mathematic 1st order differrentation

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  • 8/10/2019 mathematic 1st order differrentation

    1/13Lesson 1_NCB 10303

    1

    DIFFERENTIAL

    EQUATION(D.E.)

    2

    dy

    dx

    d y

    dx,

    2

    2

    INTRODUCTION

    etc, is called a differential equation (D.E.).

    What is a differential equation ?

    An equation wh ich contains

    04:Example xdt

    dx

    xdx

    dyx

    dx

    yd2cos42

    2

    3

    dy

    dxx 2

    If we are asked to solve the f irst order D.E.

    , then what are we trying to find ?

    We aret rying to f ind a function of y

    in term o f x )(xfywhich satisfies the D.E.

    dy

    dxx 2

    where x is the independent variable,

    y is the dependent variable.

    dy

    dxx 2Given

    Dependent variable

    Independent variable

    4

    Example1 : Solve dy

    dxx 2

    Solution : Given

    y x C 2

    Solving a D.E. involves some form

    of integration.

    dy

    dxx 2

    integrate

    5

    THE CLASSIFICATION OF D.E.

    The are many techniques for solvingdifferential equations

    Different methods being applicable todifferent kinds of equation.

    It is necessary to understand the variouscategories and classifications of differentialbefore apply the various method to solve

    the equation.

    6

    1. Ordinary and Partial D.E

    xdx

    dfx

    dx

    fd2cos4:Example

    2

    2

    Differential equation may involve either

    ordinary or partial derivatives.

    Thoseequations involving ordinaryderivatives are called ordinary differential

    equations

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    While those equations involving

    partial derivatives are called partial

    differential equations

    yxy

    f

    x

    fExample 24:

    2

    8

    2. The order of a D.E

    yxy

    f

    x

    f24

    2

    is a firstorderpartial D.E

    The order of a differential equation is thedegree of the highest derivative that occurs

    in the equation.

    Examples :

    9

    yxy

    fx

    x

    f

    yx

    f24 2

    2

    2

    2

    3

    is a 3rdorder

    partial D.E.

    x

    dx

    dfx

    dx

    fd2cos4

    2

    2

    is a 2ndorderordinary D.E.

    04

    2

    dt

    dx

    dt

    dx i s a 1st orderordinary D.E.

    The order of an equation is not affected by

    any powerto which the derivatives may be raised.

    Example :

    10

    The variables with respect to which

    differentiation occurs are called

    independent variables

    3. Independent and dependent variables

    While those that are differentiated

    are dependent variables.

    11

    DependentVariables

    (upper)

    IndependentVariables

    (lower)

    yxy

    f

    x

    f24 2

    tdt

    dyt

    dt

    yd2cos4

    2

    2

    f

    y

    yx,

    t

    12

    The standard way of arranging terms in aD.E. so that all terms containing thedependent variable occur on the left-handside of the equality sign, and those termsthat involve only the independent variableand constant terms occur on theright-hand side.

    4. Homogeneous &

    non-homogeneous D.E.

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    When linear differential equation arearranged in this way, those in whichthe right hand side is zero are calledhomogeneous equations and those in

    which i t i s n o n - z e r o a r en o n - h o m o g e n e o u s e q u a t i o n s

    02

    2

    cydx

    dyb

    dx

    yda

    )(2

    2

    xfcydx

    dyb

    dx

    yda

    Homogeneous

    Non-

    homogeneous

    14

    Determine whether the following D.Eis homogeneous or non-homogeneous

    04) xdt

    dxa

    Solution : Given 04 xdt

    dx

    Dependentvariable

    Checking whether the given D.E is arrangedin standard way

    *** All the derivatives and term

    with dependent variable (x) must be at theleft hand side.

    dt

    dx

    15

    Given 04 xdt

    dx

    Dependentvariable

    Right Hand side =0

    Answer : Homogeneous D.E.

    16

    Determine whether the following D.Eis homogeneous or non-homogeneous

    Solution : Rearrange in standard way

    *** All the derivatives and termwith dependent variable (y) must be atthe left hand side.

    dx

    dy

    dx

    yd,

    2

    2

    02cos42

    2

    xdxdyx

    dxyd

    17

    02cos42

    2

    xdx

    dyx

    dx

    yd

    Dependentvariable

    Independentvariable

    xdx

    dyx

    dx

    yd2cos4

    2

    2

    Right Hand side

    Answer : Non-homogeneous D.E.

    0

    18

    Solving 1st Order

    Differential Equation

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    ii) Exact product type

    Types of 1st order D.E.

    i) D.E. with variable separable (SOVA)

    iii) The integrating factor type

    iv) Solve by using substitution method

    20

    Type 1 : D.E. with Variable Separable(SOVA)

    When a first order D.E is written as :

    )().( ygxhdx

    dy

    Such differential equations of this formare separable i.e.

    dxxhyg

    dy

    )()(

    21

    Next, integrate both sides

    Thus, we get

    dxxhdyyg

    )()(

    1

    CxHyG )()((general solution of the D.E.)

