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Solving First-Order Differential Equations

This document provides an overview of first-order, second-degree ordinary differential equations (ODEs), outlining learning objectives, mathematical formulations, and strategies for solving these equations. It discusses various methods for solving ODEs, including cases solvable for dy/dx, y, and x, along with examples and exercises for practice. The document aims to equip students with the skills to identify and solve ODEs and model physical systems using these equations.

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0% found this document useful (0 votes)
6 views80 pages

Solving First-Order Differential Equations

This document provides an overview of first-order, second-degree ordinary differential equations (ODEs), outlining learning objectives, mathematical formulations, and strategies for solving these equations. It discusses various methods for solving ODEs, including cases solvable for dy/dx, y, and x, along with examples and exercises for practice. The document aims to equip students with the skills to identify and solve ODEs and model physical systems using these equations.

Uploaded by

rlapina
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

First-Order, Second-Degree Differential Equations

Version 3.1

Jonathan Winston L. Salvacion

August 24, 2024


Outline

Learning Objectives

Mathematical Formulation

Strategies for Solving 1O2D ODE’s


Solvable for dy /dx
Solvable for y
Solvable for x
Clairaut’s Equation

Closure
Learning Objectives
After this lecture, the student should be able to
1. Identify first-order, higher-degree ordinary differential
equations
2. Solve first-order, higher-degree ordinary differential equations
using one of four strategies discussed in this lecture
3. Model physical systems using first-order, second-degree
ordinary differential equations
Mathematical Formulation
Mathematical Formulation

 
dy
F x, y , =0
dx
Mathematical Formulation

 
dy
F x, y , =0
dx
In this lecture, we will focus on cases where the derivative is raised
to a power, and, in particular, the second power.
Mathematical Formulation

 
dy
F x, y , =0
dx
Examples (second-degree):
 2
dy dy
+2 +1 = 0
dx dx
 2
dy dy
x + (3x 2 − 1) +1 = 0
dx dx
dy √
= sin x
dx
Strategies for Solving 1O2D
ODE’s
dy
Equations solvable for dx

The equation is of the form


 2
dy dy
a +b +c =0
dx dx

where a, b, c are integers.


dy
Equations solvable for dx

The equation is of the form


 2
dy dy
a +b +c =0
dx dx

where a, b, c are integers.

The basic strategy is to find the roots of the equation

a(y ′ )2 + by ′′ + c = 0
dy
where y ′ = dx .
dy
Equations solvable for dx

The equation is of the form


 2
dy dy
a +b +c =0
dx dx

where a, b, c are integers.

The solutions come from

y1′ = C1
y2′ = C2

or the combination
y1 y2 = C
dy
Equations solvable for dx : Example 1

Solve the differential equation


 2
dy dy
+ −6=0
dx dx
dy
Equations solvable for dx : Example 1

Solve the differential equation


 2
dy dy
+ −6=0
dx dx

This is equivalent to
  
dy dy
+3 −2 =0
dx dx
dy
Equations solvable for dx : Example 1

  
dy dy
+3 −2 =0
dx dx
The solutions are, therefore, obtained from
dy
= −3
dx
dy
= 2
dx
dy
Equations solvable for dx : Example 1

The solutions are, therefore, obtained from


dy
= −3
dx
dy
= 2
dx
These solutions are:

y = −3x + C1
y = 2x + C2
dy
Equations solvable for dx : Example 1

The solutions are, therefore, obtained from


dy
= −3
dx
dy
= 2
dx
These solutions are:

y = −3x + C1
y = 2x + C2

These solutions may be combined:

(−3x + C1 )(2x + C2 ) = 0
dy
Equations solvable for dx : Example 2

Solve the differential equation


 2
dy dy
+5 +3=0
dx dx
dy
Equations solvable for dx : Example 2

Solve the differential equation


 2
dy dy
+5 +3=0
dx dx

The roots are found using the quadratic formula:


p √
dy −5 ± 52 − 4(1)(3) −5 ± 13
= =
dx 2(1) 2
dy
Equations solvable for dx : Example 2

p √
dy −5 ± 52 − 4(1)(3) −5 ± 13
= =
dx 2(1) 2
The solutions are, therefore, obtained from

dy −5 + 13
=
dx 2√
dy −5 − 13
=
dx 2
dy
Equations solvable for dx : Example 2

The solutions are, therefore, obtained from



dy −5 + 13
=
dx 2√
dy −5 − 13
=
dx 2
These solutions are:
√ !
−5 + 13
y = x + C1
2
√ !
5 + 13
y = − x + C2
2
dy
Equations solvable for dx : Example 2

