1 00:00:00,000 --> 00:00:00,500 2 00:00:00,500 --> 00:00:01,620 GILBERT STRANG: OK. 3 00:00:01,620 --> 00:00:06,560 So speaking today about separable equations. 4 00:00:06,560 --> 00:00:11,020 These are, in principle, the easiest to solve. 5 00:00:11,020 --> 00:00:13,620 They include nonlinear equations but they 6 00:00:13,620 --> 00:00:16,510 have a special feature that makes them easy, 7 00:00:16,510 --> 00:00:19,470 makes them approachable. 8 00:00:19,470 --> 00:00:24,370 And that special feature is that the right hand 9 00:00:24,370 --> 00:00:27,760 side of the equation separates into some function 10 00:00:27,760 --> 00:00:32,830 of t divided by or multiplied by some function of y. 11 00:00:32,830 --> 00:00:37,310 The t and the y have separated on the right hand side. 12 00:00:37,310 --> 00:00:42,740 And for example, dy/dt equal y plus t would not be separable. 13 00:00:42,740 --> 00:00:45,570 They'd be very simple but not separable. 14 00:00:45,570 --> 00:00:49,690 Separable means that we can keep those two separately and do 15 00:00:49,690 --> 00:00:54,220 an integral of f and an integral of g and we're in business. 16 00:00:54,220 --> 00:00:55,650 OK. 17 00:00:55,650 --> 00:00:57,620 Examples. 18 00:00:57,620 --> 00:01:01,060 Suppose that f of y is 1. 19 00:01:01,060 --> 00:01:04,769 Then we have this simplest differential equation of all, 20 00:01:04,769 --> 00:01:08,030 dy/dt is some function of t. 21 00:01:08,030 --> 00:01:09,840 That's what calculus is for. 22 00:01:09,840 --> 00:01:13,660 y is the integral of g. 23 00:01:13,660 --> 00:01:16,770 Suppose there was no t. 24 00:01:16,770 --> 00:01:20,780 Just a 1 over f of y, with g of t equal one. 25 00:01:20,780 --> 00:01:23,156 Then I bring the f of y up. 26 00:01:23,156 --> 00:01:26,610 I integrate the [? f ?] dy. 27 00:01:26,610 --> 00:01:30,750 And moving the dt there, I'm just integrating dt. 28 00:01:30,750 --> 00:01:34,440 So the right hand side would just be t. 29 00:01:34,440 --> 00:01:37,450 And the left hand side is an integral we have to do. 30 00:01:37,450 --> 00:01:39,030 That's the minimum amount of work 31 00:01:39,030 --> 00:01:41,200 to solve a differential equation. 32 00:01:41,200 --> 00:01:44,570 But the point is, with y and t separate, we just 33 00:01:44,570 --> 00:01:47,450 have integration to do. 34 00:01:47,450 --> 00:01:55,420 And here is the case when there is both a g of t and an f of y. 35 00:01:55,420 --> 00:02:00,560 Then let me just emphasize what's happening here. 36 00:02:00,560 --> 00:02:03,900 The f of y I am moving up with a dy. 37 00:02:03,900 --> 00:02:07,030 The dt I'm moving up with a g of t dt. 38 00:02:07,030 --> 00:02:12,720 So I g of t dt equals f of y dy and I integrate both sides. 39 00:02:12,720 --> 00:02:17,760 The left side is an integral of y with respect to y. 40 00:02:17,760 --> 00:02:19,960 The right hand side is an integral with respect 41 00:02:19,960 --> 00:02:22,630 to t or a dummy variable s. 42 00:02:22,630 --> 00:02:24,980 The integral going from 0 to t. 43 00:02:24,980 --> 00:02:29,520 This integral going from y of 0 to y of t. 44 00:02:29,520 --> 00:02:32,700 Those are the two integrations to be done. 45 00:02:32,700 --> 00:02:36,860 And you will get examples of seperable equations. 46 00:02:36,860 --> 00:02:40,440 And what you have to do is two integrals. 47 00:02:40,440 --> 00:02:44,220 And then there's this one little catch at the end. 48 00:02:44,220 --> 00:02:49,620 This is some function of y when I integrate. 49 00:02:49,620 --> 00:02:51,760 But I usually like to have the solution 50 00:02:51,760 --> 00:02:56,380 to a differential equation just y equal something. 51 00:02:56,380 --> 00:02:58,860 And you'll see in the examples. 52 00:02:58,860 --> 00:03:01,810 I have to solve it for y because this 53 00:03:01,810 --> 00:03:03,560 isn't going to give me just y. 54 00:03:03,560 --> 00:03:06,650 It's going to give me some expression involving y. 55 00:03:06,650 --> 00:03:09,270 So let me do examples. 