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229 views41 pages

Lecture Note Chap 1 de

qwertyuiopasdfgxcvbnm,.fghjk jklghjk ghjkl;vbnm fdgtrhyujpo llllllllllllllllllllllllllllllllllllllllll kkkkkkkkkkkkkkmuuuuuuuuu

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BETSY LITERAL
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

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
is the dependent variable
while is the independent
variable

Dependent Variable: u

Independent Variable: t

- 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 ???

Dependent Variable: w

Independent Variable: x, t

Dependent Variable: u

Independent Variable: x, y

1
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Classification by order / degree

- Order of Differential Equation


 Determined by the highest derivative

- Degree of Differential Equation


 Exponent of the highest derivative

Examples:

a) Order : 1 Degree: 2

b) Order : 2 Degree: 1

c) Order : 2 Degree: 1

d) Order : 3 Degree: 4

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

Examples:
1) 2)

3)

2
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

- Nonlinear Differential Equations


 Dependent variables and their derivatives are not of degree 1

Examples:
1)
Order : 1 Degree: 1

2)
Order : 1 Degree: 2

3)
Order : 3 Degree: 2

Initial & Boundary Value Problems

Initial conditions : will be given on specified given point

Boundary conditions : will be given on some points

Examples :

1) Initial condition

2) Boundary condition

Initial Value Problems (IVP)


Initial Conditions:

Boundary Value Problems (BVP)


Boundary Conditions:

3
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

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

Examples:

(1)
Show that the above equation is a solution of the following DE
(2)
Solutions:
(3)
(4)
Insert (1) and (4) into (2)

Proven that is the solution for the given DE.

EXERCISE:
Show that is the solution of the

following DE

4
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Forming a Differential Equation

Example 1:

Find the differential equation for

Solution:
(1)

(2)

Try to eliminate A by,


a) Divide (1) with :
(3)

b) (2)+(3) :
(4)

Example 2:
Form a suitable DE using
Solutions:

5
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Exercise:
Form a suitable Differential Equation using
Hints:
1. Since there are two constants in the general solution, has to
be differentiated twice.
2. Try to eliminate constant A and B.

6
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

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

7
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:

Solve the initial value problem

Solution:
i) Separate the functions

ii) Integrate both sides Use your Calculus


knowledge to
solve this
problem !

Answer:
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.

8
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 2:

Show that the DE 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
 (1)
 (2)

ii) Insert (2) and (1) into the DE

 (3)

iii) Write (3) into separable form

iv) Integrate the separable equation

Final answer :

9
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Exercise
1) Solve the following equations

a.

b.

c.

d.

2) Using substitution , convert

to a separable equation. Hence solve the original equation.

1.2.2 Homogenous Equation

How to identify?

Suppose , is homogenous if

for every real value of

Method of Solution :

i) Determine whether the equation homogenous or not


ii) Use substitution and in the original DE
iii) Separate the variable and Separable
iv) Integrate both sides equation
v) Use initial condition (if given) to find the constant value method

10
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:
Determine whether the DE is homogenous or not
a)

b)

Solutions:
a)

this differential equation is homogenous

b)

this differential equation is non-homogenous

11
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 2:

Solve the homogenous equation

Solutions:
i) Rearrange the DE

 (1)

ii) Test for homogeneity

this differential equation is homogenous

iii) Substitute and into (1)

iv) Solve the problem using the separable equation method

Final answer :

12
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Note:

Non-homogenous can be reduced to a homogenous


equation by using the right substitution.

Example 3:

Find the solution for this non-homogenous equation


(1)

by using the following substitutions


(2),(3)
Solutions:
i) Differentiate (2) and (3)

and substitute them into (1),

ii) Test for homogeneity,


iii) Use the substitutions and REMEMBER!
Now we use

instead of

iv) Use the separable equation method to solve the


problem

LASTLY, do not forget to


Ans: replace with

13
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

1.2.3 Exact Equation

How to identify?

Suppose ,

Therefore the first order DE is given by

Condition for an exact equation.

