DIFFERENTIAL EQUATION

Differential equations (DE) are called partial differential equations

(PDE) or ordinary differential equations (ODE) according to whether or
not they contain partial derivatives. The order of a differential equation
is the highest order derivative occurring. A solutions (or particular
solution) of a differential equation of order n consists of a function
defined and n times differentiable on a domain D having the property
that the functional equation obtained by substituting the function and
its n derivatives into the differential equation holds for every point in D.

An example of a differential equation of order 4, 2, and 1 is given

respectively by

The function 𝛾 = sin(𝑥 ) is a solution of

 On domain R; the function 𝑧 = 𝑒z cos(𝑦) is a solution of

On domain R2: the function 𝑦 = 2√𝑥 is a solution of

On domain(0, ∞).

Although it is possible for a DE to have a unique solution 𝑦 = 0 is

the solution to (𝑦1)2 + 𝑦2 = 0, or no solution at all (𝑦1)2 + 𝑦2 = −1
has no solution most DE’s have infinitely many solutions

The function 𝑦 = √4𝑥 + 𝐶 on domain (−𝐶/4, ∞) is a solution of

Note that different solutions can have different domains. The set
of all solutions to a DE is call its 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
 LINEAR FIRST ORDER EQUATIONS

A first order linear equation (𝑛 = 1) looks like

An integrating factor can always be found by the following

method. Consider

We use the DE for the integrating factor 𝐼(𝑥, 𝑦). The

equation 𝐼 𝑀 𝑑𝑥 + 𝐼 𝑁 𝑑𝑦 is exact if

In our case,

We need only one solution, so we look for one of the form

𝐼 (𝑥 ) with 𝐼 y = 0 then (∗) becomes
This is separable. So

We conclude that 𝑒 ∫ 𝑃(𝑥 )𝑑𝑥 is an integrating factor for

Solve
Solution. Here 𝑃(𝑥 ) = −1/𝑥. Then

Where 𝑥 > 0. Our differential equation is

Multiplying by the integrating factor 1/𝑥 gives us

Then

On the domain (0, ∞), where 𝐶 is an arbitrary constant

(𝑥 > 0 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛)

Although we have dealt with a lot of manageable cases, first

order equations are difficult in general. But second order
equations are much worse. The most manageable case is
linear equations. We begin with the general theory of linear
differential equations. Specific techniques for solving theses
equations will be given.
Definition (nth order linear differential equation)
An nth order linear differential equation is an equation of
the form*

An nth order linear equation can be written as a linear

system as follows. Let
 *If the coefficient of 𝑑 n𝑦/𝑑𝑟n is not 1, we can divide the equation
through this coefficient to write it in normal form. A linear
equation is in normal form when the coefficient of y(n) is 1
And we have

Therefore,

Where
If 𝑃1(𝑥 ), … , 𝑃n(𝑥 ), 𝑄(𝑥) are continuous throughout some interval
𝐼 𝑎𝑛𝑑 𝑥 0 is an interior point of 𝐼, then for any numbers 𝑊 0 ,….,
𝑊 n−1, there exists a unique solution* throughout 𝐼 of

Satisfying

HOMOGENEOUS LINEAR EQUATIONS

To begin, consider the case where 𝑄 (𝑥 ) ≡ 0 called the
homogeneous case, where

If 𝑟(𝑥) is a solution of Equation then so is 𝑎𝑟(𝑥) for all 𝑟 ∈ 𝑅.

If 𝑟(𝑥 ) and 𝑠(𝑥) are solutions of equation then so is 𝑟(𝑥 ) + 𝑠(𝑥)
Substituting 𝑦 = 𝑎𝑟 into the LHS gives

But since 𝑟 is a solution, we have

 Therefore, 𝑎𝑟 is a solution.
Substituting 𝑦 = 𝑟 + 𝑠 in the LHS gives

The set of solutions to equation forms a vector space.

Let 𝑉 be the set of solutions to Equation and let 𝑦1, 𝑦2, … , 𝑦n∈ 𝑉.
Further, let 𝑥 0 ∈ 𝑅 . Set

The Wronskian of 𝑦1, 𝑦2, . . , 𝑦n Then

Therefore, 𝑊 = 𝐴𝑒--∫ 𝑃1(𝑥 )𝑑𝑟. This is Abel’s formula. There are
two cases:

For all 𝑥

Let 𝑉 be the set of solutions to Equation and suppose that

𝑦1, 𝑦2, … , 𝑦n ∈ 𝑉 . Then 𝑦1, 𝑦2, … , 𝑦n are linearly independent
if and only if 𝑊 ≠ 0
Then there exists constants 𝑐1, 𝑐2, … , 𝑐 n such that

