Diff Eq Module
Diff Eq Module
MODULE IN
DIFFERENTIAL
EQUATIONS
Prepared by:
Submitted to
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Mathematics
DIFFERENTIAL EQUATIONS Education
Differential Equations
Examples:
𝑑𝑦
The differential equation = 𝑦 2 + 𝑡 2 involves both the unknown function y(t)
𝑑𝑡
𝑑𝑦
and its first derivative 𝑦 ′ (𝑡 ) = .
𝑑𝑡
𝑑2 𝑦 𝑑𝑦
The differential equation +3 + 7𝑦 = 0 involves the unknown function y of
𝑑𝑥 2 𝑑𝑥
the independent variable x and the first two derivatives y’ and y’’ of y.
Kinds of Derivatives
𝑦 ′ = 6𝑦
𝑦 ′′ = 3𝑦 ′ − 𝑥 𝜕𝑓
= 3𝑦𝑧 + 𝑦𝑐𝑜𝑠𝑥𝑦 + 𝑦𝑒 −𝑧
𝜕𝑥
𝑦 ′ + 3𝑦 + 𝑡 = 0
a. Order
The order of a differential equation is defined as the same as the order of the
highest derivative involved in the equation.
b. Degree
The degree of a differential equation is defined as the same as the degree or power
of the highest ordered derivative, after the equation has been rationalized and
cleared of fractions with respect to all the derivatives.
c. Type
A differential equation may be ordinary or partial as to the type of derivatives or
differentials appearing in the equation.
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Mathematics
DIFFERENTIAL EQUATIONS Education
Examples:
𝑑2 𝑦 𝑑𝑦
2. + + 𝑠𝑖𝑛2 𝑦 = 0 ODE 2 1
𝑑𝑥 2 𝑑𝑥
𝜕𝑢 𝜕2 𝑢 𝜕2 𝑦
3. = ℎ2 ( 2
+ ) PDE 2 1
𝜕𝑡 𝜕𝑥 𝜕𝑦 2
3
𝑑2𝑦 𝑑𝑦 5
4. 𝑠𝑖𝑛𝑥 ( 2
) − 𝑒 ( ) = 𝑥𝑦 ODE 2 3
𝑑𝑥 𝑑𝑥
Exercises A:
1. (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
𝑑𝑦 2 𝑑𝑦
2. 𝑥 ( ) − 2𝑦 + 4𝑥 = 0
𝑑𝑥 𝑑𝑥
𝑑4 𝑦 𝑑2𝑦 𝑑𝑦 6
3. 𝑥 4
+ 5𝑦 2
−( )
𝑑𝑥 𝑑𝑥 𝑑𝑥
2 4
𝜕3 𝑥 𝜕2 𝑦
4. ( 3
) + 7( 2
) =𝑡+𝑢
𝜕𝑡 𝜕𝑡
5. 𝑦 ′′ + (𝑦 ′ )2 = 𝑦
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Mathematics
DIFFERENTIAL EQUATIONS Education
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎0 (𝑥) 𝑛
+ 𝑎1 (𝑥) + ⋯ + 𝑎𝑛−1 (𝑥) + 𝑎𝑛 (𝑥)𝑦 = 𝑏(𝑥) where 𝑎0 is not identically
𝑑𝑥 𝑑𝑥 𝑛−1 𝑑𝑥
zero.
Observe
(I) that the dependent variable y and its various derivatives occur to the first degree only,
(II) that no products of y and/or any of its derivatives are present,
(III) that no transcendental functions of y and/or its derivatives occur.
Example of Linear Ordinary Differential Equations
𝑑2 𝑦 𝑑𝑦
+ 5 + 6𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑4 𝑦 2
𝑑3 𝑦 𝑑𝑦 𝑑𝑦
4
+ 𝑥 3
+5 + 𝑥3 = 𝑥𝑒 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
𝑦
+ 5 + 6𝑦 2 = 0
𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦 3
+ 5 ( ) + 6𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
+ 5𝑦 + 6𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝜕𝑤 𝜕𝑤
𝑏0 (𝑥, 𝑦) + 𝑏1 (𝑥, 𝑦) = 𝑅(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
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Mathematics
DIFFERENTIAL EQUATIONS Education
Example 1:
𝑦 = 5𝑒 −2𝑥 𝑦 ′ + 2𝑦 = 0
0=0
Example 2:
1
Show that the function 𝑓 (𝑡 ) = 𝑡 + 𝑠𝑖𝑛3𝑡 is a solution of the differential equation
9
′′
𝑦 + 9𝑦 = 𝑡.
1
𝑓 (𝑡 ) = 𝑡 + 𝑠𝑖𝑛3𝑡 𝑦 ′ ′ + 9𝑦 = 𝑡
9
1 1
𝑓 ′ (𝑡 ) = + 𝑐𝑜𝑠3𝑡(3) −9𝑠𝑖𝑛3𝑡 + 9 ( 𝑡 + 𝑠𝑖𝑛3𝑡) = 𝑡
9 9
1
𝑓 ′ (𝑡 ) = + 3𝑐𝑜𝑠3𝑡 −9𝑠𝑖𝑛3𝑡 + 𝑡 + 9𝑠𝑖𝑛3𝑡 = 𝑡
9
𝑓′′ (𝑡 ) = −9𝑠𝑖𝑛3𝑡
1
Therefore, 𝑓 (𝑡 ) = 𝑡 + 𝑠𝑖𝑛3𝑡 is a solution of the differential equation 𝑦 ′′ + 9𝑦 =
9
𝑡.
Example 3:
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Mathematics
DIFFERENTIAL EQUATIONS Education
𝑦 = 𝑥2 + 𝑥 + 𝐶 𝑦 ′ = 2𝑥 + 1
𝑦 ′ = 2𝑥 + 1 2𝑥 + 1 = 2𝑥 + 1
Example 4:
𝑦 ′′ = 5𝐴(−𝑠𝑖𝑛5𝑥)(5) − 0=0
5𝐵(𝑐𝑜𝑠5𝑥)(5)
𝑦 ′′ = −25𝐴𝑠𝑖𝑛5𝑥 − 25𝐵𝑐𝑜𝑠5𝑥
Example 5:
𝑙𝑛𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 𝑦𝑦 ′′ − (𝑦 ′ )2 = 𝑦 2 𝑙𝑛𝑦
𝑦′
= 𝐶1 𝑒 𝑥 (1) + 𝐶2 𝑒 −𝑥 (−1) (𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 )𝑦 2 = 𝑦 2 𝑙𝑛𝑦
𝑦
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DIFFERENTIAL EQUATIONS Education
𝑦′
= 𝐶1 𝑒 𝑥 − 𝐶2 𝑒 −𝑥 (𝑙𝑛𝑦)𝑦 2 = 𝑦 2 𝑙𝑛𝑦
𝑦
−𝑦 ′ (𝑦 ′ )+𝑦(𝑦 ′′ )
= 𝐶1 𝑒 𝑥 (1) − 𝐶2 𝑒 −𝑥 (−1) 𝑦 2 𝑙𝑛𝑦 = 𝑦 2 𝑙𝑛𝑦
𝑦2
𝑦𝑦 ′′ − (𝑦 ′ )2 = (𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 )𝑦 2
1
Therefore, 𝑓 (𝑡 ) = 𝑡 + 𝑠𝑖𝑛3𝑡 is a solution of the differential equation 𝑦 ′′ + 9𝑦 =
9
𝑡.
Primitives
The primitive of a differential equation is usually called the general solution of the
equation.
Example:
𝑦 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
𝑦 ′ = 2𝐴𝑥 + 𝐵
𝑦 ′′ = 2𝐴
′
𝑦 ′′ = 0
Particular Solution
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Mathematics
DIFFERENTIAL EQUATIONS Education
Example 1:
𝑦 = 𝑥 3 + 2𝑥 2 + 𝑎𝑥 + 𝑏
𝑎+𝑏 =2 Eq.1
𝑎+𝑏 =2
𝑎+3=2
𝑎 = −1
Example 2:
𝑦 = 𝑥 3 − 4𝑥 + 𝐶
5=𝐶
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Mathematics
DIFFERENTIAL EQUATIONS Education
A. by differentiation
B. by isolation of the constants
C. by determination
One of the ways differential equations are obtained is the elimination of the
arbitrary constants from a given equation. The general method to eliminate n arbitrary
constants is to differentiate the equation n times. The n arbitrary constants may then be
eliminated from the n+1 equations. The result will be a differentiation of order n.
A. By Differentiation
Example 1:
Eliminate the arbitrary constants from the given equation 𝑦 = 𝐶1 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑠𝑖𝑛3𝑥
𝑦 = 𝐶1 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑠𝑖𝑛3𝑥
𝑦 ′′ = −9𝑦
𝑦 ′′ + 9𝑦 = 0
Example 2:
(𝑥 − 𝑎 )2 + 𝑦 2 = 𝑎 2
𝑥 − 𝑎 + 𝑦𝑦 ′ = 0
𝑎 = 𝑥 + 𝑦𝑦′
[𝑥 − (𝑥 + 𝑦𝑦 ′ )]2 + 𝑦 2 = (𝑥 + 𝑦𝑦 ′ )2
𝑦 2 (𝑦 ′ )2 + 𝑦 2 = 𝑥 2 + 2𝑥𝑦𝑦 ′ + 𝑦 2 (𝑦 ′ )2
𝑦 2 = 𝑥 2 + 2𝑥𝑦𝑦 ′
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Mathematics
DIFFERENTIAL EQUATIONS Education
𝑥 2 − 𝑦 2 + 2𝑥𝑦𝑦 ′ = 0
𝑑𝑦
𝑥 2 − 𝑦 2 + 2𝑥𝑦 =0
𝑑𝑥
2𝑥𝑦𝑑𝑦 + (𝑥 2 − 𝑦 2 )𝑑𝑥 = 0
Example 3:
𝐶𝑥𝑦 + 𝐶 2 𝑥 + 4 = 0
𝐶 (𝑥𝑦 ′ + 𝑦) + 𝐶 2 = 0
𝑥𝑦 ′ + 𝑦 + 𝐶 = 0
𝐶 = −𝑥𝑦 ′ − 𝑦
−𝑥 2 𝑦𝑦 ′ − 𝑥𝑦 2 + 𝑥 3 (𝑦 ′ )2 + 2𝑥 2 𝑦𝑦 ′ + 𝑥𝑦 2 + 4 = 0
𝑥 2 𝑦𝑦 ′ + 𝑥 3 (𝑦 ′ )2 + 4 = 0 or
𝑥 3 (𝑦 ′ )2 + 𝑥 2 𝑦𝑦 ′ + 4 = 0
Example 4:
𝑦 = 𝑥 + 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −2𝑥 (1)
𝑦 ′ = 1 + 𝐶1 𝑒 𝑥 − 2𝐶2 𝑒 −2𝑥
+ 𝑦 ′′ = 𝐶1 𝑒 𝑥 + 4𝐶2 𝑒 −2𝑥
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DIFFERENTIAL EQUATIONS Education
𝑦 ′ + 𝑦 ′′ = 1 + 2(𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −2𝑥 )
𝑦 ′ + 𝑦 ′′ = 1 + 2(𝑦 − 𝑥)
𝑦 ′ + 𝑦 ′′ = 1 + 2𝑦 − 2𝑥
B. By Isolation of Constants
Example 1:
Eliminate the arbitrary constants from the equation 𝑦 = 𝐶1 𝑥 + 𝐶2 𝑥 2 .
𝑦 = 𝐶1 𝑥 + 𝐶2 𝑥 2
𝐶1 𝑥 = 𝑦 − 𝐶2 𝑥 2
𝑦−𝐶2 𝑥
𝐶1 = or 𝑥 −1 𝑦 − 𝐶2 𝑥
𝑥
𝐶1 = 𝑥 −1 𝑦 − 𝐶2 𝑥
0 = 𝑥 −1 𝑦 ′ + 𝑦(−𝑥 −2 ) − 𝐶2 (1)
0 = 𝑥 −1 𝑦 ′ − 𝑥 −2 𝑦 − 𝐶2
𝐶2 = 𝑥 −1 𝑦 ′ − 𝑥 −2 𝑦
0 = 𝑥 −1 𝑦 ′′ + 𝑦 ′ (−𝑥 −2 𝑦 ′ ) − [𝑥 −2 𝑦 ′ + 𝑦(−2𝑥 −3 ]
0 = 𝑥 −1 𝑦 ′′ − 𝑥 −2 𝑦 ′ − 𝑥 −2 𝑦 ′ + 2𝑥 −3 𝑦
0 = 𝑥 −1 𝑦 ′′ − 2𝑥 −2 𝑦 ′ + 2𝑥 −3 𝑦
𝑦 ′′ 2𝑦 ′ 2𝑦
0= − + or 𝑥 2 𝑦 ′′ − 2𝑥𝑦 + 2𝑦
𝑥 𝑥2 𝑥3
Example 2:
Eliminate the arbitrary constants from the equation 𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 3𝑥 .
𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 3𝑥
𝑒 2𝑥 𝑦 = 𝐶1 + 𝐶2 𝑒 5𝑥
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𝑒 2𝑥 𝑦 ′ + 𝑦𝑒 2𝑥 (2) = 0 + 𝐶2 𝑒 5𝑥 (5)
𝑒 2𝑥 𝑦 ′ + 2𝑦𝑒 2𝑥 = 5𝐶2 𝑒 5𝑥
𝑦 ′ + 2𝑦 = 5𝐶2 𝑒 3𝑥
𝑦 ′′ − 𝑦′ + 6𝑦 = 0
Example 3:
Eliminate the arbitrary constants from the equation 𝑦 = (𝑥 + 𝐶)𝑒 −𝑥 .
