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Diff Eq Module

The document discusses differential equations and their classification. It defines differential equations as equations involving an unknown function and one or more derivatives of that function. Differential equations can be ordinary or partial, classified based on whether they involve partial or total derivatives. They are also classified by order, which is the derivative of highest order involved, and by degree, which is the power of the highest ordered derivative. The document provides examples of solving differential equations and determining whether a given function satisfies a particular differential equation. It also discusses the linearity of differential equations.
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© © All Rights Reserved
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0% found this document useful (0 votes)
4K views

Diff Eq Module

The document discusses differential equations and their classification. It defines differential equations as equations involving an unknown function and one or more derivatives of that function. Differential equations can be ordinary or partial, classified based on whether they involve partial or total derivatives. They are also classified by order, which is the derivative of highest order involved, and by degree, which is the power of the highest ordered derivative. The document provides examples of solving differential equations and determining whether a given function satisfies a particular differential equation. It also discusses the linearity of differential equations.
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Mathematics

DIFFERENTIAL EQUATIONS Education

Republic of the Philippines


NUEVA ECIJA UNIVERSITY OF SCIENCE AND TECHNOLOGY
Cabanatuan City, Nueva Ecija
GRADUATE SCHOOL
Second Semester SY 2015-2016

MODULE IN
DIFFERENTIAL
EQUATIONS

Prepared by:

MAEd Mathematics Education Class


S.Y. 2019-2020

Submitted to

EDDIEBAL P. LAYCO, Ph.D.


Subject Professor

Page 1
Mathematics
DIFFERENTIAL EQUATIONS Education

Differential Equations

A differential equation is an equation involving an unknown function y and one or


more derivatives y’, y’’, y’’’, and so on.

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

Ordinary Differential Equation (ODE) Partial Differential Equation (PDE)

𝑦 ′ = 6𝑡 + 3 𝑓 = 3𝑥𝑦𝑧 + 𝑠𝑖𝑛𝑥𝑦 + 𝑥𝑦𝑒 −𝑧

𝑦 ′ = 6𝑦

𝑦 ′′ = 3𝑦 ′ − 𝑥 𝜕𝑓
= 3𝑦𝑧 + 𝑦𝑐𝑜𝑠𝑥𝑦 + 𝑦𝑒 −𝑧
𝜕𝑥
𝑦 ′ + 3𝑦 + 𝑡 = 0

Classification of Differential Equation

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:

Type Order Degree


𝑑𝑦
1. +𝑦 =0 ODE 1 1
𝑑𝑥

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:

Classify according to type, order, and degree

Type Order Degree

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

Linearity of Differential Equations

A linear ordinary differential equation of order n, in the dependent variable y and


the independent variable x, is an equation which is in, or can be expressed in, the form

Page 3
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

A nonlinear ordinary differential equation is an ordinary equation which is not


linear.

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

Example of linear partial differential equation.

𝜕𝑤 𝜕𝑤
𝑏0 (𝑥, 𝑦) + 𝑏1 (𝑥, 𝑦) = 𝑅(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦

Solutions of Differential Equations

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Mathematics
DIFFERENTIAL EQUATIONS Education

Suppose that y is a function of the function of the variable x. A solution of


differential equation is any function f(x) such that the differential equation becomes a
true statement when y is replaced by f(x), y’ by f’(x),y’’ by f’’(x), and so forth.

Example 1:

Show that the function 𝑦 = 5𝑒 −2𝑥 is a solution of the differential equation 𝑦 ′ + 2𝑦 = 0

𝑦 = 5𝑒 −2𝑥 𝑦 ′ + 2𝑦 = 0

𝑦 ′ = 5𝑒 −2𝑥 (−2) −10𝑒 −2𝑥 + 2(5𝑒 −2𝑥 ) = 0

𝑦 ′ = −10𝑒 −2𝑥 −10𝑒 −2𝑥 + 10𝑒 −2𝑥 = 0

0=0

Therefore, 𝑦 = 5𝑒 −2𝑥 is a solution of the differential equation 𝑦 ′ + 2𝑦 = 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 ) = 0 + 3(−𝑠𝑖𝑛3𝑡 )(3) 𝑡=𝑡

𝑓′′ (𝑡 ) = −9𝑠𝑖𝑛3𝑡
1
Therefore, 𝑓 (𝑡 ) = 𝑡 + 𝑠𝑖𝑛3𝑡 is a solution of the differential equation 𝑦 ′′ + 9𝑦 =
9
𝑡.

Example 3:

Show that the function 𝑦 = 𝑥 2 + 𝑥 + 𝐶 is a solution of the differential equation 𝑦 ′ =


2𝑥 + 1

Page 5
Mathematics
DIFFERENTIAL EQUATIONS Education

𝑦 = 𝑥2 + 𝑥 + 𝐶 𝑦 ′ = 2𝑥 + 1

𝑦 ′ = 2𝑥 + 1 2𝑥 + 1 = 2𝑥 + 1

Therefore, 𝑦 = 𝑥 2 + 𝑥 + 𝐶 is a solution of the differential equation 𝑦 ′ = 2𝑥 + 1.

Example 4:

Show that the function 𝑦 = 𝐴𝑠𝑖𝑛5𝑥 + 𝐵𝑐𝑜𝑠5𝑥 is a solution of the differential


equation 𝑦 ′′ + 25𝑦 = 0.

𝑦 = 𝐴𝑠𝑖𝑛5𝑥 + 𝐵𝑐𝑜𝑠5𝑥 𝑦 ′ ′ + 25𝑦 = 0

𝑦 ′ = 𝐴(𝑐𝑜𝑠5𝑥)(5) + 𝐵(−𝑠𝑖𝑛5𝑥)(5) −25𝐴𝑠𝑖𝑛5𝑥 − 25𝐵𝑐𝑜𝑠5𝑥 + 25(𝐴𝑠𝑖𝑛5𝑥 +


𝐵𝑐𝑜𝑠5𝑥) = 0

𝑦′ = 5𝐴𝑐𝑜𝑠5𝑥 − 5𝐵𝑠𝑖𝑛5𝑥 −25𝐴𝑠𝑖𝑛5𝑥 − 25𝐵𝑐𝑜𝑠5𝑥 + 25𝐴𝑠𝑖𝑛5𝑥 +


25𝐵𝑐𝑜𝑠5𝑥 = 0

𝑦 ′′ = 5𝐴(−𝑠𝑖𝑛5𝑥)(5) − 0=0
5𝐵(𝑐𝑜𝑠5𝑥)(5)

𝑦 ′′ = −25𝐴𝑠𝑖𝑛5𝑥 − 25𝐵𝑐𝑜𝑠5𝑥

Therefore, 𝑦 = 𝐴𝑠𝑖𝑛5𝑥 + 𝐵𝑐𝑜𝑠5𝑥 is a solution of the differential equation 𝑦 ′′ + 25𝑦 =


0.

Example 5:

Show that the function 𝑙𝑛𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 is a solution of the differential


equation 𝑦𝑦 ′′ − (𝑦 ′ )2 = 𝑦 2 𝑙𝑛𝑦.

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

Page 6
Mathematics
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

A relation between the variables which involves n arbitrary constants, ass 𝑦 =


𝑥 + 𝐶 or 𝑦 = 𝐴𝑥 2 + 𝐵𝑥, is called a primitive.
4

In general, a primitive involving n arbitrary constants will give rise to a


differential equation, of order n, free of arbitrary constants. This equation is obtained by
eliminating the n constants between the (n+1) equations consisting of the primitive and
the n equations obtained by differentiating the primitive n times with respect to the
independent variable.

The primitive of a differential equation is usually called the general solution of the
equation.

Example:

Obtained the differential equation associated with the primitive 𝑦 = 𝐴𝑥 2 + 𝐵𝑥 +


𝐶.

𝑦 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶

𝑦 ′ = 2𝐴𝑥 + 𝐵

𝑦 ′′ = 2𝐴

𝑦 ′′ = 0

Particular Solution

Page 7
Mathematics
DIFFERENTIAL EQUATIONS Education

A particular solution of a differential equation is one obtained from the primitive


by assigning definite values to the arbitrary constants.

Example 1:

Consider the solution 𝑦 = 𝑥 3 + 2𝑥 2 + 𝑎𝑥 + 𝑏. Suppose the initial (or boundary)


conditions given are 𝑦(1) = 5 and 𝑦(0) = 3. Determine the particular solution.

𝑦 = 𝑥 3 + 2𝑥 2 + 𝑎𝑥 + 𝑏

𝑦(1) = 5: 5 = (1)3 + 2(1)2 + 𝑎(1) + 𝑏 𝑦(0) = 3: 3 = (0)3 + 2(0)2 + 𝑎(0) + 𝑏

5=1+2+𝑎+𝑏 3=𝑏 Eq.2

𝑎+𝑏 =2 Eq.1

Solve for a using Eq.1

𝑎+𝑏 =2

𝑎+3=2

𝑎 = −1

The particular solution under the given conditions then is 𝑦 = 𝑥 3 + 2𝑥 2 − 𝑥 + 3

Example 2:

The general solution of 𝑦 ′ = 3𝑥 2 − 4 is 𝑦 = 𝑥 3 − 4𝑥 + 𝐶. Find the particular


solution that satisfies 𝑦(0) = 5.

𝑦 = 𝑥 3 − 4𝑥 + 𝐶

𝑦(0) = 5: 5 = (0)3 − 4(0) + 𝐶

5=𝐶

The particular solution under the given condition then is 𝑦 = 𝑥 3 − 4𝑥 + 5

Elimination of Arbitrary Constants

Page 8
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 ′ = −3𝐶1 𝑠𝑖𝑛3𝑥 + 3𝐶2 𝑐𝑜𝑠3𝑥

𝑦 ′′ = −9𝐶1 𝑐𝑜𝑠3𝑥 − 9𝐶2 𝑠𝑖𝑛3𝑥

𝑦 ′′ = −9(𝐶1 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑠𝑖𝑛3𝑥)

𝑦 ′′ = −9𝑦

𝑦 ′′ + 9𝑦 = 0

Example 2:

Eliminate the arbitrary constants from the given equation (𝑥 − 𝑎)2 + 𝑦 2 = 𝑎2 .

