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Math 6 Differential Equations Engr. Dave Pojadas

This document discusses dependent and independent variables in differential equations. It provides three examples of differential equations where the dependent and independent variables are identified. It then discusses the linearity of differential equations, types of solutions including general and particular solutions, and elimination of arbitrary constants through differentiation. It also introduces the standard form of a first order, first degree differential equation and the process of separation of variables to solve such equations. Two examples are provided and solved using separation of variables to find the general and particular solutions.
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0% found this document useful (0 votes)
216 views83 pages

Math 6 Differential Equations Engr. Dave Pojadas

This document discusses dependent and independent variables in differential equations. It provides three examples of differential equations where the dependent and independent variables are identified. It then discusses the linearity of differential equations, types of solutions including general and particular solutions, and elimination of arbitrary constants through differentiation. It also introduces the standard form of a first order, first degree differential equation and the process of separation of variables to solve such equations. Two examples are provided and solved using separation of variables to find the general and particular solutions.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 1

Dependent Variable and Independent Variable

Ex. 1
𝑑2 𝑖 𝑑𝑖 𝑖
𝐿 𝑑𝑡 2
+𝑅 𝑑𝑡
+ 𝑐 = 𝐸 cos(𝑤𝑡)

𝑖 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 (𝑛𝑢𝑚𝑒𝑟𝑎𝑡𝑜𝑟)
𝑡 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
Ex. 2
𝜕𝑢 𝜕𝑢
𝜕𝑥
+ 𝜕𝑦
= 0

𝑢 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
𝑥 & 𝑦 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
Ex. 3

(𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0

If divided by 𝑑𝑥
(𝑥 2 +𝑦 2 )𝑑𝑥−2𝑥𝑦 𝑑𝑦 𝑑𝑦
𝑑𝑥
= 𝑥 2 + 𝑦 2 − 2𝑥𝑦 𝑑𝑥

𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
If divided by 𝑑𝑦
(𝑥 2 +𝑦 2 )𝑑𝑥−2𝑥𝑦 𝑑𝑦 𝑑𝑥
𝑑𝑦
= (𝑥 2 + 𝑦 2 ) 𝑑𝑦 − 2𝑥𝑦

𝑥 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
𝑦 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡
Linearity of D.E.
𝑑𝑦 2 𝑑𝑦
( ) ; 𝑦 ( ) = 𝑛𝑜𝑛 − 𝑙𝑖𝑛𝑒𝑎𝑟
𝑑𝑥 𝑑𝑥

Ex. 1
𝑑𝑦
sin 𝑥 𝑑𝑥 + 𝑦 = 0 Linear

(There is no logarithmic and trigonometric function of dependent variable)

Types of Solution

1) General Solution
2) Particular Solution

Ex. 1
𝑑𝑦
Find the GS and PS of 𝑑𝑥
− 3𝑥 if 𝑥 = 2; when 𝑦 = 4.

Solution:
𝑑𝑦
= 3𝑥 2
𝑑𝑥

𝑑𝑦 = 3𝑥 2 𝑑𝑥
by Integration both sides (IBS)

∫ 𝑑𝑦 = ∫ 3𝑥 2 𝑑𝑥
𝑦 = 3 ∫ 𝑥 2 𝑑𝑥
3𝑥 3
𝑦= or 𝑦 + 𝑐1 = 𝑥 3 + 𝑐2
3

𝑦 = 𝑥 3 or 𝑦 = 𝑥 3 + 𝑐2 − 𝑐1

Let 𝑐2 − 𝑐1

𝑦 = 𝑥3 + 𝑐 G.S.

When 𝑥 = 2 ; 𝑦 = 4

4 = 23 + 𝑐
𝑐 =4−8
𝑐 = −4
Substitute 𝑐 = −4 to G.S.

𝑦 = 𝑥3 − 4 P.S.
Ex. 2

Find GS and PS
𝑑𝑦
= 2𝑦 ; 𝑦 = 4 ; 𝑥 = 0
𝑑𝑥

Solution:
𝑑𝑦
𝑑𝑥
= 2𝑦
𝑑𝑦
𝑦
= 2𝑑𝑥

IBS:
𝑑𝑦
∫ 𝑦
= ∫ 2𝑑𝑥

ln 𝑦 = 2𝑥 + 𝑐
Recall:

𝑎 = ln 𝑏 = 𝑙𝑜𝑔𝑎𝑟𝑖𝑡ℎ𝑚𝑖𝑐
Then: 𝑏 = 𝑒 𝑎 = 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙

So:

𝑦 = 𝑒 2𝑥+𝑐
Recall that: 𝑅 𝑚+𝑛 = 𝑅 𝑚 ∙ 𝑅 𝑛

𝑦 = 𝑒 2𝑥 ∙ 𝑒 𝑐
Let: 𝑒 𝑐 = 𝑐

𝑦 = 𝑐𝑒 2𝑥 G.S.

When = 0 ; when 𝑦 = 4

4 = 𝑐𝑒 2(0)
𝑐=4
Substitute to G.S.

𝑦 = 4𝑒 2𝑥 P.S.
Elimination of Arbitrary Constant
Goal: General Substitution Differential Equation

Note: The order of a D.E. is equal to the number of constant to be eliminated by differentiation.

Ex. 1

𝑥 cos 𝑦 + 𝑥 2 𝑦 = 𝑐 eq.1

Solution:

Diff. eq.1 with respect to 𝑥


𝑑 𝑑
(𝑥 cos 𝑦 + 𝑥 2 𝑦) = 𝑐
𝑑𝑥 𝑑𝑥
𝑑 𝑑
(𝑥 cos 𝑦) + (𝑥 2 𝑦) =0
𝑑𝑥 𝑑𝑥

𝒅 𝒅𝒗 𝒅𝒖
By: 𝒅𝒙 𝒖𝒗 = 𝒖 𝒅𝒙 + 𝒗 𝒅𝒙
𝑑 𝑑 𝑑 𝑑
[𝑥 𝑑𝑥 cos 𝑦 + cos 𝑦 𝑑𝑥 𝑥] + [𝑥 2 𝑑𝑥 𝑦 + 𝑦 𝑑𝑥 𝑥 2 ] = 0

𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
𝑥 (−sin 𝑦 𝑑𝑥 ) + cos 𝑦 (𝑑𝑥) + 𝑥 2 (𝑑𝑥 ) + 𝑦 (2𝑥 𝑑𝑥) = 0

𝑑𝑦 𝑥 2 𝑑𝑦
−𝑥 sin 𝑦 𝑑𝑥 + 𝑑𝑥
+ cos 𝑦 + 2𝑥𝑦 = 0

Transpose:
𝑑𝑦
(𝑥 sin −𝑥 2 ) = cos 𝑦 + 2𝑥𝑦
𝑑𝑥

𝑑𝑦 cos 𝑦 + 2𝑥𝑦
=
𝑑𝑥 𝑥 sin 𝑦 − 𝑥 2

Or
(cos 𝑦 + 2𝑥𝑦 )𝑑𝑥 + (𝑥 2 − 𝑥 sin 𝑦)𝑑𝑦 = 0

Ex. 2 𝐶𝑥 2 = 𝑥 + 𝑦 2 eq.1

Solution:

Differentiate w/ respect to 𝑥
𝑑 𝑑
𝑑𝑥
𝐶𝑥 2 = 𝑑𝑥 (𝑥 + 𝑦 2 )
𝑑𝑦
2𝐶𝑥 = 1 + 2𝑦 eq.2
𝑑𝑥
Solving for C in terms of 𝑥 and 𝑦

From eq.1:

𝐶𝑥 2 = 𝑥 + 𝑦 2
𝑥+𝑦 2
𝐶= eq.3
𝑥2

Substitute eq.3 to eq.2


𝑥+𝑦 2 𝑑𝑦
2( 𝑥
)𝑥 = 1 + 2𝑦 𝑑𝑥

(𝑥+𝑦 2 ) 𝑑𝑦
[2 𝑥
= 1 + 2𝑦 𝑑𝑥 ]𝑥𝑑𝑥

2(𝑥 + 𝑦 2 )𝑑𝑥 = 𝑥𝑑𝑥 + 2𝑥𝑦𝑑𝑦

2𝑥𝑑𝑥 + 2𝑦 2 𝑑𝑥 − 𝑥𝑑𝑥 = 2𝑥𝑦𝑑𝑦

𝑥𝑑𝑥 + 2𝑦 2 𝑑𝑥 = 2𝑥𝑦𝑑𝑦

𝑥𝑑𝑥 + 2𝑦 2 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
(𝑥 + 2𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
Chapter 2
Solutions to First Order, First Degree Differential Equations
Separation of Variables
Standard form of a first order, first degree D.E.
𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0

Where: M & N are both functions of 𝑥 and/or 𝑦

Goal: 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0

𝐴(𝑥)𝑑𝑥 + 𝐵(𝑦)𝑑𝑦 = 0 ; so that integration can be done on both sides of the equation.

That is ∫ 𝐴(𝑥)𝑑𝑥 + ∫ 𝐵(𝑦)𝑑𝑦 = 𝐶

Ex. 1

Find the G.S. and P.S. of 𝑥𝑑𝑦 + 2𝑦𝑑𝑥 = 0 when 𝑥 = 2 and 𝑦 = 3

Solution:
[𝑥𝑑𝑦 − 2𝑦𝑑𝑥 = 0] − 1

2𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0
by separating of variables:
2𝑦𝑑𝑥−𝑥𝑑𝑦
𝑥𝑦
=0

2𝑑𝑥 𝑑𝑦
𝑥
− 𝑦
=0

by IBS:
𝑑𝑥 𝑑𝑦
2∫ 𝑥
−∫ 𝑦
=𝐶

2 ln 𝑥 − ln 𝑦 = 𝐶
𝑴
By: 𝐥𝐧 𝑴 − 𝐥𝐧 𝑵 = 𝐥𝐧 𝑵

ln 𝑥 2 − ln 𝑦 = 𝐶
𝑥2
ln 𝑦
=𝐶
By: 𝒂 = 𝐥𝐧 𝒃

𝒃 = 𝒆𝒂
𝑥2
𝑦
= 𝑒𝑐

𝑥 2 = 𝐶𝑦

𝑦 = 𝐶𝑥 2
When 𝑥 = 2 and 𝑦 = 3

for P.S.

𝑥 2 = 𝐶𝑦

22 = 𝐶(3)
4
𝐶=3

4
𝑥2 = 𝑦
3

3
𝑦 = 𝑥2
4

Ex. 2

Find the G.S. and P.S. of D.E. (1 + 𝑦 2 )𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦 = 0 when 𝑥 = 0 and 𝑦 = −1.

Solution:

By separating variables:
(1+𝑦 2 )𝑑𝑥+(1+𝑥 2 )𝑑𝑦
(1+𝑦 2 )(1+𝑥 2 )
=0

𝑑𝑥 𝑑𝑦
1+𝑥 2
+ 1+𝑦2 = 0

By IBS:
𝑑𝑥 𝑑𝑦
∫ 1+𝑥2 + ∫ 1+𝑦2 = 𝐶

Tan−1 𝑥 + 𝑇𝑎𝑛−1 𝑦 = 𝐶

Tan(𝑇𝑎𝑛−1 𝐿) = 𝐿

tan(𝑇𝑎𝑛−1 𝑥 + 𝑇𝑎𝑛−1 𝑦) = tan 𝐶


Recall from Trigonometry:
𝐭𝐚𝐧 𝑨+𝐭𝐚𝐧 𝑩
𝐭𝐚𝐧 𝑨 + 𝑩 = 𝟏−𝐭𝐚𝐧 𝑨 𝐭𝐚𝐧 𝑩
tan(𝑇𝑎𝑛−1 𝑥)+tan(𝑇𝑎𝑛−1 𝑦)
1−tan(𝑇𝑎𝑛−1 𝑥) tan(𝑇𝑎𝑛−1 𝑦)
=𝐶

𝑥+𝑦
1−𝑥𝑦
=𝐶

𝑥 + 𝑦 = 𝐶(1 − 𝑥𝑦) G.S.

When 𝑥 = 0 and 𝑦 = −1

0 − 1 = 𝐶(1 − 0)
𝐶 = −1
𝑥 + 𝑦 = −1(1 − 𝑥𝑦)
𝑥 + 𝑦 = −1 + 𝑥𝑦
𝑥 + 𝑦 = 𝑥𝑦 − 1

𝑥𝑦 − 𝑥 − 𝑦 − 1 = 0 P.S.

Homogenous Differential Equations


a D.E. 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0, where 𝑀 and 𝑁 are homogenous functions of 𝑥 and 𝑦, is said to be
homogenous if and only if the degree of homogenuity of 𝑀 and 𝑁 are equal.

Test for Homogenuity:

Given a function 𝑓(𝑥, 𝑦)

𝑓(𝑥, 𝑦) is homogenous if and only if 𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎𝑘 𝑓(𝑥, 𝑦)

Where: a is a new parameter and k is the degree of homogeneity.

Note: The expression is Homogenous, when all terms have equal degree.

Ex.

Tell whether the following functions is homogenous or not. If homogenous, state the degree of
homogeneity.

1. 𝑥 2 + 2𝑥𝑦 + 3𝑦 2 Homogenous, degree of 2


2. 𝑥 3 − 2𝑥𝑦 + 3𝑦 3 not Homogenous
3. 𝑥 + √𝑥 2 + 𝑦 2 Homogenous, degree of 1
4. 𝑥 ln 𝑥 − 𝑦 ln 𝑦 not Homogenous
5. 𝑥 ln 𝑥 − 𝑥 ln 𝑦 Homogenous, degree of 1
6. tan 𝑥 not Homogenous
To tell if homogenous or not we can change all 𝑥 and 𝑦 functions into 𝑎𝑥 or 𝑎𝑦.

Ex. 1

Let 𝑓(𝑥, 𝑦) = 𝑥 2 + 2𝑥𝑦 + 3𝑦 2

𝑓(𝑎𝑥, 𝑎𝑦) = (𝑎𝑥)2 + 2(𝑎𝑥)(𝑎𝑦) + 3(𝑎𝑦)2

= 𝑎2 𝑥 2 + 2𝑎2 𝑥𝑦 + 3𝑎2 𝑦 2

𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎2 (𝑥 2 + 2𝑥𝑦 + 3𝑌 2 )


Since

𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎2 𝑓(𝑥, 𝑦) Homogenous function of degree 2

Ex. 3

Let 𝑓(𝑥, 𝑦) = 𝑥 + √𝑥 2 + 𝑦 2

𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎𝑥 + √(𝑎𝑥)2 + (𝑎𝑦)2

= 𝑎𝑥 + √𝑎2 𝑥 2 + 𝑎2 𝑦 2

= 𝑎𝑥 + √𝑎2 + √𝑥 2 + 𝑦 2

= 𝑎𝑥 + 𝑎√𝑥 2 + 𝑦 2

= 𝑎(𝑥 + √𝑥 2 + 𝑦 2 )

Since

𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎𝑓(𝑥, 𝑦) Homogenous function of degree 1

Ex. 5

𝑥 ln 𝑥 − 𝑥𝑙𝑛 𝑦
𝑥
= 𝑥 ln(𝑦)
𝑥
Let 𝑓(𝑥, 𝑦) = 𝑥 ln(𝑦)
𝑎𝑥
Let 𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎𝑥 ln(𝑎𝑦)
𝑥
= 𝑎[𝑥 ln( )]
𝑦

Since

𝑓(𝑎𝑥, 𝑎𝑦) = 𝑎1 𝑓(𝑥, 𝑦) Homogenous function of degree 1


Steps in Solving Homogenous D.E.:

1. Test for homogenuity


2. If homogenous, use the following substitution:
a. If 𝑁 is simplier than 𝑀 use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
b. If 𝑀 is simplier than 𝑁 use 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣
3. Variable separable
4. Restore original variable.

