Está en la página 1de 55

Ecuaciones Diferenciales

Ecuaciones Diferenciales
Unidad I Ecuaciones Diferenciales de Primer Orden

Dr. Norberto Hernandez Romero


................................
ITP - Instituto Tecnologico de Pachuca
www.itpachuca.edu.mx
nor.her.00@gmail.com

Enero-Junio 2012
Ecuaciones Diferenciales
Contenido de la Unidad

Objetivo de la Unidad

I Modelar la relacion existente entre una funcion


desconocida y una variable independiente mediante una
ecuacion diferencial que describe algun proceso dinamico
(crecimiento, decaimiento, mezclas, geometricos, circuitos
electricos).
I Identificar los diferentes tipos de E.D. ordinarias de primer
orden, sus soluciones generales, particulares y singulares e
interpretarlas, en el contexto de la situacion en estudio.
Ecuaciones Diferenciales
Contenido de la Unidad

Temas

Unidad I Ecuaciones Diferenciales de Primer Orden


I 1.1 Teora Preliminar.
I 1.2 ED de variables separables y reducibles.
I 1.3 ED exactas y factor integrante.
I 1.4 ED lineales.
I 1.5 ED Bernoulli.
I 1.6 Aplicaciones.
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Definicion Ecuacion Diferencial


Se dice que una ecuacion diferencial (ED) es cualquier
ecuacion que contiene las derivadas de una o mas variables
dependientes con respecto a una o mas variables
independientes.
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Clasificacion por su tipo:


Si contiene unicamente derivadas ordinarias de una o mas
variables dependientes con respecto a una sola variable
independiente, se dice que es una ecuacion diferencial
ordinaria (EDO). Por ejemplo:

dy
+ 5y = ex , (1)
dx

dx dy
+ = 2x + y (2)
dt dt
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Ecuacion Diferencial Parcial


Una ecuacion en la que se presentan las derivadas parciales de
una o mas variables dependientes de dos o mas variables
independientes se denomina ecuacion diferencial parcial
(EDP). Por ejemplo:

2u 2u
+ = 0, (3)
x2 y 2
2u 2u u
2
= 2
2 (4)
x t t
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Notacion
Durante el curso se usaran de forma indiferente la notacion de
Leibniz dy/dx, d2 y/dx2 , ..., d3 /dx3 o la notacion prima
y 0 , y 00 , y 000 , ...
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa
Clasificacion por el orden
El orden de una ecuacion diferencial (EDO) o (EDP) se
determina mediante el orden de la derivada mas alta que
presente en la ecuacion. Por ejemplo:
 3
d2 y dy
2
+5 4y = ex (5)
dx dx

(1 x)y 00 4xy 0 + 5y = cosx (6)


s 2
2

dy dy
= 1+ (7)
dx2 dx
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa
Clasificacion por la linealidad
Las dos propiedades caractersticas de una EDO lineal son:
1. La variable dependiente y as como todas sus derivadas
y 0 , y 00 , ..., y (n) son de primer grado, es decir, la potencia
de cada uno de los terminos que involucran a y es 1.
2. Los coeficientes a0 , a1 , ...an de y, y 0 , ..., y (n) depende de la
variable independiente x.
Ejemplo:

dn y dn1 y dy
an (x) n + an1 (x) n1 + . . . + a1 (x) + a0 (x)y = g(x)
dx dx dx
(8)
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Clasificacion por la linealidad


Ejemplos de EDO no lineales

(1 y)y 0 + 2y = ex (9)

d2 y
+ seny = 0 (10)
dx2
d4 y
4
+ y2 = 0 (11)
dx
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Clasificacion por la linealidad


Ejemplos de EDO lineales

(y x)dx + 4xdy = 0 (12)

y 00 2y 0 + y = 0 (13)

d3 y dy
3
+ 3x 5y = ex (14)
dx dx
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Solucion de una ecuacion diferencial


