First order differential equations

In summary, the given equation is separable and has a general solution of y(x)= Ce^{-\int p(x)dx}. To find a solution to the entire equation, we use the method of variation of parameters, looking for a solution of the form y(x)= u(x)e^{-\int p(x)dx}. This leads to the equation u'= \frac{q(x)}{v(x)}= \frac{q(x)}{e^{-\int p(t)dt}}, which can be solved for u(x) by integration by parts. The final solution is y(x)= u(x)e^{-\int p(x)dx}.
  • #1
Bat1
4
0
Hi,
Is the answer:
y(x) _homogenous =v(x)
y(x) _private =u(x)v(x)
?
Or they refer to something else?
I don't know how to approach to it
IMG_20211114_185403.jpg
 
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  • #2
The given equation is \(\displaystyle \frac{dy}{dx}+ p(x)y(x)= q(x)\). The "associated homogeneous equation" is \(\displaystyle \frac{dy}{dx}+ p(x)y(x)= 0\). (As they say, "q(x)= 0").

That equation is "separable". \(\displaystyle \frac{dy}{dx}= -p(x)y(x)\) and then \(\displaystyle \frac{dy}{y}= -p(x)dx\).

Integrating both sides the general solution to the associated homogeneous equation is \(\displaystyle ln(y(x))= -\int p(x)dx+ c\).
Take the exponential of both sides- \(\displaystyle y(x)= e^{-\int p(x)dx+ c}= Ce^{-\int p(x)dx}\) where \(\displaystyle C= e^c\).

Now, they are saying that you should look for a solution of the form "y(x)= v(x)+ u(x)v(x) where v(x) is a solution of the homogenous equation" (I would call this method "variation of parameters" rather than "variable parameters" also, since v(x) satisfies the homogenous equation, putting it alone into the equation will give 0 so I would use just y(x)= u(x)v(x). ) so \(\displaystyle y(x)= u(x)e^{-\int p(t)dt}\)).

Then \(\displaystyle y'= u'e^{-\int p(x)dx}- u(x)\left(p(x)e^{-\int p(x)dx}\right)= u'v- p(x)u(x)v\) and \(\displaystyle y'+ p(x)y= u'v- p(x)u(x)v+ p(x)u(x)v= u'v= q(x)\). So \(\displaystyle u'= \frac{du}{dx}= \frac{q(x)}{v(x)}=\)\(\displaystyle \frac{q(x)}{e^{-\int p(t)dt}}\) and \(\displaystyle u(x)= \int \frac{q(x)}{e^{-\int p(t)dt}}dx\).

For a very simple example, consider \(\displaystyle y'- 2y= x^2\). p(x) is the constant -2 and q(x) is \(\displaystyle x^2\).

The associated homogeneous equation is \(\displaystyle y'- 2y= 0\) or \(\displaystyle y'= \frac{dy}{dx}= 2y\) which can be separated as \(\displaystyle \frac{dy}{y}= 2dx\). Integrating \(\displaystyle ln(y)= 2x+ c\) and, solving for y, \(\displaystyle y(x)= Ce^{2x}\).

Now, using "variational constants" we look for a solution to the entire equation of the form \(\displaystyle y(x)= u(x)e^{2x}\). Then \(\displaystyle y'= u'e^{2x}+ 2ue^{2x}\) so the equation becomes \(\displaystyle y'- 2y= u'e^{2x}+ 2ue^{2x}- 2ue^{2x}= u'e^{2x}= x^2[/tex\).

\(\displaystyle u'= \frac{du}{dx}= x^2e^{-2x}\) so \(\displaystyle u= \int x^2 e^{-2x}dx\).

To integrate that, use "integration by parts, taking \(\displaystyle u= x^2\), so that \(\displaystyle du= 2xdx\), and \(\displaystyle dv= e^{-2x}dx\) so that \(\displaystyle v= -\frac{1}{2}e^{-2x}\).

\(\displaystyle \int x^2e^{-2x}dx= -\frac{1}{2}x^2e^{-2x}+ \int xe^{-2x}dx\).

To integrate \(\displaystyle \int xe^{-2x}dx\) use "integration by parts" again this time with \(\displaystyle u= x\) so that \(\displaystyle du= dx\)and \(\displaystyle dv= e^{-2x}dx\) so that \(\displaystyle v= -\frac{1}{2}e^{-2x}\).

\(\displaystyle \int xe^{-2x}dx= -\frac{1}{2}xe^{-2x}+ \frac{1}{2}\int e^{-2x}dx= -\frac{1}{2}xe^{-2x}- \frac{1}{4}e^{-2x}+ C\).
 

FAQ: First order differential equations

What is a first order differential equation?

A first order differential equation is a mathematical equation that involves an unknown function and its derivative (or rate of change). It is called "first order" because it only involves the first derivative of the function.

What is the difference between an ordinary and a partial first order differential equation?

An ordinary first order differential equation involves only one independent variable, while a partial first order differential equation involves multiple independent variables. In other words, ordinary first order differential equations are functions of one variable, while partial first order differential equations are functions of multiple variables.

How do you solve a first order differential equation?

There are several methods for solving first order differential equations, including separation of variables, integrating factors, and using substitution. The specific method used will depend on the form of the equation and the initial conditions given.

What are some real-world applications of first order differential equations?

First order differential equations are used to model a variety of phenomena in fields such as physics, engineering, economics, and biology. Some examples include population growth, radioactive decay, and electrical circuits.

Can first order differential equations be solved analytically?

In some cases, first order differential equations can be solved analytically, meaning an exact solution can be found. However, in many cases, an analytical solution is not possible and numerical methods must be used to approximate the solution.

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