The Chemistry Maths Book, Second Edition

(Grace) #1

318 Chapter 11First-order differential equations


All ordinary differential equations can be solved by the numerical methods discussed


in Chapter 20. There are however several important standard types whose solutions


can be expressed in terms of elementary functions and that frequently occur in


mathematical models of physical systems. It is these standard types that are discussed


in this and the following chapters.


The general first-order differential equation has the form


(11.8)


whereF(x, y)is a function of xand y, and yis a function of x. Such a differential


equation together with an initial condition,y(x


0

) 1 = 1 y


0

(y 1 = 1 y


0

whenx 1 = 1 x


0

), is called an


initial value problem. We discuss here two important special types of equations that


can be solved by elementary methods; separable equations and linear equations.


0 Exercises 10–12


11.3 Separable equations


Equation (11.8) can be solved by straightforward integration if it has, or if it can be


reduced to, the form


(11.9)


This equation can be written in the differential form


2

g(y) dy 1 = 1 f(x) dx (11.10)


with all the terms involving yon one side of the equal sign and all the terms involving


xon the other. Such an equation is called a separable differential equationand is


solved by (indefinite) integration of each side with respect to the relevant variable:


(11.11)


with the arbitrary constant included on one side. More formally, writing (11.9) as


(11.12)


integration with respect to xgives


ZZgy (11.13)


dy


dx


() dx=+f x dx c()


gy


dy


dx


() =fx()


ZZg y dy() =+f x dx c()


dy


dx


fx


gy


=


()


()


dy


dx


=,Fxy()


2

Much of Leibniz’s formulation of the calculus involved equations containing differentials (differential


equations). The method of separation of variables and the method of reducing a homogeneous equation to


separable form discussed in this section were invented by Leibniz in 1691.

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