Toda funcion , definida sobre un intervalo I y que posea al
menos n derivadas continuas continuas sobre I y que al ser
sustituida en una ecuacion diferencial ordinaria de nesimo
orden reduzca la ecuacion a una identidad, se dice que es una
solucion de la ecuacion sobre el intervalo.
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa
Solucion de una ecuacion diferencial
Ejemplo: Compruebe que la funcion senalada representa una
solucion de la ecuacion diferencial, sobre el intervalo (, ).
dy 1
= xy 2 ; La funcion y = x4 /16 (15)
dx
En el extremo izquierdo:

dy x3 x3
=4 = (16)
dx 16 4
En el extremo derecho:
 21
x4 x2 x3

1
xy = x
2 =x = (17)
16 4 4
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Solucion de una ecuacion diferencial


Dado que
x3 x3
= (18)
4 4
Podemos determinar que y = x4 /16 es una funcion solucion de
1
la EDO no lineal dy/dx = xy 2 , en el intervalo de (, ).
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Solucion de una ecuacion diferencial


Verificar que

y(x) = C1 si(x) + C2 cos(x) Para x (, ) (19)

C1 y C2 son constantes en el conjunto de los reales.


Comprobar que es una funcion solucion de la ecuacion
diferencial

y 00 + y = 0 (20)
Ecuaciones Diferenciales
Teora Preliminar

Definiciones y Terminologa

Solucion de una ecuacion diferencial


La ecuacin diferencial
dy 1
= (y 1) esta indefinida para x 0 (21)
dx 2 x

La solucion solo puede existir para x > 0.


Demostrar que la funcion

x
y(x) = Ce + 1, x > 0 (22)
Es solucion de la ED.
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

Definition
A First-Order Differential Equation is called separable if it can
be written in the form:
dy
p(y) = q(x) (23)
dx
If p(y) and q(x) are continuous, then equation has the general
solution
Z Z
p(y)dy = q(x)dx + c (24)
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Example
Solve
dy
(1 + y 2 )
= xcos(x) (25)
dx
By inspection we see that the DE is separable.

(1 + y 2 )dy = xcos(x)dx (26)


Integrating both sides of DE yields
Z Z
2
(1 + y )dy = xcos(x)dx (27)
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Example
R R
Using integration by parts udv = uv vdu, to evaluate
the integral on the right-hand side we obtain.

u=x (28)
dv = cos(x)dx (29)
du = dx (30)
v = sin(x) (31)

1
y + y 3 = xsin(x) + cos(x) + c (32)
3
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

Example
or equivalently

y 3 + 3y = 3(xsin(x) + cos(x)) + c1 (33)


Where c1 = 3c. As often happens with separable DE, the
solution is given in implicit form.
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Example
Solve the DE
dy
= 2xy (34)
dx
First notice that y(x) = 0 is an equilibrium solution to the DE.
Consequently, no other solution curves can cross the x-axis.
For y 6= 0 we can separate the variables to obtain,
1
dy = 2xdx. (35)
y
Integrating this equation

ln|y| = x2 + c (36)
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Example
Exponentiating both side of last equation
2 +c)
|y| = e(x (37)
or equivalently
2
|y| = ec ex (38)
We now introduce a new constant c1 defined by c1 = ec . Then
the preceding expresion for |y| reduces to
2
|y| = c1 ex (39)
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Example
Redefinition of integration constant can be used to eliminate
the absolute value bars as follows.
2
c1 ex , if y > 0

y(x) = 2 (40)
c1 ex , if y < 0.
We can define a new constant c2 , by

c1 , if y > 0,
c2 = (41)
c1 , if y < 0.
It can be combined into the single formula
2
y(x) = c2 ex (42)
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Example
An object of mass falls from rest, starting at a point near the
earths surface. Assuming that the air resistance is
proportional to the velocity of the object, determine the
subsequent motion.
Solution
According to Newtons second law, the DE describing the
motion of the object is
dv
= Fg Fr = mg kv
m (43)
dt
We are also given the initial condition v(0) = 0
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

Solution
Separating the variables in equation yields
m
dv = dt, (44)
mg kv
Which can be integrated directly to obtain
m

ln|mg kv| = t + c (45)
k
Multiplying both sides of this equation by k/m and
exponentiating the results yields
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Solution
|mg kv| = c1 e(k/m)t (46)
Where c1 = eck/m . By redefining the constant c1 , we can
write this in the equivalente form

mg kv = c2 e(k/m)t (47)
Hence
mg
v(t) = c3 e(k/m)t , (48)
k
Where c3 = c2 /k.
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


