Chap 2 老師講義

2016年9月19日 下午 06:33

微分方程式
Chapter 2
管傑雄
台大電機系
Chapter 2 First-order Differential Equations

2.1 Solution curves without the solution

Lineal Elements: a line segment representing a slope at a specific point of a curve

The differential equation we are going to consider is dy/dx = f(x, y). For example,
dy/dx = y. When y = 2, each of the elements on the line y = 2 has slope 2 and its
midpoint on the lineal element as shown in the figure.

Isoclines and Direction Fields

Any member of the family f(x, y) = c is called isocline, which literally means a curve
along which the inclination of the tangents is the same. As the parameter c is varied, we
obtain a collection of isoclines on which the lineal elements are judiciously constructed.
The totality of these lineal elements is variously called a direction field, slope field, or
lineal element field.

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2.2 Separable Variables
Solution by Integration

can be solved by integration. If g(x) is a continuous function, then

Separable Equation

if

Method of the solution:

Note: A one-parameter family of solutions is obtained by integrating both sides of h(y)dy =

g(x)dx

Example 1: Solve xy4dx + (y2+2)e-3xdy = 0

Solution:

if

----- family solution

We also find that y = 0 is a solution which cannot derived from the family solution, and
hence a singular solution.
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 hence a singular solution.

Example 2: Solve

subject to y(0) = 0
Solution:

if

and integration gives

under the condition of

under the condition of

When x = 0, y = 0, so necessarily c = 0. Therefore, y = x4 / 16. The solution y = 0 was lost in

division by y1/2.
Actually since f(x, y) = xy1/2 at y = 0 is not differentiable, the corresponding solution is
not unique. It may have many different solutions or no solution at all. In fact, it indeed
has many solutions. Except the above two solutions, we may define a parameter a  0,
and the following piecewise solution

This solution combines the above two solutions at x = a and is also a one-parameter family of
solutions.(請參考 Sec. 1.2，由於

限制，只能選擇在 x 軸接觸點向外的兩家族曲線來組合成 singular solution)

Example 3: Solve dy/dx = y2 - 4 subject to y(0) = -2.

Solution:

if y2 - 4 0
Using partial fraction on the left side gives

The solution is

In addition, y = 2, -2 is also a (singular) solution, too. The solution curves are shown in the
following graph.

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由上圖可以看出解函數可能有發散點。事實上該點並非是方程式的 singular point，因
為從 f(x, y) 看不出它的存在。在該點處的導函數趨向正無窮大，y 雖趨向正負無窮
大，但因 f(x, y) 含有 y 的正平方項，故仍能符合方程式。The solution subject to the
initial condition is y = -2.

Autonomous First-order DEs

從方程式中看出重要的Boundary
A differential equation in which the independent variable does not appear explicitly is
said to be autonomous. For the first-order autonomous DE can be written in normal
form as

.
Critical Points: The zeros of f(y) in the first-order autonomous DE. A critical point is also
called an equilibrium point or stationary point. If c is a critical point of the first-order
autonomous DE, then y(x) = c is a constant solution of the equation. The corresponding
solution is called an equilibrium solution.

Example: The differential equation

is an autonomous DE. Please find the solutions.

Solution:

Hence,

where P(0) = Po.

In addition, the equilibrium solutions are P = 0 and P = a/b

Graph of P(t)
As
,

As
,

Now, differentiating the solution twice gives

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If Po < a/b, then the inflection point is when P = a/2b.
If Po > a/b,

as

Note:由方程式僅能看出重要的y boundary，對於

等重要resonant point(因y值趨向正或負無窮大)，仍需等到解找到時才可看出。尤其是
針對第三個case而言(P0 < 0或 > a/b時才有共振點)，此發散點並不是方程式的 singular
point (因為 f(x, y) 及

均連續)，該點的導函數趨向負無窮大，y 雖趨向正負無窮大，但因 f(x, y) 含有 y 的負

平方項，故仍能符合方程式。

Phase portrait: We can judge the sign of dP/dt from the function f(P) i.e., the increasing
trend if dP/dt > 0 and the decreasing trend if dP/dt < 0. The separation of those regions is the
critical points.

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 Phase Line: The vertical line in the left of the above figure is called the phase line in which
the critical points are marked.

Example: An autonomous DE

The general solution which can be derived by the method of Section 2.2 is

where c is an arbitrary constant. That is, the function is a one-parameter family of solutions.
The critical point of the autonomous DE is y = 1 and the associated phase line and
phase portrait are shown in the following figures.