(𝑥 − 𝑎 )2 + 𝑦 2 = 𝑎 2

2(𝑥 − 𝑎)(1) + 2𝑦𝑦 ′ = 0

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 ′

Page 9
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:

Eliminate the arbitrary constants from the given equation 𝐶𝑥𝑦 + 𝐶 2 𝑥 + 4 = 0.

𝐶𝑥𝑦 + 𝐶 2 𝑥 + 4 = 0

𝐶 (𝑥𝑦 ′ + 𝑦) + 𝐶 2 = 0

𝑥𝑦 ′ + 𝑦 + 𝐶 = 0

𝐶 = −𝑥𝑦 ′ − 𝑦

(−𝑥𝑦 ′ − 𝑦)𝑥𝑦 + (−𝑥𝑦 ′ − 𝑦)2 𝑥 + 4 = 0

−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:

Eliminate the arbitrary constants from the given equation 𝑦 = 𝑥 + 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −2𝑥 .

𝑦 = 𝑥 + 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −2𝑥 (1)

𝑦 ′ = 1 + 𝐶1 𝑒 𝑥 − 2𝐶2 𝑒 −2𝑥 (2)

𝑦′′ = 𝐶1 𝑒 𝑥 + 4𝐶2 𝑒 −2𝑥 (3)

𝑦 ′ = 1 + 𝐶1 𝑒 𝑥 − 2𝐶2 𝑒 −2𝑥

+ 𝑦 ′′ = 𝐶1 𝑒 𝑥 + 4𝐶2 𝑒 −2𝑥

𝑦 ′′ + 𝑦 ′ = 1 + 2𝐶1 𝑒 𝑥 + 2𝐶2 𝑒 −2𝑥

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Mathematics
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

Multiply both sides of the equation by 𝑒 2𝑥 to isolate 𝐶1

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

Simplify the equation by dividing both sides by 𝑒 2𝑥

𝑦 ′ + 2𝑦 = 5𝐶2 𝑒 3𝑥

𝑒 −3𝑥 𝑦 ′ + 2𝑒 −3𝑥 𝑦 = 5𝐶2

𝑒 −3𝑥 𝑦 ′′ + 𝑦 ′ 𝑒 −3𝑥 (−3) + 2𝑒 −3𝑥 (3)𝑦 + 2𝑦 ′ 𝑒 −3𝑥 = 0

𝑒 −3𝑥 𝑦 ′′ − 3𝑒 −3𝑥 𝑦′ + 6𝑒 −3𝑥 𝑦 + 2𝑒 −3𝑥 𝑦′ = 0

𝑒 −3𝑥 𝑦 ′′ − 𝑒 −3𝑥 𝑦′ + 6𝑒 −3𝑥 𝑦 = 0

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

𝑥 (𝑐𝑜𝑠𝑦)𝑦 ′ + 𝑠𝑖𝑛𝑦 − [𝑥(2𝑦𝑦 ′ ) + 𝑦 2 ] = 0

𝑥𝑦 ′ 𝑐𝑜𝑠𝑦 + 𝑠𝑖𝑛𝑦 − 2𝑥𝑦𝑦 ′ − 𝑦 2 = 0

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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

(𝑠𝑖𝑛𝑦 − 𝑦 2 )𝑑𝑥 − (2𝑥𝑦 − 𝑥𝑐𝑜𝑠𝑦)𝑑𝑦 = 0

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′ = −2𝐶1 𝑒 −2𝑥 + 3𝐶2 𝑒 3𝑥

𝑦 = 4𝐶1 𝑒 −2𝑥 + 9𝐶2 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

−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 ′ = 1 + 𝐶1 𝑒 𝑥 − 2𝐶2 𝑒 −2𝑥 (2)

𝑦′′ = 𝐶1 𝑒 𝑥 + 4𝐶2 𝑒 −2𝑥 (3)

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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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

2𝑥𝑦 + 𝑥 2 𝑦 ′′ − 2𝑦 ′ − 2𝑥𝑦 ′′ − 2𝑦 − 𝑥 2 𝑦 ′ = 0

(𝑥 2 − 2𝑥)𝑦 ′′ + (2 − 𝑥 2 )𝑦 ′ + (𝑥 − 1)2𝑦 = 0 or

(2𝑥 − 𝑥 2 )𝑦 ′′ + (𝑥 2 − 2)𝑦 ′ + (1 − 𝑥)2𝑦 = 0

Exercises B:

Eliminate the arbitrary constants using any method of elimination.

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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-primitive containing parameters (arbitrary constants)

Parameter

-a constant which enters into the equation of a curve


-an arbitrary constant whose value characterizes a member of a system

Example 1:
Obtain the differential equation of the family of straight lines through the origin.

𝑦 = 𝑚𝑥 General equation of lines passing 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 2 + (𝑦 − 𝑏)2 = 𝑟 2 two parameter family


2𝑥 + 2(𝑦 − 𝑏)𝑦 ′ = 0

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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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:

Obtain the differential equation of the family of plane curves described.

1. Circles having their centers on the x-axis


2. Parabolas having their vertices at the origin and their foci on the y-axis.
3. Circle with center at the origin
4. All straight line whose slope and x-intercept are equal
5. Circles tangent to the y-axis
6. Parabolas with axis parallel to the x-axis
7. Straight lines at a fixed distance p from the origin
Equations of Order One

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

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0

where M and N are functions or x and y in general

Separation of Variables

𝑓(𝑥)𝑑𝑥 + 𝑔(𝑦)𝑑𝑦 = 0 (1)

or 𝑓 (𝑥)𝑔(𝑦)𝑑𝑥 + 𝐹 (𝑥)𝐺 (𝑦)𝑑𝑦 = 0 (2)

In equation (1), the variables are separated and the solution is obtained by
integrating each term

∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑔(𝑦)𝑑𝑦 = 𝐶

Where C is an arbitrary constant.

The variables in equation (2) may be separated by writing in the form

𝑓 (𝑥 ) 𝑔 (𝑦 )
𝑑𝑥 + 𝑑𝑦 = 0
𝐹 (𝑥 ) 𝐺 (𝑦 )

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and integrating each term.

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

𝑙𝑛𝑦√1 + 𝑥 2 = 𝐶 or 𝑦√1 + 𝑥 2 = 𝑒 𝐶 or 𝑦√1 + 𝑥 2 = 𝐶1 (𝐶1 = 𝑒 𝐶 )

Example 2:
2(𝑦+3)𝑑𝑥−𝑥𝑦𝑑𝑦
Solve the equation (𝑦+3)𝑥
= 0.

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2(𝑦 + 3)𝑑𝑥 − 𝑥𝑦𝑑𝑦


=0
(𝑦 + 3)𝑥

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

𝑙𝑛𝑥 2 + 𝑙𝑛(𝑦 + 3)3 − 𝑦 = 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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(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:

Obtain the general solution.

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 Differential Equations

Homogeneous Functions

Polynomials in which all terms are of the same degree, such as

𝑥 2 − 3𝑥𝑦 + 4𝑦 2

𝑥3 + 𝑦3

𝑥 4 𝑦 + 7𝑦 5

are called homogeneous polynomials.

Test for Homogeneity

The function f(x,y) is said to be homogeneous of degree n if there exists a constant


n such that for every quantity r (where a constant or a variable)

𝑓 (𝑟𝑥, 𝑟𝑦) = 𝑟 𝑛 𝑓(𝑥, 𝑦)

Example 1:
Test the homogeneity of 𝑓 (𝑥, 𝑦) = 3𝑥 3 − 2𝑥𝑦 2 − 4𝑦 3

𝑓 (𝑥, 𝑦) = 3𝑥 3 − 2𝑥𝑦 2 − 4𝑦 3

𝑓 (𝑟𝑥, 𝑟𝑦) = 3(𝑟𝑥)3 − 2(𝑟𝑥)(𝑟𝑦)2 − 4(𝑟𝑦)3

= 3𝑟 3 𝑥 3 − 2𝑟 3 𝑥𝑦 2 − 4𝑟 3 𝑦 3

= 𝑟 3 (3𝑥 3 − 2𝑥𝑦 2 − 4𝑦 3 )

𝑓 (𝑟𝑥, 𝑟𝑦) = 𝑟 3 𝑓 (𝑥, 𝑦) The given integral is homogeneous of degree 3.

Example 2:
Test the homogeneity of 𝑓 (𝑥, 𝑦) = 𝑦 + √𝑥 2 + 𝑦 2

𝑓 (𝑥, 𝑦) = 𝑦 + √𝑥 2 + 𝑦 2

𝑓 (𝑟𝑥, 𝑟𝑦) = 𝑟𝑦 + √(𝑟𝑥)2 + (𝑟𝑦)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 )

𝑓 (𝑟𝑥, 𝑟𝑦) = 𝑟𝑓 (𝑥, 𝑦) The given integral is homogeneous of degree 1.

Example 3:
Test the homogeneity of 𝑓 (𝑥, 𝑦) = 𝑥 2 − 2𝑥𝑦

𝑓 (𝑥, 𝑦) = 𝑥 2 − 2𝑥𝑦

𝑓 (𝑟𝑥, 𝑟𝑦) = (𝑟𝑥)2 − 2(𝑟𝑥)(𝑟𝑦)

= 𝑟 2 𝑥 2 − 2𝑟 2 𝑥𝑦

= 𝑟 2 (𝑥 2 − 2𝑥𝑦)

\ 𝑓 (𝑟𝑥, 𝑟𝑦) = 𝑟 2 𝑓 (𝑥, 𝑦) The given integral is homogeneous of degree 2.