Ex. 1

Find the G.S. of the differential equation (𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0.

Step 1:

For 𝑀𝑑𝑥:

𝑀(𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 + 𝑦 2

𝑀(𝑎𝑥, 𝑎𝑦) = (𝑎𝑥)2 − 𝑎𝑥𝑎𝑦 + (𝑎𝑦)2

= 𝑎2 𝑥 2 − 𝑎2 𝑥𝑦 + 𝑎2 𝑦 2
= 𝑎2 (𝑥 2 − 𝑥𝑦 + 𝑦 2 )

𝑀(𝑎𝑥, 𝑎𝑦) = 𝑎2 𝑀(𝑥, 𝑦) Homogenous function of degree 2

For 𝑁𝑑𝑥:

𝑁(𝑥, 𝑦) = −𝑥𝑦
𝑁(𝑎𝑥, 𝑎𝑦) = −(𝑎𝑥)(𝑎𝑦)

= −𝑎2 𝑥𝑦

𝑁(𝑎𝑥, 𝑎𝑦) = 𝑎2 (−𝑥𝑦)

𝑁(𝑎𝑥, 𝑎𝑦) = 𝑎2 𝑁(𝑥, 𝑦) Homogenous function of degree 2

Since the degree of homogenuity of 𝑀 and 𝑁 are equal. Therefore the D.E. is Homogenous.

Step 2: Because 𝑁 is simplier than 𝑀 use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣

(𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0

[𝑥 2 − 𝑥(𝑣𝑥) + (𝑣𝑥)2 ]𝑑𝑥 − 𝑥(𝑣𝑥)(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0

(𝑋 2 − 𝑣𝑥 2 + 𝑣 2 𝑥 2 )𝑑𝑥 − 𝑣𝑥 2 (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0

𝑥 2 𝑑𝑥 − 𝑣𝑥 2 𝑑𝑥 + 𝑣 2 𝑥 2 𝑑𝑥 − 𝑣 2 𝑥 2 𝑑𝑥 − 𝑣𝑥 3 𝑑𝑣 = 0

𝑥 2 𝑑𝑥 − 𝑣𝑥 2 𝑑𝑥 − 𝑣𝑥 3 𝑑𝑥 = 0
Step 2: Variable separable (100%)
𝑥 2 𝑑𝑥−𝑣𝑥 2 𝑑𝑥−𝑣𝑥 3 𝑑𝑥
=0
𝑥2

𝑑𝑥 − 𝑣𝑑𝑥 − 𝑣𝑥𝑑𝑥 = 0
[𝑑𝑥 − 𝑣𝑑𝑥 − 𝑣𝑥𝑑𝑥 = 0] − 1

(−𝑑𝑥 + 𝑣𝑑𝑥) + 𝑣𝑥𝑑𝑥 = 0


(𝑣−1)𝑑𝑥+𝑣𝑥𝑑𝑥
𝑥(𝑣−1)
=0

𝑑𝑥 𝑣
+ 𝑑𝑥 =0
𝑥 𝑣−1

IBS:
𝑑𝑥 𝑣𝑑𝑣
∫ +∫ =𝑐
𝑥 𝑣−1

𝑑𝑥 1
∫ 𝑥
+ ∫ (1 − 𝑣−1) 𝑑𝑣 = 𝑐

ln 𝑥 + 𝑣 + ln(𝑣 − 1) = 𝑐
ln[𝑥(𝑣 − 1)] = −𝑣 + 𝑐
Antilog:

𝑥(𝑣 − 1) = 𝑒 −𝑣+𝑐
𝑥(𝑣 − 1) = 𝑐𝑒 −𝑣
Step 4: Restore Original variable
𝑦
𝑦 = 𝑣𝑥; 𝑣 = 𝑥
𝑦
𝑦
𝑥 (𝑥 − 1) = 𝑐𝑒 −𝑥
𝑦
𝑦−𝑥
𝑥( 𝑥
) = 𝑐𝑒 −𝑥
𝑦
𝑦 − 𝑥 = 𝑐𝑒 −𝑥

𝑦
𝑥 − 𝑦 = 𝑐𝑒 −𝑥
Exact Differential Equation
𝜕𝑀 𝜕𝑁
a D.E. 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is said to be exact if 𝜕𝑦 = 𝜕𝑥
.

Analysis:

Consider a function 𝐹(𝑥, 𝑦) = 𝑐, say 𝑥 2 𝑦 = 𝑐

𝑑𝐹 = 0
𝑑𝐹 = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦

𝑑(𝑥 2 𝑦) = 𝑑(𝑐)

𝑥 2 𝑑(𝑦) + 𝑦𝑑(𝑥 2 ) = 0

𝑥 2 𝑑𝑦 + 2𝑥𝑦𝑑𝑥 = 0

2𝑥𝑦𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0
From Calculus, the total differential
𝜕𝐹 𝜕𝐹 𝜕𝐹
𝑑𝐹 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 + 𝜕𝑧 𝑑𝑧…

𝜕𝐹 𝜕𝐹
𝑑𝐹 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦

𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦
𝜕𝐹 𝑑𝐹
= 𝑀, and =𝑁
𝜕𝑥 𝑑𝑦

𝐹 = 𝑥2𝑦
𝜕𝐹 𝜕 𝜕𝑥 2
= (𝑥 2 𝑦) =𝑦 = 2𝑥𝑦
𝜕𝑥 𝜕𝑥 𝜕𝑥

𝜕𝐹 𝜕 𝑑𝑦
𝜕𝑦
= 𝑁 = 𝜕𝑦 𝑥 2 𝑦 = 𝑥 2 𝑑𝑦 = 𝑥 2

𝜕𝑀 𝜕 𝜕𝐹 𝜕2 𝐹
𝜕𝑦
= 𝜕𝑦 (𝜕𝑥 ) = 𝜕𝑥𝜕𝑦

Similarity:
𝜕𝑁 𝜕 𝜕𝐹 𝜕2 𝐹
𝜕𝑥
= 𝜕𝑥 (𝜕𝑦) = 𝜕𝑦𝜕𝑥

𝜕2 𝐹 𝜕2 𝐹
𝜕𝑥𝜕𝑦
= 𝜕𝑦𝜕𝑥
𝜕𝑀 𝜕𝑁
Therefore, the D.E. is exact if 𝜕𝑦
= 𝜕𝑥

𝜕𝑀
𝑀 = 2𝑥𝑦 ∶ 𝜕𝑦
= 2𝑥

𝜕𝑁
𝑁 = 𝑥2 ∶ 𝜕𝑥
= 2𝑥

Steps in Solving Exact D.E.’s:

1. Test for exactness


2. If exact, solve for F
a. If 𝑀 is simplier than 𝑁

𝑭 = ∫ 𝑴𝝏𝒙 + 𝒈(𝒚)

b. Otherwise; if 𝑁 is simplier than M

𝑭 = ∫ 𝑵𝝏𝒚 + 𝒇(𝒙)

𝜕𝐹 𝜕𝐹
3. Solve for 𝑓(𝑥) or 𝑔(𝑦) using 𝜕𝑥 = 𝑀 or 𝜕𝑦 = 𝑁
4. Determine complete F
5. The solution is 𝐹 = 𝑐

Ex. 1

Find the G.S. (3𝑥 2 + 2𝑥𝑦 2 )𝑑𝑥 + (2𝑥 2 𝑦 − 3𝑦 2 + 2𝑦)𝑑𝑦 = 0

Solution:

Step 1: Test for exactness

𝑀 = 3𝑥 2 + 2𝑥𝑦 2
𝜕𝑀 𝜕
𝜕𝑌
= 𝜕𝑦 (3𝑥 2 + 2𝑥𝑦 2 )

𝜕 𝜕
= 𝜕𝑦 (3𝑥 2 ) + 𝜕𝑦 (2𝑥𝑦 2 )

𝜕
= 2𝑥 𝜕𝑦 (𝑦 2 )

= 2𝑥2𝑦
𝜕𝑀
𝜕𝑦
= 4𝑥𝑦

𝝏𝑴 𝝏𝑵
Since 𝝏𝒚
= 𝝏𝒙
; therefore, the D.E. is exact
Step 2:

𝐹 = ∫ 𝑀𝜕𝑥 + 𝑔(𝑦)

= ∫(3𝑥 2 + 2𝑥𝑦 2 )𝜕𝑥 + 𝑔(𝑦)

𝐹 = 3 ∫ 𝑥 2 𝑑𝑥 + 2𝑦 2 ∫ 𝑥𝑑𝑥 + 𝑔(𝑦)
𝑥3 𝑥2
𝐹 = 3 ( 3 ) + 2𝑦 2 ( 2 ) + 𝑔(𝑦)

𝐹 = 𝑥 3 + 𝑥 2 𝑦 2 + 𝑔(𝑦)

Step 3:
𝜕𝐹
=𝑁
𝜕𝑦

𝜕
[𝑥 3 + 𝑥 2 𝑦 2 + 𝑔(𝑦)] = 2𝑥 2 𝑦 − 3𝑦 2 + 2𝑦
𝜕𝑦

𝜕 𝜕
0 + 𝑥 2 𝜕𝑦 (𝑦 2 ) + 𝜕𝑦 [𝑔(𝑦)] = 2𝑥 2 𝑦 − 3𝑦 2 + 2𝑦

𝑥 2 (2𝑦) + 𝑔′ 𝑦 = 2𝑥 2 𝑦 − 3𝑦 2 + 2𝑦

2𝑥 2 𝑦 + 𝑔′ 𝑦 = 2𝑥 2 𝑦 − 3𝑦 2 + 2𝑦
𝑔′ 𝑦 = −3𝑦 2 + 2𝑦
IBS:

∫ 𝑔′ (𝑦) = −3 ∫ 𝑦 2 + 2 ∫ 𝑦
𝑦3 𝑦2
𝑔(𝑦) = −3 ( 3 ) + 2 ( 2 )

𝑔(𝑦) = −𝑦 3 + 𝑦 2

Step 4:

𝐹 = 𝑥3 + 𝑥2𝑦2 − 𝑦3 + 𝑦2
Step 5:
𝑥3 + 𝑥2𝑦2 − 𝑦3 + 𝑦2 = 𝑐
Shortcut Solution:

1. Test for Exactness


2. Solve for 𝐹 and 𝐺 ; 𝐹 = ∫ 𝑀𝜕𝑥 + 𝑓(𝑦) and 𝐺 = ∫ 𝑁𝜕𝑦 + 𝑔(𝑥)
3. Get the solution by inspection

Solution (Shortcut):

Step 1:

The D.E. is exact

Step 2:

𝐹 = ∫ 𝑀𝜕𝑥 + 𝑓(𝑦)

= ∫(3𝑥 2 + 2𝑥𝑦 2 )𝜕𝑥 + 𝑓(𝑦)

= 3 ∫ 𝑥 2 𝑑𝑥 + 2𝑦 2 ∫ 𝑥𝑑𝑥 + 𝑓(𝑦)
𝑥3 𝑋2
= 3 ( 3 ) + 2𝑦 2 ( 2 ) + 𝑓(𝑦)

𝐹 = 𝑥 3 + 𝑥 2 𝑦 2 + 𝑓(𝑦)

𝐺 = ∫ 𝑁𝜕𝑦 + 𝑔(𝑥)

= ∫(2𝑥 2 𝑦 − 3𝑦 2 + 2𝑦)𝜕𝑦 + 𝑔(𝑥)

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


𝑦2 𝑦3 𝑦2
= 2𝑥 2 ( ) − 3 ( ) + 2 ( ) + 𝑔(𝑥)
2 3 2

𝐺 = 𝑥 2 𝑦 2 − 𝑦 3 + 𝑦 2 + 𝑔(𝑥)
Step 3:

𝐹 = 𝑥3 + 𝑥2𝑦2

𝐺 = 𝑥2𝑦2 − 𝑦3 + 𝑦2
Inspect the two functions and write an equation that terms are not repeated.

𝑐 = 𝑥3 + 𝑥2𝑦2 − 𝑦3 + 𝑦2
Or 𝑐 = 𝑥2𝑦2 − 𝑦3 + 𝑦2 + 𝑥3
Ex. 2

Find the G.S. (cos 𝑥 cos 𝑦 − cot 𝑥)𝑑𝑥 − sin 𝑥 sin 𝑦 𝑑𝑦 = 0

Solution (Shortcut):

Step 1:

𝑀 = cos 𝑥 cos 𝑦 − cot 𝑥


𝜕𝑀 𝜕
= cos 𝑥 (cos 𝑦) − 0
𝜕𝑦 𝜕𝑦

= (cos 𝑥)(− sin 𝑦)


𝜕𝑀
= − cos 𝑥 sin 𝑦
𝜕𝑦

𝜕𝑀 𝜕𝑁
Since = ; therefore, the D.E.is exact
𝜕𝑦 𝜕𝑥

Step 2:

𝐹 = ∫ 𝑀𝜕𝑥 + 𝑓(𝑦)

= ∫(cos 𝑥 cos 𝑦 − cot 𝑥)𝜕𝑥 + 𝑓(𝑦)

= cos 𝑦 ∫ cos 𝑥 𝜕𝑥 − ∫ cot 𝑥 𝜕𝑥 + 𝑓(𝑦)

= cos 𝑦(sin 𝑥) − ln(sin 𝑥) + 𝑓(𝑦)


𝐹 = sin 𝑥 cos 𝑦 − ln(sin 𝑥) + 𝑓(𝑦)

𝐺 = ∫ 𝑁𝜕𝑦 + 𝑔(𝑥)

= ∫(− sin 𝑥 sin 𝑦)𝜕𝑦 + 𝑔(𝑥)

= − sin 𝑥 ∫ sin 𝑦 𝜕𝑦 + 𝑔(𝑥)

= − sin 𝑥 (– cos 𝑦) + 𝑔(𝑥)


𝐺 = sin 𝑥 cos 𝑦 + 𝑔(𝑥)
Step 3:

𝑐 = sin 𝑥 cos 𝑦 − ln(sin 𝑥)


Inexact Differential Equations
𝜕𝑀 𝜕𝑛
a D.E. 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is said to be inexact if 𝜕𝑦
≠ 𝜕𝑥 .

Integration Factor (I.F.)


an expression which when multiplied to an inexact D.E. will make it exact.

Consider the equation:

𝑥2𝑦3 = 𝑐
Differentiating:

𝑑(𝑥 2 𝑦 3 ) = 𝑑(𝑐)

𝑥 2 𝑑(𝑦 3 ) + 𝑦 3 𝑑(𝑥 2 ) = 0
𝑥 2 (3𝑦 2 𝑑𝑦) + 𝑦 3 (2𝑥𝑑𝑥) = 0

2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦 = 0
𝑥𝑦 2 (2𝑦𝑑𝑥+3𝑥𝑑𝑦)
𝑥𝑦 2
=0 integration factor

2𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 0

2𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 0
𝑀 = 2𝑦 𝑁 = 3𝑥
𝜕𝑀 𝜕𝑁
𝜕𝑦
=2 𝜕𝑥
=3

𝜕𝑀 𝜕𝑁
𝜕𝑦
≠ 𝜕𝑥
therefore, inexact.

