Bernoulli Method
Bernoulli Method
DIFFERENTIAL EQUATION
WRITTEN AND EDITED BY
ADEBAYO YUSUFF T.
[MASTER KHAN 500LEVEL]
DEPARTMENT OF MATHEMATICAL SCIENCES
SCHOOL OF PHYSICAL SCIENCES
FEDERAL UNIVERSITY OF TECHNOLOGY AKURE [FUTA].
1−𝑛
𝑑𝑧 −𝑛
𝑑𝑦 𝑑𝑦 𝑦 𝑛 𝑑𝑧
𝑙𝑒𝑡 𝑧 = 𝑦 , = (1 − 𝑛)𝑦 𝑠𝑜 𝑡ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒 =
𝑑𝑡 𝑑𝑡 𝑑𝑡 1 − 𝑛 𝑑𝑡
𝑑𝑦 𝑦 𝑛 𝑑𝑧
Replace 𝑏𝑦 𝑎𝑛𝑑 𝑦1−𝑛 𝑏𝑦 𝑧 𝑖𝑛 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2. 𝑤𝑒 𝑡ℎ𝑒𝑛 ℎ𝑎𝑣𝑒
𝑑𝑡 1−𝑛 𝑑𝑡
−𝑛
𝑦 𝑛 𝑑𝑧
𝑦 + 𝑝(𝑡)𝑧 = 𝑞 (𝑡) … 𝑒𝑞𝑛3
1 − 𝑛 𝑑𝑡
So what we have next is equation that similar to linear
equation
1 𝑑𝑧
+ 𝑝(𝑡)𝑧 = 𝑞(𝑡)
1 − 𝑛 𝑑𝑡
Multiply through by 1 − 𝑛 and make it linear completely, we
have
𝑑𝑧
+ (1 − 𝑛)𝑝(𝑡)𝑧 = (1 − 𝑛)𝑞 (𝑡) … 𝑒𝑞𝑛4
𝑑𝑡
By letting 𝑃(𝑡) = (1 − 𝑛)𝑝(𝑡) 𝑎𝑛𝑑 𝑄 (𝑡) = (1 − 𝑛)𝑞(𝑡)
𝑑𝑧
+ 𝑃(𝑡)𝑧 = 𝑄(𝑡) … 𝑒𝑞𝑛5
𝑑𝑡
And it can be solved by integrating factor method we learnt
in our last class.
𝑧. 𝐼𝐹 = ∫ 𝑄(𝑡) . 𝐼𝐹
Where
𝐼𝐹 = 𝑒 ∫ 𝑃(𝑡) .
Likely question: given the Bernoulli of degree 𝑛;
𝑑𝑦
+ 𝑝(𝑡)𝑦 = 𝑞 (𝑡)𝑦 𝑛 .
𝑑𝑡
Proof that the linearized version of the Bernoulli equation is
𝑑𝑢
+ (1 − 𝑛)𝑝(𝑡)𝑢 = (1 − 𝑛)𝑞 (𝑡) ℎ𝑖𝑛𝑡: 𝑢 = 𝑦1−𝑛
𝑑𝑡
𝑑𝑦
Using above, solve the equation 3(1 + 𝑡 2 ) = 2𝑡𝑦(𝑦 3 − 1)
𝑑𝑡
𝑑𝑦 −𝒚𝟒 𝒅𝒛
=
𝑑𝑡 𝟑 𝒅𝒕
𝑑𝑦 −𝒚𝟒 𝒅𝒛 𝟏
Go back to eqn2 and sub = 𝒂𝒏𝒅 𝑧 =
𝑑𝑡 𝟑 𝒅𝒕 𝒚𝟑
1 −𝒚𝟒 𝒅𝒛 2𝑡 2𝑡
( ) + 𝒛 =
𝑦 4 𝟑 𝒅𝒕 3(1 + 𝑡 2 ) 3(1 + 𝑡 2 )
1 2𝑡 1 2𝑡
𝑧 = ∫ − 𝑑𝑡 = ∫ − 𝑑𝑡
1 + 𝑡2 1 + 𝑡2 1 + 𝑡2 (1 + 𝑡 2 )2
integrating right hand side by method of substitution.
𝑑𝑢
𝑙𝑒𝑡 𝑢 = 1 + 𝑡 2 , 𝑑𝑢 = 2𝑡𝑑𝑡, 𝑑𝑡 =
2𝑡
1 2𝑡 𝑑𝑢 𝑑𝑢 1
𝑧 = ∫ = ∫ = − +𝑐
1 + 𝑡2 𝑢2 2𝑡 𝑢2 𝑢
1 1
𝑧 = − +𝑐
1 + 𝑡2 1 + 𝑡2
𝑧 = −1 + 𝑐(1 + 𝑡 2 )
1
Don’t forget that 𝑧 =
𝑦3
So
1
3
= −1 + 𝑐(1 + 𝑡 2 ) .
𝑦
1
Example2: by means of substituting 𝑧 = , transform the
𝑦2
𝑑𝑦
differential equation + 𝑦 = 𝑥𝑦 3 into equation containing 𝑧
𝑑𝑥
and 𝑥. Solve this equation for 𝑧 and hence show that the
2
solution of the given problem is 𝑦 2 = 𝑔𝑖𝑣𝑒𝑛 𝑦 =
2𝑥+1
√2 𝑤ℎ𝑒𝑛 𝑥 = 0.