Solutions of Homogeneous Differential Equations

A homogeneous first-order differential equation can be solved by using either of


the following substitutions:

(1) Let 𝑦 = 𝑣𝑥 if N is simpler than M


𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
(2) Let 𝑥 = 𝑢𝑦 if M is simpler than N
𝑑𝑥 = 𝑢𝑑𝑦 + 𝑦𝑑𝑢

Example 1:
Find the complete solution of (3𝑥 + 2𝑦)𝑑𝑥 + 2𝑥𝑑𝑦 = 0

(a) The given D.E is homogeneous of degree 1.


𝑀 = 3𝑥 + 2𝑦
𝑁 = 2𝑥
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DIFFERENTIAL EQUATIONS Education

N is simpler than M
(b) Let 𝑦 = 𝑣𝑥
𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
Substitute:
(3𝑥 + 2𝑣𝑥)𝑑𝑥 + 2𝑥 (𝑣𝑑𝑥 + 𝑥𝑑𝑣 ) = 0

3𝑥𝑑𝑥 + 2𝑣𝑥𝑑𝑥 + 2𝑣𝑥𝑑𝑥 + 2𝑥 2 𝑑𝑣 = 0

3𝑑𝑥 + 2𝑣𝑑𝑥 + 2𝑣𝑑𝑥 + 2𝑥𝑑𝑣 = 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

𝑙𝑛𝑥 2 + ln(3 + 4𝑣 ) = 𝐶1 (𝐶1 = 2𝐶)

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
DIFFERENTIAL EQUATIONS Education

Example 2:
Determine the complete solution of 𝑥𝑦𝑑𝑥 − (𝑥 + 2𝑦)2 𝑑𝑦 = 0

(a) The given D.E is homogeneous of degree 2.


𝑀 = 𝑥𝑦
𝑁 = −(𝑥 + 2𝑦)2
M is simplier than N
(b) Let 𝑥 = 𝑢𝑦
𝑑𝑥 = 𝑢𝑑𝑦 + 𝑦𝑑𝑢
Substitute:
(𝑢𝑦)(𝑦)(𝑢𝑑𝑦 + 𝑦𝑑𝑢) − (𝑢𝑦 + 2𝑦)2 𝑑𝑦 = 0

𝑢𝑦 2 (𝑢𝑑𝑦 + 𝑦𝑑𝑢 ) − (𝑢𝑦 + 2𝑦)2 𝑑𝑦 = 0

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𝑢2 𝑦 2 𝑑𝑦 + 𝑢𝑦 3 𝑑𝑢 − [(𝑢𝑦)2 + 4𝑢𝑦 2 + 4𝑦 2 ]𝑑𝑦 = 0

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

𝑢𝑦𝑑𝑢 − 4𝑢𝑑𝑦 − 4𝑑𝑦 = 0

𝑢𝑦𝑑𝑢 − 4(𝑢 + 1)𝑑𝑦 = 0


𝑢𝑑𝑢 4𝑑𝑦
− =0
𝑢+1 𝑦

(c)
𝑢𝑑𝑢 𝑑𝑦
∫ 𝑢+1 − 4 ∫ 𝑦
= 𝑙𝑛𝐶

1
∫ (1 − 𝑢+1) 𝑑𝑢 − 4𝑙𝑛𝑦 = 𝑙𝑛𝐶

𝑑𝑢
∫ 𝑑𝑢 − ∫ 𝑢+1 − 4𝑙𝑛𝑦 = 𝑙𝑛𝐶

𝑢 − ln(𝑢 + 1) − 𝑙𝑛𝑦 4 = 𝑙𝑛𝐶

𝑢 − [ln(𝑢 + 1) + 𝑙𝑛𝑦 4 ] = 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

(a) The given D.E is homogeneous of degree 2.


𝑀 = 𝑦 2 − 𝑥𝑦
𝑁 = 𝑥2
N is simplier than M
(b) Let 𝑦 = 𝑣𝑥
𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
Substitute:
[(𝑣𝑥)2 − 𝑥 (𝑣𝑥)]𝑑𝑥 + 𝑥 2 (𝑣𝑑𝑥 + 𝑥𝑑𝑣 ) = 0

(𝑣 2 𝑥 2 − 𝑣𝑥 2 )𝑑𝑥 + 𝑥 2 (𝑣𝑑𝑥 + 𝑥𝑑𝑣 ) = 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:

Obtain the general solution of the following:

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.

The definition implies that F=C, C is some constant.

𝜕𝐹 𝜕𝐹
𝑑𝐹 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦

Equating coefficients of dx and dy

𝜕𝐹 𝜕𝐹
=𝑀 =𝑁
𝜕𝑥 𝜕𝑦

Differentiating these partial derivatives

𝜕 𝜕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

Criterion for Exactness


𝜕𝑀
The differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if and only if =
𝜕𝑦
𝜕𝑁
.
𝜕𝑦

Solution

𝑭(𝒙, 𝒚) = 𝑪

where 𝐹 (𝑥, 𝑦) = ∫ 𝑀𝑑𝑥 + 𝑓(𝑦) or 𝐹 (𝑥, 𝑦) = ∫ 𝑁𝑑𝑦 + 𝑔(𝑥)

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 = 2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 𝑁 = 3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2

𝜕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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𝐹 = ∫ 𝑀𝑑𝑥 + 𝑓 (𝑦) 𝐹 = ∫ 𝑁𝑑𝑦 + 𝑔(𝑥)

= ∫(2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 )𝑑𝑥 + 𝑓 (𝑦) = ∫(3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2 )𝑑𝑦 + 𝑔(𝑥)

= 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:

Test the exactness and solve (𝒙 + 𝟐𝒚)𝒅𝒙 + (𝟐𝒙 + 𝒚)𝒅𝒚 = 𝟎

(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)

= ∫(𝑥 + 2𝑦)𝑑𝑥 + 𝑓 (𝑦) = ∫(2𝑥 + 𝑦)𝑑𝑦 + 𝑔(𝑥)

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= ∫ 𝑥𝑑𝑥 + 2𝑦 ∫ 𝑑𝑥 + 𝑓(𝑦) = 2𝑥 ∫ 𝑑𝑦 + ∫ 𝑦𝑑𝑦 + 𝑔(𝑥)


1 1
= 𝑥 2 + 2𝑦(𝑥) + 𝑓(𝑦) = 2𝑥(𝑦) + 𝑦 2 + 𝑔(𝑥)
2 2

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

𝑥 2 + 4𝑥𝑦 + 𝑦 2 = 𝐶1 (𝐶1 = 2𝐶)

Example 3:

Test the exactness and solve 𝟐𝒙−𝟑 𝒚−𝟏 𝒅𝒙 + (𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 = 𝟎

𝟐𝒙−𝟑 𝒚−𝟏 𝒅𝒙 + (𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 = 𝟎

𝑴 = 𝟐𝒙−𝟑 𝒚−𝟏 𝑵 = 𝒙−𝟐 𝒚−𝟐 − 𝒚

𝝏𝑴 𝝏𝑵
= −𝟐𝒙−𝟑 𝒚−𝟐 = −𝟐𝒙−𝟑 𝒚−𝟐
𝝏𝒚 𝝏𝒙
𝜕𝑀 𝜕𝑀
Since = , the D.E is exact.
𝜕𝑦 𝜕𝑥

a. 𝟐𝒙−𝟑 𝒚−𝟏 𝒅𝒙 + (𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 = 𝟎


𝑭 = ∫ 𝑴𝒅𝒙 + 𝒇(𝒚) 𝑭 = ∫ 𝑵𝒅𝒚 + 𝒈(𝒙)

= ∫(𝟐𝒙−𝟑 𝒚−𝟏 )𝒅𝒙 + 𝒇(𝒚) = ∫(𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 + 𝒈(𝒙)

= 𝟐𝒚−𝟏 ∫ 𝒙−𝟑 𝒅𝒙 + 𝒇(𝒚) = 𝒙−𝟐 ∫ 𝒚−𝟐 𝒅𝒚 − ∫ 𝒚𝒅𝒚 + 𝒈(𝒙)


𝟏 𝟏
= 𝟐𝒚−𝟏 (− 𝒙−𝟐 ) + 𝒇(𝒚) = 𝒙−𝟐 (−𝒚−𝟏 ) − 𝒚𝟐 + 𝒈(𝒙)
𝟐 𝟐

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

The solution is 𝐹 (𝑥, 𝑦) = 𝐶


𝟏
−𝒙−𝟐 𝒚−𝟏 − 𝒚𝟐 = 𝑪
𝟐

𝟐𝒙−𝟐 𝒚−𝟏 + 𝒚𝟐 = 𝑪𝟏 𝑪𝟏 = −𝟐𝑪


𝟐
+ 𝒚 𝟐 = 𝑪𝟏
𝒙𝟐 𝒚

Non – Exact Differential Equations

The differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is said to be non-exact if

𝝏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

𝑴∅𝒅𝒙 + 𝑵∅𝒅𝒚 = 𝟎 (𝟐)

where ∅(𝑥, 𝑦) is called the integrating factor.

Determination of the Integrating Factors

Case 1: When the integrating factor is function of x alone.

∅ = ∅(𝒙)

𝟏 𝝏𝑴 𝝏𝑵
𝒇(𝒙) = ( − )
𝑵 𝝏𝒚 𝝏𝒙

𝒍𝒏∅ = ∫ 𝒇(𝒙)𝒅𝒙

∅ = 𝒆∫ 𝒇(𝒙)𝒅𝒙

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Example:

Find the general solution of (𝒙𝟐 + 𝒚𝟐 + 𝟏)𝒅𝒙 + 𝒙(𝒙 − 𝟐𝒚)𝒅𝒚 = 𝟎

a. Test for the exactness.


(𝒙𝟐 + 𝒚𝟐 + 𝟏)𝒅𝒙 + 𝒙(𝒙 − 𝟐𝒚)𝒅𝒚 = 𝟎
𝑴 = 𝒙𝟐 + 𝒚𝟐 + 𝟏 𝑵 = 𝒙𝟐 − 𝟐𝒙𝒚

𝝏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

Case 1 is possible, the right member is reducible to a function of x alone.

c. Solve for the integrating factor ∅.

