University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Chapter One Differential Equations Definitions 1- Differential Equation (D.E.) A Differential Equation is an equation that contains one or more derivatives of a differentiable function. It is equation which contain x, y, y, y, general as, F ( x, y, y , y , , y n . It can expressed in , y n ) 0 . A differential equation is linear if it can be put in the form dny d n1 y an x n an1 x n1 dx dx a1 x dy a0 x y F ( x) dx A differential equation is a relationship between an independent variable, x, a dependent variable, y, and one or more differential coefficients of y with respect to x. e.g. dy d2y 2 x x y 2 xe x dx dx 2 x y xyy e x y 20 Differential equations represent dynamic relationships, i.e. quantities that change, and are thus frequently occurring in scientific and engineering problems. There are two types of differential equation: An equation with ordinary derivatives that is, derivatives of a function of a single variable, is called an Ordinary Differential Equation. While, an equation with partial derivatives is called a Partial Differential Equation. Page 1 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem e.g. d2y dy 5 2 4 x 3xy (ordinary ) dx dx 2 2u u u 4x ( partial ) 2 x y t 2- Order of D.E. The order of a differential equation is the order of the equation’s highest order derivative involved in the equation. dy y2 0 is anequation of the1st order dx d2y xy 2 y 2 sin x e x is anequation of the 2nd order dx d3y dy y e 4 x 0 is anequation of the 33 d order 3 dx dx y 5 y 6 y sin x is anequation of the 33 d order x 3- Degree of D.E. The degree of a differential equation is the power (exponent) of the equation’s highest order derivative. dy dy 5 y; 3 sin x 0 dx dx 3 2 d y d y dy ( 3 ) 2 ( 2 )5 ex dx dx dx First order , first deg ree, linear Third order ,sec ond deg ree, non linear Page 2 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem 4- Solution of D.E. To solve a differential equation, we have to find the function for which the equation is true. This means that we have to manipulate the equation so as to eliminate all the differential coefficients and leave a relationship between y and x (mean to find y=f(x), which satisfies the given D.E.). Solution of First Order Differential Equations There are various methods of solving first-order differential equations, which we shall study in this chapter. Second-order equations will be dealt with in a subsequent scheme. 1) Separation of Variables A first order differential equations is separable if it can be put in the form f ( x)dx g ( y )dy 0 Steps for Solving a Separable First Order D.E. Write the equation in the form f ( x)dx g ( y )dy , in which it is possible to separate the variable x from y (the right-hand side is the product of a function of x and a function of y). Integrate f with respect to x and g with respect to y to obtain an equation that relates y and x (integrating both side). f ( x)dx g ( y )dy c Page 3 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (1) x Solve dy cot( y ) dx Sol:- dy dx cot( y ) x dx x 1 tan( y ) dy dx x ln cos( y ) ln ( x) c tan( y ) dy Ex. (2) Solve dx xydy y dx ydy 2 Sol:- dx y 2 dx ydy xydy 1 y dx y xy dy 1 y dx y 1 x dy 2 2 1 y dx dy 1 x 1 y2 1 y dx dy 1 x 1 y2 1 ln 1 x ln 1 y 2 c 2 Page 4 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem H.W (1) Solve the following differential equations of 3 x 2ln x 1 dy ; dx sin y y cos y dy 2x 5 ; dx y 1 dy 1 y 2 e x dx dy 4 e x y dx x dy 6 1 x 1 y dx dy 1 y 7 ; dx 2 x dy y 2 xy 2 8 ; dx x 2 y x 2 1 ye x y dy dx ; dy y 2 1 9 ; dx x 2 dy x 2 1 10 xy ; dx y 1 2) Homogeneous Equation A first order D.E. in the form dy f x, y is homogeneous if it does not depend dx y x or . Homogeneous equation is in the form y x on x and y separately, but only the ration y y f x Page 5 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Steps for Solving a Homogeneous First Order D.E. Let u And y which is also y ux . x dy d ux dx du u x (by the Product Rule), which can be simplified to dx dx dx dx dy du ux thenbecomes y u xu . dx dx Substitute into the original equation when u du . dx du dx . x u Now use separation of variables With the variables now separated, the equation can now be solved