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M2 - Variable Separable Homogeneous Differential Equations PDF

This document provides lecture notes on separable differential equations. It introduces the method of separation of variables and how to solve first-order ordinary differential equations using this method. The key steps are to write the differential equation in standard form, separate the variables, integrate both sides, and combine the integrals with an arbitrary constant to obtain the general solution. The document also discusses homogeneous differential equations, initial value problems, and provides examples of solving separable differential equations.

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0% found this document useful (0 votes)
383 views9 pages

M2 - Variable Separable Homogeneous Differential Equations PDF

This document provides lecture notes on separable differential equations. It introduces the method of separation of variables and how to solve first-order ordinary differential equations using this method. The key steps are to write the differential equation in standard form, separate the variables, integrate both sides, and combine the integrals with an arbitrary constant to obtain the general solution. The document also discusses homogeneous differential equations, initial value problems, and provides examples of solving separable differential equations.

Uploaded by

suby
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 9

DIFFERENTIAL EQUATIONS – LECTURE NOTES

MODULE 2: SEPARABLE EQUATIONS

2.1 Introduction
In 1691, the inverse problem of tangents led Leibniz to the implicit discovery of the method of separation of
variables and later he communicated it to Christian Huygens1. It was John Bernoulli, in his letter to Leibniz,
dated May 9, 1694, which provided us the explicit process and the term separation of variables. Leibniz
(1691) also knew how to solve the homogeneous differential equation in variables x and y by reducing it to a
separable equation with the substitution y = vx, exactly as we do today2.

2.2 Method of Solution


The first-order ordinary differential equations are written in Euler’s differential form,
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0.
After separating the variables in the form susceptible to integration and can be expressed better by

∫ 𝑔(𝑥) 𝑑𝑥 + ∫ ℎ(𝑦) 𝑑𝑦 = ∫ 0.

We solve the separated equation by integrating both sides, remembering to include a constant of integration
on one side after the integrals are evaluated. Assuming both of the integrals can be evaluated, we can obtain
a general solution in the form
𝐺 (𝑥) + 𝐻 (𝑦) = 𝐶,
where the function H(y) is a primitive of function h(y) and G(x) is a primitive of g(x), and C represents an
arbitrary constant.

NOTE: The integrals obtained above may be, for all practical purposes, impossible to evaluate. In such cases,
CAS or DE software will be used. Even if the indicated integrations can be performed, it may awkward to
solve for y explicitly in terms of x. In that case, the solution is left in implicit form.

2.3 Initial-Value Problem


The solution to the initial-value problem 𝑔(𝑥)𝑑𝑥 + ℎ(𝑦)𝑑𝑦 = 0; 𝑦(𝑥0 ) = 𝑦0,
can be found by solving the DE and then applying the initial conditions directly to evaluate C.
𝑥 𝑦
∫ 𝑔(𝑥)𝑑𝑥 + ∫ ℎ (𝑦)𝑑𝑦 = 0.
𝑥0 𝑦0

The above equation, however, may not determine the solution of the initial-value problem uniquely: that it
may have many solutions, of which only one will satisfy the initial-value problem3.

2.4 Homogeneous Equation


A first order first-order differential equation is homogeneous when it can be in this form:
𝑑𝑥 𝑀(𝑥, 𝑦)
=− = 𝐹 (𝑥, 𝑦).
𝑑𝑦 𝑁(𝑥, 𝑦)
A first-order differential equation, that may be easily expressed above is said to be a homogeneous differential
equation if the function on the right-hand side is homogeneous in nature, of degree = 0. This implies that for
any real number v,

1
Bernoulli, John, Acta Erunditorum, 1694, Ostwald's Klassiker, No. 46. Engelmann, Leipzig, 1894.
2
O'Neil, P. V. (1995) Advanced Engineering Mathematics, p. 1085
3
This technique was contributed by Engr. Nigel Silva.

1
DIFFERENTIAL EQUATIONS – LECTURE NOTES

𝑑𝑦
= 𝐹(𝑥, 𝑦) = 𝐹 (𝑣𝑥, 𝑣𝑦) = 𝑣 0 𝐹 (𝑥, 𝑦).
𝑑𝑥
2.5 Transformation of Homogeneous Equation to Separable Equation
A. Change the differential form to the standard form,
𝑑𝑦 𝑦
= 𝑓 ( ) = 𝑓 (𝑣).
𝑑𝑥 𝑥
Let 𝑦 = 𝑣𝑥 and apply derivatives, then
𝑑𝑦 𝑑𝑥 𝑑𝑣
= 𝑣( )+𝑥( )
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑣
𝑓 (𝑣) = 𝑣 + 𝑥 ( )
𝑑𝑥
Separating the variables, we have
𝑑𝑥 𝑑𝑣
0= + .
𝑥 𝑣 − 𝑓 (𝑣)
Integrating both sides,
𝑑𝑥 𝑑𝑣
∫ +∫ = 𝐶.
𝑥 𝑣 − 𝑓 (𝑣)
This is the required result in integral form, a separable equation in x and v.