But:

2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦 = 0

𝑀 = 2𝑥𝑦 3
𝜕𝑀 𝜕
𝜕𝑦
= 2𝑥 𝜕𝑦
(𝑦 3 )

= 2𝑥(3𝑦 2 )

= 6𝑥𝑦 2

𝑁 = 3𝑥 2 𝑦 2
𝜕𝑁 𝜕
= 3𝑦 2 (𝑥 2 )
𝜕𝑥 𝜕𝑥

= 3𝑦 2 (2𝑥)

= 6𝑥𝑦 2 Therefore, exact


Formula for Integration factor
𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 (exact or inexact)

Let, 𝑢 be the integrating factor (I.F.)

𝑢 = 𝑓(𝑥, 𝑦) or 𝑓(𝑥), 𝑓(𝑦)

of 𝑢(𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0)

𝑢𝑀𝑑𝑥 + 𝑢𝑁𝑑𝑦 = 0 (always exact)

𝑀′ 𝑁′
𝑀′ 𝑑𝑥 + 𝑁 ′ 𝑑𝑦 = 0
𝜕𝑀 ′ 𝜕𝑁 ′
=
𝜕𝑦 𝜕𝑦

𝜕 𝜕
(𝑢𝑀) = (𝑢𝑁)
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑢 𝜕𝑁 𝜕𝑢
𝑢 𝜕𝑦 + 𝑀 𝜕𝑦 = 𝑢 𝜕𝑥 + 𝑁 𝑑𝑦

𝜕𝑁 𝜕𝑀 𝜕𝑢 𝜕𝑢
𝑢 −𝑢 =𝑀 −𝑁
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥

𝜕𝑁 𝜕𝑀 𝜕𝑢 𝜕𝑢
𝑢( − ) =𝑀 −𝑁
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥

If 𝑢 is a function of 𝑥 alone
𝜕𝑢 𝑑𝑢 𝜕𝑢
𝜕𝑥
= 𝑑𝑥 ; 𝜕𝑦 = 0

𝜕𝑁 𝜕𝑀 𝑑𝑢
𝑢 ( 𝜕𝑥 − 𝜕𝑦
) = −𝑁 𝑑𝑥

𝜕𝑀 𝜕𝑁 𝑑𝑢
𝑢 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑁 𝑑𝑥

𝑑𝑢 1 𝜕𝑀 𝜕𝑁
= ( − )𝑑𝑥
𝑢 𝑁 𝜕𝑦 𝜕𝑥

1 𝜕𝑀 𝜕𝑁
If 𝑁 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑓(𝑥)

𝑑𝑢
𝑢
= 𝑓(𝑥)𝑑𝑥

By IBS:
𝑑𝑢
∫ 𝑢
= ∫ 𝑓(𝑥)𝑑𝑥

ln 𝑢 = ∫ 𝑓(𝑥)𝑑𝑥

𝑢 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥
Similarly: if 𝑢 is a function of 𝑦 alone
𝜕𝑢 𝜕𝑢 𝑑𝑢
𝜕𝑥
=0; 𝜕𝑦
= 𝑑𝑦

𝜕𝑁 𝜕𝑀 𝑑𝑢
𝑢 ( 𝜕𝑥 − 𝜕𝑦
) = 𝑀 𝑑𝑦

𝑑𝑢 1 𝜕𝑁 𝜕𝑀
𝑢
= 𝑀 ( 𝜕𝑥 − 𝜕𝑦 )𝑑𝑦

1 𝜕𝑁 𝜕𝑀
If 𝑀 ( 𝜕𝑥 − 𝜕𝑦
) = 𝑓(𝑦)

𝑑𝑢
= 𝑓(𝑦)𝑑𝑦
𝑢

IBS:
𝑑𝑢
∫ 𝑢
= ∫ 𝑓(𝑦)𝑑𝑦

ln 𝑢 = 𝑒 ∫ 𝑓(𝑦)𝑑𝑦

𝑢 = 𝑒 ∫ 𝑓(𝑦)𝑑𝑦

Steps in Solving Inexact D.E.:

1. Test for exactness


2. If not exact, solve for Integrating Factor
1 𝜕𝑀 𝜕𝑛
a. Try, 𝑓(𝑥) = ( − ) (try the simplest one)
𝑁 𝜕𝑦 𝜕𝑥

𝐼. 𝐹 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥
1 𝜕𝑁 𝜕𝑀
b. Try, 𝑔(𝑦) = ( − )
𝑀 𝜕𝑥 𝜕𝑦

𝐼. 𝐹 = 𝑒 ∫ 𝑔(𝑦)𝑑𝑦
3. Multiply I.F. to the given D.E.
4. Proceed to exact D.E.
Ex. 1

Find the G.S. (𝑥 4 + 3𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0

Solution:

Step 1: Test for Exactness

𝑀 = 𝑥 4 + 3𝑦
𝜕𝑀
𝜕𝑦
=3

𝑁 = −𝑥
𝜕𝑁
= −1
𝜕𝑥

𝜕𝑀 𝜕𝑁
Since ≠ ; therefore, D.E. is inexact
𝜕𝑦 𝜕𝑥

Step 2:
1 𝜕𝑀 𝜕𝑁 1
(
𝑁 𝜕𝑦
− 𝜕𝑥 ) = −𝑥 [3 − (−1)]

1
= (4)
−𝑥
4
𝑓(𝑥) = − 𝑥
1 𝜕𝑁 𝜕𝑀 1
( − ) = (−1 − 3)
𝑀 𝜕𝑥 𝜕𝑦 𝑥 4 +3𝑦

−4
𝑔(𝑦) = 𝑥 4 +3𝑦

𝐼. 𝐹. = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥 (use the simplest I.F.)


−4
= 𝑒 ∫ 𝑥 𝑑𝑥
𝑑𝑥
= 𝑒 −4 ∫ 𝑥

𝐼. 𝐹. = 𝑒 −4 ln 𝑥
Because 𝑎 ln 𝑀 = ln 𝑀𝑎
−4
𝐼. 𝐹. = 𝑒 ln 𝑥

𝐼. 𝐹. = 𝑥 −4
Step 3:

[(𝑥 4 + 3𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0]𝑥 −4

(1 + 3𝑥 −4 𝑦)𝑑𝑥 − 𝑥 −3 𝑑𝑦 = 0
Step 4:

𝑀′ = 1 + 3𝑥 −4 𝑦
𝜕𝑀 ′
= 0 + 3𝑥 −4 (1)
𝜕𝑦

𝜕𝑀 ′
𝜕𝑦
= 3𝑥 −4

𝑁 ′ = −𝑥 −3
𝜕𝑁 ′ 𝜕
𝜕𝑥
= 𝜕𝑥 (−𝑥 −3 )
𝜕𝑁
𝜕𝑥
= −(−3)𝑥 −3−1

𝜕𝑁 ′
= 3𝑥 −4 therefore, the D.E. is exact
𝜕𝑥

Shortcut Solution:

𝐹 = ∫ 𝑀′ 𝜕𝑥 + 𝑓(𝑦)

= ∫(1 + 3𝑥 −4 𝑦)𝜕𝑥 + 𝑓(𝑦)

= ∫ 𝜕𝑥 + 3𝑦 ∫ 𝑥 −4 𝜕𝑥 + 𝑓(𝑦)
𝑥 4+1
= 𝑥 + 3𝑦 ( )+ 𝑓(𝑦)
−4+1

𝐹 = 𝑥 − 𝑥 −3 𝑦 + 𝑓(𝑦)

𝐺 = ∫ 𝑁 ′ 𝑑𝑦 + 𝑔(𝑥)

= ∫(−𝑥 −3 )𝜕𝑦 + 𝑔(𝑥)

= −𝑥 −3 ∫ 𝜕𝑦 + 𝑔(𝑥)

𝐺 = −𝑥 −3 𝑦 + 𝑔(𝑥)
The solution is:

𝑥 − 𝑥 −3 𝑦 = 𝑐
𝑦
𝑥 − 𝑥3 = 𝑐

𝑥 4 −𝑦
𝑥3
=𝑐

𝑥 4 − 𝑦 = 𝑐𝑥 3

𝑦 = 𝑥 4 − 𝑐𝑥 3
Ex. 3

Find the G.S. (2𝑥 + 𝑦 − 2)𝑦𝑑𝑥 − 2(𝑥 + 𝑦)𝑑𝑦 = 0

Step 1: Test for exactness

𝑀 = (2𝑥 + 𝑦 − 2)𝑦

𝑀 = 2𝑥𝑦 + 𝑦 2 − 2𝑦
𝜕𝑀
𝜕𝑦
= 2𝑥 + 2𝑦 − 2

𝑁 = −2(𝑥 + 𝑦)
𝜕𝑁
= −2
𝜕𝑥

1 𝜕𝑀 𝜕𝑁
Step 2: try 𝐼. 𝐹. = ( − )
𝑁 𝜕𝑦 𝜕𝑥

1
𝐼. 𝐹. = (2𝑥 + 2𝑦 − 2 + 2)
2(𝑥+𝑦)

2𝑥+2𝑦
= −2(𝑥+𝑦)

𝑓(𝑥) = −1

𝐼. 𝐹. = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥

𝐼. 𝐹. = 𝑒 ∫(−1)𝑑𝑥
𝐼. 𝐹. = 𝑒 −𝑥
Step 3:

[(2𝑥𝑦 + 𝑦 2 − 2𝑦)𝑑𝑥 − 2(𝑥 + 𝑦)𝑑𝑦 = 0]𝑒 −𝑥

(2𝑥𝑦 + 𝑦 2 − 2𝑦)𝑒 −𝑥 𝑑𝑥 − 2(𝑥 + 𝑦)𝑒 −𝑥 𝑑𝑦 = 0

Step 4:

𝑀′ = (2𝑥𝑦 + 𝑦 2 − 2𝑦)𝑒 −𝑥
𝜕𝑀 ′ 𝜕
𝜕𝑦
= 𝑒 −𝑥 𝜕𝑦 (2𝑥𝑦 + 𝑦 2 − 2𝑦)

= 𝑒 −𝑥 (2𝑥 + 2𝑦 − 2)
= 2𝑒 −𝑥 (𝑥 + 𝑦 − 1)
𝑁 ′ = −2(𝑥 + 𝑦)(𝑒 −𝑥 )
𝜕𝑁 ′ 𝜕 𝜕
𝜕𝑥
= −2[(𝑥 + 𝑦) 𝜕𝑥 𝑒 −𝑥 + 𝑒 −𝑥 𝜕𝑥 (𝑥 + 𝑦)]

= −2[(𝑥 + 𝑦)(𝑒 −𝑥 )(−1) + 𝑒 −𝑥 (1)]


= −2[(−𝑥 − 𝑦)𝑒 −𝑥 + 𝑒 −𝑥 ]
= [−2𝑒 −𝑥 (−𝑥 − 𝑦 + 1)] − 1
𝜕𝑁 ′
= 2𝑒 −𝑥 (𝑥 + 𝑦 − 1) therefore, The D.E. is exact
𝜕𝑥

Shortcut Solution:

𝐹 = ∫ 𝑀′ 𝜕𝑥 + 𝑓(𝑦)

= ∫(2𝑥𝑦 + 𝑦 2 − 2𝑦)𝑒 −𝑥 𝜕𝑥 + 𝑓(𝑦)

= ∫(2𝑥𝑒 −𝑥 𝑦 + 𝑒 −𝑥 𝑦 2 − 2𝑒 −𝑥 𝑦)𝜕𝑥 + 𝑓(𝑦)

= 2𝑦 ∫ 𝑥𝑒 −𝑥 𝜕𝑥 + 𝑦 2 ∫ 𝑒 −𝑥 𝜕𝑥 − 2𝑦 ∫ 𝑒 −𝑥 𝜕𝑥 + 𝑓(𝑦)

IBP: ∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢

𝑢=𝑥 𝑑𝑣 = 𝑒 −𝑥 𝑑𝑥

𝑑𝑢 = 𝑑𝑥 𝑣 = ∫ 𝑒 −𝑥 𝑑𝑥

𝑣 = −𝑒 −𝑥

= −𝑥𝑒 −𝑥 + ∫(−𝑒 −𝑥 )𝑑𝑥

= −𝑥𝑒 −𝑥 + ∫ 𝑒 −𝑥 𝑑𝑥

= −𝑥𝑒 −𝑥 − 𝑒 −𝑥
= 𝑒 −𝑥 (𝑥 + 1)

Substitute:

𝐹 = 2𝑦[−𝑒 −𝑥 (𝑥 + 1)] + (𝑦 2 − 2𝑦)(−𝑒 −𝑥 ) + 𝑓(𝑦)

= −𝑒 −𝑥 [2𝑦(𝑥 + 1) + 𝑦 2 − 2𝑦] + 𝑓(𝑦)

= −𝑒 −𝑥 [2𝑥𝑦 + 𝑦 + 𝑦 2 − 2𝑦] + 𝑓(𝑦)

𝐹 = −𝑒 −𝑥 [2𝑥𝑦 + 𝑦 2 ] + 𝑓(𝑦)
𝐺 = ∫ 𝑁 ′ 𝑑𝑦 + 𝑔(𝑥)

= ∫ −2(𝑥 + 𝑦)𝑒 −𝑥 𝜕𝑦 + 𝑔(𝑥)

= −2𝑒 −𝑥 ∫(𝑥 + 𝑦)𝜕𝑦 + 𝑔(𝑥)


𝑦2
= −2𝑒 −𝑥 [𝑥𝑦 + 2
]+ 𝑔(𝑥)

𝐺 = −𝑒 −𝑥 [2𝑥𝑦 + 𝑦 2 ] + 𝑔(𝑥)

The Solution is:

−𝑒 −𝑥 (2𝑥𝑦 + 𝑦 2 ) = 𝑐
𝑐
2𝑥𝑦 + 𝑦 2 =
−𝑒 −𝑥

2𝑥𝑦 + 𝑦 2 = 𝑐𝑒 −𝑥 G.S.

