1

Engineering Mathematics

Oct. 13, 2004
2
1.5 Integrating Factors
The equation
is not exact on any rectangle.
Because and

and

=The equation is not exact
on any rectangle.
0 ) 6 3 ( 6
' 2 2
= + y x xy xy y
xy y M 6
2
=
2
6 3 x xy N =
x y xy y
y y
M
6 2 ) 6 (
2
=
c
c
=
c
c
x y x xy
x x
N
12 3 ) 6 3 (
2
=
c
c
=
c
c
x
N
y
M
c
c
=
c
c
3
1.5 Integrating Factor
Recall
Theorem 1.1 Test for Exactness
is exact on

if and only if (),
for each in ,
0 ) , ( ) , (
'
= + y y x N y x M
R
) , ( y x
R
x
N
y
M
c
c
=
c
c
4
1.5 Integrating Factor
If is exact, then there is a
potential function and

and (*)



implicitly defines a function
y(x) that is general solution of the differential
equation.

Thus, finding a function that satisfies
equation(*) is equivalent to solving the
differential equation.

0 ) , ( ) , (
'
= + y y x N y x M

) , (

y x M
x
=
c
c
) , (

y x N
y
=
c
c
( ) C x y x = ) ( ,
5
1.5 Integrating Factor
Definition 1.5
Let and be defined on a region
of a plane. Then is an integrating
factor for if for all
in , and is exact on .
) , ( y x M
) , ( y x N
R
) , ( y x
0
'
= + y N M
0 ) , ( = y x
) , ( y x
R
R 0
'
= + y N M
6
1.5 Integrating Factor
Example 1.21
is not exact.

Here and


For to be an integrating factor,


0
'
= y xy x
xy x M =
1 = N
x xy x
y y
M
=
c
c
=
c
c
) ( 0 ) 1 ( =
c
c
=
c
c
x x
N
) ( ) ( M
y
N
x c
c
=
c
c
( ) ) ( ) ( xy x
y x

c
c
=
c
c

) (

x
y
xy x
x

c
c
=
c
c

7
1.5 Integrating Factor
Example 1.21
For to be an integrating factor,



To simplify the equation, we try to find as
just a function of


This is a separable equation.

) (

x
y
xy x
x

c
c
=
c
c

x
? ) , ( ), ( , ) ( y x y x
0

=
c
c
y

x
x
=
c
c
8
1.2 Separable Equations
A differential equation is called separable
if it can be written as
Such that we can separate the variables
and write

We attempt to integrate this equation
) ( ) (
'
y B x A y =
dx x A dy
y B
) (
) (
1
=
0 ) ( = y B
dx x A dy
y B
) (
) (
1
} }
=
Recall
9
1.5 Integrating Factor
Example 1.21


Integrate to obtain
to get one integrating factor

(*)


The equation (*) is exact over the entire
plane, FOR ALL (x,y) !

x
x
=
c
c
xdx d =

1
xdx d
} }
=

1
C x + =
2
2
1
ln
0
2 /
2
) (
x
e x =
0 ) (
' 2 / 2 /
2 2
= y e e xy x
x x
( )
2 / 2 /
2 2
) (
x x
xe e xy x
y y
M
=
c
c
=
c
c
2 / 2 /
2 2
) (
x x
xe e
x x
N
=
c
c
=
c
c
10
1.5 Integrating Factor
If is exact, then there is a
potential function and

and (*)



implicitly defines a function
y(x) that is general solution of the differential
equation.

Thus, finding a function that satisfies
equation(*) is equivalent to solving the
differential equation.

0 ) , ( ) , (
'
= + y y x N y x M

) , (

y x M
x
=
c
c
) , (

y x N
y
=
c
c
( ) C x y x = ) ( ,
Recall
11
1.5 Integrating Factor
Example 1.21


and

Then we must have




The general solution of the original equation is

0 ) (
' 2 / 2 /
2 2
= y e e xy x
x x
2 /
2
) ( ) , (

x
e xy x y x M
x
= =
c
c
2 /
2
) , (

x
e y x N
y
= =
c
c
) ( ) , (
2 / 2 /
2 2
x h ye dy e y x
x x
+ = =
}
2 /
2
) (

x
e xy x
x
=
c
c
( ) ) ( ) (
' 2 / 2 /
2 2
x h xye x h ye
x
x x
+ = +
c
c
=
2 / '
2
) (
x
xe x h =
2 /
2
) (
x
e x h =
2 /
2
) 1 ( ) , (
x
e y y x =
C e y y x
x
= =
2 /
2
) 1 ( ) , (
2 /
2
1 ) (
x
Ce x y

=
12
1.5.1 Separable Equations and Integrating Factor
The separable equation
is in general not exact. Write it as

and

In general
However,
is an integrating factor for the separable equation.
If we multiply the DE by ,we get

an exact equation. Because
) ( ) (
'
y B x A y =
0 ) ( ) (
'
= y y B x A
| | ) ( ) ( ) ( ) (
'
y B x A y B x A
y y
M
=
c
c
=
c
c
0 ) 1 ( =
c
c
=
c
c
x x
N
0 ) ( ) (
'
= y B x A
) (
1
) (
y B
y =
) (
1
) (
y B
y =
0
) (
1
) (
'
= y
y B
x A
| | 0 ) (
) (
1
=
c
c
=
(

c
c
x A
y y B x
13
1.3 Linear Differential Equations
Linear: A differential equation is called linear if
there are no multiplications among dependent
variables and their derivatives. In other words,
all coefficients are functions of independent
variables.
Non-linear: Differential equations that do not
satisfy the definition of linear are non-linear.
Quasi-linear: For a non-linear differential
equation, if there are no multiplications among
all dependent variables and their derivatives in
the highest derivative term, the differential
equation is considered to be quasi-linear.
) ( ) ( ) (
'
x q y x p x y = +
Recall
14
1.3 Linear Differential Equations
Example 1.14
is a linear DE. P(x)=1 and
q(x)=sin(x), both continuous for all x.
An integrating factor is

