinintegrals

CaseI:
,

(1.1.6)

CaseII:
,

(1.1.7)

Example:
sin
arcsin /
cos cos
1 1 sin 2
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Exponentialdecay
Physicallaw:Numberofnucleiexhibitingdecayperunittime
(radioactivedecayrate)isproportionaltothecurrentnumberofnuclei.

,numberofnucleiattime
/ 0,decayrate

1st orderODE /

Solution: exp

Initialcondition: 0 0 , numberofnucleiat 0

0exp
Time /
Halflife isthetimewhenahalfofinitialnucleidecayed

0/2 0 exp ln 2 /
Note: Exponential decay is characteristic for many physical process. For instance, friction forces
between two bodies sometime result in exponential decay of their relative velocity.
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Oscillation(Periodicmotion,Cyclicmotion,Vibration)
Abodyofmassm suspendedonanelasticspring.
F m Hookslaw
x x0,equilibriumdistance
( 0 at 0)
x0 y 0,displacement
,springstiffness

Physicallaw:Newtons2nd lawofmotion,
2nd orderODE:

Solution: cos 2

Periodofoscillation: 2 / / ,
Initialconditions: 0 0 , / 0 0 displacementandvelocityattime 0

cos 2
Note:Exponentialdecayandoscillationaretwoverygeneraltypesofprocessesinnature.
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1.1.Prerequisites.FormulationofengineeringproblemsintermsofODEs
Conclusions
In engineering and physical sciences, a differential equation is the mathematical
formulation of a physical law.

Solution of a differential equation is not unique (It contains arbitrary constants). It

is a natural reflection of the fact that a physical law describes an infinitely large
number of processes.

In order to obtain a unique process, a unique solution of a differential equation, we

need to formulate additional conditions, e.g., we need to point out initial
conditions, i.e. fix the initial state of the process at some initial time.

The number of initial conditions (parameters which we need to fix at the initial
time) coincides with the highest derivative in the equation.

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1.2.Ordinarydifferentialequations:Basicconcepts
Equation =awaytoformulateamathematicalproblem.Thesolutionoftheproblem(unknown)
canbeanumber,afunction,etc.
Differentialequationisanequation
wheretheunknownisafunctionofoneorafewindependentvariables.
whichcontainsderivativesoftheunknownfunction.
Ordinarydifferentialequation(ODE)isadifferentialequationwhereunknownisafunctionofa
singleindependentvariable.
Example:
:independentvariable
:differentialequation
:unknownfunction
Partial differential equation (PDE) is a differential equation, where unknown is a function of a
few independent variables.
Example:
, :independentvariables
0 :Laplaceequation
, :unknownfunction

Note: Laplace equation describes steady state temperature field , in a twodimensional

domain, where the heat conduction is governed by the Fourier law and thermal conductivity is
constant.

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1.2.Ordinarydifferentialequations.Basicconcepts
ThegeneralformofanODEis
, , , , , , 0 (1.2.1)
where / isthederivativeof th order.
The order oftheODEisthehighestorderofderivativesinEq.(1.2.1).
Examples:
, , 0 generalformofthe1st orderequation
, , 0
, , , 0 generalformofthe2nd orderequation
Lineardifferentialequationofthe2nd order
To solve an ODE means to find all functions for which the equation becomes an identity. Any
such function is called the solution of the ODE. The process of solving, i.e. finding
the ODE solutions, is often called integration, since it usually reduces to calculation of integrals.
Note: It is easy to check whether a function is the solution or not: We should substitute
this function into the equation and ensure that it turns the equation into identity.
Examples:
1. ,solution ,where .

