Differential Equations
Differential Equations
(A Reference Text)
TABLE OF CONTENTS
Lesson Page
3 Families of Curves 13
4 Variable Separable 14
5 Homogeneous Function 16
12 Miscellaneous Substitution
Non-Exact Differential Equation 33
18 Mixture Problem 43
24 Variation of Parameters
Non-Homogeneous Equations 58
29 By Inspection 66
References 72
Lesson 1
Specific Objectives:
At the end of the lesson, the students are expected to accomplish the following:
define differential equations
distinguish between dependent and independent variables
define parameter and arbitrary constants
classify differential equation according to properties, types, and kinds.
Differential Equation
A statement that two expressions are equal and an equation which contains derivatives or
differentials. (Rainville, 2002)
4. xdx + ydy = 0
1. (x + 3y)dx – (2x-y)dy = 0
3. x2 – y2 = 9
4. (x –y)dx/dy + 3x = x(x+y)
Exercise 1.2 From the following differential equations, determine which among
the variables involved is the dependent variable and the independent variable:
1. dy/dx + 1 = x – 2y
2. (x-2y)
3. y’ – 2y = y” +2x
4. (2x + y) dx + (x + 2y) dy = 0
2.
3. 3
2.
Note; Square both sides of the equation to remove
the fractional exponent, hence the degree of the equation is 2.
2.
3.
1. xy’ – y = 3(x+1)
2. y’’-2y’+3y = 0
3. x – 3y = 4
2. cosx dy + siny dx = 0
2. (x-2y)dx – (3x+y)dy = 0
3. ∂f/∂t + ∂h/∂t = 0
Linearity of an Equation
A differential equation is said to be linear if it satisfies the following conditions:
1. It should be linear in the dependent variable.
2. It should be linear in all the derivatives.
3. It should not contain a product of the dependent variable and its derivative or differential.
4. It should not contain any transcendental functions of the dependent variable
Note: If one of these conditions is not satisfied then the equation is considered non-linear.
1. (x + y - 2) dx – (x - 2y) dy = 0
2. x dy/dx – 3y = 3x - 2x + 1
3. (y’) - 2y = 3 (x+y)
4. y dx/dy – 3x = x – 4y
5. (y-1) dx – ( x+2) dy = 0
4. –6 –5=0
5. –5 – 15 =0
1. y = x - 2x + 3x – 4
2. y’ = 3x - 4x + 3
3. y = c1x -c x
1. y =
2. y = Ax + Bx + C
3. y = c x – c e
2. Particular Solution
The particular solution is obtained from the general solution by determining the value of
the arbitrary constant and substituting it in the general solution.
1. y = mx + b
2. y =
3. y = x - 2x + 2
3. Singular Solution
A solution free of arbitrary constants, and which is not obtained from the general
solution.
Exercise 1.12
1. xdy + ydx = 0
2.
4.
6. x (dy/dx) + x2 = 0
7. y (dy/dx) + x2 = 0
8.
9.
Homework: For each of the following differential equations, identify its order,
degree, kind, type, independent and dependent variables. Present in tabular
form.
4. 2y/x2 - 6y/x - 5 = 0
Lesson 2
Elimination of Arbitrary Constants by Differentiation
Specific Objectives
At the end of the lesson, the students are expected to:
be familiar with the method of eliminating the arbitrary constants from a given
equation to obtain its differential equation and
determine the differential equation from a given general solution or primitive.
Rules:
1. Differentiate the given equation as many times as the number of arbitrary constants.
2. The order of the resulting differential equation should be equal to the number of arbitrary
constants.
3. The desired equation is free from arbitrary constants.
Example: Find the differential equations of the following by eliminating the
arbitrary constants:
1. y = 3x2 + ce-2x
2. y = c1 sin4x + c2 cos4x + x
3. y = (x + c) e-x
9. y = x + c1e-x + c2e-3x
1. y = 2x + cex ans: y’ - y + 2x - 2 = 0
4. ln y = c1x + c2e
5. y = Ax + Bx + C
6. y = c1 sin wt + c2 cos wt w is a parameter
Review: Equation of family of curves (straight line, parabola, circle, and ellipse)
Lesson 3
Families of Curves
Specific Objectives
At the end of the lesson, the students are expected to:
formulate an equation based on the given condition
apply the appropriate method of eliminating the arbitrary constants.
