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Lecture 2

Differential Equation

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Parth Shah
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0% found this document useful (0 votes)
4 views

Lecture 2

Differential Equation

Uploaded by

Parth Shah
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter-2: Lecture-2

Prof. J.K. Sahoo

Department of Mathematics
BITS Pilani K K Birla Goa Campus, Goa

August 05, 2024

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 1 / 11
Variables Separable or Separable equations

Consider a first order differential equation dy


dx = f (x, y ). If
f (x, y ) = g (x)h(y ) then
dy
= g (x)h(y )
dx

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 2 / 11
Variables Separable or Separable equations

Consider a first order differential equation dy


dx = f (x, y ). If
f (x, y ) = g (x)h(y ) then
dy
= g (x)h(y )
dx
Further,
dy
= g (x)dx
h(y )
On integrating both sides, we obtain
Z Z
dy
= g (x)dx + c,
h(y )

where c ∈ R is any arbitrary constant.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 2 / 11
Variables Separable

Example: y (x 2 + 1) dy
dx = x

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 3 / 11
Variables Separable

Example: y (x 2 + 1) dy
dx = x

y2

Answer: 2 = log x2 + 1 + c

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 3 / 11
Variables Separable

Example: x dy 2
dx + y = y , y (1) = 2

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 4 / 11
Variables Separable

Example: x dy 2
dx + y = y , y (1) = 2

Answer: 2(y − 1) = xy

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 4 / 11
Homogeneous equations
A function f (x, y ) is called homogeneous of degree n if

f (tx, ty ) = t n f (x, y )

for all suitably restricted x, y , and t.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 5 / 11
Homogeneous equations
A function f (x, y ) is called homogeneous of degree n if

f (tx, ty ) = t n f (x, y )

for all suitably restricted x, y , and t.


p
Example 1: x 2 + xy , x 2 + y 2 and sin(x/y ) are homogeneous of
degrees 2, 1, and 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 5 / 11
Homogeneous equations
A function f (x, y ) is called homogeneous of degree n if

f (tx, ty ) = t n f (x, y )

for all suitably restricted x, y , and t.


p
Example 1: x 2 + xy , x 2 + y 2 and sin(x/y ) are homogeneous of
degrees 2, 1, and 0.
The differential equation

M(x, y )dx + N(x, y )dy = 0 (1)

is said to be homogeneous if M and N are homogeneous functions of


the same degree.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 5 / 11
Homogeneous equations
A function f (x, y ) is called homogeneous of degree n if

f (tx, ty ) = t n f (x, y )

for all suitably restricted x, y , and t.


p
Example 1: x 2 + xy , x 2 + y 2 and sin(x/y ) are homogeneous of
degrees 2, 1, and 0.
The differential equation

M(x, y )dx + N(x, y )dy = 0 (1)

is said to be homogeneous if M and N are homogeneous functions of


the same degree.
dy
Equation (1) can then be written in the form = f (x, y ), where
dx
f (x, y ) = −M(x, y )/N(x, y ) is clearly homogeneous of degree 0.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 5 / 11
Homogeneous equations
The differential equation dy
dx
= f (x, y ) is called homogeneous if
f (x, y ) is homogeneous of degree 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 6 / 11
Homogeneous equations
The differential equation dy
dx
= f (x, y ) is called homogeneous if
f (x, y ) is homogeneous of degree 0.
Now consider homogeneous differential equation dy dx
= f (x, y ). So we
can able to separate the variables by substituting y = zx. How?

