Professional Documents
Culture Documents
Jaime A. Moreno
Universidad Nacional Autnoma de Mxico (UNAM)
Instituto de Ingeniera, Mxico D.F.,Mxico
Email: JMorenoP@ii.unam.mx
7 de Marzo de 2016
ii
ndice general
I
1. Conceptos bsicos
1.1. Ecuaciones . . . . . . . . . . . . . . . . . . . . . . . . .
1.1.1. Tipos de Ecuaciones . . . . . . . . . . . . . . .
1.1.2. Ecuaciones Diferenciales . . . . . . . . . . . . .
1.1.2.1. Ecuacin Diferencial Ordinaria (EDO)
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32
34
37
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46
49
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63
Parte I
Ecuaciones Diferenciales
Ordinarias
Leccin 1
Conceptos bsicos
1.1.
Ecuaciones
Ecuacin: Igualdad que contiene una o varias variables (incgnitas).
P (y) = Q (y)
P () , Q (): Operaciones
y: variables (incgnitas)
y2 = 4
Soluciones: Conjunto de valores de las incgnitas que hacen verdadera la igualdad.
{y = 2, y = 2}
Identidad: Ecuacin vlida para todos los valores de las incgni3
tas.
y12 y22 = (y1 + y2 ) (y1
sin2 (y) + cos2 (y) = 1
y2 )
Ejemplo:
3y1 + 5y2 = 2
5y1 + 8y2 = 3
Soluciones: Conjunto de valores de las incgnitas que hacen verdaderas a todas las igualdades.
{y1 =
1.1.1.
1, y2 = 1}
Tipos de Ecuaciones
Ejemplo Univariable:
y5
3y + 1 = 0
Ejemplo Multivariable
1
1
y14 + y1 y2 = y23
2
3
y12 y2 + y22
1
7
Ecuaciones cuadrticas
1
1
y12 + y1 y2 = y22
2
3
y12 y2 + y22
1
7
1
2
y = arcsin
20.9
2
3
Ecuaciones Funcionales: las variables (incgnitas) son Funciones de una o varias variables.
7
1.1.2.
Ecuaciones Diferenciales
y (x) =
y
(k)
dy(x)
dx
y (t) =
d2 y(x)
dx2
(x) =
dy(t)
dt
y (t) =
dk y(x)
dxk
(k)
es la primera derivada
d2 y(t)
dt2
(t) =
es la segunda derivada
dk y(t)
dtk
es la k sima derivada
Ejemplos:
y 0 (x) = cos x
y 00 + 9y = e 2x
3 02
y 0 y 000
y = 0.
2
1.1.2.2.
1.2.
@ 2 y (x) @ 2 y (x)
+
= 0.
@x21
@x22
1.2.1.
y0
2
4y
= 0.
3
x
Ecuacin Diferencial Ordinaria de Primer Orden en Forma Explcita:
y 0 = f (x, y) .
Ejemplo:
y 0 = 4x3 y 2 .
11
1.2.2.
1.2.3.
EDO de Orden n
1.2.4.
1)
Una funcin
y = h (x)
es una solucin (o integral ) de la EDO
F (x, y, y 0 ) = 0
en el intervalo abierto a < x < b (incluye los casos a =
1, b = 1) si
d
2
2
Ce x + 2x Ce x =
dx
2x Ce
x2
+ 2x Ce
x2
0.
y (x) = cekx ,
4
2
2
4
Fig. 3.
MPLE 3
dy
dt
16
Hence y is a solution of y r " 0.2y (Fig. 4A). This ODE is of the form y r " ky. With positive-constant k it can
model exponential growth, for instance, of colonies of bacteria or populations of animals. It also applies to
Con k < 0 esta ecuacin puede modelar decrecimiento exponencial, como por ejemplo, una sustancia radioactiva.
Una funcin
y = h (x)
es una solucin (o integral ) de la EDO de orden n
F x, y, y 0 , , y (n) = 0
en el intervalo abierto a < x < b (incluye los casos a =
1, b = 1) si
yr "
dt
" 0.2e
" 0.2y.
Hence y is a solution of y r " 0.2y (Fig. 4A). This ODE is of the form y r " ky. With positive-constant k it can
model exponential growth, for instance, of colonies of bacteria or populations of animals. It also applies to
humans for small populations in a large country (e.g., the United States in early times) and is then known as
Malthuss law.1 We shall say more about this topic in Sec. 1.5.
(B) Similarly, y r " !0.2 (with a minus on the right) has the solution y " ce!0.2t, (Fig. 4B) modeling
exponential decay, as, for instance, of a radioactive substance (see Example 5).
