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CHAPTER 7 BERNOULLI’S DIFFERENTIAL EQUATIONS 59 Author: Harold Jan R. Terano, ECE, MET Chapter 7 Outline: 7.1 Bernoulli’s Differential Equations 7.2 Solutions to Bernoulli’s Differential Equations Overview: This chapter deals with the solution to first order non-linear differential equations. These equations are called as the Bernoulli’s differential equations. This equation is non-linear and is reducible to a linear form by a method of substitution and thus, solution to a first-order linear differential equation is applicable. Objectives: Upon completion of this chapter, the students will be able to: 1. Define Bernoulli’s differential equation. 2. Determine Bernoulli’s differential equations. 3. Reduce Bernoulli’s differential equation into a first-order linear differential equation. 4. Solve Bernoulli’s differential equations. BERNOULLI’S DIFFERENTIAL EQUATIONS Jacob Bernoulli (also known as James or Jacques) (December 27, 1654/ January 6, 1655 – August 16, 1705) was one of the many prominent mathematicians in the Bernoulli family. He was an early proponent of Leibnizian calculus and had sided with Leibniz during the Leibniz–Newton calculus controversy. He is known for his numerous contributions to calculus, and along with his brother Johann, was one of the founders of the calculus of variations. However, his most important contribution was in the field of probability, where he derived the first version of the law of large numbers in his work Ars Conjectandi. Jacob Bernoulli's paper of 1690 is important for the history of calculus, since the term integral appears for the first time with its integration meaning. In 1696, he solved the equation, now called the Bernoulli’s differential equation. www.wikipedia.com

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  • CHAPTER 7 BERNOULLIS DIFFERENTIAL EQUATIONS 59

    Author: Harold Jan R. Terano, ECE, MET

    Chapter 7 Outline: 7.1 Bernoullis Differential Equations 7.2 Solutions to Bernoullis Differential Equations

    Overview: This chapter deals with the solution to first order non-linear differential equations. These equations are called as the Bernoullis differential equations. This equation is non-linear and is reducible to a linear form by a method of substitution and thus, solution to a first-order linear differential equation is applicable.

    Objectives:

    Upon completion of this chapter, the students will be able to:

    1. Define Bernoullis differential equation. 2. Determine Bernoullis differential equations. 3. Reduce Bernoullis differential equation into a first-order linear

    differential equation. 4. Solve Bernoullis differential equations.

    BERNOULLIS DIFFERENTIAL

    EQUATIONS

    Jacob Bernoulli (also known as James or Jacques) (December 27, 1654/ January 6, 1655 August 16, 1705) was one of the many prominent mathematicians in the Bernoulli family. He was an early proponent of Leibnizian calculus and had sided with Leibniz during the LeibnizNewton calculus controversy. He is known for his numerous contributions to calculus, and along with his brother Johann, was one of the founders of the calculus of variations. However, his most important contribution was in the field of probability, where he derived the first version of the law of large numbers in his work Ars Conjectandi. Jacob Bernoulli's paper of 1690 is important for the history of calculus, since the term integral appears for the first time with its integration meaning. In 1696, he solved the equation, now called the Bernoullis differential equation.

    www.wikipedia.com

  • 60 BERNOULLIS CHAPTER 7 DIFFERENTIAL EQUATIONS

    Author: Harold Jan R. Terano, ECE, MET

    7.1 Bernoullis Differential Equations

    A differential equation of the form + ( ) = ( ) is a Bernoullis differential equation, where and are all function of alone. To solve for the general solution of the differential equation, divide both sides of the equation by thus, we have,

    + ( ) = ( )

    By transformation, we can set = and = ( + 1) or ( + 1) = . Substituting to the above equation we have,

    ( + 1) + ( ) = ( )

    + ( + 1) ( ) = ( + 1) ( )

    Therefore, the new equation formed was now a linear differential equation. By the solution of linear differential equation, set ( ) = ( + 1) ( ) and ( ) = ( )( + 1), thus, the integrating factor is,

    ( ) = ( ) ( )

    = ( ) ( )

    Then, the general solution is,

    ( ) ( ) = ( + 1) ( ) ( ) ( ) +

    where, = .

    7.2 Solutions to Bernoullis Differential Equations

    A solution to a Bernoullis differential equation can be obtained by the formula ( ) ( ) = ( + 1) ( ) ( ) ( ) + , where = , as shown in the previous section.

    Example(a). Obtain the general solution of + = . Solution: Divide both sides of the equation by , therefore, + =

    Then, set = and = 3 , and substitute to the above equation, thus, + =

    3 = 3

    The equation is now a linear differential equation.

  • CHAPTER 7 BERNOULLIS DIFFERENTIAL EQUATIONS 61

    Author: Harold Jan R. Terano, ECE, MET

    By the solution of linear differential equation, set ( ) = 3 and ( ) = 3 , and the integrating factor is,

    ( ) =

    = Then, = 3 +

    = 3 +

    For 3 , use integration by parts, therefore,

    3 = + + Substituting to the above equation, we have,

    = + + Since = , thus the general solution is,

    = + +

    = + +

    Example(b). Obtain the general solution of [ + (1 + ln )] = 0. Solution:

    Writing the equation in the form + ( ) = ( ), we have,

    = (1 + ln )

    Divide both sides of the equation by , therefore,

    = 1 + ln

    Then, set = and = , and substitute to the above equation, thus, + = 1 + ln

    The equation is now a linear differential equation.