∅ = 𝒆∫ 𝒇(𝒙)𝒅𝒙
𝟐
= 𝒆∫ −𝒙𝒅𝒙

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Mathematics
DIFFERENTIAL EQUATIONS Education

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

(𝒙𝟐 + 𝒚𝟐 + 𝟏)𝒅𝒙 + 𝒙(𝒙 − 𝟐𝒚)𝒅𝒚 = 𝟎

(𝟏 + 𝒙−𝟐 𝒚𝟐 + 𝒙−𝟐 )𝒅𝒙 + (𝟏 − 𝟐𝒙−𝟏 𝒚)𝒅𝒚 = 𝟎

𝑴𝒏 = 𝟏 + 𝒙−𝟐 𝒚𝟐 + 𝒙−𝟐 𝑵𝒏 = 𝟏 − 𝟐𝒙−𝟏 𝒚

𝝏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

e. (𝟏 + 𝒙−𝟐 𝒚𝟐 + 𝒙−𝟐 )𝒅𝒙 + (𝟏 − 𝟐𝒙−𝟏 𝒚)𝒅𝒚 = 𝟎


𝑭 = ∫ 𝑴𝒏 𝒅𝒙 + 𝒇(𝒚) 𝑭 = ∫ 𝑵𝒏 𝒅𝒚 + 𝒈(𝒙)

= ∫(𝟏 + 𝒙−𝟐 𝒚𝟐 + 𝒙−𝟐 )𝒅𝒙 + 𝒇(𝒚) = ∫(𝟏 − 𝟐𝒙−𝟏 𝒚)𝒅𝒚 + 𝒈(𝒙)

= ∫ 𝒅𝒙 + 𝒚𝟐 ∫ 𝒙−𝟐 𝒅𝒙 + ∫ 𝒙−𝟐 𝒅𝒙 + = ∫ 𝒅𝒚 − 𝟐𝒙−𝟏 ∫ 𝒚𝒅𝒚 + 𝒈(𝒙)


𝒇(𝒚 )

= 𝒙 + 𝒚𝟐 (−𝒙−𝟏 ) + (−𝒙−𝟏 ) + 𝒇(𝒚) 𝟏


= 𝒚 − 𝟐𝒙−𝟏 ( 𝒚𝟐 ) + 𝒈(𝒙)
𝟐

𝑭 = 𝒙 − 𝒙−𝟏 𝒚𝟐 − 𝒙−𝟏 + 𝒇(𝒚) 𝑭 = 𝒚 − 𝒙−𝟏 𝒚𝟐 + 𝒈(𝒙)

𝒇(𝒚 ) = 𝒚

𝒈(𝒙) = 𝒙 − 𝒙−𝟏

The solution is 𝐹 (𝑥, 𝑦) = 𝐶

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Mathematics
DIFFERENTIAL EQUATIONS Education

𝒚𝟐 𝟏
𝒙 − 𝒙−𝟏 𝒚𝟐 − 𝒙−𝟏 + 𝒚 = 𝑪 or 𝒙 − − +𝒚=𝑪
𝒙 𝒙

Case 2: When the integrating factor is function of y alone.

∅ = ∅(𝒚)

𝟏 𝝏𝑵 𝝏𝑴
𝒈(𝒙) = ( − )
𝑴 𝝏𝒙 𝝏𝒚

𝒍𝒏∅ = ∫ 𝒈(𝒚)𝒅𝒚

∅ = 𝒆∫ 𝒈(𝒚)𝒅𝒚

Example:

Find the general solution of (𝟐𝒙𝒚 − 𝒚𝟐 + 𝒚)𝒅𝒙 + (𝟑𝒙𝟐 − 𝟒𝒙𝒚 + 𝟑𝒙)𝒅𝒚 = 𝟎

a. Test for the exactness.


(𝟐𝒙𝒚 − 𝒚𝟐 + 𝒚)𝒅𝒙 + (𝟑𝒙𝟐 − 𝟒𝒙𝒚 + 𝟑𝒙)𝒅𝒚 = 𝟎

𝑴 = 𝟐𝒙𝒚 − 𝒚𝟐 + 𝒚 𝑵 = 𝟑𝒙𝟐 − 𝟒𝒙𝒚 + 𝟑𝒙

𝝏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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Mathematics
DIFFERENTIAL EQUATIONS Education

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

d. Solve for the integrating


factor ∅.

∅ = 𝒆∫ 𝒈(𝒚)𝒅𝒚
𝟐
∫𝒚𝒅𝒚
=𝒆
𝒅𝒚
𝟐∫
=𝒆 𝒚

= 𝒆𝟐𝒍𝒏𝒚
𝟐
= 𝒆𝒍𝒏𝒚

= 𝒚𝟐

e. Multiply both sides of the given D.E by 𝒚𝟐 .


(𝟐𝒙𝒚 − 𝒚𝟐 + 𝒚)𝒅𝒙 + (𝟑𝒙𝟐 − 𝟒𝒙𝒚 + 𝟑𝒙)𝒅𝒚 = 𝟎

(𝟐𝒙𝒚𝟑 − 𝒚𝟒 + 𝒚𝟑 )𝒅𝒙 + (𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝒚𝟑 + 𝟑𝒙𝒚𝟐 )𝒅𝒚 = 𝟎

𝑴𝒏 = 𝟐𝒙𝒚𝟑 − 𝒚𝟒 + 𝒚𝟑 𝑵𝒏 = 𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝒚𝟑 + 𝟑𝒙𝒚𝟐

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Mathematics
DIFFERENTIAL EQUATIONS Education

𝝏𝑴𝒏 𝝏𝑵𝒏
= 𝟐𝒙(𝟑𝒚𝟐 ) − 𝟒𝒚𝟑 + 𝟑𝒚𝟐 = 𝟑𝒚𝟐 (𝟐𝒙) − 𝟒𝒚𝟑 + 𝟑𝒚𝟐
𝝏𝒚 𝝏𝒙

= 𝟔𝒙𝒚𝟐 − 𝟒𝒚𝟑 + 𝟑𝒚𝟐 = 𝟔𝒙𝒚𝟐 − 𝟒𝒚𝟑 + 𝟑𝒚𝟐


𝜕𝑀𝑛 𝜕𝑁𝑛
Since = , the D.E is now exact.
𝜕𝑦 𝜕𝑥
f. (𝟐𝒙𝒚𝟑 − 𝒚𝟒 + 𝒚𝟑 )𝒅𝒙 + (𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝒚𝟑 + 𝟑𝒙𝒚𝟐 )𝒅𝒚 = 𝟎
𝑭 = ∫ 𝑴𝒏 𝒅𝒙 + 𝒇(𝒚) 𝑭 = ∫ 𝑵𝒏 𝒅𝒚 + 𝒈(𝒙)

= ∫(𝟐𝒙𝒚𝟑 − 𝒚𝟒 + 𝒚𝟑 )𝒅𝒙 + 𝒇(𝒚) = ∫(𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝒚𝟑 + 𝟑𝒙𝒚𝟐 )𝒅𝒚 + 𝒈(𝒙)

= 𝟐𝒚𝟑 ∫ 𝒙𝒅𝒙 − 𝒚𝟒 ∫ 𝒅𝒙 + 𝒚𝟑 ∫ 𝒅𝒙 + 𝒇(𝒚) = 𝟑𝒙𝟐 ∫ 𝒚𝟐 𝒅𝒚 − 𝟒𝒙 ∫ 𝒚𝟑 𝒅𝒚 +


𝟑𝒙 ∫ 𝒚𝟐 𝒅𝒚 + 𝒈(𝒙)
𝟏 𝟏 𝟏 𝟏
= 𝟐𝒚𝟑 ( 𝒙𝟐 ) − 𝒚𝟒 (𝒙) + 𝒚𝟑 (𝒙) + 𝒇(𝒚) = 𝟑𝒙𝟐 ( 𝒚𝟑 ) − 𝟒𝒙 ( 𝒚𝟒 ) + 𝟑𝒙 ( 𝒚𝟑 ) +
𝟐 𝟑 𝟒 𝟑
𝒈(𝒙)

𝑭 = 𝒙𝟐 𝒚𝟑 − 𝒙𝒚𝟒 + 𝒙𝒚𝟑 + 𝒇(𝒚) 𝑭 = 𝒙𝟐 𝒚𝟑 − 𝒙𝒚𝟒 + 𝒙𝒚𝟑 + 𝒈(𝒙)

𝒇(𝒚 ) = 𝟎

𝒈(𝒙) = 𝟎

The solution is 𝐹 (𝑥, 𝑦) = 𝐶

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

Find the complete solution of 𝟐𝒚𝒅𝒙 + (𝒙 − 𝒙𝟑 𝒚𝟑 )𝒅𝒚 = 𝟎.

b. Test for the exactness.