在 x=-c 處事實上是個發散點而非方程式的 singular point，因為 dy/dx = 而且 f(z, y)

含有 y 的平方項，故當 y 趨向正負無窮大時仍能符合方程式。所以 solution interval 應
可視為 - < x < 。

Physical Meaning of the critical point:

(a) Attractor or asymptotically stable: In (a), all solutions that start from an initial point
sufficient near c exhibit the asymptotic behavior lim y(x) = c as x approaches infinity.
(b) Repeller or unstable: In (b), all solutions that start near c move away from c as x increases.
(c) Semistable: In (c) and (d), a solution that starts from an initial point sufficient near c is

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(c) Semistable: In (c) and (d), a solution that starts from an initial point sufficient near c is
attracted to c from one side and repelled from the other side.

[Critical point and singular point]

Example; Solve

Solution

and singular solution y = -1

Solution interval x<0 and x>0，critical point y = 1 and y = -1
Singular point 分割 x 軸而 critical point 分割 y 軸。

2.3 Linear Equations

First-Order Linear Equation

or

In general, y is called the output or response while g(x) or f(x) is called input or driving
function.

The Property: The solution is the sum of the two solutions, y = yc + yp where yc is a
solution of

and yp is a particular solution of the original equation.

Method of solution:
1. Integrating Factor:
(1) Find an integrating factor (x) such that

is a derivative of some function. That is,

The integrating factor is

(2) The above equation is the same as

Integrating both sides of the equation gives

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2. Variation of Parameter:
(1) Finding the homogeneous solution yc

Separation of the variables gives

(2) Changing the parameter into a dependent variable u(x) and using it as a trial
particular solution yp

(3) Substituting yp into the original equation

That is,

so that

Thus

Note: y = yc + yp is called a general solution of the equation.

Example 1: Solve

Solution:

is a linear differential equation. The integrating factor is

so that

.
The solution is

Example 2: Find a continuous solution satisfying

, where

and the initial condition y(0) = 0.

Solution:
The integrating factor is
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 The integrating factor is
(x) = ex.
Since f(x) is not continuous, we solve the equation in two parts.
(1) On x [0, 1], the equation becomes

,
and the solution is
y = 1 + c1e-x
Since the initial condition, we find c1 = -1.
(2) On the interval of x > 1, the equation becomes

,
and the solution is
y = c2e-x.
Now, in order that y be continuous, we have to choose c2 so y(1) = 1-e-1i.e., c2 = e-1. The
solution of the initial-value problem is

[Functions Defined by Integrals] Some simple functions do not possess antiderivatives that
are elementary functions, and integrals of these kinds of functions are called nonelementary.
Two such functions are the error function and complementary error function.

and

Obviously, erf(x) + erfc(x) = 1.

Example: Solve dy/dx - 2xy = 2 subject to y(0) = 1.

Solution: The integrating factor is

so that

we get

Substituting the initial condition leads eo

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[Use of Computers] Symbolic Calculation
Mathematica: DSolve[y'[x] + 2y[x] = x, y[x], x]
Maple: dsolve(diff(y(x),x) + 2*y = x, y(x))

2.4 Exact Equations

[Exact Differential] if the differential form
M(x, y)dx + N(x, y)dy
corresponds to the total differential of some function f(x, y), i.e.,
df = M(x, y)dx + N(x, y)dy

[Exact Equation]
if M(x, y)dx + N(x, y)dy is an exact differential, then
M(x, y)dx + N(x, y)dy = 0
is an exact equation.

[Criterion for an Exact Differential]

Let M(x, y) an N(x, y) be continuous and have continuous first partial derivatives in a
rectangular region defined by a < x < b, c < y < d. Then a necessary and sufficient
condition that
M(x, y)dx +N(x, y)dy
be an exact differential is

Statement:

M(x, y)dx +N(x, y)dy is an exact differential

Proof:
(1) Necessity(

):
df = M(x, y)dx + N(x, y)dy =

Therefore,

and

and we conclude that

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and we conclude that

(2) Sufficiency(

): the same procedure to get the solution of an exact equation

Method of Solution:
Given the equation
M(x, y)dx + N(x, y)dy = 0
with the condition of

to find the solution, we assume that

and

.
The problem becomes to find the function of f(x, y). From the former equation, we find that

g(y) is an "integration constant" with respect to x. Differentiating the above equation with
respect to y, we find that

Hence, the function g(y) can be found by

Therefore, f(x, y) is found and the solution of the exact equation is f(x, y) = c.

Note: In the above equation, although the right-hand formula is denoted as a function of x
and y, actially it is a function of y only since

Please pay attention to the difference of the two results:

1.

2.