Since there exists a nonzero solution for (𝑐1, 𝑐2, . . , 𝑐n) of the
equation we have

So it follows that |𝑀| = 0 = 𝑊

Now suppose that 𝑊 = 0. Select an 𝑥 0 ∈ 𝑅 . Since 𝑊 (𝑥 ) ≡ 0, we
have 𝑊(𝑥 0) = 0 Thus,there exists constants 𝑐1, 𝑐2, . . , 𝑐 n not all
zero such that
That is ,

Let 𝑦(𝑥 ) = 𝑐1𝑦1(𝑥 ) + 𝑐2𝑦2(𝑥 ) + ⋯ + 𝐶 n𝑦n(𝑥 ). Since

𝑦1, 𝑦2, . . , 𝑦n are solutions to equation, so is ∫, and ∫ satisfies
But 𝑦 = 0 also satisfies these conditions, and by the uniqueness
part of Equation it is the only function satisfying them. Therefore,
∫ ≡ 0, that is,

Therefore, 𝑦1, 𝑦2, … , 𝑦n are linearly dependent

Let V be the set of solutions to Equation Then we have dim (𝑉) =
𝑛 pick a point 𝑥0 ∈ 𝑅 then by Equation given any numbers
𝑤1, 𝑤2, . . , 𝑤 n there exists a unique solution of Equation satisfying
𝑦( j – 1) (𝑥0) for 𝑗 = 1,2, … , 𝑛 Let 𝑦1 be such a solution with
(𝑤1, 𝑤2, … , 𝑤 n) = (0,0, . . ,0), let 𝑦2 be such a solution with
(𝑤1, 𝑤2, … , 𝑤 n) = (0,1, … ,0) finally letting 𝑦n be such a solution
with 𝑤1, 𝑤2, . . , 𝑤 n) = (0,0, … ,1)
We claim that 𝑦1, 𝑦2, . . , 𝑦n are linearly independent. Suppose that

For all 𝑗 in particular,

For all 𝑗. Therefore, 𝑦1, 𝑦2, . . , 𝑦n be linearly independent. Then
𝑊(𝑦1, . . , 𝑦n)(𝑥) ≠ 0 for all 𝑥 suppose that 𝑦 ∈ 𝑉 and let

for 0 ≤ 𝑖 ≤ 𝑛 − 1. Let ∫(𝑥 ) = 𝑐1𝑦1(𝑥 ) + 𝑐2𝑦2(𝑥 ) + ⋯ +

𝑐n𝑦n(𝑥 ). This means that 𝑦 is a linear combination of 𝑦1, . . , 𝑦n. So
𝑦1, … , 𝑦n forms a basis for 𝑉 therefore, dim(𝑉) = 𝑛.
We conclude that, to solve Equation we need to find 𝑛 linearly
independent solutions 𝑦1, … , 𝑦n of Equation Then the general
solution to Equation is 𝑐1𝑦1 + 𝑐2𝑦2 + ⋯ + 𝑐 n𝑦n
Solve
Solution. It is easy to check that 𝑦 = 𝑒3x and 𝑦 = 𝑒2x each satisfies
6𝑦 = 0. Therefore, the general solution is
𝑐1𝑒3x+𝑐2𝑒2x , where c1 and c2 are arbitrary constants.
POPULATION GROWTH
Population growth where we considered only births. We now
consider deaths also. Take, as our model, the following.
Let 𝑁(𝑡) be the number of people at time 𝑡. Assume that the land
is intrinsically capable of supporting 𝐿 people and that the rate of
increase is proportional to both 𝑁 𝑎𝑛𝑑 𝐿 − 𝑁. Then

And the solution is

Where 𝑘 is the proportionality constant.

PREDATOR-PREY MODELS
Consider a land populated by foxes and rabbits, where the foxes
prey upon the rabbits. Let 𝑥 (𝑡) 𝑎𝑛𝑑 𝑦(𝑡) be the number of rabbits
and foxes, respectively, at time t. In the absence of predators, at
any time, the number of rabbits would grow at a rate proportional
to the number of rabbits at that time. However, the presence of
predators also causes the number of rabbits to decline in
proportion to the number of encounters between a fox and a
rabbits, which is proportional to the product 𝑥 (𝑡)𝑦(𝑡). Therefore,
𝑑𝑥/𝑑𝑡 = 𝑎𝑥 − 𝑏𝑥𝑦 for some positive constants a and b. For the
foxes, the presence of other foxes represents competition for
food, so the number declines proportionally to the number of
foxes but grows proportionally to the number of encounters.
Therefore 𝑑𝑦/𝑑𝑡 = −𝑐𝑥 + 𝑑𝑥𝑦 for some positive constants c and
d.

