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Lecture 03 - First Order ODES - Separable ODES

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19 views

Lecture 03 - First Order ODES - Separable ODES

Uploaded by

Sakib Ahmed
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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First Order Ordinary Differential Equations(ODEs)

𝑑𝑦
• First order ODEs : = 𝑓(𝑥, 𝑦)
𝑑𝑥

𝑑𝑦 1
• First order separable ODEs : =𝑔 𝑥 ℎ 𝑦 ⇒ 𝑑𝑦 = 𝑔 𝑥 𝑑𝑥
𝑑𝑥 ℎ(𝑦)

• Solution by integrating:
1
න 𝑑𝑦 = න 𝑔 𝑥 𝑑𝑥 + 𝐶
ℎ(𝑦)

𝑑𝑃 𝑡 Malthus’s law which can also applies to


Example. Population Dynamics, 𝑑𝑡
∝ 𝑃 𝑡 , humans for small populations in a large
country (e.g., the United States in early times)
𝑑𝑃 𝑡
= 𝑟 𝑃 𝑡 , where 𝑟 is the intrinsic rate of natural increase
𝑑𝑡
1 1
⇒ 𝑑𝑃 = 𝑟 𝑑𝑡 ⇒ න 𝑑𝑃 = 𝑟 න 𝑑𝑡 ⇒ ln 𝑃 = 𝑟 𝑡 + ln(𝑐)
𝑃 𝑃

⇒ 𝑃 𝑡 = 𝑐𝑒 𝑟𝑡 , where c is a constant.

Lesson 02: First Order ODEs; Separable ODEs 1


First Order Ordinary Differential Equations(ODEs)
𝑑𝑦
Example. 𝑑𝑡
= 0.2 𝑦
1 1
⇒ 𝑑𝑦 = 0.2 𝑑𝑡 ⇒ න 𝑑𝑦 = 0.2 න 𝑑𝑡
𝑦 𝑦
⇒ ln 𝑦 = 0.2 𝑡 + ln(𝑐) ⇒ 𝑦 𝑡 = 𝑐𝑒 0.2 𝑡 , where c is a constant.

𝑑𝑇 𝑡 𝐶𝑜𝑜𝑙𝑖𝑛𝑔 𝑐𝑎𝑠𝑒: 𝑘 < 0


Example. Newton’s Law of cooling/heating, 𝑑𝑡 ∝ 𝑇 − 𝑇𝑚 𝐻𝑒𝑎𝑡𝑖𝑛𝑔 𝑐𝑎𝑠𝑒: 𝑘 > 0

𝑑𝑇 1 1
= 𝑘 𝑇 − 𝑇𝑚 ⇒ 𝑑𝑇 = 𝑘 𝑑𝑡 ⇒ න 𝑑𝑇 = 𝑘 න 𝑑𝑡
𝑑𝑡 𝑇 − 𝑇𝑚 𝑇 − 𝑇𝑚
⇒ ln(𝑇 − 𝑇𝑚 ) = 𝑘𝑡 + ln(𝑐) ⇒ 𝑇 𝑡 = 𝑇𝑚 + 𝑐𝑒 𝑘𝑡 , where c is a constant.

Example. Radioactivity-Exponential decay (𝑘 > 0)


𝑑𝐶 1 1
= −𝑘𝐶 ⇒ 𝑑𝐶 = −𝑘 𝑑𝑡 ⇒ න 𝑑𝐶 = −𝑘 න 𝑑𝑡
𝑑𝑡 𝐶 𝐶
⇒ ln 𝐶 = −𝑘𝑡 + ln(𝑐) ⇒ 𝐶 𝑡 = 𝑐𝑒 −𝑘𝑡 , where c is a constant.

Lesson 02: First Order ODEs; Separable ODEs 2


First Order Ordinary Differential Equations(ODEs)
𝑑𝑦
Example. = 𝑦 −1 𝑥𝑒 3𝑥+4𝑦
𝑑𝑥
𝑑𝑦
⇒ = 𝑦 −1 𝑥𝑒 3𝑥 𝑒 4𝑦 = 𝑥𝑒 3𝑥 ⋅ 𝑦 −1 𝑒 4𝑦
𝑑𝑥
1
⇒ −1 4𝑦 𝑑𝑦 = 𝑥𝑒 3𝑥 𝑑𝑥 ⇒ න 𝑦𝑒 −4𝑦 𝑑𝑦 = න 𝑥𝑒 3𝑥 𝑑𝑥
𝑦 𝑒
4𝑦 + 1 −4𝑦 3𝑥 − 1 3𝑥
⇒− 𝑒 = 𝑒 +𝑐
16 9

