Lecture Notes in Differential Equations - Bruce E. Shapiro
Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro
68 LESSON 9. EXACT EQUATIONS and Since the equation is exact, and therefore the solution is where and ∂N ∂t = ∂ (2ty) = 2y (9.28) ∂t M y = N t (9.29) φ = C (9.30) ∂φ ∂t = M = 2t + y2 (9.31) ∂φ ∂y = N = 2ty (9.32) To solve the original ODE (9.25) we need to solve the two partial differential equations (9.31) and (9.32). Fortunately we can illustrate a procedure to do this that does not require any knowledge of the methods of partial differential equations, and this method will always work. Method 1. Start with equation (9.31) ∂φ ∂t = 2t + y2 (9.33) Integrate both sides over t (because the derivative is with respect to t), treating y as a constant in the integration. If we do this, then the constant of integration may depend on y: ∫ ∫ ∂φ ∂t dt = (2t + y 2 )dt (9.34) φ = t 2 + y 2 t + g(y) (9.35) where g(y) is the constant of integration that depends on y. Now substitute (9.35) into (9.32) ∂ ∂y (t2 + y 2 t + g(y)) = 2ty (9.36) Evaluating the partial derivatives, 2yt + ∂g(y) ∂y = 2ty (9.37) Since g(y) only depends on y, then the partial derivative is the same as g ′ (y): 2yt + dg = 2ty (9.38) dy
69 Hence dg dy = 0 =⇒ g = C′ (9.39) for some constant C ′ . Substituting (9.39) into (9.35) gives But since φ = C is a solution, we conclude that is a solution for some constant C ′′ . φ = t 2 + y 2 t + C ′ (9.40) t 2 + y 2 t = C ′′ (9.41) Method 2 Start with equation (9.32) and integrate over y first, treating t as a constant, and treating the constant of integration as a function h(t) : ∂φ = 2ty (9.42) ∂y ∫ ∫ ∂φ ∂y dy = 2tydy (9.43) φ = ty 2 + h(t) (9.44) Differentiate with respect to t and use equation (9.31) ∂φ ∂t = ∂ ∂t (ty2 + h(t)) = y 2 + dh dt = 2t + y2 (9.45) where the last equality follows from equation (9.31). Thus dh dt = 2t =⇒ h = t2 (9.46) We can ignore the constant of integration because we will pick it up at the end. From equation (9.44), Since φ = C is the solution of (9.25), we obtain is the solution. φ = ty 2 + h(t) = ty 2 + t 2 (9.47) ty 2 + t 2 = C (9.48) Now we can derive the method in general. Suppose that M(t, y)dt + N(t, y)dy = 0 (9.49)
- Page 25 and 26: Lesson 3 Separable Equations An ODE
- Page 27 and 28: 19 Since it is not possible to solv
- Page 29 and 30: 21 where M(t) = −a(t) and N(y) =
- Page 31 and 32: 23 Example 3.10. Find a general sol
- Page 33 and 34: Lesson 4 Linear Equations Recall th
- Page 35 and 36: 27 So far any function µ will work
- Page 37 and 38: 29 Example 4.1. Solve the different
- Page 39 and 40: 31 Since p(t) = 1 (the coefficient
- Page 41 and 42: 33 Multiplying equation 4.68 by µ
- Page 43 and 44: 35 Substituting y = t = 0 in this i
- Page 45 and 46: 37 ∫ t t 0 Evaluating the integra
- Page 47 and 48: Lesson 5 Bernoulli Equations The Be
- Page 49 and 50: 41 This is a Bernoulli equation wit
- Page 51 and 52: Lesson 6 Exponential Relaxation One
- Page 53 and 54: 45 Exponential Runaway First we con
- Page 55 and 56: 47 Figure 6.2: Illustration of the
- Page 57 and 58: 49 This is identical to with Theref
- Page 59 and 60: 51 this becomes a first-order ODE i
- Page 61 and 62: Lesson 7 Autonomous Differential Eq
- Page 63 and 64: 55 Figure 7.1: A plot of the right-
- Page 65 and 66: 57 Figure 7.2: Solutions of the log
- Page 67 and 68: 59 Figure 7.4: Solutions of the thr
- Page 69 and 70: Lesson 8 Homogeneous Equations Defi
- Page 71 and 72: 63 where z = y/t, the differential
- Page 73 and 74: Lesson 9 Exact Equations We can re-
- Page 75: 67 Now compare equation (9.2) with
- Page 79 and 80: 71 From the first of equations (9.5
- Page 81 and 82: 73 Differentiating equations (9.81)
- Page 83 and 84: 75 This has the form Mdt + Ndy = 0
- Page 85 and 86: Lesson 10 Integrating Factors Defin
- Page 87 and 88: 79 Differentiating with respect to
- Page 89 and 90: 81 Proof. In each of the five cases
- Page 91 and 92: 83 as required by equation (10.31).