The Linear D.E. of Order one


General form of linear D.E. of order one :
𝑑𝑦
𝐴(𝑥) 𝑑𝑥 + 𝐵(𝑥)𝑦 = 𝐶(𝑥) (1)

Dividing eq.(1) by 𝐴𝑥, we get:


𝑑𝑦 𝐵(𝑥) 𝐶(𝑥)
+ 𝑦 = (2)
𝑑𝑥 𝐴(𝑥) 𝐴(𝑥)

Eq.(2) is the standard form of eq.(1), using


𝐵(𝑥) 𝐶(𝑥)
𝑃(𝑥) = and 𝑄(𝑥) = ,
𝐴(𝑥) 𝐴(𝑥)

𝑑𝑦
𝑑𝑥
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)

Standard form of linear D.E. od order one

1) Linear in 𝑦
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑑𝑥

2) Linear in 𝑥
𝑑𝑥
𝑑𝑦
+ 𝑃(𝑦)𝑥 = 𝑄(𝑦)
Derivation for the solution of a linear D.E. of order one

Let 𝑣𝐼 (𝑥) be the integrating factor


𝑑𝑦
[ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)]𝑣(𝑥) exact
𝑑𝑥
𝑑𝑦
𝑣(𝑥) 𝑑𝑥 + 𝑣(𝑥)𝑃(𝑥)𝑦 = 𝑣(𝑥)𝑄(𝑥)
𝑑𝑦
[𝑣 𝑑𝑥 + 𝑣𝑃𝑦 = 𝑣𝑄]𝑑𝑥

𝑣𝑑𝑦 + (𝑣𝑃𝑦 − 𝑣𝑄)𝑑𝑥 = 0


(𝑣𝑃𝑦 − 𝑣𝑄)𝑑𝑥 + 𝑣𝑑𝑦 = 0
𝜕𝑀 𝜕𝑁
If exact 𝜕𝑦
= 𝜕𝑥

𝜕 𝜕
(𝑣𝑃𝑦 − 𝑣𝑄) = 𝜕𝑥 (𝑣)
𝜕𝑦

𝜕 𝑑𝑣
𝑣𝑃 𝜕𝑦 (𝑦) − 0 = 𝑑𝑥

𝑑𝑣
𝑑𝑥
= 𝑣𝑃

Separating variables:
𝑑𝑣
𝑣
= 𝑃(𝑥)𝑑𝑥

IBS:
𝑑𝑣
∫ 𝑣
= ∫ 𝑃(𝑥)𝑑𝑥

ln 𝑣 = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥

𝑣 = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥

𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 Integrating factor

Steps in Solving Linear D.E.’s:

Step 1: Put the equation into standard form


𝑑𝑦 𝑑𝑥
𝑑𝑥
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥) or 𝑑𝑦
+ 𝑃(𝑦)𝑥 = 𝑄(𝑦)

Step 2: Obtain the Integrating Factor

𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 or 𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑦)𝑑𝑦
Step 3: The Solution is

𝑦(𝐼. 𝐹. ) = ∫ 𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

Or 𝑥(𝐼. 𝐹. ) = ∫ 𝑄(𝑦) (𝐼. 𝐹. )𝑑𝑦 + 𝑐

Sample Problems:
𝑑𝑦 3𝑦
1. 𝑑𝑥
− 𝑥
= 𝑥3 Linear of 𝑦
2. 2(𝑥 + 𝑦 + 1)𝑑𝑥 − (𝑥 + 1)𝑑𝑦 = 0
Solution (Ex. 1):

Step 1:
𝑑𝑦 3𝑦
𝑑𝑥
− 𝑥
= 𝑥3
𝑑𝑦 3
𝑑𝑥
+ (− 𝑥) 𝑦 = 𝑥 3
3
𝑃(𝑥) = − 𝑥 ; 𝑄(𝑥) = 𝑥 3

Step 2:

𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
3
= 𝑒 ∫ −𝑥𝑑𝑥
𝑑𝑥
= 𝑒 −3 ∫ 𝑥

= 𝑒 −3 ln 𝑥
−3
= 𝑒 ln 𝑥

𝐼. 𝐹. = 𝑥 −3
Step 3:

𝑦(𝐼. 𝐹. ) = ∫ 𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

𝑦(𝑥 −3 ) = ∫ 𝑥 3 (𝑥 −3 )𝑑𝑥 + 𝑐
𝑦
= ∫ 𝑑𝑥 + 𝑐
𝑥3
𝑦
𝑥3
=𝑥+𝑐

𝑦 = 𝑥 4 + 𝑐𝑥 3
Solution (Ex. 2):

Step 1:

2(𝑥 + 𝑦 + 1)𝑑𝑥 − (𝑥 + 1)𝑑𝑦 = 0


2(𝑥+𝑦+1)𝑑𝑥−(𝑥+1)𝑑𝑦
−(𝑥+1)𝑑𝑥
=0

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

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

𝑄(𝑥) = 2
Step 2:

𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
𝑑𝑥
−2 ∫
=𝑒 𝑥+1

= 𝑒 −2 ln(𝑥+1)
−2
= 𝑒 ln(𝑥+1)

𝐼. 𝐹. = (𝑥 + 1)−2
Step 3:

𝑦(𝐼. 𝐹. ) = ∫ 𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

𝑦(𝑥 + 1)−2 = ∫ 2(𝑥 + 1)−2 𝑑𝑥 + 𝑐


(𝑥+1)−1
𝑦(𝑥 + 1)−2 = 2 +𝑐
−1

𝑦 2
[(𝑥+1)2 = − 𝑥+1 + 𝑐] (𝑥 + 1)2

𝑦 = −2(𝑥 + 1) + 𝑐(𝑥 + 1)2

𝑦 = −2𝑥 − 2 + 𝑐(𝑥 + 1)2


Substitution suggested by the Equation
F.O. F.D. D.E. Substitution F.O. F.D. D.E.

General Solution Restore Solution

Steps in Solving D.E.:

1. Write the substitution equation


2. Differentiate the substitution equation
3. Eliminate all but 𝜕 of the variables from the given D.E. and the results of (1) and (2)
4. Solve the result of (3)
5. Restore the original variable.

Ex. 1
(3𝑥 + 𝑦 − 2)𝑑𝑥 + (3𝑥 + 𝑦 + 4)𝑑𝑦 = 0 (1)

Step 1:

Let 3𝑥 + 𝑦 = 𝑢 (2)

3𝑑𝑥 + 𝑑𝑦 = 𝑑𝑢
𝑑𝑦 = 𝑑𝑢 − 3𝑑𝑥 (3)

Substitute:

(𝑢 − 2)𝑑𝑥 + (𝑢 + 4)[𝑑𝑢 − 3𝑑𝑥] = 0

𝑢𝑑𝑥 − 2𝑑𝑥 + 𝑢𝑑𝑢 − 3𝑢𝑑𝑥 + 4𝑑𝑢 − 12𝑑𝑥 = 0


−2𝑢𝑑𝑥 − 14𝑑𝑥 + (𝑢 + 4)𝑑𝑢 = 0
−2(𝑢 + 7)𝑑𝑥 + (𝑢 + 4)𝑑𝑢 = 0
Step 4: Separating variables
−2(𝑢+7)𝑑𝑥+(𝑢+4)𝑑𝑢
𝑢+7
=0
𝑢+4 𝑢+4 3
−2𝑑𝑥 + 𝑢+7 𝑑𝑢 = 0 ; 𝑢+7
= 1 − 𝑢+7
3
−2𝑑𝑥 + [1 − ] 𝑑𝑢 =0
𝑢+7

𝑑𝑢
−2𝑑𝑥 + 𝑑𝑢 − 3 𝑢+7 = 0

IBS:
𝑑𝑢
−2 ∫ 𝑑𝑥 + ∫ 𝑑𝑢 − 3 ∫ 𝑢+7 = 𝑐
−2𝑥 + 𝑢 − 2 ln(𝑢 + 7) = 𝑐
Step 5: Restore

𝑢 = 3𝑥 + 𝑦
−2𝑥 + 𝑢 − 3 ln(𝑢 + 7) = 𝑐
−2𝑥 + 3𝑥 + 𝑦 − 3 ln(3𝑥 + 𝑦 + 7) = 𝑐

𝑥 + 𝑦 − 3 ln(3𝑥 + 𝑦 + 7) = 𝑐

Ex. 2

Solve for the P.S. 𝑦 ′ = 2(3𝑥 + 𝑦)2 − 1 ; when 𝑥 = 0, 𝑦 = 1

Solution:

Step 1:

3𝑥 + 𝑦 = 𝑢 (A)

Step 2: Differentiating eq. (A)

3𝑑𝑥 + 𝑑𝑦 = 𝑑𝑢
𝑑𝑦 = 𝑑𝑢 − 3𝑑𝑥 (B)

Step 3:
𝑑𝑦
𝑑𝑥
= 2(3𝑥 + 𝑦)2 − 1
𝑑𝑢−3𝑑𝑥
𝑑𝑥
= 2(𝑢2 ) − 1
𝑑𝑢
− 3 = 2𝑢2 − 1
𝑑𝑥
𝑑𝑢
𝑑𝑥
= 2𝑢2 + 2

Step 4:
𝑑𝑢
𝑑𝑥
= 2(𝑢2 + 1)
𝑑𝑢
𝑢2 +1
= 2𝑑𝑥

By IBS:
𝑑𝑢
∫ 𝑢2 +1 = 2 ∫ 𝑑𝑥 + 𝑐

tan−1 𝑢 = 2𝑥 + 𝑐
𝑢 = tan(2𝑥 + 𝑐)
Step 5: Restore original values

3𝑥 + 𝑦 = tan(2𝑥 + 𝑐)

𝑦 = tan(2𝑥 + 𝑐) − 3𝑥 G.S.

So when = 0 ; 𝑦 = 1

𝑦 = tan(2𝑥 + 𝑐) − 3𝑥
1 = tan[2(0) + 𝑐]

1 = tan 𝑐
𝜋
𝑐=4 or 45°

Substitute:
𝜋 P.S.
𝑦 = tan (2𝑥 + ) − 3𝑥
4

Ex. 3

Find the G.S. 𝑦 ′ − 2 = √2𝑥 − 𝑦 − 3

Solution:

Step 1:

Let 𝑢 = 2𝑥 − 𝑦 − 3

Step 2:

𝑑𝑢 = 2𝑑𝑥 − 𝑑𝑦 − 0
𝑑𝑢 = 2𝑑𝑥 − 𝑑𝑦 ; 𝑑𝑦 = 2𝑑𝑥 − 𝑑𝑢

Step 3: Substitute
𝑑𝑦
− 2 = √𝑢
𝑑𝑥
2𝑑𝑥−𝑑𝑢
− 2 = √𝑢
𝑑𝑥
𝑑𝑢
2 − 𝑑𝑥 − 2 = √𝑢
𝑑𝑢
− 𝑑𝑥 = √𝑢

Step 4: by V.S.
𝑑𝑢
1 = −𝑑𝑥
𝑢2
IBS:
1

∫ 𝑢 2 𝑑𝑢 = − ∫ 𝑑𝑥
1
2𝑢2 = −𝑥 + 𝑐
1
𝑐 = 2𝑢2 + 𝑥
Step 5: Restore
1
2(2𝑥 − 𝑦 − 3)2 + 𝑥 = 𝑐

2√2𝑥 − 𝑦 − 3 + 𝑥 = 𝑐 G.S.

Equation Reducible to Linear Equations (Bernoulli’s Equation)


Standard Bernoulli’s Equation:
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 (1)
𝑑𝑥

Divide eq. (1) by 𝑦 𝑛 and simplify


𝑑𝑦
+𝑃(𝑥)𝑦=𝑄(𝑥)𝑦 𝑛
𝑑𝑥
𝑦𝑛

𝑑𝑦
𝑦𝑛 + 𝑃(𝑥)𝑦1−𝑛 = 𝑄(𝑥) (2)
𝑑𝑥

Let 𝑦1−𝑛 = 𝑧 (3)

Differentiating eq. (3)

(1 − 𝑛)𝑦1−𝑛−1 𝑑𝑦 = 𝑑𝑧

𝑑𝑧 = (1 − 𝑛)𝑦 −𝑛 𝑑𝑦
𝑑𝑧
1−𝑛
= 𝑦 −𝑛 𝑑𝑦 (4)

Substitute eq. (3) & (4) to eq. (2)


𝑑𝑥
[(1−𝑛)𝑑𝑥 + 𝑃(𝑥)𝑧 = 𝑄𝑥] (1 − 𝑛)

𝑑𝑧
+ (1 − 𝑛)𝑃(𝑥)𝑧 = (1 − 𝑛)𝑄(𝑥)
𝑑𝑥

Let 𝑃𝐵 (𝑥) = (1 − 𝑛)𝑃(𝑥)

𝑄𝐵 (𝑥) = (1 − 𝑛)𝑄(𝑥)
Substitute:
𝑑𝑧
+ 𝑃𝐵 (𝑥)𝑧 = 𝑄𝐵 (𝑥) Linear in z
𝑑𝑥
The Solution is

𝑧(𝐼. 𝐹. ) = ∫ 𝑄𝐵 (𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐 ; 𝐼. 𝐹. = 𝑒 ∫ 𝑃𝐵 (𝑥)𝑑𝑥

Therefore, the solution in a Bernoulli’s equation is:

𝑦1−𝑛 (𝐼. 𝐹. ) = ∫(1 − 𝑛)𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

𝑦1−𝑛 (𝐼. 𝐹. ) = (1 − 𝑛) ∫ 𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

Where:

𝐼. 𝐹. = 𝑒 ∫ 𝑃𝐵 (𝑥)

= 𝑒 ∫(1−𝑛)𝑃(𝑥)𝑑𝑥
𝐼. 𝐹. = 𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥

Ex. 1
𝑑𝑦 𝑦
Find the G.S. + = 𝑥3𝑦3
𝑑𝑥 𝑥

Solution:
𝑑𝑦 𝑦
𝑑𝑥
+ 𝑥 = 𝑥3𝑦3
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛
𝑑𝑥
𝑑𝑦 1
𝑑𝑥
+ 𝑥 (𝑦) = 𝑥 3 𝑦 3
1
𝑃(𝑥) = ; 𝑄(𝑥) = 𝑥 3 ; 𝑛=3
𝑥

𝐼. 𝐹. = 𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥
𝑑𝑥
(1−3) ∫
=𝑒 𝑥

= 𝑒 −2 ln 𝑥

𝐼. 𝐹. = 𝑥 −2

𝑦1−𝑛 (𝐼. 𝐹. ) = ∫ 𝑄(𝑥)𝑑𝑥 (𝐼. 𝐹. ) + 𝑐

𝑦1−3 (𝑥 −2 ) = (1 − 3) ∫(𝑥 3 )(𝑥 −2 )𝑑𝑥 + 𝑐

𝑦 −2 𝑥 −2 = −2 ∫ 𝑥𝑑𝑥 + 𝑐
1 𝑥2
𝑥 2𝑦2
= −2 [ 2 ] + 𝑐
1
𝑥 2𝑦2
= −𝑥 2 + 𝑐 or 1 + 𝑥 4 𝑦 2 = 𝑐𝑥 2 𝑦 2 or 1 = −𝑥 4 𝑦 2 + 𝑐𝑥 2 𝑦 2
Ex. 2

𝑦 ′ = 𝑦 − 𝑥𝑦 3 𝑒 −2𝑥
𝑑𝑦
𝑑𝑥
− 𝑦 = −𝑥𝑒 −2𝑥 𝑦 3
𝑑𝑦
𝑑𝑥
+ (−1)𝑦 = (−𝑥𝑒 −2𝑥 )𝑦 3

𝑃(𝑥) = −1 ; 𝑄(𝑥) = −𝑥𝑒 −2𝑥 ; 𝑛=3

𝐼. 𝐹. = 𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥

= 𝑒 (1−3) ∫ −𝑑𝑥

= 𝑒 −2 ∫ −𝑑𝑥
𝐼. 𝐹. = 𝑒 2𝑥

𝑦1−𝑛 (𝐼. 𝐹. ) = (1 − 𝑛) ∫ 𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

𝑦1−3 (𝑒 2𝑥 ) = (1 − 3) ∫(−𝑥𝑒 −2𝑥 )(𝑒 2𝑥 )𝑑𝑥 + 𝑐


𝑒 2𝑥
= 2 ∫ 𝑥𝑑𝑥 + 𝑐
𝑦2

𝑒 2𝑥 𝑥2
𝑦2
= 2(2 ) + 𝑐

𝑒 2𝑥
𝑦2
= 𝑥2 + 𝑐 or 𝑒 2𝑥 = 𝑥 2 𝑦 2 + 𝑐𝑦 2

Differential Equations with Coefficient Linear in two Variables


(𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 )𝑑𝑥 + (𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 )𝑑𝑦 = 0