Solution:
𝑑𝑦
+ 𝑦 = 𝑥𝑦 3 … 𝑒𝑞𝑛1
𝑑𝑥
Divide through by 𝑦 3 we have the following
1 𝑑𝑦 𝑦
+ =𝑥
𝑦 3 𝑑𝑥 𝑦 3
1 𝑑𝑦 1
+ = 𝑥 … 𝑒𝑞𝑛2
𝑦 3 𝑑𝑥 𝑦 2
1 𝑑𝑧 2 𝑑𝑦
𝑙𝑒𝑡 𝑧 = , =− 3
𝑦2 𝑑𝑥 𝑦 𝑑𝑥
𝑑𝑦
Make subject of formula we have
𝑑𝑥
𝑑𝑦 𝑦 3 𝑑𝑧
=−
𝑑𝑥 2 𝑑𝑥
Sub
1 𝑑𝑦 𝑦 3 𝑑𝑧
𝑧= 2 =− 𝑖𝑛𝑡𝑜 𝑒𝑞𝑛 2
𝑦 𝑑𝑥 2 𝑑𝑥
1 𝑦 3 𝑑𝑧
(− )+𝑧=𝑥
𝑦3 2 𝑑𝑥
𝑑𝑧
− 2𝑧 = −2𝑥
𝑑𝑥
Now non-linear equation has been transformed to linear
𝑑𝑦
equation of the form + 𝑝(𝑥 )𝑦 = 𝑞(𝑥 ) but now in term of 𝑧
𝑑𝑥
∫ 𝑝(𝑥) = − ∫ 2
= −2𝑥
𝜇 (𝑥 ) = 𝑒 −2𝑥
Now the final answer is
𝑧𝜇 (𝑥 ) = ∫ 𝑞(𝑥) 𝜇 (𝑥 )𝑑𝑥
−2𝑥
𝑒 −2𝑥
𝑙𝑒𝑡 𝑢 = −2𝑥, 𝑑𝑢 = −2𝑑𝑥, 𝑑𝑣 = 𝑒 , 𝑣=−
2
𝑢𝑣 − ∫ 𝑣𝑑𝑢
So
1 −2𝑥 −2𝑥
𝑒 −2𝑥
𝑒 = 𝑥𝑒 + +𝑐
𝑦2 2
Divide through by 𝑒 −2𝑥
1 1
2
= 𝑥 + + 𝑐𝑒 2𝑥 .
𝑦 2
Now let impose initial condition given to us
𝑦 = √2 𝑤ℎ𝑒𝑛 𝑥 = 0
1 1
=0+ + 𝑐𝑒 2(0)
(√2)2 2
1 1
= +𝑐
2 2
So 𝑐 = 0 and when 𝑐 = 0 we have our final answer as
1 1
= 𝑥 +
𝑦2 2
Or
1 2𝑥 + 1
=
𝑦2 2
Making 𝑦 2 subject of formula
2
𝑦2 =
2𝑥 + 1
That’s all!!!
One more point to take care of is not all the time will
equation be non-linear by power of 𝑛 > 1 like the two
previous examples, the equation can be non-linear by
function of 𝑦 sometimes.
𝑑𝑦
+ tan 𝑡 tan 𝑦 = 𝑐𝑜𝑠𝑡𝑠𝑒𝑐𝑦
𝑑𝑡
Is a non-linear problem with functions of 𝑦
Solution: the above problem can be written as the following
𝑑𝑦 sin 𝑦 1
+ tan 𝑡 = cos 𝑡 … 𝑒𝑞𝑛1
𝑑𝑡 cos 𝑦 cos 𝑦
Multiply through by 𝑐𝑜𝑠𝑦 we shall have the following
𝑑𝑦
cos 𝑦 + tan 𝑡 sin 𝑦 = cos 𝑡 … 𝑒𝑞𝑛2
𝑑𝑡
𝑙𝑒𝑡 𝑧 = sin 𝑦 Which is coefficient of 𝑝(𝑡) = tan 𝑡
𝑑𝑧 𝑑𝑦
= 𝑐𝑜𝑠𝑦
𝑑𝑡 𝑑𝑡
𝑑𝑦
Make subject of formula, we have
𝑑𝑡
𝑑𝑦 1 𝑑𝑧 𝑑𝑦
= after substituting 𝑧 𝑎𝑛𝑑 we have the following
𝑑𝑡 𝑐𝑜𝑠𝑦 𝑑𝑡 𝑑𝑡
1 𝑑𝑧
cos 𝑦 ( ) + z tan 𝑡 = cos 𝑡
𝑐𝑜𝑠𝑦 𝑑𝑡
Now non-linear equation has been transformed to linear
𝑑𝑦
equation of the form + 𝑝(𝑡)𝑦 = 𝑞 (𝑡) but now in term of 𝑧
𝑑𝑡
𝑑𝑧
+ 𝑧 𝑡𝑎𝑛𝑡 = 𝑐𝑜𝑠𝑡
𝑑𝑡
And it can be solved using integrating factor techniques
Now 𝑝(𝑡) = tan 𝑡 𝑎𝑛𝑑 𝑞 (𝑡) = cos 𝑡
1 cos 𝑡
𝑧 =∫ 𝑑𝑡 = ∫ 𝑑𝑡
cos 𝑡 𝑐𝑜𝑠𝑡
Integrating right hand side we have
1
𝑧 =𝑡+𝑐
cos 𝑡
𝑧 = 𝑡 cos 𝑡 + 𝑐 cos 𝑡
Since 𝑧 = sin 𝑦 our final answer is therefore
𝑠𝑖𝑛𝑦 = 𝑡 cos 𝑡 + 𝑐 cos 𝑡
Remember I told you about general solution and particular
solution.
General solution is the solution that contain 𝑐 unknown value while
particular solution is the solution in which the value of 𝑐 is known
by imposing initial value condition.