Engineering Analysis: Faculty of Engineering Petroleum Engineering

Download as pdf or txt
Download as pdf or txt
You are on page 1of 12

ENGINEERING ANALYSIS

Faculty of Engineering
Petroleum Engineering

Fourth year
seven semesters
Engineering analysis Lecture 5

Bernoulli’s Equation
𝑑𝑦
The differential equation + 𝑝(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 ….. (1)
𝑑𝑥

where n is any real number, is called Bernoulli’s equation. Note that for 𝑛 = 0 and
𝑛 = 1, equation (1) is linear. For 𝑛 ≠ 0 and 𝑛 ≠ 1 the substitution 𝑢 = 𝑦1−𝑛
reduces any equation of form (1) to a linear equation.
Method of solution
1) if n=1
𝑑𝑦
= −(𝑝(𝑥) + 𝑄(𝑥)𝑦 is a separable differential equation.
𝑑𝑥

2) if n=0
𝑑𝑦
+ 𝑝(𝑥)𝑦 = 𝑄(𝑥) is a first order linear differential equation
𝑑𝑥

3) If 𝑛 ≠ 0 and 𝑛 ≠ 1,
multiplying eq(1) by 𝑦 −𝑛 , we get
𝑑𝑦
𝑦 −𝑛 + 𝑝(𝑥)𝑦 −𝑛+1 = 𝑄(𝑥) ……(2)
𝑑𝑥

Let 𝑢 = 𝑦 1−𝑛 …….(3)


1 𝑑𝑢 𝑑𝑦
So = 𝑦 −𝑛 .. …..(4)
1−𝑛 𝑑𝑥 𝑑𝑥

Sub. eq(3) and eq(4) into eq(2), we get


𝑑𝑢
+ (1 − 𝑛)𝑝(𝑥)𝑢 = (1 − 𝑛)𝑄(𝑥) is a first order linear differential equation.
𝑑𝑥

4) If we have
𝑑𝑦
𝑔′ (𝑦) + 𝑝(𝑥)𝑔(𝑦) = 𝑄(𝑥) …….(5)
𝑑𝑥

Let 𝑣 = 𝑔(𝑦) …….(6)


𝑑𝑣 𝑑𝑦
⇒ = 𝑔′ (𝑦) ……(7)
𝑑𝑥 𝑑𝑥

Sub. eq(7) and eq(6) into eq(5), we get


𝑑𝑣
+ 𝑝(𝑥)𝑣 = 𝑄(𝑥) is a first order linear differential equation.
𝑑𝑥

26
Engineering analysis Lecture 5

Example: Solve 𝑥𝑦 ′ + 𝑦(1 + 𝑥) = −𝑥𝑦 5 𝑦(1) = 1


Solution:
(1+𝑥)
𝑦′ + 𝑦 = −𝑥𝑦 5 is Bernoulli equation
𝑥
(1+𝑥)
𝑦 −5 𝑦 ′ + 𝑦 −4 = −1 ……(1)
𝑥

