TYPES OF SOLUTION TO A D.E.
Note:
● Particular solution: the solution 1. The term initial condition is used
to a DE is said to be particular if when the independent variable is
it does not contain any arbitrary the time and the condition given are
constants. at zero-time, t=0
● General solution: the solution is 2. The term boundary is used if the
said to be general if it contains independent variable is anyone of
at least one arbitrary constant. the spatial coordinates x,y, or z and
the conditions given are for known
Initial Value Problem (IVP) values of anyone of these
● sets the initial condition of the coordinates.
problem, usually at zero value of
the independent variable. THE ARBITRARY CONSTANT
● It is used to obtain the value of ● The graph of a solution of a
the arbitrary constant. differential equation is a
● Initial value problem comes solution curve.
from problems of motion where ● The order of a differential
the independent variable is t equation to be solved equates to
(time). the number of arbitrary
● The initial conditions in these constants added to the solution.
problems are the position and ● More generally, a curve C is said
velocity of an object at the initial to be an integral curve of a
(starting) time of an experiment. differential equation if every
function y = y(x), whose graph is
DETERMINATION OF THE a segment of C, is a solution of
PARTICULAR SOLUTION the differential equation.
● An nth-order differential equation ● Thus, any solution curve of a
has n arbitrary constants in its differential equation is an
complete solution. integral curve, but an integral
● To determine these constants, curve need not be a solution
you need n given initial or curve.
boundary conditions. ● The value of the arbitrary
● By substituting these conditions constant(s) can only be
into the general solution, you determined with the help of the
can solve for the constants. IVP given with the differential
● Once the constants are known, equation.
you can get the corresponding ● The arbitrary constant varies
particular solution. according to the directional field
of the problem.
● In application, an arbitrary
constant results from the
magnitude (dependent) of the
function observed at any given
time (independent).
EXAMPLE:
y = x3 + 2x2 + ax + b
Boundary conditions: y=5 when
x=1, y=3 when x=0
Determine the particular solution.
Find the general solution of the
following differential equation:
f ' (x) = 4x3 , f (1) = -2
GENERAL TO PARTICULAR SOLUTIONS
EXAMPLE:
𝑦𝑑𝑦 𝑑𝑥
1+ 𝑦²
= 𝑥
, 𝑤ℎ𝑒𝑛 𝑦 (2) = 3
ELIMINATION OF ARBITRARY CONSTANTS
● It is a way to generate a differential equation from an equation that shows
a relation of variables and coefficients.
● The number of derivatives in the resulting differential equation must be
equal to the number of distinct arbitrary constants to be eliminated.
EXAMPLE: cy2=x2 + y
FAMILIES OF CURVES
● Represented by an equation involving a parameter and one or both
coordinates of a point in a plane.
● One curve corresponds to each value of the parameter.
● Obtained by eliminating arbitrary constants (but leaving the
parameters) through differentiation of the equation of relation.
EXAMPLE: Parabolas with vertex and focus on the x-axis.
EXISTENCE AND UNIQUENESS THEOREMS FOR FIRST ORDER ODE
THEOREM 1 (EXISTENCE) THEOREM 2 (UNIQUENESS)
Suppose that F(x,y) is a continuous Suppose that both F(x,y) and
∂𝑦
(x,
∂𝑥
function defined in some region
y) are continuous functions defined
R= {(xy): x0 − δ <x <x0 + δ, y0 - ϵ <y
on a region R as in Theorem 1.
<y0 + ϵ }
Then there exists a number δ2
containing the point (x0,y0). Then
(possibly smaller than δ1 so that the
there exists a number δ1 (possibly
solution y = f(x) to F, whose
smaller than δ) so that a solution
existence was guaranteed by
y= f(x) to F is defined for x0- δ1 <x
Theorem 1, is the unique solution
<x0+δ1 to F for x0 − δ2 <x < x0 + δ2
DIRECTIONAL FIELDS
If f is defined on a set R, we can construct a direction field for
y'= f(x,y) in R by drawing a short line segment through each point (x.y) in R
with slope f(x,y).