𝑦 = (𝑥 + 𝐶)𝑒 −𝑥
𝑦 = 𝑒 −𝑥 𝑥 + 𝐶𝑒 −𝑥
𝑒𝑥𝑦 = 𝑥 + 𝐶
𝑒 𝑥 𝑦 ′ + 𝑦𝑒 𝑥 = 1 + 0
0 = 𝑥 −1 𝑦 ′ + 𝑦(−𝑥 −2 ) − 𝐶2 (1)
Example 4:
Eliminate the arbitrary constants from the equation 𝑥𝑠𝑖𝑛𝑦 − 𝑥𝑦 2 = 𝐶.
𝑥𝑠𝑖𝑛𝑦 − 𝑥𝑦 2 = 𝐶
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DIFFERENTIAL EQUATIONS Education
𝑑𝑦 𝑑𝑦
𝑐𝑜𝑠𝑦 ( ) + 𝑠𝑖𝑛𝑦 − 2𝑥𝑦 ( ) − 𝑦 2 = 0
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑𝑦
𝑠𝑖𝑛𝑦 − 𝑦 2 = 2𝑥𝑦 ( ) − 𝑥𝑐𝑜𝑠𝑦 ( )
𝑑𝑥 𝑑𝑥
𝑑𝑦
𝑠𝑖𝑛𝑦 − 𝑦 2 = (2𝑥𝑦 − 𝑥𝑐𝑜𝑠𝑦) ( )
𝑑𝑥
(𝑠𝑖𝑛𝑦 − 𝑦 2 )𝑑𝑥 = (2𝑥𝑦 − 𝑥𝑐𝑜𝑠𝑦)𝑑𝑦
C. By Determinant
Example 1:
Eliminate the arbitrary constants from the equation 𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 3𝑥
𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 3𝑥
𝑦 𝑒 −2𝑥 𝑒 3𝑥
| 𝑦′ −2𝑒 −2𝑥 3𝑒 3𝑥 | = 0
𝑦 ′′ 4𝑒 −2𝑥 9𝑒 3𝑥
𝑦 1 1
| 𝑦′ −2 3| = 0
𝑦′′ 4 9
𝑦 1 1 𝑦 1
| 𝑦′ −2 3| 𝑦′ −2 = 0
𝑦′′ 4 9 𝑦′′ 4
−18𝑦 + 3𝑦 ′′ + 4𝑦 ′′ + 2𝑦 ′′ − 12𝑦 − 9𝑦 ′ = 0
5𝑦 ′′ − 5𝑦 ′ − 30𝑦 = 0
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𝑦 ′′ − 𝑦 ′ − 6𝑦 = 0
Example 2:
Eliminate the arbitrary constants from the equation 𝑦 = 𝑥 + 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −2𝑥
𝑦 = 𝑥 + 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −2𝑥 (1)
𝑦−𝑥 𝑒𝑥 𝑒 −2𝑥
|𝑦 ′ − 1 𝑒𝑥 −2𝑒 −2𝑥 | = 0
𝑦′′ 𝑒𝑥 4𝑒 −2𝑥
𝑦−𝑥 1 1
|𝑦 ′ − 1 1 −2| = 0
𝑦′′ 1 4
𝑦−𝑥 1 1 𝑦−𝑥 1
|𝑦 ′ − 1 1 −2| 𝑦 ′ − 1 1=0
𝑦′′ 1 4 𝑦′′ 1
(4𝑦 − 4𝑥 − 2𝑦 ′′ + 𝑦 ′ − 1) − (𝑦 ′′ − 2𝑦 + 2𝑥 + 4𝑦 ′ − 4) = 0
4𝑦 − 4𝑥 − 2𝑦 ′′ + 𝑦 ′ − 1 − 𝑦 ′′ + 2𝑦 − 2𝑥 − 4𝑦 ′ − 4 = 0
−3𝑦 ′′ − 3𝑦 ′ + 6𝑦 − 6𝑥 + 3 = 0
𝑦 ′′ + 𝑦 ′ − 2𝑦 = 1 − 2𝑥
Example 3:
Eliminate the arbitrary constants from the equation 𝑦 = 𝐴𝑥 2 + 𝐵𝑒 𝑥
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DIFFERENTIAL EQUATIONS Education
𝑦 = 𝐴𝑥 2 + 𝐵𝑒 𝑥
𝑦 ′ = 2𝐴𝑥 + 𝐵𝑒 𝑥
𝑦′′ = 2𝐴 + 𝐵𝑒 𝑥
𝑦 𝑥2 𝑒𝑥
| 𝑦′ 2𝑥 𝑒𝑥| = 0
𝑦′′ 2 𝑒𝑥
𝑦 𝑥2 1
| 𝑦′ 2𝑥 1| = 0
𝑦′′ 2 1
𝑦 𝑥2 1 𝑦 𝑥2
| 𝑦′ 2𝑥 1| 𝑦′ 2𝑥 = 0
𝑦′′ 2 1 𝑦′′ 2
2𝑥𝑦 + 𝑥 2 𝑦 ′′ − 2𝑦 ′ − 2𝑥𝑦 ′′ − 2𝑦 − 𝑥 2 𝑦 ′ = 0
(𝑥 2 − 2𝑥)𝑦 ′′ + (2 − 𝑥 2 )𝑦 ′ + (𝑥 − 1)2𝑦 = 0 or
Exercises B:
1. 𝑦 = 𝐶𝑥 + 𝐶 2 + 1
2. 𝐶𝑥 2 + 𝑥 + 𝑦 2 = 0
3. 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑥𝑒 2𝑥
4. 𝑦 = 𝐶1 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝐶2 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥; 𝑎 𝑎𝑛𝑑 𝑏 𝑎𝑟𝑒 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟𝑠
5. 𝑦 = 𝐴𝑥 2 + 𝐵𝑒 2𝑥
Family of Curves
- set of curves
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Mathematics
DIFFERENTIAL EQUATIONS Education
Parameter
Example 1:
Obtain the differential equation of the family of straight lines through the origin.
𝑦 = 𝑚𝑥
𝑦′ = 𝑚
𝑦 = 𝑚𝑥
𝑦 = 𝑦′𝑥
Example 2:
Obtain the differential equation of the family of circles having their centers on the y-axis.
Center: (0, b)
Radius: r
𝑥 + (𝑦 − 𝑏 )𝑦 ′ = 0
𝑥
+𝑦−𝑏 =0
𝑦′
𝑦 ′ (1)−𝑥(𝑦 ′′)
+ 𝑦′ − 0 = 0
(𝑦 ′ )2
𝑦 ′ −𝑥𝑦 ′′
+ 𝑦′ = 0
(𝑦 ′)2
𝑦 ′ − 𝑥𝑦 ′′ + 𝑦 ′ (𝑦 ′ )2 = 0
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Mathematics
DIFFERENTIAL EQUATIONS Education
𝑦 ′ − 𝑥𝑦 ′′ + (𝑦 ′ )3 = 0
𝑥𝑦 ′′ − (𝑦 ′ )3 − 𝑦 ′ = 0
Example 3:
Obtain the differential equation of the family of straight lines with slope and y-intercept
equal.
𝑦 = 𝑚𝑥 + 𝑏
𝑚=𝑏
𝑦 = 𝑚𝑥 + 𝑚
𝑦′ = 𝑚 + 0
𝑦′ = 𝑚
𝑦 = (𝑦 ′ )𝑥 + (𝑦 ′ )
𝑦 = (𝑥 + 1)𝑦′
𝑑𝑦
𝑦 = (𝑥 + 1)
𝑑𝑥
𝑦𝑑𝑥 − (𝑥 + 1)𝑑𝑦 = 0
Example 4:
Obtain the differential equation of the family of parabolas having their vertices at the
origin and their foci on the y-axis.
𝑥 2 = ±4𝑎𝑦
𝑥2
= ±4𝑎
𝑦
𝑦(2𝑥) − 𝑥 2 𝑦 ′
=0
𝑦2
2𝑥𝑦 − 𝑥 2 𝑦 ′ = 0
𝑑𝑦
2𝑥𝑦 − 𝑥 2 =0
𝑑𝑥
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2𝑥𝑦𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0
Exercises:
A first-order differential equation involving only two variable x and y, and of the
𝑑𝑦
first degree in the derivative , may be written in the differential form
𝑑𝑥
Separation of Variables
In equation (1), the variables are separated and the solution is obtained by
integrating each term
∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑔(𝑦)𝑑𝑦 = 𝐶
𝑓 (𝑥 ) 𝑔 (𝑦 )
𝑑𝑥 + 𝑑𝑦 = 0
𝐹 (𝑥 ) 𝐺 (𝑦 )
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Mathematics
DIFFERENTIAL EQUATIONS Education
Test
The variables are separable if the functions M and N are factorable as follows:
𝑀(𝑥, 𝑦) = 𝐹 (𝑥)𝐺 (𝑦)
𝑁(𝑥, 𝑦) = 𝑓(𝑥)∅(𝑦)
Example 1:
𝑑𝑦
Solve the equation (1 + 𝑥 2 ) + 𝑥𝑦 = 0.
𝑑𝑥
𝑑𝑦
(1 + 𝑥 2 ) + 𝑥𝑦 = 0
𝑑𝑥
𝑥𝑦𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦 = 0
𝑥 1
𝑑𝑥 + 𝑑𝑦 = 0
(1 + 𝑥 2 ) 𝑦
𝑥 𝑑𝑦
∫ 2
𝑑𝑥 + ∫ =𝐶
(1 + 𝑥 ) 𝑦
1 2𝑥𝑑𝑥 𝑑𝑦
∫ 2
+∫ =𝐶
2 (1 + 𝑥 ) 𝑦
1
𝑙𝑛(1 + 𝑥 2 ) + 𝑙𝑛𝑦 = 𝐶
2
1
𝑙𝑛(1 + 𝑥 2 ) 2 + 𝑙𝑛𝑦 = 𝐶
𝑙𝑛√1 + 𝑥 2 + 𝑙𝑛𝑦 = 𝐶
Example 2:
2(𝑦+3)𝑑𝑥−𝑥𝑦𝑑𝑦
Solve the equation (𝑦+3)𝑥
= 0.
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Mathematics
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2𝑑𝑥 𝑦𝑑𝑦
− =0
𝑥 𝑦+3
𝑑𝑥 𝑦𝑑𝑦
2∫ −∫ =𝐶
𝑥 𝑦+3
3
2𝑙𝑛𝑥 − ∫ (1 − ) 𝑑𝑦 = 𝐶
𝑦+3
𝑑𝑦
2𝑙𝑛𝑥 − ∫ 𝑑𝑦 + 3 ∫ =𝐶
𝑦+3
𝑙𝑛𝑥 2 − 𝑦 + 3 ln(𝑦 + 3) = 𝐶
𝑙𝑛[𝑥 2 (𝑦 + 3)3 = 𝑦 + 𝐶 ]
𝑥 2 (𝑦 + 3)3 = 𝑒 𝑦+𝐶
𝑥 2 (𝑦 + 3)3 = 𝑒 𝐶 𝑒 𝑦
𝑥 2 (𝑦 + 3)3 = 𝐶1 𝑒 𝑦 (𝐶1 = 𝑒 𝐶 )
1
𝑒 𝑦 = 𝐶2 𝑥 2 (𝑥 + 3)3 (𝐶2 = )
𝐶1
Example 3:
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Mathematics
DIFFERENTIAL EQUATIONS Education
(𝑥 2 −1)𝑑𝑥+𝑥𝑦𝑑𝑦
Solve the equation = 0.