2. / ,solution 2 2 .
Inordertocheck,letsdifferentiatethesolution:2 2 0 / .
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1.2.Ordinarydifferentialequations.Basicconcepts(optional)
Explicit solution=solutionintheform (Example1).
Implicit solution=solutionintheform , 0 (Example2).
ThereareafewgeneralapproachesforsolvingODEs.
1. To solve an ODE algebraically means to represent the solution in terms of some integrals. In
some cased these integrals can be further calculated in terms of elementary functions ( ,
exp , sin , etc). Analytical solutions are exact. All other types of solutions are approximate.
Example: exp 2 . Analytical solution exp 2
2. Series solution implies that the solution is represented as an infinite series. Although such a
representation can be mathematically accurate, when calculated practically, only a finite
number of members is accounted for, so it becomes approximate.
Powerseries
3. Iterative solutions (Picard method).
4. Numerical solutions, when approximate solution is find in the form of a table with finite
number of elements.

5. Asymptotic solutions are usually obtained analyzing singular solutions of equations
containing small coefficient at highest derivative.
, 1
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1.3.FirstorderODEs.Initialvalueproblem
ThegeneralformofanODEofthe1st orderis
, , 0 (1.3.1)
As we noted before, a solution of Eq. (1.3.1) is not unique. A set of different solutions of Eq.
(1.3.1) can be written in the form
, , 0. (1.3.2)
where is an arbitrary real number. Solution in the form (1.3.2) termed general solution, since
this equation includes a lot of solutions for different . A particular solution of Eq. (1.3.1) can be
obtained from its general solution if variable c is replaced by a some particular real number.
Example: 1st order ODE: 0
General solution: 2, family of straight lines
Check: , 2 2 0
Particular solution: 5 25
Along with particular solutions, an ODE can have singular solutions that cannot be obtained
from Eq. (1.3.2) by varying .
Example: 1st order ODE: 0
Singular solution: 2 / 4, parabola
Check: /2, 2/4 2/2 2/4 0

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1.3.FirstorderODEs.Initialvalueproblem
Geometrical representation of solutions of 0
General solution: 2, family of straight lines
Singular solution: 2 / 4, parabola
y
Singularsolution

Particularsolutions

Geometrical meaning of the general solutions: General solution represents a family of curves on
the plane , . Every particular choice of constant c corresponds to a particular solution and
particular curve in this family. Curves representing solutions of an ODE are called integral
curves. Some integral curves can intersect each other or reduce to a point on the plane , .
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1.3.FirstorderODEs.Initialvalueproblem
In many engineering (and scientific) applications we are not interested in the general solution of
an ODE, but we are interested in the particular solution that satisfies some additional
condition(s). For the 1st order ODE in the explicit form (resolved with respect to derivative)
, (1.3.3)
such conditions can be formulated as a requirement that at some given point 0 the
solution is equal to the prescribed value y0, i.e.

or (1.3.4)

Eq. (1.3.4) is called the initial condition for Eq. (1.3.3).

A problem given by (1.3.3) and (1.3.4) is called the initial value problem (IVP) or Cauchy
problem.
Formulation of the IVP: To find a particular solution of Eq. (1.3.3) that satisfies condition (1.3.4).
Note: If we are able to find the general solution of Eq. (1.3.3) algebraically in the form
, , 0, then in order to solve the initial value problem we need to find that satisfies
the equation
, , 0

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1.3.FirstorderODEs.Initialvalueproblem
Note: If we formulated an initial value problem, it does not necessarily mean that its solution
exists and is unique. We need to know when the unique solution exists.
We should be particularly careful about existence and uniqueness of the solution of the initial
value problem if we solve the problem numerically using computers.

Example 1: ODE of the 1st order: 0

Initial condition:
General solution: 2, family of straight lines

Lets find c:
0
2 2

Solution of
the Cauchy problem: 2 2 2 2

1. 0/2
2 0 :Twoparticularsolutions,Solutionisnotunique!
2. 0/2
2 0 :Oneparticularandonesingularsolution,Solutionisnotunique!
3. 0/2
2 0 :Solutiondoesnotexist!

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1.3.FirstorderODEs.Initialvalueproblem

Solution of the Cauchy problem:

2 2 2 2

ODE resolved with

respect to derivative (1.3.5)
2 2

y
Nosolutions
, 2 2

,
Twosolutionsof(1.3.5)
2 2
x
Onesolutionof(1.3.5),
, buttwosolutionsoftheinitial
equation

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1.3.FirstorderODEs.Initialvalueproblem
Example 2: ODE of the 1st order: /
Initial condition: 0
General solution: , circles

y
Thisparticularsolution
cannotbecontinuedto

x
0 , 0

Conclusions:
The Cauchy problem may not have a solution at all.
The Cauchy problem may have multiple solutions.
Even if the Cauchy problem has a unique solution, this solution may not exist for arbitrary .

