CHAPTER 1 - FIRST ORDER DIFFERENTIAL EQUATIONS

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BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTCHAPTER 1FIRST ORDER DIFFERENTIAL EQUATIONSDifferential EquationsDIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTDifferential EquationsIIDefinition: A differential equation is an equation thatcontains a function and one or more of its derivatives. Ifthe function has only one independent variable, then it isan ordinary differential equation. Otherwise, it is apartial differential equation.The following are examples of differential equations: 2u 2u 02 x y 2(b) (x 2 y 2 )dx 2xydy 0dxd 3x(c) x 4xy 0dy 3dy 2 u 2u u2(d) h t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTDifferential EquationsIIDefinition: A differential equation is an equation thatcontains a function and one or more of its derivatives. Ifthe function has only one independent variable, then it isan ordinary differential equation. Otherwise, it is apartial differential equation.The following are examples of differential equations: 2u 2u 02 x y 2(b) (x 2 y 2 )dx 2xydy 0dxd 3x(c) x 4xy 0dy 3dy 2 u 2u u2(d) h t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTDifferential EquationsIIDefinition: A differential equation is an equation thatcontains a function and one or more of its derivatives. Ifthe function has only one independent variable, then it isan ordinary differential equation. Otherwise, it is apartial differential equation.The following are examples of differential equations: 2u 2u 02 x y 2(b) (x 2 y 2 )dx 2xydy 0dxd 3x(c) x 4xy 0dy 3dy 2 u 2u u2(d) h t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTDifferential EquationsIIDefinition: A differential equation is an equation thatcontains a function and one or more of its derivatives. Ifthe function has only one independent variable, then it isan ordinary differential equation. Otherwise, it is apartial differential equation.The following are examples of differential equations: 2u 2u 02 x y 2(b) (x 2 y 2 )dx 2xydy 0d 3xdx(c) x 4xy 0dy 3dy 2 u 2u u2(d) h t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTDifferential EquationsIIDefinition: A differential equation is an equation thatcontains a function and one or more of its derivatives. Ifthe function has only one independent variable, then it isan ordinary differential equation. Otherwise, it is apartial differential equation.The following are examples of differential equations: 2u 2u 02 x y 2(b) (x 2 y 2 )dx 2xydy 0d 3xdx(c) x 4xy 0dy 3dy 2 u 2u u2(d) h t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTDifferential EquationsIIDefinition: A differential equation is an equation thatcontains a function and one or more of its derivatives. Ifthe function has only one independent variable, then it isan ordinary differential equation. Otherwise, it is apartial differential equation.The following are examples of differential equations: 2u 2u 02 x y 2(b) (x 2 y 2 )dx 2xydy 0d 3xdx(c) x 4xy 0dy 3dy 2 u 2u u2(d) h t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTOrder and DegreeIIDefinition: The order of a differential equation is the orderof the highest ordered derivative that appears in the givenequation. The degree of a differential equation is thedegree of the highest ordered derivative treated as avariable.Examples: 2u 2u 0 is of order 2 and degree 1 x 2 y 222(b) (x y )dx 2xydy 0 is of order 1 and degree 1 3 2d xdx(c) x 4xy 0 is of order 3 and degree 2dy 3dy 2 3 u 2u u2(d) h is of order 2 and degree 3 t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTOrder and DegreeIIDefinition: The order of a differential equation is the orderof the highest ordered derivative that appears in the givenequation. The degree of a differential equation is thedegree of the highest ordered derivative treated as avariable.Examples: 2u 2u 0 is of order 2 and degree 1 x 2 y 222(b) (x y )dx 2xydy 0 is of order 1 and degree 1 3 2d xdx(c) x 4xy 0 is of order 3 and degree 2dy 3dy 2 3 u 2u u2(d) h is of order 2 and degree 3 t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTOrder and DegreeIIDefinition: The order of a differential equation is the orderof the highest ordered derivative that appears in the givenequation. The degree of a differential equation is thedegree of the highest ordered derivative treated as avariable.Examples: 2u 2u 0 is of order 2 and degree 1 x 2 y 