Line 1 (𝑀) Line 2 (𝑁)

Steps in Solving:

1. Solve for the intersection (ℎ, 𝑘) of line 1 & 2


2. Use the translation

𝑥 =𝑢+ℎ from w/c 𝑑𝑥 = 𝑑𝑢

𝑦 =𝑣+𝑘 𝑑𝑦 = 𝑑𝑣
3. Substitute the results of (2) to the given D.E.
4. Solve the results of (3) [Homogenous]
5. Restore Original variables.
Ex. 1

(2𝑥 + 3𝑦 − 5)𝑑𝑥 + (3𝑥 − 𝑦 − 2)𝑑𝑦 = 0

Solution:

Step 1:

2𝑥 + 3𝑦 − 5 = 0 Line 1 (𝑀)

3𝑥 − 𝑦 − 2 = 0 Line 2 (𝑁)

From line 2:

𝑦 = 3𝑥 − 2
2𝑥 + 3𝑦 − 5 = 0
2𝑥 + 3(3𝑥 − 2) − 5 = 0
2𝑥 + 9𝑥 − 6 − 5 = 0
11𝑥 = 11
𝑥=1
Substitute:

𝑦 = 3(1) − 2
𝑦=1
intersection: (1,1)

Step 2: Use the translation

𝑥 =𝑢+ℎ 𝑦 =𝑣+𝑘
𝑥 =𝑢+1 𝑦 =𝑣+1
Differentiate:

𝑑𝑥 = 𝑑𝑢 𝑑𝑦 = 𝑑𝑣
Step 3: Substitute

(2𝑥 + 3𝑦 − 5)𝑑𝑥 + (3𝑥 − 𝑦 − 2)𝑑𝑦 = 0


[2(𝑢 + 1) + 3(𝑣 + 1) − 5]𝑑𝑢 + [3(𝑢 + 1) − (𝑣 + 1) − 2]𝑑𝑣 = 0

(2𝑢 + 2 + 3𝑣 + 3 − 5)𝑑𝑢 + (3𝑢 + 3 − 𝑣 − 1 − 2)𝑑𝑣 = 0


(2𝑢 + 3𝑣)𝑑𝑢 + (3𝑢 − 𝑣)𝑑𝑣 = 0
Step 4: Equation is Homogenous in order 1

Use steps in homogenous solving

If 𝑁 is simplier, use = 𝑤𝑣 ; 𝑑𝑢 = 𝑤𝑑𝑣 + 𝑣𝑑𝑤

Substitute:

(2𝑢 + 3𝑣)𝑑𝑢 + (3𝑢 − 𝑣)𝑑𝑣 = 0


(2𝑤𝑣 + 3𝑣)(𝑤𝑑𝑣 + 𝑣𝑑𝑤) + (3𝑤𝑣 − 𝑣)𝑑𝑣 = 0

2𝑤 2 𝑣𝑑𝑣 + 2𝑤𝑣 2 𝑑𝑤 + 3𝑣𝑤𝑑𝑥 + 3𝑣 2 𝑑𝑤 + 3𝑤𝑣𝑑𝑣 − 𝑣𝑑𝑣 = 0


(2𝑤 2 + 6𝑤 − 1)𝑣𝑑𝑣 + (2𝑤 + 3)𝑣 2 𝑑𝑤 = 0

Variable separable:
𝑣𝑑𝑣 2𝑤+3
+ 𝑑𝑤 =0
𝑣2 2𝑤 2 +6𝑤−1
𝑑𝑣 2𝑤+3
+ 1 𝑑𝑤 = 0
𝑣 2(𝑤 2 +3𝑤− )
2

IBS:
𝑑𝑣 2𝑤+3
2∫ +∫ 1 𝑑𝑤 = 𝑐
𝑣 𝑤 2 +3𝑤−
2

1
2 ln 𝑣 + ln (𝑤 2 + 3𝑤 − ) = 𝑐
2

1
ln [𝑣 2 (𝑤 2 + 3𝑤 − 2)] = 𝑐

1
𝑣 2 (𝑤 2 + 3𝑤 − ) = 𝑐
2
𝑢
From: 𝑤 = 𝑣 ; 𝑢 = 𝑤𝑣

𝑢2 𝑢 1
𝑣2 ( +3 − )= 𝑐
𝑣2 𝑣 2

𝑣2
𝑢2 +3𝑢𝑣−
2 2
𝑣 ( 𝑣2
)=𝑐

𝑣2
𝑢2 + 3𝑢𝑣 − 2
=𝑐

Step 5: Restore original variables

𝑥 =𝑢+1 𝑦 =𝑣+1
𝑢 =𝑥−1 𝑣 =𝑦−1
𝑣2
(𝑢2 + 3𝑢𝑣 − 2
= 𝑐)2

2𝑢2 + 6𝑢𝑣 − 𝑣 2 = 𝑐
2(𝑥 − 1)2 + 6(𝑥 − 1)(𝑦 − 1) − (𝑦 − 1)2 = 𝑐

2(𝑥 2 − 2𝑥 + 1) + 6(𝑥𝑦 − 𝑥 − 𝑦 + 1) − (𝑦 2 − 2𝑦 + 1) = 𝑐

2𝑥 2 − 4𝑥 + 2 + 6𝑥𝑦 − 6𝑥 − 6𝑦 + 6 − 𝑦 2 + 2𝑦 − 1 = 𝑐
2𝑥 2 + 6𝑥𝑦 − 𝑦 2 − 10𝑥 − 4𝑦 = 𝑐 G.S.
Chapter 3

Applicationa of First Order, First Degree Differential Equations

Newton’s Law of Cooling / Heating

States that the surface temperature of a cooling / heating body changes at a rate proportional
to the difference between the surface (body) temperature and the ambient (surrounding) temperature.

Derivation of the General Formula:

Let 𝑇 be the temperature of the cooling / heating body (surface temperature); and 𝑇𝑠 be the
ambient temperature (surrounding).

From the statement of Newton’s Law:

𝑑𝑇
∝ (𝑇 − 𝑇𝑠 )
𝑑𝑡

𝑑𝑇
𝑑𝑡
= 𝑘(𝑇 − 𝑇𝑠 )

Where 𝑘 = constant of proportionality

𝑑𝑇
Separating Variables: = 𝑘𝑑𝑡
𝑇−𝑇𝑠

𝑑𝑇
IBS: ∫ 𝑇−𝑇 = 𝑘 ∫ 𝑑𝑡 + 𝑐
𝑠

Ln(𝑇 − 𝑇𝑠 ) = 𝑘𝑡 + 𝑐

Antilog: (𝑇 − 𝑇𝑠 ) = 𝑒 𝑘𝑡 ∙ 𝑒 𝑐

𝑇 = 𝑇𝑠 + 𝑐𝑒 𝑘𝑡

Initially, when 𝑡 = 0 , 𝑇 = 𝑇𝑜

𝑇𝑜 = 𝑇𝑠 + 𝑐𝑒 𝑘(0)

𝑇𝑜 = 𝑇𝑠 + 𝑐

𝑐 = 𝑇𝑜 − 𝑇𝑠
Finally:

𝑇 = 𝑇𝑠 + (𝑇𝑜 − 𝑇𝑠 )𝑒^𝑘𝑡

Where: 𝑇𝑠 − surrounding temperature

𝑇𝑜 − initial temperature

𝑘 − constant of proportionality

Conversion: ℉ = 95℃ + 32

5
℃ = 9 (℉ − 32)

°𝐾 = ℃ + 273

°𝑅 = ℉ + 460

Ex. 1

A thermometer reading 18℃ is brought into a room where temperature is 70℃, one minute
later, the thermometer reading is 31℃. Assume that the thermometer reading follows the Newton’s
Law, determine the thermometer reading 5 minutes after it is brought into the given.

Given: two rooms

𝑇𝑜 𝑇𝑠
18℃ 70℃

1st Room 2nd Room

𝑇𝑜 = 18℃

𝑇𝑠 = 70℃

When = 1𝑚𝑖𝑛 ; 𝑇 = 31℃

Required: = 5𝑚𝑖𝑛𝑠 ; 𝑇 =?
Solution:

𝑇 = 𝑇𝑠 + (𝑇𝑜 − 𝑇𝑠 )𝑒 𝑘𝑡

𝑇 = 70 + (18 − 70)𝑒 𝑘𝑡

𝑇 = 70 + (−52)𝑒 𝑘𝑡

𝑇 = 50 − 52𝑒 𝑘𝑡

When = 1 ; 𝑇 = 31℃

31 = 70 − 52𝑒 𝑘(1)

52𝑒 𝑘 = 70 − 31

70−31
𝑒𝑘 = 52

39
𝑒 𝑘 = 52

39
𝑘 = ln 52 = −0.2877

Solve:

𝑇 = 70 − 52𝑒 −0.2877𝑡

Hence, when 𝑡 = 5𝑚𝑖𝑛𝑠

𝑇 = 52𝑒 −0.2877(5𝑚𝑖𝑛𝑠)

𝑇 = 57.66℃

What is the thermometer reading after a very long period of time?

= 70℃ prove 𝑡 = ∞ so; 𝑇 = 70 − 52−0.2877(∞)

𝑁(∞) = ∞

1 1
𝑒 −∞ = 𝑒 ∞ = ∞ ≈ 0

𝑇 = 70 − 52(0)

𝑇 = 70℃
Ex. 2

A small metal bar, whose initial temperature was 20℃, is dropped into a large container of
boiling water. How long will it take the bar to reach 90℃ if it is known that its temperature increase 2℃
in a second?

Given:

𝑇0 = 20℃

𝑇𝑠 = 100℃

When: 𝑡 = 1𝑠𝑒𝑐 , 𝑇 = 22℃

Required: 𝑡 =? , when 𝑇 = 90℃

Solution:

𝑇 = 𝑇𝑠 + (𝑇𝑜 − 𝑇𝑠 )𝑒 𝑘𝑡

𝑇 = 100 + (120 − 100)𝑒 𝑘𝑡

𝑇 = 100 − 80𝑒 𝑘𝑡

When = 1𝑠𝑒𝑐 ; 𝑇 = 22℃

𝑇 = 100 − 80𝑒 𝑘(1)

22 = 100 − 80𝑒 𝑘

80𝑒 𝑘 = 100 − 22

78
𝑒 𝑘 = 80

78
𝑘 = ln 80 = − 0.02532

𝑇 = 100 − 80𝑒 −0.02532𝑡


When 𝑇 = 90℃

90 = 100 − 80𝑒 −0.02532𝑡

80𝑒 −0.2532𝑡 = 100 − 90

38
10
𝑒 40𝑡 = 80

39 1
𝑡 (ln 40) = ln 8

1
ln
8
𝑡= 39
ln
40

𝑡 = 82.13𝑠𝑒𝑐

Exponential Growth / Decay

A substance of amount 𝑄 varies in a manner where the rate of change of the quantity is
proportional to the quantity remaining.

Let 𝑄, be the amount / quantity of substance

𝑑𝑄
rate of change of the quantity
𝑑𝑡

𝑑𝑄
𝑑𝑡
∝𝑄

𝑑𝑄
𝑑𝑡
= 𝑘𝑄

Separating Variables:

𝑑𝑄
𝑄
= 𝑄𝑑𝑡

IBS: ln 𝑄 = 𝑘𝑡 + 𝑐

Antilog: 𝑄 = 𝑒 𝑘𝑡 + 𝑐

𝑄 = 𝑒 𝑘𝑡 ∙ 𝑒 𝑐

G.S. 𝑄 = 𝑐𝑒 𝑘𝑡
Assume that at time 𝑡 = 0, 𝑄 = 𝑄0 (initial value)

𝑄0 = 𝑐𝑒 𝑘(0)

𝑐 = 𝑄0

Therefore; 𝑄 = 𝑄0 𝑒 𝑘𝑡

Where:

𝑄 − amount of substance at any time 𝑡

𝑄0 − initial amount of substance

𝑘 − constant of proportionality

𝑡 − time, sec, minute, hour…..etc.

Note:

1. When 𝑘 is positive, GROWTH


2. When 𝑘 is negative, DECAY

Other related applicatins:

1. Newton’s Law of cooling


2. Logistics
3. Population Prediction
4. Chemical Conversion
5. Half-life

Half-life = the measure of stability of the atoms in an initial amount 𝑄0 to disintegrate and transmute
into the atoms of another elements.

Some common Half-Life:

Radium = 1600 𝑦𝑟𝑠

Uranium = 4.5 𝑏𝑖𝑙𝑙𝑖𝑜𝑛 𝑦𝑟𝑠

Carbon = 5600 𝑦𝑟𝑠


Ex. 1

Radium decomposes at a rate proportional to the amount present. If of 100𝑚𝑔 set aside now
there will be 96𝑚𝑔 100𝑦𝑟𝑠 hence, find:

a. How much will be left 𝑡 centuries from the time the radium has set aside
b. How much will be left after 2.58 centuries
c. Half-life of radium.

Given:

𝑄0 = 100𝑚𝑔

After 100𝑦𝑟𝑠, 𝑄 = 96𝑚𝑔

Find:

a. 𝑄 = 𝑓(𝑡)
b. 𝑄 =? When 𝑡 = 2.58 centuries
c. Half-life of radium

Soluition:

a. Let 𝑄 be the amount of radium present in 𝑡 centuries

𝑑𝑄
𝑑𝑡
rate of change of radium

𝑑𝑄
𝑑𝑡
∝𝑄 𝑄 = 𝑄0 𝑒 𝑘𝑡

When 𝑡 = 0, 𝑄 = 100𝑚𝑔

100 = 𝑐𝑒 𝑘(0)

𝑐 = 100

After 𝑡 = 1 𝑐𝑒𝑛𝑡𝑢𝑟𝑦, 𝑄 = 96𝑚𝑔

96 = 100𝑒 𝑘(1)

96
= 𝑒𝑘
100

96
𝑘 = ln 100
𝑘 = −0.0408

𝑄 = 100𝑒 𝑘𝑡

𝑄 = 100𝑒 −0.0408𝑡

b. When 𝑡 = 2.5 𝑐𝑒𝑛𝑡𝑢𝑟𝑖𝑒𝑠

𝑄 = 100𝑒 −0.0408𝑡

𝑄 = 100𝑒 −0.0408(2.58)

𝑄 = 90𝑚𝑔

c. Find 𝑡 =? When 𝑄 = 50𝑚𝑔

𝑄 = 100𝑒 −0.0408𝑡

50 = 100𝑒 −0.0408𝑡

50
100
= 𝑒 −0.0408𝑡

50
ln( )
100
𝑡 = −0.0408

100𝑦𝑟𝑠
𝑡 = 16.98 𝑐𝑒𝑛𝑡𝑢𝑟𝑖𝑒𝑠 (1 𝑐𝑒𝑛𝑡𝑢𝑟𝑖𝑒𝑠) = 1698 𝑦𝑟𝑠 ≈ 1700 𝑦𝑟𝑠

Ex. 2

Radium decomposes at a rate proportional to the quantity of radium present. Find how long will
it take for 90% of radioactivity to be dissipated?