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1.3.FirstorderODEs.Initialvalueproblem(optional)
Letsconsidertheinitialvalue(orCauchy)problemforthe1st orderODE
, (1.3.6)
Problem of existence: Under what conditions does an initial problem of the form (1.3.6) have at
least one solution (hence one or several solutions)? Such necessary conditions are given by the
existence theorem.
Problem of uniqueness: Under what conditions does that problem have at most one solution?
Such necessary conditions are given by the uniqueness theorem.
In order to formulate these theorems we need to recall the notions of continuous and bounded
functions.
Function is said to be continuous in point if the limit of as approaches
through the domain of exists and is equal to , i.e. lim .

Function is said to be continuous in some domain (interval , : ) if it is
continuous in every point of this domain. Practically, it means that, for a continuous function,
small changes of x corresponds to small changes of the function itself.
Function is said to be bounded in some domain (interval ) if there is a
number such that | | for any point in this domain. Practically it means, that the
absolute values of the bounded function can not be too large.
Examples: tan is continuous, but unbounded in /2 /2,
sign is not continuous at x = 0, but bounded at .
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1.3.FirstorderODEs.Initialvalueproblem(optional)
Existencetheorem(Peano existencetheorem):
LettheRHS, , ,intheCauchyproblem(1.3.6)
1)becontinuousatallpointsofsomerectangle :
: , ,
2)andboundedin ,i.e.
, for all ,
Then the initial value problem (1.3.6) has at least
one solution . Such a solution exists at least
for all in the subinterval
min , / 2
Integralcurveshouldlaybetweenredlines
Example:
/ , 0 1 1 y
: 0.5, 0.5 2 2 2
0.5
max , 1, min 0.5,0.5/1 0.5
0.5
Solution exists at least at 0.5 1 x

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1.3.FirstorderODEs.Initialvalueproblem(optional)
Afunction , issaidtobeLipschitz continuous(ortosatisfytheLipschitz condition fory)in
somedomainG (e.g.,interval )ifthereisaconstantM suchthat
for all , from : | , , | | | (1.3.7)
Note:Afunction,whichhasacontinuousandboundedderivative,| / | inanypointin
G,satisfiestheLipschitz conditioninG.Itiseasytoprove,usingthemeanvaluetheorem:

, , | | | | | |

Examples: , satisfies the Lipschitz condition;

, does not satisfies the Lipschitz condition for .
Uniquenesstheorem(Picarduniquenesstheorem):
Let the RHS , in the initial problem (1.3.6) is (1) continuous, (2) bounded, and (3) satisfies
the Lipschitz condition for y in some rectangle
: , ,
i.e.
, , | , , | | | for all ,
Thentheinitialvalueproblem(1.3.6)hasauniquesolution.Thissolutionsexistsatleastat
min , /
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1.3.FirstorderODEs.Initialvalueproblem(optional)
Note: The Lipschitz condition (or bounded derivative / ) is essential for uniqueness. Only the
existence of derivative / is not enough for the uniqueness of the solution of the initial
value problem.
Example: Initial value problem | |, 0 0 has two solutions

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1.4.SeparableODEs
Separable ODE or ODE with separable variables is an ODE which can be written in the form

or, since /
(1.4.1)
It is important that depends only on y and f depends only on in Eq. (1.4.1).
The general solution of Eq. (1.4.1) can be found by integrating left and righthand sides of this
equation and can be written in the form

General
solutionofthe (1.4.2)
separableODE

Note 1: In some cases, even if a equation does not look like Eq. (1.4.1), it can be easily reduced
to the form of Eq. (1.4.1).
1. Equation reduces to / / .
2. Equation 1 1 2 2 0 is also separable if 1 2 0, since
then it reduces to

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1.4.SeparableODEs
Note 2: Geometrically, the general solution corresponds to a family of integral curves on the
plane , . Any particular choice of parameter in Eq. (1.4.1) corresponds to an integral curve.