!
y
40
2.5
2.0
30
1.5
20
1.0
10
0.5
10
12
14 t
10
12
14 t
Named after the English pioneer in classic economics, THOMAS ROBERT MALTHUS (17661834).
18
1.2.5.
c2 ,
2 1
2
3
4
5
4 x
Fig. 6.
x2
y (x) =
.
4
21
de la ODE (y 0 )2
1.3.
1.3.1.
Una forma de especificar la solucin particular es mediante una condicin inicial (C.I.), es decir,
y (x0 ) = y0 ,
con valores dados x0 e y0 .
22
y (x) = ce3x .
1.3.2.
yr ! y " x
(2)
obtained by a CAS (Computer Algebra System) and some approximate solution curves
fitted in.
y
2
1.5
0.5
0.5
1 x
Fig. 7.
Figura 1.4:
aproximadas que pasan por (0, 1) , (0, 0) , (0,
25
1).
Leccin 2
Mtodos de solucin de EDOs
de Primer Orden
Veremos algunos tipos de EDOs que se pueden resolver fcilmente:
26
2.1.
dy
g (y)
dx = f (x) dx + C ,
dx
27
g (y) dy =
f (x) dx + C .
y0 = 1 + y2
dy
dy
= dx )
= dx+C ) arctan y = x+C , y = tan (x + C) .
1 + y2
1 + y2
28
Es muy importante introducir la constante de inComentario 2.2 tegracin inmediatamente despus de realizar la
integracin!
Si se realiza de la siguiente manera el resultado es incorrecto!
dy
dy
= dx )
= dx ) arctan y = x ) y = tan x + C .
1 + y2
1 + y2
Ejemplo 2.3 EDO separable
La EDO
y 0 = (x + 1) e x y 2
es separable, porque puede ser escrita como
dy
dy
x
x
=
(x
+
1)
e
dx
)
=
(x
+
1)
e
dx + C )
y2
y2
)
1
=
y
(x + 2) e
1
+C ,y =
(x + 2) e
29
dy
dy
= 2xdx )
=
y
y
) ln y =
xdx + C )
x2 + C , y = Ce
x2
x2
! "2x dx,
ln y ! "x 2 # !
c,
y ! ce!x .
This is the general solution. From it and the initial condition, y(0) ! ce0 ! c ! 1.8. Hence the IVP has the
2
solution y ! 1.8e!x . This is a particular solution, representing a bell-shaped curve (Fig. 10).
!
2 x
Modeling
2xy .
The importance of modeling was emphasized in Sec. 1.1, and separable equations yield
various useful models. Let us discuss this in terms of some typical examples.
MPLE 4
Radiocarbon Dating2
31
In September 1991 the famous Iceman (Oetzi), a mummy from the Neolithic period of the Stone Age found in
the ice of the Oetztal Alps (hence the name Oetzi) in Southern Tyrolia near the AustrianItalian border, caused
a scientific sensation. When did Oetzi approximately live and die if the ratio of carbon 146 C to carbon 126 C in
2.2.
Algunas EDOs pueden ser reducidas a separables mediante una transformacin de la variable y.
2.2.1.
EDOs homogneas
y
x
y (x)
) y (x) = u (x) x ) y 0 = u0 x + u .
x
u.
Si f (u)
y
2x
x
.
2y
1
) u0 x =
2u
33
u2 + 1
.
2u
2u
dx
2u
du
=
)
du =
2
2
u +1
x
u +1
) ln 1 + u2 =
ln |x| + C ) ln 1 + u2
dx
+C )
x
1
= ln
+ C .
|x|
2
C
y
C
1+u2 =
, 1+
=
) x2 +y 2 = Cx ) x
x
x
x
C
2
C2
+y =
.
4
2
2.2.2.
x " y # cx.
c 2
c2
2
ax ! b " y # .
2
4
Thus
This general solution represents a family of circles passing through the origin with centers on the x-axis.
y
4
2
8
2
4
x2 .
1117
= Solve
ax +thebyIVP.
(x)Show
+ cthe
. steps of derivation, beginning with
the general solution.
GENERAL
SiSOLUTION
y (x) es una solucin, entonces
11. se
" y # 0, para
y(4) # u6 (x)
xy r satisface
2
general solution. Show the steps of derivation.0 Check
12.
0 y r # 1 " 4y , y(1) # 0
u = a + by (x) = a2 + bf (u)
.
answer by substitution.
2
13.
y
r
cosh
x
#
sin
y,
y(0) # 12 p
3
3
yr " x # 0
separables.
14. dr>dt
# !2tr, r(0) # r0
r # sec2 y La EDO resultante es de variables
15. y35
r # !4x>y, y(2) # 3
r sin 2 px # py cos 2 px
y r " 36x # 0
r # e2x!1y 2
36
x.