1. Find the DE in differential form the family of straight lines passing through the
origin. (Board Problem) ans. y dx – x dy = 0
2. Find the DE in differential form the family of parabolas having vertices at the origin and
then foci on the x axis. ans. y dx – 2xdy = 0
Homework:
Lesson 4
Variable Separable
Solution of First Order, First Degree Differential Equations
Specific Objectives:
M(x,y)dx + N(x,y)dy = 0
The resulting equation can now be integrated to find the general solution, thus
Note: To separate the variables, divide the equation by the unnecessary factor(s) or multiply the
equation by the reciprocal of the unwanted factor(s).
2.
7. y’ = ans: 2ey =
3. x (y - 1) dx + (x + 1) dy = 0; if y = 2
when x = 1, determine y when x = 2 (Board
Problem)
ans: y = 1.55
Lesson 5
Homogeneous Function
2. f(x,y) = 2y +
4. f(x,y) =
5. f(x,y) = x lnx – x lny
6. f(x,y) = x3 – xy + y3
1. f(x,y) = x + y - 2xy
2. f(x,y) = y tan
1. f(x,y) =
2. f(x,y) = x + y + sinx + cosy
3. f(x,y) = x ey/x -
Lesson 6
Equations with Homogenous Coefficients
Theorem:
3. ydx = (x + ) dy ans:
Recall:
4. x csx (y/x) – y dx + x dy = 0 ans: lnx – cos (y/x) = c
Recall:
Recall:
2. - x dy = 0 (Board Problem)
ans: + y = c
3.
Lesson 7
Exact Differential Equation
Specific Objectives
At the end of the lesson, the students are expected to:
differentiate partially given functions of two variables
test given equations for exactness
solve equations using the four methods for exact equations
M(x,y) dx + N(x,y) dy = 0
Suppose separation of variables does not hold, assume that there is a function
F(x,y) such that M = and N = . Then differentiate M with respect to y and N with
respect to x. That is,
but
Therefore,
Exact differential equations may be solved using any of the four methods:
1. Integrable Combination
2. Partial Derivatives
3. Line integral
4. Alternative Solution
1. Integrable Combinations
Integrable combinations consist of group of terms that forms an exact differential, thus
it is readily integrable. It may be obtained by rearranging the terms in the given DE until
a group of terms forms an integrable combination.
2.
3.
4.
5.
6.
7.
8.
9. mxm – 1 yndx + nxm yn – 1dy = d(xmyn)
1. +3)dx + (3y .
ans:
2. 2
ans:
3. (2x + y + 1) dx + (x + 2y – 1) dy = 0
ans: x2 + y2 + x - y + xy = c
ans: x4 - x2 y2 - 4xy + 6x = c
2. Partial Derivatives
which is yet unknown. To determine T(y), obtain , equate it to (3) and integrate. This
time, no arbitrary constant is needed in obtaining T(y) since one is being introduced on
the right side in the solution F = c.
3. (2x + y + 1) dx + (x + 2y – 1) dy = 0
3. Line Integrals
Consider
3. (2x + y + 1) dx + (x + 2y – 1) dy = 0
3. (2x + y + 1) dx + (x + 2y – 1) dy = 0
where .
Non - Exact differential equations may be solved using any of the four methods:
1. Reducing it to Linear Equation of Order One
2. Transforming to Bernoulli’s Equation
3. Integrating Factor by Inspection
4. Integrating Factor found by Formula (Partial Differentiation)
Specific Objectives
At the end of the lesson, the students should be able to :
identify a first order linear differential equation
find an integrating factor
solve a linear equation of order one
If the given equation is not exact, reduce it to either form listed below and find an
integrating factor, :
G.S.:
Recall:
3. 2y (y2 – x) dy = dx ans:
Recall:
Specific Objectives
At the end of the lessons, the students should be able to :
transform a particular equation into a Bernoulli’s form
identify a Bernoulli’s Equation
solve a Bernoulli’s Equation
The standard form of the Bernoulli Equation takes a form similar to that of the
linear differential equation of the first order. The main difference is on the factor yn and or
xn contained at the right side of the Bernoulli equation:
Standard Forms:
let u = y1–n
du = (1–n)y–n dy
Substitute in (1’):
Lesson 10
Integrating Factor Found by Inspection
Non–Exact Differential Equations
Specific Objectives
At the end of the lessons, the students should be able to :
identify the appropriate exact differentials in the equation
use the exact differentials in solving the given equation
solve a given differential equation observing the method
2.