Example: Solve (e2y - ycos xy)dx + (2xe2y -x cos xy + 2y)dy = 0

Solution:

The differential is exact. We try to find a function f(x, y) such that

From N(x, y), we find that g has to satisfy

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 or
g'(y) = 2y
Therefore, g(y) = y2. The solution of the equation is

[How to solve a differential M(x, y)dx + N(x, y)dy = 0]

結合Integrating factor及Exact differential的概念
(1) As an exact differential
(2) General case: Similar to the first-order linear DE, we can define one integrating factor (x,
y) such that (x, y)M(x, y)dx + (x, y)N(x, y)dy = 0 is exact instead of the derivative in the
case of the linear DE. Then we can get a partial differential equation of (x, y).

i.e., yM + My = xN + Nx

The above partial differential equation attempts to find all the integrating
factors. In fact, it is enough for us to find one. Therefore, we may try to find
one under some special conditions.
(3) We may suppose that  is a function of x only, i.e., (x), then

This happens to have solutions if (My – Nx)/N is a function of x only.

(4) We may suppose that  is a function of y only, i.e., (y), then

This happens to have solutions if (Nx – My)/M is a function of y only.

(5) We may check at first whether the conditions of (3) and (4) are true. If true, the
integrating factor is easy to find. Otherwise, it is in general difficult to solve the partial
differential equation. In other ways, we may use the substitution method as described
in next section to solve the differential form
(1) .The first-order linear DE is a special case of (3)

i.e., [P(x)y – f(x)]dx + dy = 0

(My – Nx)/N = P(x) is a function of x only.

Example: Solve xydx +(2x2 + 3y2 – 20)dy = 0

Solution: Since

and

The integrating factor (y) follows the differential equation

i.e.,  = y3
The exact differential form is xy4dx +(2x2y3 + 3y5 – 20y3)dy = 0 and the solution is

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2.5 Solutions by Substitutions
[Substitutions]
Given a differential equation

,
we can transform it into a new differential equation with the new dependent variable u by
making the substitution
y = g(x, u).
The new equation is

.
If u = (x) is a solution, then y = g(x, (x)) is a solution of the original equation. The trick is
to select a substitution y = g(x, u) such that the transformed equation is one we can solve.
Even when possible, this is not always easy; it may require a fair amount of ingenuity or trial-
and-error.

Example: Solve y(1 + 2xy)dx + x(1 - 2xy)dy = 0

Solution: Let u = 2xy

The equation becomes, after simplifying

2u2dx + (1 - u)xdu = 0
The variables are separable, and so from

we obtain

x = 2c1ye1/2xy
where ec was replaced by c1.

[Reduction to Separation of Variables] 一階微分方程，加入適當的條件即可變為

Separable
A DE of the form

can always be reduced to an equation with separable variables by means of the substitution u
= Ax + By + C, B0.

Example: Solve dy/dx = (-5x + y)2 - 4.

Solution: Define u = -5x + y and transform the equation into

which is separable. The family of solutions is

and the singular solution is u = -3

so that

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so that

and y = 5x - 3

Homogeneous Function
If f(tx, ty) = tnf(x, y) for some real number n, then f(x,y) is said to be a homogeneous
function of degree n.

Example:

homogeneous of degree 3/2

not homogeneous

Let t = 1/x or 1/y, we can get f(x, y) = xn f(1, y/x) or yn f(x/y, 1).
If an equation in the differential form
M(x, y)dx + N(x, y)dy = 0
has the property that both of M(x, y) and N(x, y) are homogeneous we say that it has
homogeneous coefficients or is a homogeneous equation.

Method of Solution:
Let y = ux or x = vy to separate variables. Since u or v is an independent variable, dy =
udx + xdu if we take y = ux as an example. The above equation becomes
M(x, ux)dx + N(x, ux)(udx + xdu) = 0
xn M(1, u)dx + xn N(1, u)(udx + xdu) = 0
which gives

Then we can integrate the equation to solve it.

Example: Solve

Solution: Let y = ux

If t = u1/2, we can simplify it as

.
The solution is

.
That is

Note: y = 0 or x = 0 is a singular solution.

Another form of the homogeneous differential equation:

That is,

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is also a homogeneous differential equation.

Example: Solve

subject to y(1) = 1.
Solution:

Let y = ux, then the equation becomes

Hence the solution is

or

Since y = 1 when x = 1, we get c = e-1. Therefore, the solution of the initial-value problem is

Bernoulli's Equation

where n is any real number. For n =0 and n = 1, the equation is linear in y. Now for y
0, the equation can be written as

.
Let w = y1-n, the equation becomes

which is linear in w.