Method of Solution (Method 1):

i) Write the DE in the form

And test for the exactness

ii) If the DE is exact, then

(1), (2)

To find , integrate (1) wrt to get


(3)

14
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

iii) To determine , differentiate (3) wrt to get

iv) Integrate to get


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

Method of Solution (Method 2):

i) Write the DE in the form

And test for the exactness

ii) If the DE is exact, then

(1), (2)

iii) To find from , integrate (1) wrt to get


(3)

iv) To find from , integrate (2) wrt to get


(4)

v) Compare and to get value for and .


vii) Replace into (3) OR into (4).
viii) If there are any initial conditions given, substitute the conditions into
the solution.
ix) Write down the solution in the form

, where A is a constant

15
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:

Solve
Solution (Method 1):
i) Check the exactness

Since , this equation is exact.

ii) Find

(1)

(2)

To find , integrate either (1) or (2), let’s say we take (1)

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

(4)

Now, let’s compare (4) with (2)

iv) Find

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

16
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

vi) Write the solution in the form

, where is a constant

Exercise :
Try to solve Example 1 by using Method 2
Answer:
i) Check the exactness

Since , this equation is exact.

ii) Find

(1)

(2)

To find , integrate both (1) and (2),

(3)

(4)

17
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

iii) Compare to determine the value of and

Hence,
and
iv) Replace into OR into (4)

v) Write the solution in the form

Note:

Some non-exact equation can be turned into exact


equation by multiplying it with an integrating factor.

Example 2:

Show that the following equation is not exact. By using integrating


factor, , solve the equation.
Solution:
i) Show that it is not exact

Since , this equation is not exact.

18
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

ii) Multiply into the DE to make the equation exact

iii) Check the exactness again

Since , this equation is exact.

iv) Find

(1)

(2)

To find , integrate either (1) or (2), let’s say we take (2)

(3)
v) Find
(4)

Now, let’s compare (4) with (1)

19
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

vi) Write

, where

Exercises :
1. Try solving Example 2 by using method 2.
2. Determine whether the following equation is exact. If it is,
then solve it.
a.
b.
c.
3. Given the differential equation

i. Show that the differential equation is exact. Hence, solve


the differential equation by the method of exact equation.
ii. Show that the differential equation is homogeneous.
Hence, solve the differential equation by the method of
homogeneous equation. Check the answer with 3i.

20
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

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 ,

(1)

NOTE:
Where and
Must be here!!
Method of Solution :

i) Determine the value of dan such the the coefficient


of is 1.
ii) Calculate the integrating factor,

iii) Write the equation in the form of

iv) The general solution is given by

21
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:

Solve this first order DE

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.

22
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 2:

Using , convert the following non-linear DE into linear DE.

Solve the linear equation.


Solutions:

i) Differentiate to get and replace into the non-

linear equation.

ii) Change the equation into the general form of linear


equation & determine and

iii) Find the integrating factor,

iv) Find

23
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Since ,

v) Use the initial condition given, .

24
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

1.2.5 Equations of the form

How to identify?

When the DE is in the form

(1)

use substitution

(2)

to turn the DE into a separable equation

Method of Solution :

i) Differentiate ( 2 ) wrt ( to get )

(3)

ii) Replace ( 3 ) into ( 1 )


iii) Solve using the separable equation solution

25
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:

Solve

Solution:
i) Write the equation as a function of
(1)

ii) Let and differentiate it to get


(2)

iii) Replace ( 2 ) into ( 1 )

iv) Solve using the separable equation solution

Substitution Method

26
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Since ,

Since ,

27
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

1.2.6 Bernoulli Equation

How to identify?

The general form of the Bernoulli equation is given by

(1)

where

To reduce the equation to a linear equation, use substitution

(2)
Method of Solution :

iv) Divide ( 1 ) with

(3)

v) Differentiate ( 2 ) wrt ( to get )

(4)

vi) Replace ( 4 ) into ( 3 )

vii) Solve using the linear equation solution


 Find integrating factor,
 Solve

28
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:

Solve
(1)

Solutions:
i) Determine
ii) Divide ( 1 ) with
(2)

iii) Using substitution,

(3)

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

v) Find the integrating factor

vi) Solve the problem

29
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

vii) Since

Exercise: Answer:

1.

2.

3.

4.

5.

