LECTURE 4: SEPARABLE EQUATIONS MINGFENG ZHAO September 10, 2014 Recall that Z I. y 0 = f (x) =⇒ y = II. 1) y(x) ≡ a for some constant a such that f (a) = 0 0 Z y = f (y) =⇒ 1 dy. 2) x = f (y) f (x) dx Remark 1. “≡” means “y is a constant function”. To draw the slope field of y 0 = f (x, y): 1) select points in the xy-plane, 2) compute the numbers f (x, y) at the selected points (x, y), 3) at each selected point (x, y), draw a short tangent line whose slope is f (x, y). Example 1. Draw the slope field of y 0 = xy. y\x 0 1 2 3 −1 −2 −3 0 0 0 0 0 0 0 1 0 1 2 3 −1 −2 −3 2 0 2 4 6 −2 −4 −6 3 0 3 6 9 −3 −6 −9 −1 0 −1 −2 −3 1 2 3 −2 0 −2 −4 −6 2 4 6 −3 0 −3 −6 −9 3 6 9 1 0 2 MINGFENG ZHAO Figure 1. Slope field of y 0 = xy Theorem 1 (Picard’s Theorem on Existence and Uniqueness). If f (x, y) is continuous with respect to x and y, and ∂f (x, y) exists and is continuous near some (x0 , y0 ), then a solution to ∂y y 0 = f (x, y), y(x0 ) = y0 , exists for some small interval containing x0 , and is unique. Example 2. Solve y 0 = (x2 + y)(y − 2), y(1) = 2. It’s easy to see that y(x) ≡ 2 is a solution to y 0 = (x2 + y)(y − 2), y(1) = 2. Let f (x, y) = (x2 + y)(y − 2), then • f (x, y) is continuous. ∂f (x, y) = y − 2 + x2 + y = 2y + x2 − 2 is continuous. • ∂y By Picard’s Theorem on Existence and Uniqueness, Theorem 1, then the only solution to y 0 = (x2 + y)(y − 2), y(1) = 2 is: y(x) ≡ 2 . 2 2 Problem 1. Solve y 0 = x2 ex − y 2 ex + 1, y(1) = 1. SEPARABLE EQUATIONS Question 1. How to solve y 0 = xy? LECTURE 4: SEPARABLE EQUATIONS In general, let’s consider y0 = dy = f (x)g(y). dx 1) If g(a) = 0 for some constant a, then y(x) ≡ a is a solution. 2) If g(y) 6= 0, then dy 1 · = f (x). g(y) dx Integrate both sides with respect to x, then Z Z dy 1 · dx = f (x) dx. g(y) dx By the change of variables, then Z (You can just think the cancellation in 1 dy = g(y) Z f (x) dx. dy dy = dy). dx, that is, dx dx dx In summary, 1) y(x) ≡ a for some constant a such that g(a) = 0 0 Z Z y = f (x)g(y) =⇒ . 1 dy = f (x) dx. 2) g(y) Z Remark 2. In the formula 1 dy = g(y) Z f (x) dx, we call y is an implicit solution to y 0 = f (x)g(y). Example 3. Solve y 0 = xy. Let f (x) = x and g(y) = y, then 1) y(x) ≡ 0 is a solution. 2) If y 6= 0, then Z 1 dy = y Z x dx. That is, ln |y| = 1 2 x + C. 2 So y = ±e x2 2 +C . Since C is arbitrary constant, then y = Ce x2 2 for some nonzero constant. 3 4 MINGFENG ZHAO In summary, The general solution of y 0 = xy is y = Ce x2 2 . xy . y2 + 1 y Let f (x) = x and g(y) = 2 , then y +1 Example 4. Solve y 0 = 1) y(x) ≡ 0 is a solution. 2) If y 6= 0, then Z y2 + 1 dy = y Z x dx. That is, Z 1 y+ y Z dy = x dx. So 1 1 2 y + ln |y| = x2 + C. 2 2 xy 0 In summary, the general solution of y = 2 is y +1 either y ≡ 0, or 1 1 2 y + ln |y| = x2 + C . 2 2 Example 5. Solve x2 y 0 = 1 − x2 + y 2 − x2 y 2 , y(1) = 0. Fist, let’s find the general solution to x2 y 0 = 1 − x2 + y 2 − x2 y 2 . Since 1 − x2 + y 2 − x2 y 2 = (1 − x2 ) + y 2 (1 − x2 ) = (1 − x2 )(1 + y 2 ), then y0 = Let f (x) = (1 − x2 )(1 + y 2 ) . x2 1 − x2 and g(y) = 1 + y 2 , then x2 Z Z Z 1 1 1 − x2 dy = dx = − 1 dx. 1 + y2 x2 x2 Hence arctan y = − 1 − x + C. x So the general solution to x2 y 0 = 1 − x2 + y 2 − x2 y 2 is: 1 y = tan − − x + C . x Since y(1) = 0, that is, 0 = tan(−1 − 1 + C) = tan(C − 2), then C = 2 + kπ, for some integer k. LECTURE 4: SEPARABLE EQUATIONS 5 Therefore, the solution to x2 y 0 = 1 − x2 + y 2 − x2 y 2 , y(1) = 0 is: 1 y = tan − − x + 2 . x Example 6. Find the general solution to y 0 = x Let f (x) = − and g(y) = y 2 , then 3 −xy 2 . 3 1) y(x) ≡ 0 is a solution. 2) If y 6= 0, then Z − 1 dy = y2 Z x dx. 3 So x2 1 = + C. y 6 That is, y= In summary, the general solution of y 0 = x2 6 1 6 = 2 . x + 6C +C −xy 2 is 3 either y ≡ 0, or y = 6 . x2 + C Department of Mathematics, The University of British Columbia, Room 121, 1984 Mathematics Road, Vancouver, B.C. Canada V6T 1Z2 E-mail address: mingfeng@math.ubc.ca