𝑥
(𝑥 2 − 1)𝑑𝑥 + 𝑥𝑦𝑑𝑦
=0
𝑥
𝑥2 − 1
𝑑𝑥 + 𝑦𝑑𝑦 = 0
𝑥
1
(𝑥 − ) 𝑑𝑥 + 𝑦𝑑𝑦 = 0
𝑥
𝑑𝑥
∫ 𝑥𝑑𝑥 − ∫ + ∫ 𝑦𝑑𝑦 = 𝑙𝑛𝐶
𝑥
𝑥2 𝑦2
− 𝑙𝑛𝑥 + = 𝑙𝑛𝐶
2 2
𝑥2 + 𝑦2
− 𝑙𝑛𝑥 = 𝑙𝑛𝐶
2
𝑥2 + 𝑦2
= 𝑙𝑛𝐶 + 𝑙𝑛𝑥
2
𝑥 2 + 𝑦 2 = 2(𝑙𝑛𝐶 + 𝑙𝑛𝑥)
𝑥 2 + 𝑦 2 = 2𝑙𝑛𝐶𝑥
Exercises:
1. 2x(1 + 𝑦 2 )dx – y (1 + 2𝑥 2 ) dy = 0
2
2. 𝑥𝑦 3 𝑑𝑥 + 𝑒 𝑥 𝑑𝑦 = 0
3. 𝑦 ′ = 𝑥𝑦 2
4. 𝑥𝑦 3 𝑑𝑥 + (𝑦 + 1)𝑒 −𝑥 𝑑𝑦 = 0
5. 𝑥𝑐𝑜𝑠 2 𝑦𝑑𝑥 + 𝑡𝑎𝑛𝑦𝑑𝑦 = 0
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Homogeneous Functions
𝑥 2 − 3𝑥𝑦 + 4𝑦 2
𝑥3 + 𝑦3
𝑥 4 𝑦 + 7𝑦 5
Example 1:
Test the homogeneity of 𝑓 (𝑥, 𝑦) = 3𝑥 3 − 2𝑥𝑦 2 − 4𝑦 3
𝑓 (𝑥, 𝑦) = 3𝑥 3 − 2𝑥𝑦 2 − 4𝑦 3
= 3𝑟 3 𝑥 3 − 2𝑟 3 𝑥𝑦 2 − 4𝑟 3 𝑦 3
= 𝑟 3 (3𝑥 3 − 2𝑥𝑦 2 − 4𝑦 3 )
Example 2:
Test the homogeneity of 𝑓 (𝑥, 𝑦) = 𝑦 + √𝑥 2 + 𝑦 2
𝑓 (𝑥, 𝑦) = 𝑦 + √𝑥 2 + 𝑦 2
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= 𝑟𝑦 + √𝑟 2 𝑥 2 + 𝑟 2 𝑦 2
= 𝑟𝑦 + √𝑟 2 (𝑥 2 + 𝑦 2 )
= 𝑟𝑦 + 𝑟√𝑥 2 + 𝑦 2
= 𝑟(𝑦 + √𝑥 2 + 𝑦 2 )
Example 3:
Test the homogeneity of 𝑓 (𝑥, 𝑦) = 𝑥 2 − 2𝑥𝑦
𝑓 (𝑥, 𝑦) = 𝑥 2 − 2𝑥𝑦
= 𝑟 2 𝑥 2 − 2𝑟 2 𝑥𝑦
= 𝑟 2 (𝑥 2 − 2𝑥𝑦)
Example 1:
Find the complete solution of (3𝑥 + 2𝑦)𝑑𝑥 + 2𝑥𝑑𝑦 = 0
N is simpler than M
(b) Let 𝑦 = 𝑣𝑥
𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
Substitute:
(3𝑥 + 2𝑣𝑥)𝑑𝑥 + 2𝑥 (𝑣𝑑𝑥 + 𝑥𝑑𝑣 ) = 0
(3 + 4𝑣)𝑑𝑥 + 2𝑥𝑑𝑣 = 0
(c)
𝑑𝑥 2𝑑𝑣
+ =0
𝑥 3+4𝑣
𝑑𝑥 𝑑𝑣
∫ + 2∫ =𝐶
𝑥 3+4𝑣
1 4𝑑𝑣
𝑙𝑛𝑥 + 2 ( ) ∫ =𝐶
4 3+4𝑣
1
𝑙𝑛𝑥 + 𝑙𝑛(3 + 4𝑣) = 𝐶
2
𝑙𝑛[𝑥 2 (3 + 4𝑣 )] = 𝐶1
𝑒 𝐶1 = 𝑥 2 (3 + 4𝑣)
𝐶2 = 𝑥 2 (3 + 4𝑣 ) (𝐶2 = 𝑒 𝐶1 )
𝑦
Since 𝑦 = 𝑣𝑥; 𝑣 =
𝑥
𝑥 2 (3 + 4𝑣 ) = 𝐶2
4𝑦
𝑥 2 (3 + ) = 𝐶2
𝑥
3𝑥+4𝑦
𝑥2 ( ) = 𝐶2
𝑥
𝑥 (3𝑥 + 4𝑦) = 𝐶2
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Mathematics
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Example 2:
Determine the complete solution of 𝑥𝑦𝑑𝑥 − (𝑥 + 2𝑦)2 𝑑𝑦 = 0
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𝑢2 𝑦 2 𝑑𝑦 + 𝑢𝑦 3 𝑑𝑢 − 𝑢2 𝑦 2 𝑑𝑦 − 4𝑢𝑦 2 𝑑𝑦 − 4𝑦 2 𝑑𝑦 = 0
𝑢𝑦 3 𝑑𝑢 − 4𝑢𝑦 2 𝑑𝑦 − 4𝑦 2 𝑑𝑦 = 0
(c)
𝑢𝑑𝑢 𝑑𝑦
∫ 𝑢+1 − 4 ∫ 𝑦
= 𝑙𝑛𝐶
1
∫ (1 − 𝑢+1) 𝑑𝑢 − 4𝑙𝑛𝑦 = 𝑙𝑛𝐶
𝑑𝑢
∫ 𝑑𝑢 − ∫ 𝑢+1 − 4𝑙𝑛𝑦 = 𝑙𝑛𝐶
𝑢 − ln 𝑦 4 (𝑢 + 1) = 𝑙𝑛𝐶
𝑢 = 𝑙𝑛𝐶 + ln 𝑦 4 (𝑢 + 1)
𝑢 = 𝑙𝑛𝐶 𝑦 4 (𝑢 + 1)
𝑒 𝑢 = 𝐶𝑦 4 (𝑢 + 1)
𝑥
𝑥
𝑒 𝑦 = 𝐶𝑦 4 ( + 1)
𝑦
𝑥
𝑥+𝑦
𝑒 𝑦 = 𝐶𝑦 4 ( )
𝑦
𝑥
1
𝐶1 𝑒 = 𝑦 3 (𝑥 + 𝑦)
𝑦 (𝐶1 = )
𝐶
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Mathematics
DIFFERENTIAL EQUATIONS Education
Example 3:
Solve the equation (𝑦 2 − 𝑥𝑦)𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0
𝑥 2 𝑣 2 𝑑𝑥 − 𝑥 2 𝑣𝑑𝑥 + 𝑥 2 𝑣𝑑𝑥 + 𝑥 3 𝑑𝑣 = 0
𝑥 2 𝑣 2 𝑑𝑥 + 𝑥 3 𝑑𝑣 = 0
𝑣 2 𝑑𝑥 + 𝑥𝑑𝑣 = 0
(c)
𝑑𝑥 𝑑𝑣
+ =0
𝑥 𝑣2
𝑑𝑥 𝑑𝑣
∫ +∫ =𝐶
𝑥 𝑣2
𝑙𝑛𝑥 + ∫ 𝑣 −2 𝑑𝑣 = 𝐶
𝑙𝑛𝑥 − 𝑣 −1 = 𝐶
1
𝑙𝑛𝑥 − = 𝐶
𝑣
1
𝑙𝑛𝑥 − 𝑦 =𝐶
𝑥
𝑥
𝑙𝑛𝑥 − = 𝐶
𝑦
𝑦𝑙𝑛𝑥 − 𝑥 = 𝐶𝑦
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𝑦𝑙𝑛𝑥 − 𝐶𝑦 = 𝑥
𝑦(𝑙𝑛𝑥 − 𝐶 ) = 𝑥
𝑥
𝑦=
𝑙𝑛𝑥−𝐶
Exercises E:
1. 𝑥𝑦𝑑𝑥 − (𝑥 2 + 3𝑦 2 )𝑑𝑦 = 0
2. 𝑥 2 𝑦 ′ = 4𝑥 2 + 7𝑥𝑦 + 2𝑦 2
3. (5𝑣 − 𝑢)𝑑𝑢 + (3𝑣 − 7𝑢)𝑑𝑣 = 0
4. (𝑥 2 + 2𝑥𝑦 − 4𝑦 2 )𝑑𝑥 − (𝑥 2 − 8𝑥𝑦 − 4𝑦 2 )𝑑𝑦 = 0
5. 𝑥 (𝑥 2 + 𝑦 2 )2 (𝑦𝑑𝑥 − 𝑥𝑑𝑦) + 𝑦 6 𝑑𝑦 = 0
Exact Differential Equations
The equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is exact if there exists a function F whose total
differential dF is the differential equation, i.e, 𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦.
𝜕𝐹 𝜕𝐹
𝑑𝐹 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝐹 𝜕𝐹
=𝑀 =𝑁
𝜕𝑥 𝜕𝑦
𝜕 𝜕𝐹 𝜕2𝐹
( )=
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥
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𝜕 𝜕𝐹 𝜕2𝐹
( )=
𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥
𝜕2𝐹 𝜕2𝐹
=
𝜕𝑦𝜕𝑥 𝜕𝑦𝜕𝑥
𝜕 𝜕
𝑀= 𝑁
𝜕𝑦 𝜕𝑦
𝜕𝑀 𝜕𝑁
∴ =
𝜕𝑦 𝜕𝑦
Solution
𝑭(𝒙, 𝒚) = 𝑪
Example 1:
Test the exactness and solve (𝟐𝒙𝒚𝟑 − 𝒚𝟒 + 𝒚𝟑 )𝒅𝒙 + (𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝒚𝟑 + 𝟑𝒙𝒚𝟐 )𝒅𝒚 = 𝟎
(a)
(2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 )𝑑𝑥 + (3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2 )𝑑𝑦 = 0
𝜕𝑀 𝜕𝑁
= 2𝑥 (3𝑦 2 ) − 4𝑦 3 + 3𝑦 2 = 3𝑦 2 (2𝑥) − 4𝑦 3 + 3𝑦 2
𝜕𝑦 𝜕𝑥
= 6𝑥𝑦 2 − 4𝑦 3 + 3𝑦 2 = 6𝑥𝑦 2 − 4𝑦 3 + 3𝑦 2
𝜕𝑀 𝜕𝑁
Since = , the D.E is exact.
𝜕𝑦 𝜕𝑥
(b)
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Mathematics
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= 2𝑦 3 ∫ 𝑥𝑑𝑥 − 𝑦 4 ∫ 𝑑𝑥 + 𝑦 3 ∫ 𝑑𝑥 + 𝑓(𝑦) = 3𝑥 2 ∫ 𝑦 2 𝑑𝑦 − 4𝑥 ∫ 𝑦 3 𝑑𝑦 + 3𝑥 ∫ 𝑦 2 𝑑𝑦 +
𝑔 (𝑥 )
1 1 1 1
= 2𝑦 3 ( 𝑥 2 ) − 𝑦 4 (𝑥) + 𝑦 3 (𝑥) + 𝑓 (𝑦) = 3𝑥 2 ( 𝑦 3 ) − 4𝑥 ( 𝑦 4 ) + 3𝑥 ( 𝑦 3 ) +
2 3 4 3
𝑔(𝑥)
𝐹 = 𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 + 𝑓(𝑦) 𝐹 = 𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 + 𝑔(𝑥)
𝑓 (𝑦 ) = 0
𝑔 (𝑥 ) = 0
The solution is 𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 = 𝐶
Example 2:
(a)
(𝒙 + 𝟐𝒚)𝒅𝒙 + (𝟐𝒙 + 𝒚)𝒅𝒚 = 𝟎
𝑀 = 𝑥 + 2𝑦 𝑁 = 2𝑥 + 𝑦
𝜕𝑀 𝜕𝑁
= 0 + 2(1) = 2(1) + 0
𝜕𝑦 𝜕𝑥
=2 =2
𝜕𝑀 𝜕𝑁
Since = , the D.E is exact.
𝜕𝑦 𝜕𝑥
(b)
𝐹 = ∫ 𝑀𝑑𝑥 + 𝑓 (𝑦) 𝐹 = ∫ 𝑁𝑑𝑦 + 𝑔(𝑥)
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1 1
𝐹 = 𝑥 2 + 2𝑥𝑦 + 𝑓(𝑦) 𝐹 = 2𝑥𝑦 + 𝑦 2 + 𝑔(𝑥)
2 2
1
𝑓 (𝑦 ) = 𝑦 2
2
1
𝑔 (𝑥 ) = 𝑥 2
2
1 1
The solution is 𝑥 2 + 2𝑥𝑦 + 𝑦 2 = 𝐶 or
2 2
Example 3:
Test the exactness and solve 𝟐𝒙−𝟑 𝒚−𝟏 𝒅𝒙 + (𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 = 𝟎
𝝏𝑴 𝝏𝑵
= −𝟐𝒙−𝟑 𝒚−𝟐 = −𝟐𝒙−𝟑 𝒚−𝟐
𝝏𝒚 𝝏𝒙
𝜕𝑀 𝜕𝑀
Since = , the D.E is exact.
𝜕𝑦 𝜕𝑥
𝟏
𝑭 = −𝒙−𝟐 𝒚−𝟏 + 𝒇(𝒚) 𝑭 = −𝒙−𝟐 𝒚−𝟏 − 𝒚𝟐 + 𝒈(𝒙)
𝟐
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𝟏
𝒇(𝒚 ) = − 𝒚 𝟐
𝟐
𝒈(𝒙) = 𝟎
𝝏𝑴 𝝏𝑵
≠ (𝟏)
𝝏𝒚 𝝏𝒙
It is, however, possible for some few special cases that the multiplication of each
term in Eq.1 by a function ∅(𝑥, 𝑦) will reduce it to an exact differential equation
∅ = ∅(𝒙)
𝟏 𝝏𝑴 𝝏𝑵
𝒇(𝒙) = ( − )
𝑵 𝝏𝒚 𝝏𝒙
𝒍𝒏∅ = ∫ 𝒇(𝒙)𝒅𝒙
∅ = 𝒆∫ 𝒇(𝒙)𝒅𝒙
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Example:
𝝏𝑴 𝝏𝑵
= 𝟎 + 𝟐𝒚 + 𝟎 = 𝟐𝒙 − 𝟐𝒚(𝟏)
𝝏𝒚 𝝏𝒙
𝝏𝑴 𝝏𝑵
= 𝟐𝒚 = 𝟐𝒙 − 𝟐𝒚
𝝏𝒚 𝝏𝒙
𝜕𝑀 𝜕𝑁
Since ≠ , then the given data is not exact.
𝜕𝑦 𝜕𝑥
b. Try Case 1.