3.
4.
5.
6.
7.
8.
9. mxm – 1 yndx + nxm yn – 1dy = d (xmyn)
Lesson 11
Integrating Factor Found by Formula (Partial Differentiation)
Non–Exact Differential Equations
Specific Objectives
At the end of the lessons, the students should be able to :
identify the integrating factor using partial differentiation;
solve the a particular differential equation using correct integrating factor
solve a given differential equation observing the method
where .
1.
2.
provided that xM + yN 0.
Lesson 12
Substitution Suggested by the Equation
(Miscellaneous Substitution)
Non–Exact Differential Equations
In this topic, a new variable is introduced to simplify the form of the given equation
and the choice depends on the form of the given equation. Usually, we replace the
repeated quantity or the transcendental function by a new variable.
2. ans: sin (y – x) = cx
3. ans: xy2 – x2 = c
Lesson 13
Coefficients Linear in Two Variables
2. If c1 and c2 are not both zero, then two cases arise, namely:
Substitute v = uz, dv = u dz + z du
which ever of the two has smaller coefficients and the resulting DE becomes
variable separable.
Specific Objectives
At the end of the lesson, the student should be able to:
translate the rate of change into mathematical symbols,
apply the appropriate technique in solving a particular rate
equation,
use the concept of slopes to solve a geometric applications,
2. y = cx2 ans:
3. x2 + y2 = cx ans: x2 + y2 = cy
4. y2 = 4cx ans:
1. x – 3y = C. ans. y + 3x = C
1. y ( x2 + k ) + 2 = 0 ans. y3 = -6 ln |cx |
3. Ellipses with centers at (0,0) and two vertices at (1,0) and (-1,0).
ans. x2 + y2 = 2 ln |cx|
Example:
2. Initially, there are 250 bacteria and after seven hours, 800 bacteria are
observed in the culture. Find:
a) the approximate number of bacteria that will be present in the culture after 24
hours
b) the time it will take the bacteria to increase to 2500.
Seatwork:
ans: a) x = 40.45 mg
b) t = 13.10 hrs.
Homework:
1. The population of a city doubles in 50 years. How many years will it be four
times as much? Assume that the rate of change is proportional to the number of
inhabitants. ans. 120 years
5. Water leaks from a cylinder at a rate proportional to the square root of the
volume remaining at any time. If initially there are 64 gallons present and 15 gallons leak
out on the first day, how much will be left after 4 days? When will there be 25
gallons? ans. 16 gal; 3 days
Lesson 16
Newton’s Law of Cooling
Elementary Applications of First–Order, First Degree
Ordinary Differential Equations
Newton’s Law of Cooling states that the time rate of change of the temperature of
the body is proportional to the temperature difference between the body and its
surrounding medium.
––––- (1)
where = time rate of change of the temperature of the body
T = temperature of the body
Tm = temperature of the medium
k = constant of proportionality
t = time
By separating the variables in (1), it yields to
ans: a) t = 30 mins.
b) T = 32.6C
1. At 1:00 pm, a thermometer reading 70º F is taken outside where the air
temperature is - 10º F. At 1:02 pm, the reading is 26º F. at 1:05 pm, the thermometer is
taken back indoors where the air is at 70º F. What is the thermometer reading at 1:09
pm? ans. 56° F
Lesson 17
Continuous Compound Interest
Elementary Applications of First–Order, First Degree
Ordinary Differential Equations
Rate Equation: αP or = rP
Lesson 18
Mixture Problem
Elementary Applications of First–Order, First Degree
Ordinary Differential Equations
5. Mixture Problem
The mixing of two salt solutions of differing concentrations gives rise to a first–
order differential equation for the amount of salt contained in the mixture. If x(t) denotes
the amount of salt in the tank at time t, then the rate at which x(t) changes is a net rate:
where and
Let x = amount of substance present at any time
qi = volumetric flow rate of the solution coming in
qo = volumetric flow rate of the solution going
out ci = concentration of the solution coming in
co = concentration of the solution going out
t = time
= rate of change
1. A tank initially contains 100 gal. of salt solution, where 50 lbs. of salt is added.
Salt solution containing 1 lb/gal of salt goes into the tank at the rate of 2 gal/min and the
solution thoroughly mixed goes out at the rate of 1 gal/min. Find the amount of pure salt
after 100 minutes. ans: x = 175 lbs.
