First Order
A linear form in 2 variables $x_1,x_2$ is given by $f(x_1,x_2)=a_1x_1+a_2x_2$ where $a_i\in\mathbb{R}$
Analogous for n variables .
Bernoulli equations have an important property :
- they are nonlinear differential equations with known exact solutions.
A homogeneous polynomial is a polynomial whose monomials with nonzero coefficients all have the same total degree. For example : $x^7+x^4y^3+x^3y^4+y^7$ is homogeneous.
A form $u$ is said to be exact in a region $R$ if there is a function $f$ such as $df=u$.
First Order Differential Equations with worked examples
Examples with Separable Variables Differential Equations
This article presents some working examples with separable differential equations.
Definition
Separable Differential Equations are differential equations which respect one of the following forms :
- $\displaystyle \frac{dy}{dx} = F(x,y)$ where F is a two variable function, also continuous.
- $f(y)\;dy=g(x)\;dx$, where f and g are two real continuous functions.
Rational Functions
A rational function $f :\mathbb{R}\to\mathbb{R}$ is a real function respecting $f(x)=\frac{P(x)}{Q(x)}$ where $P,Q$ are polynomials.
Trigonometric Functions
A trigonometric function is a real function $f:\mathbb{R} \to\mathbb{R}$ where $f(x)$ contains one or more of the trigonometric functions :
- $Sin(x),Cos(x),Tan(x),Cotan(x)$
- $Arcsine(x),Arccos(x),Arctan(x),Arccotan(x)$
Physics Examples
Linear Type of Differential Equation
Equations of the type $\frac{dy}{dx} + Py = Q$
Where P and Q are function of x ( but not of y) are said to be linear of the first order
Equations that can be reduced to the Linear Form
Example 1
Consider the equation:
$x\;y\;-\frac{dy}{dx} = y^3\;e^{-\,x^2}$
Divide through by $y^3$
$x\;\frac{1}{y^2}\;-\,\frac{1}{y^3}\frac{dy}{dx} = e^{-\,x^2}$
$x\;\frac{1}{y^2}\;-\,\frac{1}{2}\frac{d}{dx}\left(\frac{1}{y^2} \right) = e^{-\,x^2}$
Putting $\frac{1}{y} = z$
$2\,xz + \frac{dz}{dx} = 2\,e^{-\,x^2}$
Hence $z = (2x + c)\,e^{-x^2}$ Therefore $\frac{1}{y^2} = (2x + C)\,e^{-x^2}$ Or $y = \pm \frac{e^{\frac{1}{2}x^2}}{\sqrt{(2x + C)}}$
This example is a particular case of The Bernoulli Equation
General Solution of the Bernoulli Equation
This section is presenting the Bernoulli Equation.
$\mathbf{\frac{dy}{dx} + Py = Q\;y^n}$ $P$ and $Q$ are functions of x
This can be reduced to a linear form by putting $\displaystyle z = \frac{1}{y^{(n - 1)}}$ Therefore $\frac{dz}{dx}\;= - \frac{(n - 1)}{y^n}\;\frac{dy}{dx}$
The original equation can be re-written as:
$\frac{1}{y^n}\;\frac{dy}{dx} + P\;\frac{1}{y^{(n - 1)}} = Q$
$-\frac{1}{(n - 1)}\;\frac{dz}{dx} + Pz = Q$
Homogeneous Equations
Any equation which can be put into the form:
$\mathbf{\frac{dy}{dx} = f\left(\frac{y}{x} \right)}$ is said to be Homogeneous. To test whether a function of x and y can be written in the form of the right hand side, substitute for $y=vx$ . If the result is in the form $f(v)$, i.e. all the x's cancel, then the test is satisfied and the equation is homogeneous.
The Method of Solution for Homogeneous Equations
Substitute $y = vx$ in both sides of the equation
$\frac{dy}{dx}\;\;becomes\;\;\;\left(v + x\;\frac{dv}{dx} \right)$
Note. If y is a function of x then so is v
Thus the equation can be re-written as:
$v + x\;\frac{dv}{dx} = \frac{1 + v^2}{2}$
Re-writing and Separating the variables:
$\frac{2\;dv}{(v - 1)^2} = \frac{dx}{x}$
Integrating $\frac{- 2}{(v - 1)} = ln\,x + C$
But $\frac{- 2}{(v - 1)} = \frac{2x}{x - y}\;\;\;\;\;\left(since \;\;v = \frac{y}{x} \right)$ $\therefore\;\;\;\;\;\;2x = (x - y)\;(ln\,x + C)$
Example 1
$(x + y)dy + (x - y)dx = 0$
Rearranging $\frac{dy}{dx} = \frac{y - x}{y + x}$
Putting y = vx
$v + x\;\frac{dv}{dx} = \frac{v - 1}{v + 1}$ i.e. $\frac{dv}{dx} = \frac{v - 1}{v + 1} - v\;= - \frac{v^2 + 1}{v + 1}$
$\frac{- v}{v^2 + 1}dv - \frac{dv}{v^2 + 1} = \frac{dx}{x}$
Integrating
$- \frac{1}{2}\;ln(v^2 + 1) - tan^{-1}v = ln\,x + C$ Therefore $2\,ln\,x + ln\,(v^2 + 1) + 2\;tan^{-1}v + 2C = 0$ Therefore $ln\,x^2(v^2 + 1) + 2\;tan^{-1}v + 2C = 0$
Substituting for v Therefore $ln\,(y^2 + x^2) + 2\;tan^{-1}\frac{y}{x} + 2C = 0$
The Exceptional Case of Homogeneous Equations
If the straight lines are parallel there is no finite point of intersection and the method of solving such equations is illustrated by the following example.
$\frac{dy}{dx} = \frac{3y - 4x - 2}{3y - 4x - 3}$
Put Z = 3y - 4x and thus $\displaystyle \frac{dZ}{dx} = 3\frac{dy}{dx} - 4$
The equation can now be written as: $\frac{1}{3}\left(\frac{dZ}{dx} + 4 \right) = \frac{Z - 2}{Z - 3}$ $\therefore\;\;\;\;\;\frac{dZ}{dx} = \frac{3Z - 6}{Z - 3} - 4 = \frac{- Z + 6}{Z - 3}$ $\therefore\;\;\;\;\;\;dx = -\left(\frac{Z - 3}{Z - 6} \right)dZ = \frac{-Z + 6 - 3}{Z - 6}\;dZ = \left(-1\;-\frac{3}{Z - 6} \right)dZ$
Integrating $x = -Z\;-3\,ln\,(Z - 6) + K$
Replacing Z the solution to the differential equation is : $3\,ln(3y - 4x - 6) = (3x - 3y) + K$
Exact Equations
The expression $y\,dx + x\,dy$ is an exact differential.
Thus the equation $y\,dx + x\,dy = 0$ giving that $d(yx) = 0$ i.e. $(yx)=C$ is called an exact Equation.
Example 1
Solve $\tan y\;dx + \tan x\;dy = 0$
This equation is not exact as it stands but if it is multiplied through by $\cos x \cos y$ it becomes: $\sin y \cos x\;dx + \sin x \cos y\;dy = 0$
The solution $\displaystyle sin\,y\;sin\,x = Constant$
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