𝟐𝒚𝒅𝒙 + (𝒙 − 𝒙𝟑 𝒚𝟑 )𝒅𝒚 = 𝟎

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Mathematics
DIFFERENTIAL EQUATIONS Education

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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Mathematics
DIFFERENTIAL EQUATIONS Education

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

𝒎𝒙𝟐 𝒚𝟑 + (𝟐𝒏 − 𝒎) = −𝟑𝒙𝟐 𝒚𝟑 − 𝟏

Coefficient of 𝑥 2 𝑦 3 : 𝒎 = −𝟑

Constant term: 𝟐𝒏 − 𝒎 = −𝟏

𝟐𝒏 + 𝟑 = −𝟏 f. Solve for the integrating


factor ∅.
𝟐𝒏 = −𝟒

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

𝟐𝒙−𝟑 𝒚−𝟏 𝒅𝒙 + (𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 = 𝟎

𝑴𝒏 = 𝟐𝒙−𝟑 𝒚−𝟏 𝑵𝒏 = 𝒙−𝟐 𝒚−𝟐 − 𝒚

𝝏𝑴𝒏 𝝏𝑵𝒏
= −𝟐𝒙−𝟑 𝒚−𝟐 = −𝟐𝒙−𝟑 𝒚−𝟐
𝝏𝒚 𝝏𝒙
𝜕𝑀𝑛 𝜕𝑁𝑛
Since = , the D.E is now exact.
𝜕𝑦 𝜕𝑥

h. 𝟐𝒙−𝟑 𝒚−𝟏 𝒅𝒙 + (𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 = 𝟎

Page 39
Mathematics
DIFFERENTIAL EQUATIONS Education

𝑭 = ∫ 𝑴𝒏 𝒅𝒙 + 𝒇(𝒚) 𝑭 = ∫ 𝑵𝒏 𝒅𝒚 + 𝒈(𝒙)

= ∫(𝟐𝒙−𝟑 𝒚−𝟏 )𝒅𝒙 + 𝒇(𝒚) = ∫(𝒙−𝟐 𝒚−𝟐 − 𝒚)𝒅𝒚 + 𝒈(𝒙)

= 𝟐𝒚−𝟏 ∫ 𝒙−𝟑 𝒅𝒙 + 𝒇(𝒚) = 𝒙−𝟐 ∫ 𝒚−𝟐 𝒅𝒚 − ∫ 𝒚𝒅𝒚 + 𝒈(𝒙)


𝟏 𝟏
= 𝟐𝒚−𝟏 (− 𝒙−𝟐 ) + 𝒇(𝒚) = 𝒙−𝟐 (−𝒚−𝟏 ) − 𝒚𝟐 + 𝒈(𝒙)
𝟐 𝟐

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

The solution is 𝐹 (𝑥, 𝑦) = 𝐶


𝟏
−𝒙−𝟐 𝒚−𝟏 − 𝒚𝟐 = 𝑪
𝟐

𝟐𝒙−𝟐 𝒚−𝟏 + 𝒚𝟐 = 𝑪𝟏 𝑪𝟏 = −𝟐𝑪


𝟐
+ 𝒚 𝟐 = 𝑪𝟏
𝒙𝟐 𝒚

Exercises F:

Test each of the following for exactness and solve the equation. Reduce the equation into
exact equation if it is non-exact.

1. (2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + (𝑥 2 + 2𝑦)𝑑𝑦 = 0


2. (𝑦𝑒 𝑥𝑦 − 2𝑦 3 )𝑑𝑥 + (𝑥𝑒 𝑥𝑦 − 6𝑥𝑦 2 − 2𝑦)𝑑𝑦 = 0
3. (2𝑥 2 𝑦 − 2𝑦 2 + 2𝑥𝑦)𝑑𝑥 + (𝑥 2 − 2𝑦)𝑑𝑦 = 0
4. (𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
5. (𝑥 + 4𝑦 3 )𝑑𝑦 − 𝑦𝑑𝑥 = 0

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:

At the end of the unit, you should be able to:


1. Identify/classify if an equation is a Bernoulli’s equation or not, and
2. Solve for the general solution of a Bernoulli’s equation by transforming
it into a linear equation.

Lesson Proper:

The differential equation of the form:


𝑑𝑦
1. + 𝑦𝑃 (𝑥) = 𝑦 𝑛 𝑄 (𝑥) 𝑜𝑟 𝑑𝑦 + 𝑦𝑃(𝑥)𝑑𝑥 = 𝑦 𝑛 𝑄(𝑥)𝑑𝑥
𝑑𝑥

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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.

Note: If n = 0, equations 1 and 2 are linear,


If n = 1, equations 1 and 2 are variables separable.

 To solve for the general solution, ( for n ≠ 0 & n ≠ 1 ), the substitution


1. 𝑧 = 𝑦 −𝑛+1 for equation (1) and
−𝑛+1
2. 𝑧 = 𝑥 for equation (2),

Leads to the linear equation in z as follows:

1. dz + z[(1 − n)P(x)]dx = (1 − n)Q(x)dx


where ( 1 – n )P(x) is the new P(x)
and ( 1 – n )Q(x) is the new Q(x).

2. dz + z[(1 − n)P(y)]dy = (1 − n)Q(y)dy


where ( 1 – n )P(y) is the new P(y)
and ( 1 – n )Q(y) is the new Q(y).

 We solve these equations through the process of Linear Equations.

Proof: (From Bernoulli’s Equation to Linear Equation in variable z from eqn. 1)

 dy + y P(x)dx = y n Q(x)dx

 Multiply the equation by y −n


y −n dy + (y −n+1 )P(x)dx = 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

 Now substitute z = y n+1 and 𝑑𝑧 = (−𝑛 + 1)𝑦 −𝑛 𝑑𝑦


The equation becomes:
dz + z(1 − n)P(x)dx = (−n + 1)Q(x)dx --- linear in z.

Note: the proof of equation 2 is similar.

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EXAMPLES: Determine if each of the following are Bernoulli’s Equation or not. If


it is, solve for their solution.
𝐝𝐲 𝐲
EXAMPLE 1: + = 𝐱𝐲 𝟐
𝐝𝐱 𝐱

Solution: First, let us analyze if the equation is a Bernoulli’s.

𝐝𝐱
 𝐝𝐲 + 𝐲 ( ) = 𝐲 𝟐 𝐱𝐝𝐱 𝐞𝐪𝐮𝐚𝐭𝐢𝐨𝐧 𝟏
𝐱

 The above eqn. is in the form of Bernoulli’s equation in y, where n=2.

 If we multiply (−𝑦 2 ) to equation (1), the result is:


dx
(−y 2 )dy + −(y −2 ) ( ) = −xdx ( this step may be omitted )
x

 Substituting z and dz we have a linear equation in z:


1
𝑑𝑧 + 𝑧 (− ) 𝑑𝑥 = −𝑥𝑑𝑥
𝑥
1
where 𝑃(𝑥) = (− ) 𝑎𝑛𝑑 𝑄(𝑥) = −𝑥
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

(𝒚𝒙)−𝟏 = −𝒙 + 𝑪 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏

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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 The equation becomes linear in z:


3 3
𝑑𝑧 + 𝑧 ( ) 𝑑𝑥 = ( ) 𝑑𝑥
𝑥 𝑥
(1−n)P(x)dx 3(1/x)dx 3lnx
IFe =e =e = x3
𝑥 3 (𝑧) = 3 ∫ 𝑥 3 (1/𝑥)𝑑𝑥 𝑤ℎ𝑒𝑟𝑒 𝑧 = 𝑦3
𝒙𝟑 𝒚𝟑 = 𝒙𝟑 + 𝑪  𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏
𝒅𝒚
EXAMPLE 3. + 𝒚 = 𝒚𝟐 (𝒄𝒐𝒔 𝒙 − 𝒔𝒊𝒏 𝒙)
𝒅𝒙

Solution:
 𝑑𝑦 + 𝑦𝑑𝑥 = 𝑦 2 (cos 𝑥 − sin 𝑥)𝑑𝑥, Bernoulli’s equation where n = 2

 we let 𝑧 = 𝑦 −2+1 = 𝑦 −1 , dz = –y–2 the equation becomes linear in z


𝑑𝑧 + 𝑦(−𝑑𝑥) = (sin 𝑥 − cos 𝑥 𝑑𝑥),
where the 𝐼. 𝐹. = 𝑒 −𝑥
𝑧𝑒 −𝑥 = ∫(sin 𝑥 − cos 𝑥)𝑒 −𝑥 𝑑𝑥 = −𝑒 𝑥 sin 𝑥 + 𝐶 𝑏𝑢𝑡 𝑧 = 𝑦 −1

𝟏 + 𝒚𝒔𝒊𝒏𝒙 = 𝒚𝑪𝒆𝒙 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏


EXAMPLE 4. 𝒚′ = 𝒚 − 𝒙𝒚𝟑 𝒆−𝟐𝒙

Solution:
 𝑑𝑦 = 𝑦𝑑𝑥 − 𝑥𝑦 3 𝑒 −2𝑥 𝑑𝑥

 𝑑𝑦 + 𝑦(−1)𝑑𝑥 = 𝑦 3 (−𝑥𝑒 2𝑥 )𝑑𝑥, Bernoulli’s equation where n = 3

 We let 𝑧 = 𝑦 −3+1 = 𝑦 −2

 The equation becomes linear in z:


𝑑𝑧 + 𝑧(2)𝑑𝑥 = 2𝑥𝑒 −2𝑥 𝑑𝑥 𝑤ℎ𝑒𝑟𝑒 𝐼. 𝐹. = 𝑒 2𝑥

𝑧𝑒 2𝑥 = ∫ 𝑒 2𝑥 (2𝑥𝑒 2𝑥 )𝑑𝑥 = ∫ 2𝑥𝑑𝑥 = 𝑥 2 + 𝐶 𝑏𝑢𝑡 𝑧 = 𝑦 −2

𝒆𝟐𝒙 = 𝒚𝟐 (𝒙𝟐 + 𝑪) 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏

EXAMPLE 5. 𝟐𝒚𝒅𝒙 + 𝒙(𝒙𝟐 𝒍𝒏 𝒚 − 𝟏)𝒅𝒚 = 𝟎

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

𝒚(𝒙−𝟐 ) = (𝒚𝒍𝒏 𝒚 − 𝒚) + 𝑪 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏

A. Determine if each of the following is a Bernoulli’s equation or not, and


Solve for the solution if the equation is Bernoulli’s.

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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I. HIGHER ORDER DIFFERENTIAL EQUATIONS & THE D OPERATOR

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

Consider the differential equation

𝑦^((𝑛))(x) = f(x, y(x), 𝑦^′ (𝑥)……, 𝑦^((𝑛−1))(x)). (1)

A. The Existence and Uniqueness Theorem


Suppose _0 is a given “initial point” x = 𝑥_0 , and suppose 𝑎_0 𝑎_1 . . . ,
a 𝑥_(𝑛−1) are given constants. Then there is exactly one solution to the
differential equation (1) which satisfies the initial conditions
y(𝑥0) = 𝑎0 , 𝑦,(𝑥0 ) = 𝑎1 , 𝑦,,(𝑥0 ) = 𝑎2 , . , (𝑛−1)(𝑥0) = 𝑎(𝑛−1) . (2)

Note that for an nth order equation we can prescribe exactly n initial values.