B. Change the differential form to the standard form,


𝑑𝑥 𝑥
= 𝑔 ( ) = 𝑔(𝑣).
𝑑𝑦 𝑦
Let 𝑥 = 𝑣𝑦 and apply derivatives, then
𝑑𝑥 𝑑𝑦 𝑑𝑣
= 𝑣( )+𝑦( )
𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑑𝑣
𝑔(𝑣) = 𝑣 + 𝑦 ( )
𝑑𝑦
0 = (𝑣 − 𝑔(𝑣)) 𝑑𝑦 + 𝑦 𝑑𝑣.
This homogeneous equation is now separable, then
𝑑𝑦 𝑑𝑣
0= + .
𝑦 𝑣 − 𝑔(𝑣)
Integrating both sides,
𝑑𝑦 𝑑𝑣
∫ +∫ = 𝐶.
𝑦 𝑣 − 𝑔(𝑣)
This is the required result in integral form, a separable equation in y and v.

NOTE: Ordinarily, it is immaterial which method of solution is used. Occasionally, one of the substitutions
is definitely superior to the other one. In such cases, the better substitution is usually apparent from the form
of the differential equation itself.

2
DIFFERENTIAL EQUATIONS – LECTURE NOTES

2.6 Solved Problems


1. Solve dy/dt = ky and make a graph with C = 0, 0.13, –0.13, 0.02, –0.02 and k = ln 2.
Solution: Separate the variables and integrate, we have
𝑑𝑦
∫ = ∫ 𝑘𝑑𝑡 ⇒ ln 𝑦 = 𝑘𝑡 + 𝑐
𝑦
Exponentiate both sides, we have
𝑦 = 𝑒 𝑘𝑡+𝑐 = 𝑒 𝑐 · 𝑒 𝑘𝑡
𝑦 = 𝐶𝑒 𝑘𝑡 .
A Cartesian plot with C = 0, 0.13, –0.13, 0.02, –0.02 and k = ln 2 are shown below.

2. Solve dy/dx = –0.8(y – 38).


Solution: Separate the variables and integrate, we have
𝑑𝑦
∫ = ∫ −0.8𝑑𝑥
𝑦 − 38
ln(𝑦 − 38) = −0.8𝑥 + 𝑐
Exponentiate both sides and apply the property of logarithm, we have 𝑦 = 38 + 𝐶𝑒 −0.8𝑥 .
This is the required general solution, below is the solution curve.

3
DIFFERENTIAL EQUATIONS – LECTURE NOTES

3. Solve the differential equation (2x + 4) dx – (3y2 + 2) dy = 0.


Solution: Since this is already in the differential form, we can integrate both sides, then

∫(2𝑥 + 4) 𝑑𝑥 − ∫(3𝑦 2 − 2)𝑑𝑦 = ∫ 0

𝑥 2 + 4𝑥 − 𝑦 3 + 2𝑦 = 𝐶.
This cubic equation for y is not readily solved explicitly as a function of x then leave it that way. A
Cartesian plot is shown below, with several values of C.

4. Solve dx/dt = (x2 + 4).


Solution: This equation is separable in variables x and t; we will integrate both sides, thus
1
∫( 2 ) 𝑑𝑥 = ∫ 𝑑𝑡
𝑥 + 22
1 𝑥
𝐴𝑟𝑐𝑡𝑎𝑛 ( ) = 𝑡 + 𝑐
2 2
𝑥
𝐴𝑟𝑐𝑡𝑎𝑛 ( ) = 2𝑡 + 𝐶.
2
Take the tangent of both sides and solve for y, we have
𝑥 = 2 tan(2𝑡 + 𝐶 ).
This is the required general solution.

4
DIFFERENTIAL EQUATIONS – LECTURE NOTES

5. Solve 𝑥 cos 𝑥 𝑑𝑥 + (1 − 9𝑦 2 ) 𝑑𝑦 = 0; 𝑦(𝜋) = 0.


Solution 1: Since the equation is in its differential form, we apply direct integration, then

∫ 𝑥 cos 𝑥 𝑑𝑥 + ∫(1 − 9𝑦 2 ) 𝑑𝑦 = ∫ 0.
The first part involves integration by parts and the second part involves the power formula, then

u x 1 0

dv cos x sin x – cos x

The required general solution is (𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 3 ) = 𝐶.


@ x = π and y = 0, we have (𝜋 ∙ sin 𝜋 + cos 𝜋 + (0 − 3(0)3 )) = 𝐶 ⇒ −1 = 𝐶.