by integrating dx du . x u with respect to x and u We can then return to x and y by substitution u y x Page 6 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (3) Find the solution of the D.E. y y y y ln x x x Sol:Let u y y y xu y xu u x y y y du ln , where u x x x dx xu u u ln u u x du u ln u dx du dx u ln u x ln ln u ln x c y ln ln ln x c x Page 7 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (4) Solve the D.E. x 2 3 y 2 dx 2 xy dy 0 Sol:- x 2 3 y 2 2 xy y 0 2 y y 1 3 2 y x x Let y u y xu u x 2 y y 1 3 2 y x x 1 3u 2 2u xu u 1 3u 2 2uxu 2u 2 du dx dx 2u du separate var iable x 1 u 2 1 u 2 2ux y x c 1 x 2 Page 8 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (5) Solve the D.E. y 2 y ln x ; and y 0 1 Sol:- dy 2 y ln x dx dy ln x dx 2 y 1 12 y dy ln x dx 2 y x ln x x c y 0 1 I C 1 0 0 c c 1 y x ln x x 1 y x ln x x 1 2 Page 9 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (6) x x y cot Solve the D.E. y dy y dx Sol:- x x y cot y dy y dx x x cot x y y Let x u y x yu dx du y u dy dy du u cot u y u dy dy du y cot u x dy tan u du y ln y Page 10 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem H.W (2) Solve the following differential equations of 1 yy 2 y x ; 2 x 2 y 2 y xy 3 1 3 2 xyy y y x ; dy x2 y 2 4 dx 2 xy dy x 3y 5 ; dx 2x dy 2 xy 3 y 2 6 2 dx x 2 xy 2 4 4 3) Linear Differential Equation A first‐order differential equation is said to be linear if it can be expressed in the form y P( x) y Q( x) where P and Q are functions of x. Now, we are going to assume that there is some magical function somewhere out there in the world, μ called an integrating factor, the integrating factor is defined by the formula e P x dx The solution is y x Q x dx Page 11 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Steps for Solving a Linear First Order D.E. Put it in standard form and identify the functions P and Q. Find an anti-derivative of P(x). Find the integrating factor e P x dx . Find y using the following equation y x Q x dx . Ex. (7) Solve the equation x dy 3 y x2 dx Sol:Step 1: Put the equation in standard form and identify the functions P and Q. To do so, we divide both sides of the equation by the coefficient of dy/dx, in this case x, obtaining dy 3 3 y x P x , Q x x dx x x Step 2: Find an anti-derivative of P(x). 3 1 P x dx dx 3 dx 3ln x x x Step 3: Find the integrating factor μ. e P x dx e 3ln x e ln x 3 e ln 1 x3 1 x3 Page 12 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Step 4: Find the solution. y x Q x dx 1 1 y x dx x3 x3 1 1 y 2 dx x3 x 1 y x 2 dx 3 x 1 1 y c 3 x x y x 2 cx 3 Ex. (8) Solve the equation xy y x 4 Sol:- 1 y y x 3 x 1 x P x dx dx ln x e P x dx eln x x x y x 4 dx 1 x y x5 c 5 Page 13 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (9) Solve the equation y y tan x sec x Sol:- P x dx tan x dx ln cos x e e lncos x elncos x cos x P x dx 1 1 1 sec x cos x sec x y sec x sec x dx sec 2 x dx y sec x tan x c Ex. (10) Solve the equation 2 x 10 y 3 dy y0 dx Sol:- dy 0 dx 3 2 x 10 y y x 0 y x 2 x 10 y 3 2 x 10 y y 3 x 2 x 10 y 2 y 2 P y dy dy 2ln y y Page 14 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem e P y dy e 2ln y eln y y 2 2 x y 2 y 2 10 y 2 dy 10 y 4 dy y5 2 x y 10 c 5 x y 2 2 y 5 c H.W (3) Solve the following differential equations of dy y ex dx 2 y e x 2 1 3 1 x dx y tan x dx 0; 4 y x x dy 5 1 x 2 dy dx 2 xydx ; 6 x 3 y x2 dx x 2 7 cosh x dy y sinh x e dx 0; 8 y 1 dx 2 xy 1 dy 1 e 2 y dx 2 xe 2 y y dy 0; 2 2 Page 15 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem 4) Bernoulli’s Equation A first‐order differential equation is said to be Bernoulli if it can be expressed in the form y P( x) y Q( x) y n where P and Q are functions of x, n is any real number but not 0 or 1. When n = 0 the equation can be solved as a First Order Linear D.E., and when n = 1 the equation can be solved using Separation of Variables D.E. For other values of n we can solve it by substituting y1n and turning it into a linear differential equation (and then solve that). Ex. (11) Solve the equation xy y xy 3 Sol:- First Stage: Converting an equation from Bernoulli to linear D.E. 1) xy y xy 3 xy 3 y y 2 x 2) Let y 2 Page 16 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem 3) x x 2 2 2 x 2 2 x Second Stage: Solve the equation by linear