6. Given the differential equation,


 2x4 y  dy  (4x3 y2  x3)dx  0.
Show that the equation is exact. Hence solve it.
7. The equation in Question 6 can be rewritten as a Bernoulli equation,
dy
2x  4y  1 .
dx y
By using the substitution z  y 2 , solve this equation. Check the
answer with Question 6.

30
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

1.3 Applications of the First Order ODE

The Newton’s Law of Cooling

The Newton’s 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

Q2: Find when

Q3: Find . Given that

31
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Example 1:
According to Newton’s 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 C, it was found that the
temperature of the object drops from 9 C to C in 30 minutes. Then
determine the temperature of an object after 20 minutes.

Solution:
i) Determine all the information given.
Room temperature = C
When
When

Question: Temperature after 20 minutes,

ii) Find the solution for

iii) Use the conditions given to find and


When , C

When

32
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

iv)

Exercise:
1. A pitcher of buttermilk initially at 25⁰C is to be cooled
by setting it on the front porch, where the temperature
is . Suppose that the temperature of the buttermilk
has dropped to after 20 minutes. When will it be at
?

2. Just before midday the body of an apparent homicide


victim is found in a room that is kept at a constant
temperature of 70⁰F. At 12 noon, the temperature of the
body is 80⁰F and at 1pm it is 75⁰F. Assume that the
temperature of the body at the time of death was 98.6⁰F
and that it has cooled in accord with Newton’s Law.
What was the time of death?

33
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Natural Growth and Decay

The differential equation


Do you know
what type of DE
Where is this?
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

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

2) Solve the DE

Separate the equation and integrate

34
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

3) Use the initial & boundary conditions

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

Exercise:
1) (Compounded Interest) Upon the birth of their first child, a couple
deposited RM5000 in an account that pays 8% interest compounded
continuously. The interest payments are allowed to accumulate. How
much will the account contain on the child’s eighteenth birthday? (ANS:
RM21103.48)

2) (Drug elimination) Suppose that sodium pentobarbitol is used to


anesthetize a dog. The dog is anesthetized when its bloodstream contains
at least 45mg of sodium pentobarbitol per kg of the dog’s body weight.
Suppose also that sodium pentobarbitol is eliminated exponentially from
the dog’s bloodstream, with a half-life of 5 hours. What single dose should
be administered in order to anesthetize a 50-kg dog for 1 hour? (ANS: 2585
mg)

3) (Half-life Radioactive Decay) A breeder reactor converts relatively stable


uranium 238 into the isotope plutonium 239. After 15 years, it is
determined that 0.043% of the initial amount of plutonium has
disintegrated. Find the half-life of this isotope if the rate of disintegration is
proportional to the amount remaining. (ANS: 24180 years)

35
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Electric Circuits - RC

Given that the DE for an RL-circuit is


Do you know
Where what type of DE
is the voltage source is this?
is the inductance
is the resistance

CASE 1 : (constant)
(1)

i) Write in the linear equation form

ii) Find the integrating factor,

iii) Multiply the DE with the integrating factor

iv) Integrate the equation to find

36
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

CASE 2 : or
Consider , the DE can be written as

i) Write into the linear equation form and determine and

ii) Find integrating factor,

iii) Multiply the DE with the integrating factor

iv) Integrate the equation to find

(1)

Tabular Method

Differentiate Sign Integrate

-
+

37
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

(2)

From (1)
(3)

Replace (3) into (2)

Exercise:
1) A 30-volt electromotive force is applied to an LR series circuit in which
the inductance is 0.1 henry and the resistance is 15 ohms. Find the
curve if . Determine the current as .

2) An electromotive force

is applied to an LR series circuit in which the inductance is 20 henries


and the resistance is 2 ohms. Find the current if .

38
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Vertical Motion – Newton’s Second Law of Motion

The Newton’s 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 ,
where is a constant. The velocity at any time is given by the differential
equation

If the particle starts off from rest, show that

Such that . Then find the velocity as the time approaches


infinity.
Solution:
i) Extract the information from the question
Initial Condition
ii) Separate the DE

39
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

Let ,

iii) Integrate the above equation

Using Partial Fraction

iv) Use the initial condition,

v) Rearrange the equation

40
CHAPTER 1: FIRST ORDER ORDINARY DIFFERENTIAL EQUATION SSE1793

vi) Find the velocity as the time approaches infinity.

When , =>

41

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