Example: Solve

Solution: We let w = y-1, and the equation becomes

The integrating factor is

Hence,

That is, w = -x2 + cx and the solution of y is

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 Conclusions: To solve the equation
dy/dx = f(x, y) or M(x, y)dx + N(x, y)dy = 0
we may use
(1) the separation of variables
(2) the conditions for the exact equation
(3) the integration factor
(4) the substitution method

2.6 A Numerical Solutions(遞迴方式)

利用遞迴方式求解一階微分方程的方法
1. Picard’s Method:積分遞迴
2. Numerical Method:微分數值方法
積分遞迴法:Picard's method
The initial-value problem
y'(x) = f(x,y), y(xo) = yo
can be written as

Suppose yo(x) is an arbinary continuous function that represents a guess or approximation to

the solution. A simple guess is yo(x) = yo. Since f(x, yo(x)) is a known function, we can obtain

In this manner, we get a sequence of functions, whose nth term is defined by

The repetitive use of the above equation is known as Picard's method of iteration. As n
approaches to infinity, the solution becomes exact, i.e., y(x) =

Example: Solve y' = y - 1, y(0) = 2

Solution: Let yo(x) = 2 and we obtain

.......

As n approaches infinity, we obtain y = 1 + ex which is an exact solution of the given initial-

value problem.

微分數值遞迴法:Euler's Method
For an IVP
dy/dx = f(x, y) subject to y(x0) = y0
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 dy/dx = f(x, y) subject to y(x0) = y0
we may choose a step size h to be reasonable small and use a local linear approximation
(linearization) to calculate y(x) at x. That is
xn = x0 + nh
yn+1 = yn + f(xn, yn)h

Absolute Error: |True value – Approximation |

(Percentage) Relative Error: Absolute error/ | True value | x 100%

Remark:
1. Truncation Errors for Euler's Method
Taylor's expansion

where c is some constant between a and x.

In the Euler method,

.
The truncation error is

where xn < c < xn+1

Unfortunately, the value of c is usually unknown. If |y"(x)| has an upper bound on the range
we are interested in, then

where

In the above analysis, we assumed that the value of yn was exact in the calculation of yn+1, but
it is not because it contains local truncation error from the previous step. The total error in yn+1
is an accumulation of the errors in each of the previous steps. This total error is called the
global truncation error. In general it can be shown that if a method for the numerical
solution of a differential equation has a local truncation error O(h+1), then the gobal
truncation error is O(h).

2. Improved Euler Method (Heun's formula)

where

3. Truncation Errors for the Improved Euler's Method

The local truncation error for the improved Euler's method is O(h3) while the global

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 The local truncation error for the improved Euler's method is O(h3) while the global
truncation error is O(h2).

2.7 Supplement – 其它型式(not normal form)

[聯立方程組]
一個低階的 DE 與另一高階方程式聯立。如果低階的解並不完全都是高階 DE 的
解，則可對低階進行逐次微方，直到與高階者同階數，然後依照兩同階方程式降
階的方式，依序降階至低階減一階為止。最後求解該方程式，但必須將解反代入
兩聯立方程式以驗證是否正確，若有不符表示無解。若是低階的解完全是高階
的，則只能降至與低階成比例。因此，若低階是二階 DE，則問題實際上有可能
是求解一階微分方程式。

Example: 求解聯立方程組

Solution 將第一式對 x 再微分得

然後減去第二式並 normalization 得到

本式減去第一式並化簡得到

解得 y=cx，代入第一、二式驗證符合。

[二次一階微分方程式]
對於一階微分方程式，我們針對不同型式的DE可有相對應的不同解法。相反地，
不同型式的家族曲線可對應到不同類型的DE，我們可藉此相對應性來求解。例
如，兩參數線性帶有二次constraint的家族曲線，即可相對應一個二次一階DE，如
下所示

上面式子中的i是常數。而家族曲線中有三個獨立函數f1(x)、f2(x)及g(x)，但DE有五個
獨立函數ai(x)，i = 1~5，這代表家族曲線是微分方程式的子集合。
針對某些特殊型式的二次一階微分方程式，我們或許可假設相對應的家族曲線為

解得 c 值為

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對 x 進行微分得到

整理上式為如下型式

在解方程式時，首先必須針對 y’ 求解，亦即整理成如上型式，然後比較係數即可
R’/R、(Q’-2PP’)/R、(Q-P2)/R及(2P’)2/R得解。由於方程式有四個但未知數僅有三
個，此意味著：：此類微分方程式並未一定有我們假設的家族曲線相對應。另一值得
注意的是：該微分方程式在第二項中僅有 y 的一次方項而未有二次方項，這也指明了
我們可求解的微分方程式範圍。換言之，根據方程式的型式，我們得變換家族曲線的
型式，以期求得解。

Example: Solve

Solution: 將上式整理為

比較係數得

即 R=ce-2x
Q’-2PP’=-8ce-8x
Q-P2=ce-8x
(2P’)2=-64ce-8x
c=-1，R=-e-2x，P=e-4x。

Note 1: Equations of Ricatti and Clairaut

Ricatti's Equation

If y1 is a particular solution of the above equation, we substitute y = u +y1 into the equation to
get a differential equation of u:

This is a Bernoulli's equation with n = 2, and we can let w = u-1 to get

which is a linear equation.