Given: Radium half-life: 1600𝑦𝑟𝑠

Required: 𝑡 when 𝑄 = 0.10𝑄0

Solution:

Let 𝑄 be the amount of radium present at anytime 𝑡 𝑦𝑟𝑠 𝑄 = 𝑄0 𝑒 𝑘𝑡

Use half-life to solve for 𝑘; when 𝑡 = 1600𝑦𝑟𝑠

𝑄 = 0.50𝑄0

0.50𝑄0 = 𝑄0 𝑒 𝑘(1600)
0.50 = 𝑒 1600𝑘

ln 0.5
𝑘=
1600

𝑘 = −4.3321 𝑥 10−4

−4 )𝑡
𝑄 = 𝑄0 𝑐 (−4.3321𝑥10

When 𝑄 = 0.10𝑄0

−4 )𝑡
0.10𝑄0 = 𝑄0 𝑒 (−4.3321𝑥10

−4 )𝑡
0.10 = 𝑒 (−4.3321𝑥10

ln 0.10 = −4.3321𝑥10−4 𝑡

ln 0.10
𝑡 = −4.3321𝑥10−4

𝑡 = 5315 𝑦𝑟𝑠

Rate Problems

Ex. 1

Water leaks from a cylinder w/ axis vertical through a small orifice in its base at a rate
proportional to the square root of the volume remaining at any time 𝑡. If the cylinder contains
64 𝑔𝑎𝑙𝑙𝑜𝑛𝑠 initially and 15 𝑔𝑎𝑙𝑙𝑜𝑛𝑠 leak out at the first day, when will 25 𝑔𝑎𝑙𝑙𝑜𝑛𝑠 remain? How much
will remain at the end of 4 𝑑𝑎𝑦𝑠?

Given:
Let 𝑉, be the volume of the cylinder

𝑡, be the time in days

When 𝑡 = 0, 𝑉 = 64 𝑔𝑎𝑙.

𝑡 = 1, 𝑉 = 64 − 15 = 49 𝑔𝑎𝑙.

Find: a.) 𝑡 =?, when 𝑉 = 25 𝑔𝑎𝑙.

b.) 𝑉 =?, when 𝑡 = 4 𝑑𝑎𝑦𝑠

Solution:

𝑑𝑉
= 𝑟𝑎𝑡𝑒 𝑜𝑓 𝑐ℎ𝑎𝑛𝑔𝑒 𝑜𝑓 𝑣𝑜𝑙𝑢𝑚𝑒
𝑑𝑡

𝑑𝑉
𝑑𝑡
∝ √𝑉

𝑑𝑉 1
= 𝑘𝑉 2
𝑑𝑡

Separating variables:

𝑑𝑉
1 = 𝑘𝑑𝑡
𝑉2

1
𝑉 −2 𝑑𝑉 = 𝑘𝑑𝑡

1

IBS: ∫ 𝑉 2 𝑑𝑉 = 𝑘 ∫ 𝑑𝑡

2√𝑉 = 𝑘𝑡 + 𝑐 G.S.

Acc. To condition when 𝑡 = 0; 𝑉 = 64 𝑔𝑎𝑙.

2√64 = 𝑘(0) + 𝑐

𝑐 = 16

Substitute:

2√𝑉 = 𝑘𝑡 + 16 P.S.
When: 𝑡 = 1, 𝑉 = 49 𝑔𝑎𝑙.

2√49 = 𝑘(1) + 16

14 = 𝑘 = 16

𝑘 = −2

Therefore, the general solution for this rate problem is

2√𝑉 = −2𝑡 + 16 final equation

a.) when 𝑉 = 25 𝑔𝑎𝑙. Find 𝑡 =?

2√25 = −2𝑡 + 16

10 = −2𝑡 + 16

2𝑡 = 6

𝑡 = 3 𝑑𝑎𝑦𝑠

b.) when 𝑡 = 4 𝑑𝑎𝑦𝑠, find 𝑉 =?

2√𝑉 = −2𝑡 + 16

2√𝑉 = −2(4) + 16

√𝑉 = 4

𝑉 = 16 𝑔𝑎𝑙.

Motion Problems

(1) Rectilinear Motion

A motion in a straight line

(2) Curvilinear Motion

Motion along a curve path


Let 𝑠 distance

𝑑𝑠
𝑣 velocity =
𝑑𝑡

𝑑𝑉 𝑑2 𝑠
𝑎 acceleration = 𝑑𝑡
= 𝑑𝑡 2

𝑡 time

𝑑𝑉 𝑑𝑠
𝑎= ∙
𝑑𝑡 𝑑𝑠

𝑑𝑉 𝑑𝑠
𝑎= ∙
𝑑𝑠 𝑑𝑡

𝑑𝑉 𝑑𝑉 𝑑2𝑠
𝑎=𝑣 = =
𝑑𝑠 𝑑𝑡 𝑑𝑡 2

Curvilinear Motion:

𝑉𝑦 𝑉

𝑉𝑥

𝑉 = √𝑉𝑥 2 + 𝑉𝑦 2

Straight Line Motion:

𝐹4

M +
𝐹1 ∑𝐹 = 𝐹

𝐹3

𝐹2

Note: if a particle of mass 𝑚 move in a straight line under the influence of one or more forces having
resultant 𝐹, then in accordance with Newton’s Law of Motion.

𝑑
+ ∑ 𝐹 = (𝑚𝑣)(momentum)
𝑑𝑡
Where: = direction of force

𝑚 = mass of the body

𝑣 = velocity

𝑑 𝑑𝑣 𝑑𝑚
Hence: (𝑚𝑣) = 𝑚 𝑑𝑡 + 𝑣
𝑑𝑡 𝑑𝑡

Note: From Theory of Relativity by Sir Albert Einstein

𝐸 = 𝑚𝑐 2
𝑠𝑝𝑒𝑒𝑑
𝑚𝑎𝑠𝑠
𝐸𝑛𝑒𝑟𝑔𝑦

𝑐 = 3 × 108 𝑚/𝑠𝑒𝑐
When a body travels at a speed approaching the speed of the light
𝑚0
𝑚= 2
√1−(𝑣)
𝑐

But when 𝑣 ≪ 𝑐

𝑚 = 𝑚0 mass is constant
𝑑𝑚
Therefore: =0
𝑑𝑡
𝑑
So ∑ 𝐹 = (𝑚𝑣)
𝑑𝑡

𝑑𝑣 𝑑𝑚
= 𝑚 𝑑𝑡 + 𝑣 𝑑𝑡

𝑑𝑣
∑𝐹 = 𝑚
𝑑𝑡

Ex. 1

A boat with its load weighs 322 𝑙𝑏. If the force exerted upon the boat by the motor in the
direction of motion is equivalent to a constant force of 15 𝑙𝑏, the resistance (in pounds) to the motion is
𝑓𝑡
equal numerically to twice the speed (in 𝑠𝑒); and the boat starts from rest, find the speed;

a) After 𝑡 seconds
b) After 10 seconds
c) What is the limiting speed?
Solution:

𝐹𝑚 = 15 𝑙𝑏 𝐹𝑅 Motion

𝑤 = 322 𝑙𝑏
When 𝑡 = 0; 𝑣 = 0

𝐹𝑟 = 2𝑣
Find: a). 𝑣 = 𝑓(𝑡)

b). when 𝑡 = 10𝑠𝑒𝑐

c). 𝑣 =?; 𝑡 = ∞

𝑑𝑣
∑𝐹 = 𝑚
𝑑𝑡

From fig.: ∑ 𝐹 = 𝐹𝑚 − 𝐹𝑅
𝑑𝑣
𝑚 𝑑𝑡 = 15 − 2𝑣

Substitute:
𝑤 𝑑𝑣
= 15 − 2𝑣
𝑔 𝑑𝑡

322 𝑑𝑣
(32.2) 𝑑𝑡 = 15 − 2𝑣
𝑑𝑣
10 𝑑𝑡 = 15 − 2𝑣

Separating variables:
10𝑑𝑣
15−2𝑣
= 𝑑𝑡
10 2𝑑𝑣
IBS:
−2
∫ − 15−2𝑣 = ∫ 𝑑𝑡

−5 ln(15 − 2𝑣) = 𝑡 + 𝑐
𝑡 𝑐
ln(15 − 2𝑣) = − 5 + 5
𝑐
But 5 = 𝑐
𝑡
Antilog: 15 − 2𝑣 = 𝑒 −5+𝑐
𝑡
15 − 2𝑣 = 𝑐𝑒 −5
𝑡
2𝑣 = 15 + 𝑐𝑒 −5
𝑡

15+𝑐𝑒 5
𝑣= 2
𝑡
𝑐
𝑣 = 7.5 + 2 𝑒 −5
𝑡
𝑣 = 7.5 + 𝑐𝑒 −5
When 𝑡 = 0, 𝑣 = 0
0
0 = 7.5 + 𝑐𝑒 −5
𝑐 = 7.5
a). substitute
𝑡 P.S.
𝑣 = 7.5 − 7.5𝑒 −5

b). when 𝑡 = 10𝑠𝑒𝑐


10
𝑣 = 7.5 − 7.5𝑒 − 5
𝑓𝑡
𝑣 = 6.48
𝑠𝑒𝑐

c). when 𝑡 = ∞, 𝑣 =?
𝑡
𝑣 = 7.5 − 7.5𝑒 −5

𝑣 = 7.5 − 7.5𝑒 5
𝑣 = 7.5 − 7.5𝑒 ∞
𝑒∞ = 0
𝑓𝑡
𝑣 = 7.5
𝑠𝑒𝑐

Ex. 2
𝑙𝑏
A force that increases uniformly at the rate of 6 𝑠𝑒𝑐 from a value of 0 𝑙𝑏 when 𝑡 = 0, acts on a
𝑑𝑠
32.2 𝑙𝑏𝑠 body initially at rest. Find 𝑣 in terms of 𝑡, then replace 𝑣 by 𝑑𝑡 and integrate again to find 𝑠 in
terms of 𝑣.

Given: 𝐹 motion

32.2 𝑙𝑏
When 𝑡 = 0; 𝑣 = 0 Find:
𝑑𝐹
𝑑𝑡
=6 a). 𝑣 = 𝑓(𝑡)

When 𝑡 = 0; 𝐹 = 0 b). 𝑠 = 𝑓(𝑣)

Solution:
𝑑𝑣
𝐹 = 𝑚 𝑑𝑡

Solving for 𝐹
𝑑𝐹
𝑑𝑡
=6

𝑑𝐹 = 6𝑑𝑡
IBS: 𝐹 = 6𝑡 + 𝑐

When 𝑡 = 0; 𝐹 = 0

0 = 6(0) + 𝑐
𝑐=0
Substitute:

𝐹 = 6𝑡
(Limiting speed 𝑣 =constant, 𝑎 = 0)

Substitute:
𝑑𝑣
6𝑡 = 𝑚 𝑑𝑡
𝑤
But 𝑚 =
𝑔

𝑤 𝑑𝑣
6𝑡 = ( )
𝑔 𝑑𝑡

32.2 𝑑𝑣
6𝑡 = 32.2 ( 𝑑𝑡 )
𝑑𝑣
6𝑡 = 𝑑𝑡

𝑑𝑣 = 6𝑡𝑑𝑡 D.E.

IBS ∫ 𝑑𝑣 = 6 ∫ 𝑡𝑑𝑡

𝑣 = 3𝑡 2 + 𝑐 G.S.

When 𝑡 = 0; 𝑣 = 0

0 = 3(0)2 + 𝑐
𝑐=0
a) So
𝑣 = 3𝑡 2

b) Find: 𝑠 = 𝑓(𝑣)

𝑑𝑠
𝑣 = 𝑑𝑡
𝑑𝑠
𝑑𝑡
= 3𝑡 2

𝑑𝑠 = 3𝑡 2 𝑑𝑡

IBS: ∫ 𝑑𝑠 = 3 ∫ 𝑡 2 𝑑𝑡

𝑠 = 𝑡3 + 𝑐
When 𝑡 = 0, 𝑠 = 0

0 = 03 + 𝑐
𝑐=0
𝑠 = 𝑡3
1
𝑡 = 𝑠3
Substitute:

𝑣 = 3𝑡 2
1 2
𝑣 = 3 (𝑠 3 )
𝑒
𝑣 = 3𝑠 3
2
𝑣
3
= 𝑠3
3
2 2
𝑣
[3 =𝑠 ] 3

3
𝑣 2
𝑠=( )
3
Flow of Liquids Through an Orifice

𝑑𝑉

𝑑ℎ

Orifice of area 𝐴
Let 𝑉, be the volume of the liquid inside the tank at any time 𝑡
𝑑𝑉
 rate of change of volume of liquid
𝑑𝑡
𝑑𝑉
𝑑𝑡
= −0.6𝐴√2𝑔ℎ

Where ℎ is the height of the liquid at any time 𝑡.

Ex. 1
1
Find the time required to empty a cylindrical can, axis vertical, radius 𝑓𝑡., height 2𝑓𝑡, initially
2
1
full of water, through an orifice 𝑖𝑛 in diameter in its bottom.
2

𝑟0

𝐴𝐶 𝑑ℎ 𝑑ℎ

2𝑓𝑡
1
𝑑0 = 𝑖𝑛
2
1
𝑟0 = 𝑖𝑛
4
1
𝐴0 𝑟𝑐 = 2 𝑓𝑡

𝑑𝑉
= −0.6𝐴0 √2𝑔ℎ
𝑑𝑡

𝑑𝑉 = (𝜋𝑟 2 )𝑑ℎ = 𝜋𝑟 2 𝑑ℎ

𝐴0 = 𝜋𝑟02
1 1𝑓𝑡 2
𝐴0 = 𝜋 ( ) 2 [ ]
4 12𝑖𝑛
𝜋
𝐴0 = 𝑓𝑡 2
2304
Substitute:
𝜋𝑟𝑐2 𝑑ℎ
= −0.6𝐴0 √2𝑔ℎ
𝑑𝑡

𝜋(0.5)2 𝑑ℎ 𝜋
𝑑𝑡
= −0.6 (2304) √2𝑔ℎ
𝑑ℎ 0.6
𝑑𝑡
= − (0.5)2 (2304) √2(32.2)√ℎ
1
𝑑ℎ
𝑑𝑡
= −8.3593 × 10−3 ℎ2

Separating variables:
𝑑ℎ
1 = −8.3593 × 10−3 𝑑𝑡
ℎ2
1
𝑑−2 𝑑ℎ=−8.3593 × 10−3 𝑑𝑡
1
− +1
ℎ 2
IBS: 1 = −8.3593 × 10−3 𝑑𝑡
− +1
2

When 𝑡 = 0; ℎ = 2

2√2 = −8.3593 × 10−3 (0) + 𝑐

𝑐 = 2√2

2√ℎ = (−8.3593 × 10−3 )𝑡 + 2√2


And when can is empty 𝑡 =?; ℎ = 0

2√0 = (−8.3593 × 10−3 )𝑡 + 2√2


2√2
𝑡 = −8.3593×10−3

𝑡 = 338.4 𝑠𝑒𝑐
𝑡 = 5.64 𝑚𝑖𝑛
Or another solution (definite integral)
1
ℎ2 𝑑ℎ = −8.3593 × 10−3 𝑡
1
0 𝑡
∫2 ℎ2 𝑑ℎ = (−8.3593 × 10−3 ) ∫0 𝑑𝑡

When 𝑡 = 0; ℎ = 2

𝑡 = ?; ℎ = 0
0
[2√ℎ]2 = [−8.3593 × 10−3 ][𝑡]𝑡0

2[√0 − √2] = −8.3593 × 10−3 [𝑡 − 0]


𝑡 = 338.4 𝑠𝑒𝑐

Or 𝑡 = 5.64 𝑚𝑖𝑛

Ex. 2

A hemisphere having radius 1 𝑓𝑡 and base up is full of water which runs out through a hole 1 𝑖𝑛
in diameter in its bottom. How long will it take the water to run out?