56 00:03:09,270 --> 00:03:10,330 Let me do examples. 57 00:03:10,330 --> 00:03:12,960 You see why it's correct. 58 00:03:12,960 --> 00:03:13,590 OK. 59 00:03:13,590 --> 00:03:14,592 So here are examples. 60 00:03:14,592 --> 00:03:17,430 61 00:03:17,430 --> 00:03:27,650 So let me take, what about the equation dy/dt equals t over y. 62 00:03:27,650 --> 00:03:29,530 Clearly separable. 63 00:03:29,530 --> 00:03:31,930 The function's f. 64 00:03:31,930 --> 00:03:33,840 g of t is just t. 65 00:03:33,840 --> 00:03:35,780 f of y is just y. 66 00:03:35,780 --> 00:03:44,000 I combine those to y dy equalling t dt. 67 00:03:44,000 --> 00:03:47,100 You see I've picked a pretty straightforward example. 68 00:03:47,100 --> 00:03:52,320 Now I'm integrating both sides from y of 0 to y of t 69 00:03:52,320 --> 00:03:53,530 on the left. 70 00:03:53,530 --> 00:03:55,700 And from 0 to t on the right. 71 00:03:55,700 --> 00:03:59,440 And of course that is 1/2 t squared. 72 00:03:59,440 --> 00:04:02,080 73 00:04:02,080 --> 00:04:05,510 And the left hand side is 1/2 y squared 74 00:04:05,510 --> 00:04:06,930 between these two limits. 75 00:04:06,930 --> 00:04:11,500 So I'm getting the integral of that is 1/2 y squared. 76 00:04:11,500 --> 00:04:17,240 So up top I have 1/2 y of t squared minus, 77 00:04:17,240 --> 00:04:22,050 at the bottom end, 1/2 y of 0 squared 78 00:04:22,050 --> 00:04:25,304 equalling the right hand side 1/2 t squared. 79 00:04:25,304 --> 00:04:28,090 80 00:04:28,090 --> 00:04:35,380 So you see, we got a function of y equal to a function of t. 81 00:04:35,380 --> 00:04:39,510 And the equation is solved, really. 82 00:04:39,510 --> 00:04:42,100 That differential equation is solved. 83 00:04:42,100 --> 00:04:48,270 But I haven't found it in the form y of t equal something. 84 00:04:48,270 --> 00:04:49,480 But I can do that. 85 00:04:49,480 --> 00:04:52,460 I just move this to the other side. 86 00:04:52,460 --> 00:04:55,642 So that will go to the other side with a plus. 87 00:04:55,642 --> 00:05:00,230 88 00:05:00,230 --> 00:05:04,730 And then I'll cancel the 1/2. 89 00:05:04,730 --> 00:05:06,910 And then I'll take the square root. 90 00:05:06,910 --> 00:05:17,110 So the solution y of t is the square root 91 00:05:17,110 --> 00:05:22,100 of y of 0 squared plus t squared. 92 00:05:22,100 --> 00:05:26,120 93 00:05:26,120 --> 00:05:29,760 That's the solution to the differential equation. 94 00:05:29,760 --> 00:05:34,240 Maybe I make a small comment on this equation. 95 00:05:34,240 --> 00:05:41,950 Because it's essential to begin to look for dangerous points. 96 00:05:41,950 --> 00:05:45,500 Singular points where things are not quite right. 97 00:05:45,500 --> 00:05:49,420 Here the dangerous point is clearly y equal zero. 98 00:05:49,420 --> 00:05:54,070 If I start at y of 0 equals zero then I'm not sure what. 99 00:05:54,070 --> 00:05:58,580 What's the solution to that equation if I start at y of 0 100 00:05:58,580 --> 00:05:59,356 equals 0? 101 00:05:59,356 --> 00:06:02,920 102 00:06:02,920 --> 00:06:04,880 I'm starting with a 0 over 0. 103 00:06:04,880 --> 00:06:09,790 What a way to begin your life, starting with a 0 over 0. 104 00:06:09,790 --> 00:06:12,140 This, well, actually the solution 105 00:06:12,140 --> 00:06:13,850 would still be correct. 106 00:06:13,850 --> 00:06:18,040 If y of 0 is 0, I would get the square root of t squared. 107 00:06:18,040 --> 00:06:21,160 I would get t. 108 00:06:21,160 --> 00:06:32,170 So y of 0 equals 0 allows the solution y equals t. 109 00:06:32,170 --> 00:06:33,840 And that is a solution. 110 00:06:33,840 --> 00:06:38,930 That if y is equal to t then dy/dt is 1. 111 00:06:38,930 --> 00:06:44,410 And on the right hand side t over y is t over t is 1. 112 00:06:44,410 --> 00:06:46,160 So the equation is solved. 