These solutions are:


√ !
−5 + 13
y = x + C1
2
√ !
5 + 13
y = − x + C2
2

These solutions may be combined:


" √ ! #" √ ! #
−5 + 13 5+ 13
x + C1 − x + C2 = 0
2 2
dy
Equations solvable for dx : Example 3

Solve the differential equation


 2
dy dy
+ (2x 2 + 3x) + 6x 3 = 0
dx dx
dy
Equations solvable for dx : Example 3

Solve the differential equation


 2
dy dy
+ (2x 2 + 3x) + 6x 3 = 0
dx dx

We may factor this equation as follow:


  
dy 2 dy
+ 2x + 3x = 0
dx dx
dy
Equations solvable for dx : Example 3

  
dy dy
+ 2x 2 + 3x =0
dx dx
The solutions are, therefore, obtained from
dy
= −2x 2
dx
dy
= −3x
dx
dy
Equations solvable for dx : Example 3

The solutions are, therefore, obtained from


dy
= −2x 2
dx
dy
= −3x
dx
These solutions are:
2
y = − x 3 + C1
3
3
y = − x 2 + C2
2
dy
Equations solvable for dx : Example 3

These solutions are:


2
y = − x 3 + C1
3
3
y = − x 2 + C2
2
These solutions may be combined:
  
2 3
− x 3 + C1 − x 2 + C2 = 0
3 2
or
dy
Equations solvable for dx : Exercises

Solve the following and submit at the end of the exercise through
Blackboard:
1.  2
dy dy
−7 + 12 = 0
dx dx
2.  2
dy dy
x − (3x 2 − 1) − 3x = 0
dx dx
Equations solvable for y

In this case, the general equation


 
dy
f x, y , =0
dx

can be solved for y to give:


 
dy
y = g x, (1)
dx
Equations solvable for y

 
dy
y = g x, (1)
dx
Differentiating with respect to x,

dy d 2 y
 
dy
= h x, , 2
dx dx dx
Equations solvable for y

 
dy
y = g x, (1)
dx
Differentiating with respect to x,

dy d 2 y
 
dy
= h x, , 2
dx dx dx

and setting dy /dx = p,


 
dp
p = f2 x, p, (2)
dx
Equations solvable for y

 
dy
y = g x, (1)
dx
 
dp
p = f2 x, p, (2)
dx
Integrating this equation,

F (x, p, c) = 0 (3)
Equations solvable for y

 
dy
y = g x, (1)
dx
 
dp
p = f2 x, p, (2)
dx
Integrating this equation,

F (x, p, c) = 0 (3)

Elimination of p between Eqn. 1 and this equation gives a relation


between x, y , c which is the required general solution
Equations solvable for y : Example 1

Solve the differential equation


 2
dy
x +y =0
dx
Equations solvable for y : Example 1

Solve the differential equation


 2
dy
x +y =0
dx

Solving for y and differentiating with respect to x,


2
d 2y
  
dy dy dy
= −2x −
dx dx dx 2 dx
Equations solvable for y : Example 1

Solving for y and differentiating with respect to x,


2
d 2y
  
dy dy dy
= −2x −
dx dx dx 2 dx

Setting p = dy /dx,
dp
p = −2xp − p2
dx
Equations solvable for y : Example 1

Setting p = dy /dx,
dp
p = −2xp − p2
dx
or
dp dx
=−
p+1 2x
Equations solvable for y : Example 1

dp dx
=−
p+1 2x
This is integrated to give

(2x)(p + 1) = C ′

or
C
p= −1
x
Equations solvable for y : Example 1

This is integrated to give

(2x)(p + 1) = C ′

or
C
p= −1
x
Eliminating p between this equation and the differential equation
 2
dy
x +y =0
dx

gives  
1
y =C 2− −x
x
Equations solvable for y : Exercises

Solve the following and submit at the end of the exercise through
Blackboard:
1.  2
dy dy
x + x = 2y
dx dx
2.  2
dy dy
y = 2x +x
dx dx
Equations solvable for x

In this case, the general equation


 
dy
f x, y , =0
dx

can be solved for y to give:


 
dy
x = g y,
dx
Equations solvable for x

Differentiate the resulting equation


 
dy
x = g y,
dx

with respect to y .
Equations solvable for x

Differentiate the resulting equation


 
dy
x = g y,
dx

with respect to y .

Then substitute dx/dy = 1/p to give:


 
1 dp
= h y , p,
p dy
Equations solvable for x

If the integral relation between p and y can be obtained, the


elimination of p between the integral and the equation
 
dy
x = g y,
dx

will give a solution in x and y .