Examples: Equation of type 0, , , , 0, 1

1 2 y
0 0

x c x
2 2 2 2 2 2

Circle Hyperbole
3 4
0 y 0 0 y 0
0 0
ln ln ln ln ln ln

x x

Hyperbole Line

Note: In examples 14, 0, 0 is the singular point = singular solution.

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1.4.SeparableODEs
For the 1st order ODE in the symmetrical form
, , 0
the singular point 0, 0 is a point where 0, 0 0, 0 0.

Example 5: 2 2 0 y Gauss orbellshapedcurve

c
2 ln Doesnothave
asingularpoint
exp
c exp
x
Note1:Gausscurveisimportantfunctioninmanyapplications
Probabilitytheory(Gaussiandistributionofarandomvariable).
Statisticalphysicsandkinetictheoryofgases(MaxwellBoltzmannvelocitydistribution).
Note 2: These examples show that different particular solutions are defined in different domains
(intervals) of independent variable (example 1).
Note 3: We should be careful in derivation of general solutions: Operations like division, taking
square root or ln can result in the loss of some particular solutions (example 4).

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1.4.SeparableODEs(optional)
Example 6: Gas compression in a piston
Many problems in thermodynamics reduce to separable ODEs
due to the specific form of the 1st law of thermodynamics

Let's consider a fixed amount of an ideal gas (N molecules) in the piston, then

, , ,
Assume that compression/decompression occurs adiabatically, i.e. 0:

0 Gas
O x
Separable Equation
S

Initial value problem:

CompressionTemperaturerises
DecompressionTemperaturedrops

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1.4.SeparableODEs
Some equations can be reduced to the separable form by the change of variable.
A function , is called a homogeneous function of degree k if

, , (1.4.3)
Examples: , 2 2, 2 are homogeneous functions of degree 2
Lets consider an ODE in the symmetrical form
, , 0 (1.4.4)
where , and , are homogeneous functions of the same degree. We can prove that
1. An ODE (1.4.4), where , and , are homogeneous functions of the same degree,
reduces to equation
(1.4.5)
Proof: 1,
, (1.4.3) 1, 1,
1.4.4 1.4.5
, 1, 1, 1,
2. Any equation in the form (1.4.5) reduces to a separable ODE.
Proof: Lets introduce new variable / or . Then
1.4.5

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2.4.SeparableODEs
Example:

1 /
1 /

1
1

1
1

1 1

1
arctan ln 1 ln
2

1
arctan ln 1 ln
2
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1.5.LinearODEs
An ODE of the 1st order is said to be linear if it can be written as
(1.5.1)

where and are arbitrary functions of independent variable only. If 0, then

Eq. (1.5.1) is said to be homogeneous equation, otherwise it is said to be nonhomogeneous.

Note 1: Existence and uniqueness theorem. For any ODE (1.5.1) with continuous and
in , the Lipschitz condition holds and the Cauchy problem has a unique solution.
Proof:
, , , | || | | |
since continuous function in the closed and bounded domain, , is bounded.

Note 2: Linear homogeneous equation is also separable and, thus, can be solved algebraically
by the method developed for separable ODEs.

Note 3: Solutions of linear homogeneous ODEs possess the following property: if 1 and
2 are two solutions, then 1 1 2 2 is also a solution ( 1 and 2 are
arbitrary constants).

Note 4: Any linear ODE can be solved algebraically. Two equivalent ways:
1. To find an integrating factor and reduce Eq. (1.5.1) to an exact ODE: See Kreyszig, Sect. 1.5.
2. To reduce Eq. (1.5.1) to a separable ODE.

