Math 152, Fall 2008 Lecture 13. 10/07/2008 The due date for HW#6 has been moved on Saturday, October 11, 11:55 PM. Chapter 9. Further applications of integration Section 9.1 Differential equations Definition. Equation that contains some derivatives of an unknown function is called a differential equation. Definition. The order of a differential equation is the order of the highest-order derivatives present in equation. Definition. A function f is called a solution of a differential equation if the equation is satisfied when y = f (x) and its derivatives are substituted into the equation. When we are asked to solve a differential equation we are expected to find all possible solutions to this equation. Now we are interested in first order differential equations dy = f (x, y ) dx A separable equation is a first order differential equation that can be written in the form dy = f (x)g (y ) dx or dy f (x) = dx h(y ) To solve this equation we rewrite it in the differential form h(y )dy = f (x)dx so that all x’s are on the one side of the equation and all y ’s are on the other side. Then we integrate both sides of the equation Z Z h(y )dy = f (x)dx Then the general solution to this equation is H(y ) = F (x) + C where H(y ) is an antiderivative of h(y ), F (x) is an antiderivative of f (x), C is a constant. Example 1. Solve the equation (a) y ′ = ln x xy + xy 3 (b) y ′ = 1 + y − x − xy (c) y ′ = x + sin x 3y 2 In many problems we need to find the particular solution to the equation dy = f (x, y ) dx that satisfies a condition y (x0 ) = y0 The condition y (x0 ) = y0 is called the initial condition . The problem of finding a solution to the differential equation that satisfies the initial condition is called an initial value problem. Example 2. Solve the initial value problem e y y ′ = 3x 2 , 1+y y (2) = 0 Example 3. A brine solution of salt flows at a constant rate of 8L/min into a large tank tat initially held 100L of brine solution in which was dissolved 0.5kg of salt. The solution inside the tank is kept well stirred and flows out of the tank in the same rate. If the concentration of salt in the brine entering the tank is 0.05kg /L, determine the mass of salt in the tank after t min. A first-order equation dy = f (x, y ) dx specifies a slope at each point in the xy -plane where f is defined. A plot of short line segments drawn at various points in the xy -plane showing the slope of the solution curve there is called a direction field for the differential equation. Because the direction field gives the ”flow of solutions”, it facilitates the drawing of any particular solution (such as the solution to an initial value problem). 3 2 y(x) 1 K 3 K 2 K 0 1 1 2 x K 1 K 2 K 3 Direction field for dy dx = x2 − y 3 3 2 y(x) 1 K 3 K 2 K 0 1 1 2 x K 1 K 2 K 3 Solutions to dy dx = x2 − y 3 Section 9.2 First order linear equations A first order linear differential equation is an equation that can be written in the form y ′ + P(x)y = Q(x) where P(x) and Q(x) are continuous functions. To solve this equation we have to find the integrating factor I (x) such that I (x)(y ′ + P(x)y ) = (I (x)y )′ = I (x)Q(x) I (x) = e R P(x)dx Then we have to solve the equation d [I (x)y ] = I (x)Q(x) dx So, 1 y (x) = I (x) Z I (x)Q(x)dx + C To solve the first order linear equation (a) Find the integrating factor I (x) = e R P(x)dx (b) Integrate the equation d [I (x)y ] = I (x)Q(x) dx and solve it for y by dividing by I (x). Example 4. Find the general solution to the equation ln x y . y′ − = − x x 2 ex y , Example 5. Solve the initial value problem y + 2 = x x y (1) = e ′