    Remark : Solving a 1st order D.E.involves some form of integration

    22

    EXAMPLE 1 : Solve the differential equation

    3 5 2ydydx

    x

    STEP 1 : SEPARATE THE VARIABLES

    In the form of

    3 5 2ydy x dx

    TYPE 1 : SOVA

    Solution :

    dxxhdyyg )()(

    23

    dxxydy 253

    This is the general solution of the differential

    equation because value C not yet determine.

    STEP 2 : INTEGRATE BOTH SIDES

    Cxy

    3

    5

    2

    3 32

    24

    Simplify answer :

    Cxy

    3

    5

    2

    3 32

    6

    Cxy

    35

    236

    32

    cxy 6109 32

    Axy 32 109 (where A =6C)

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    EXAMPLE 2 :

    Given the following differential equation,solve for s .

    s

    dt

    dst )3(

    Solution :

    26

    27

    29

    NOTE :

    If value of C is to be evaluated,i.e. the i n i t i a l c o n d i t i o n is given,then the solution of the D.E. is calledthe p a r t i c u l a r s o l u t i o n

    Example 3 : Find the part icular solut ion

    of the D.E.05 y

    dx

    dy

    for the initial condition x=0, y=1

    30

    STEP 1 : Rearrange and separate the variables

    Solution :

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    34

    EXAMPLE 4

    2 1 42 2x dy

    dxx y

    If y = 1 when x = 0, f ind the particular so lut ion

    by expressing y in terms of x .

    Find the general solution of the D.E.

    35

    dxyxdyx 22 412

    )1(2)4( 22

    x

    dxx

    y

    dy

    STEP 1 : SEPARATE THE VARIABLES

    Solution :

    22 412Given yxdx

    dyx

    dx

    x

    xdy

    y )1(2)4(

    122

    STEP 2 : INTEGRATE BOTH SIDES

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    38

    39 42

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    12ln4

    12ln

    4

    1Cyy

    Therefore, the general solution is :

    dx

    x

    xdy

    y )1(2)4(

    1:From

    22

    partialfraction substitutionmethod

    2

    21ln

    4

    1Cx

    46

    Cxy

    y

    )1)(2(

    2ln

    2

    DCBACD

    AB

    BAB

    A

    BAAB

    lnlnlnlnln

    lnlnln

    lnln)ln(

    Simplify Answer by usinglaw of logarithmic

    2

    2

    1 1ln4

    12ln

    4

    12ln

    4

    1CxCyy

    12

    2

    1ln4

    1

    2ln4

    1

    2ln4

    1

    CCxyy

    Let

    )(412 CCC

    Generalsolution

    )(41ln2ln2ln12

    2 CCxyy

    47

    Find value C to get particular solution,

    substitute the initial condit ion into t he general solution

    Cxy

    y

    )1)(2(

    2ln

    2

    When 1,0 yx

    C

    )10)(12(

    12ln

    3lnC

    48

    3)1)(2(

    22

    xy

    y

    ( substitute C=ln3 into general solution)

    3ln)1)(2(

    2ln

    2

    xy

    y

    Take exponential both sides

    3ln)1)(2(

    2ln

    2

    ee xy

    y

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    To express y in terms of x

    3)1)(2(

    22

    xy

    y

    )1)(2(32 2 xyy

    yyxxy 33662 22

    26633 22 xyxyy

    Crossmultiplication

    Rearrange y in theleft hand side

    expand

    50

    2

    2

    34

    46

    x

    xy

    (particular solution

    where y in terms of x)

    26634 22 xyxy

    266)34( 22 xyx

    26633 22 xyxyy

    Factorize y

    51

    FIRST ORDER D.E.

    (Engineering Problems)

    SOVA Method

    52

    EXAMPLE 1 : Materials

    l

    is given by : )( lxwdx

    dM

    where w is the constant load. Find an expression

    M in term of x

    .

    The bending moment , M , of a beam of length

    53

    )( lxwdx

    dM

    Solution :

    dxlxwdM )(

    Step 1 : Separate the variables

    )( lxwdx

    dM

    dependent variable (M)

    independent variable ( x) constants (w, l)

    Given

    54

    Step 2 : Integrate both sides

    dxlxwdM )(

    M

    Clxx

    wM

    2

    2

    dxlxw )(

    Take out coefficient

    expression M in term of x

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    55

    The velocity, atuv of an object

    dtdsv where

    s is the displacement ,u is the initial velocity

    a is the acceleration.

    0t 0, s

    show that the displacement ,2

    2

    1atuts

    EXAMPLE 2 : Mechanics

    is defined as :

    Given that when

    56

    atuv

    Solution :

    -------equation (i)

    dt

    dsv -------equation (ii)

    Substitute equation (ii) in equation (i)

    atu

    dt

    ds

    Given

    Given

    57 dtatuds

    atudt

    ds

    Step 1 : Separate the variables

    Solution :

    atudt

    ds

    dependent variable (s)

    independent variable ( t) constants (u, a)

    Given

    58

    dtatuds

    Ct

    auts

    2

    2

    (general solutio n)

    Step 2 : Integrate both sides

    Find value of C by using the given initial condition

    0C

    Substitute ,0t 0s into the general solution

    Cau

    2

    0)0(0

    2

    C 000

    59

    Ct

    auts

    2

    2

    02

    2

    at

    uts

    2

    2atuts ANSWER :

    Substitute C=0 into the general solution

    (SHOWN !)