𝟏 𝝏𝑴 𝝏𝑵
𝒇(𝒙) = ( − )
𝑵 𝝏𝒚 𝝏𝒙
𝟏
= [𝟐𝒚 − (𝟐𝒙 −
𝒙(𝒙−𝟐𝒚)
𝟐𝒚)]
𝟐𝒚−𝟐𝒙+𝟐𝒚
=
𝒙(𝒙−𝟐𝒚)
𝟒𝒚−𝟐𝒙
=
𝒙(𝒙−𝟐𝒚)
−𝟐(−𝟐𝒚+𝒙)
=
𝒙(𝒙−𝟐𝒚)
𝟐
𝒇(𝒙) = −
𝒙
∅ = 𝒆∫ 𝒇(𝒙)𝒅𝒙
𝟐
= 𝒆∫ −𝒙𝒅𝒙
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𝒅𝒙
= 𝒆−𝟐 ∫ 𝒙
= 𝒆−𝟐𝒍𝒏𝒙
−𝟐
= 𝒆𝒍𝒏𝒙
∅ = 𝒙−𝟐
𝟏
d. Multiply both sides of the given D.E by 𝒙−𝟐 or
𝒙𝟐
𝝏𝑴𝒏 𝝏𝑵𝒏
= 𝟎 + 𝒙−𝟐 𝟐𝒚 + 𝟎 = 𝟎 − 𝟐𝒚(−𝒙−𝟐 )
𝝏𝒚 𝝏𝒙
𝝏𝑴𝒏 𝝏𝑵𝒎
= 𝟐𝒙−𝟐 𝒚 = 𝟐𝒙−𝟐 𝒚
𝝏𝒚 𝝏𝒙
𝜕𝑀𝑛 𝜕𝑁𝑛
Since = , the D.E is now exact.
𝜕𝑦 𝜕𝑥
𝒇(𝒚 ) = 𝒚
𝒈(𝒙) = 𝒙 − 𝒙−𝟏
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𝒚𝟐 𝟏
𝒙 − 𝒙−𝟏 𝒚𝟐 − 𝒙−𝟏 + 𝒚 = 𝑪 or 𝒙 − − +𝒚=𝑪
𝒙 𝒙
∅ = ∅(𝒚)
𝟏 𝝏𝑵 𝝏𝑴
𝒈(𝒙) = ( − )
𝑴 𝝏𝒙 𝝏𝒚
𝒍𝒏∅ = ∫ 𝒈(𝒚)𝒅𝒚
∅ = 𝒆∫ 𝒈(𝒚)𝒅𝒚
Example:
𝝏𝑴 𝝏𝑵
= 𝟐𝒙 − 𝟐𝒚 + 𝟏 = 𝟔𝒙 − 𝟒𝒚 + 𝟑
𝝏𝒚 𝝏𝒙
𝜕𝑀 𝜕𝑁
Since ≠ , then the given data is not exact.
𝜕𝑦 𝜕𝑥
b. Try Case 1.
𝟏 𝝏𝑴 𝝏𝑵
𝒇(𝒙) = ( − )
𝑵 𝝏𝒚 𝝏𝒙
𝟏
= [(𝟐𝒙 − 𝟐𝒚 + 𝟏) − (𝟔𝒙 −
𝟑𝒙𝟐 −𝟒𝒙𝒚+𝟑𝒙
𝟒𝒚 + 𝟑 )]
𝟐𝒙−𝟐𝒚+𝟏−𝟔𝒙+𝟒𝒚−𝟑
=
𝟑𝒙𝟐 −𝟒𝒙𝒚+𝟑𝒙
𝟐𝒚−𝟒𝒙−𝟐
=
𝟑𝒙𝟐 −𝟒𝒙𝒚+𝟑𝒙
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Since the right member is not reducible to a function of x alone, Case 1 is not
possible.
c. Try Case 2.
𝟏 𝝏𝑵 𝝏𝑴
𝒇(𝒙) = ( − )
𝑴 𝝏𝒙 𝝏𝒚
𝟏
= [(𝟔𝒙 − 𝟒𝒚 + 𝟑 ) − (𝟐𝒙 −
𝟐𝒙𝒚−𝒚𝟐 +𝒚
𝟐𝒚 + 𝟏)]
𝟔𝒙−𝟒𝒚+𝟑−𝟐𝒙+𝟐𝒚−𝟏
=
𝟐𝒙𝒚−𝒚𝟐 +𝒚
𝟒𝒙−𝟐𝒚+𝟐
=
𝟐𝒙𝒚−𝒚𝟐 +𝒚
𝟐(𝟐𝒙−𝒚+𝟏)
=
𝒚(𝟐𝒙−𝒚+𝟏) Case 2 is possible since
the 𝟐
right member is a function of y
= alone.
𝒚
∅ = 𝒆∫ 𝒈(𝒚)𝒅𝒚
𝟐
∫𝒚𝒅𝒚
=𝒆
𝒅𝒚
𝟐∫
=𝒆 𝒚
= 𝒆𝟐𝒍𝒏𝒚
𝟐
= 𝒆𝒍𝒏𝒚
= 𝒚𝟐
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𝝏𝑴𝒏 𝝏𝑵𝒏
= 𝟐𝒙(𝟑𝒚𝟐 ) − 𝟒𝒚𝟑 + 𝟑𝒚𝟐 = 𝟑𝒚𝟐 (𝟐𝒙) − 𝟒𝒚𝟑 + 𝟑𝒚𝟐
𝝏𝒚 𝝏𝒙
𝒇(𝒚 ) = 𝟎
𝒈(𝒙) = 𝟎
𝒙𝟐 𝒚𝟑 − 𝒙𝒚𝟒 + 𝒙𝒚𝟑 = 𝑪
Case 3: When the integrating factor is product of powers of the variables x and y.
∅ = 𝒙𝒎 𝒚𝒏
𝑴𝒏 𝑵𝒎 𝝏𝑵 𝝏𝑴
− = −
Example: 𝒚 𝒙 𝝏𝒙 𝝏𝒚
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𝑴 = 𝟐𝒚 𝑵 = 𝒙 − 𝒙𝟑 𝒚𝟑
𝝏𝑴 𝝏𝑵
=𝟐 = 𝟏 − 𝒚𝟑 (𝟑𝒙𝟐 )
𝝏𝒚 𝝏𝒙
= 𝟏 − 𝟑𝒙𝟐 𝒚𝟑
𝜕𝑀 𝜕𝑁
Since ≠ , then the given data is not exact.
𝜕𝑦 𝜕𝑥
c. Try Case 1.
𝟏 𝝏𝑴 𝝏𝑵
𝒇(𝒙) = ( − )
𝑵 𝝏𝒚 𝝏𝒙
𝟏
= [𝟐 − (𝟏 − 𝟑𝒙𝟐 𝒚𝟑 )]
𝒙−𝒙𝟑 𝒚𝟑
𝟐−𝟏+𝟑𝒙𝟐 𝒚𝟑
=
𝒙−𝒙𝟑 𝒚𝟑
𝟏+𝟑𝒙𝟐 𝒚𝟑
=
𝒙−𝒙𝟑 𝒚𝟑
𝟏+𝟑𝒙𝟐 𝒚𝟑
=
𝒙(𝟏−𝒙𝟐 𝒚𝟑 )
Since the right member is not reducible to a function of x alone, Case 1 is not
possible.
d. Try Case 2.
𝟏 𝝏𝑵 𝝏𝑴
𝒇(𝒙) = ( − )
𝑴 𝝏𝒙 𝝏𝒚
𝟏
= [(𝟏 − 𝟑𝒙𝟐 𝒚𝟑 ) − 𝟐]
𝟐𝒚
𝟏−𝟑𝒙𝟐 𝒚𝟑 −𝟐
=
𝟐𝒚
−𝟑𝒙𝟐 𝒚𝟑 −𝟐
= Since the right member
𝟐𝒚
is not reducible to a function of x
alone, Case 1 is not possible.
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e. Try Case 3.
𝑴𝒏 𝑵𝒎 𝝏𝑵 𝝏𝑴
− = −
𝒚 𝒙 𝝏𝒙 𝝏𝒚
𝟐𝒚𝒏 (𝒙 − 𝒙𝟑 𝒚𝟑 )𝒎
− = 𝟏 − 𝟑𝒙𝟐 𝒚𝟑 − 𝟐
𝒚 𝒙
𝟐𝒏 − (𝟏 − 𝒙𝟐 𝒚𝟑 )𝒎 = −𝟑𝒙𝟐 𝒚𝟑 − 𝟏
𝟐𝒏 − 𝒎 + 𝒎𝒙𝟐 𝒚𝟑 = −𝟑𝒙𝟐 𝒚𝟑 − 𝟏
Coefficient of 𝑥 2 𝑦 3 : 𝒎 = −𝟑
Constant term: 𝟐𝒏 − 𝒎 = −𝟏
𝒏 = −𝟐
∅ = 𝒙𝒎 𝒚𝒏
𝟏
= 𝒙−𝟑 𝒚−𝟐 or
𝒙𝟑 𝒚𝟐
𝟏
g. Multiply both sides of the given D.E by 𝒙−𝟑 𝒚−𝟐 or .
𝒙𝟑 𝒚𝟐
𝟐𝒚𝒅𝒙 + (𝒙 − 𝒙𝟑 𝒚𝟑 )𝒅𝒚 = 𝟎
𝝏𝑴𝒏 𝝏𝑵𝒏
= −𝟐𝒙−𝟑 𝒚−𝟐 = −𝟐𝒙−𝟑 𝒚−𝟐
𝝏𝒚 𝝏𝒙
𝜕𝑀𝑛 𝜕𝑁𝑛
Since = , the D.E is now exact.
𝜕𝑦 𝜕𝑥
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𝑭 = ∫ 𝑴𝒏 𝒅𝒙 + 𝒇(𝒚) 𝑭 = ∫ 𝑵𝒏 𝒅𝒚 + 𝒈(𝒙)
𝟏
𝑭 = −𝒙−𝟐 𝒚−𝟏 + 𝒇(𝒚) 𝑭 = −𝒙−𝟐 𝒚−𝟏 − 𝒚𝟐 + 𝒈(𝒙)
𝟐
𝟏
𝒇(𝒚 ) = − 𝒚 𝟐
𝟐
𝒈(𝒙) = 𝟎
Exercises F:
Test each of the following for exactness and solve the equation. Reduce the equation into
exact equation if it is non-exact.
Answer Key
Exercises A:
1. ODE, 1, 1
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2. ODE, 1, 2
3. ODE, 4, 1
4. PDE, 3, 2
5. ODE, 2, 1
Exercises B:
1. 𝑦 = 𝑥𝑦 ′ + (𝑦 ′ )2 + 1
2. (𝑥 + 2𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
3. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0
4. 𝑦 ′′ − 2𝑎𝑦 ′ + (𝑎2 + 𝑏2 )𝑦 = 0
5. 𝑥 (1 − 𝑥)𝑦 ′′ + (2𝑥 2 − 1)𝑦 ′ − 2(2𝑥 − 1)𝑦 = 0
Exercises C:
1. 𝑥𝑑𝑥 + 𝑦𝑑𝑦 = 0
2. 𝑦 = 𝑥𝑦 ′ − (𝑦 ′ )2
′ 2
3. 𝑥𝑦 ′′√(𝑦 ) +1 ± 𝑥𝑦 ′ 𝑦 ′′ ± [(𝑦 ′ )2 + 1] = 0
4. 𝑦 ′ 𝑦 ′′′ − 3(𝑦 ′′ )2 = 0
5. (𝑥𝑦 ′ − 𝑦)2 = 𝑝2 [1 + (𝑦 ′ )2 ]
Exercises D:
2
1. 𝑒 −𝑥 + 𝑦 −2 = 𝐶
2. 𝑦 (𝑥 2 + 𝐶 ) + 2 = 0
3. 𝑟 = 𝐶 (1 − 𝑏𝑐𝑜𝑠𝜃 )
1 1
4. 𝑒 𝑥 (𝑥 − 1) = + 2 + 𝐶
𝑦 2𝑦
2 2 2
5. 𝑥 + 𝑡𝑎𝑛 𝑦 = 𝐶
Exercises E:
𝑦
1. 𝑥 2 = 6𝑦 2 𝑙𝑛
𝐶
2(
2. 𝑥 𝑦 + 2𝑥) = 𝐶 (𝑦 + 𝑥)
3. (3𝑣 − 𝑢)2 = 𝐶(𝑣 − 𝑢)
4. 𝑥 2 + 4𝑦 2 = 𝐶 (𝑥 + 𝑦)
𝐶
5. (𝑥 2 + 𝑦 2 )3 = 6𝑦 6 𝑙𝑛
𝑦
Exercises F:
1. 𝑥 2 𝑦 − 𝑥 3 + 𝑦 2 = 𝐶
2. 𝑒 𝑥𝑦 − 2𝑥𝑦 3 − 𝑦 2 = 0
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3. 𝐶𝑒 −2𝑥 = 𝑦(𝑥 2 − 𝑦)
𝑦2
4. 𝑙𝑛𝑥 − =𝐶
2𝑥 2
−1
5. −𝑥𝑦 + 2𝑦 2 = 𝐶
BERNOULLI’S EQUATION
Introduction:
In this unit we are going to consider one classical equation which can be transformed
into a Linear Equation the Bernoulli’s Equation after the Swiss mathematician, James
Bernoulli (1654 - 1705).
Unit Objectives:
Lesson Proper:
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𝑑𝑥
2. + 𝑥𝑃 (𝑦) = 𝑥 𝑛 𝑄 (𝑦) 𝑜𝑟 𝑑𝑥 + 𝑥𝑃(𝑦)𝑑𝑦 = 𝑥 𝑛 𝑄(𝑦)𝑑𝑦
𝑑𝑦
where n is any real number ( except 0 and 1 ), are called Bernoulli’s
Equation.