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2.5.LinearODEs
Lets look for a solution in the form
(1.5.2)
andsubstituteEq.(1.5.2)intoEq.(1.5.1).Then
(1.5.3)
We can choose such that the sum of 2nd and 3rd terms in the LHS of Eq. (2.5.3) turns to 0:
0 separable ODE

exp (1.5.4)

Now lets insert Eq. (1.5.4) into lefthand part of Eq. (1.5.3):

exp exp separable ODE

exp Eq. 1.5.4 Eq. 1.5.2

General
solutionof
the1st order exp exp (1.5.5)
linearODE
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1.5.LinearODEs
The general solution can be written in a slightly different form

exp exp (1.5.6)

Example 1: 2 is linear homogeneous ODE ( 2 , 0),

solution is the Gauss curve

Example 2: 2 : Linear ODE: 2 ,

exp exp 2

exp
2

2
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1.5.LinearODEs
Example3:Somenonlinearequationsreducetolinearonesbythechangeofvariable.

1 2 cos 2 sin :Nonlinearequation

Changeofvariable: sin , cos

2 2
2 Linear ODE: , 2
1 1

2 1
ln 1
1 1
1
1
2 1
2
/2 1
1

/2 1
arcsin arcsin
1
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1.5.LinearODEs
The1st orderODE
(1.5.7)
where isanarbitraryrealnumber,iscalledtheBernoulliequation.
At 0 and 1 the Bernoulli equation is linear, otherwise is nonlinear, but it reduces to a
linear equation by the change of variable.
LetsfirsttransformEq.(1.5.7)into

andthenintroducenewvariableu:

1
1

1

1 1 :LinearODE
Problem: A specific case of the Bernoulli equation is the logistic equation
( and are arbitrary constants), which corresponds to a simple model of the population
dynamics. Find a general solution of this equation.
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1.6.ExactODEs
The 1st order ODE in the symmetrical form
, , 0 (1.6.1)
is said to be exact if there is such function , that the lefthand side if Eq. (1.6.1) is
the total (or exact) differential of , i.e. can be represented in the form

(1.6.2)

If Eq. (1.6.1) is exact then 0, which means that the general solution of exact Eq. (1.6.1)
takes the form
, (1.6.3)
Comparing (1.6.1) and (1.6.2) one can conclude that for the exact equation

, ,
Assume that and have continuous first derivatives. Then

If mixed derivatives are continuous, then they are equal to each other, i.e.

(1.6.4)

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2.6.ExactODEs

Criterionofexactness (1.6.4)

Thus, condition (1.6.4) is necessary for the lefthand size of Eq. (1.6.1) to be the total differential
(necessity means that (1.6.2) results in (1.6.4) for arbitrary and ). Lets prove that the
condition (criterion) given by Eq. (1.6.4) is sufficient, i.e. if arbitrary and satisfy (1.6.4), then
, exists which satisfy Eq. (1.6.2) and, thus, Eq. (1.6.1) is exact.

Plan of the proof:

1. To construct a function , that satisfies / , and / , .
2. To show that , becomes a solution if the criterion given by Eq. (1.6.4) is satisfied.
Lets chose some point 0, 0 on plane , such that it belongs to a particular solution of Eq.
(1.6.1) and in vicinity of this point any point also belongs to some particular solution.

Then lets introduce a function , which satisfy equation / , . Then the

solution of the last equation along the path AB can be written in the form
y
C
(1.6.5) , , B
y0
A
If we do it at different y (taking different paths AB),
then the constant depends on . x
x0
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1.6.ExactODEs

, , (1.6.5)

Now lets find that satisfies equation / , :

, , , ,

y
, C
B
Now lets integrate the obtained equation along path AC y0
A
x
, x0

choose the particular solution corresponding to 0, and substitute into Eq. (1.6.5)

, , , (1.6.6)

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1.6.ExactODEs

, , ,

Now we can prove that total differential of , given by Eq. (1.6.6) coincides with LHS of Eq.
(1.6.1) and, thus, condition (1.6.4) implies that Eq. (1.6.1) is exact.
Hereweusethefundamentaltheoremofcalculus,Eq.(1.1.2)
(1.6.4)
, ,

, , , , , ,
HereweuseEq.(1.1.4)