Let 𝑢 = 𝑦 −4 …….(2)
1 𝑑𝑢 𝑑𝑦
So = 𝑦 −5 .. …..(3)
−4 𝑑𝑥 𝑑𝑥

Sub. eq(2) and eq(3) into eq(1), we get


𝑑𝑢 (1+𝑥)
−4 𝑢 = 4 is a first order linear differential equation
𝑑𝑥 𝑥
(1+𝑥)
𝑝(𝑥) = −4 𝑄(𝑥) = 4
𝑥
1 −4 )−4𝑥)
𝐼(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 −4 ∫(𝑥+1)𝑑𝑥 = 𝑒 −4(ln(𝑥)+𝑥) = 𝑒 (ln(𝑥 = 𝑥 −4 𝑒 −4𝑥
1
𝑣= [∫ 𝐼(𝑥)𝑄(𝑥) dx]
𝐼(𝑥)
1
𝑣= [∫ 𝑥 −4 𝑒 −4𝑥 ∗ 4 dx]
𝑥 −4 𝑒 −4𝑥
[4 ∫ 𝑥 −4 𝑒 −4𝑥 dx+𝑐]
𝑣= .
𝑥 −4 𝑒 −4𝑥
[4 ∫ 𝑥 −4 𝑒 −4𝑥 dx+𝑐]
𝑦 −4 = .
𝑥 −4 𝑒 −4𝑥
𝑥 −4 𝑒 −4𝑥
𝑦 4 = [4 .
∫ 𝑥 −4 𝑒 −4𝑥 dx+𝑐]

27
Engineering analysis Lecture 5

𝑑𝑦
Example: Solve + 𝑥𝑠𝑖𝑛(2𝑦) = 𝑥 3 𝑐𝑜𝑠 2 (𝑦)
𝑑𝑥

Solution:
1 𝑑𝑦 2𝑠𝑖𝑛(𝑦)cos (𝑦)
+𝑥 = 𝑥3
𝑐𝑜𝑠 2 (𝑦) 𝑑𝑥 𝑐𝑜𝑠 2 (𝑦)
𝑑𝑦
𝑠𝑒𝑐 2 (𝑦) + 2𝑥𝑡𝑎𝑛(𝑦) = 𝑥 3 …….(1)
𝑑𝑥

Let 𝑣 = 𝑡𝑎𝑛(𝑦) …….(2)


𝑑𝑣 𝑑𝑦
So = 𝑠𝑒𝑐 2 (𝑦) .. …..(3)
𝑑𝑥 𝑑𝑥

Sub. eq(2) and eq(3) into eq(1), we get


𝑑𝑣
+ 2𝑥𝑣 = 𝑥 3
𝑑𝑥

𝑝(𝑥) = 2𝑥 𝑄(𝑥) = 𝑥 3
2
𝐼(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 2 ∫ 𝑥𝑑𝑥 = 𝑒 𝑥
1
𝑣= [∫ 𝐼(𝑥)𝑄(𝑥) dx]
𝐼(𝑥)
1 2 1 1 2 1 1 2 2
𝑣= 2 [∫ 𝑥 3 𝑒 𝑥 dx] = 2 [ ∫ 𝑥 2 𝑒 𝑥 2x dx] = 𝑥2 [ (𝑥 2 𝑒 𝑥 − ∫ 𝑥𝑒 𝑥 dx) ]
𝑒𝑥 𝑒𝑥 2 𝑒 2
1 1 2 1 2 1 1 2 2
= 2 [ (𝑥 2 𝑒 𝑥 − 𝑒 𝑥 ) + 𝑐] = 𝑥 2 − 𝑒 𝑥 + 𝑐𝑒 −𝑥
𝑒𝑥 2 2 2 4
1 1 2 2
𝑣 = 𝑥 2 − 𝑒 𝑥 + 𝑐𝑒 −𝑥 = tan (𝑦)
2 4

28
Engineering analysis Lecture 5

Differential Equation of First order and Higher degree

Higher-degree first-order equations

The general form of differential equation of first order and higher degree is:

𝑑𝑦 𝑛 𝑑𝑦 𝑛−1 𝑑𝑦 𝑛−2 𝑑𝑦 2 𝑑𝑦
(𝑑𝑥 ) + 𝑎0 (𝑑𝑥 ) + 𝑎1 ( )
𝑑𝑥
+ ⋯ + 𝑎𝑛−2 ( ) + 𝑎𝑛−1 + 𝑎𝑛 = 0
𝑑𝑥 𝑑𝑥

𝑑𝑦
Where each 𝑎𝑖 is a function of 𝑥 and 𝑦. If = 𝑝 , then the general form reduces to
𝑑𝑥

(𝑝)𝑛 + 𝑎0 (𝑝)𝑛−1 + 𝑎1 (𝑝)𝑛−2 + ⋯ + 𝑎𝑛−2 (𝑝)2 + 𝑎𝑛−1 𝑝 + 𝑎𝑛 = 0 ……..(1)

Hence it also can be written as 𝐹(𝑥, 𝑦, 𝑝) = 0.