Equation 1. is a Bernoulli’s equation in variable y, while
Equation 2. is a Bernoulli’s equation in variable x.
dy + y P(x)dx = y n Q(x)dx
Then multiply by ( –n + 1 )
(−n + 1)y −n dy + (−n + 1)(y −n+1 )P(x)dx = (−n + 1)Q(x)dx
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𝐝𝐱
𝐝𝐲 + 𝐲 ( ) = 𝐲 𝟐 𝐱𝐝𝐱 𝐞𝐪𝐮𝐚𝐭𝐢𝐨𝐧 𝟏
𝐱
We now solve for the general solution by the method of linear equation
(2.4).
where 𝐼. 𝐹. = 𝑒 − ∫ 𝑑𝑥/𝑥 = 𝑒 −𝑙𝑛𝑥 = 𝑥 −1 ,
𝑧𝑥 −1 = ∫ 𝑥 −1 (−𝑥)𝑑𝑥 𝑤ℎ𝑒𝑟𝑒 𝑧 = 𝑦 −1
𝒙𝒅𝒚 𝟏
EXAMPLE 2. +𝒚=
𝒅𝒙 𝒚𝟐
Solution:
𝑑𝑥
[𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 2 ] (1/𝑥)
𝑦
1 1
𝑑𝑦 + 𝑦 ( ) 𝑑𝑥 = 𝑦 2 ( ) 𝑑𝑥 Bernoulli’s equation in y, where n= –2.
𝑥 𝑥
We let 𝑧 = 𝑦 −(−2)+1 = 𝑦 3 , 𝑑𝑧 = 3𝑦 2
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Solution:
𝑑𝑦 + 𝑦𝑑𝑥 = 𝑦 2 (cos 𝑥 − sin 𝑥)𝑑𝑥, Bernoulli’s equation where n = 2
Solution:
𝑑𝑦 = 𝑦𝑑𝑥 − 𝑥𝑦 3 𝑒 −2𝑥 𝑑𝑥
We let 𝑧 = 𝑦 −3+1 = 𝑦 −2
Solution:
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1
{2𝑦𝑑𝑥 + 𝑥 3 (ln 𝑦)𝑑𝑦 − 𝑥𝑑𝑦 = 0} ( 𝑦)
2
𝑥(−1)𝑑𝑦 𝑥 3 (− ln 𝑦)𝑑𝑦
𝑑𝑥 + − Bernoulli’s equation in x, where n = 3
2𝑦 2𝑦
Let 𝑧 = 𝑥 −2
1
𝑑𝑧 + 𝑧 ( ) 𝑑𝑦 = ln 𝑦(𝑑𝑦/𝑦) the equation becomes linear in z,
𝑦
where 𝐼. 𝐹. = 𝑒 ln 𝑦 = 𝑦
𝑦𝑧 = ∫ ln 𝑦 𝑑𝑦 = (𝑦𝑙𝑛 𝑦 − 𝑦) + 𝐶 𝑤ℎ𝑒𝑟𝑒 𝑧 = 𝑥 −2
1. 𝑦 ′ + 𝑥𝑦 = 𝑥𝑦 2
𝑑𝑦
2. − 𝑦 = 𝑒 𝑥 𝑦2
𝑑𝑥
3. 𝑦𝑑𝑥 = 𝑥(1 + 𝑥𝑦 4 )𝑑𝑦
𝑑𝑦 𝑦 𝑥
4. + =
𝑑𝑥 𝑥 𝑦
5. 6𝑦 2 𝑑𝑥 − 𝑥 (2𝑥 3 + 𝑦)𝑑𝑦 = 0
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II. Objectives
a. Follow the steps in obtaining the higher order differential equations
b. Obtain the general higher order DE reducible to first order
c. Simplify and solve differential equations using D operator
d. Apply D operator in simplifying real life problems
III. Discussion
Note that for an nth order equation we can prescribe exactly n initial values.
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Solution:
a) Reduce the order of the DE by expressing it as
𝑑 2 𝑑𝑦
[ + 𝑦] = 𝑒 𝑥
𝑑𝑥 2 𝑑𝑥
b) Integrating both sides of the equation will yield
𝑑2 𝑑𝑦
∫ 𝑑𝑥2 [𝑑𝑥 + 𝑦] = ∫ 𝑒 𝑥 𝑑𝑥
𝑑 𝑑𝑦
[ + 𝑦] = 𝑒 𝑥 + 𝐶1
𝑑𝑥 𝑑𝑥
c) Integrating further, we have
𝑑 𝑑𝑦
∫ [ + 𝑦] = ∫(𝑒 𝑥 + 𝐶1 )𝑑𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦
Which gives us + 𝑦 = 𝑒 𝑥 + 𝐶1 𝑥 + 𝐶2
𝑑𝑥
Our equation now is reduced to a First order linear DE (FOLDE) with
𝑑𝑦
standard form + (1)𝑦 = 𝑒 𝑥 + 𝐶1 𝑥 + 𝐶2
𝑑𝑥
P(x) Q(x)
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∅(𝑥) = 𝑒 ∫(1)𝑑𝑥 = 𝑒 𝑥
𝑒 𝑥 ∙ 𝑦 = ∫ 𝑒 𝑥 (𝑒 𝑥 + 𝐶1 𝑥 + 𝐶2 )𝑑𝑥
𝑒 𝑥 ∙ 𝑦 = ∫(𝑒 2𝑥 + 𝐶1 𝑥𝑒 𝑥 + 𝐶2 𝑒 𝑥 )𝑑𝑥
Thus 1
𝑦 = 𝑒 𝑥 + 𝐶1(𝑥−1) + 𝐶2 + 𝐶3 𝑒 −𝑥
2
IV. EXERCISES:
Obtain the general solutions to the following higher order DE reducible to first order.
1
1. 𝑦 ,,, − 𝑦 ,, = 0
2
2. 𝑦 (5) − 𝑦 (4) = 0
𝑑𝑝
3. 𝑦 , 𝑦 ,, = 1 using the substitution 𝑦1 = 𝑝 𝑎𝑛𝑑 𝑦 ,, =
𝑑𝑥
𝑑𝑝
4. (1+ 𝑥 2 )𝑦 ,, = 1 + (𝑦 , )2 using the substitution 𝑦 , = 𝑝 𝑎𝑛𝑑 𝑦 ,, = 𝑝
𝑑𝑦
,, , 𝑥
5. 𝑦 − 𝑦 = 𝑒
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Mathematics
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- The most commonly used differential operator is the action of taking the
derivative itself.
Simple equivalents:
D𝑢 𝑚𝑒𝑎𝑛𝑠
𝑑𝑢 𝑑
Du≡ 𝑑𝑥
but uD ≡ 𝑢 𝑑𝑥
𝑑 𝑑𝑦 𝑑2 𝑦
𝐷 2 𝑦 ≡ 𝐷𝑥𝐷𝑦 ≡ 𝑑𝑥 (𝑑𝑥 ) = 𝑑𝑥 2
Similarly 𝐷 2 ≡
𝑑2
𝑎𝑛𝑑 𝐷 3 ≡
𝑑3 Page 50
𝑑𝑥 2 𝑑𝑥 3
Mathematics
DIFFERENTIAL EQUATIONS Education
(2𝐷 2 + 5𝐷 + 2)𝑦 = 0 𝑜𝑟 2𝐷 2 + 5𝐷 + 2 = 0
By factoring we have (2D+1) (D+2) = 0
More examples:
D(𝑥 2 + 2𝑥) = 2𝑥 + 2
D(𝑒 𝑎𝑥 ) = 𝑎𝑒 𝑎𝑥
1
D(ln(x)) =
𝑥
1
D(√𝑥) =
2√𝑥
1. Distributive law
D(u + v) = Du + Dv
2. Index Law
𝐷 𝑚 (𝐷 𝑛 𝑢 ) = 𝐷 (𝑚+𝑛) 𝑢
D(uv) = uDv, only when u is constant.
The Use of D operator in finding the complementary function for linear equations.
Example:
1. Find the complementary function for linear equations of
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𝑑2 𝑑𝑦
−2 − 3𝑦 = 0
𝑑𝑥 2 𝑑𝑥
Solution:
a. Expressing to D operator we have
(𝐷 2 − 2𝐷 − 3)𝑦 = 0 Or 𝐷 2 − 2𝐷 − 3 = 0 ----charac. Polynomial
b. By factoring, we have (D+3)(D-1) = 0
So, 𝐷 = −3 𝑜𝑟 1
∴ 𝑦 = 𝐴𝑒 −3𝑥 + 𝐵𝑒 𝑥
𝑑2 𝑑𝑦
2. solve: −2 +𝑦=0
𝑑𝑥 2 𝑑𝑥
Solution
a. (𝐷 2 − 2𝐷 + 1)𝑦 = 0 or (𝐷 − 1)2 𝑦 = 0
Let (D-1)y=u
∴ (𝐷 − 1)𝑢 = 0 ∴ 𝑢 = 𝐴𝑒 𝑥
∴ (𝐷 − 1)𝑦 = 𝐴𝑒 𝑥
b. Integrating using e-x as the factor
𝑑𝑦
− 𝑦 = 𝐴𝑒 𝑥
𝑑𝑥
y 𝑒 −𝑥 = 𝐴𝑥 + 𝐵
∴ 𝑦 = ( 𝐴𝑥 + 𝐵) 𝑒 𝑥
Solve: 𝑑2𝑦 𝑑𝑦
1. +9 + 8𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 𝑑𝑦
1. +9 + 8𝑦 = 0
𝑑𝑥 2 𝑑𝑥 y= A𝑒 −8𝑥 + 𝐵𝑒 −𝑥
𝑑2𝑦 𝑑𝑦 𝑑2𝑦 𝑑𝑦
2. −3 + 2𝑦 = 0 2. −3 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥
y= 𝑒 2𝑥 − 𝐴𝑒 𝑥
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EQUATION A.
Since D𝑒 𝑎𝑥 = 𝑎𝑒 𝑎𝑥 𝑎𝑛𝑑 𝐷 2 𝑒 𝑎𝑥 = 𝑎2 𝑒 𝑎𝑥
Example.
(𝐷 2 − 5𝐷 + 6)𝑦 = 𝑒 4𝑥
1
∴ y=𝑒 4𝑥 x = 𝑒 4𝑥
𝐷 2 −5𝐷+6
(𝐷 2 − 2𝐷 − 𝑦)𝑦 = 0 or D2-2D-1=0
2±√8
Using the quadratic formula to find D ∴ D= = 1±√2
2
Equation B
1
= 𝑒 𝑎𝑥 (𝑎𝑛 + 𝑛𝑎𝑛−1 𝐷 + 𝑛(𝑛 − 1)𝑎𝑛−2 𝐷 2 + ⋯ … + 𝐷 𝑛 ) 𝑉
2
= 𝑒 𝑎𝑥 (𝐷 + 𝑎)𝑛 V
Examples.
𝑑2 𝑦 𝑑𝑦
1. Simple linear. Evaluate 4 + 16 + 25y = 0
𝑑𝑥 2 𝑑𝑥
Solution: 4𝐷 2 + 16𝐷 + 25 = 0
3𝑖
Solving for D using QF ; D=-2 ±
2
3𝑖 3𝑖
Therefore the equation becomes y =𝐴𝑒 (−2+ 2 )𝑥 + B𝑒 (−2− 2 )𝑥
𝑑2 𝑥
2. Simple linear. Evaluate - 16x= 0
𝑑𝑡 2
𝐷 2 − 16 = 0
Solving for D; D= ±4
3. Complex solutions:
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𝑑2𝜆
Evaluate + 2𝜆 = 0
𝑑𝑥 2
Solution: 𝐷 2 + 2 = 0
∴ 𝜆 = 𝐹𝑐𝑜𝑠√2𝑥 + 𝐸𝑠𝑖𝑛√2𝑥
And so on
Examples:
Workings
Page 55
Mathematics
DIFFERENTIAL EQUATIONS Education
(1)
But
Solution
But since
Exercises:
Page 56
Mathematics
DIFFERENTIAL EQUATIONS Education
I. Learning Objectives
1. The student will be able to transform the equation to auxiliary equation, and
determine the roots of the given equation.
2. The student will find the general solution of second order and nth-order linear
homogeneous equations with constant coefficient.
3. The student will solve homogeneous linear equations with constant coefficients.
II. Introduction.
The linear differential equations with constant coefficient can be observed in many
applications such as LRC circuits, the simple pendulum, certain boundary value problems
and the solution of certain partial differential equations. Moreover, the differential
equations in these situations are all second order equations. Many important models
involve second order differential equations with constant coefficients. Thus, it is important
to investigate how to solve second order differential equations with constant coefficients.
THE GENERAL SOLUTION
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DIFFERENTIAL EQUATIONS Education
The solutions of linear differential equations with constant coefficients of the third
order or higher can be found in similar ways as the solutions of second order linear
equations. For an n-th order homogeneous linear equation with constant coefficients:
𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + . . . +𝑎2 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0, 𝑎𝑛 ≠ 0.