1 𝑓𝑡

𝑑ℎ 1 𝑓𝑡

Orifice 1 𝑖𝑛 I n diameter

Condition: when 𝑡 = 0, ℎ = 1

Require: 𝑡 =?, when ℎ = 0

Solution:
𝑑𝑉
= −0.6𝐴0 √2𝑔ℎ
𝑑𝑡

ℎ=𝑦
𝑑ℎ = 𝑑𝑦
𝑑𝑉 = 𝐴1 𝑑𝑦

𝑑𝑉 = 𝜋𝑥 2 𝑑𝑦
Circle 𝐶(0,1) 𝑟 = 1

(𝑥 − ℎ)2 + (𝑦 − 𝑘)2 = 𝑟 2

(𝑥 − 0)2 + (𝑦 − 1)2 = 12

𝑥 2 + 𝑦 2 − 2𝑦 + 1 = 1

𝑥 2 + 𝑦 2 − 2𝑦 = 0

𝑥 2 = 2𝑦 − 𝑦 2
𝑑𝑉 = 𝜋(2𝑦 − 𝑦 2 )𝑑𝑦

ℎ=𝑦
𝑑𝑉 = 𝜋(2ℎ − ℎ2 )𝑑ℎ

𝐴0 = 𝜋𝑟02
1 2 1𝑓𝑡 2
𝐴0 = 𝜋 (2 𝑖𝑛) [12𝑖𝑛]
𝜋
𝐴0 = 576 𝑓𝑡 2

Hence:
1
𝜋(2ℎ−ℎ 2 )𝑑ℎ 𝜋
𝑑𝑡
= −0.6 (576) √2(32.2) (ℎ2 )
1
(2ℎ−ℎ2 )𝑑ℎ −0.6√644
= (ℎ2 )
𝑑𝑡 576
1
(2ℎ−ℎ 2 )
𝑑ℎ = −8.3593 × 10−3 ℎ2
𝑑𝑡

Separating variables:
2ℎ−ℎ2
1 𝑑ℎ = (−8.3593 × 10−3 )𝑑𝑡
ℎ2
1 3
(2ℎ2 − ℎ2 ) 𝑑ℎ = −8.3593 × 10−3 𝑑𝑡

IBS:
1 3
2 ∫ ℎ2 𝑑ℎ − ∫ ℎ2 𝑑ℎ = −8.3593 × 10−3 𝑡 + 𝑐

𝐶
When 𝑡 = 0; ℎ = 1
3 5
4 2
3
(1)2 − 5 (1)2 = −8.3593 × 10−3 (0) + 𝑐
14
𝑐 = 15

So:
4 3 2 5
14
3
ℎ2 − 5 ℎ2 = −8.3593 × 10−3 𝑡 + 15
3 5
4 2 14
3
(0)2 − 5 (0)2 = −8.3593 × 10−3 𝑡 + 15
14

15
𝑡 = −8.3593×10−3

𝑡 = 111.65 𝑠𝑒𝑐
Isogonal and Orthogonal Trajectories

Line tangent to curve G at P



Given Curve (curve G)

P Trajectory (curve P)

Line Tangent to curve T at P


∅ - angle of intersection

Note:

1. If ∅ = 90°, the curve 𝑇 is known as the Orthogonal Trajectory


2. If ∅ < 90°, the curve 𝑇 is known as the Isogonal Trajectory

Recall: Slope and Inclination concept

𝑆𝑙𝑜𝑝𝑒 = 𝑚
Tangent of inclination = slope

Slope= 𝑚 = tan ∅
(𝑦2 −𝑦1 ) 𝑑𝑦
And also: slope= 𝑥1 −𝑥2
= 𝑑𝑥

Line G

Given Curve (curve G)

P Trajectory (curve T)

Line T

0
∅ = 𝛽−∝
tan ∅ = tan(𝛽−∝)
tan 𝛽−tan∝
tan ∅ = 1+tan 𝛽 tan∝

But; tan 𝛽 = 𝑠𝑙𝑜𝑝𝑒 of line 𝑇 = 𝑠𝑙𝑜𝑝𝑒 of curve 𝑇 at 𝑃


𝑑𝑦
Tan 𝛽 = (𝑑𝑥 )
𝑇

Similarly:

tan ∝=slope of line 𝑇 = slope of curve 𝑇 and 𝑃


𝑑𝑦
tan ∝= (𝑑𝑥 )
𝐺

Therefore
𝑑𝑦 𝑑𝑦 General Formula for
( ) −( )
𝑑𝑥 𝑇 𝑑𝑥 𝐺
tan ∅ = Isogonal trajectory
𝑑𝑦 𝑑𝑦
1+( ) ( )
𝑑𝑥 𝑇 𝑑𝑥 𝐺

For Orthogonal
𝑑𝑦 𝑑𝑦
( ) −( ) 𝑁
𝑑𝑥 𝑇 𝑑𝑥 𝐺
tan 90° = 𝑑𝑦 𝑑𝑦 =
1+( ) ( ) 0
𝑑𝑥 𝑇 𝑑𝑥 𝐺

𝑑𝑦 𝑑𝑦
1 + (𝑑𝑥 ) (𝑑𝑥 ) = 0
𝑇 𝐺
𝑑𝑦 −1 Orthogonal Trajectory
( ) =
𝑑𝑦
𝑑𝑥 𝑇 ( )
𝑑𝑥 𝐺

Ex. 1

Find the orthogonal trajectories of the curve 𝑦 2 = 𝑐𝑥 3

Solution:
𝑑𝑦 −1
(𝑑𝑥 ) = 𝑑𝑦
𝑇 ( )
𝑑𝑥 𝐺

Differentiating 𝑦 2 = 𝑐𝑥 3

2𝑦𝑑𝑦 = 𝑐3𝑥 2 𝑑𝑥
𝑑𝑦
2𝑦 𝑑𝑥 = 3𝑐𝑥 2
𝑦2
But 𝑐 = 𝑥 3

𝑑𝑦 𝑦2
2𝑦 (𝑑𝑥 ) = 3 (𝑥 3 ) 𝑥 2
𝐺

𝑑𝑦 𝑦2
2𝑦 (𝑑𝑥 ) = 3 𝑥
𝐺

𝑑𝑦 3𝑦 2
(𝑑𝑥 ) = 2𝑥𝑦
𝐺

𝑑𝑦 3𝑦
(𝑑𝑥 ) = 2𝑥
𝐺

For the trajectory curve


𝑑𝑦 −1
(𝑑𝑥 ) = 𝑑𝑦
𝑇 ( )
𝑑𝑥 𝐺

𝑑𝑦 1
𝑑𝑥
= − 3𝑦
2𝑥

𝑑𝑦 2𝑥
𝑑𝑥
= − 3𝑦

Separating variables:

3𝑦𝑑𝑦 = −2𝑥𝑑𝑥
Integrating:

3 ∫ 𝑦𝑑𝑦 = −2 ∫ 𝑥𝑑𝑥
𝑦2 𝑥2
3( ) + 2( ) = 𝑐
2 2

3𝑦 2 +2𝑥 2
2
=𝑐

3𝑦 3 + 2𝑥 2 = 2𝑐

3𝑦 2 + 2𝑥 2 = 𝑐

Ex. 2

Find the isogonal trajectories intersecting at 45° the hyperbolas 𝑦(𝑥 + 𝑐) = 1

Solution: ∅ = 45° family of hyperbola


𝑑𝑦 𝑑𝑦
( ) −( )
𝑑𝑥 𝑇 𝑑𝑥 𝐺
Tan ∅ = 𝑑𝑦 𝑑𝑦
1+( ) ( )
𝑑𝑥 𝑇 𝑑𝑥 𝐺

𝑦(𝑥 + 𝑐) = 1
𝑥𝑦 + 𝑐𝑦 = 1  eq. (1)
Differentiate: 𝑑(𝑥𝑦 + 𝑐𝑦) = 𝑑(𝑐)

𝑥𝑑𝑦 + 𝑦𝑑𝑥 + 𝑐𝑑𝑦 = 0


(𝑥 + 𝑐)𝑑𝑦 + 𝑦𝑑𝑥 = 0
1
From eq. (1): 𝑦
=𝑥+𝑐

Substitute:
1 𝑦
[(𝑦) 𝑑𝑦 + 𝑦𝑑𝑥 = 0] 𝑑𝑥

𝑑𝑦
𝑑𝑥
+ 𝑦2 = 0
𝑑𝑦
( ) = −𝑦 2
𝑑𝑥 𝐺

Substitute:
𝑑𝑦
() −(−𝑦 2 )
𝑑𝑥 𝑇
Tan 45° = 𝑑𝑦
1+( ) (−𝑦 2 )𝐺
𝑑𝑥 𝑇

𝑑𝑦
+𝑦 2
𝑑𝑥
1= 𝑑𝑦
1−𝑦 2
𝑑𝑥

𝑑𝑦 𝑑𝑦
1 − 𝑦 2 𝑑𝑥 = 𝑑𝑥 + 𝑦 2

𝑑𝑦 𝑦 2 𝑑𝑦
1 − 𝑦 2 = 𝑑𝑥 + 𝑑𝑥

𝑑𝑦
1 − 𝑦 2 = (1 + 𝑦 2 ) ( )
𝑑𝑥

Separate variable:
1+𝑦 2
𝑑𝑥 = (1−𝑦2 )𝑑𝑦

2
𝑑𝑥 = (1−𝑦2 − 1)𝑑𝑦

2
𝑑𝑥 = 1−𝑦2 𝑑𝑦 − 𝑑𝑦

𝑑𝑦
IBS: ∫ 𝑑𝑥 = 2 ∫ − ∫ 𝑑𝑦
1−𝑦2

𝑑𝑢 1 𝑎+𝑢
∫ 𝑎2 −𝑢2 = 2𝑎 ln(𝑎−𝑢) + 𝑐
1 1+𝑦
So: 𝑥 = 2 [2(1) ln 1−𝑦] − 𝑦 + 𝑐

1+𝑦
𝑥 + 𝑦 = ln +𝑐
1−𝑦
Mixing of Non-Reacting fluids
The rate of change of quantity in a system is due to the difference between the inflow and
outflow. That is,
𝑑𝑄
𝑑𝑡
= rate entering – rate leaving

Solution  composed solute and solution


𝑎𝑚𝑜𝑢𝑛𝑡 𝑜𝑓 𝑠𝑜𝑙𝑢𝑡𝑒 𝑙𝑏
𝑐𝑜𝑛𝑐𝑒𝑛𝑡𝑟𝑎𝑡𝑖𝑜𝑛 = 𝑣𝑜𝑙𝑢𝑚𝑒 𝑜𝑓 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 (𝑔𝑎𝑙)

Ex. 1

A tank contains initially 100 gal. of brine holding 150 lb. of dissolued salt in solution. Salt water,
containing 1b of salt per gallon enters the tank at a rate of 2 gallons per minute and the brine, flows out
at the same rate. If the mixture is kept uniform by stirring, find the amount of salt in the tank at the end
of 1 hour.

Given:
Inflow

𝑚𝑖𝑛
2
𝑔𝑎𝑙
𝑉0 = 100𝑔𝑎𝑙

𝑄0 = 150 𝑙𝑏𝑠

𝑔𝑎𝑙
2 𝑚𝑖𝑛
Outflow

𝑄0 150𝑙𝑏𝑠
𝐶0 = 𝑉0
= 100𝑔𝑎𝑙

𝑙𝑏
= 1.5
𝑔𝑎𝑙

Let 𝑄 be the amount of salt in the tank at any time 𝑡, lbs


𝑔𝑎𝑙 𝑙𝑏
2 𝑚𝑖𝑛 = 𝑉(𝑣𝑜𝑙𝑢𝑚𝑒 𝑓𝑙𝑜𝑤 𝑟𝑎𝑡𝑒); 1 𝑔𝑎𝑙

Required: 𝑄 =? When 𝑡 = 1 ℎ𝑟 or 𝑡 = 60 𝑚𝑖𝑛

Solution:
𝑙𝑏 𝑑𝑄
(𝑚𝑖𝑛) 𝑑𝑡 = rate entering – rate leaving
𝑑𝑄 𝑔𝑎𝑙 𝑙𝑏 𝑔𝑎𝑙 𝑄𝑙𝑏
=2 (1 ) − [2 𝑚𝑖𝑛 (100𝑔𝑎𝑙)]
𝑑𝑡 𝑚𝑖𝑛 𝑔𝑎𝑙

𝑑𝑄 𝑄
𝑑𝑡
= 2 − 2 100
𝑑𝑄 𝑄
=2−  D.E.
𝑑𝑡 50

Separating variable:
𝑑𝑄 100−𝑄
𝑑𝑡
= 50
𝑑𝑄 𝑑𝑡
100−𝑄
= 50

𝑑𝑄 1
IBS: ∫ 100−𝑄 = 50 ∫ 𝑑𝑡 + 𝑐

𝑑𝑄 1
− ∫ − 100−𝑄 = 50 𝑡 + 𝑐

𝑡
[− ln(100 − 𝑄) = 50 + 𝑐] − (1)
𝑡
ln(100 − 𝑄) = − 50 + 𝑐

Antilog:
𝑡
100 − 𝑄 = 𝑒 −50+𝑐
𝑡
100 − 𝑄 = 𝑐𝑒 −50
𝑡
𝑄 = 100 + 𝑐𝑒 −50 G.S.