Of course, as a practical matter, we can't actually draw line segments through
every point in R; rather, we must select a finite set of points in R. For example,
suppose f is defined on the closed rectangular region R: {a≤x≤b,c≤y≤ d}
For first order equations y'=f(xу):
Interpret y' as the slope of the tangent to the solution y(x) at point (x,y) in the
y-x plane.
● If y' = 0, the tangent line is horizontal;
● If y' > 0, the tangent line goes up;
● If y'< 0, the tangent line goes down;
● The value of |y'| determines the steepness.
Note the solutions that are sketched in red.
If y(0) = 3, then y(t) = 3. As t→∞, we have y→3.
EXAMPLES
SUMMARY ● General and particular solution
● Classification of differential of a differential equation: the
equations: ordinary vs. partial. initial value problem.
● Order and type of a differential ● Elimination of arbitrary constants
equation. leading to generation of families
● Linear vs. nonlinear differential of curves.
equations.
ORDINARY DIFFERENTIAL EQUATIONS OF THE FIRST ORDER
General Form of Ordinary Differential Equations of the First Order
VARIABLE SEPARBLE HOMOGENEOUS EQUATIONS
EQUATIONS Given,
Given, M (x,y) dx + N (x,y) dy = 0
M (x,y) dx + N (x,y) dy = 0 If each term of the equations has a
If this equation can be simplified total degree of n (sum of exponents
and expressed as of all the variables in a term), then
A(x) dx + B(y) dy = 0 the equations is a homogeneous
Then it is a variable-separable eqn. differential equation of degree n.
EX: x cos2ydx + tan ydy = 0 To solve a homogeneous equation,
one may choose to substitute
x=vy dx=vdy + ydv
Or y=vx dy = vdx + xdv
An advantage may be gained if M
has fewer terms than N and x = vy
is chosen. Same goes for N has
fewer terms and . The resulting
equation becomes a
variable-separable equation. y = vx
Theorem 1. If M(x, y) and N(x, y)
are both homogeneous and of the
same degree, the function M(x, y) /
N (x, y) is homogeneous of degree
zero.
Theorem 2. If f(x,y) is
homogeneous of degree zero in x
and y, f(x,y) is a function of y/x
alone. f(x, y) = f(x, vx) = x0 * f(1, v) EXACT EQUATIONS
= f(1, v) Given,
M (x,y) dx + N (x,y) dy = 0
EX: 2xydx + (x2 + y2) dy = 0 If the following partial differential
(wrt to the differentiated variable)
are equal,
To solve an exact d.e., set
Then solve for F by integrating one
of the functions with respect to its
partial differential independent
variable (with the other variable
treated as constant.)
If M was initially chosen, set T’(y)
with function terms of N with y
variables only. If N was initially
chosen, set T'(x) with function
terms of M with x variables only.
Solve T by integrating the function
obtained.
The solution is then
F(x,y)+T(x) = C
or
F(x,y)+T(y)=C
EX: [2x + y * cos(xy)] dx + x cos(xy) dy = 0
LINEAR D.E. OF THE 1ST ORDER Then solve the equation
Given,
M (x,y) dx + N (x,y) dy = 0
If this eqn can be expressed as
dy+yP(x)dx = Q(x)dx Or
dx+xP(y)dy=Q(y)dy.
Then its a linear [Link] the 1st order
To solve the linear differential
equation of the first order, det. the
integrating factor by
EX: y' = csc(x) - y * cot x
SUMMARY
- First order ordinary 3. exact differential equation.
differential equations can be 4. linear differential equation by use
recognized and solved as: of an integrating factor.
1. variable separable differential - A given differential equation
equation. may not be limited to a
2. homogeneous differential single type only.
equation.