(*********************************************************************** Mathematica-Compatible Notebook This notebook can be used on any computer system with Mathematica 4.0, MathReader 4.0, or any compatible application. The data for the notebook starts with the line containing stars above. To get the notebook into a Mathematica-compatible application, do one of the following: * Save the data starting with the line of stars above into a file with a name ending in .nb, then open the file inside the application; * Copy the data starting with the line of stars above to the clipboard, then use the Paste menu command inside the application. Data for notebooks contains only printable 7-bit ASCII and can be sent directly in email or through ftp in text mode. Newlines can be CR, LF or CRLF (Unix, Macintosh or MS-DOS style). 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For more information on notebooks and Mathematica-compatible applications, contact Wolfram Research: web: http://www.wolfram.com email: info@wolfram.com phone: +1-217-398-0700 (U.S.) Notebook reader applications are available free of charge from Wolfram Research. ***********************************************************************) (*CacheID: 232*) (*NotebookFileLineBreakTest NotebookFileLineBreakTest*) (*NotebookOptionsPosition[ 18212, 660]*) (*NotebookOutlinePosition[ 18870, 684]*) (* CellTagsIndexPosition[ 18826, 680]*) (*WindowFrame->Normal*) Notebook[{ Cell[CellGroupData[{ Cell["ODE/First Order", "Title", Evaluatable->False, TextAlignment->Center, AspectRatioFixed->True], Cell["Exact Equations", "Subtitle"], Cell[TextData[{ "Sean Mauch\nsean@caltech.edu\n", ButtonBox["http://www.its.caltech.edu/~sean", ButtonData:>{ URL[ "http://www.its.caltech.edu/~sean"], None}, ButtonStyle->"Hyperlink"], "\n01/09/2001\nAnti-Copyright @ 2000 by Mauch Publishing Company, \ un-Incorporated" }], "Text", Evaluatable->False, AspectRatioFixed->True], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]\ y\/\[DifferentialD]\ x = \(x\^2 + x\ \ y + y\^2\)\/x\^2\)]]], "Section"], Cell["Find the general solution of the equation", "Text"], Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x = \(\(\(x\^2 + x\ y + y\^2\)\/x\^2\)\(.\)\)\)], "DisplayFormula"], Cell[CellGroupData[{ Cell[BoxData[ \(DSolve[\(y'\)[x] \[Equal] \(x\^2 + x\ y[x] + y[x]\^2\)\/x\^2, y[x], x]\)], "Input"], Cell[BoxData[ \({{y[x] \[Rule] x\ Tan[C[1] + Log[x]]}}\)], "Output"] }, Open ]], Cell["The solution of the differential equation is", "Text"], Cell[BoxData[ \(TraditionalForm\`y = x\ \(\(tan(ln(c\ x))\)\(.\)\)\)], "DisplayFormula"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`\((4 y - 3 x)\) \[DifferentialD]x + \((y - 2 x)\) \[DifferentialD]y = 0\)]]], "Section"], Cell["Find the general solution of the equation", "Text"], Cell[BoxData[ \(TraditionalForm\`\((4 y - 3 x)\) \[DifferentialD]x + \((y - 2 x)\) \[DifferentialD]y = 0. \)], "DisplayFormula"], Cell[BoxData[ \(DSolve[\((4 y[x] - 3 x)\) + \((y[x] - 2 x)\) \(y'\)[x] \[Equal] 0, y[x], x]\)], "Input"], Cell[BoxData[ \(x + 243\ x\^5\ C[1] - #1 + 405\ x\^4\ C[1]\ #1 + 270\ x\^3\ C[1]\ #1\^2 + 90\ x\^2\ C[1]\ #1\^3 + 15\ x\ C[1]\ #1\^4 + C[1]\ #1\^5 /. {#1 \[Rule] y, C[1] \[Rule] c}\)], "Input"], Cell["The