Note 1. In order to determine the n unknown coefficients 𝐶𝑖 , each n-th order equation
requires a set n initial conditions in an initial value problem:
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Such a set of linearly independent solutions, and therefore, a general solution of the
equation, can be found first solving the differential equation’s characteristic equation:
𝑎𝑛 𝑟 𝑛 + 𝑎𝑛−1 𝑟 𝑛−1 + . . . + 𝑎2 𝑟 2 + 𝑎1 𝑟 + 𝑎0 = 0
This is a polynomial equation of degree n, therefore, it has n real and/or complex roots (not
necessarily distinct). Those necessary n linearly independent solutions can then be found
using the three cases be:
Case 1. 𝑚1 𝑎𝑛𝑑 𝑚2 are both real and distinct. Two linearly independent solutions are
𝑒 𝑚1𝑥 𝑎𝑛𝑑 𝑒 𝑚2𝑥 , and general solution is
y = 𝐶1 𝑒 𝑚1𝑥 + 𝐶2 𝑒 𝑚2𝑥
y = 𝐶1 𝐶𝑜𝑠ℎ𝑚1 𝑥 + 𝐶2 𝑆𝑖𝑛ℎ𝑚1 𝑥
Case 2. 𝑚1 = 𝑚2 .Two linearly independent solutions are 𝑒 𝑚1𝑥 𝑎𝑛𝑑 𝑒 𝑚2𝑥 , and general
solution is
y = 𝐶1 𝑒 𝑚1 𝑥 + 𝐶2 𝑋𝑒 𝑚2𝑥
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Case 3. 𝑚1 = 𝑎 + 𝑏𝑖, a complex number. Since 𝑎1 𝑎𝑛𝑑 𝑎0 are assumed real, the roots must
appear in conjugate pairs; thus, the other root is 𝑚2 = 𝑎 − 𝑏𝑖. Two linearly
independent solutions are 𝑒 (𝑎+𝑏𝑖)𝑥 𝑎𝑛𝑑 𝑒 (𝑎−𝑏𝑖)𝑥 , and general solution is
y = 𝐶1 𝑒 (𝑎+𝑏𝑖)𝑥 + 𝐶2 𝑒 (𝑎−𝑏𝑖)𝑥
y = 𝐶1 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥 + 𝐶2 𝑒 𝑎𝑥 𝑆𝑖𝑛𝑏𝑥
Examples:
1. y” + 7y’ - 18y = 0
m2 + 7m - 18 = 0 Auxiliary Equation
(m + 9) (m - 2) = 0 Factor
m + 9 = 0, m - 2 = 0 Equate each actor to zero
𝑚1 = −9 𝑎𝑛𝑑 𝑚2 = 2 Roots are real and distinct
𝑦 = 𝐶1 𝑒 −9𝑥 + 𝐶2 𝑒 2𝑥 General Solution
2. 2y” + 3y’ + y = 0
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3. y” - 4y’ + 2y = 0
m2 – 4m + 2 = 0 Auxiliary Equation
a = 1, b = - 4, c = 2
−𝑏 ± √𝑏2 − 4𝑎𝑐
𝑚= 𝑄𝑢𝑎𝑑𝑟𝑎𝑡𝑖𝑐 𝐹𝑜𝑟𝑚𝑢𝑙𝑎
2𝑎
−(−4) ± √(−4)2 − 4(1)(2)
𝑚= 𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛
2(1)
4 ± √16 − 8
𝑚=
2
4 ± √8
𝑚=
2
𝑚 = 2 ± 2√2
𝑦 = 𝐶1 𝑒 (2+2√2 )𝑥 + 𝐶2 𝑒 (2−2√2 )𝑥
General Solution
4. y” + 6y’ = 0
m2 + 6m = 0 Auxiliary Equation
m (m + 6) = 0 Common Monomial Factor
𝑚1 = 0 𝑎𝑛𝑑 𝑚2 = −6 Roots are real and distinct
𝑦 = 𝐶1 𝑒 0𝑥 + 𝐶2 𝑒 −6𝑥
𝑦 = 𝐶1 (1) + 𝐶2 𝑒 −6𝑥
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Mathematics
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Special Case 1
5. y” – 9y’ = 0
m2 - 9 = 0 Auxiliary Equation
(m - 3) (m + 3) = 0 Factor
𝑚1 = 3 𝑎𝑛𝑑 𝑚2 = −3
𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 −3𝑥
𝑦 = 𝐶1 𝐶𝑜𝑠ℎ(3𝑥) + 𝐶2 𝑆𝑖𝑛ℎ(3𝑥) General Solution
Examples:
1. y” – 6y’ + 9y = 0
m2 – 6m + 9 = 0 Auxiliary Equation
(m + 3) (m + 3) = 0 Factor
m + 3 = 0, m + 3 = 0
𝑚1 = −3 𝑎𝑛𝑑 𝑚 2 = −3 Repeated real roots
2. 4y” + 4y’ + y = 0
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4m2 + 4m + 1 = 0
(2m + 1) (2m + 1) = 0
2m + 1 = 0, 2m + 1 = 0
1 1
𝑚1 = − 𝑎𝑛𝑑 𝑚 2 = −
2 2
1 1
𝑦 = 𝐶1 𝑒 −2 + 𝐶2 𝑋𝑒 −2 General Solution
3. y” - 2√5 𝑦’ + 5y = 0
𝑚2 − 2√5 𝑚 + 5 = 0
(𝑚 − √5)(𝑚 − √5) = 0
𝑚 = √5
𝑦 = 𝐶1 𝑒 √5𝑥 + 𝐶2 𝑋𝑒 √5𝑥 General Solution
Examples:
1. y” – 4y’ + 13y = 0
m2 – 4m + 13 = 0 Auxiliary Equation
a = 1, b = – 4, c = 13
Quadratic Formula
−𝑏 ± √𝑏2 − 4𝑎𝑐
𝑚=
2𝑎
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−4 ± √−36
𝑚=
2
m = 2 ± 3i Imaginary roots
𝑦 = 𝐶1 𝑒 (2+3𝑖)𝑥 + 𝐶2 𝑒 (2−3𝑖)𝑥
2. y” + 4y’ + 5y = 0
m2 + 4m + 5 = 0
a = 1, b = 4, c = 5
Quadratic Formula
−𝑏 ± √𝑏2 − 4𝑎𝑐
𝑚=
2𝑎
−4 ± √(4)2 − 4(1)(5)
𝑚=
2(1)
−4 ± √−4
𝑚=
2
m=-2±i
𝑦 = 𝐶1 𝑒 (−2+𝑖)𝑥 + 𝐶2 𝑒 (2−𝑖)𝑥
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1. 𝑦 (4) − 3𝑦 ′′ − 28𝑦 = 0
𝑚4 − 3𝑚2 − 28 = 0
(𝑚2 − 7)(𝑚2 + 4) = 0
𝑚2 − 7 = 0, 𝑚2 + 4 = 0
𝑚 = ±√7, 𝑚 = ± 2𝑖
𝒚 = 𝑪𝟏 𝒆√𝟕𝒙 + 𝑪𝟐 𝒆−√𝟕𝒙 + 𝑪𝟑 𝑪𝒐𝒔𝟐𝒙 + 𝑪𝟒 𝑺𝒊𝒏𝟐𝒙 General Solution
𝒚 = 𝑪𝟏 𝑪𝒐𝒔𝒉√𝟕𝒙 + 𝑪𝟐 𝑺𝒊𝒏𝒉 √𝟕𝒙 + 𝑪𝟑 𝑪𝒐𝒔𝟐𝒙 + 𝑪𝟒 𝑺𝒊𝒏𝟐𝒙
2. 𝑦 (4) + 𝑦 (3) − 𝑦 ′′ + 6𝑦 = 0
Synthetic division
1 1 –7 –1 6 1
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1 2 –5 –6
1 2 –5 –6 0
𝑚3 + 2𝑚2 − 5𝑚 − 6
𝑚2 + 𝑚 − 6 = 0
(m+3)(m – 2) = 0
Roots: 1, – 1, 2, – 3
𝒚 = 𝑪𝟏 𝒆𝒙 + 𝑪𝟐 𝒆−𝒙 + 𝑪𝟑 𝒆𝟐𝒙 + 𝑪𝟒 𝒆−𝟑𝒙
𝒚 = 𝑪𝟏 𝑪𝒐𝒔𝒉𝑿 + 𝑪𝟐 𝑺𝒊𝒏𝒉 𝑿 + 𝑪𝟑 𝒆𝟐𝒙 + 𝑪𝟒 𝒆−𝟑𝒙 General Solution
3. Find the general solution to a sixth-order homogeneous differential equation for y(x)
with real numbers as coefficients if one solution is known to be 𝑥 2 𝑒 7𝑥 cos 5𝑥.
If 𝑥 2 𝑒 7𝑥 cos 5𝑥 is a solution, then so too are 𝑥𝑒 7𝑥 cos 5𝑥 and 𝑒 7𝑥 cos 5𝑥.
Furthermore, because complex roots of a characteristic equation come in conjugate
pairs, every solution containing a cosine term is matched with another solution
containing a sine term. Consequently, 𝑥 2 𝑒 7𝑥 sin 5𝑥, 𝑥𝑒 7𝑥 sin 5𝑥, and 𝑒 7𝑥 sin 5𝑥 are
also solutions. We now have six linearly independent solutions to a sixth-order
linear, homogeneous differential equation, so we can write the general solution as
1. (𝐷 2 − 3𝐷 + 2) 𝑦 = 0
2. (𝐷 2 + 4𝐷 − 5) 𝑦 = 0
3. (𝐷 2 + 4𝐷 + 3) 𝑦 = 0
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4. 𝐷 2 𝑦 + 3𝑦 = 5𝐷𝑦
5. (4𝐷 3 − 5𝐷) 𝑦 = 0
6. 𝐷 3 𝑦 = 𝐷𝑦
7. (𝐷 3 − 3𝐷 2 − 𝐷 + 3) 𝑦 = 0
8. (𝐷 4 − 𝐷 3 − 7𝐷 2 + 3𝑑) 𝑦 = 0
9. (𝐷 2 + 4𝐷 + 4) 𝑦 = 0
10. 𝑦 (4) − 9𝑦 ′′ + 20𝑦 = 0
11. y’’’ – 6y’’ + 2y’ + 36y = 0
SOLUTION:
1. (𝐷 2 − 3𝐷 + 2) 𝑦 = 0
𝑚2 − 3𝑚 + 2 = 0
(m – 2)(m – 1) = 0
𝑟𝑜𝑜𝑡𝑠 ∶ 2, 1
∴ 𝒚 = 𝑪𝟏 𝒆𝒙 + 𝑪𝟐 𝒆𝟐𝒙
2. (𝐷 2 + 4𝐷 − 5) 𝑦 = 0
𝑚2 + 4𝑚 − 5 = 0
(m + 5)(m – 1) = 0
𝑟𝑜𝑜𝑡𝑠 ∶ −5, 1
∴ 𝒚 = 𝑪𝟏 𝒆𝒙 + 𝑪𝟐 𝒆−𝟓𝒙
3. (𝐷 2 + 4𝐷 + 3) 𝑦 = 0
𝑚2 + 4𝑚 + 3 = 0
(m + 3)(m + 1) = 0
𝑟𝑜𝑜𝑡𝑠 ∶ −3, −1
∴ 𝒚 = 𝑪𝟏 𝒆𝒙 + 𝑪𝟐 𝒆𝟐𝒙
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4. 𝐷 2 𝑦 + 3𝑦 = 5𝐷𝑦
(𝐷 2 − 5𝐷 + 3)𝑦 = 0
𝑚2 − 5𝑚 + 3 = 0
a = 1, b = - 5, c = 3
−𝑏 ± √𝑏2 − 4𝑎𝑐
𝑚=
2𝑎
−(−5) ± √(−5)2 − 4(1)(3)
𝑚= 𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛
2(1)
5 ± √25 − 12
𝑚=
2
5 ± √13
𝑚=
2
5 + √13 5 − √13
𝑟𝑜𝑜𝑡𝑠 ∶ ,
2 2
5+√13 5−√13
( )𝑥 ( )𝑥
∴ 𝑦 = 𝐶1 𝑒 2 + 𝐶2 𝑒 2
5 √13 −√13
( )𝑥 ( )𝑥
∴𝑦= 𝑒 2𝑥 [𝐶1 𝑒 2
+ 𝐶2 𝑒 2
]
5. (4𝐷 3 − 5𝐷) 𝑦 = 0
4𝑚3 − 5𝑚 = 0
m(4𝑚2 − 5) = 0
4𝑚2 = 5
5 1
𝑚 = ± √ = ± √5
4 2
√5 √5
𝑟𝑜𝑜𝑡𝑠: 0, ,−
2 2
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√5 √5
∴ 𝑦 = 𝐶1 𝑒 0 + 𝐶2 𝑒 2 𝑥 + 𝐶3 𝑒 − 2
𝑥
√5 √5
∴ 𝑦 = 𝐶1 + 𝐶2 𝑒 2 𝑥 + 𝐶3 𝑒 − 2
𝑥
6. 𝐷 3 𝑦 = 𝐷𝑦
(𝐷 3 − 𝐷 )𝑦 = 0
𝑚3 − 𝑚 = 0
𝑚 (𝑚 2 − 1) = 0
m (m – 1) (m + 1) = 0
roots: 0, 1, – 1
∴ 𝑦 = 𝐶1 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑒 −𝑥
7. (𝐷 3 − 3𝐷 2 − 𝐷 + 3) 𝑦 = 0
𝑚3 − 3𝑚2 − 𝑚 + 3 = 0
(m – 3) (m – 1) (m + 1) = 0
roots: 3, 1, – 1
∴ 𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 𝑥 + 𝐶3 𝑒 −𝑥
8. (𝐷 4 − 𝐷 3 − 7𝐷 2 + 3𝑑) 𝑦 = 0
𝑚4 − 𝑚3 − 7𝑚2 + 3𝑚 = 0
𝑚(𝑚3 − 𝑚2 − 7𝑚 + 3) = 0
𝑚(𝑚 − 3)(𝑚2 + 2𝑚 − 1) = 0
consider (𝑚2 + 2𝑚 − 1) = 0
−𝑏 ± √𝑏2 − 4𝑎𝑐
𝑚= 𝑏𝑦 𝑄𝑢𝑎𝑑𝑟𝑎𝑡𝑖𝑐 𝐹𝑜𝑟𝑚𝑢𝑙𝑎
2𝑎
−2 ± √(2)2 − 4(1)(−1)
𝑚= 𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛
2(1)
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−2 ± √4 + 4
𝑚=
2
−2 ± √8
𝑚=
2
−2 ± 2√2
𝑚=
2
𝑚 = −1 ± √2
roots: 0, 3, −1 + √2 , −1 − √2
9. (𝐷 2 + 4𝐷 + 4) 𝑦 = 0
𝑚2 + 4𝑚 + 4 = 0
(m + 2) (m + 2)
roots: – 2, – 2
∴ 𝑦 = (𝐶1 + 𝐶2 𝑋 )𝑒 −2𝑥
𝑚4 − 9𝑚2 + 20 = 0
(m – 2) (m + 2) (m - √5 ) (m + √5 )
Roots: 2, – 2, √5 , −√5
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𝑦 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 −2𝑥 + 𝐶3 𝑒 √5 + 𝐶4 𝑒 −√5
𝑦 = 𝐶1 𝐶𝑜𝑠ℎ 2𝑥 + 𝐶2 𝑆𝑖𝑛ℎ2𝑥 + 𝐶3 𝐶𝑜𝑠ℎ√5𝑥 + 𝐶4 𝑆𝑖𝑛ℎ √5𝑥
𝑚3 − 6𝑚2 + 2𝑚 + 36 = 0
Objectives:
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1. Derive the equation being used for law of exponential growth and decay.