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B. The General Equation


If we try to solve the differential equation (1), and if everything goes well,
then we will end up with a formula for the solution
y = y(x, 𝑐1, ), 𝑐2, . . . , 𝑐𝑛)
C. Higher Order Linear equation with constant coefficients
For an nth order homogeneous linear equation with constant coefficients:
𝑎𝑛 𝑦𝑛+(𝑛−1) 𝑦(𝑛−1)+…+𝑎2 𝑦′′+𝑎1 𝑦′+𝑎0 𝑦=0

Where _𝑛≠0, It has a general solution of the form


y= 𝐶1 𝑦1+𝐶2 𝑦2+….+𝐶(𝑛−1) 𝑦(𝑛−1)+𝐶𝑛 𝑦𝑛
Where y1, 𝑦2……. 𝑦(𝑛−1), 𝑦𝑛 𝑎𝑟𝑒 𝑎𝑛𝑦 𝑛 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠
𝑜𝑓 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛

Determine the solution to the higher order Differential Equation


𝑑3 𝑦 𝑑2 𝑦
+ = 𝑒𝑥
𝑑𝑥 3 𝑑𝑥 2

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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d) The general solution to this DE has the form


∅(𝑥)𝑦 = ∫ ∅(𝑥) ∙ 𝑄(𝑥)𝑑𝑥 where ∅(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥

Taking P(x)=1 and Q(x)= 𝑒 𝑥 + 𝐶1 𝑥 + 𝐶2

∅(𝑥) = 𝑒 ∫(1)𝑑𝑥 = 𝑒 𝑥

So the solution to the FOLDE is now

𝑒 𝑥 ∙ 𝑦 = ∫ 𝑒 𝑥 (𝑒 𝑥 + 𝐶1 𝑥 + 𝐶2 )𝑑𝑥

𝑒 𝑥 ∙ 𝑦 = ∫(𝑒 2𝑥 + 𝐶1 𝑥𝑒 𝑥 + 𝐶2 𝑒 𝑥 )𝑑𝑥

e) Integrating the right hand side gives us


1
𝑒 𝑥 ∙ 𝑦 = 𝑒 2𝑥 + 𝐶1 (𝑥𝑒 𝑥 − 𝑒 𝑥 ) + 𝐶2 𝑒 𝑥 + 𝐶3
2
Simplifying further and dividing both sides of the equation by 𝑒 𝑥 will
1
yield 𝑒 𝑥 ∙ 𝑦 = 𝑒 2𝑥 + 𝐶1 𝑒 𝑥 (𝑥 − 1) + 𝐶2 𝑒 𝑥 + 𝐶3
2

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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THE D OPERATOR ( DIFFERENTIAL OPERATOR)

Definition: A differential operator is an operator defined as a function of the


differentiation operator.

-It is helpful, as a matter of notation first, to consider differentiation as an


abstract operation, accepting a function and returning another ( in the style of
higher order function in computer science)

- The most commonly used differential operator is the action of taking the
derivative itself.

Common notations for this operator include

D≡ /𝑑𝑥 𝑎𝑛𝑑 𝑖𝑓 𝑔𝑒𝑛𝑒𝑟𝑎𝑙𝑖𝑧𝑒 𝐷^𝑛≡𝑑^𝑛/(𝑑𝑥^𝑛 )

Note: D is an operator and must therefore always followed by some


expression on w/c it operates.

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

DIFFERENTIAL EQUATION TO D OPERATOR


𝑑2 𝑦 𝑑𝑦
2 +5 + 2𝑦 = 0 𝑚𝑎𝑦 𝑏𝑒 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑒𝑑 𝑎𝑠
𝑑𝑥 2 𝑑𝑥

(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

D(sin(x))= cos (x)

D OPERATOR AND THE FUNDAMENTAL LAWS OF ALGEBRA

The following fundamental laws of Algebra could be applied in the D operator.

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

Try this.. Answer

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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Mathematics
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THREE USEFUL FORMULAE BASED ON THE D OPERATOR

EQUATION A.

Let F(D)represent a polynomial function F(D) 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 𝐹(𝑎)

Since D𝑒 𝑎𝑥 = 𝑎𝑒 𝑎𝑥 𝑎𝑛𝑑 𝐷 2 𝑒 𝑎𝑥 = 𝑎2 𝑒 𝑎𝑥

From which it can be seen that:

F(D)𝑒 𝑎𝑥 = (𝑝0 𝐷 𝑛 + 𝑝1 𝐷 𝑛−1 + ⋯ 𝑝𝑛−1 𝐷 + 𝑝𝑛 )𝑒 𝑎𝑥

= (𝑝0 𝑎𝑛 + 𝑝1 𝑎𝑛−1 + ⋯ 𝑝𝑛−1 𝑎 + 𝑝𝑛 )𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 𝐹(𝑎)

Example.

1. Solve the equation :


𝑑2 𝑦 𝑑𝑦
-5 + 6𝑦 = 𝑒 4𝑥 This can be re-written as
𝑑𝑥 2 𝑑𝑥

(𝐷 2 − 5𝐷 + 6)𝑦 = 𝑒 4𝑥
1
∴ y=𝑒 4𝑥 x = 𝑒 4𝑥
𝐷 2 −5𝐷+6

We can substitute d=4


1 1
∴ y=𝑒 4𝑥 x = 𝑒 4𝑥
42 −5(4)+6 2

2. Solve the equation :


𝑑2 𝑦 𝑑𝑦
-2 − 𝑦 = 0, this can be written as
𝑑𝑥 2 𝑑𝑥

(𝐷 2 − 2𝐷 − 𝑦)𝑦 = 0 or D2-2D-1=0
2±√8
Using the quadratic formula to find D ∴ D= = 1±√2
2

Therefore the solution is ∴ y=𝐴𝑒 (√2 −1)𝑥 + B𝑒 (−√2 −1)𝑥

Equation B

𝑭(𝑫)(𝒆𝒂𝒙 𝑽) = 𝒆𝒂𝒙 𝑭(𝑫 + 𝒂)𝑽 where V is any function of x

Applying Leibniz's theorem for the nth differential coefficient of a product.


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𝐷 𝑛 (𝑒 𝑎𝑥 𝑉 ) = (𝐷 𝑛 𝑒 𝑎𝑥 )𝑉 + 𝑛(𝐷 𝑛−1 𝑒 𝑎𝑥 )(𝐷𝑉 ) + 𝑛(𝑛 − 1)(𝐷 𝑛+2 𝑒 𝑎𝑥) (𝐷 2 𝑉 )


+ ⋯ 𝑒 𝑎𝑥 (𝐷 𝑛 𝑉)
1
= 𝑎𝑛 𝑒 𝑎𝑥 𝑉 + 𝑛𝑎𝑛−1 𝑒 𝑎𝑥 𝐷𝑉 + 𝑛(𝑛 − 1)𝑎𝑛−2 𝑒 𝑎𝑥 𝐷 2 𝑉 + ⋯ 𝑒 𝑎𝑥 𝐷 𝑛 𝑉
2

1
= 𝑒 𝑎𝑥 (𝑎𝑛 + 𝑛𝑎𝑛−1 𝐷 + 𝑛(𝑛 − 1)𝑎𝑛−2 𝐷 2 + ⋯ … + 𝐷 𝑛 ) 𝑉
2

= 𝑒 𝑎𝑥 (𝐷 + 𝑎)𝑛 V

Similarly 𝐷 𝑛−1 (𝑒 𝑎𝑥 𝑉 ) = 𝑒 𝑎𝑥 (𝐷 + 𝐷)𝑛−1 𝑉 and so on

𝐹 (𝐷 )(𝑒 𝑎𝑥 𝑉 ) = (𝑝0 𝐷 𝑛 + 𝑝1 𝐷 𝑛−1 + ⋯ … . 𝑝𝑛−1 𝐷 + 𝑎)(𝑒 𝑎𝑥 𝑉)

= 𝑒 𝑎𝑥 (𝑝0 (𝐷 + 𝑎)𝑛 + 𝑝1 (𝐷 + 𝑎)𝑛−1 +………𝑝𝑛−1 (𝐷 + 𝑎) + 𝑝𝑛 )𝑉

therefore F(D)(𝑒 𝑎𝑥 𝑉) = 𝑒 𝑎𝑥 𝐹 (𝐷 + 𝑎)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

= 𝑒 −2𝑥 (𝐴𝑒 𝑖𝑥 + 𝐵𝑒 −𝑖𝑥 )


𝟑 3
So y = 𝑒 −2𝑥 (Ecos + 𝐹𝑠𝑖𝑛 )
𝟐 2

𝑑2 𝑥
2. Simple linear. Evaluate - 16x= 0
𝑑𝑡 2

𝐷 2 − 16 = 0

Solving for D; D= ±4

Therefore the equation becomes x=𝐴𝑒 (4𝑡) + B𝑒 (−4𝑡)

3. Complex solutions:
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𝑑2𝜆
Evaluate + 2𝜆 = 0
𝑑𝑥 2

Solution: 𝐷 2 + 2 = 0

Solving for D using of; D= ±𝑗√2 thus 𝜆 = 𝐴𝑒 𝑗 √2 + 𝐵𝑒 −𝑗√2

∴ 𝜆 = 𝐹𝑐𝑜𝑠√2𝑥 + 𝐸𝑠𝑖𝑛√2𝑥

Equation C - Trigonometrical Functions

𝐷 2 cos 𝑎𝑥 = −𝑎2 cos 𝑎𝑥

𝐷 4 cos 𝑎𝑥 = (−𝑎2 )2 cos 𝑎𝑥

And so on

𝐹(𝐷)2 cos ax = (𝑝0 𝐷 𝑛 + 𝑝1 𝐷 𝑛−1 + ⋯ … 𝑝𝑛−1 𝐷 + 𝑝𝑛 ) cos 𝑎𝑥

= (𝑝0 (−𝑎2 )𝑛 + 𝑝1 (−𝑎2 )𝑛−1 + ⋯ … . +𝑝𝑛−1 (−𝑎2 ) + 𝑝𝑛 ) cos 𝑎𝑥

Therefore 𝐹(𝐷 2 ) cos ax = F (−𝑎2 ) cos 𝑎𝑥

similarly F(D2)sin ax = F (-a2)sin ax

Examples:

Find the Particular Integral of:-

Workings

This can be re-written as:-

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Mathematics
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(1)

Using equation 1 we can put

If we multiply the top and bottom of this equation by

But

Solution

But since

So the final answer is

Exercises:

1. y” + y = 0 Ans. y=Acosx + Bsinx


𝑒 3𝑥
2. i(D2-3D + 2)y=e3x y=C1ex + C2e2x +
2
2 2 1 𝑎𝑥
3. ( D + a ) =cot ax y= C1cosax + C2sin ax + 𝑠𝑖𝑛𝑎𝑥𝑙𝑜𝑔𝑡𝑎𝑛( )
𝑎2 2
8 5𝑥
4. (D2-2D+1)y=2e2 y= ( C1 + C2x) ex + 𝑒 2
9

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LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS

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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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.