For this equation, we have three cases:

1) Differential equations which are solvable for p.

When the left-hand side of eq. (1) can be resolved into rational factors of the first
degree, then it can take the form

(𝑝 − 𝐴1 )(𝑝 − 𝐴2 )(𝑝 − 𝐴3 ) … (𝑝 − 𝐴𝑛 ) = 0

for some 𝐴1 , 𝐴2 , . . . . . , 𝐴𝑛 , which are functions of 𝑥 and 𝑦.

Now comparing each factor with zero, we get (𝑝 − 𝐴1 ) = 0, where 𝑖 = 1, 2, . . . , 𝑛.


Those, we get n equations of first order and first degree. Using the methods given in
chapter two we can now obtain the solution of n equations of first order and first degree.
Suppose solution of (𝑝 − 𝐴1 ) = 0 is given by 𝜑𝑖 (𝑥, 𝑦, 𝑐 ) = 0. Then general solution
of equation (1) is given by the product 𝜑1 (𝑥, 𝑦, 𝑐 )𝜑2 (𝑥, 𝑦, 𝑐 ) … 𝜑𝑛 (𝑥, 𝑦, 𝑐 ) = 0.
𝑑𝑦 𝑑𝑦
Example: solve ( + 𝑦) = 𝑥(𝑥 + 𝑦)
𝑑𝑥 𝑑𝑥

Solution:
𝑑𝑦
Let = 𝑝,
𝑑𝑥

⇒ 𝑝(𝑝 + 𝑦) = 𝑥(𝑥 + 𝑦)

29
Engineering analysis Lecture 5

𝑝2 + 𝑦𝑝 − 𝑥 2 − 𝑥𝑦 = 0

𝑦(𝑝 − 𝑥) + (𝑝 − 𝑥)(𝑝 + 𝑥) = 0

(𝑝 − 𝑥)(𝑦 + 𝑝 + 𝑥) = 0

𝑝−𝑥 =0
𝑑𝑦
−𝑥 =0
𝑑𝑥

∫ 𝑑𝑦 = ∫ 𝑥𝑑𝑥
𝑥2
𝑦− + 𝑐 = 0 = 𝜑1 (𝑥, 𝑦, 𝑐)
2

Or

𝑝+𝑥+𝑦 =0

𝑑𝑦 + (𝑥 + 𝑦)𝑑𝑥 = 0
𝜕𝑁
𝑁(𝑥, 𝑦) = 1 ⇒ =0
𝜕𝑥

𝜕𝑀
𝑀(𝑥, 𝑦) = 𝑥 + 𝑦 ⇒ =1
𝜕𝑦

𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)