Example. 1 + 𝑥 𝑑𝑦 − 𝑦𝑑𝑥 = 0 ⇒ 1 + 𝑥 𝑑𝑦 = 𝑦𝑑𝑥 ⇒ 𝑦1 𝑑𝑦 = 1+𝑥


1
𝑑𝑥
1 1
⇒ න 𝑑𝑦 = න 𝑑𝑥 ⇒ ln 𝑦 = ln(1 + 𝑥) + ln 𝑐 ⇒ 𝑦 = 𝑐(1 + 𝑥).
𝑦 1+𝑥
Level curves of
𝐺 𝑥, 𝑦 = 𝑥 2 + 𝑦 2
Example. 𝑑𝑦
𝑑𝑥
= −
𝑥
𝑦
⇒ 𝑦𝑑𝑦 + 𝑥𝑑𝑥 = 0
𝑦2 𝑥2 𝑐
⇒ න 𝑦𝑑𝑦 + න 𝑥 𝑑𝑥 = 0 ⇒ + = ⇒ 𝑥 2 + 𝑦 2 = 𝑐.
2 2 2
If 𝑦 4 = −3, i.e. when 𝑥 = 4, 𝑦 = −3, then 42 + 32 = 𝑐 ⇒ 𝑐 = 25
The solution of the corresponding IVP yields, 𝑥 2 + 𝑦 2 = 25
Lesson 02: First Order ODEs; Separable ODEs 2 3
⇒ 𝑦 = − 25 − 𝑥
First Order Ordinary Differential Equations(ODEs)
First Order Initial Value Problem (IVP):
Example. Solve the following initial value problem,
2𝑦
𝑑𝑦
𝑒 − 𝑦 cos 𝑥 = 𝑒 𝑦 sin 2𝑥 , 𝑦 0 =0
𝑑𝑥
Solution. The ODE is given by,
2𝑦
𝑑𝑦 𝑦
𝑒 2𝑦 − 𝑦 sin 2𝑥
𝑒 − 𝑦 cos 𝑥 = 𝑒 sin 2𝑥 ⇒ 𝑑𝑦 = 𝑑𝑥
𝑑𝑥 𝑒𝑦 cos 𝑥
⇒ න(𝑒 𝑦 − 𝑦𝑒 −𝑦 ) 𝑑𝑦 = 2 න sin 𝑥 𝑑𝑥 ⇒ 𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 + 2 cos 𝑥 = 𝑐

Since, 𝑦 0 = 0 ⇒ 1 + 0 + 1 + 2 = 𝑐 ⇒ c = 4
Thus, the solution of the given IVP becomes, 𝑒 𝑦 +(𝑦 + 1)𝑒 −𝑦 + 2 cos 𝑥 = 4.

Level curves of
𝐺 𝑥, 𝑦 = 2 and 𝐺 𝑥, 𝑦 = 4

Level curves of Lesson 02: First Order ODEs; Separable ODEs 4


𝑦 −𝑦
𝐺 𝑥, 𝑦 = 𝑒 + 𝑦 + 1 𝑒 + 2 cos 𝑥
First Order Ordinary Differential Equations(ODEs)
First Order Initial Value Problem (IVP): 2nd Fundamental
theorem of calculus:
Example. Solve the following initial value problem, 𝑥
𝑑𝑦 2 𝑑 2 2
= 𝑒 −𝑥 , 𝑦 3 =5 න 𝑒 −𝑡 𝑑𝑡 = 𝑒 −𝑥
𝑑𝑥 𝑑𝑥
3
Solution. The ODE is given by,
𝑑𝑦 2 2 𝑑𝑦 2
= 𝑒 −𝑥 ⇒ 𝑑𝑦 = 𝑒 −𝑥 𝑑𝑥 ⇒ 𝑑𝑡 = 𝑒 −𝑡 𝑑𝑡
𝑑𝑥 𝑑𝑡