Example: Solve

Solution: Guess y = 2x is a particular solution. The equation of w is

The integrating factor is exp(x2), and the solution of w is

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The integrating factor is exp(x2), and the solution of w is

Hence, u is

A solution of y is u+2x. In many cases, a solution of a Ricatti's equation cannot be expressed

in terms of elementary functions.

Clairaut's Equation
y = xy' + f(y')
Differentiating the equation with respect to x gives
(x + f'(y'))y" = 0
and the solutions are y" = 0 or x + f'(y') = 0. For y" = 0, then y’ = c, and substituting it back
into the original equation gives the solution
y = cx + f(c)
where c is an arbitrary constant. For x + f'(y') = 0, we can let y' = t, and find a solution in the
parametric form
x = -f'(t), y = f(t) - tf'(t)
If we can find the parametric solution in the family solution, then we do have
f(t) - tf'(t) = -cf'(t) + f(c) for all t
Differentiating with t leads to
(c - t)f"(t) = 0
The above equation is true if and only if f"(t) = 0 for all t. That is, if f"(t) = 0, the parametric
solution is one of the family solution. Otherwise, the parametric solution is a sigular solution,
which cannot be found from the family solution.

Example: Solve

Solution: f(t) = t2/2 and the solution is

The singular solution is

x = -t,

That is,

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Separable variables
2016年10月15日 下午 03:17

2.2 Separable Variables

Solution by Integration

can be solved by integration. If g(x) is a continuous function, then

Separable Equation

if

Method of the solution:

Note: A one-parameter family of solutions is obtained by integrating both sides of h(y)dy =

g(x)dx

Example 1: Solve xy4dx + (y2+2)e-3xdy = 0

Solution:

if

----- family solution

We also find that y = 0 is a solution which cannot derived from the family solution, and
hence a singular solution.

Example 2: Solve

subject to y(0) = 0
Solution:

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 if

and integration gives

under the condition of

under the condition of

When x = 0, y = 0, so necessarily c = 0. Therefore, y = x4 / 16. The solution y = 0 was lost in

division by y1/2.
Actually since f(x, y) = xy1/2 at y = 0 is not differentiable, the corresponding solution is
not unique. It may have many different solutions or no solution at all. In fact, it indeed
has many solutions. Except the above two solutions, we may define a parameter a  0,
and the following piecewise solution

This solution combines the above two solutions at x = a and is also a one-parameter family of
solutions.(請參考 Sec. 1.2，由於

限制，只能選擇在 x 軸接觸點向外的兩家族曲線來組合成 singular solution)

Example 3: Solve dy/dx = y2 - 4 subject to y(0) = -2.

Solution:

if y2 - 4 0
Using partial fraction on the left side gives

The solution is

In addition, y = 2, -2 is also a (singular) solution, too. The solution curves are shown in the
following graph.

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由上圖可以看出解函數可能有發散點。事實上該點並非是方程式的 singular point，因
為從 f(x, y) 看不出它的存在。在該點處的導函數趨向正無窮大，y 雖趨向正負無窮
大，但因 f(x, y) 含有 y 的正平方項，故仍能符合方程式。The solution subject to the
initial condition is y = -2.

y=2和y=-2同時也是critical line
發散點:1-c*exp(4x)=0 ie,x=ln(c )/(-4)
y>2,c=1的區域的最右邊是爆掉的有解點(analytical),因為左右兩條線逼近x=0的速度
一樣
y<-2,c=1區域最右邊無解的爆掉(not analytical),因為上下兩條曲線趨近y=-2的速度不一
樣

Ch2 第 25 頁
Linear
2016年10月15日 下午 03:15

First-Order Linear Equation

or

In general, y is called the output or response while g(x) or f(x) is called input or
driving function.
( 為singular condition)

The Property: The solution is the sum of the two solutions, y = yc + yp where yc is a
solution of

and yp is a particular solution of the original equation.

將 代入原微分方程式

Method of solution:
1. Integrating Factor:
(1) Find an integrating factor (x) such that

取具有這種特性的integrating factor 具有以下優勢

可以看出，只要求出integrating factor 便可直接積分求出y(x)

現在要討論滿足條件的integrating factor 是否存在

The integrating factor is

(2) The above equation is the same as

Integrating both sides of the equation gives

Ch2 第 26 頁
Variation of Parameter
2016年10月15日 下午 03:42

2. Variation of Parameter:
(1) Finding the homogeneous solution yc

Separation of the variables gives

(2) Changing the parameter into a dependent variable u(x) and using it as a trial
particular solution yp

(3) Substituting yp into the original equation

That is,

so that

Thus

Note: y = yc + yp is called a general solution of the equation.