𝑥 sin 𝑥 + cos 𝑥 + 𝑦 − 3𝑦 3 = −1.


Therefore, this is the required solution curve, the integral curve @ 𝐶 = −1 is shown below.

Solution 2: This is an initial value problem, we separate the variables, integrate both sides, and apply the
definite integration technique,
𝑥 𝑦
∫ 𝑥 cos 𝑥 𝑑𝑥 + ∫ (1 − 9𝑦 2 )𝑑𝑦 = 0.
𝜋 0
3)
(𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 − (𝜋 sin 𝜋 + cos 𝜋) + (0 − 3(0)3 ) = 0
(𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 3 ) − (−1) = 0
(𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 3 ) = −1.

Remark: At this point, we reach an impasse. We would like to solve for y explicitly, but we cannot. This is
often the case in solving nonlinear first-order equations. Consequently, when we say “solve the equation,” we
must on occasion be content if only an implicit form of the solution has been found.
6. Solve the initial value problem dy = –6xy dx, y(0) = 3.
Solution 1: This equation is in its standard form, we separate the variables and then we integrate

5
DIFFERENTIAL EQUATIONS – LECTURE NOTES

𝑑𝑦
∫ 6𝑥 𝑑𝑥 + ∫ = ∫0
𝑦
3𝑥 2 + ln 𝑦 = 𝑐.
Since y is positive near x = 0, so we may delete the absolute value symbols, the general solution is
ln 𝑦 = −3𝑥 2 + 𝐶.
@ x = 0 and y = 3, then ln 3 = C. Therefore,
𝑦
ln 𝑦 = −3𝑥 2 + ln 3 ⇒ ln ( ) = −3𝑥 2
3
2
𝑦 = 3𝑒 −3𝑥 .

Solution 2: This is an initial value problem, we apply the definite integration technique, we separate the
variables to get 6x dx + dy/y = 0. Integrate both sides and apply the limits,
𝑥 𝑦
∫ 6𝑥𝑑𝑥 + ∫ ℎ(𝑦)𝑑𝑦 = 0
0 3

3𝑥 2 − 3(0)2 + ln 𝑦 − ln 3 = 0
𝑦
3𝑥 2 + ln ( ) = 0
3
2
𝑦 = 3𝑒 −3𝑥 .
7. Solve (x + y) dx – x dy = 0.
Solution 1: This not separable, we transform the differential form to its standard form,
𝑑𝑦 𝑥 + 𝑦
= = 𝐹(𝑥, 𝑦).
𝑑𝑥 𝑥
This differential equation is a Euler’s homogeneous differential equation since
𝑣𝑥 + 𝑣𝑦 𝑣(𝑥 + 𝑦) 𝑥+𝑦
𝐹 (𝑣𝑥, 𝑣𝑦) = = = 𝑣0 ( ) = 𝐹(𝑥, 𝑦).
𝑣𝑥 (
𝑣 𝑥 ) 𝑥
Solve for f(v) or f(y/x), then

6
DIFFERENTIAL EQUATIONS – LECTURE NOTES

𝑥/𝑥 + (𝑦/𝑥) 1 + 𝑣
𝑓(𝑣) = = = 1 + 𝑣.
𝑥/𝑥 1
Integrate the homogeneous equation in v and x,
𝑑𝑥 𝑑𝑡 𝑑𝑥
∫ + ∫ =𝐶 ⟹∫ − ∫ 𝑑𝑣 = 𝐶,
𝑥 𝑣 − 𝑓(𝑣) 𝑥
𝑦
𝑙𝑛│𝑥│ − 𝑣 = 𝐶 ⟹ 𝑙𝑛│𝑥│ − = 𝐶.
𝑥
Therefore, if x is greater than zero, the explicit solution is
𝑦 = 𝑥 ln │𝑥│ − 𝐶𝑥.
Solution 2: We can transform the differential form to its standard form,
𝑑𝑥 𝑥
= = 𝐹(𝑦, 𝑥).
𝑑𝑦 𝑥 + 𝑦
This differential equation is homogeneous since
𝑣𝑥 𝑣 (𝑥) 𝑥
𝐹 (𝑣𝑦, 𝑣𝑥) = = = 𝑣0 ( ) = 𝐹(𝑥, 𝑦).
𝑣𝑥 + 𝑣𝑦 𝑣(𝑥 + 𝑦) 𝑥+𝑦
Solve for g(v) or g(x/y), then
𝑥/𝑦 𝑣
𝑔(𝑣) = = .
𝑥/𝑦 + 𝑦/𝑦 𝑣 + 1
Integrate the homogeneous equation in v and y,
𝑑𝑦 𝑑𝑣
∫ + ∫ =𝐶
𝑦 𝑣 − 𝑔(𝑣)
𝑑𝑦 𝑑𝑣
∫ +∫ 𝑣 = 𝐶,
𝑦 𝑣− 1+𝑣
(1 + 𝑣)𝑑𝑣
𝑙𝑛│𝑦│ + ∫ =𝐶
𝑣2 + 𝑣 − 𝑣
𝑑𝑣 𝑑𝑣
𝑙𝑛│𝑦│ + ∫ + ∫ = 𝐶.
𝑣2 𝑣
1
𝑙𝑛│𝑦│ − + ln 𝑣 = 𝐶
𝑣
𝑥 1
𝑙𝑛│𝑦 │ − = 𝐶.
𝑦 𝑥/𝑦
𝑦
𝑙𝑛│𝑥│ − = 𝐶.
𝑥
Therefore, if x is greater than zero, the explicit solution is
𝑦 = 𝑥 ln 𝑥 − 𝐶𝑥.