𝑥 𝑥 𝑥
𝑑𝑦 −𝑡 2 𝑡=𝑥 2
⇒ න 𝑑𝑡 = න 𝑒 𝑑𝑡 ⇒ 𝑦 𝑡 ቚ = න 𝑒 −𝑡 𝑑𝑡
𝑑𝑡 𝑡=3
𝑡=3 𝑡=3 3

𝑥
2
⇒ 𝑦 𝑥 = 𝑦 3 + න 𝑒 −𝑡 𝑑𝑡
3
𝑥
2
Thus, the solution of the given ODE yields, 𝑦 𝑥 = 5 + න 𝑒 −𝑡 𝑑𝑡
3

Lesson 02: First Order ODEs; Separable ODEs 5


First Order Ordinary Differential Equations(ODEs)
H.W. from the text book
Exercises 2.2
Solve the following differential equation by Find an explicit solution of the following IVPs:
separation of variables:
𝜋

Lesson 02: First Order ODEs; Separable ODEs 6


First Order Ordinary Differential Equations(ODEs)
Modeling and Applications
1. Exponential growth. If the growth rate of the number of bacteria at any time t is
proportional to the number present at t and doubles in 1 week, how many bacteria can be
expected after 2 weeks? After 4 weeks?
2. Another population model.
(a) If the birth rate and death rate of the number of bacteria are proportional to the number
of bacteria present, what is the population as a function of time.
(b) What is the limiting situation for increasing time? Interpret it.
3. Radiocarbon dating. What should be the 146𝐶 content (in percent of 𝑦0 ) of a fossilized tree
that is claimed to be 3000 years old?
4. Newton’s law of cooling. A thermometer, reading 5° C, is brought into a room whose
temperature is 22° C. One minute later the thermometer reading is 12° C. How long does it
take until the reading is practically 22°C , say, 21.9°C ?
5. Rocket. A rocket is shot straight up from the earth, with a net acceleration (acceleration by
the rocket engine minus gravitational pullback) of 7𝑡 m/sec2 during the initial stage of flight
until the engine cut out at 𝑡 = 10 sec. How high will it go, air resistance neglected?

Lesson 02: First Order ODEs; Separable ODEs 7


First Order Ordinary Differential Equations(ODEs)
Question 05: A rocket is shot straight up from the earth, with a net acceleration (acceleration
by the rocket engine minus gravitational pullback) of 7𝑡 m/sec2 during the initial stage of
flight until the engine cut out at 𝑡 = 10 sec. How high will it go, air resistance neglected?

𝑑2 𝑠 𝑑𝑠 7 𝑑𝑠 7 𝑑𝑠
Solution: Given that, 𝑑𝑡 2
= 7𝑡 ⇒ 𝑑𝑡 = 2 𝑡 2 + 𝑑𝑡 ቚ ⇒ 𝑠 𝑡 = 6 𝑡 3 + 𝑑𝑡 ቚ 𝑡 + 𝑠(0)
𝑡=0 𝑡=0
𝑑𝑠 𝑑𝑠 7 2 7
Now, at 𝑡 = 0, 𝑑𝑡 = 0and 𝑠 0 = 0. Therefore, = 𝑡 and 𝑠 𝑡 = 6 𝑡 3 .
𝑑𝑡 2
𝑑𝑠 7 7 7000
At 𝑡 = 10,𝑑𝑡 ቚ = 2 × 102 = 350 ms−1 and 𝑠 10 = 6 × 103 = m
𝑡=10 6
When the engine has cut at 𝑡 = 10s, then the Rocket can go up till 𝑡 = 𝑡end s according to,
𝑑2𝑠 𝑑𝑠 𝑑𝑠 350
= −𝑔 ⇒ ቤ − ቤ = −9.8𝑡 ⇒ 𝑡 = 𝑠
𝑑𝑡 2 𝑑𝑡 𝑡=t 𝑑𝑡 𝑡=10 9.8
end
1
Therefore, the Rocket can go up after the engine cut yields according to 𝑠 = 𝑢𝑡 − 2 𝑔𝑡 2 , hence
2
𝑑𝑠 350 1 350 1 350 2
𝑠after engine cut = ቤ × − × 9.8 × = = 6250 m
𝑑𝑡 𝑡=10 9.8 2 9.8 2 9.8
The total altitude of the Rocket, neglecting the air resistance, yields
7000
𝑆 = 𝑠 10 + 𝑠after engine cut = + 6250 ≈ 7417 m
6

Lesson 02: First Order ODEs; Separable ODEs 8

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