Ch2 第 27 頁
Exact
2016年10月15日 下午 03:15

與
Exact & Integrate factor
合併寫

Ch2 第 28 頁
2016.10.07 (五）ok
2016年10月8日 下午 02:55

https://1drv.ms/u/s!
語音0004
DE 1007 AnmKtGRNhQiPtx1DrF5uZvW7CglP

Ch2 第 29 頁
Exact & Integrate factor
2016年10月15日 下午 03:14

2.4 Exact Equations

[Exact Differential] if the differential form
M(x, y)dx + N(x, y)dy
corresponds to the total differential of some function f(x, y), i.e.,
df = M(x, y)dx + N(x, y)dy

[Exact Equation]
if M(x, y)dx + N(x, y)dy is an exact differential, then
M(x, y)dx + N(x, y)dy = 0
is an exact equation.

[Criterion for an Exact Differential]

Let M(x, y) an N(x, y) be continuous and have continuous first partial derivatives in a
rectangular region defined by a < x < b, c < y < d. Then a necessary and sufficient
condition that
M(x, y)dx +N(x, y)dy
be an exact differential is

Statement:

M(x, y)dx +N(x, y)dy is an exact differential

Proof:
(1) Necessity(

):
df = M(x, y)dx + N(x, y)dy =

Therefore,

and

and we conclude that

(2) Sufficiency(

): the same procedure to get the solution of an exact equation

Method of Solution:
Given the equation

Ch2 第 30 頁
 Given the equation
M(x, y)dx + N(x, y)dy = 0
with the condition of

to find the solution, we assume that

and

.
The problem becomes to find the function of f(x, y). From the former equation, we find that

g(y) is an "integration constant" with respect to x. Differentiating the above equation with
respect to y, we find that

Hence, the function g(y) can be found by

Therefore, f(x, y) is found and the solution of the exact equation is f(x, y) = c.

Note: In the above equation, although the right-hand formula is denoted as a function of x
and y, actially it is a function of y only since

Please pay attention to the difference of the two results:

1.

2.

Example: Solve (e2y - ycos xy)dx + (2xe2y -x cos xy + 2y)dy = 0

Solution:

The differential is exact. We try to find a function f(x, y) such that

From N(x, y), we find that g has to satisfy

or
g'(y) = 2y
Therefore, g(y) = y2. The solution of the equation is

[How to solve a differential M(x, y)dx + N(x, y)dy = 0]

結合Integrating factor及Exact differential的概念
(1) As an exact differential

Ch2 第 31 頁
(1) As an exact differential
(2) General case: Similar to the first-order linear DE, we can define one integrating factor (x,
y) such that (x, y)M(x, y)dx + (x, y)N(x, y)dy = 0 is exact instead of the derivative in the
case of the linear DE. Then we can get a partial differential equation of (x, y).

i.e., yM + My = xN + Nx

The above partial differential equation attempts to find all the integrating
factors. In fact, it is enough for us to find one. Therefore, we may try to find
one under some special conditions.
(3) We may suppose that  is a function of x only, i.e., (x), then

This happens to have solutions if (My – Nx)/N is a function of x only.

(4) We may suppose that  is a function of y only, i.e., (y), then

This happens to have solutions if (Nx – My)/M is a function of y only.

(5) We may check at first whether the conditions of (3) and (4) are true. If true, the
integrating factor is easy to find. Otherwise, it is in general difficult to solve the partial
differential equation. In other ways, we may use the substitution method as described
in next section to solve the differential form
(3) .The first-order linear DE is a special case of (3)

i.e., [P(x)y – f(x)]dx + dy = 0

(My – Nx)/N = P(x) is a function of x only.

Example: Solve xydx +(2x2 + 3y2 – 20)dy = 0

Solution: Since

and

The integrating factor (y) follows the differential equation

i.e.,  = y3
The exact differential form is xy4dx +(2x2y3 + 3y5 – 20y3)dy = 0 and the solution is

Ch2 第 32 頁
2016.10.12 (三）
2016年10月12日 下午 02:03

https://1drv.ms/u/s!AnmKtGRNhQiPt1rinPzVtjZtVybR

Ch2 第 33 頁
Principle to find a DE
2016年10月12日 下午 02:04

n-parameter family of curve to n-th order DE

以1-st order來舉例

若家族曲線僅由一個normal form解出，則c的次數只有一次(linear)，意即不會出現
項，因此可以將家族取線改寫成

1.求出c

2.代入下一階的DE (微分一次讓c 不見)

討論n-th order
若若家族曲線僅由一個normal form解出，則c的次數只有一次(linear)因此可以將家族
取線改寫成

1.求出c
將上式對自變數x做全微分，進行(n-1)次，可得

其中

以矩陣表示為

Ch2 第 34 頁
以矩陣表示為

(i-th colume 換成f)

2.代入下一階的DE

僅有

包含第n階微分項 ，整理後可得DE的normal form

其中一個singular condition 為

但有一情形是 的singular condition

Eg.