solution of the differential equation is given by", "Text"], Cell[BoxData[ \(TraditionalForm\`x + 243\ c\ x\^5 - y + 405\ c\ x\^4\ y + 270\ c\ x\^3\ y\^2 + 90\ c\ x\^2\ y\^3 + 15\ c\ x\ y\^4 + c\ y\^5 = 0. \)], "DisplayFormula"], Cell["We simplify this equation.", "Text"], Cell[BoxData[ \(TraditionalForm\`243\ x\^5 + 405\ x\^4\ y + 270\ x\^3\ y\^2 + 90\ x\^2\ y\^3 + 15\ x\ y\^4 + y\^5 = c\ \((y - x)\)\)], "DisplayFormula"], Cell[BoxData[ \(Factor[ 243\ x\^5 + 405\ x\^4\ y + 270\ x\^3\ y\^2 + 90\ x\^2\ y\^3 + 15\ x\ y\^4 + y\^5]\)], "Input"], Cell["Now we have a nice implicit form for the solution.", "Text"], Cell[BoxData[ \(TraditionalForm\`\((y + 3 x)\)\^5\/\(y - x\) = c\)], "DisplayFormula"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`\((3 x\^2 - 2 x\ y + 2)\) \[DifferentialD]x + \((6 y\^2 - x\^2 + 3)\) \[DifferentialD]y = 0\)]]], "Section"], Cell["Find the general solution of the equation", "Text"], Cell[BoxData[ \(TraditionalForm\`\((3 x\^2 - 2 x\ y + 2)\) \[DifferentialD]x + \((6 y\^2 - x\^2 + 3)\) \[DifferentialD]y = 0. \)], "DisplayFormula"], Cell["First we try using DSolve[].", "Text"], Cell[BoxData[ \(DSolve[\((3 x\^2 - 2 x\ y[x] + 2)\) + \((6 y[x]\^2 - x\^2 + 3)\) \(y'\)[x] \[Equal] 0, y[x], x]\)], "Input"], Cell[TextData[{ "The answer is a little messy because ", StyleBox["Mathematica", FontSlant->"Italic"], " gives an explicit equation for ", Cell[BoxData[ \(TraditionalForm\`y\)]], ". Since this is an exact equation, we try integrating the equation \ instead." }], "Text"], Cell[BoxData[ \(Integrate[\((3 x\^2 - 2 x\ y[x] + 2)\) + \((6 y[x]\^2 - x\^2 + 3)\) \(y'\)[x], x]\)], "Input"], Cell["The solution of the differential equation is", "Text"], Cell[BoxData[ \(TraditionalForm\`2 x + x\^3 + \((3 - x\^2)\) y + 2 y\^3 = \(\(c\)\(.\)\)\)], "DisplayFormula"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]\ y\/\[DifferentialD]\ x = \(-\(\(a\ x \ + b\ y\)\/\(b\ x + c\ y\)\)\)\)]]], "Section"], Cell["Find the general solution of the equation", "Text"], Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x = \(-\(\(\(a\ x + b\ y\)\/\(b\ x + c\ y\)\)\(.\)\)\)\)], "DisplayFormula"], Cell["First we try using DSolve[].", "Text"], Cell[BoxData[ \(DSolve[\(y'\)[ x] \[Equal] \(-\(\(a\ x + b\ y[x]\)\/\(b\ x + c\ y[x]\)\)\), y[x], x]\)], "Input"], Cell[TextData[{ "We see that ", Cell[BoxData[ \(TraditionalForm\`y\)]], " satisfies a quadratic equation. We write the equation in exact form and \ try integrating the equation." }], "Text"], Cell[BoxData[ \(Integrate[\((a\ x + b\ y[x])\) + \((b\ x + c\ y[x])\) \(y'\)[x], x]\)], "Input"], Cell["The solution of the differential equation is", "Text"], Cell[BoxData[ \(TraditionalForm\`a\ x\^2 + 2 b\ x\ y + c\ y\^2 = \(\(d\)\(.\)\)\)], "DisplayFormula"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]\ y\/\[DifferentialD]\ x = \((1 - 2 x)\) y\^2\)]], ", ", Cell[BoxData[ \(TraditionalForm\`y(0) = \(-\(1\/6\)\)\)]] }], "Section"], Cell["\<\ Find the solution of the following differential equation which \ satisfies the given initial condition. Where is the solution defined?\ \>", \ "Text"], Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x = \((1 - 2 x)\) y\^2, \ \ \ \ y(0) = \(-\(\(1\/6\)\(.