21.04.2015 Views

The Computable Differential Equation Lecture ... - Bruce E. Shapiro

The Computable Differential Equation Lecture ... - Bruce E. Shapiro

The Computable Differential Equation Lecture ... - Bruce E. Shapiro

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

194<br />

Integrating Factors<br />

CHAPTER 10.<br />

APPENDIX ON ANALYTIC METHODS<br />

(MATH 280 IN A NUTSHELL)<br />

An integrating factor µ for the differential equation<br />

satisfies<br />

If<br />

M(t, y)dt + N(t, y)dy = 0<br />

∂(µ(t, y)M(t, y))<br />

∂y<br />

=<br />

P (t, y) = M y − N t<br />

N<br />

∂(µ(t, y)N(t, y))<br />

∂t<br />

is only a function of t (and not of y) then µ(t) = e R P (t)dt is an integrating factor.If<br />

Q(t, y) = N t − M y<br />

M<br />

is only a function of y (and not of t) then µ(t) = e R Q(t)dt is an integrating factor.<br />

Homogeneous <strong>Equation</strong>s<br />

An equation is homogeneous if has the form<br />

y ′ = f(y/t)<br />

To solve a homogeneous equation, make the substitution y = tz and rearrange the<br />

equation; the result is separable:<br />

Bernoulli <strong>Equation</strong>s<br />

A Bernoulli equation has the form<br />

dz<br />

F (z) − z = dt<br />

t<br />

y ′ (t) + p(t)y = q(t)y n<br />

for some number n. To solve a Bernoulli equation, make the substitution<br />

u = y 1−n<br />

<strong>The</strong> resulting equation is linear and<br />

y(t) =<br />

[ ( ∫ 1<br />

C +<br />

µ<br />

)] 1/(1−n)<br />

µ(t)(1 − n)q(t)dt<br />

where<br />

( ∫<br />

µ(t) = exp (1 − n)<br />

)<br />

p(t)dt<br />

Math 582B, Spring 2007<br />

California State University Northridge<br />

c○2007, B.E.<strong>Shapiro</strong><br />

Last revised: May 23, 2007

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!