    60

    Consider a tank full of water which is being

    drained out through an outlet. The height

    of water in the tank at time is given by)(mH

    Hdt

    dH )108.2( 3

    Given that when ,0t 4H

    find an expression for H in terms of t

    EXAMPLE 3 : Fluid Mechanics

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    Solution :

    H

    dt

    dH)108.2( 3

    dtHdH 0028.0

    dtH

    dH0028.0

    Step 1 : Separate the variables

    62

    Step 2 : Integrate both sides

    dtH

    dH0028.0

    dtdHH 0028.021

    CtH

    0028.0

    21

    12

    1

    CtH 0028.02 2

    1

    Rewrite

    General

    solution

    63

    Find value of C by using the given initial condition

    Substitute 4H into the general solution,0t

    C

    C

    042

    )0(0028.042 21

    CtH 0028.02 21

    40028.02 21

    tH

    CtH 0028.02 21

    4C (substitute into the general solution)

    64

    To get an expression for H in terms of t

    .

    2

    40028.02

    1

    t

    H

    2

    4

    2

    0028.02

    1

    t

    H

    220014.0 tH

    40028.02 21

    tH

    Square both sides

    20014.021

    tH

    65

    mh

    Area,

    Further Engineering applications

    at time t (seconds) is given by :

    ghA

    A

    dt

    dh20

    0AWhere and A are the

    cross-sectional areas of theoutlet and the tank respectively.

    0A

    1. Apply first order differential equations to

    fluid mechanics. The differential equationdescribing the tank filled to a height

    Area,0A

    66

    A cylindrical tank of diameter 3 m is filled with water to a

    height of .The water is drained througha c i r c u l a r hole of diameter 0.1 m.

    mh

    i) Obtain the differential equation relating the height h

    of water at time t.

    ,0t 2h

    iii) How long (in minutes) does it take to empty

    the tank which is 2 m full ?

    EXAMPLE 4 : Fluid Mechanics

    ii) Solve the differential equation f or the initial condition,

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    SOLUTION (i) : From the formu la ghA

    A

    dt

    dh20

    The outlet area , is a circle of diameter 0.1 m0A

    So, area of circle

    0025.02

    1.0 2

    2

    0

    rA

    Area,0A

    Since we have a cylindrical tank of

    diameter 3 m, therefore cross-sectional area of the tank:

    25.22

    3 2

    2

    rA

    Step 1 : find 0A

    Step 2 : find A

    68

    Substitute ,0025.00 A 25.2A and

    81.9g into the formula :

    ghA

    A

    dt

    dh20

    hdt

    dh 81.92

    25.2

    0025.0

    hdt

    dh 62.190011.0

    Answ er (i) : h

    dt

    dh00487.0

    simplify

    69

    dthdh 00487.0

    dth

    dh00487.0

    ii) Solve the differential equation for the initial condition,

    ,0t 2h

    SOLUTION (ii) : From the D.E. hdt

    dh00487.0

    step 1 : Separate the variables

    70

    Step 2 : Integrate both sides

    dth

    dh00487.0

    dtdhh 00487.021

    Cth

    00487.0

    21

    12

    1

    Cth 00487.02 21

    Rewrite

    General

    solution

    71

    Find value of C by using the given initial condition

    Substitute 2h into the general solution,0t

    C

    C

    022

    )0(00487.022 21

    828.200487.02 2

    1

    th

    Cth 00487.02 21

    828.2C (substitute into the general solution)

    72

    To get an expression for h in terms of t

    .

    2

    828.200487.02

    1

    th

    2

    828.2

    2

    00487.02

    1

    t

    h

    2414.1002435.0 th

    828.200487.02 21

    th

    Square both sides

    414.1002435.021

    th

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    73

    iii) How long (in minutes) does it take to empty

    the tank which is 2 m full ?

    Solution : If the tank empty, height of water, h=0

    2414.1002435.0 th

    t = ?h = 0

    2414.1002435.00 t

    414.1002435.00 t

    From

    74

    0414.1002435.0 t

    ondst sec581698.580002435.0

    414.1

    414.1002435.0 t

    Time in minute : min60

    581t min68.9

    Answer : It take approximately 9.68minutes to empty the tank.

    DISCUSSIONDISCUSSIONSolve the following 1st order differential equations :

    75

    22

    22

    )1xyx

    xyy

    dx

    dy

    2)0(thatgiven,2

    3

    2

    1)2 yy

    dx

    dy

    x

    y

    dx

    dy 1)3

    2

    xydx

    dyxy

    22 sec4tan)4