Solution
Imposing the initial condition v(0) = 0 yields
mg
c3 = (49)
k
So the solution is
mg h k
i
1 emt
v(t) = (50)
k
Notice that the velocity does not increase indefinitely, but
approches a socalled limiting velocity vL defined by
mg h k
i mg
vL = lim v(t) = lim 1 emt = (51)
t t k k
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

Examples
Solve the given DE
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

First -Order Linear DE


A DE that can be written in the form
dy
a(x)
+ b(x)y = r(x) (52)
dx
where a(x), b(x) and c(x) are functions defined on an interval
(, ) is called a first-order liner DE.
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


First -Order Linear DE
We assume that a(x) 6= 0 on (, ) and divide both sides of
last equation by a(x) to obtain the standard form
dy
+ p(x)y = q(x) (53)
dx
where p(x) = b(x)/a(x) and q(x) = r(x)/a(x). The idea
behind the solution technique is to rewrite the DE in the form
d
[g(x, y)] = F (x) (54)
dx
For an appropiate function g(x, y). The general solution to
the DE can then be obtained by integration.
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


First -Order Linear DE
Solve the DE
dy 1
+ y = ex , x > 0 (55)
dx x
If we multiply by x we obtain
dy
+ y = xex
x (56)
dx
Thus we can written in the equivalent form
d
(xy) = xex (57)
dx
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

First -Order Linear DE


Integrating both sides of this equation

xy = xex ex + c (58)
so that the general solution is

y(x) = x1 [ex (x 1) + c] (59)


where c is an arbitrary constant.
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


First -Order Linear DE
Motivated by last example, we now consider the posibility of
multiplying the general linear DE
dy
+ p(x)y = q(x) (60)
dx
by a nonzero function I(x), chosen in such a way that the
left-hand side of the resulting DE is
d
[I(x)y]. (61)
dx
Henceforth we will assume that the functions p and q are
continuous on (, ).
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


First -Order Linear DE
Multiplying the general linear DE by I(x) yields
dy
I
+ p(x)Iy = Iq(x). (62)
dx
Furthermore, from the product rule for derivatives, we know
that
d dy dI
(Iy) = I + y (63)
dx dx dx
This will hold whenever I(x) satisfies the separable DE

dI
= p(x)I. (64)
dx
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


First -Order Linear DE
Separating the variables and integrating yields
Z
ln|I| = p(x)dx + c (65)

so that
R
p(x)dx
I(x) = c1 e (66)
where c1 is an arbitrary constant. Since we only requiere one
solution, in wich case
R
p(x)dx
I(x) = e (67)
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation


First -Order Linear DE
Solve the DE
dy 2
+ xy = xex , y(0) = 1. (68)
dx
An appropiate integrating factor in this case is
2 /2
R
xdx
I(x) = e = ex (69)
Multiplying the given DE by I,
d x2 /2 2
(e y) = xex (70)
dx
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

First -Order Linear DE


Integrating both sides with respect to x, we obtain
Z
x2 /2 2
e y = xex + c (71)

Hence
 
x2 /2 1 x2
y(x) = e e +c (72)
2
Imposing the initial condition y(0) = 1 yields
Ecuaciones Diferenciales
First Orden Differential Equation

First Orden Differential Equation

First -Order Linear DE


Imposing the initial condition y(0) = 1 yields
1
1=
+c (73)
2
so that c = 1/2. Thus the required particular solution is

1 2 2 1 2 2
y(x) = ex /2 (ex + 1) = (ex /2 + ex /2 ) = cosh(x2 /2)
2 2
(74)
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE

Preliminary
Definition: A function f (x, y) is said to be homogeneous of
degree zero if

f (tx, ty) = f (x, y) (75)


for all positive values of t for wich (tx, ty) is in the domain of
f (x, y).
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE


Ejemplo
The simplest nonconstant functions that are homogeneous of
degree zero are f (x, y) = y/x, and f (x, y) = x/y.
Ejemplo
If
x2 y 2
f (x, y) = (76)
2xy + y 2
then
t2 (x2 y 2 )
f (tx, ty) = 2 = f (x, y) (77)
t (2xy + y 2 )
so that f is homogeneous of degree zero.
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE

Definition
if f (x, y) is homogeneous of degree zero, then the DE
dy
= f (x, y) (78)
dx
is called a homogeneous first-order DE.
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE

Example
Find the general solution to
dy 4x + y
= (79)
dx x 4y
The function on the right-hand side of equation is
homogeneous of degree zero, so that we have a first-order
homogeneous DE. Substituting y = xV into the equation
yields.
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE


Solution
d 4+V
(xV ) = (80)
dx 1 4V
That is,
dV 4+V
x +V = (81)
dx 1 4V
or equivalently,

dV 4(1 + V 2 )
x = (82)
dx 1 4V
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE


Solution
Separating the variables gives
1 4V 1
2
dV = dx (83)
4(1 + V ) x
We write this as
 
1 V 1
2
2
dV = dx, (84)
4(1 + V ) 1 + V x
Which can be integrated directly to obtain
1 1
tan1 V ln(1 + V 2 ) = ln |x| + c. (85)
4 2
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE


Solution
Substituting V = y/x and multiplying through by 2 yields
 2
x + y2

1 1
tan (y/x) ln = ln x2 + c1 , (86)
2 x2
which simplifies to
1
tan1 (y/x) ln(x2 + y 2 ) = c1 . (87)
2
This solution is more easily expressed in terms of polar
coordinates
x = r cos , y = r sin r = (x2 + y 2 )1/2 , = tan1 (y/x).
Ecuaciones Diferenciales
First Orden Homogeneous DE

First Orden Homogeneous DE


Solution
Substituting into equation yields
1
ln r2 = c1 (88)
2
or equivalently,
1
ln r = + c2 (89)
4
Exponentiating both sides of this equation gives

r = c3 e(/4) (90)
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations

Definition
A DE that can be written in the form
dy
+ p(x)y = q(x)y n , (91)
dx
where n is a constant, is called a Bernoulli equation.
If n 6= 0 and n 6= 1, then a Bernoulli equation is nonlinear, but
can be reduced to a linear equation as follows. We first divide
the last equation by y n to obtain:
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations

Solution
dy
y n
+ y 1n p(x) = q(x) (92)
dx
We now make the change of variables

u(x) = y 1n (93)
which implies that
du dy
= (1 n)y n (94)
dx dx
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations

Solution
That is,
dy 1 du
y n = . (95)
dx (1 n) dx
dy
Substituting into original equation for y 1n and y n dx yields
the linear DE
1 du
+ p(x)u = q(x), (96)
(1 n) dx
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations

Solution
or in standard form,
du
+ (1 n)p(x)u = (1 n)q(x) (97)
dx
The last linear equation can be now be solved for u as a
function of x. The solution to the original equation is then
obtained from u(x) = y 1n
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations
Example
Solve
2
dy 3 12y 3
+ y= , x > 0. (98)
dx x (1 + x2 )1/2
Solution The DE is a Bernoulli equation. Dividing both sides
of the DE by y 2/3 yields,
dy 3 1/3 12
y 2/3 + y = (99)
dx x (1 + x2 )1/2
We now let

u = y 1/3 (100)
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations

Solution
Wich implies that
du 1 dy
= y 2/3 . (101)
dx 3 dx
Wich implies that
du 1 dy
= y 2/3 . (102)
dx 3 dx
Substituting into the original equation yields
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations
Solution
du 3 12
3 + u= , (103)
dx x (1 + x2 )1/2
or in standard form,
du 1 4
+ u= . (104)
dx x (1 + x2 )1/2
An integrating factor for this linear equation is
1
R
dx
I(x) = e x = eln x = x, (105)
Ecuaciones Diferenciales
Bernoulli Equations

Bernoulli Equations

Solution
so that Eq. (104) can be written as
d 4x
(xu) = . (106)
dx (1 + x2 )1/2
Integrating, we obtain

u(x) = x1 [4(1 + x2 )1/2 + c], (107)


Ecuaciones Diferenciales
Bernoulli Equations

and so, from Eq. (100), the solution to the original DE is

y 1/3 = x1 [4(1 + x2 )1/2 + c]. (108)