It has a general solution of the form


𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + . . . +𝐶𝑛−1 𝑦𝑛−1 + 𝐶𝑛 𝑦𝑛

Where 𝑦1 , 𝑦2 , . . . , 𝑦𝑛−1 , 𝑦𝑛 are any n linearly independent solutions of the equation.


(Thus, they form a set of fundamental solutions of the differential equation.) The linear
independence of those solutions can be determined by their Wronskian, i.e., W(𝑦1 , 𝑦2 ,
. . . , 𝑦𝑛−1 , 𝑦𝑛 ) (𝑡 ) ≠ 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:

𝑦(𝑡0 ) = 𝑦0 , 𝑦′(𝑡0 ) = 𝑦 ′ 0 , 𝑦 ′′ 0 , 𝑎𝑛𝑑 𝑦 (𝑛−1) (𝑡0 ) = 𝑦 (𝑛−1) 0.

Note 2. The Wronskian W(𝑦1 , 𝑦2 , . . . , 𝑦𝑛−1 , 𝑦𝑛 ) (𝑡 ) is defined to be the determinants of


the following n x n matrix

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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:

There are three cases to consider in getting the general solution.

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

In the special case 𝑚2 = −𝑚1 , the solution can be written as

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

Which is also algebraically equivalent to

y = 𝐶1 𝑒 𝑎𝑥 𝐶𝑜𝑠𝑏𝑥 + 𝐶2 𝑒 𝑎𝑥 𝑆𝑖𝑛𝑏𝑥

Second-order Linear Homogeneous Differential Equations with Constant


Coefficients

Case 1. Distinct Real Roots

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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2m2 + 3m + 1 = 0 Auxiliary Equation


(2m + 1) (m + 1) = 0 Factor
2m + 1 = 0, m + 1 = 0 Equate each factor to zero
1
𝑚1 = − 𝑎𝑛𝑑 𝑚2 = −1 Roots are real and distinct
2
𝑥
𝑦 = 𝐶1 𝑒 −2 + 𝐶2 𝑒 −𝑥 General Solution

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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𝑦 = 𝐶1 + 𝐶2 𝑒 −6𝑥 General Solution

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

Case 2. Repeated Real Roots

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

𝑦 = 𝐶1 𝑒 −3𝑥 + 𝐶2 𝑋𝑒 −3𝑥 General Solution

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

Case 3. Imaginary Roots

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

−(−4) ± √(−4)2 − 4(1)(13)


𝑚=
2(1)

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−4 ± √−36
𝑚=
2

m = 2 ± 3i Imaginary roots

𝑦 = 𝐶1 𝑒 (2+3𝑖)𝑥 + 𝐶2 𝑒 (2−3𝑖)𝑥

𝒚 = 𝑪𝟏 𝒆𝟐𝒙 𝑪𝒐𝒔𝟑𝒙 + 𝑪𝟐 𝒆𝟐𝒙 𝑺𝒊𝒏𝟑𝒙)

𝒚 = 𝒆𝟐𝒙 (𝑪𝟏 𝑪𝒐𝒔𝟑𝒙 + 𝑪𝟐 𝑺𝒊𝒏𝟑𝒙) General Solution

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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𝒚 = 𝑪𝟏 𝒆−𝟐𝒙 𝑪𝒐𝒔𝒙 + 𝑪𝟐 𝒆−𝟐𝒙 𝑺𝒊𝒏𝒙

𝒚 = 𝒆−𝟐𝒙 (𝑪𝟏 𝑪𝒐𝒔𝒙 + 𝑪𝟐 𝑺𝒊𝒏𝒙) General Solution

nth-order Linear Homogeneous Differential Equations with Constant Coefficients

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

𝑦 = 𝐶1 𝑥 2 𝑒 7𝑥 cos 5𝑥 + 𝐶2 𝑥 2 𝑒 7𝑥 sin 5𝑥 + 𝐶3 𝑥𝑒 7𝑥 cos 5𝑥 + 𝐶4 𝑥𝑒 7𝑥 sin 5𝑥


+ 𝐶5 𝑒 7𝑥 cos 5𝑥 + 𝐶6 𝑒 7𝑥 sin 5𝑥 +
EXERCISES:

FIND THE GENERAL SOLUTION OF THE FOLLOWING:

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

𝑦 = 𝐶1 + 𝐶2 𝑒 3𝑥 + 𝐶3 𝑒 (−1+ √2)𝑥 + 𝐶4 𝑒 (−1− √2)𝑥


𝑦 = 𝐶1 + 𝐶2 𝑒 3𝑥 + 𝑒 −𝑥 (𝐶3 𝑒 √2𝑥 + 𝐶4 𝑒 −√2𝑥 )

9. (𝐷 2 + 4𝐷 + 4) 𝑦 = 0

𝑚2 + 4𝑚 + 4 = 0
(m + 2) (m + 2)
roots: – 2, – 2

∴ 𝑦 = (𝐶1 + 𝐶2 𝑋 )𝑒 −2𝑥

10. 𝑦 (4) − 9𝑦 ′′ + 20𝑦 = 0

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

12. y’’’ – 6y’’ + 2y’ + 36y = 0

𝑚3 − 6𝑚2 + 2𝑚 + 36 = 0

roots: – 2, 4 + 𝑖√2 , 4 − 𝑖√2

𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 (4+𝑖√2)𝑥 + 𝐶3 𝑒 (4−𝑖√2)𝑥


𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 4𝑥 cos √2 𝑥 + 𝐶3 𝑒 4𝑥 𝑠𝑖𝑛√2𝑥

Law of Exponential Growth and Decay

Objectives:

At the end of the topic, students are expected to:

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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.

In many natural phenomena (such as population growth, radioactive decay, etc.),


quantities grow or decay at a rate proportional to their size. In other words, they satisfy the
following differential equation.
If y is a differential function of t such that y >0 and y’ = ky, for some constant k,
then;
y = Cekt
where:

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

So, all solutions of y’ = ky are in the form of y = Cekt

Exponential Growth Problems


(k > 0)

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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:

C = 100 bacteria = P(0)

k = 0.02

t = 5 hours

Find: P(5) = y

Solution:

P(t) = P(0)ekt

P(5) = 100e0.02(5) = 110.517 ≈ 110 bacteria

b) time to double

The second question suggests the following equation

2P(0) = P(0)ekt

(2)(100) = 100e0.02t - DPE

2 = e0.02t

If we logarithm both sides, we get

ln 2 = ln e0.02t

ln 2 = 0.02t

t = ln 2/0.02

t = 34.6574 hours

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Example 2. Money is deposited in an account for which interest is compounded


continuously. If the balance doubles in 6 years, what is the annual percentage rate?

Given:

t = 6 years

Find: Annual percentage rate = r

Solution:

Let P – initial account

2P in 6 years, therefore

2P = Pert - DPE

2 = e6r - If we logarithm both sides, then we get

ln 2 = ln e6r

ln 2 = 6r

r ≈ 0.1155 = 11.55%

Example 3. The rate of change of y is proportional to y. When t = 0, y = 2. When t = 2,


y = 4. What is the value of y when t = 3?

Given:

t1 = 0 t2 = 2

y1 = 2 y2 = 4

Find: y when t = 3

Solution:

Because y’ = ky we know that y = Cekt

We can find the values of C and k by applying the initial conditions.

2 = Ce(0)(k)

2 = Ce0 then 2 = C

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4 = 2e(2)(k) - DPE

2 = e2k - If we logarithm both sides, then we get

ln 2 = lne2k

ln 2 = 2k

k = ½ ln 2

k ≈ 0.3466

Therefore, the model is y = 2e0.3466t and if t = 3, then y = 2e(0.3466)(3)

y= 5.657

Example 4. Suppose that the population of a colony of bacteria increases exponentially.


At the start of an experiment, there are 6,000 bacteria, and one hour later, the population
has increased to 6,400. How long will it take for the population to reach 10,000?

Given:

C1 = 6,000 bacteria t1 = 0

C2 = 6,400 bacteria t2 = 1

Find: time (t) needed to reach 10,000 bacteria

Solution:

y = Cekt

6,000 = Ce(0)(k)

6,000 = Ce0 then 6,000 = C

6,400 = 6000e(1)(k) - DPE

1.07 = ek - If we logarithm both sides, then we get

ln 1.07 = lnek

ln 1.07 = k

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k ≈ 0.06454

Therefore, the model is y = 6,000e0.06454t

If y = 10,000, then 10,000 = 6,000e(0.06454)t - DPE

1.67 = e(0.06454)t - If we logarithm both sides

ln 1.67 = ln e(0.06454)t

ln 1.67 = 0.06454t - DPE

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:

P1 = 2,569 million P2 = 3,040 million

t1 = 0 (1950) t2 = 10 (1960)

Find: a) k and b) P(1993) – 43 years and P(2020) – 70 years

Solution:

a) y = Cekt

P2 = P1ekt

3040 = 2569e(10)k - DPE

1.18 = e10k - If we logarithm both sides

ln 1.18 = ln e10k

ln 1.18 = 10k

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k = 1/10(ln 1.18)

k = 0.017185

b) The model is P = 2569e0.017185t

P(1993)= 2569e0.017185(43) ≈ 5360 million (actual 5522 million)

P(2020) = 2569e0.017185(70) ≈ 8524 million

Exercise A. Solve each problem.