𝜕𝑦 𝜕𝑥

∴ the equation is not exact

𝜕𝑀 𝜕𝑁
− =1
𝜕𝑦 𝜕𝑥

1 𝜕𝑀 𝜕𝑁
𝑔(𝑥) = ( − ) = 1
𝑁 𝜕𝑦 𝜕𝑥

𝜇 = 𝑒 ∫ 𝑔(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑑𝑥 = 𝑒 𝑥

𝑒 𝑥 𝑑𝑦 + 𝑒 𝑥 (𝑥 + 𝑦)𝑑𝑥 = 0

𝜕𝑁
𝑁(𝑥, 𝑦) = 𝑒 𝑥 ⇒ = 𝑒𝑥
𝜕𝑥

30
Engineering analysis Lecture 5

𝜕𝑀
𝑀(𝑥, 𝑦) = 𝑒 𝑥 (𝑥 + 𝑦 ) ⇒ = 𝑒𝑥
𝜕𝑦

𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
=
𝜕𝑦 𝜕𝑥

∴ the equation is exact

𝜕𝑢
= 𝑁(𝑥, 𝑦)
𝜕𝑦

∫ 𝑑𝑢 = ∫ 𝑒 𝑥 𝑑𝑦
𝑢(𝑥, 𝑦) = 𝑒 𝑥 𝑦 + ℎ(𝑥). . . . . . . . . (∗)
𝜕𝑢
= 𝑒 𝑥 𝑦 + ℎ′ (𝑥) = 𝑀(𝑥, 𝑦)
𝜕𝑥

𝑒 𝑥 𝑦 + ℎ′ (𝑥) = 𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑥

∫ ℎ′ (𝑦) = ∫ 𝑒 𝑥 𝑥
ℎ(𝑦) = 𝑒 𝑥 𝑥 − 𝑒 𝑥

Sub h(y) in eq (*), we get

𝑢(𝑥, 𝑦) = 𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑥 − 𝑒 𝑥 = −𝑐

𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑥 − 𝑒 𝑥 + 𝑐 = 𝜑2 (𝑥, 𝑦, 𝑐)

The general solution is


𝑥2
𝜑1 (𝑥, 𝑦, 𝑐)𝜑2 (𝑥, 𝑦, 𝑐) = (𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑥 − 𝑒 𝑥 + 𝑐) (𝑦 − + 𝑐) = 0
2

Example: Solve the following differential equations:

1) 𝑦 2 𝑝2 − 3𝑥𝑦𝑝 + 2𝑥 2 = 0
Solution:
(𝑦𝑝 − 2𝑥)(𝑦𝑝 − 𝑥) = 0
𝑦𝑝 − 2𝑥 = 0 or 𝑦𝑝 − 𝑥 = 0
𝑑𝑦 𝑑𝑦
𝑦 − 2𝑥 = 0 𝑦 −𝑥 =0
𝑑𝑥 𝑑𝑥

𝑦𝑑𝑦 − 2𝑥𝑑𝑥 = 0 𝑦𝑑𝑦 − 𝑥𝑑𝑥 = 0

31
Engineering analysis Lecture 5

∫ 𝑦𝑑𝑦 − 2 ∫ 𝑥𝑑𝑥 = 0 ∫ 𝑦𝑑𝑦 − ∫ 𝑥𝑑𝑥 = 0


𝑦2 𝑦2 𝑥2
− 𝑥2 = 𝑐 − =𝑐
2 2 2
𝑦2 𝑦2 𝑥2
− 𝑥2 − 𝑐 = 0 − −𝑐 =0
2 2 2

∴The general solution is


𝑦2 𝑦2 𝑥2
𝜑1 (𝑥, 𝑦, 𝑐)𝜑2 (𝑥, 𝑦, 𝑐) = ( − 𝑥 2 − 𝑐) ( − − 𝑐) = 0
2 2 2

2) Differential equations which are solvable for y.

If the differential equation of the form 𝑓(𝑥, 𝑦, 𝑝) = 0 can be written as


𝑦 = 𝑓 (𝑥, 𝑝) …….(1)
Then it is said to be solvable for y . In order to solve these types of differential equation
we differentiate with respect to x we get

𝑑𝑦 𝜕𝑓 𝜕𝑓 𝑑𝑝 𝑑𝑝
=𝑝= + = 𝐹 (𝑥, 𝑝, )
𝑑𝑥 𝜕𝑥 𝜕𝑝 𝑑𝑥 𝑑𝑥

This differential equation is relation between x and p and can be solved by previous
way, we get the value of p and subs in eq(1) to get the general solution.