222(b) (x y )dx 2xydy 0 is of order 1 and degree 1 3 2dxd x(c) x 4xy 0 is of order 3 and degree 2dy 3dy 2 3 u 2u u2(d) h is of order 2 and degree 3 t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTOrder and DegreeIIDefinition: The order of a differential equation is the orderof the highest ordered derivative that appears in the givenequation. The degree of a differential equation is thedegree of the highest ordered derivative treated as avariable.Examples: 2u 2u 0 is of order 2 and degree 1 x 2 y 222(b) (x y )dx 2xydy 0 is of order 1 and degree 1 3 2d xdx(c) x 4xy 0 is of order 3 and degree 2dy 3dy 2 3 u 2u u2(d) h is of order 2 and degree 3 t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTOrder and DegreeIIDefinition: The order of a differential equation is the orderof the highest ordered derivative that appears in the givenequation. The degree of a differential equation is thedegree of the highest ordered derivative treated as avariable.Examples: 2u 2u 0 is of order 2 and degree 1 x 2 y 222(b) (x y )dx 2xydy 0 is of order 1 and degree 1 3 2d xdx(c) x 4xy 0 is of order 3 and degree 2dy 3dy 2 3 u 2u u2(d) h is of order 2 and degree 3 t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTOrder and DegreeIIDefinition: The order of a differential equation is the orderof the highest ordered derivative that appears in the givenequation. The degree of a differential equation is thedegree of the highest ordered derivative treated as avariable.Examples: 2u 2u 0 is of order 2 and degree 1 x 2 y 222(b) (x y )dx 2xydy 0 is of order 1 and degree 1 3 2d xdx(c) x 4xy 0 is of order 3 and degree 2dy 3dy 2 3 u 2u u2(d) h is of order 2 and degree 3 t x 2 y 2(a)DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of a Differential EquationIIDefinition: A solution of a differential equation is afunction defined explicitly or implicitly by an equation thatsatisfies the given equation. The general solutionrepresents all the possible solutions of the given equation,while a particular solution is any one of the possiblesolutions of a given differential equation.Examples:(a)(b)(c)(d)(e)DIFEQUAdy y , y Cex where C is an arbitrary constantdxdy 3ex , y 3ex C where C is an arbitrary constantdxy (3) 3y 0 2y 0, y e 2x (x 1)dy , (x 1)2 (y 3)2 c 2 , where c is andxy 3arbitrary constant.d 2y k 2 y 0, y sin kt, where k is a constantdt 2DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of a Differential EquationIIDefinition: A solution of a differential equation is afunction defined explicitly or implicitly by an equation thatsatisfies the given equation. The general solutionrepresents all the possible solutions of the given equation,while a particular solution is any one of the possiblesolutions of a given differential equation.Examples:(a)(b)(c)(d)(e)DIFEQUAdy y , y Cex where C is an arbitrary constantdxdy 3ex , y 3ex C where C is an arbitrary constantdxy (3) 3y 0 2y 0, y e 2x (x 1)dy , (x 1)2 (y 3)2 c 2 , where c is andxy 3arbitrary constant.d 2y k 2 y 0, y sin kt, where k is a constantdt 2DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of a Differential EquationIIDefinition: A solution of a differential equation is afunction defined explicitly or implicitly by an equation thatsatisfies the given equation. The general solutionrepresents all the possible solutions of the given equation,while a particular solution is any one of the possiblesolutions of a given differential equation.Examples:(a)(b)(c)(d)(e)DIFEQUAdy y , y Cex where C is an arbitrary constantdxdy 3ex , y 3ex C where C is an arbitrary constantdxy (3) 3y 0 2y 0, y e 2x (x 1)dy , (x 1)2 (y 3)2 c 2 , where c is andxy 3arbitrary constant.d 2y k 2 y 0, y sin kt, where k is a constantdt 2DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of a Differential EquationIIDefinition: A solution of a differential equation is afunction defined explicitly or implicitly by an equation thatsatisfies the given equation. The general solutionrepresents all the possible solutions of the given equation,while a particular solution is any one of the possiblesolutions of a given differential equation.Examples:(a)(b)(c)(d)(e)DIFEQUAdy y , y Cex where C is an arbitrary constantdxdy 3ex , y 3ex C where C is an arbitrary constantdxy (3) 3y 0 2y 0, y e 2xdy (x 1) , (x 1)2 (y 3)2 c 2 , where c is andxy 3arbitrary constant.d 2y k 2 y 0, y sin kt, where k is a constantdt 2DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of a Differential EquationIIDefinition: A solution of a differential equation is afunction defined explicitly or implicitly by an equation thatsatisfies the given equation. The general solutionrepresents all the possible solutions of the given equation,while a particular solution is any one of the possiblesolutions of a given differential equation.Examples:(a)(b)(c)(d)(e)DIFEQUAdy y , y Cex where C is an arbitrary constantdxdy 3ex , y 3ex C where C is an arbitrary constantdxy (3) 3y 0 2y 0, y e 2xdy (x 1) , (x 1)2 (y 3)2 c 2 , where c is andxy 3arbitrary constant.d 2y k 2 y 0, y sin kt, where k is a constantdt 2DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of a Differential EquationIIDefinition: A solution of a differential equation is afunction defined explicitly or implicitly by an equation thatsatisfies the given equation. The general solutionrepresents all the possible solutions of the given equation,while a particular solution is any one of the possiblesolutions of a given differential equation.Examples:(a)(b)(c)(d)(e)DIFEQUAdy y , y Cex where C is an arbitrary constantdxdy 3ex , y 3ex C where C is an arbitrary constantdxy (3) 3y 0 2y 0, y e 2xdy (x 1) , (x 1)2 (y 3)2 c 2 , where c is andxy 3arbitrary constant.d 2y k 2 y 0, y sin kt, where k is a constantdt 2DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExistence and Uniqueness TheoremIIThe existence of a particular solution satisfying initialconditions of the form y (x0 ) y0 is guaranteed by thefollowing theorem:Existence and Uniqueness Theorem: Consider a first orderequation of the formdy f (x, y )dxand let T be the rectangular region described byT { (x, y ) R2 x x0 a, y y0 b, a, b are positive constaIf f and fy are continuous in T , then there exists a positivenumber h and a function y y (x) such that(a) y y (x) is a solution of the given equation satisfyingy (x0 ) y0 ; and(b) y y (x) is unique on the interval x x0 h.DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExistence and Uniqueness TheoremIIThe existence of a particular solution satisfying initialconditions of the form y (x0 ) y0 is guaranteed by thefollowing theorem:Existence and Uniqueness Theorem: Consider a first orderequation of the formdy f (x, y )dxand let T be the rectangular region described byT { (x, y ) R2 x x0 a, y y0 b, a, b are positive constaIf f and fy are continuous in T , then there exists a positivenumber h and a function y y (x) such that(a) y y (x) is a solution of the given equation satisfyingy (x0 ) y0 ; and(b) y y (x) is unique on the interval x x0 h.DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExercises(1) Verify that the given function is a solution of the givendifferential equation.(a) y (3) 3y 0 2y 0, y e 2xd 2y k 2 y 0, y sin kt, where k is a constant(b)dt 2(2) Use antiderivatives to obtain a general or a particularsolution to each of the following equations:dy x 3 2xdxdy(b) 4 cos 2xdx(a)DIFEQUAdy 3ex , y 6 x 0dxdy(d) 4y , y 3 whendxx 0(c)DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSeparable Differential EquationIA first order ordinary differential equation can generally beexpressed in the formMdx Ndy 0Iwhere M and N may be functions of two variables x and y .For this reason, we call this the general form of afirst-order ordinary differential equation.If the differential equation can be manipulated algebraicallyto transform it into an equivalent formA(x)dx B(y )dy 0where A(x) is a function of x alone and B(y ) is a functionof y alone, then we say that the variables x and y areseparable.DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSeparable Differential EquationIA first order ordinary differential equation can generally beexpressed in the formMdx Ndy 0Iwhere M and N may be functions of two variables x and y .For this reason, we call this the general form of afirst-order ordinary differential equation.If the differential equation can be manipulated algebraicallyto transform it into an equivalent formA(x)dx B(y )dy 0where A(x) is a function of x alone and B(y ) is a functionof y alone, then we say that the variables x and y areseparable.DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExamplesDIFEQUAIShow that the variables in the differential equation(1 x)y 0 y 2 are separable.IFind the general solution of the equation xyy 0 1 y 2 , ify 3 when x 2.IFind the particular solution of the equation y 0 2xysatisfying y (0) 1.