分母 或 為singular condition

Ch2 第 35 頁
分母 或 為singular condition
更仔細剖析可以發現

無解

多解
滿足多解條件
意即當初始條件給在 與 聯集的圖形非
的點上無法得出方程式的解，而 則有無窮多組解的曲線通過。

Ch2 第 36 頁
Ch2 第 37 頁
其他FC-> DE 範例
2016年10月12日 下午 02:04

Ch2 第 38 頁
Family curve 的分組
2016年10月12日 下午 05:41

Ch2 第 39 頁
Substitutions method
2016年10月12日 下午 02:04

2.5 Solutions by Substitutions

[Substitutions]
Given a differential equation

,
we can transform it into a new differential equation with the new dependent variable u by
making the substitution
y = g(x, u).
The new equation is

.
If u = (x) is a solution, then y = g(x, (x)) is a solution of the original equation. The trick is
to select a substitution y = g(x, u) such that the transformed equation is one we can solve.
Even when possible, this is not always easy; it may require a fair amount of ingenuity or trial-
and-error.

Example: Solve y(1 + 2xy)dx + x(1 - 2xy)dy = 0

Solution: Let u = 2xy

The equation becomes, after simplifying

2u2dx + (1 - u)xdu = 0
The variables are separable, and so from

we obtain

x = 2c1ye1/2xy
where e was replaced by c1.
c

[Reduction to Separation of Variables] 一階微分方程，加入適當的條件即可變為

Separable
A DE of the form

can always be reduced to an equation with separable variables by means of the substitution u
= Ax + By + C, B0.

Example: Solve dy/dx = (-5x + y)2 - 4.

Solution: Define u = -5x + y and transform the equation into

which is separable. The family of solutions is

and the singular solution is u = -3

Ch2 第 40 頁
 and the singular solution is u = -3
so that

and y = 5x - 3

Homogeneous Function
If f(tx, ty) = tnf(x, y) for some real number n, then f(x,y) is said to be a homogeneous
function of degree n.

Example:

homogeneous of degree 3/2

not homogeneous

Let t = 1/x or 1/y, we can get f(x, y) = xn f(1, y/x) or yn f(x/y, 1).
If an equation in the differential form
M(x, y)dx + N(x, y)dy = 0
has the property that both of M(x, y) and N(x, y) are homogeneous we say that it has
homogeneous coefficients or is a homogeneous equation.

Method of Solution:
Let y = ux or x = vy to separate variables. Since u or v is an independent variable, dy =
udx + xdu if we take y = ux as an example. The above equation becomes
M(x, ux)dx + N(x, ux)(udx + xdu) = 0
xn M(1, u)dx + xn N(1, u)(udx + xdu) = 0
which gives

Then we can integrate the equation to solve it.

Example: Solve

Solution: Let y = ux

If t = u1/2, we can simplify it as

.
The solution is

.
That is

Note: y = 0 or x = 0 is a singular solution.

Another form of the homogeneous differential equation:

That is,
Ch2 第 41 頁
That is,

is also a homogeneous differential equation.

Example: Solve

subject to y(1) = 1.
Solution:

Let y = ux, then the equation becomes

Hence the solution is

or

Since y = 1 when x = 1, we get c = e-1. Therefore, the solution of the initial-value problem is

Bernoulli's Equation

where n is any real number. For n =0 and n = 1, the equation is linear in y. Now for y
0, the equation can be written as

.
Let w = y1-n, the equation becomes

which is linear in w.

Example: Solve

Solution: We let w = y-1, and the equation becomes

The integrating factor is

Hence,

That is, w = -x2 + cx and the solution of y is

Ch2 第 42 頁
 That is, w = -x2 + cx and the solution of y is

Conclusions: To solve the equation

dy/dx = f(x, y) or M(x, y)dx + N(x, y)dy = 0
we may use
(1) the separation of variables
(2) the conditions for the exact equation
(3) the integration factor
(4) the substitution method

Ch2 第 43 頁
Numerical method
2016年10月12日 下午 02:04

Ch2 第 44 頁
2016.10.14 上課紀錄
2016年10月15日 下午 02:16

Ch2 第 45 頁
(discard)Autonomous equation
2016年10月15日 下午 02:31

A differential equation in which the independent variable does not appear explicitly is
said to be autonomous.