2.3.
EDOs Exactas
Si una funcin u (x, y) tiene derivadas parciales contnuas, su diferencial (o diferencial total) es
@u
@u
du =
dx +
dy .
@x
@y
De esto se deduce que si u (x, y) = C, C constante, entonces du = 0.
Ejemplo 2.7 Si
entonces
o sea
u = x + x2 y 3 = C
du = 1 + 2xy 3 dx + 3x2 y 2 dy = 0
3
dy
1
+
2xy
y0 =
=
.
dx
3x2 y 2
37
(2.1)
(2.3)
anteriores se obtiene
@ 2u
@M
=
,
@y@x
@y
@ 2u
@N
=
.
@x@y
@x
Por la hiptesis de continuidad de las dos derivadas parciales de segundo
orden, deben ser iguales, y por lo tanto
@M
@y
@N
@x
(2.4)
Esta condicin es necesaria y suficiente para que (2.1) sea una Ecuacin
Diferencial Exacta.
Si (2.1) es Exacta, la funcin u (x, y) puede obtenerse por inspeccin
o de la siguiente forma sistemtica
De
@u
@x
u = M dx + k (y) .
(2.5)
40
@u
@y
(2.6)
N dy + l (x) .
@u
@x
= M
sin (x + y) =
@N
=
@x
sin (x + y)
se satisface.
Paso 2. Solucin General Implcita. De (2.5) obtenemos mediante integracin
dk (y)
)
= 3y 2 + 2y ) k = y 3 + y 2 + C .
dy
As obtenemos la solucin general
u (x, y) = sin (x + y) + y 3 + y 2 = C .
Paso 3. Verificar la Solucin General Implcita. Se puede
verificar mediante la diferenciacin (implcita) de la solucin implcita
u (x, y) = C si se obtiene la EDO:
du =
@u
@u
dx+ dy = cos (x + y) dx+ cos (x + y) + 3y 2 + 2y dy = dC = 0 .
@x
@y
u = N dy + l (x) =
sin y cosh xdy + l (x) = cos y cosh x + l (x) .
Para hallar la l (x) usamos
@u
dl (x)
= cos y sinh x +
= M = cos y sinh x + 1 )
@x
dx
dl (x)
= 1 ) l (x) = x + C
dx
entonces la solucin general es
)
AMPLE 3
Solution. You may verify that the given ODE is exact. We find u. For a change, let us use (6*),
0.5
1.0
1.5
2.0
2.5
3.0
Figura
2.3: Breakdown
Soluciones
u (x, y) = cos y cosh x + x = C para
WARNING!
in Particulares
the Case of Nonexactness
valores
de C = 0, 0.358, 1, 2, 3.
The equation #y dx " x dy ! 0 is not exact because M ! #y and N ! x, so that in (5), 0M>0y ! #1 but
0N>0x ! 1. Let us show that in such a case the present method does not work. From (6),
u!
hence
0u
dk
! #x " .
0y
dy
Now, 0u>0y should equal N ! x, by (4b). However, this is impossible because k(y) can depend only on y. Try
!
(6*); it will also fail. Solve the equation by another method that we have discussed.
2.4.
1 6=
@N
= 1.
@x
(2.7)
por una funcin (en general de x e y) F (x, y) de tal forma que la EDO
resultante
F (x, y) P (x, y) dx + F (x, y) Q (x, y) dy = 0
(2.8)
F =
1
y2
ydx+xdy
y2
ydx+xdy
xy
F =
1
xy
F =
1
2
x +y 2
=d
=
ydx+xdy
x2 +y 2
x
y
= 0,
d ln xy = 0 ,
= d arctan
x
y
= 0.
2.4.1.
F = F (x)
1
dF
1
@P
0
F Py = F Q + F Q x )
= R, R =
F dx
Q @y
Entonces se obtiene el siguiente resultado:
@Q
@x
(2.9)
2.4.2.
F = F (y)
1 dF
1
=
R
,
R
=
F dy
P
@Q
@x
@P
@y
. (2.10)
1) dy = 0, y (0) =
50
1.
1 @P
@Q
ex+y + yey + ey ey
R=
=
.
y
Q @y
@x
xe
1
Intento con el Teorema 2.13. R en (2.10) es
1 @Q @P
ex+y + yey + ey
R =
=
P @x
@y
ex+y + yey
Por lo tanto un Factor de Integracin es
ey
1.
(xey
1) dy = (ex + y) dx+ x
Integrando se obtiene
u = (ex + y) dx = ex + xy + k (y) .
