다음 포스팅은 https://youtu.be/kq8_KBVSvuQ 의 영상에서 작성한 노트의 핵심을 정리한 것입니다. 여러 오탈자 및 수정 사항들이 있을 수 있습니다. 노트 내용에 대한 디테일한 설명들은 영상을 참고하시길 바랍니다.
Last time; given $M(x, y) d x+N(x, y) d y=0 (*)$
$=d u$
$=\frac{\partial u}{\partial x} d x+\frac{\partial u}{\partial y} d y$.
Check whether or not $(*)$ is exact.
$$
\begin{aligned}
& \Leftrightarrow \frac{\partial M}{\partial y} \stackrel{?}{=} \frac{\partial N}{\partial x} \\
& \text { In fact, } \frac{\partial}{\partial y}\left(\frac{\partial u}{\partial x}\right)=\frac{\partial}{\partial x}\left(\frac{\partial u}{\partial y}\right) \\
& \Leftrightarrow \frac{\partial M}{\partial y}-\frac{\partial N}{\partial x} \stackrel{?}{=} 0
\end{aligned}
$$
If $0$; then exact,
If not, then not-exact.
Method 1.
$$
\begin{aligned}
& M=\frac{\partial u}{\partial x} \\
& u=u(x, y)=\int \frac{\partial u}{\partial x} d x+k(y)
\end{aligned}
$$
$u(x,y)=\frac{\partial}{\partial y} \int \frac{\partial u}{\partial x} d x+K^{\prime}(y)=N$
Obtain $k^{\prime}(y)$ and thereby $k(y)$.
Hence a general solution $y=y(x)$ satisfies
$$
u(x, y)=\int \frac{\partial u}{\partial x} d x+k(y)=\text { constant }.
$$
Method 2. $N=\frac{\partial u}{\partial y}$
$u(x, y)=\int \frac{\partial u}{\partial y} d y+l(x)$.
${\frac{\partial}{\partial x}}{\Rightarrow} M=\frac{\partial u}{\partial x}$, obtain $l^{\prime}(x)$ and $l(x)$.
A general solution $y=y(x)$ satisfies
$$
u(x, y)=\int \frac{\partial u}{\partial y} d y+l(x)=\text { constant }.
$$
Example. $\cos (x+y) d x+\left(3 y^{2}+2 y+\cos (x+y)\right) d y=0$
$$
\begin{aligned}
& \text { Sol) } M=\cos (x+y), N=3 y^{2}+2 y+\cos (x+y) \\
& \frac{\partial M}{\partial y}-\frac{\partial N}{\partial x} \stackrel{?}{=} 0 \\
& -\sin (x+y)-(-\sin (x+y))=0: \text { exact }
\end{aligned}
$$
Start with $M=M(x, y)=\cos (x+y)=\frac{\partial u}{\partial x}$
$$
\begin{aligned}
u(x, y) & =\int \cos (x+y) d x+k(y) \\
& =\sin (x+y)+k(y) \\
\frac{\partial u}{\partial y}=\cos (x+y)+k^{\prime}(y) & =N \\
& =3 y^{2}+2 y+\cos (x+y)
\end{aligned}
$$
$$
k(y)=y^{3}+y^{2}
$$ Hence $u(x, y)=\sin (x+y)+y^{3}+y^{2}=$ Constant
Or, start with $N=3 y^{2}+2 y+\cos (x+y)=\frac{\partial u}{\partial y}$.
$$
\begin{aligned}
u(x, y) & =\int 3 y^{2}+2 y+\cos (x+y) d y+l(x) \\
& =y^{3}+y^{2}+\sin (x+y)+l(x) \\
\frac{\partial u}{\partial x} & =\cos (x+y)+l^{\prime}(x)=M=\cos (x+y) . \\
l^{\prime}(x) & =0 . \quad l(x)=\text { constant }
\end{aligned}
$$
Hence $u(x, y)=y^{3}+y^{2}+\sin (x+y)=$ constant.
Therefore, $y=y(x)$ satisfying
$$
y^{3}+y^{2}+\sin (x+y)=\text { constant }.
$$
is a general solution.
$$
\begin{aligned}
& \cosh x=\frac{e^{x}+e^{-x}}{2}, \sinh x=\frac{e^{x}-e^{-x}}{2} \\
& (\cosh x)^{\prime}=\sinh x,(\sinh x)^{\prime}=\cosh x
\end{aligned}
$$
Example. $(\cos y \sinh x+1) d x-\sin y \cosh x d y=0$
Sol) Let
$$
\begin{aligned}
& M=\cos y \sinh x+1 \\
& N=-\sin y \cosh x
\end{aligned}
$$
$$
\begin{aligned}
\frac{\partial M}{\partial y}-\frac{\partial N}{\partial x} & =-\sinh y \sinh x-(-\sin y \sin x) \\
& =0: \text { exact }
\end{aligned}
$$
Start with $N=-\sin y \cosh x=\frac{\partial u}{\partial y}$
$$
\begin{aligned}
& u=\int-\sin y \cosh x d y+l(x) \\
& =\cos y \cosh x+l(x) \\
& \frac{\partial u}{\partial x}=\cos y \sinh x+l^{\prime}(x)=M \\
& =\cos y \sinh x+1 \\
& \Leftrightarrow l^{\prime}(x)=1, \quad l(x)=x
\end{aligned}
$$
Hence $u(x, y)=\cos y \cosh x+x=$ constant. Thus, $y=y(x)$ satisfying above is a general Solution
Non-example. Solve $y d x-x d y=0$
$$
\begin{aligned}
& P=P(x, y)=y, \\
& Q=Q(x, y)=-x \\
& \frac{\partial P}{\partial y}-\frac{\partial Q}{\partial x}=1-(-1)=2 \neq 0 \\
& \text { : not-exact }
\end{aligned}
$$
Exercise. By using a substitution,solve this equ via separable method Idea: If $P(x, y) d x+Q(x, y) d y \stackrel{(*)}{=} 0$ with $\frac{\partial P}{\partial y}-\frac{\partial Q}{\partial x} \neq 0$, then we multiply
$$
\begin{aligned}
& F=F(x, y) \text { on }(x) \\
& \Rightarrow F(x, y) p(x, y) d x+F(x, y) Q(x, y) d y=0
\end{aligned}
$$
Let us make above exact: ${ }^{}$.
$$
\text { i.e., } \begin{aligned}
& M(x, y)=F(x, y) P(x, y) \\
& N(x, y)=F(x, y) Q(x, y) \\
\Leftrightarrow & \frac{\partial M}{\partial y}-\frac{\partial N}{\partial x}=0 \\
\Leftrightarrow & \frac{\partial}{\partial y}(F(x, y) P(x, y))=\frac{\partial}{\partial x}(F(x, y) Q(x, y))
\end{aligned}
$$
We will all such a function $F=F(x, y)$ the intergrating factor
Remark.
$$
f(x)=\frac{1}{\sqrt{2 \pi}} e^{-\frac{x^{2}}{2}}
$$

'다 까먹었지만 수학은 하고싶어, 미분방정식' 카테고리의 다른 글
| 미분방정식 6강. Integrating factor를 만드는 방법과 레시피 (0) | 2023.08.02 |
|---|---|
| 미분방정식 4강. 완전 미분방정식 (0) | 2023.07.28 |
| 미분방정식 3강. 전미분과 Chain rule, 완전 미분방정식 (0) | 2023.07.28 |
| 미분방정식 2강. 변수분리형 미방과 미적분학, 수학적 모델링 (0) | 2023.07.26 |
| 미분방정식 1강. 변수분리형 미분방정식 (0) | 2023.07.26 |