Autonomous equation可以從方程式看出重要邊界。
以1-st order autonomous DE 為例

Critical points : The zeros of f(y) in the first-order autonomous DE. A critical point is
also called an equilibrium point or stationary point. If c is a critical point of the
first-order autonomous DE, then y(x) = c is a constant solution of the equation. The
corresponding solution is called an equilibrium solution.

Example:

可以發現， 為微分方程的解，且 為一直線，因此也稱為

equilibrium point or stationary point。Critical line 將邊界分割成 與

Ch2 第 46 頁
Autonomous equation & Phase portrait
2016年10月15日 下午 02:30

Autonomous First-order DEs

從方程式中看出重要的Boundary
A differential equation in which the independent variable does not appear explicitly is
said to be autonomous. For the first-order autonomous DE can be written in normal
form as

.
Critical Points: The zeros of f(y) in the first-order autonomous DE. A critical point is also
called an equilibrium point or stationary point. If c is a critical point of the first-order
autonomous DE, then y(x) = c is a constant solution of the equation. The corresponding
solution is called an equilibrium solution.

Example: The differential equation

is an autonomous DE. Please find the solutions.

Solution:

Hence,

where P(0) = Po.

In addition, the equilibrium solutions are P = 0 and P = a/b

Graph of P(t)

Now, differentiating the solution twice gives

If Po < a/b, then the inflection point is when P = a/2b.

If Po > a/b,

as

Ch2 第 47 頁
Note:由方程式僅能看出重要的y boundary，對於

等重要resonant point(因y值趨向正或負無窮大)，仍需等到解找到時才可看出。尤其是
針對第三個case而言(P0 < 0或 > a/b時才有共振點)，此發散點並不是方程式的 singular
point (因為 f(x, y) 及

均連續)，該點的導函數趨向負無窮大，y 雖趨向正負無窮大，但因 f(x, y) 含有 y 的負

平方項，故仍能符合方程式。

Phase portrait: We can judge the sign of dP/dt from the function f(P) i.e., the increasing
trend if dP/dt > 0 and the decreasing trend if dP/dt < 0. The separation of those regions is the
critical points.

Phase Line: The vertical line in the left of the above figure is called the phase line in which
the critical points are marked.

Example: An autonomous DE

The general solution which can be derived by the method of Section 2.2 is

where c is an arbitrary constant. That is, the function is a one-parameter family of solutions.
The critical point of the autonomous DE is y = 1 and the associated phase line and
phase portrait are shown in the following figures.
Ch2 第 48 頁
 phase portrait are shown in the following figures.

在 x=-c 處事實上是個發散點而非方程式的 singular point，因為 dy/dx = 而且 f(z, y)

含有 y 的平方項，故當 y 趨向正負無窮大時仍能符合方程式。所以 solution interval 應
可視為 - < x < 。

Physical Meaning of the critical point:

(a) Attractor or asymptotically stable: In (a), all solutions that start from an initial point
sufficient near c exhibit the asymptotic behavior lim y(x) = c as x approaches infinity.
(b) Repeller or unstable: In (b), all solutions that start near c move away from c as x increases.
(c) Semistable: In (c) and (d), a solution that starts from an initial point sufficient near c is
attracted to c from one side and repelled from the other side.

[Critical point and singular point]

Example; Solve

Solution

and singular solution y = -1

Solution interval x<0 and x>0，critical point y = 1 and y = -1
Singular point 分割 x 軸而 critical point 分割 y 軸。

Ch2 第 49 頁
n階1次與1次n階 DE 區別
2016年10月15日 下午 02:30

n-th order linear ODE

1-st order n次

n-th order linear ODE 的解區間僅用x=const 來分割，因此會較單調

1-st order n次 DE
是在x-y plane分割，而且可以將 轉成 ，因此解的圖形可以是closed。實際的系統
在描述自己運作的曲線內多樣化地表現，也可以獨立運作。
在自然界多數是遵守1-st order n次的微分方程，例如某一區域的生態系統，便是繞著
描述的曲線封閉地不斷運作。

目前在工程上多數採用n-th order linear ODE 來設計系統，但其實1-st order n次的微分

方程會有更多變化，因此吾人鼓勵像是電路等可以試著以1-st order n次 DE來設計控制
系統。

Ch2 第 50 頁
Error function
2016年10月15日 下午 03:03

Ch2 第 51 頁
二階一次 DE
2016年10月15日 下午 03:03

Ch2 第 52 頁