Usando
@u
@y
= N obtenemos
@u
= x + k 0 (y) = x
@y
dk
)
=
dy
)k=e
=C.
+ C .
dy = 0 .
= 1 + e = 3.72 .
2.5.
EDOs lineales
(2.11)
Setp 3. Particular solution. The initial condition y(0) ! #1 gives u(0, #1) ! 1 " 0 " e ! 3.72. Hence the
answer is ex " xy " e!y ! 1 " e ! 3.72. Figure 18 shows several particular solutions obtained as level curves
of u(x, y) ! c, obtained by a CAS, a convenient way in cases in which it is impossible or difficult to cast a
solution into explicit form. Note the curve that (nearly) satisfies the initial condition.
Step 4. Checking. Check by substitution that the answer satisfies the given equation as well as the initial
condition.
!
y
3
2
1
3
1
2
3
Fig. 18.
= C.
54
8. ex(cos y dx # sin y dy) ! 0
9. e2x(2 cos y dx # sin y dy) ! 0,
y(0) ! 0
2.5.1.
dy
= p (x) dx ) ln |y| =
p (x) dx + C .
y
Tomando exponentes en ambos lados obtenemos la solucin general de
la ecuacin homognea
y (x) = Ce
p(x)dx
2.5.2.
(2.12)
pdx ) F = eh .
eh y 0 + eh py = eh y 0 + eh y = eh y
Por integracin
eh y =
= eh r .
eh r + C .
y (x) = e h C + e h eh r , h = p (x) dx .
(2.13)
h
y (x) =
e| {z
C} +
e h eh r
| {z }
Rpta a C.I.
Rpta a entrada r
2 cos2 x .
De la C.I.
y (0) = 1 ) 1 = C cos 0
2 cos2 0 = C
2 ) C = 3,
2
3| cos
x
2
cos
{z }
| {z x}
Rpta a C.I. Rpta a entrada
59
.
sin 2x
R
E (t)
I=
.
L
L
R
R E (t)
I (t) = e L t C + e L t
dt .
L
60
Integrando
I (t) = e
R
t
L
C+
E L Rt
eL
LR
=e
R
t
L
C+
E
=e
R
110t
E 0
C+ e
R
=0)C=
E
,
R
110t 48
11
48
48
=
1
11
11
61
110t
C+
48
.
11
MPLE 3
E>R ! 48>11 faster the larger R>L is, in our case, R>L ! 11>0.1 ! 110, and the approach is very fast, from
below if I(0) % 48>11 or from above if I(0) $ 48>11. If I(0) ! 48>11, the solution is constant (48/11 A). See
Fig. 19.
The initial value I(0) ! 0 gives I(0) ! E>R # c ! 0, c ! "E>R and the particular solution
(8)
I!
E
(1 " e!(R>L)t),
R
thus
I!
48
(1 " e!110t).
11
I(t)
8
R = 11 '
6
4
E = 48 V
2
L = 0.1 H
Circuit
0.01
0.02
0.03
0.04
0.05
Current I(t)
Hormone Level
Assume that the level of a certain hormone in the blood of a patient varies with time. Suppose that the time rate
of change is the difference between a sinusoidal input of a 24-hour period from the thyroid gland and a continuous
removal rate proportional to the level present. Set up a 62
model for the hormone level in the blood and find its
general solution. Find the particular solution satisfying a suitable initial condition.
Solution. Step 1. Setting up a model. Let y(t) be the hormone level at time t. Then the removal rate is Ky(t).
The input rate is A # B cos vt, where v ! 2p>24 ! p>12 and A is the average input rate; here A & B to make
2.6.
La Ecuacin de Bernoulli es
(2.14)
y 0 + p (x) y = g (x) y a , a 2 R .
se obtiene que
u0 = (1
a) y
a 0
y = (1
a) y
) u0 + (1
(gy a
py) = (1
a) pu = (1
63
a) g ,
a) g
py 1
By 2 .
y 2y0 =
La solucin general es
u = Ce
At
Ay
By 2 = B
Ay
) u0 + Au = B .
B
1
1
+ ) y (t) =
=
A
u (t)
Ce At +
64
B
A
33
Population y
6
A
=4
B
2
0
Time t
Fig. 21. Logistic population model. Curves (9) in Example 4 with A>B ! 4
Bibliografa
[1] Erwin Kreyszig. Advanced Engineering Mathematics. 10th Edition.
New York: Academic Press, 1975.
[2] Wolfgang Walter. Gewhnliche Dierentialgleichungen: Eine Einfhrung. 7. Auflage, Springer-Verlag, 2000.
[3] https://en.wikipedia.org/wiki/Equation
66
[4] https://en.wikipedia.org/wiki/Operation_(mathematics)
67