- Page 93 and 94: 85 Since M y ≠ N t , equation (10
- Page 95 and 96: 87 the revised equation (10.100) is
- Page 97 and 98: 89 Substituting (10.129) into (10.1
- Page 99 and 100: Lesson 11 Method of Successive Appr
- Page 101 and 102: 93 because the integral is zero (th
- Page 103 and 104: 95 Example 11.1. Construct the Pica
- Page 105 and 106: 97 We can then plug this expression
- Page 107 and 108: Lesson 12 Existence of Solutions* I
- Page 109 and 110: 101 • Interchangeability of Limit
- Page 111 and 112: 103 But on the square −1 ≤ t
- Page 113 and 114: 105 Thus lim φ n = φ 0 + lim n→
- Page 115 and 116: 107 because the right hand side doe
- Page 117 and 118: Lesson 13 Uniqueness of Solutions*
- Page 119 and 120: 111 The proof of theorem (13.1) is
- Page 121 and 122: 113 But δ(t) is an absolute value,
- Page 123 and 124: 115 Substituting (13.66) into (13.6
- Page 125 and 126: Lesson 14 Review of Linear Algebra
68 LESSON 9. EXACT EQUATIONS<br />
and<br />
S<strong>in</strong>ce<br />
the equation is exact, and therefore the solution is<br />
where<br />
and<br />
∂N<br />
∂t = ∂ (2ty) = 2y (9.28)<br />
∂t<br />
M y = N t (9.29)<br />
φ = C (9.30)<br />
∂φ<br />
∂t = M = 2t + y2 (9.31)<br />
∂φ<br />
∂y<br />
= N = 2ty (9.32)<br />
To solve the orig<strong>in</strong>al ODE (9.25) we need to solve the two partial differential<br />
equations (9.31) and (9.32). Fortunately we can illustrate a procedure to<br />
do this that does not require any knowledge of the methods of partial<br />
differential equations, and this method will always work.<br />
Method 1. Start with equation (9.31)<br />
∂φ<br />
∂t = 2t + y2 (9.33)<br />
Integrate both sides over t (because the derivative is with respect to t),<br />
treat<strong>in</strong>g y as a constant <strong>in</strong> the <strong>in</strong>tegration. If we do this, then the constant<br />
of <strong>in</strong>tegration may depend on y:<br />
∫ ∫ ∂φ<br />
∂t dt = (2t + y 2 )dt (9.34)<br />
φ = t 2 + y 2 t + g(y) (9.35)<br />
where g(y) is the constant of <strong>in</strong>tegration that depends on y. Now substitute<br />
(9.35) <strong>in</strong>to (9.32)<br />
∂<br />
∂y (t2 + y 2 t + g(y)) = 2ty (9.36)<br />
Evaluat<strong>in</strong>g the partial derivatives,<br />
2yt + ∂g(y)<br />
∂y<br />
= 2ty (9.37)<br />
S<strong>in</strong>ce g(y) only depends on y, then the partial derivative is the same as<br />
g ′ (y):<br />
2yt + dg = 2ty (9.38)<br />
dy