\)\)\)\)], "DisplayFormula"], Cell[BoxData[ \(DSolve[{\(y'\)[x] \[Equal] \((1 - 2 x)\) y[x]\^2, y[0] \[Equal] \(-1\)/6}, y[x], x]\)], "Input"], Cell[BoxData[ \(Factor[\(-6\) - x + x\^2]\)], "Input"], Cell["The solution of the differential equation is", "Text"], Cell[BoxData[ \(TraditionalForm\`y = \(\(1\/\(\((x + 2)\) \((x - 3)\)\)\)\(.\)\)\)], "DisplayFormula"], Cell[TextData[{ "The solution is defined on the interval ", Cell[BoxData[ \(TraditionalForm\`\((\(\(-2\)\ ... \)\ 3)\)\)]], ". Below is a plot of the solution on this interval." }], "Text"], Cell[BoxData[ \(\(Plot[1\/\(\((x + 2)\) \((x - 3)\)\), {x, \(-2\), 3}];\)\)], "Input"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ Cell[BoxData[ \(TraditionalForm\`x\ \[DifferentialD]x + y\ \[ExponentialE]\^\(-x\)\ \[DifferentialD]y = 0\)]], ", ", Cell[BoxData[ \(TraditionalForm\`y(0) = 1\)]] }], "Section"], Cell["\<\ Find the solution of the following differential equation which \ satisfies the given initial condition. Where is the solution defined?\ \>", \ "Text"], Cell[BoxData[ \(TraditionalForm\`x\ \[DifferentialD]x + y\ \[ExponentialE]\^\(-x\)\ \[DifferentialD]y = 0, \ \ \ \ y(0) = 1. \)], "DisplayFormula"], Cell[BoxData[ \(DSolve[{x + y[x] Exp[\(-x\)] \(y'\)[x] \[Equal] 0, y[0] \[Equal] 1}, y[x], x]\)], "Input"], Cell[BoxData[ \(\@\(\(-1\) + 2\ \[ExponentialE]\^x - 2\ \[ExponentialE]\^x\ x\) // FullSimplify\)], "Input"], Cell["The solution of the differential equation is", "Text"], Cell[BoxData[ \(TraditionalForm\`y = \(\(\@\(2 \((1 - x)\) \[ExponentialE]\^x - 1\)\)\(.\)\)\)], "DisplayFormula"], Cell["\<\ We try to determine where the argument of the square root is \ non-negative.\ \>", "Text"], Cell[BoxData[ \(Solve[2 \((1 - x)\) Exp[x] - 1 \[Equal] 0, x]\)], "Input"], Cell[BoxData[ \(% // N\)], "Input"], Cell[TextData[{ StyleBox["Mathematica", FontSlant->"Italic"], " gives us a solution in terms of the roots of an algebraic/transcendental \ equation." }], "Text"], Cell[BoxData[ \(\(?ProductLog\)\)], "Input"], Cell[TextData[{ "The argument of the square root in the solution is non-negative on the \ interval ", Cell[BoxData[ \(TraditionalForm\`\((\(\(-1.67835\)\ ... \)\ 0.768039)\)\)]], "." }], "Text"], Cell[BoxData[ \(\(Plot[2 \((1 - x)\) Exp[x] - 1, {x, \(-5\), 1.5}];\)\)], "Input"], Cell["Below is a plot of the solution.", "Text"], Cell[BoxData[ \(\(Plot[\@\(2 \((1 - x)\) Exp[x] - 1\), {x, \(-1.678346990016661`\), 0.7680390470134655`}];\)\)], "Input"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]\ y\/\[DifferentialD]\ t = f(y\/t)\)]]], "Section"], Cell[CellGroupData[{ Cell["Part a", "Subsection"], Cell[BoxData[ \(y[t_] := t\ v[t]\)], "Input"], Cell[BoxData[ \(\(y'\)[t] \[Equal] f[y[t]/t]\)], "Input"] }, Open ]], Cell[CellGroupData[{ Cell["Part b", "Subsection"], Cell[BoxData[ \(\(y'\)[t] \[Equal] 2\ y[t]\/t + \((y[t]\/t)\)\^2\)], "Input"], Cell[BoxData[ \(DSolve[%, v[t], t]\)], "Input"], Cell[BoxData[ \(Clear[y]\)], "Input"], Cell[BoxData[ \(DSolve[\(y'\)[t] \[Equal] 2\ y[t]\/t + \((y[t]\/t)\)\^2, y[t], t]\)], "Input"] }, Open ]] }, Closed]], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`y\^2\ sin\ t + y\ \(f(t)\)\ \[DifferentialD]y\/\[DifferentialD]t = 0\)]]], "Section"], Cell[BoxData[ \(D[\(y\^2\) Sin[t], y] \[Equal] D[y\ f[t], t]\)], "Input"], Cell[BoxData[ \(DSolve[%, f[t], t]\)], "Input"], Cell[BoxData[ \(f[t_] := 2 \((a - Cos[t])\)\)], "Input"], Cell[BoxData[ \(\(y[t]\^2\) Sin[t] + y[t] f[t] \(y'\)[t] \[Equal] 0\)], "Input"], Cell[BoxData[ \(DSolve[%, y[t], t]\)], "Input"], Cell[BoxData[ \(Clear[f]\)], "Input"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x + x\ y = x\^\(2 n + 1\)\)]], ", ", Cell[BoxData[ \(TraditionalForm\`y(1) = 1\)]], ", ", Cell[BoxData[ \(TraditionalForm\`n \[Element] Z\)]] }], "Section"], Cell[BoxData[ \(DSolve[{\(y'\)[x] + x\ y[x] \[Equal] x\^\(2 n + 1\), y[1] \[Equal] 1}, y[x], x]\)], "Input"], Cell[BoxData[ \(% // FullSimplify\)], "Input"], Cell[TextData[{ StyleBox["Mathematica", FontSlant->"Italic"], " gives the answer in terms of the Exponential Integral function." }], "Text"], Cell[BoxData[ \(\(?ExpIntegralE\)\)], "Input"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[{ Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x - 2 x\ y = 1\)]], ", ", Cell[BoxData[ \(TraditionalForm\`y(0) = 1\)]] }], "Section"], Cell[BoxData[ \(DSolve[{\(y'\)[x] - 2 x\ y[x] \[Equal] 1, y[0] \[Equal] 1}, y[x], x]\)], "Input"], Cell[TextData[{ StyleBox["Mathematica", FontSlant->"Italic"], " gives the answer in terms of the error function." }], "Text"], Cell[BoxData[ \(\(?Erf\)\)], "Input"] }, Closed]], Cell[CellGroupData[{ Cell[TextData[Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x + \[Alpha]\ y = \ \[Beta]\ \[ExponentialE]\^\(\(-\[Lambda]\)\ x\)\)]]], "Section"], Cell[TextData[{ "Show that if ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] > 0\)]], " and ", Cell[BoxData[ \(TraditionalForm\`\[Lambda] > 0\)]], ", then for any real ", Cell[BoxData[ \(TraditionalForm\`\[Beta]\)]], ", every solution of" }], "Text"], Cell[BoxData[ \(TraditionalForm\`\[DifferentialD]y\/\[DifferentialD]x + \[Alpha]\ y = \ \[Beta]\ \[ExponentialE]\^\(\(-\[Lambda]\)\ x\)\)], "DisplayFormula"], Cell[TextData[{ "satisfies ", Cell[BoxData[ \(TraditionalForm\`lim\_\(x \[Rule] \[Infinity]\)y(x) = 0\)]], ". (The case ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] = \[Lambda]\)]], " requires special treatment.) Find the solution for ", Cell[BoxData[ \(TraditionalForm\`\[Beta] = \(\[Lambda] = 1\)\)]], " which satisfies ", Cell[BoxData[ \(TraditionalForm\`y(0) = 1\)]], ". Plot this solution for ", Cell[BoxData[ \(TraditionalForm\`0 \[LessEqual] x < \[Infinity]\)]], " for several values of ", Cell[BoxData[ \(TraditionalForm\`\[Alpha]\)]], ". In particular, show what happens when ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] \[Rule] 0\)]], " and ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] \[Rule] \[Infinity]\)]], "." }], "Text"], Cell[BoxData[ \(DSolve[\(y'\)[ x] + \[Alpha]\ y[x] \[Equal] \[Beta]\ Exp[\(-\[Lambda]\)\ x], y[x], x]\)], "Input"], Cell[BoxData[ \(% // Simplify\)], "Input"], Cell["The general solution is", "Text"], Cell[BoxData[ \(TraditionalForm\`y = \(\[Beta]\/\(\[Alpha] - \[Lambda]\)\) \ \[ExponentialE]\^\(\(-\[Lambda]\)\ x\) + c\ \(\(\[ExponentialE]\^\(\(-\[Alpha]\)\ x\)\)\(.