𝑑𝑦 2 𝑑𝑦
Example: solve 𝑥 ( ) − 2𝑦 + 𝑥 = 0
𝑑𝑥 𝑑𝑥

Solution:
𝑑𝑦
Let =𝑝
𝑑𝑥

𝑥𝑝2 − 2𝑦𝑝 + 𝑥 = 0
2𝑦𝑝 = 𝑥𝑝2 + 𝑥
1 1
𝑦 = 𝑥𝑝 + 𝑥𝑝−1 ……(1)
2 2

Differentiating eq(1) w.r. to x, we get


𝑑𝑦 1 𝑑𝑝 1 𝑑𝑝
= (𝑝 + 𝑥 ) + (𝑝−1 − 𝑥𝑝−2 )
𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥
1 𝑑𝑝 1 𝑑𝑝
𝑝 = (𝑝 + 𝑥 ) + (𝑝−1 − 𝑥𝑝−2 )
2 𝑑𝑥 2 𝑑𝑥

32
Engineering analysis Lecture 5

𝑑𝑝 𝑑𝑝
𝑝+𝑥 + 𝑝−1 − 𝑥𝑝−2 − 2𝑝 = 0
𝑑𝑥 𝑑𝑥
𝑑𝑝 𝑑𝑝
𝑥 + 𝑝−1 − 𝑥𝑝−2 −𝑝 =0 *𝑝2
𝑑𝑥 𝑑𝑥
𝑑𝑝 𝑑𝑝
𝑥𝑝2 +𝑝−𝑥 − 𝑝3 = 0
𝑑𝑥 𝑑𝑥
𝑑𝑝
𝑥 (𝑝2 − 1) − 𝑝(𝑝2 − 1) = 0
𝑑𝑥
𝑑𝑝
(𝑥 𝑑𝑥 − 𝑝) (𝑝2 − 1) = 0

𝑝2 − 1 = 0 or
𝑝 = ±1
Sub the value of p in eq(1), we get
1 1
𝑦=± 𝑥± 𝑥 is singular solution
2 2
𝑑𝑝
Or 𝑥 −𝑝 =0
𝑑𝑥
1 1
𝑑𝑝 = 𝑑𝑥
𝑝 𝑥

𝑙𝑛(𝑝) − 𝑙𝑛(𝑥) = 𝑙𝑛(𝑐)


𝑝 = 𝑥𝑐
Sub the value of p in eq(1), we get
1 1
𝑦 = 𝑥2 + is general solution.
2 2𝑐

3) Differential equations which are solvable for x.

If the differential equation of the form 𝑓(𝑥, 𝑦, 𝑝) = 0 can be written as


𝑥 = 𝑓 (𝑦, 𝑝) ……(1)
Then it is said to be solvable for x. In order to solve these types of differential
equation we differentiate with respect to y we get

𝑑𝑥 1 𝜕𝑓 𝜕𝑓 𝑑𝑝 𝑑𝑝
= = + = 𝐹 (𝑦, 𝑝, )
𝑑𝑦 𝑝 𝜕𝑦 𝜕𝑝 𝑑𝑦 𝑑𝑦

This differential equation is relation between y and p and can be solved by previous
way, we get the value of p and subs in eq(1) to get the general solution.

33
Engineering analysis Lecture 5

𝑑𝑦
Example: Find general solution of 𝑝2 𝑦 + 2𝑥𝑝 = 𝑦 , where 𝑝 =
𝑑𝑥

Solution:
2𝑥 = 𝑦𝑝−1 − 𝑝𝑦 ……(1)
Differentiating eq(1) with respect to y, we get
𝑑𝑥 𝑑𝑝 𝑑𝑝
2 = 𝑝−1 − 𝑦𝑝−2 −𝑝−𝑦
𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑑𝑝 𝑑𝑝
2𝑝−1 = 𝑝−1 − 𝑦𝑝−2 −𝑝−𝑦
𝑑𝑦 𝑑𝑦
𝑑𝑝 𝑑𝑝
𝑝−1 + 𝑦𝑝−2 +𝑝+𝑦 =0 …*(𝑝2 )
𝑑𝑦 𝑑𝑦
𝑑𝑝 𝑑𝑝
𝑝+𝑦 + 𝑝3 + 𝑦𝑝2 =0
𝑑𝑦 𝑑𝑦
𝑑𝑝
(1 + 𝑝2 )(𝑦 + 𝑝) = 0
𝑑𝑦