Equations solvable for x: Example 1

Solve the differential equation


 3
dy dy
y = 2x + y2
dx dx
Equations solvable for x: Example 1

Solve the differential equation


 3
dy dy
y = 2x + y2
dx dx

Solving for x
y − y 2 (y ′ )3
x=
2y ′
where y ′ = dy /dx. Differentiating with respect to y ,
h i
2y ′ 1 − 2y (y ′ )3 − 3y 2 (y ′ )2 dy ′ − 2[y − y 2 (y ′ )3 ] dy ′
dx dy dy
= ′ 2
dy 4(y )
Equations solvable for x: Example 1

Solving for x
y − y 2 (y ′ )3
x=
2y ′
where y ′ = dy /dx. Differentiating with respect to y ,
h i
2y ′ 1 − 2y (y ′ )3 − 3y 2 (y ′ )2 dy ′ − 2[y − y 2 (y ′ )3 ] dy ′
dx dy dy
= ′ 2
dy 4(y )

 
Substituting 1/p = dx/dy and noting that dy dy = d dy
dy dx = dy
dp

h i
dp dp
1 p 1 − 2yp 3 − 3y 2 p 2 dy − [y − y 2 p 3 ] dy
=
p 2p 2
Equations solvable for x: Example 1
 
dy ′ d dy dp
Substituting 1/p = dx/dy and noting that dy = dy dx = dy
h i
dp dp
1 p 1 − 2yp 3 − 3y 2 p 2 dy − [y − y 2 p 3 ] dy
=
p 2p 2
or
dp dp
2p = p − 2yp 4 − 3y 2 p 3 − [y − y 2 p 3 ]
dy dy
Simplifying,
dp
p(1 + 2yp 3 ) = −[2yp 3 + 1]y
dy
and
dp
p = −y
dy
Equations solvable for x: Example 1

dp dp
2p = p − 2yp 4 − 3y 2 p 3 − [y − y 2 p 3 ]
dy dy
Simplifying,
dp
p(1 + 2yp 3 ) = −[2yp 3 + 1]y
dy
and
dp
p = −y
dy
This is integrated to give

ln p + ln y = C ′

or
py = C
Equations solvable for x: Example 1
This is integrated to give

ln p + ln y = C ′

or
py = C
Eliminating p between this equation and the original differential
equation
 3
dy 2 dy
y = 2x +y
dx dx
gives
 3
C C
y = 2x + y 2
y y
or
y 2 = 2Cx + C 3
Equations solvable for x: Exercises

Solve the following and submit at the end of the exercise through
Blackboard:
1.  2
dy dy
+ xy 2 + y3 = 0
dx dx
2.  2
dy dy
x +y = 3y 4
dx dx
Clairaut’s Equation

Consider Clairaut’s equation:


 
dy dy
y =x +f
dx dx
Clairaut’s Equation

Consider Clairaut’s equation:


 
dy dy
y =x +f
dx dx

To solve, differentiate both sides with respect to x:

d 2y
  2
dy dy ′ dy d y
= +x 2 +f
dx dx dx dx dx 2
Clairaut’s Equation

Consider Clairaut’s equation:


 
dy dy
y =x +f
dx dx

To solve, differentiate both sides with respect to x:

d 2y
  2
dy dy dy d y
= +x 2 +f′
dx dx dx dx dx 2

Simplify to get:
d 2y
  
′ dy
0= x +f
dx 2 dx
Clairaut’s Equation
Consider Clairaut’s equation:
 
dy dy
y =x +f
dx dx

After simplification

d 2y
  
′ dy
0= x +f
dx 2 dx

Two cases arise:


1. General solution
d 2y
 
d dy
2
= =0
dx dx dx

2. Singular solution  
′ dy
x +f =0
dx
Clairaut’s Equation: General Solution

d 2y
For the general solution, dx 2
= 0, so:

dy
=c (constant)
dx
Clairaut’s Equation: General Solution

d 2y
For the general solution, dx 2
= 0, so:

dy
=c (constant)
dx
Substituting back into the original equation:

y = cx + f (c)
Clairaut’s Equation: General Solution

d 2y
For the general solution, dx 2
= 0, so:

dy
=c (constant)
dx
Substituting back into the original equation:

y = cx + f (c)

The general solution is:

y = cx + f (c)
Clairaut’s Equation: Singular Solution

For the singular solution, dy /dx is eliminated from the equations:


 
′ dy
x +f =0
dx

and the Clairaut equation


 
dy dy
y =x +f
dx dx
Clairaut’s Equation: Singular Solution

For the singular solution, dy /dx is eliminated from the equations:


 
′ dy
x +f =0
dx

and the Clairaut equation


 
dy dy
y =x +f
dx dx

This gives a solution which does not contain arbitrary constants.