The system

Is our mathematical model.

If we want to find the function 𝑦(𝑥 ), which gives the way that the
number of foxes and rabbits are related, we begin by dividing to
get the differential equation

With 𝑎, 𝑏, 𝑐, 𝑑, 𝑥, (𝑡), 𝑦(𝑡) positive.

This equation is separable and can be rewritten as
Or equivalently

For some positive constant k= ec

The graph of a typical solution is shown

A typical solution of the predator-prey model with 𝑎 = 9.4, 𝑏 =

1.58, 𝑐 = 6.84, 𝑑 = 1.3, 𝑎𝑛𝑑 𝑘 = 7.54
Beginning at a point such as a, where there are few rabbits and
few foxes, the fox population does not initially increase much due
to the lack of food, but with so few predators, the number of
rabbits multiplies rapidly. After a while, the point b is reached, at
which time the large food supply causes the rapid increase in the
number of foxes, which in turn curtails the growth of the rabbits.
By the time point c is reached, the large number of predators
causes the number of rabbits to decrease. Eventually, point d is
reached, where the number of rabbits has declined to the point
where the lack of food causes the fox population to decrease,
eventually returning the situation to point a.

NEWTON’S LAW OF COOLING

Let T and Ts be the temperature of an object and its surroundings,
respectively Let T0 and Ts0 be initial temperatures. Then Newton’s
Law of Cooling states.
WATER TANKS
That

As T changes, the object gives or takes heat from its surroundings.

We now have two cases
Ts is constant. This occurs either because the heat given off is
transported elsewhere or because the surroundings are so large
that the contribution is negligible. In such a case, we have

Which is linear, and the solutions is

The system is closed. All heat lost by the object is gained by its
surroundings. We need to find Ts as a function of T. We have

Therefore,

This is linear with different constants than the previous case. The
solution is

A tank contains a salt water solution consisting initially of 20kg of

salt dissolved into 10 l of water. Fresh water is being poured into
the tank at a rate of 3l/min and the solution (kept uniform by
stirring) is flowing out at 2l/min Find the amount of salt in the
tank after 5 minutes.

Fresh water is being poured into the tank as the well-mixed

solution is flowing out.

Sol. Let Q(t) be the amount (in kilograms) of salt in the tank at
time t (in minutes). The volume of water at time t is

The concentration at time t is given by

Kg per litre. Then

The solution to the problem is the solution of

Evaluated at t = 5. We see that it is simply a separable equation.

To solve it, we have

Where C is a constant.
Where A = ec but 𝑄 ≥ 0 (we cannot have a negative amount of
salt) and 𝑡 ≥ 0 (we do not visit the past), so we remove absolute
value signs, giving

Initially at 𝑡 = 0, we know that the tank contains 20kg of salt. The

initial condition is Q(0) = 20, and we have

Our equation therefore becomes

Shows a plot of the solution. Evaluating at t = 5 gives

Therefore, after 5 minutes, the tank will contain approximately

8.89kg of salt
Additional conditions desired of the solution (Q(0) = 20) in the
above example are called boundary conditions and a differential
equations together with boundary conditions is called a
boundary-value problem (BVP)
The plot of the amount of salt Q(t) in the tank at time t shows that
salt leaves slower as time moves on.

is the general solution to the

is the solution to the boundary value problem
𝑑𝑄 2𝑑𝑡
=− . ; 𝑄 (0) = 200 Boundary value problems like this
𝑑𝑡 10+𝑡
one where the boundary conditions are initial values of various
quantities are also called initial-value problem (IVP)
Historical Time Line
Differential equations began with Leibniz, the Bernoulli brothers
and others from the 1680s, not long after Newton’s fluxional
equations’ in the 1670s. New figures appeared. Especially
Euler,Daniel Bernoulli,Lagrange and Laplace. Development of the
general theory of solutions included singular ones, functional
solutions and those by infinites series. In the 19th century: general
theory was enriched by development of the understanding of
general and particular solutions, and of existence theorems. The
types of equation and their solutions appeared; for example,
Fourier analysis and special functions. Among new figures, Cauchy
stands out. In the 20th century: general theory was influenced by
the arrival of set theory in mathematical analysis; with
consequences for theorization,including further topological
aspects.
 TECHNICAL RESEARCH
IN
DIFFERENTIAL EQUATION

Raid E. Ropeta
Researcher

Orlando Tuazon
Instructor