2. Find the amount of pure salt after 100 minutes described in the previous
problem if the solution thoroughly mixed out goes at the rate of 2 gal/min.
ans: x = 92.93 lbs.
1. A tank initially contains 50 gal. of fresh water. Brine (water in which a certain
number of pounds of salt have been dissolved), containing 2 lb/gal of salt, flows into the
tank at the rate of 2 gal/min and the mixture kept uniform by stirring runs out at the
same rate. How long will it take to increase from 40 lbs. to 80
lbs.? ans: t = 27’ 28”
1. A tank contains 100 liters of fresh water and brine containing 2 kg of salt per
liter, flows into the tank at the rate of 3 liters per min and the mixture, kept uniform by
stirring, flows out at the same rate. How many kg of salt are there in the tank at the end
of 30 minutes. ans. 118.7kg
2. Into a 100 - gal tank initially filled with brine containing 50 lb of salt flow 3
gal/min of brine containing 2 lb/gal of salt and the solution, kept uniform by stirring, flows
out at the rate of 2 gal/min. How much salt is in the tank at the end of 100
minutes? ans. 350 lb
4. A tank initially holds 80 gal of brine containing 1/8 lb of salt per gallon.
Another brine solution, containing 1 lb/gal of salt, is poured into the tank at the rate of 4
gal/min and the well-stirred mixture leaves at the rate of 8 gal/min. Find the amount of
salt in the tank a) at any time, b) after 3 minutes and c) the time when the tank will hold
40 gallons of solution.
Lesson 19
Simple Electric Circuits
Elementary Applications of First–Order, First Degree
Ordinary Differential Equations
Kirchhoff’s Voltage Law states that the algebraic sum of the voltage drops in a
simple closed electric circuit is zero.
Figure: R
L
Let t (seconds) = time
Q (coulombs) = quantity of electricity; e.g. charge on a capacitor
i (amperes) = current, time rate of flow of electricity
E (volts) = electromotive force or voltage
R (ohms) = resistance
L (henrys) = inductance
C (farads) = capacitance
Thus,
1. If the circuit contains resistance and inductance only (R-L circuit), the
differential equation will be
L + Ri = E
R + Q=E
ans. I =
Lesson 20
Newton’s Second Law of Motion
Elementary Applications of First–Order, First Degree
Ordinary Differential Equations
The unbalanced force acting on the body is proportional to the product of the
mass and its acceleration and is in the direction of the acceleration.
hence
P – f = w/g ( dv/dt)
Where: F = force
m = mass
v = velocity
a = acceleration
t = time
g = acceleration due to gravity
32 ft/ sec2 or 9.8
1. A wagon weighing 256 lbs is pulled by a constant force of 80 lbs along a smooth
road. Friction between the wagon and the smooth road is negligible but there is a
wind resistance equivalent to twice the instantaneous velocity of the wagon
expressed in lbs. If the wagon starts from rest, find:
a. Velocity of the wagon after 4 sec
b. The distance traveled by the wagon after 4 sec.
c. The limiting velocity (t = ∞ )
1. A body falls from rest against a resistance that varies directly as the velocity.
If the limiting speed or terminal velocity is 160 ft/sec, find the speed after 5
seconds. Assume g = 32
.
ans. 101. 14 ft/sec
ans. x =
Lesson 21
Higher–Order, First Degree Differential Equations
(Linear Differential Equations with Constant Coefficients)
Standard Form:
where a0, a1, a2. . . an–1 are constants and R(x) is a function of x.
Preliminary Theory
Another type of problem in which the dependent variable y or its derivatives are
specified at different points is called a boundary–value problem.
Solve:
Subject to:
2. Homogeneous Equations
Standard Form:
––– (1)
3. Non–Homogeneous Equations
Standard Form:
where a0, a1, a2. . . an–1 are constants and R(x) is a function of x.