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 6 / 11
Homogeneous equations
The differential equation dy
dx
= f (x, y ) is called homogeneous if
f (x, y ) is homogeneous of degree 0.
Now consider homogeneous differential equation dy dx
= f (x, y ). So we
can able to separate the variables by substituting y = zx. How?
dy dz
Let y = zx then = z + x ; so the differential equation becomes
dx dx

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 6 / 11
Homogeneous equations
The differential equation dy
dx
= f (x, y ) is called homogeneous if
f (x, y ) is homogeneous of degree 0.
Now consider homogeneous differential equation dy dx
= f (x, y ). So we
can able to separate the variables by substituting y = zx. How?
dy dz
Let y = zx then = z + x ; so the differential equation becomes
dx dx
dz
z +x = f (x, zx) = x 0 f (1, z) = f (1, z).
dx

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 6 / 11
Homogeneous equations
The differential equation dy
dx
= f (x, y ) is called homogeneous if
f (x, y ) is homogeneous of degree 0.
Now consider homogeneous differential equation dy dx
= f (x, y ). So we
can able to separate the variables by substituting y = zx. How?
dy dz
Let y = zx then = z + x ; so the differential equation becomes
dx dx
dz
z +x = f (x, zx) = x 0 f (1, z) = f (1, z).
dx
The variables can be separated as:
dz dx
= .
f (1, z) − z x

We now get the solution by integrating and replacing z by y /x.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 6 / 11
Homogeneous equations
Example Solve (x + y )dx − (x − y )dy = 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 7 / 11
Homogeneous equations
Example Solve (x + y )dx − (x − y )dy = 0.
dy x +y
The equation can be written as = .
dx x −y

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 7 / 11
Homogeneous equations
Example Solve (x + y )dx − (x − y )dy = 0.
dy x +y
The equation can be written as = .
dx x −y
Clearly the function on right is homogeneous function of degree 0.
So, we let y = zx and we get that
dz x + zx 1+z
z +x = = .
dx x − zx 1−z

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 7 / 11
Homogeneous equations
Example Solve (x + y )dx − (x − y )dy = 0.
dy x +y
The equation can be written as = .
dx x −y
Clearly the function on right is homogeneous function of degree 0.
So, we let y = zx and we get that
dz x + zx 1+z
z +x = = .
dx x − zx 1−z
By separating the variables, we obtain that
(1 − z)dz dx
2
= .
1+z x

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 7 / 11
Homogeneous equations
Example Solve (x + y )dx − (x − y )dy = 0.
dy x +y
The equation can be written as = .
dx x −y
Clearly the function on right is homogeneous function of degree 0.
So, we let y = zx and we get that
dz x + zx 1+z
z +x = = .
dx x − zx 1−z
By separating the variables, we obtain that
(1 − z)dz dx
2
= .
1+z x
On integration this yields
1
tan−1 (z) − log(1 + z 2 ) = log x + c,
2
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 7 / 11
Homogeneous equations

and when z is replaced by y /x, we obtain


y  p
tan−1 = log x 2 + y 2 + c.
x

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 8 / 11
Problems

Verify that the following equations are homogeneous, and solve them:

x 2 y ′ − 3xy − 2y 2 = 0;

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 9 / 11
Problems

Verify that the following equations are homogeneous, and solve them:

x 2 y ′ − 3xy − 2y 2 = 0;
y dy y
xy sin = y sin + x;
x dx x

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 9 / 11
Problems

Verify that the following equations are homogeneous, and solve them:

x 2 y ′ − 3xy − 2y 2 = 0;
y dy y
xy sin = y sin + x;
x dx x
(x 3 + y 3 )dx − xy 2 dy = 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 9 / 11
Substitution method

Show that the substitution z = ax + by + c changes

y ′ = f (ax + by + c)

into an equation with separable variables, and apply this


method to solve the following equations:
y ′ = (x + y )2 ;

y ′ = sin2 (x − y + 1).

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 10 / 11
Substitution method

By making the substitution z = y /x a or y = zx a and choosing a


convenient value of a, show that the following differential equations can be
transformed into equations with separable variables, and thereby solve
them:
dy 1 − xy 2
= ; y = zx −1/2
dx 2x 2 y
dy y − xy 2
= ;
dx x + xy 2
dy 2 + 3xy 2
= .
dx 4x 2 y

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) August 05, 2024 11 / 11

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