Multiply the DE by to get
Or

Integrate to get

The general solution is
) sin(
'
x y y = +
x
dx
dx x p
e e e = =
}
}
) (
x
e ) sin(
'
x e ye e y
x x x
= +
( ) ) sin(
'
x e ye
x x
=
| | C x x e dx x e ye
x
x x
+ = =
}
) cos( ) sin(
2
1
) sin(
| |
x
Ce x x y

+ = ) cos( ) sin(
2
1
Recall
15
1.5.2 Linear Equations and Integrating Factor
The linear equation
Write it as

and
so the linear equation is not exact
unless

However,


is exact because


) ( ) (
'
x q y x p y = +
| | 0 ) ( ) (
'
= + y x q y x p
| | ) ( ) ( ) ( x p x q y x p
y y
M
=
c
c
=
c
c
| | 0 1 =
c
c
=
c
c
x x
N
0 ) ( = x p
dx x p
e y x
) (
) , (
}
=
| | 0 ) ( ) (
'
) ( ) (
= +
} }
y e e x q y x p
dx x p dx x p
| |
dx x p dx x p dx x p
e x q y x p
y
e x p e
x
) ( ) ( ) (
)] ( ) ( [ ) (
} } }

c
c
= =
c
c
16
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.1 Homogeneous Differential Equations

Definition 1.6.1 Homogeneous Equation
A first-order differential equation is homogeneous if it
has the form


For example: is homogeneous


while is not.
|
.
|

\
|
=
x
y
f y
'
|
.
|

\
|
=
x
y
x
y
y sin
'
y x y
2 '
=
17
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.1 Homogeneous Differential Equations
A homogeneous equation is always transformed into a
separable one by the transformation

and write

Then becomes



And the variables (x, u) have been separated.
ux y =
u x u u x x u y + = + =
' ' ' '
x y u / =
) / (
'
x y f y = ) (
'
u f u x u = +
x dx
du
u u f
1
) (
1
=

dx
x
du
u u f
1
) (
1
=

18
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.1 Homogeneous Differential Equations
Example 1.25


Let y=ux or



the general solution of the transformed equation


the general solution of the original equation

y
x
y
xy + =
2
'
x
y
x
y
y +
|
.
|

\
|
=
2
'
u u u x u + = +
2 '
2 '
u x u =
dx
x
du
u
1 1
2
= C x
u
+ = ln
1
C x
x u
+

=
ln
1
) (
C x
x
y
+

=
ln
19
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
A Bernoulli equation is a first-order equation
(*) in which is a real number.

If or separable and linear ODE

Let for , then (**)

(*)

(*),(**) linear ODE


'
) ( ) ( y x R y x P y = +
0 =
1
= y v 1 =
dx
dy
y
dx
dv

) 1 (

=
1
) ( ) (

= y x P x R
dx
dy
y ) ( ) (

x vP x R
dx
dy
y =

)] ( ) ( )[ 1 ( x vP x R
dx
dv
=
1 =
20
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
Example 1.27

which is Bernoulli with , and

Make the change of variables , then

and

so the DE becomes

upon multiplying by
a linear equation
3 2 '
3
1
y x y
x
y = +
x x P / 1 ) ( =
2
3 ) ( x x R =
3 =
'
) ( ) ( y x R y x P y = +
2
= y v
2 / 1
= v y
) (
2
1
) (
' 2 / 3 '
x v v x y

=
2 / 3 2 2 / 1 ' 2 / 3
3
1
) (
2
1

= + v x v
x
x v v
2 / 3
2v
2 '
6
2
) ( x v
x
x v =
21
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Bernoulli Equations
Example 1.27

a linear equation

An integrating factor is



Integrate to get

The general sol of the Bernoulli equation is
3 2 '
3
1
y x y
x
y = +
2 '
6
2
) ( x v
x
x v =
2 ) ln( 2
) / 2 ( ) (
) , (

= = = =
} }
x e e e y x
x
dx x dx x p
6 2 ) (
3 ' 2
=

v x x v x ( ) 6
'
2
=

v x
C x v x + =

6
2 2 3
6 Cx x v + =
3 2
6
1
) (
1
) (
x Cx x v
x y

= =
22
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
Definition 1.8 A differential equation of the form


is called a Riccati equation
A Riccati equation is linearly exactly when

Consider the first-order DE
If we approximate ,while x is kept constant,


How to transform the Riccati equation to a linear one ?
) ( ) ( ) (
2 '
x R y x Q y x P y + + =
0 ) ( = x P
) , ( y x f
dx
dy
=
) , ( y x f
... ) ( ) ( ) ( ) , (
2
+ + + = y x R y x Q x P y x f
23
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations


How to transform the Riccati equation to a linear one ?

Somehow we get one solution, , of a Riccati
equation, then the change of variables
transforms the Riccati equation to a linear one.
) ( ) ( ) (
2 '
x R y x Q y x P y + + =
) (x S
z
x S y
1
) ( + =
24
1.6 Homogeneous, Bernoulli, and Riccati Equations
1.6.2 The Riccati Equations
Example 1.28


By inspection, , is one solution. Define a new
variable z by the change of variables
Then



Or
a linear equation
x
y
x
y
x
y
2 1 1
2 '
+ =
1 ) ( = = x S y
z
y
1
1+ =
'
2
'
1
z
z
y =
x z x z x
z
z
2 1
1
1 1
1
1 1
2
'
2

|
.
|

\
|
+ +
|
.
|

\
|
+ =
x
z
x
z
1 3
'
=