7
DIFFERENTIAL EQUATIONS – LECTURE NOTES

8. Solve 2xy dx – (x2 – y2) dy = 0.


Solution: Transform the differential form to standard form and check if it is homogeneous zero, then
dx/dy = g(y, x) = x2 – y2)/(2xy),
g(vy, vx) = ((vx)2 – (vy)2)/(2vx·v) = v0g(y, x), = g(y, x); it is homogeneous zero!
Solve for g(v) or g(y/x), then
𝑑𝑥 (𝑥 2 − 𝑦 2 )/𝑦 2 (𝑥/𝑦)2 − 1 𝑣 2 − 1
= 𝑔(𝑥/𝑦) = = = = 𝑔(𝑣).
𝑑𝑦 2𝑥𝑦/𝑦 2 2(𝑥/𝑦) 2𝑣
Integrate the homogeneous equation in y and v,
𝑑𝑦 𝑑𝑣
∫ +∫ =𝑐
𝑦 𝑣 − 𝑔(𝑣)

𝑑𝑦 𝑑𝑡
∫ +∫ 𝑣 2−1
=𝑐
𝑦 𝑣−
2𝑣

𝑑𝑦 2𝑣 𝑑𝑣
∫ +∫ 2 =𝑐
𝑦 𝑣 +1

ln|𝑦| + |𝑣 2 + 1| = 𝑐

𝑥 2
𝑙𝑛 |𝑦 (( ) + 1)| = 𝑐
𝑦

𝑥2 + 𝑦 2
𝑙𝑛 |𝑦 ( )| = 𝑐
𝑦2

𝑥2 + 𝑦 2
= 𝐶.
𝑦

𝑥 2 + 𝑦 2 = 𝐶𝑦.

8
DIFFERENTIAL EQUATIONS – LECTURE NOTES

Formative Assessment Problems


Find all solutions of the following differential equations.
9. x dx + y dy = 0 Answer: x2 + y2 = C
10. dy/dx = 1 + 2y
11. (4/t) dt + (1 + 3/y) dy = 0
12. dx – (1/(y2 – 6y + 25)) dy = 0
13. dx/dt = 2x/t Answer: ln x = ln t2 + C
14. dy/dt = 3y + 1
15. tan θ dr + 2r dθ = 0 Answer: sin2 θ = C/r
16. dP/dt = kP(1 – P/K) Answer: P = K/(1 + Ae–kt)
17. dV/dP = –V/dP
18. (xy + 2x + y + 2) dx + (x2 + 2x) dy = 0 Answer: y = C/√𝑥 3 + 2𝑥 2 – 2
2 2
19. (x + 4)(y + 1) dx + (x + 3x + 2) y dy = 0 Answer: ln (y + 1) + ln (x + 1)6 = ln (x + 2)4 + C
2

20. (et + 1) cos u du + et (sin u + 1) dt = 0 Answer: ln ((sin u + 1)(et + 1)) = C


21. (y/x) cos(y/x) dx – ((x/y) sin (y/x) + cos (y/x)) dy = 0 Answer: y Arcsin (y/x) = C
22. y dx + x ln (y/x) dy – 2x dy = 0 Answer: y/(1 + ln (x/y)) = C
23. sin x sin y dx + cos x cos y dy = 0
24. sin x dx + y dy = 0; y(0) = –2 Answer: cos x + 1 = y2/2
25. y' = (x2y – y)/(y + 1); y(3) = –1 Answer: x3/3 – x + y – ln y = 7
26. dx/dt = 4(x2 + 1); x(π/4) = 1
27. xy2 dx + ex dy = 0; when x → ∞, y → 1/2 Answer: y = ex/(2ex – x – 1)
28. y' = (y – x)/x
29. y' = y/(x +√𝑥𝑦) Answer: x = y(ln 4√𝑦 + C)
30. y' = (x4 + 3x2y2 + y4)/x3y

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