, ,

Eqs. (1.6.6) together with (1.6.3) give the general solution of exact Eq. (1.6.1).
General
solutionof , , (1.6.7)
theexactODE

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1.6.ExactODEs
Example 1: 0

1, 1 Equation is exact

General solution:

Example 2: 2 0

, Equation is exact

, 2

General solution:

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1.7.ODEsthatreducetoexactODEs.Integratingfactors
Assume that a 1st order ODE in the symmetrical form
, , 0 (1.7.1)
is not exact. Sometime it is possible to transform then such equation into the exact form after
multiplying by a suitable function , 0. If Eq. (1.7.2)

, , , , 0 (1.7.2)

is exact, then function , is termed the integrating factor for Eq. (1.7.1).
In order to find an integrating factor, one should use the criterion of exactness,

(1.7.3)

i.e. the integrating factor should be a solution of the partial differential equation

or
1 Ifintegratingfactor
, exists,itmust (1.7.4)
satisfythisequation

We cannot find a solution of (1.7.4). We even do not know whether the solution exists or not.
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1.7.ODEsthatreducetoexactODEs.Integratingfactors
There is no rule that can give us an integrating factor for any ODE. We can find the integrating
factor, if we reduce Eq. (1.7.4) to an ODE. The following theorem shows us how it can be done.
Theorem:
Let's consider a 1st order ODE in the symmetrical form, Eq. (1.7.1), and assume that we found
such function , that
1. , has continuous derivatives / and / .
2. , satisfies the equation

(1.7.5)

Then the integrating factor exists and is equal to

isthecomposition
offunctions and
, , , exp[ ] (1.7.6)
Proof:
Lets look for , in the form , , . Then
Herewe
usethe
(1.7.4) 1 (1.7.5)
chainrule, ,
Eq.(1.1.5)
Now we need to solve the separable ODE with respect to :
1
ln exp .

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1.7.ODEsthatreducetoexactODEs.Integratingfactors
Note 1: The theorem shows that if there is , that satisfies Eq. (1.7.5), then integrating
factor can be easily found, since the partial differential equation Eq. (1.7.4) reduces to an ODE.
Note 2: If an integrating factor exists, it is nonunique. If , is an integrating factor, then
1 , , is also an integrating factor (Here is an arbitrary differentiable
function): Lets check that 1 and 1 satisfy the criterion of exactness given by Eq. (1.7.3):

Here we use Eqs. 1.7.2 and 1.7.3 for , : ,

Note 3: Search for integrating factors is usually limited by simple , . Examples:

1
1. , then Eq. (1.7.5) reduces to

1
2. , then Eq. (1.7.5) reduces to
3. , , , 2 2, etc.
Example 1: 0.
1
2 Let s try 2

0: Exact equation, solution .

ME501,MechanicalEngineeringAnalysis,AlexeyVolkov 43
1.7.ODEsthatreducetoexactODEs.Integratingfactors
Example 2: Find an integrating factor and solve the equation
0

2 1 1 2 1 Let s try

2 1 1 1

2 2

/ 1 1
Integrating factor exists:

0: Exact equation

Solution: arctan
Prompting: Use the rule for the inverse tangent of reciprocal argument:
1
arctan arctan
2
ME501,MechanicalEngineeringAnalysis,AlexeyVolkov 44
1.8.Relaxationandequilibrium

Aerodynamicdrag

Gravity
Let's consider a rain droplet: A sphere of radius and mass
that moves in air along the vertical direction.
The motion of the sphere is affected by two forces: Gravity
and aerodynamic drag force.
Equationofmotionofthesphere(Newton's2ndlawofmotion)canbewrittenasfollows
1
| | (1.8.1)
2
where is velocity of the sphere, is the gravitational acceleration, is the sphere drag
coefficient, is the air density, and is the sphere cross section. We assume that

Here 2 | |/ istheReynoldsnumber; istheairviscosity.Itmeansthat | | .

