FET 222 PART A1 FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS INTRODUCTION 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. Differential equations represent dynamic relationships, i.e. quantities that change, and are thus frequently occurring in scientific and engineering problems. FORMATION OF DIFFERENTIAL EQUATIONS Differential equations may be formed in practice from a consideration of the physical problems to which they refer. Consider an example. 1 Let T(t) be the temperature of a body and TA be the air temperature (assumed constant) . Then by Newton’s law dT k T TA dt SOLUTION OF DIFFERENTIAL EQUATIONS 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 or t Various methods are used in solving first order differential equations depending on the form of the equation. These include 1. By direct integration: dy f x dx gives y f x dx 2. By separating the variables: g y gives dy f x dx g y dy f x dx 3. Homogeneous equations: Substitute y = vx 2 gives vx dv g v dx 4. Exact equations: M x, y dx N x, y 0 solution u x, y 0 5. Linear equations: dy P xy Qx dx Gives y 1 Q.IFdx IF where IF e 6. Bernoulli's equation: Divide by y n Pdx dy P xy Qxyn dx : then put z y 1n Reduces to form 5 above. METHOD 1 DIRECT INTEGRATION If the equation can be arranged in the form, dy f x , then the equation can be solved by simple dx integration as follows dy f x dx This gives y f x dx Please see FET 222 A1 worked examples 1, 2 and 3 METHOD 2 SEPARABLE EQUATIONS If the given equation is of the form- dy f x, y the variable y on the right-hand side, prevents solving by dx direct integration. We therefore have to devise some other method of solution. 3 Let us consider equations of the form dy f xg y dx and of the form dy f x dx g y ,i.e. equations in which the right-hand side can be expressed as products or quotients of functions of x or of y. The method depends on our being able to express the given equation in the form g y dy f x dx If this can be done, the rest is then easy, for then we have dy g y dx dx f x dx . Therefore g y dy f x dx We then continue by integrating each side with respect to its variable. Please see FET 222 A1 worked examples 4, 5, 6, 7, 8, 9, 10 and 11 METHOD 3 HOMOGENEOUS EQUATIONS Consider the equation : It is an example of a homogeneous ODE. This is determined by the fact that the total degree in x and y for each of the terms involved is the same (in this case, of degree 1). The key to solving every homogeneous equation is to substitute y = vx where v is a function of x. This converts the equation into a form in which we can solve by separating the variables. 4 Please see FET 222 A1 worked examples 12, 13 and 14 METHOD 4 EXACT EQUATIONS 5 6 Please see FET 222 A1 worked examples 15, 16 and 17. METHOD 5 LINEAR EQUATIONS 7 8 The integrating factor IF is given is giving by IF e Pdx When we multiply both sides by the integrating factor IF the L.H.S. is converted into a complete differential coefficient. So : To solve a differential equation of the form dy Py Q dx where P and Q are constants or functions of x, multiply both sides by the integrating factor IF e Pdx This gives e pdx pdx pdx dy Pye Qe dx We now find that the L.H.S. is, in fact, the differential coefficient of ye pdx That is e pdx pdx dy d pdx pdx Pye ye Qe dx dx Now, of course, the rest is easy. Integrate both sides w.r.t. x: ye pdx Qe pdx C Or simply y.IF Q.IFdx C Hence y IF 1 Q.IFdx C where IF e Pdx Note that in determining Pdx ,we do not include a constant of integration. This omission is purely for 9 convenience, for a constant of integration here would in fact give a constant factor on both sides of the equation, which would subsequently cancel. This is one of the rare occasions when we do not write down the constant of integration. Please see FET 222 A1 worked examples 18, 19, 20, 21, 22, 23 and 24. METHOD 6 BENOULLI EQUATIONS 10 Please see FET 222 A1 worked examples 25, 26, 27 and 28. 11