\)\)\)], \ "DisplayFormula"], Cell[TextData[{ "Clearly this solution vanishes as ", Cell[BoxData[ \(TraditionalForm\`x \[Rule] \[Infinity]\)]], "." }], "Text"], Cell[TextData[{ "The solution is not valid for ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] = \[Lambda]\)]], ". We consider this case separately." }], "Text"], Cell[BoxData[ \(DSolve[\(y'\)[ x] + \[Alpha]\ y[x] \[Equal] \[Beta]\ Exp[\(-\[Alpha]\)\ x], y[x], x]\)], "Input"], Cell[TextData[{ "The general solution for ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] = \[Lambda]\)]], " is" }], "Text"], Cell[BoxData[ \(TraditionalForm\`y = \((c + \[Beta]\ x)\) \(\(\[ExponentialE]\^\(\(-\ \[Alpha]\)\ x\)\)\(.\)\)\)], "DisplayFormula"], Cell[TextData[{ "One could use L'Hospital's rule to show that this solution vanishes as ", Cell[BoxData[ \(TraditionalForm\`x \[Rule] \[Infinity]\)]], "." }], "Text"], Cell[TextData[{ "Now we solve the problem for ", Cell[BoxData[ \(TraditionalForm\`\[Beta] = \(\[Lambda] = 1\)\)]], " subject to the initial condition ", Cell[BoxData[ \(TraditionalForm\`y(0) = 1\)]], "." }], "Text"], Cell[BoxData[ \(DSolve[{\(y'\)[x] + \[Alpha]\ y[x] \[Equal] Exp[\(-x\)], y[0] \[Equal] 1}, y[x], x]\)], "Input"], Cell[BoxData[ \(% // FullSimplify\)], "Input"], Cell[BoxData[ \(DSolve[{\(y'\)[x] + y[x] \[Equal] Exp[\(-x\)], y[0] \[Equal] 1}, y[x], x]\)], "Input"], Cell["The solution is", "Text"], Cell[BoxData[ FormBox[ RowBox[{"y", "=", RowBox[{"(", GridBox[{ {\(\(1\/\(\[Alpha] - 1\)\) \((\[ExponentialE]\^\(-x\) + \((\[Alpha] - 2)\) \[ExponentialE]\^\(\(-\[Alpha]\)\ x\))\)\), \ \(for\ \[Alpha] \[NotEqual] 1\)}, {\(\((1 + x)\) \[ExponentialE]\^\(-x\)\), \(for\ \[Alpha] = 1\)} }]}]}], TraditionalForm]], "DisplayFormula"], Cell[TextData[{ "We plot the solution for ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] = 1\/16, 1\/8, ... , 16\)]], "." }], "Text"], Cell[BoxData[ \(\(Plot[\((1 + x)\) Exp[\(-x\)], {x, 0, 16}];\)\)], "Input"], Cell[BoxData[ \(\(Plot[ Evaluate[ Table[\(1\/\(2\^n - 1\)\) \((Exp[\(-x\)] + \((2\^n - 2)\) Exp[\(-2\^n\)\ x])\), {n, \(-4\), \(-1\)}]], {x, 0, 16}];\)\)], "Input"], Cell[BoxData[ \(\(Plot[ Evaluate[ Table[\(1\/\(2\^n - 1\)\) \((Exp[\(-x\)] + \((2\^n - 2)\) Exp[\(-2\^n\)\ x])\), {n, 1, 4}]], {x, 0, 16}, PlotRange \[Rule] All];\)\)], "Input"], Cell[BoxData[ \(\(Show[%%%, %%, %, Ticks \[Rule] {{0, 4, 8, 12, 16}, {0, 1}}, AspectRatio \[Rule] 1/4];\)\)], "Input"], Cell[TextData[{ "We plot the behavior as ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] \[Rule] 0\)]] }], "Text"], Cell[BoxData[ \(\(Plot[ Evaluate[ Table[\(1\/\(2\^n - 1\)\) \((Exp[\(-x\)] + \((2\^n - 2)\) Exp[\(-2\^n\)\ x])\), {n, \(-8\), \(-1\)}]], {x, 0, 4}, PlotRange \[Rule] {0, 2}, Ticks \[Rule] {{0, 1, 2, 3, 4}, {0, 1}}];\)\)], "Input"], Cell[TextData[{ "and as ", Cell[BoxData[ \(TraditionalForm\`\[Alpha] \[Rule] \[Infinity]\)]], "." }], "Text"], Cell[BoxData[ \(\(Plot[ Evaluate[ Table[\(1\/\(2\^n - 1\)\) \((Exp[\(-x\)] + \((2\^n - 2)\) Exp[\(-2\^n\)\ x])\), {n, 1, 8}]], {x, 0, 4}, PlotRange \[Rule] All, Ticks \[Rule] {{0, 1, 2, 3, 4}, {0, 1}}];\)\)], "Input"] }, Closed]] }, Open ]] }, FrontEndVersion->"4.0 for X", ScreenRectangle->{{0, 1152}, {0, 864}}, WindowSize->{520, 600}, WindowMargins->{{0, Automatic}, {Automatic, 0}}, Magnification->1.25 ] (*********************************************************************** Cached data follows. 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