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?

4) Money is deposited in an account for which interest is compounded continuously.


If the annual percentage rate is 9.28%, in how many years it will be doubled?

5) A herd of elephants is growing exponentially. At time t = 2 it has 1,000 elephants


in it, and at time t = 4 it has 2,000 elephants.

a) Write a formula for the number of elephants at arbitrary time t.

b) At what time will the elephants become 5,300?

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Exponential Decay Problems


(k < 0)

Example 1. The half-life of radium-226 (226/88Ra) is 1590 years.

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.

c) When will the mass be reduced to 30 mg?

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

a) m(t) = m(0)ekt but ½ of 100 is 50 for for half-life of 1590 years

50 = 100e1590k - DPE

0.5 = e1590k - If we logarithm both sides

ln 0.5 = ln e1590k

ln 0.5 = 1590k

k = 1/1590 ln 0.5 ≈ - 0.000436

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

0.3 = e-0.000436t - If we logarith both sides

ln 0.3 = -0.000436t

t = 1/ -0.000436 ln 0.3 ≈ 2761 years

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

m(t) = m(0)ekt but ½ of 10 is 5 for half-life of 24,100 years

5 = 10e24,100k - DPE

0.5 = e24,100k - If we logarithm both sides

ln 0.5 = ln e24,100k

ln 0.5 = 24,100k

k = 1/24,100 ln 0.5 ≈ - 0.000028761

m(1) = 10e-0.000028761t

1 = 10e-0.000028761t - DPE

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0.1 = e-0.000028761t - If we logarithm both sides

ln 0.1 = ln e-0.000028761t

ln 0.1 = -0.000028761t - DPE

t = 1/-0.000028761 ln 0.1 ≈ 80,059 years

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

Find: Mass after 1000 years

Solution:

y = Cekt

m(t) = m(0)ekt but ½ of 1 is 0.5 for half-life of 1620 years

0.5 = e1620k - If we logarithm both sides

ln 0.5 = ln e1620k

ln 0.5 = 1620k

k = 1/1620 ln 0.5 ≈ - 0.0004279

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:

Half-life of C-14 is 5730 years

Find: t of the skull

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Solution:

y = Cekt

C(t) = C(0)ekt but ½ of C is C/2 for half-life of 5730 years

C/2 = Ce5730k - DPE

0.5 = e5730k - If we logarithm both sides

ln 0.5 = ln e5730k

ln 0.5 = 5730k

k = 1/5730 ln 0.5 ≈ - 0.000121

Now we use the fact that there is 9% remaining today to give

0.09C = Ce−0.000121t - DPE

0.09 = e-0.000121t - If we logarithm both sides

ln 0.09 = ln e-0.000121t

ln 0.09 = -0.000121t - DPE

t = 1/-0.000121 ln 0.09 ≈ 19,905 years (So, the skull is about 20,000 years old.)

Exercise B. Solve each problem.

1) Bismuth-210 has a half-life of 5.0 days.

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.

3) Polonium-214 has a half-life of 1.4 x 10-4 seconds.

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?

4) Carbon-14 is a radioactive isotope of carbon that has a half-life of 5,600 years. It is


used extensively in dating organic material that is tens of thousands of years old.
What fraction of the original amount of Carbon-14 in a sample would be present
after 10,000 years?

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).

a)Write the formula (with its "k" value).

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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NEWTON’S LAW OF COOLING


I. OBJECTIVES
1. Provide background information of the Mathematician involved;
2. Illustrate what Newton’s Law of Cooling is all about; and
3. Solve problems involving Newton’s Law of Cooling applying
differential equations.

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

 Newton’s Other Accomplishments


 Philosophiae Naturalis Principia Mathematica
 Laws of Motion
 Laws of Universal Gravitation
 Modern Study of Optics
 Determination of the speed of sound in air, Newton’s
Method, etc.
 Involved in the development of Calculus
Scala Graduum Calories
 What is Newton’s Law of Cooling?
• Newton's Law of Cooling describes the cooling of a warmer object to the cooler
temperature of the environment.
• Newton's Law of Cooling states that the rate of change of the temperature of an
object is proportional to the difference between its own temperature and the
surrounding temperature
• Newton's Law of Cooling states that the rate of change of the temperature of an
object is proportional to the difference between its own temperature and the
ambient temperature.
• If T is the temperature of the object at time t, and Ts is thesurrounding temperature,
then:

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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

The solution of this initial value problem is


𝑇 = 5 + 15𝑒 𝑘𝑡

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

and from the third equation we obtain

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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

𝑇 = 𝑇8 + (𝑇0 − 𝑇8 ) = (𝑒 −𝑘𝑡 )𝑡/𝑡

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

Note that this makes sense because this formula gives us


7 7
𝑇(0) = 5 + 15 ( ) = 20 and 𝑇(1) = 5 + 15 ( ) = 12.
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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2. In a murder investigation, a corpse was found by a detective at exactly 8 P.M.


Being alert, the detective also measured the body temperature and found it to be
700 𝐹. Two hours later, the detective measured the body temperature again and
found it to be 600 𝐹. If the room temperature is 500 𝐹, and assuming that the body
temperature of the person before death was 98.60 𝐹, at what time did the murder
occur?
Solution: With time 0 taken to be 8 P.M., we have the boundary value problem

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

and we know that the solution of this boundary value problem is

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.

The main “equation” that we’ll be using to model this situation is :

Rate at Rate at
Rate of
which Q(t) which Q(t)
change of =
enters the exits the
Q(t)
tank tank

where,

Rate of change of Q(t) =

Rate at which Q(t) enters the tank = (flow rate of liquid entering) x

(concentration of substance in liquid entering)

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Rate at which Q(t) exits the tank = (flow rate of liquid exiting) x

(concentration of substance in liquid exiting)

Let’s take a look at the first problem.

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.

So, the amount of salt in the tank at any time t is.

Now, the tank will overflow at t = 300 hrs. The amount of salt in the tank at that time is.

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Here’s a graph of the salt in the tank before it overflows.

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.

Here are the two IVP’s for this problem.

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

Here is a graph of the amount of pollution in the tank at any time t.

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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.

5. A tank initially holds 100 gal of a brine solution containing 1 Ib of salt. At t = 0


another brine solution containing 1 Ib of salt per gallon is poured into the tank at
the rate of 3 gal/min, while the well-stirred mixture leaves the tank at the same
rate. Find (a) the amount of salt in the tank at any time t and (b) the time at which
the mixture in the tank contains 2 Ib of salt.

6. A 50-gal tank initially contains 10 gal of fresh water. At t = 0, a brine solution


containing 1 Ib of salt per gallon is poured into the tank at the rate of 4 gal/min,

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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.

NEWTON’S SECOND LAW (FALLING BODY PROBLEMS)

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
 vg
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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Example 1. A steel ball weighing 2 Ib is dropped from a height of 3000 ft with no


velocity. As it falls, the ball encounters air resistance numerically equal to v/8 (in
pounds), where v denotes the velocity of the ball (in feet per second). Find (a) the
limiting velocity for the ball and (b) the time required for the ball to hit the ground.

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

which has as its solution v  t   ce2t  16

At t= 0, we are given that v = 0. Substituting these values into the previous equation, we
obtain

0  ce2(0)  16  c  16

from which we conclude that c = -16 and we have

v(t )  16e2t  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
 16e2t  16
dt

Integrating both sides of this last equation directly with respect to t, we have

x(t )  8e2t  16t  c1

where c1 denotes a constant of integration. At t = 0, x = 0. Substituting these values, we


obtain

0  8e 2(0)  16(0)  c1  8  c1

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from which we conclude that c1 = -8 and the solution becomes

x(t )  8e2t  16t  8

The ball hits the ground when x(t) = 3000. Substituting this value into the previous
equation, we have

3000  8e2t  16t  8

or

376  e2t  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.

Example 2. A body weighing 64 Ib is dropped from a height of 100 ft with an initial


velocity of 10 ft/sec. Assume that the air resistance is proportional to the velocity of the
body. If the limiting velocity is known to be 128 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.

(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

which has the solution


t

v  ce 4
 128

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

Since v = dx/dt, where x is displacement, the above equation can be rewritten as


t
dx 
 118e 4  128
dt

This last equation, in differential form, is separable; its solution is


t

x(t )  472e 4
 128t  c1

At t = 0, we have x = 0 . Thus, we have

0  472e0  128(0)  c1

The displacement at any time t is then given by


t

x(t )  472e  128t  472
4

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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Mathematics
DIFFERENTIAL EQUATIONS Education

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?

3. A body is dropped from a height of 300 ft with an initial velocity of 30 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.

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.

5. A body is propelled straight up with an initial velocity of 500 ft/sec in a vacuum


with no air resistance. How long will it take the body to return to the ground?

6. A ball is propelled straight up with an initial velocity of 250 ft/sec in a vacuum


with no air resistance. How high will it go?

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.

8. A body of mass 10 slugs is dropped from a height of 1000 ft with no initial


velocity. The body encounters an air resistance proportional to its velocity. If the
limiting velocity is known to be 320 ft/sec, find (a) an expression for the velocity
of the body at any time t, (b) an expression for the position of the body at any time
t, and (c) the time required for the body to attain a velocity of 160 ft/sec.

9. A body weighing 8 Ib is dropped from a great height with no initial velocity. As it


falls, the body encounters a force due to air resistance proportional to its velocity.
If the limiting velocity of this body is 4 ft/sec, find (a) an expres- sion for the
velocity of the body at any time t and (b) an expression for the position of the
body at any time t.

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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Mathematics
DIFFERENTIAL EQUATIONS Education

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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