    By the solution of linear differential equation, set ( ) = and ( ) = 1 + ln , and the integrating factor is, ( ) =

    =

    = Then, = (1 + ln ) +

    = ( + ln ) +

    = + ln +

  • 62 BERNOULLIS CHAPTER 7 DIFFERENTIAL EQUATIONS

    Author: Harold Jan R. Terano, ECE, MET

    For ln , use integration by parts, therefore,

    ln = ln +

    Substituting to the above equation, we have,

    = + ln +

    = + ln +

    Since = , thus the general solution is,

    = + ln +

    4 = 2 ln +

    (1 + ln ) = 4

    Example(c). Obtain the general solution of + = cos . Solution: Divide both sides of the equation by , therefore,

    + = cos

    Then, set = and = , and substitute to the above equation, thus, + = cos

    = cos

    The equation is now a linear differential equation.

    By the solution of linear differential equation, set ( ) = 1 and ( ) = cos , and the integrating factor is,

    ( ) = = Then, = cos +

    For cos , use integration by parts, therefore,

    cos = (sin cos )

    Substituting to the above equation, we have,

    = (sin cos ) +

    = (sin cos ) +

    Since = , thus the general solution is,

  • CHAPTER 7 BERNOULLIS DIFFERENTIAL EQUATIONS 63

    Author: Harold Jan R. Terano, ECE, MET

    = (sin cos ) +

    (sin cos ) = 2 Example(d). Obtain the general solution of + tan = sec . Solution: + tan = sec

    + tan = sec

    Divide both sides of the equation by , therefore,

    + = sec

    Then, set = and = , and substitute to the above equation, thus, + tan = sec

    tan = sec

    The equation is now a linear differential equation.

    By the solution of linear differential equation, set ( ) = tan and ( ) = sec , and the integrating factor is,

    ( ) = =

    = cos Then, cos = sec cos

    cos = +

    cos = +

    Since = , thus the general solution is,

    cos = +

    ( ) = cos

    Example(e). Obtain the general solution of + ( ) = 0. Solution: + ( ) = 0

    + =

    Divide both sides of the equation by , therefore,

    + =

  • 64 BERNOULLIS CHAPTER 7 DIFFERENTIAL EQUATIONS

    Author: Harold Jan R. Terano, ECE, MET

    Then, set = and = 4 , and substitute to the above equation, thus, + =

    4 = 4

    The equation is now a linear differential equation.

    By the solution of linear differential equation, set ( ) = 4 and ( ) = 4 , and the integrating factor is,

    ( ) =

    = Then, = 4 +

    = +

    = 1 +

    Since = , thus the general solution is,

    = 1 +

    1 + = 1

    Example(f). Obtain the particular solution of + = , that satisfies the condition (1) = 0. Solution: + =

    + =

    Divide both sides of the equation by , therefore,

    + =

    Then, set = and = 2 and substitute to the above equation, thus, + =

    2 = 2

    The equation is now a linear differential equation.

    By the solution of linear differential equation, set ( ) = 2 and ( ) = 2 , and the integrating factor is,

    ( ) =

    = Then,

  • CHAPTER 7 BERNOULLIS DIFFERENTIAL EQUATIONS 65

    Author: Harold Jan R. Terano, ECE, MET

    = 2 +

    For 2 , use integration by parts, therefore,

    2 = + +

    Substituting to the above equation, we have,

    = + +

    = + +

    Since = , thus the general solution is,

    = + +

    (2 + 1 + ) = 2

    To find the particular solution, set = 1 and = 0, then solve for

    .

    When = 1 and = 0, = 1.

    Then, the particular solution is,

    (2 + 1 + ) = 2

    Example(g). Obtain the particular solution of cos = cos , that satisfies the condition ( ) = 2. Solution: Divide both sides of the equation by , therefore,

    = cos

    Then, set = and = , and substitute to the above

    equation, thus,

    + cos = cos

    The equation is now a linear differential equation.

    By the solution of linear differential equation, set ( ) = cos and ( ) = cos , and the integrating factor is,

    ( ) =

    = Then, = cos +

    = +

    = 1 +

  • 66 BERNOULLIS CHAPTER 7 DIFFERENTIAL EQUATIONS

    Author: Harold Jan R. Terano, ECE, MET

    Since = , thus the general solution is,

    = 1

    1 = 1

    To find the particular solution, set = and = 2, then solve for . When = and = 2, = .

    Then, the particular solution is,

    1 = 1

    3 2 = 2

    Supplementary Problems

    I. Obtain the general solution of the following differential equations.

    1. + 2 = Ans: (1 + ) = 2

    2. ( )

    = ( ) Ans: (2 + + ) = 4( + 1)

    3. + = Ans: =

    4. + = Ans: (4 3 ) =

    5. + = Ans: = 1 +

    6. + = Ans: (2 + ) = 1

    7. + = Ans: (2 + ) = 1

    8. + = ( 1) Ans: ( ln 1) = 1

    9. + + ( + 2) = 0 Ans: 3 + 20 + 60 + = 225

    10. + ( tan ) = 0 Ans: ( 2 sin 2 ) = 2cos

    II. Obtain the particular solutions satisfying the indicated conditions.

    1. + 2 = , (0) = 1 Ans: (1 2 ) =

    2. = , (1) = 1 Ans: (3 2 ) =

  • CHAPTER 7 BERNOULLIS DIFFERENTIAL EQUATIONS 67

    Author: Harold Jan R. Terano, ECE, MET

    3. + 3 = , (0) = 3 Ans: 1 2 = 3

    4. (2 ) + = 0, (0) = 1 Ans: 1 + = 2

    5. + cot sin = 0, = 1 Ans: (2 + 2 ) sin = 2

  • 68 BERNOULLIS CHAPTER 7 DIFFERENTIAL EQUATIONS

    Author: Harold Jan R. Terano, ECE, MET