Weassumethatintheinitialstate 0 thespherehastheinitialvelocity :
At 0: 0 (1.8.2)
OurgoalistosolvetheCauchyproblemgivenbyEqs.(1.8.1)and(1.8.2).
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1.8.Relaxationandequilibrium
Preliminaryanalysisoftheproblem

1
| | (1.8.3)
2
We can notice that the gravity and drag forces tend to act in the opposite directions. It
means that at some they will counterbalance each other.
The situation, when there are factors that drive the system under consideration in the
opposite directions, is quite common in engineering and natural sciences.
Thestateofoursystemwhen and / 0 iscalledtheequilibriumstate.
Inourproblem,theequilibriumstateisthestatewhenthespheremoveswithconstant
equilibriumvelocity givenbythecondition / 0,i.e.
Thisisthealgebraicequationthat 1
| | (1.8.4)
predictstheequilibriumstate
2
Theequilibriumstateisthestatethatisestablishedat .
Our ODE describes the dynamical process of approaching the equilibrium state from arbitrary
initial state. The process of transition to the equilibrium state is called the relaxation.
Eq.(1.8.3)isthesimpleexampleofrelaxationequations describingtherelaxationprocesses.
Equilibriumstatecanbeestablishedwithoutsolvingthedynamicalequation.
ME501,MechanicalEngineeringAnalysis,AlexeyVolkov 46
1.8.Relaxationandequilibrium
Let's consider the case when Re << 1. In this case, the sphere is given by the Stokes equation
24 12
| |
This is the result of the accurate solution of the NavierStokes equations for fluid flow! Then
12

This is the firstorder linear nonhomogeneous ODE.

We can notice that the coefficient in the R.H.S. has units of the inverse time, so let's introduce

12
Then

The equilibrium velocity is given by the condition / 0, i.e.

The solution of the Cauchy problem with the initial conditions given by Eq. (1.8.2) reads
/
(1.8.5)
This solution describes the relaxation of the sphere velocity from the initial velocity to the
equilibrium velocity .
ME501,MechanicalEngineeringAnalysis,AlexeyVolkov 47
1.8.Relaxationandequilibrium
/
/

Parameter is equal to the time during which the difference between the current state and
equilibrium state decreases in times. In relaxation problems, this parameter is called the
relaxation time.
Let's consider the case when Re >> 1. In this case, the sphere , so that

| | | | , (1.8.6)
2 2
This is the firstorder separable ODE. Lets consider only the case when 0.
The equilibrium velocity in this case is equal to

and Eq. (1.8.6) can be rewritten as

This is an example of nonlinear relaxation equation.

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1.8.Relaxationandequilibrium
In order to find the integral in the L.H.S, let rewrite it as
1 1

From the comparison of the left and righthand sides in this equation we can conclude that
0 and 1/ , i.e. 1/ 2 and 1/ 2 , i.e.

Integration results in

log log 2

(1.8.7)

This equation describes nonlinear relaxation of velocity from to .

ME501,MechanicalEngineeringAnalysis,AlexeyVolkov 49
1.8.Relaxationandequilibrium
Forsimplicity,letsconsiderthecase 1/ , , =1m/s, 1 m/s

Velocityvs.time | |,semilogscale
Wecanintroducea
relaxationtimeevenfor
nonlinearproblems

Nonlinearrelaxation,Eq.(1.8.7)

Inthenonlinearproblem,
| | exhibitsapproximately
Linearrelaxation,Eq.(1.8.5) exponentialdecay.Thisistypicalfor
nonlinearrelaxationproblems.

/
Relaxationtimeis

Relaxationtimeis~

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1.8.Relaxationandequilibrium
Do we really need to solve the relaxation equation?

The answer depends on other time scales in the

considered problem.

Assume that we are interested in the velocity of a

rain droplet after its fall from height .

The typical time required for this fall is equal to

/ .

If / , the process is nonequilibrium and in

order to describe it we really need to solve the
relaxation equation.

If / , the process is quasiequilibrium and

small error will be made if we replace with .
It is enough to find only equilibrium state in this case
and solution of full relaxation equation is not
necessary.

ME501,MechanicalEngineeringAnalysis,AlexeyVolkov 51