Clairaut’s Equation: Singular Solution

For the singular solution, dy /dx is eliminated from the equations:


 
′ dy
x +f =0
dx

and the Clairaut equation


 
dy dy
y =x +f
dx dx

This gives a solution which does not contain arbitrary constants.

This solution cannot be obtained from the general solution.


Clairaut’s Equation: Singular Solution

For the singular solution, dy /dx is eliminated from the equations:


 
′ dy
x +f =0
dx

and the Clairaut equation


 
dy dy
y =x +f
dx dx

This gives a solution which does not contain arbitrary constants.

This solution cannot be obtained from the general solution.

The solutiion is said to be “singular”.


Clairaut Equation: Example 1

Solve the equation


y = px + 2p
where
dy
p=
dx
Clairaut Equation: Example 1

Solve the equation


y = px + 2p
where
dy
p=
dx
Differentiating with respect to x,
dy dp dp
=p+x +2
dx dx dx
Clairaut Equation: Example 1

Solve the equation


y = px + 2p
where
dy
p=
dx
Differentiating with respect to x,
dy dp dp
=p+x +2
dx dx dx
which simplifies to
dp
(x + 2) =0
dx
Clairaut Equation: Example 1
Solve the equation
y = px + 2p
where
dy
p=
dx
dp
(x + 2) =0
dx
The general solution is obtained from
dp
=0
dx
which yields p = c and the original equation becomes

y = cx + 2c
Clairaut Equation: Example 1

Solve the equation


y = px + 2p
where
dy
p=
dx
General solution:
y = cx + 2c
This is a family of straight lines whose y -intercept is twice the
slope.
Clairaut Equation: Example 1

Solve the equation


y = px + 2p
where
dy
p=
dx
dp
(x + 2) =0
dx
The singular solution is obtained from

x +2=0

which is
x = −2
Clairaut Equation: Example 1
Solve the equation
y = px + 2p
where
dy
p=
dx
The singular solution is obtained from

x +2=0

which is
x = −2
If this is substituted into the original equation

y = p(−2) + 2p = 0
Clairaut Equation: Example 1
The singular solution is the point (−2, 0). This point is the
intersection of all the lines y = cx + 2c).

y = 2x + 4

x
(-2, 0)

y = −x − 2
Clairaut Equation: Example 2

Solve the equation


y = px + p 2
where
dy
p=
dx
Clairaut Equation: Example 2

Solve the equation


y = px + p 2
where
dy
p=
dx
Differentiating with respect to x,
dy dp dp
=p+x + 2p
dx dx dx
Clairaut Equation: Example 2

Solve the equation


y = px + p 2
where
dy
p=
dx
Differentiating with respect to x,
dy dp dp
=p+x + 2p
dx dx dx
which simplifies to
dp
(x + 2p) =0
dx
Clairaut Equation: Example 2
Solve the equation
y = px + p 2
where
dy
p=
dx
dp
(x + 2p) =0
dx
The general solution is obtained from
dp
=0
dx
which yields p = c and the original equation becomes

y = cx + 2c 2
Clairaut Equation: Example 2

Solve the equation


y = px + p 2
where
dy
p=
dx
General solution:
y = cx + 2c 2
This is a family of straight lines whose y -intercept is square of the
slope.
Clairaut Equation: Example 2

Solve the equation


y = px + p 2
where
dy
p=
dx
dp
(x + 2p) =0
dx
The singular solution is obtained from

x + 2p = 0

which is
x = −2p
Clairaut Equation: Example 2
Solve the equation
y = px + p 2
where
dy
p=
dx
The singular solution is obtained from

x + 2p = 0

which is
x = −2p
If this is substituted into the original equation

x2
y = p(−2p) + p 2 = −p 2 = −
4
Clairaut Equation: Example 2

y =x+1

y = −2x + 4 −x2
y= 4
Clairaut Equation: Exercises
Find the general solutions of the following and submit at the end
of the exercise through Blackboard:
1.
y = xp + p 3
2.
y = xp + e p
3.
yp 2 + x 3 p = x y
(Hint: Substitute x 2 = u and y 2 = v .)
4.
p = sin(y − xp)
where
dy
p=
dx
Thank you!

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