𝑝2 − 1 = 0
𝑑𝑝
Or 𝑦 +𝑝 =0
𝑑𝑦
1 1
𝑑𝑝 = − 𝑑𝑦
𝑝 𝑦

𝑙𝑛(𝑝) + 𝑙𝑛(𝑥) = 𝑙𝑛(𝑐)


𝑐
𝑝=
𝑥

Sub the value of p in eq(1), we get


𝑥𝑦 𝑦𝑐
2𝑥 = − is general solution.
𝑐 𝑥

Exercises:

1) 𝑥 2 𝑝2 + 𝑥𝑦𝑝 − 6𝑦 2 = 0
2) 𝑦 2 + 𝑝2 = 0
3) 𝑦 + 𝑝𝑥 = 𝑝2 𝑥 4
4) 𝑥 2 = 𝑎2 (1 + 𝑝2 )
5) 𝑦 2 ln(𝑦) = 𝑥𝑦𝑝 + 𝑝2
6) 𝑦 2 𝑝2 − 3𝑥𝑝 + 𝑦 = 0
7) 𝑦𝑝2 + 2𝑥𝑝 = 𝑦

34
Engineering analysis Lecture 5

Clairaut’s equation:

The differential equation of the form :

𝑌 = 𝑝𝑥 + 𝑓(𝑝) ……(1)
𝑑𝑦
Is called Clairaut’s equation where 𝑝 = = 𝑦′.
𝑑𝑥

Differentiating eq(1) with respect to x, we get


𝑑𝑦 𝑑𝑝
=𝑝+𝑥 + 𝑓 ′ (𝑝)
𝑑𝑥 𝑑𝑥

𝑑𝑝 𝑑𝑝
𝑝 =𝑝+𝑥 + 𝑓 ′ (𝑝)
𝑑𝑥 𝑑𝑥

𝑑𝑝 𝑑𝑝
𝑥 + 𝑓 ′ (𝑝) =0
𝑑𝑥 𝑑𝑥

𝑑𝑝
𝑑𝑥
(𝑥 + 𝑓 ′ (𝑝)) = 0

We have
𝑑𝑝
=0
𝑑𝑥

𝑑𝑝
∫ 𝑑𝑥 = ∫ 0

𝑝=𝑐

Putting the value of p in eq(1), the required solution is 𝑦 = 𝑐𝑥 + 𝑓(𝑐) is general


solution.

𝑥 + 𝑓 ′ (𝑝) = 0 , we obtain the value of p and subs. In eq(1) we get the singular solution.
1
Example: solve 𝑦 = 𝑥𝑝 + .
𝑝

Solution:

𝑦 = 𝑥𝑝 + 𝑝−1 is Clairaut’s equation

Differentiating with respect to x ,we have

35
Engineering analysis Lecture 5

𝑑𝑦 𝑑𝑝 𝑑𝑝
=𝑝+𝑥 − 𝑝−2
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑝
(𝑥 − 𝑝−2 ) = 0
𝑑𝑥

𝑑𝑝
= 0 integrating with respect to x
𝑑𝑥

𝑝=𝑐

Subs. the value of p in eq(1)

𝑦 = 𝑥𝑐 + 𝑐 −1 is the general solution

Or 𝑥 − 𝑝−2 = 0
1
𝑝=
√𝑥

Subs. the value of p in eq (1), we have

1 1 −1
𝑦 = 𝑥( )+( ) = 4𝑥 is the general solution
𝑥 𝑥
√ √

Exercise:

1) 𝑦 = 𝑥𝑝 + 𝑝2

36

You might also like