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Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas [email protected] 9 Oct.2013 Petroleum Engineering Department School of Chemical and Petroleum Engineering Koya University 1
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Page 1: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Advanced Engineering Mathematics

Lecture 2Separable Differential Equations

LecturerHayder Hassan Abbas

[email protected]

9 Oct.2013Petroleum Engineering Department

School of Chemical and Petroleum EngineeringKoya University

1

Page 2: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

• A differential equation is an equation involving an unknownfunction and its derivatives.

• The general solution of ODE contains constants of integration,that may be determined by the boundary condition.

• Order of the differential equation is the order of the highestderivatives.

Review of Last Lecture

2

Page 3: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Solutions of First-Order DifferentialEquations

• Separable Equations

• Reduction of Separable (Homogeneous Equations)

• Exact Equations

• Linear Equations

• Bernoulli Equations

3

Page 4: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Separable Equations

• General SolutionThe solution to the first-order separable differentialequation.

A(x)dx + B(y) dy = 0 is

where c represents an arbitrary constant.

4

Page 5: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Integrating the last equation Cdxxfy )(

Example: xy 2' CxCdxxy 22

Where x2+C is general solution of the differential equation

dxxfdy )(

Sometimes an additional condition is given like 3)2( y

that means the function y(x) must pass through a point ]3,2[0 x

123 2 CC

We have obtained a particular solution y(x)=x2 -1

1)( 2 xxy

)(xfdxdy

5

Page 6: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Example: Solve the following differential equation:

dydx+ x= 0 .

Rearanging terms, we have

dy= − xdx .

[Here B(y) = 1 and A(x) = -x.]6

Page 7: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

The solution is found by integrating (finding the anti-derivative of) both sides:

∫ dy = − ∫ xdx.

y = − x2

2+ c .

Any constant value c can be used.

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Page 8: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Example: Solve the following differential equation:

y dydx+ x= 0 .

Rearanging terms, we have

y dy= − x dx .

[Here B(y) = y and A(x) = -x.]8

Page 9: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Integrating both sides, we have

∫ ydy = −∫ xdx.

y2

2= − x2

2+c .

x2+ y2 = 2 c ≡ c ' .

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Page 10: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Example: Solve the following differential equation:

dydx+ y= 0.

Rearanging terms, we have

dyy =− dx.

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Page 11: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Integrating both sides, we have

∫ dyy = − ∫ dx .

ln y = − x+c .y = e− x+c = c ' e− x .

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Page 12: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

1)2

exp(

)2

exp()2

exp(1

2)1ln(

1

)1(

2

22

2

xAy

xACxy

Cxyxdxy

dy

yxxyxdxdy

Separable - Example:SolutionGeneralthefind:1Example

12

Page 13: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

)sin(tydtdy

Separate:dttdy

y)sin(1

Now integrate:

)cos(

)cos(

)cos()ln(

)sin(1

t

ct

Aeyey

cty

dttdyy

:SolutionGeneralthefind:2Example

13

Page 14: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Boundary Conditions

In all of the differential equations that we have solved, thesolution contained a constant c. Generally, any value for cwill work as a solution unless further restrictions areimposed. These restrictions are typically initialconditions or boundary conditions.

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Page 15: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Solutions to the Initial-Value Problem

• can be obtained, as usual, by first usingEquation to solve the differential

A(x)dx B(y)dy 0; y(x0) y0• equation and then applying the initial

condition directly to evaluate c.

15

Page 16: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

dydx+3y= 1,

Example: Find the solution to

where we impose the boundary condition y(0) = 0.

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Page 17: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

y ( x )= e − 3x ∫ e 3x dx+ ce − 3x= 13 + ce− 3x .

We have already found the solution to this equation:

Now if y(0) = 0, then

y ( 0 )= 0= 13+ ce− 0 .

We see that c must be –1/3.

17

Page 18: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

The solution (which satisfies the initial conditions)becomes

y( x ) = 13− 1

3e− 3x .

This solution will not work for different boundaryconditions.

18

Page 19: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

dydx+3y= 1,

Example: Find the solution to

where we impose the boundary condition y(0) = 1.

19

Page 20: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

y ( 0 )= 1= 13+ce− 0 .

Imposing the boundary condition, we have

Thus, for this boundary condition, c=2/3, and the solutionis

y( x )= 13+ 2

3e− 3x .

20

Page 21: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Examples:1. Solve : dyxdxydyx 24

Answer:

21

Page 22: Advanced Engineering Mathematics - KOYAPETE · Advanced Engineering Mathematics Lecture 2 Separable Differential Equations Lecturer Hayder Hassan Abbas Hayder.hassan@koyauniversity.org

Examples:1. Solve :

yx

dxdy 22

Answer:

22


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