113 00:06:46,160 --> 00:06:49,140 But my point was, there's got to be 114 00:06:49,140 --> 00:06:54,070 something going a little strange when y of 0 is 0. 115 00:06:54,070 --> 00:06:58,490 And what happens strangely is there are other solutions. 116 00:06:58,490 --> 00:07:02,970 I like, I think, y equal negative t. 117 00:07:02,970 --> 00:07:04,580 And more, probably. 118 00:07:04,580 --> 00:07:11,710 But if y is equal to negative t, then its derivative is minus 1. 119 00:07:11,710 --> 00:07:15,490 And on the right hand side, I have t over negative t minus 1 120 00:07:15,490 --> 00:07:17,220 again. 121 00:07:17,220 --> 00:07:19,180 So the equation is solved. 122 00:07:19,180 --> 00:07:20,830 That's a perfectly good solution. 123 00:07:20,830 --> 00:07:22,090 That's a second solution. 124 00:07:22,090 --> 00:07:26,360 It's an equation with more than one solution. 125 00:07:26,360 --> 00:07:29,210 And we'll have to think, when can we 126 00:07:29,210 --> 00:07:31,370 guarantee there is just one solution, which 127 00:07:31,370 --> 00:07:33,150 is of course what we want. 128 00:07:33,150 --> 00:07:33,890 OK. 129 00:07:33,890 --> 00:07:37,290 I'd better do another example going beyond this. 130 00:07:37,290 --> 00:07:41,170 And maybe the logistic equation is a good one. 131 00:07:41,170 --> 00:07:43,190 So that's separable. 132 00:07:43,190 --> 00:07:46,210 And it's going to be a little harder. 133 00:07:46,210 --> 00:07:47,370 So let me do that one. 134 00:07:47,370 --> 00:07:54,420 dy/dt is y minus y squared, let's say. 135 00:07:54,420 --> 00:07:57,280 The logistic equation. 136 00:07:57,280 --> 00:08:00,770 Linear term minus a quadratic term. 137 00:08:00,770 --> 00:08:04,850 That's separable because the g of t part is 1. 138 00:08:04,850 --> 00:08:06,720 And what's the f of y? 139 00:08:06,720 --> 00:08:10,600 Remember f of y-- I want to put that on the y side. 140 00:08:10,600 --> 00:08:13,140 But it's going to show up in the denominator. 141 00:08:13,140 --> 00:08:20,450 So I have dy over y minus y squared equaling dt. 142 00:08:20,450 --> 00:08:26,700 And I have to integrate both sides to get the solution y. 143 00:08:26,700 --> 00:08:30,710 Now, integrating the right hand side is of course a picnic. 144 00:08:30,710 --> 00:08:33,049 I get t. 145 00:08:33,049 --> 00:08:34,880 But integrating the left hand side, 146 00:08:34,880 --> 00:08:40,230 I have to either know how, or look up, or figure out 147 00:08:40,230 --> 00:08:43,710 the integral of 1 over y minus y squared. 148 00:08:43,710 --> 00:08:49,890 So let me just make a little comment about integrating, 149 00:08:49,890 --> 00:08:54,200 because examples often have this problem. 150 00:08:54,200 --> 00:08:59,500 Integrating when there is a polynomial 151 00:08:59,500 --> 00:09:03,790 a quadratic in the denominator. 152 00:09:03,790 --> 00:09:05,960 There are different ways to do it. 153 00:09:05,960 --> 00:09:10,860 And the time that we'll really see this type of problem 154 00:09:10,860 --> 00:09:14,200 is when we discuss Laplace transforms. 155 00:09:14,200 --> 00:09:19,050 So I'm going to save the details of the method until then. 156 00:09:19,050 --> 00:09:22,390 But let me give the name of the method. 157 00:09:22,390 --> 00:09:25,850 The name is partial fractions, which 158 00:09:25,850 --> 00:09:28,160 is a method of integration. 159 00:09:28,160 --> 00:09:30,335 Partial fractions. 160 00:09:30,335 --> 00:09:34,020 161 00:09:34,020 --> 00:09:36,240 And I'll just say here what it means. 162 00:09:36,240 --> 00:09:41,030 It means that I want to write this 1 over y minus y squared 163 00:09:41,030 --> 00:09:43,700 in a nicer way. 164 00:09:43,700 --> 00:09:47,500 What over y minus y squared can be split up into two fractions? 165 00:09:47,500 --> 00:09:49,440 Those are the partial fractions. 