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExamplesDIFEQUAIShow that the variables in the differential equation(1 x)y 0 y 2 are separable.IFind the general solution of the equation xyy 0 1 y 2 , ify 3 when x 2.IFind the particular solution of the equation y 0 2xysatisfying y (0) 1.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExamplesDIFEQUAIShow that the variables in the differential equation(1 x)y 0 y 2 are separable.IFind the general solution of the equation xyy 0 1 y 2 , ify 3 when x 2.IFind the particular solution of the equation y 0 2xysatisfying y (0) 1.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTExercises(1) y 0 y sec x(2) sin x sin y dx cos x cos y dy 0(3) y ln x ln y dx dy 0(4) (xy x) dx (x 2 y 2 x 2 y 2 1) dy(5) dx t(1 t 2 ) sec2 x dt(6) (e2x 4)y 0 y(7) x 2 dx y (x 1) dy 0(8) 2xyy 0 1 y 2 , y 3 when x 2(9) 2y dx 3x dy , y 1 when x 2(10) y 0 x exp(y x 2 ), y 0 when x 0DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTHomogeneous FunctionsIDefinition: Let λ be a parameter. A function f (x, y ) is saidto be homogeneous of degree k , where k is a real number,if f satisfies the conditionf (λx, λy ) λk f (x, y )IDIFEQUAExample: Show that the function f (x, y ) 4x 2 3xy y 2is homogeneous and determine the degree ofhomogeneity.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTHomogeneous FunctionsIDefinition: Let λ be a parameter. A function f (x, y ) is saidto be homogeneous of degree k , where k is a real number,if f satisfies the conditionf (λx, λy ) λk f (x, y )IDIFEQUAExample: Show that the function f (x, y ) 4x 2 3xy y 2is homogeneous and determine the degree ofhomogeneity.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTTwo TheoremsIIDIFEQUATheorem: If M(x, y ) and N(x, y ) are both homogeneousfunctions of the same degree, then the functionM(x, y )is homogeneous of degree zero.g(x, y ) N(x, y )Theorem: If f (x, y ) is homogeneous of degree zero, then fis a function of y /x (or x/y ) alone.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTTwo TheoremsIIDIFEQUATheorem: If M(x, y ) and N(x, y ) are both homogeneousfunctions of the same degree, then the functionM(x, y )is homogeneous of degree zero.g(x, y ) N(x, y )Theorem: If f (x, y ) is homogeneous of degree zero, then fis a function of y /x (or x/y ) alone.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTEquation With Homogeneous CoefficientsDIFEQUAIDefinition: A first order differential equation of the formM dx N dy 0 is said to have homogeneous coefficientsif M and N are homogeneous functions of the samedegree.IExample: Show that the equation3(3x 2 y 2 ) dx 2xy dy 0 has homogeneouscoefficients.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTEquation With Homogeneous CoefficientsDIFEQUAIDefinition: A first order differential equation of the formM dx N dy 0 is said to have homogeneous coefficientsif M and N are homogeneous functions of the samedegree.IExample: Show that the equation3(3x 2 y 2 ) dx 2xy dy 0 has homogeneouscoefficients.DLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of an Equation With HomogeneousCoefficientsGiven: Mdx Ndy 0(a) Transform the equation into the equivalent formg(y /x) dydx 0, where g M/N.(b) Let y vx and use this to convert the second equation intothe form x dv (v g(v )) dx 0 where the variables areseparable.(c) Solve using the method of separation of variables.(d) Use v y /x to obtain a solution in terms of x and y .(e) Remark: You may also use the substitutionx vy , dx v dy y dv .DIFEQUADLSU-Manila

BASIC CONCEPTS SEPARATION OF VARIABLES EQUATIONS WITH HOMOGENEOUS COEFFICIENTS EXACT DIFFERENTSolution of an Equation With HomogeneousCoefficientsGiven: Mdx Ndy 0(a) Transform the equation into the equivalent formg(y /x) dydx 0, where g M/N.(b) Let y vx and use this to convert the second equation intothe form x dv (v g(v )) dx 0 where the variables areseparable.(c) Solve using the method of separation of variables.(d)

I Definition:A differential equation is an equation that contains a function and one or more of its derivatives. If the function has only one independent variable, then it is an ordinary differential equation. Otherwise, it is a partial differential equation. I The following are examples of differential equations: (a) @2u @x2 @2u @y2 0 (b .

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