D.E. with 1) e 2) P x dx e 2 x dx 2 e2ln x eln x x 2 2 P x , Q x 2 x 1 x2 1 1 2 2 dx c 2 x x 1 2 c x2 x Return to its origin y 2 1 2 2 y c x2 x 1 2 c 2 2 x y x Ex. (12) Solve the equation 3 xy y x y 0 2 4 Page 17 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Sol:First Stage: Converting an equation from Bernoulli to linear D.E. 3xy y x 2 y 4 0 3xy 4 y y 3 x 2 0 Let y 3 3 y 4 y 3 x x2 0 3 y 4 y 3 1 x x Second Stage: Solve the equation by linear D.E. with 1) e 2) P x dx e 1 x dx 1 e ln x eln x x 1 1 P x , Q x x x 1 x 1 1 x dx c x x 1 xc x Return to its origin y 3 1 xc x y3 Page 18 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem H.W (4) Solve the following differential equations of 1 yy y 2 x ; 2 cos y y sin y x dy 1 y xy 2 ; dx x dy 5 2 y 3 y 4 e3 x ; dx 4 x2 y x3 3 dy y 4 cos x dx dy 6 y 2 x x x 1 y 3 dx 5) Exact Differential Equations The equation M x, y dx N x, y dy 0 is an exact differential equation if there exists a function f x, y of two variables x and y having continuous partial derivatives such that the exact differential equation definition is separated as follows ux x, y M x, y and u y x, y N x, y Therefore, the general solution of the equation is u x, y c , where “c” is an arbitrary constant. Testing for Exactness Assume the functions M x, y and N x, y having the continuous partial derivatives, and the differential equation is exact if and only if it satisfies the condition M N y x Page 19 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Consider an example, The equation derivatives x 2 y 2 dx 2 xy cos y dy 0 is exact because the partial M 2 x y2 2 y ; y y N 2 xy cos y 2 y x x are equal. The equation derivatives x 3 y dx x 2 cos y dy 0 is not exact because the partial M x 3y 3 ; y y N 2 xy cos y 2 x x x are not equal. Steps for Solving an Exact First Order D.E. Match the equation to the form M x, y dx N x, y dy 0 to identify M and N. Integrate M (of N) with respect to x (or y), writing the constant of integration as f(y) (or g(x)). Differentiate with respect to y (or x) and set the result equal to N (or M) to find f′(y) (or g′(x)). Integrate to find f (y) (or g(x)). Write the solution of the exact equation as f (x, y) = C. Page 20 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem There are Two Types of Solutions First Solution Integrate the First Part Integrate the Second Part Summation of the Two Parts Without Re petition Second Solution Integrate Dervative Compare withthe sec ond term Bring f Page 21 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (13) Solve the differential equation e y cos x y 2 x dx xe y cos x y 1 dy 0 Sol:Firs Stage: Check the equation is exact or not M y e cos x y 2 x e y sin x y 0 y y N xe y cos x y 1 e y sin x y 0 x x M y N x equation is Exact 1) ux x, y M x, y dx e y cos x y 2 x dx e y sin x y x 2 f y 2) u y x, y N x, y dy xe y cos x y 1 dy xe y sin x y y g x 3) uG . S x, y xe y sin x y x 2 y c Page 22 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Another Solution by Using the Second Method Step 1: Match the equation to the form M x, y dx N x, y dy 0 to identify M. e y cos x y 2 x Step 2: Integrate M with respect to x, writing the constant of integration as f y . 1) ux x, y M x, y dx e y cos x y 2 x dx e y sin x y x 2 f y Step 3: Differentiate with respect to y and set the result equal to N to find f y . 2) Step 4: xe y cos x y f y y u N y xe y cos x y f y xe y cos x y 1 Step 5: Integrate to find f y . f y f y dy 1 dy f y y Step 6: Write the solution of the exact equation u x, y xe y sin x y x 2 y c Page 23 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (14) Solve the differential equation y 2 1 dx 2 xy sin y dy 0 Sol:Firs Stage: Check the equation is exact or not M y 2 1 2 y y y N 2 xy sin y 2 y x x M y N x The equation is Exact 1) u x x, y M x, y dx y 2 1 dx y2 x x f y 2) u y x, y N x, y dy 2 xy sin y dy xy 2 cos y g x 3) uG . S x, y xy 2 x cos y c Page 24 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (15) Solve the differential equation x 2 y 2 dx 2 xy cos y dy 0 Sol:Step 1: Match the equation to the form M x, y dx N x, y dy 0 to identify M. M x, y x 2 y 2 Step 2: Integrate M with respect to x, writing the constant of integration as f y . x3 ux x, y M x, y dx x y dx xy 2 f y 3 2 2 Step 3: Differentiate with respect to y and set the result equal to N to find f y . x3 2 xy f y 2 xy f y y 3 2 xy f y 2 xy cos y f y cos y Step 4: Integrate to find f y . f y dy cos y dy sin y Step 5: Write the solution of the exact equation as f x, y c . x3 xy 2 sin y c 3 Page 25 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Another Solution Step 1: Match the equation to the form M x, y dx N x, y dy 0 to identify N. N x, y 2 xy cos y Step 2: Integrate N with respect to y, writing the constant of integration as g x . u y x, y N x, y dy 2 xy cos y dy xy 2 sin y g x Step 3: Differentiate with respect to x and set the result equal to M to find g x . xy 2 sin y g x y 2 g x y y2 g x x2 y 2 g x x2 Step 4: Integrate to find g x . x3 g x dx x dx 3 2 Step 5: Write the solution of the exact equation as f x, y c . x3 xy 2 sin y c 3 Page 26 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem H.W (5) Solve the following differential equations of 1 3 x 2 6 xy dx 3 x 2 2 y dy 0 2 x 2 y 2 dx 2 xy cos y dy 3 2 xy dx x 2 3 y 2 dy 4 6 x 2 y 3 dx 3 y 2 x 2 dy 6) Integration Factor Method The equation in integrating factor is a similar form to the exact equation M x, y dx N x, y dy 0 In order to use the method of exact equations, we need to assess if the solution is a linear equation that will result in a constant. To do so, we need to identify the terms of M and the terms of y and take the partial derivative of M with respect to y, and the partial derivative of N with respect to x, and then compare these results. If they are equal, it means this first-order differential equation is exact, and we can follow through with this technique to find the solution. M N y x But what if M y is not equal to N x M y Nx Page 27 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem What do we do now? Well, this is how we end up with the integrating factor technique . M x, y dx N x, y dy 0 Steps for Solving an Integrating Factor First Order D.E. Below are the steps to solve the first-order D.E. using the integrating factor. Step 1: Calculate the integrating factor . M y Nx f x dx e N M Nx g y dy 2) y e M 1) Step 2: Multiply the differential equation with integrating factor in such a way; M x, y dx N x, y dy 0 Set this new equation to be exact. Step 3: Now, solve the new equation in step 2, and overlook the old equation (original equation). M y N x The equation is Exact Page 28 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem 1) ux x, y M x, y dx 2) u y x, y N x, y dy Write the solution of the exact equation as f (x, y) = C. 3) uG . S x, y x y c Ex. (16) Solve the differential equation 3xy 2 2 y dx 2 x 2 y x dy 0 Sol:Firs Stage: Check the equation is exact or not M 3 xy 2 2 y 6 xy 2 y y N 2 x 2 y x 4 xy 1 x x M y N x The equation is not exact M y N x 6 xy 2 4 xy 1 6 xy 2 4 xy 1 2 N 2 x y x x 2 xy 1 2 xy 1 1 x 2 xy 1 x Page 29 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem e f x dx eln x x x 3xy 2 2 y dx 2 x 2 y x dy 0 x 3 xy 2 2 y dx x 2 x 2 y x dy 0 3x 2 y 2 2 xy dx 2 x 3 y x 2 dy 0 1) u x x, y M x, y dx 3x 2 y 2 2 xy dx x3 y 2 x 2 y f y 2) u y x, y N x, y dy 2 x 3 y x 2 dy x3 y 2 x 2 y g x 3) uG . S x, y x3 y 2 x 2 y c Page 30 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem Ex. (17) Solve the differential equation x 2 y 2 dx 2 xy dx Sol:- x 2 y 2 dy 2 xy dx 2 xy dx x 2 y 2 dy 0 2 xy dx x y dy 0 2 xy dx x y dy 0 2 xy dx y x dy 0 2 2 2 2 2 2 Firs Stage: Check the equation is exact or not M 2 xy 2 x y y N 2 y x 2 2 x x x M y N x The equation is not exact M y N x 2 x 2 x 2 x 2 x M 2 xy 2 xy 4x 2 2 xy y Page 31 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem e g y dy e 2 dy y 2 e 2ln y eln y y 2 1 y2 1 y2 2 xy dx y 2 x 2 dy 0 1 1 2 xy dx y 2 x 2 dy 0 2 2 y y 2x x2 y dx 1 y 2 dy 0 1) u x x, y M x, y dx 2x dx y x2 f y y x2 2) u y x, y N x, y dy 1 2 dy y x2 y g x y x2 3) uG . S x, y y c y Page 32 University of Anbar College of Engineering Department of Electrical Engineering (Stage: 2) Engineering Mathematics Dr. Zeyid Tariq Ibraheem H.W (6) Solve the following differential equations of dy dy y x; 2 y e x dx dx dy dy 3 x 2 y 10 x 2 ; 4 x y x2 dx dx dy dy 5 x 2 y x 4 sin x ; 6 x 2 y x2 dx dx dy dy 7 y cot x cos ex x ; 8 y cot x cos x dx dx dy dy 9 x 2 1 2 xy x ; 10 y tan x sec x dx dx 1 Page 33