2. Determine the quantities necessary in solving growth and decay problems.
3. Learn to evaluate and solve growth and decay problems.
4. Understand the applicability of growth and decay problems in real life situation.
C = initial value
k = constant of proportionality
if k > 0, exponential growth occurs
if k < 0, exponential decay occurs
Proof:
y' = ky
y′
=k
𝑦
𝑦′ 𝑑𝑦
∫ 𝑦 𝑑𝑡 = ∫ 𝑘𝑑𝑡 = 𝑦′ 𝑑𝑦 = 𝑦′𝑑𝑡
𝑑𝑡
1
∫ 𝑑𝑡 = ∫ 𝑘𝑑𝑡
𝑦
ln 𝑦 = 𝑘𝑡 + 𝑐
𝑒 ln 𝑦 = 𝑒 𝑘𝑡+𝑐
𝑦 = 𝑒 𝑘𝑡 𝑒 𝑐 𝑦 = 𝐶𝑒 𝑘𝑡
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Example 1. At the start of an experiment, there are 100 bacteria. If the bacteria follow an
exponential growth pattern with rate k = 0:02, what will be the population after 5 hours?
How long will it take for the population to double?
a) Given:
k = 0.02
t = 5 hours
Find: P(5) = y
Solution:
P(t) = P(0)ekt
b) time to double
2P(0) = P(0)ekt
2 = e0.02t
ln 2 = ln e0.02t
ln 2 = 0.02t
t = ln 2/0.02
t = 34.6574 hours
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Given:
t = 6 years
Solution:
2P in 6 years, therefore
2P = Pert - DPE
ln 2 = ln e6r
ln 2 = 6r
r ≈ 0.1155 = 11.55%
Given:
t1 = 0 t2 = 2
y1 = 2 y2 = 4
Find: y when t = 3
Solution:
2 = Ce(0)(k)
2 = Ce0 then 2 = C
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4 = 2e(2)(k) - DPE
ln 2 = lne2k
ln 2 = 2k
k = ½ ln 2
k ≈ 0.3466
y= 5.657
Given:
C1 = 6,000 bacteria t1 = 0
C2 = 6,400 bacteria t2 = 1
Solution:
y = Cekt
6,000 = Ce(0)(k)
ln 1.07 = lnek
ln 1.07 = k
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k ≈ 0.06454
ln 1.67 = ln e(0.06454)t
t = ln 1.67/0.06454
t = 7.915 ≈ 8 hours
Example 5. Use the fact that the world population was 2560 million people in 1950 and
3040 million in 1960 to model the population of the world in the second half of the 20th
century. (Assume that the growth rate is proportional to the population size.) What is the
relative growth rate k? Use the model to estimate the world population in 1993 and to
predict the population in the year 2020.
Given:
t1 = 0 (1950) t2 = 10 (1960)
Solution:
a) y = Cekt
P2 = P1ekt
ln 1.18 = ln e10k
ln 1.18 = 10k
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k = 1/10(ln 1.18)
k = 0.017185
1) Solve a certain organism develops with a constant relative growth of 0.2554 per
member per day. Suppose the organism starts on day zero with 10 members. Find
the population size after 7 days.
2) A population of a small city had 3,000 people in the year 2000 and has grown
at a rate proportional to its size. In the year 2005 the population was 3,700.
a) Find an expression for the number of people in the city t years after the year
2000.
b) Estimate the population of the city in 2006. In 2010.
c) Find the rate of growth of the population in 2006.
d) Assuming the growth continues at the same rate, when will the town have
2,5000 people?
3) A bacteria culture starts with 500 bacteria and after 3 hours there are 8,000
bacteria (assume exponential growth model).
a) Find an expression for the number of bacteria after t hours.
b) Find the number of bacteria after 4 hours.
c) When will the population reach 30,000?
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a) A sample of radium-226 has a mass of 100 mg. Find the formula for the mass of
226/88Ra that remains after t years.
b) Find the mass after 1000 years correct to the nearest milligram.
Given:
t1 = 1590 years
m = 100 mg
Find: a) Formula for mass b) Mass after 1,000 years and c) Time needed for 30 mg
Solution:
y = Cekt
50 = 100e1590k - DPE
ln 0.5 = ln e1590k
ln 0.5 = 1590k
b) m(t) = m(0)e-0.000436t
m(1000) = 100e-0.000436(1000)
m(1000) ≈ 65 mg
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c) m(t) = m(0)e-0.000436t
30 = 100e-0.000436t - DPE
ln 0.3 = -0.000436t
Example 2. Suppose that 10 grams of the plutonium isotope Pu-239 was released in the
Chernobyl nuclear accident. How long will it take for the 10 grams to decay to 1 gram?
Pu-239 has a half-life of 24,100 years.
Given:
m1 = 10 g m2 = 1 g
Find: t
Solution:
y = Cekt
5 = 10e24,100k - DPE
ln 0.5 = ln e24,100k
ln 0.5 = 24,100k
m(1) = 10e-0.000028761t
1 = 10e-0.000028761t - DPE
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ln 0.1 = ln e-0.000028761t
Example 3. A sample contains 1 gram of radium. How much radium will remain after
1000 years? (Use a half-life of 1620 years.)
Given:
m1 = 1 g
t1 = 0 t2 = 1000 years
Solution:
y = Cekt
ln 0.5 = ln e1620k
ln 0.5 = 1620k
m(1000) = 10e-0.0004279(1000)
m(1000) = 10e-0.0004279(1000)
m(1000) ≈ 0.652 g
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Example 4. You find a skull in a nearby Native American ancient burial site and with the
help of a spectrometer, discover that the skull contains 9% of the C-14 found in a modern
skull. Assuming that the half life of C-14 (radiocarbon) is 5730 years, how old is the skull?
Given:
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Solution:
y = Cekt
ln 0.5 = ln e5730k
ln 0.5 = 5730k
ln 0.09 = ln e-0.000121t
t = 1/-0.000121 ln 0.09 ≈ 19,905 years (So, the skull is about 20,000 years old.)
a) Suppose a sample originally has a mass of 800 mg. Find a formula for the mass
remaining after t days.
b) Find the mass remaining after 30 days.
c) When is the mass reduced to 1 mg.
2) Radiocarbon Dating. Scientists can determine the age of ancient objects (fossils,
for example) using radiocarbon dating. The bombardment of the upper atmosphere
by cosmic rays converts nitrogen to a radioactive isotope of carbon, C14 , with a
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half-life of about 5,730 years. Vegetation absorbs carbon dioxide through the
atmosphere and animal life assimilates C14 through food chains. When a plant or
animal dies, it stops replacing its carbon and the amount of C14 begins to decrease
through radioactive decay. Therefore, the level of radioactivity must also decay
exponentially. Suppose a fossil found has about 35 % as much C14 radioactivity
as normal animals do on Earth today. Estimate the age of the fossil.
a) If a sample has a mass of 50 mg, find a formula for the mass that remains
after t seconds.
b) How long would it take for the mass to decay to 40 mg?
5) Atmospheric pressure (the pressure of air around you) decreases as you go higher.
It decreases about 12% for every 1000 m. The pressure at sea level is about 1013
hPa (depending on weather).
b) What would the pressure be on the roof of the Empire State Building (381 m),
and at the top of Mount Everest (8848 m)?
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II. PRESENTATION
History of Sir Isaac Newton (1642–1727)
English physicist, mathematician, and natural philosopher
Born in Lincolnshire, England in mid-seventeenth century to a
farming family
Attended Cambridge College
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1. A thermometer is taken from a room that is 200 𝐶 to the outdoors where the
temperature is 50 𝐶. After one minute, the thermometer reads 120 𝐶. Use Newton’s
Law of Cooling to answer the following questions.
(a) What will the reading on the thermometer be after one more minute?
(b) When will the thermometer read 60 𝐶?
Solution: If T is the thermometer temperature, then Newton’s Law of Cooling tells
us that
𝑑𝑇
= 𝑘 (5 − 𝑇 )
𝑑𝑡
𝑇(0) = 20
We still need to find the value of 𝑘. We can do this by using the given information
that 𝑇(1) = 12. In fact, let us pause here to consider the general problem of
finding the value of 𝑘. We will obtain some facts that can be used in the rest of the
problems involving Newton’s Law of Cooling. Suppose that we have the model
𝑑𝑇
= 𝑘 (𝑇𝑠 − 𝑇)
𝑑𝑡
𝑇(0) = 𝑇0
𝑇(𝑡1 ) = 𝑇1
where 𝑇1 is some time other than 0. Then, from the first two equations in the
model, we obtain
𝑇 = 𝑇8 + (𝑇0 − 𝑇8 ) = 𝑒 −𝑘𝑡
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𝑇8 + (𝑇0 − 𝑇8 ) = 𝑒 −𝑘𝑡 = 𝑇1 .
Thus
(𝑇0 − 𝑇8 ) = 𝑒 −𝑘𝑡 = 𝑇1 + 𝑇8
which given us
𝑇1 −𝑇8
𝑒 −𝑘𝑡 =
𝑇0 −𝑇8
or
𝑇0 −𝑇8 1 𝑇0 −𝑇8
𝑒 𝑘𝑡 = or 𝑘= 𝐼𝑛 ( )
𝑇1 −𝑇8 𝑇1 𝑇1 −𝑇8
The latter equation gives us the value of 𝑘. However, note that, in most problems that we
deal with, it is not really necessary to fine the value of . Since the term 𝑒 −𝑘𝑡 that appears
in the solution of Newton’s Law of Cooling can be written as
𝑒 −𝑘𝑡 = (𝑒 −𝑘𝑡 )
we really just need (in most situation) to know the value of 𝑒 −𝑘𝑡 , and this value has been
obtained in the work done above. In particular, the solution of Newton’s Law of Cooling,
𝑇 = 𝑇8 + (𝑇0 − 𝑇8 ) = 𝑒 −𝑘𝑡 ,
can be written as
or as
𝑇1 −𝑇8 −𝑘𝑡
𝑇 = 𝑇8 + (𝑇0 − 𝑇8 ) ( )
𝑇0 −𝑇8
Returning now to the problem at hand (with the thermometer), we see that the
temperature function for the thermometer is
7
𝑇 = 5 + 15 ( )
15
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To find what thermometer will read two minutes after being taken outside, we compute
7
𝑇(2) = 5 + 15 ( ) 8.3
15
which tells us that thermometer will read about 8.30C two minutes after being taken
outside.
Finally, to determine when the thermometer will read 60C, we solve the equation
7
5 + 15 ( )=6
15
The step-by-step solution of this equation is
7
15 ( ) = 1
15
7 1
( )=
15 15
7 1
𝐼𝑛 (( )) = 𝐼𝑛 ( )
15 15
7 1
𝑡 𝐼𝑛 ( ) = 𝐼𝑛 ( )
15 15
𝐼𝑛(1/15)
𝑡= 3.5
𝐼𝑛(7/15)
Thus, the thermometer will reach 60C after being outside for about 3.5 minutes.
Let us remember, in solving the next problem, that the solution of the problem
𝑑𝑡
= 𝑘 (𝑇8 − 𝑇)
𝑑𝑡
𝑇(0) = 𝑇8 𝑇(𝑡1 ) = 𝑇1
(which type of problem is called a boundary value problem because we are given
prescribed values of a differential equation at two points) can be written as
𝑇1 − 𝑇8 −𝑘𝑡
𝑇 = 𝑇8 + (𝑇0 − 𝑇8 ) ( )
𝑇0 − 𝑇8
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𝑑𝑇
= 𝑘(50 − 𝑇)
𝑑𝑡
𝑇(0) = 70 𝑇(2) = 60
whose solution is
1 1/2
𝑇 = 50 + 20 ( )
2
We would like to find the value of t for which 𝑇(𝑡 ) = 98.6. Solving the equation
1 1/2
50 + 20 ( ) = 98.6
2
𝐼𝑛(48.6/20) 1/2
given us 𝑡 = 2( ) ≈ −2.56.
𝐼𝑛(1/2)
It appears that this person was murdered at about 5:30P.M. or so, Here is a graph of the
function
1 1/2
𝑇 = 50 + 20 ( )
2
over the time interval −2.56 ≤ 𝑡 ≤ 2.56.
3. You can find the temperature inside your refrigerator without putting a
thermometer inside. Take a can of soda from refrigerator, let it warm for half an
hour, then record its temperature. Let it warm for another half an hour and record
1
its temperature again. Suppose that the readings are 𝑇 ( ) = 450 𝐹 𝑎𝑛𝑑 𝑇(1) =
2
0 0
55 𝐹. Assuming that the room temperature is 70 𝐹, what is the temperature
inside the refrigerator?