166 00:09:49,440 --> 00:09:51,890 One fraction is-- so I'm going to factor 167 00:09:51,890 --> 00:10:02,490 that y minus y squared factors into y and 1 minus y. 168 00:10:02,490 --> 00:10:07,160 The partial fractions will be some number over the y 169 00:10:07,160 --> 00:10:11,850 and some other number over the 1 minus y. 170 00:10:11,850 --> 00:10:14,080 This is just algebra now. 171 00:10:14,080 --> 00:10:15,730 Partial fractions is just algebra. 172 00:10:15,730 --> 00:10:17,570 It's not calculus. 173 00:10:17,570 --> 00:10:23,050 So I factored the y minus y squared into these two terms. 174 00:10:23,050 --> 00:10:27,710 You see that if I come to a common denominator, 175 00:10:27,710 --> 00:10:30,130 if I put these two fractions together, 176 00:10:30,130 --> 00:10:33,860 then the denominator is going to be that. 177 00:10:33,860 --> 00:10:38,490 And the numerator, if I choose a and b correctly, will be 1. 178 00:10:38,490 --> 00:10:43,620 So, integrating this, I can separately integrate a over y 179 00:10:43,620 --> 00:10:50,670 dy and b dy over 1 minus y. 180 00:10:50,670 --> 00:10:52,580 And those are easy. 181 00:10:52,580 --> 00:10:54,540 So partial fractions, after you go 182 00:10:54,540 --> 00:10:58,730 to the effort of finding the fractions, 183 00:10:58,730 --> 00:11:01,750 then you have separate integrations that you can do. 184 00:11:01,750 --> 00:11:05,420 That integral is just a times the log of y. 185 00:11:05,420 --> 00:11:08,190 And this is maybe b times-- maybe 186 00:11:08,190 --> 00:11:12,570 it's minus b times the log of 1 minus y. 187 00:11:12,570 --> 00:11:16,280 So we've integrated. 188 00:11:16,280 --> 00:11:18,470 Just remember though. 189 00:11:18,470 --> 00:11:22,370 That with this particular equation, 190 00:11:22,370 --> 00:11:26,450 the logistic equation, we didn't have to use partial fractions. 191 00:11:26,450 --> 00:11:29,520 We could have done-- we've just seen how, thinking 192 00:11:29,520 --> 00:11:32,190 of it as a separable equation. 193 00:11:32,190 --> 00:11:37,780 But that logistic equation had the very neat approach. 194 00:11:37,780 --> 00:11:39,780 Much quicker, much nicer. 195 00:11:39,780 --> 00:11:43,770 We just introduced z equal 1 over y. 196 00:11:43,770 --> 00:11:47,310 We looked at the unknown 1 over y, called it z, 197 00:11:47,310 --> 00:11:50,920 found the equation for z, and it was linear. 198 00:11:50,920 --> 00:11:52,710 And we can write down its solution. 199 00:11:52,710 --> 00:11:55,800 So when we can do that it wins. 200 00:11:55,800 --> 00:11:58,500 But if we don't see how to do that, 201 00:11:58,500 --> 00:12:02,170 partial fractions is the systematic way. 202 00:12:02,170 --> 00:12:04,470 One fraction, another fraction. 203 00:12:04,470 --> 00:12:06,230 Integrate those fractions. 204 00:12:06,230 --> 00:12:07,360 Put the answer together. 205 00:12:07,360 --> 00:12:10,600 And then, and then, at the end, this 206 00:12:10,600 --> 00:12:18,360 is some integral depending on y equal to t. 207 00:12:18,360 --> 00:12:21,000 And to finish the problem perfectly, 208 00:12:21,000 --> 00:12:25,820 I would have to solve for y as a function of t. 209 00:12:25,820 --> 00:12:30,670 And that was what came out so beautifully by letting 1 210 00:12:30,670 --> 00:12:32,580 over y bz. 211 00:12:32,580 --> 00:12:36,580 We got an easy formula for z and then we had the formula for y. 212 00:12:36,580 --> 00:12:39,780 This we would integrate easily enough. 213 00:12:39,780 --> 00:12:44,650 But then we have to solve to find that formula for y. 214 00:12:44,650 --> 00:12:45,210 OK. 215 00:12:45,210 --> 00:12:48,640 That's a more serious example. 216 00:12:48,640 --> 00:12:51,740 This example was a very simple one. 217 00:12:51,740 --> 00:12:56,780 You can do other examples of separable equations. 218 00:12:56,780 --> 00:12:59,811 y and t integrated separately. 219 00:12:59,811 --> 00:13:00,310 Good. 220 00:13:00,310 --> 00:13:02,130 Thank you. 221 00:13:02,130 --> 00:13:06,342