D–Operator
An operator is a symbol indicating an operation to be performed. For D–
operator, it means taking the derivative of a function with respect to x. Thus,
4.
where Q(D) is a polynomial in D
1. (D – 2) x3 ans: x2 (3 – 2x)
2. (D + 1)2 xe –x ans: 0
4. D8 (D – m) emx ans: 0
Lesson 22
Homogeneous Linear Equations with Constant Coefficient
Recall:
Using D–operators,
Standard Form:
––––––– (1)
Recall:
For emx to be a particular solution of (1), it is necessary and sufficient that f (m)
= 0. This relation is called the characteristic or auxiliary equation of (1). The roots of the
auxiliary equation, f(m) = 0. Determine the general solution of (1) as follows:
Suppose the auxiliary equation, f(m) = 0, has m 1, m2, and m3 as its roots, then
em1x, em2x and em3 x are the particular solution of (1) and the general solution is given by:
1. (D2 – 2D – 3) y = 0
2. (D2 + 5D + 4) y = 0
Suppose the roots of the auxiliary equation, f(m) = 0, are m1 (taken twice as a
root) and m2 (taken 4 times as a root) so that each term could be linearly independent,
then the general solution is given by:
1. (D2 + 4D + 4) y = 0
2. (D3 + 3D2 + 3D + 1) y = 0
1. (D2 + 6D + 13) y = 0
2. (D2 + 4D + 5) y = 0
1. (D2 – 2D + 5)2 y = 0
Lesson 23
The Method of Undetermined Coefficients
Non–Homogeneous Equations
Standard Form:
To find its general solution, y = yc + yp. The complementary solution, yc, may be
determined from the roots of the auxiliary equation, f(m) = 0, and the particular solution,
yp, may be determined by:
Step 1. Consider the right hand side of the equation, R(x) and determine
its roots.
e. eax Aeax
1. (D2 – D – 2) y = 5
2. (D2 + 4) y = 4x + 3
3. (D2 + 2D + 2) y = 2x2 + 3x + 8
4. (D2 + 4D + 4) y = 2e2x
1. (D2 – 2D – 3) y = x3 + sin x
ans.
ans:
3. (D2 – 4D + 4) y = x3e2x +
2xe2x ans.
1. (D2 – D – 2) y = 5
2. (D2 – 1) y = ex + 1
3. (D3 + D) y = csc x
ans: y = C1 + C2cos x + C3sinx + ln (csc x - cot
x) - cosx ln (sin x) - x sinx
1. (D2 – 6D + 9) y =
ans: y = C1 + C2 cos x + C3 sin x + ln (csc x – cot x)
– cos x ln (sin x) – x sin x
Lesson 25
R(x) is an Exponential Function
Inverse Operator
1. =
2. =
3.
1. (D2 – 2D – 3) yp = e-2x + ex + 6
2. (D2 + 2D + 1) yp = 2 sinh 2x
Lesson 26
R(x) is a Trigonometric Function
Inverse Operator
b.
a.
Lesson 27
R(x) is a Polynomial Function
Inverse Operator
Given: F(D) yP = xn
Note: is obtained by expanding in ascending powers of D
and suppressing all terms beyond D since D (x ) = 0 when m n.
m m n
1. (2D2 + 2D + 3) yp = x2 + 2x – 1 ans:
Lesson 28
R(x) is a Composite Function
Inverse Operator
4.2 Given:
Using “x–shift”
1. (D2 – 4) yp = x2e3x
ans:
ans:
Lesson 29
By Inspection
Case I.
Case II.
1. (D2 + 4) yp = 12
2. (D2 – D – 2) yp = 5
3. (D5 – 9D3) yp = 81
1. (D2 – 2D + 8) yp = 16
2. (D3 + D2 – 2D) yp = 20
1. (D2 – 9D - 3) yp = 27
Lesson 30
The Laplace Transform
Let f(t) be a function of t defined for each positive values of t. Then the Laplace
provided that the integral exists. s is a parameter, which may be a real or complex
1.
2.
3.
4.
1. Linearity Property
If , then
1.
2.
3.
4.
5.
2. f(t) = t3 e–3t
Lesson 31
Inverse Laplace Transforms
If represents the Laplace transform of a function , that is,
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
Partial fractions play an important role in finding Laplace transforms when the
denominator of f(s) is factorable into distinct linear factors.
1. ans:
2. ans:
3. ans:
4. ans:
1.
1.
2.
References:
Asin, Ricardo C. , Differential Equations, A Handy Reference Book for College, Tru-
Copy Publishing House, Inc. 1997