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Solution: Taking the time one half hour after the soda was removed from the
refrigerator to be the “zero time” (and stating the given information in an appropriate
way), we have the boundary value problem
𝑑𝑇
= 𝑘 (70 − 𝑇)
𝑑𝑡
𝑇(0) = 45 𝑇(1/2) = 55
3 2𝑡
𝑇 = 70 − 25 ( )
5
To check this formula for reasonableness, we observe that the formula gives us
3 2(0)
𝑇(0) = 70 − 25 ( ) = 45
5
and
1
1 3 2(2)
𝑇 ( ) = 70 − 25 ( ) = 55.
2 5
The temperature of the refrigerator is the temperature of the can of soda at time 𝑡 =
−1/2, so we see that the temperature of the refrigerator is
1
1 3 2(−2)
𝑇 (− ) = 70 − 25 ( )
2 5
3
= 70 − 25 ( )
5
≈ 28.30 𝐹.
4. John and Maria are having dinner and each orders a cup of coffee. John cools his
coffee with three tablespoons of cream. They wait ten minutes and then Maria
cools her coffee with three tablespoons of cream. The two then begin to drink.
Who drinks the hotter coffee? (Assume that adding three tablespoons of cream to
coffee immediately cools the coffee by 100 𝐹.
Solution: Let 𝑡0 be the time that John adds cream and let 𝑡1 be the time (tem
minutes after 𝑡0 ) that Maria adds cream.
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At time 𝑡0 , John’s coffee is 100 𝐹 cooler than Maria’s coffee. During the ten
minute time interval from time 𝑡0 to time 𝑡1 , both John’s and Maria’s coffees are
cooling (getting closer to room temperature). However, during this ten second time
interval, John’s coffee is cooling more slowly than Maria’s coffee, and Maria’s coffee
is always warmer than John’s coffee. At time 𝑡1 , there must be less than 100 𝐹
difference between the coffee temperatures. Thus, when Maria adds cream, it drops
her coffee’s temperature below that of John’s coffee temperature, so John drinks the
warmer coffee.
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MIXING PROBLEMS
In these problems we will start with a substance that is dissolved in a liquid. Liquid will
be entering and leaving a holding tank. The liquid entering the tank may or may not
contain more of the substance dissolved in it. Liquid leaving the tank will of course
contain the substance dissolved in it. If Q(t) gives the amount of the substance dissolved
in the liquid in the tank at any time t we want to develop a differential equation that,
when solved, will give us an expression for Q(t). Note as well that in many situations we
can think of air as a liquid for the purposes of these kinds of discussions and so we don’t
actually need to have an actual liquid, but could instead use air as the “liquid”.
The main assumption that we’ll be using here is that the concentration of the substance in
the liquid is uniform throughout the tank. Clearly this will not be the case, but if we
allow the concentration to vary depending on the location in the tank the problem
becomes very difficult and will involve partial differential equations, which is not the
focus of this course.
Rate at Rate at
Rate of
which Q(t) which Q(t)
change of =
enters the exits the
Q(t)
tank tank
where,
Rate at which Q(t) enters the tank = (flow rate of liquid entering) x
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Rate at which Q(t) exits the tank = (flow rate of liquid exiting) x
Example 1 A 1500 gallon tank initially contains 600 gallons of water with 5 lbs of salt
dissolved in it. Water enters the tank at a rate of 9 gal/hr and the water entering the
tank has a salt concentration of lbs/gal. If a well mixed solution leaves the
tank at a rate of 6 gal/hr, how much salt is in the tank when it overflows?
Solution
First off, let’s address the “well mixed solution” bit. This is the assumption that was
mentioned earlier. We are going to assume that the instant the water enters the tank it
somehow instantly disperses evenly throughout the tank to give a uniform concentration
of salt in the tank at every point. Again, this will clearly not be the case in reality, but it
will allow us to do the problem.
Now, to set up the IVP that we’ll need to solve to get Q(t) we’ll need the flow rate of the
water entering (we’ve got that), the concentration of the salt in the water entering (we’ve
got that), the flow rate of the water leaving (we’ve got that) and the concentration of the
salt in the water exiting (we don’t have this yet).
So, we first need to determine the concentration of the salt in the water exiting the
tank. Since we are assuming a uniform concentration of salt in the tank the concentration
at any point in the tank and hence in the water exiting is given by,
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The amount at any time t is easy it’s just Q(t). The volume is also pretty easy. We start
with 600 gallons and every hour 9 gallons enters and 6 gallons leave. So, if we use t in
hours, every hour 3 gallons enters the tank, or at any time t there is 600 + 3t gallons of
water in the tank.
So, here’s the general solution. Now, apply the initial condition to get the value of the
constant, c.
Now, the tank will overflow at t = 300 hrs. The amount of salt in the tank at that time is.
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Note that the whole graph should have small oscillations in it as you can see in the range
from 200 to 250. The scale of the oscillations however was small enough that the
program used to generate the image had trouble showing all of them.
Example 2 A 1000 gallon holding tank that catches runoff from some chemical
process initially has 800 gallons of water with 2 ounces of pollution dissolved in
it. Polluted water flows into the tank at a rate of 3 gal/hr and contains 5 ounces/gal of
pollution in it. A well mixed solution leaves the tank at 3 gal/hr as well. When the
amount of pollution in the holding tank reaches 500 ounces the inflow of polluted
water is cut off and fresh water will enter the tank at a decreased rate of 2 gal/hr while
the outflow is increased to 4 gal/hr. Determine the amount of pollution in the tank at
any time t.
Solution
Okay, so clearly the pollution in the tank will increase as time passes. If the amount of
pollution ever reaches the maximum allowed there will be a change in the situation. This
will necessitate a change in the differential equation describing the process as well. In
other words, we’ll need two IVP’s for this problem. One will describe the initial
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situation when polluted runoff is entering the tank and one for after the maximum
allowed pollution is reached and fresh water is entering the tank.
The first one is fairly straight forward and will be valid until the maximum amount of
pollution is reached. We’ll call that time tm. Also, the volume in the tank remains
constant during this time so we don’t need to do anything fancy with that this time in the
second term as we did in the previous example.
We’ll need a little explanation for the second one. First notice that we don’t “start over”
at t = 0. We start this one at tm, the time at which the new process starts. Next, fresh
water is flowing into the tank and so the concentration of pollution in the incoming water
is zero. This will drop out the first term, and that’s okay so don’t worry about that.
Now, notice that the volume at any time looks a little funny. During this time frame we
are losing two gallons of water every hour of the process so we need the “-2” in there to
account for that. However, we can’t just use t as we did in the previous example. When
this new process starts up there needs to be 800 gallons of water in the tank and if we just
use t there we won’t have the required 800 gallons that we need in the equation. So, to
make sure that we have the proper volume we need to put in the difference in times. In
this way once we are one hour into the new process (i.e t - tm = 1) we will have 798
gallons in the tank as required.
Finally, the second process can’t continue forever as eventually the tank will empty. This
is denoted in the time restrictions as te. We can also note that te = tm + 400 since the tank
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will empty 400 hours after this new process starts up. Well, it will end provided
something doesn’t come along and start changing the situation again.
Okay, now that we’ve got all the explanations taken care of here’s the simplified version
of the IVP’s that we’ll be solving.
The first IVP is a fairly simple linear differential equation so we’ll leave the details of the
solution to you to check. Upon solving you get.
Now, we need to find tm. This isn’t too bad all we need to do is determine when the
amount of pollution reaches 500. So we need to solve.
So, the second process will pick up at 35.475 hours. For completeness sake here is the
IVP with this information inserted.
This differential equation is both linear and separable and again isn’t terribly difficult to
solve so I’ll leave the details to you again to check that we should get.
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So, a solution that encompasses the complete running time of the process is
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ADDITIONAL PROBLEMS
1. A tank initially contains 40 gal of pure water. A salt solution containing 2 pounds
of salt per gallon of water is poured into the tank at a rate of 3 gal/min. The
mixture is stirred and is drained out of the tank at the same rate. a. Find the
amount of salt in the tank at any time t. b. Find the amount of salt in the tank after
half an hour. c. Find the amount of salt in the tank after a “long time”.
2. A tank initially contains 200 gallons of water in which 50 lbs of salt are dissolved.
A salt solution containing 0.5 pound of salt per gallon is poured into the tank at a
rate of 1 gal/min. The mixture in the tank is stirred and drained off at the rate of 2
gal/min. a. Find the amount of salt in the tank until the tank is empty. b. Find the
concentration of the salt in the tank until the tank is empty c. Find the
concentration of salt in the tank at the exact time the tank becomes empty.
3. Consider a large vat containing sugar-water that is to be made into soft drinks such
that the vat contains 100 gallons of liquid. We note that the amount flowing in is
the same as the amount flowing out, so there are always 100 gallons in the vat, and
the vat is kept well mixed, so the concentration of sugar is uniform throughout the
vat. The sugar-water containing 5 tablespoons per gallon enters the vat through
pipe A at a rate of 3 gallons per minute. Also, the sugar-water containing 10
tablespoons of sugar per gallon enters the vat through pipe B at a rate of 1 gallon
per minute. If the sugar-water leaves the vat through pipe C at rate of 4 gallons per
minute, find the amount of sugar contained in the vat at any time t.
4. A tank initially holds 80 gal of a brine solution containing 1/8 lb of salt per gallon.
At t = 0, another brine solution containing 1 Ib of salt per gallon is poured into the
tank at the rate of 4 gal/min, while the well-stirred mixture leaves the tank at the
rate of 8 gal/min. Find the amount of salt in the tank when the tank contains
exactly 40 gal of solution.
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while the well-stirred mixture leaves the tank at the rate of 2 gal/min. Find (a) the
amount of time required for overflow to occur and (b) the amount of salt in the
tank at the moment of overflow.
Consider a vertically falling body of mass m that is being influenced only by gravity g
and an air resistance that is proportional to the velocity of the body. Assume that both
gravity and mass remain constant and, for convenience, choose the downward direction
as the positive direction.
Newton's second law of motion: The net force acting on a body is equal to the time rate
of change of the momentum of the body; or, for constant mass,
dv
F m
dt
where F is the net force on the body and v is the velocity of the body, both at time t.
For the problem at hand, there are two forces acting on the body: (1) the force due to
gravity given by the weight w of the body, which equals mg, and (2) the force due to air
resistance given by -kv, where k > 0 is a constant of proportionality. The minus sign is
required because this force opposes the velocity; that is, it acts in the upward, or negative,
direction. The net force F on the body is, therefore, F = mg-kv. Substituting this result
into, we obtain
dv
mg kv m
dt
or
dv k
vg
dt m
as the equation of motion for the body. If air resistance is negligible or nonexistent, then
k = 0 and the previous equation simplifies to
dv
g
dt
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Locate the coordinate system with the ground now situated at x = 3000. Here w = 2 Ib
and k= 1/8. Assuming gravity g is 32 ft/sec2, we have from the formula w = mg that 2 =
m(32) or that the mass of the ball is m= 1/16 slug.
dv
2v 32
dt
At t= 0, we are given that v = 0. Substituting these values into the previous equation, we
obtain
0 ce2(0) 16 c 16
v(t ) 16e2t 16
(a) We see that as t —> , v —> 16 so the limiting velocity is 16 ft/sec2. (b) To find the
time it takes for the ball to hit the ground (x = 3000), we need an expression for the
position of the ball at any time t. Since v = dx/dt, (2) can be rewritten as
dx
16e2t 16
dt
Integrating both sides of this last equation directly with respect to t, we have
0 8e 2(0) 16(0) c1 8 c1
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The ball hits the ground when x(t) = 3000. Substituting this value into the previous
equation, we have
or
376 e2t 2t
Although the last equation cannot be solved explicitly for t, we can approximate the
solution by trial and error, substituting different values of t into that equation until we
locate a solution to the degree of accuracy we need. Alternatively, we note that for any
large value of t, the negative exponential term will be negligible. A good approximation
is obtained by setting 2t = 376 or t = 188 sec. For this value of t, the exponential is
essentially zero.
(a) Locate the coordinate system. Here w = 64 Ib. Since w = mg, it follows that mg = 64,
or m = 2 slugs. Given that v: = 128 ft/sec, it follows that 128 = 64/k, or k = 1/2.
Substituting these values into the differential equation for freely falling objects, we obtain
the linear differential equation
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dv 1
v 32
dt 4
At t = 0, we are given that v = 10. Substituting these values, we have 10 = ce° + 128, or c
= -118. The velocity at any time t is given by
t
v 118e 4
128
0 472e0 128(0) c1
ADDITIONAL PROBLEMS
1. A body of mass 3 slugs is dropped from a height of 500 ft in a with zero velocity.
Assuming no air resistance, find (a) an expression for the velocity of the body at
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any time t and (b) an expression for the position of the body at any time t with
respect to the coordinate system.
2. (a) Determine the time required for the body described in the previous problem to
hit the ground, (b) How long would it take if instead the mass of the body was 10
slugs?
4. A body of mass 2 slugs is dropped from a height of 450 ft with an initial velocity
of 10 ft/sec. Assuming no air resistance, find (a) an expression for the velocity of
the body at any time t and (b) the time required for the body to hit the ground.
7. A body of mass 2 kg is dropped from a height of 200 m. Find the limiting velocity
of the body if it encounters a resistance force equal to —50v.
10. A body weighing 160 Ib is dropped 2000 ft above ground with no initial velocity.
As it falls, the body encounters a force due to air resistance proportional to its
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velocity. If the limiting velocity of this body is 320 ft/sec, find (a) an expression
for the velocity of the body at any time t and (b) an expression for the position of
the body at any time t.
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