When 𝑡 = 0; 𝑄0 = 150 𝑙𝑏𝑠


0
150 = 100 + 𝑐𝑒 −50
𝑐 = 150 − 100 = 50
Hence,
𝑡
𝑄 = 100 + 50𝑒 −50
So when 𝑡 = 60
60
𝑄 = 100 + 50𝑒 −50

𝑄 = 115.06 𝑙𝑏𝑠

Ex. 2
𝑙𝑏
A tank contains 50 gal. of water brine, containing 2 𝑔𝑎𝑙 of salt, flows into the tank at a rate of
𝑔𝑎𝑙
2 𝑚𝑖𝑛; and the mixture kept uniform by stirring, run out at a rate of 1 𝑔𝑎𝑙 per minute. Find (a). How long
before the quantity of salt in the tank is 100 𝑙𝑏. (b). The amount of salt present when the tank contains
100 𝑔𝑎𝑙 of brine.
Given: let 𝑄 be the amount of salt at any time 𝑡, 𝑙𝑏𝑠

𝑉 be the volume of solution any time 𝑡, 𝑔𝑎𝑙

𝑡 time, 𝑚𝑖𝑛

Required: (a). 𝑡 =? 𝑄 = 100𝑙𝑏𝑠

(b). 𝑄 =? 𝑉 = 100𝑔𝑎𝑙

Inflow

𝑚𝑖𝑛
2
𝑔𝑎𝑙
𝑉0 = 50𝑔𝑎𝑙
𝑙𝑏
2 𝑔𝑎𝑙
𝑄0 = 0 𝑙𝑏𝑠

𝑔𝑎𝑙
1 𝑚𝑖𝑛
Outflow
Solution:
𝑑𝑄
= 𝑟𝑎𝑡𝑒 𝑒𝑛𝑡𝑒𝑟𝑖𝑛𝑔 − 𝑟𝑎𝑡𝑒 𝑙𝑒𝑎𝑣𝑖𝑛𝑔
𝑑𝑡

𝑑𝑄 𝑔𝑎𝑙 𝑙𝑏 𝑔𝑎𝑙 𝑄
= (2 )(2 ) − (1 )[ ]
𝑑𝑡 𝑚𝑖𝑛 𝑔𝑎𝑙 𝑚𝑖𝑛 𝑉

Solving 𝑉 as a function of 𝑡
𝑑𝑉
𝑑𝑡
= 𝑟𝑎𝑡𝑒 𝑒𝑛𝑡𝑒𝑟𝑖𝑛𝑔 − 𝑟𝑎𝑡𝑒 𝑙𝑒𝑎𝑣𝑖𝑛𝑔
𝑑𝑣 𝑔𝑎𝑙 𝑔𝑎𝑙
=2 −1
𝑑𝑡 𝑚𝑖𝑛 𝑚𝑖𝑛
𝑑𝑉 𝑔𝑎𝑙
𝑑𝑡
= 1 𝑚𝑖𝑛

IBS: 𝑑𝑉 = 𝑑𝑡

𝑉 =𝑡+𝑐
When 𝑡 = 0; 𝑉 = 50 𝑔𝑎𝑙

50 = 0 + 𝑐
𝑐 = 50
So: 𝑉 = 𝑡 + 50
𝑑𝑄 𝑄
𝑑𝑡
= 4 − 1 (𝑡+50)
𝑑𝑄 𝑄
𝑑𝑡
= 4 − 𝑡+50
𝑑𝑄 𝑄
+ =4
𝑑𝑡 𝑡+50
𝑑𝑦
Recall: 𝑑𝑥
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)

𝑦(𝐼. 𝐹. ) = ∫ 𝑄(𝑥)(𝐼. 𝐹. )𝑑𝑥 + 𝑐

𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
𝑑𝑄 1
𝑑𝑡
+ 𝑡+50 = 4

𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑡)𝑑𝑡
𝑑𝑡
= 𝑒 ∫𝑡+50

= 𝑒 ln(𝑡+50)
𝐼. 𝐹. = 𝑡 + 50
Substitute:

𝑄(𝑡 + 50) = ∫ 4(𝑡 + 50)𝑑𝑡 + 𝑐

= 4 ∫(𝑡 + 50)𝑑𝑡 + 𝑐
(𝑡+50)2
=4 2
+𝑐
1
So: [(𝑡 + 50) = 2(𝑡 + 50)2 + 𝑐]
𝑡+50
𝑐
𝑄 = 2(𝑡 + 50) + 𝑡+50  G.S.

When 𝑡 = 0; 𝑄 = 𝑄0 = 0
𝑐
0 = 2(0 + 50) + 0+50

𝑐 = 500
5000
So: 𝑄 = 2(𝑡 + 50) − 𝑡+50  P.S.

(a). find 𝑡 when 𝑄 = 100


5000
100 = 2(𝑡 + 50) −
𝑡+50

Let: 𝑥 = 𝑡 + 50
5000 𝑥
[100 = 2𝑥 − 𝑥
]2

50𝑥 = 𝑥 2 − 2500

𝑥 2 = 50𝑥 − 2500 = 0
R1
1k

𝐴𝑥 2 + 𝐵𝑥 + 𝑐 = 0
−𝐵±√𝐵2 −4𝐴𝐶
𝑥= 2𝐴

−(−50)±√(−50)2 −4(1)(−2500)
𝑥=
2(1)

Use: (+) 𝑥 = 80.90

𝑡 + 50 = 80.90
𝑡 = 30.90 𝑚𝑖𝑛
(b). 𝑄 =? When 𝑉 = 100𝑔𝑎𝑙

𝑉 = 𝑡 + 50
100 = 𝑡 + 50
𝑡 = 50
Substitute:
5000
𝑄 = 2(𝑡 + 50) −
𝑡+50
5000
𝑄 = 2(50 + 50) − 50+50
5000
𝑄 = 200 −
100

𝑄 = 200 − 50
𝑄 = 150 𝑙𝑏𝑠

Electric Circuits

Resistors

R +
VR(t)
-
𝑉𝑅 (𝑡) = 𝑖𝑅 (𝑡)𝑅
𝑖𝑅 (𝑡)
Inductors: opposes rapid charge in current
𝑑𝑖𝐿 (𝑡)
𝑉𝐿 (𝑡) = 𝐿 𝑑𝑡

L +
VL(t)
-
1
𝑖𝐿 (𝑡) 𝑖𝐿 (𝑡) = L ∫ 𝑉𝐿 (𝑡)𝑑𝑡

Capacitors: opposes rapid charge in voltage


𝑑𝑉𝐶 (𝑡)
𝑖𝐶 (𝑡) = 𝐶 𝑑𝑡

C +
VC(t)
-
1
𝑉𝐶 (𝑡) = ∫ 𝑖𝐶 (𝑡)dt
𝐶
𝑖𝐶 (𝑡)

Ex. 1

A 500 𝑜ℎ𝑚 relay coil has an inductance 10 𝑚𝐻. This relay requires a current of 40 𝑚𝐴 in order
to trigger. How long after the switch is closed will the relay trigger if a 24𝑉 DC source is applied across
its terminal. Assume that 𝑖(0) = 0

Given:

S1

VR(t) R500

+
DC
24V
-
VLt 10mH

𝑖 = 0; when 𝑡 = 0
24
𝐼𝑅 = 500

𝐼𝑅 = 0.048𝐴 = 0.48𝑚𝐴
Required: 𝑡 =? When 𝐼 = 40𝑚𝐴 or 0.048𝐴
Solution:

KVL @ Loop W:

𝑉𝐿 = 𝑉𝑅 (𝑡) + 𝑉𝐿 (𝑡)
𝑑𝑖(𝑡)
24 = 𝑖(𝑡)(500) + 10 × 10−3 𝑑𝑡
𝑑𝑖
24=500𝑖+10×10−3
𝑑𝑡
10×10−3

𝑑𝑖
2400 = 50000𝑖 + 𝑑𝑡
𝑑𝑖
𝑑𝑡
= 2400 − 50000𝑖
𝑑𝑖
2400−50000𝑖
= 𝑑𝑡
𝑑𝑖
IBS: ∫ 2400−50000𝑖 = ∫ 𝑑𝑡 + 𝑐
1
[50000 ln(2400 − 50000𝑖) = 𝑡 + 𝑐] − 50000

ln(2400 − 50000𝑖) = −50000𝑡 + 𝑐

Antilog: 2400 − 50000𝑖 = 𝑒 −50000𝑡+𝑐


50000𝑖 2400+𝑐𝑒 −50000𝑡
50000
= 50000

𝑖 = 0.048 + 𝑐𝑒 −50000𝑡  G.S.

When 𝑡 = 0; 𝑖 = 0

0 = 0.048 + 𝑐𝑒 −50000(0)
𝑐 = −0.048

𝑖 = 0.048 − 0.048𝑒 −50000𝑡  P.S.

When 𝐼 = 0.40

0.040 = 0.048 − 0.048𝑒 −50000𝑡


0.08
ln( )
0.048
𝑡=
50000

𝑡 = 35.84 𝑚𝑖𝑐𝑟𝑜𝑠𝑒𝑐𝑜𝑛𝑑
Linear Differential Equations of Order “n”
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑑𝑥 𝑛 + 𝑎1 𝑑𝑥 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑑𝑥 + 𝑎𝑛 𝑦 = 𝑓𝑥

General equation of linear Differential equation where 𝑎0 , 𝑎1 , 𝑎𝑛−1 , 𝑎𝑛𝑑 𝑎𝑛 are functions of 𝑥;
and 𝑎0 ≠ 0.

Ex.
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
1. (𝑥 2 + 1) + 2𝑥 2 − 𝑒 𝑥 + (ln 𝑥)𝑦 = 𝑥 + 2𝑥
𝑑𝑥 3 𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
2. 𝑥 2 𝑑𝑥 2 + 𝑥 𝑑𝑥 + 𝑦 = 2𝑥 + 𝑥 2
2

Homogenous

A linear D.E. of order 𝑛 is said to be homogenous id 𝑓(𝑥) = 0

Ex.
𝑑3 𝑦 𝑑𝑦
1. 𝑑𝑥 3
+ 𝑥 2 𝑑𝑥 + 4𝑦 = 0
𝑑2 𝑦 𝑑𝑦
2. 𝑑𝑥 2
+ 3 𝑑𝑥 + 2𝑦 = 0

Non-homogenous

A linear D.E. of order 𝑛 is said to be non-homogenous if 𝑓(𝑥) ≠ 0.

Ex.
𝑑2 𝑦 𝑑𝑦
1. + 3𝑥 2 + 4𝑦 = 2𝑥 + sin 𝑥
𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 2
𝑑 𝑦
2. 𝑑𝑥 3
+ 4 𝑑𝑥 2 + 5𝑦 = 𝑥 2 + 10𝑥

Illustration:
𝑑𝑦
1. (𝑥 − 1) 𝑑𝑥 + 𝑦 = sin 𝑥  1st order; Linear, non-homogenous
𝑑2 𝑦
2. 3 𝑑𝑥 2 + 𝑥𝑦 = 0  2nd order; Linear, homogenous
3. (𝑥 − 1)𝑦 ′′ + 2𝑥𝑦 ′ + 3𝑦 = cos 2𝑥  2nd order; linear, non-homogenous
4. 𝑥 2 𝑦 ′′′ + 𝑒 𝑥 𝑦 = ln 𝑥  3rd order; linear, non-homogenous
Differential Operator, D
Let 𝐷 denote differentiation with respect to 𝑥; 𝐷 2 differentiation twice with respect to 𝑥; 𝐷 3
differentiation thrice with respect to 𝑥; and so on. It follows that for positive integral 𝑛.
𝑑𝑛𝑦
𝐷 𝑛 𝑦 = 𝑑𝑥 𝑛

Differential Operator

Illustration:
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝐴(𝑦) = 𝑎0 𝑑𝑥 𝑛 + 𝑎1 𝑑𝑥 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑑𝑥 + 𝑎𝑛 𝑦

D.O. function:

𝐴(𝑦) = 𝑎0 𝐷 𝑛 𝑦 + 𝑎1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎𝑛−1 𝐷𝑦 + 𝑎𝑛 𝑦


Ex. Express the given D.E. in D.O. form
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
1. 3 + 4𝑥 +5 + 3𝑦 = 0
𝑑𝑥 3 𝑑𝑥 2 𝑑𝑥

Answer: 3𝐷 3 𝑦 + 4𝑥𝐷 2 𝑦 + 5𝐷𝑦 + 3𝑦 = 0

Homogenous 2nd Order Linear D.E. with Constant Coefficients


𝑑2 𝑦 𝑑𝑦
𝐴 𝑑𝑥 2 + 𝐵 𝑑𝑥 + 𝐶𝑦 = 0  differential Equation

Where A, B, C are constants and 𝐴 ≠ 0

Derivation:
𝑑2 𝑦 𝑑𝑦
Form: 𝐴 +𝐵 + 𝐶𝑦 = 0  eq. (a)
𝑑𝑥 2 𝑑𝑥

It has 2 set of solutions 𝑦1 and 𝑦2

𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2  eq. (1)

Assume that the solution is

𝑦 = 𝑒 𝑚𝑥  eq. (2)

Differentiate eq. (2) with respect to 𝑥


𝑑𝑦
𝑑𝑥
= 𝑒 𝑚𝑥 (𝑚)
𝑑𝑦
𝑑𝑥
= 𝑚𝑒 𝑚𝑥  eq. (3)
Differentiate eq. (3) with respect to 𝑥
𝑑2 𝑦
= 𝑚[𝑒 𝑚𝑥 (𝑚)]
𝑑𝑥 2

𝑑2 𝑦
𝑑𝑥 2
= 𝑚2 𝑒 𝑚𝑥  eq. (4)

Substitute eq. (2), (3), and (4) to eq. (a)

𝐴(𝑚2 𝑚𝑒 𝑚𝑥 ) + 𝐵𝑚𝑒 𝑚𝑥 + 𝐶𝑒 𝑚𝑥 = 0

𝑒 𝑚𝑥 (𝐴𝑚2 + 𝐵𝑚 + 𝑐) = 0

But: 𝐴𝑚2 + 𝐵𝑚 + 𝑐 = 0

Auxiliary or Characteristics equation of eq. (a)


−𝐵±√𝐵2 −4𝑎𝑐
𝑚= 2𝐴

+  denotes 𝑚1

_  denotes 𝑚2

𝐵2 − 4𝑎𝑐  discriminant

𝐵2 − 4𝑎𝑐 > 0

𝐵2 − 4𝑎𝑐 = 0
𝐵2 − 4𝑎𝑐 < 0
From eq. (2)

𝑦 = 𝑒 𝑚𝑥
𝑦1 = 𝑒 𝑚1 𝑥
𝑦2 = 𝑒 𝑚2 𝑥
Therefore, the solution to eq. (a) is:
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
Case I: Roots are real and unreal

𝐵2 − 4𝐴𝐶 > 0
The solution is:

𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
Ex.
𝑑2 𝑦 𝑑𝑦
Find the G.S. of 𝑑𝑥 2 − 3 𝑑𝑥 − 10𝑦 = 0

Solution:
𝑑2 𝑦 𝑑𝑦
= 𝑦 ′′ = 𝑚2 ; = 𝑦 ′ = 𝑚; 𝑦 = 𝑦0
𝑑𝑥 2 𝑑𝑥

Auxiliary equation:

𝑚2 − 3𝑚 − 10 = 0
𝐴 = 1; 𝐵 = −3; 𝐶 = −10

Test: 𝐵2 − 4𝐴𝐶 = (−3)2 − 4(1)(−10)

= 49

𝐵2 − 4𝐴𝐶 > 0
−(−3)±√49
𝑚=
2(1)

3±7
𝑚= 2
3+7
(+) 𝑚1 = 2
=5
3−7
(-) 𝑚2 = = −2
2

Therefore, the solution is:

𝑦 = 𝑐1 𝑒 5𝑥 + 𝑐2 𝑒 −2𝑥
Case II: Roots are imaginary and unequal

𝐵2 − 4𝐴𝐶 < 0
From Auxiliary equation:

𝐴𝑚2 + 𝐵𝑚 + 𝑐 = 0
−𝐵±√𝐵2 −4𝐴𝐶
𝑚= 2𝐴

𝐵 𝑗√|𝐵2 −4𝐴𝐶|
𝑚 = − 2𝐴 ± 2𝐴

𝑎 𝑏
𝑚 = 𝑎 ± 𝑗𝑏
Where 𝑚1 = 𝑎 + 𝑗𝑏; 𝑚2 = 𝑎 − 𝑗𝑏

Hence, 𝑦 = 𝑐1 𝑒 (𝑎+𝑗𝑏)𝑥 + 𝑐2 𝑒 ((𝑎−𝑗𝑏)𝑥)

𝑦 = 𝑐1 𝑒 (𝑎𝑥+𝑗𝑏𝑥) + 𝑐2 𝑒 𝑎𝑥−𝑗𝑏𝑥

𝑦 = 𝑐1 𝑒 (𝑎𝑥) 𝑒 𝑗𝑏𝑥 + 𝑐2 𝑒 𝑎𝑥 𝑒 −𝑗𝑏𝑥

𝑦 = 𝑒 𝑎𝑥 [𝑐1 𝑒 𝑗𝑏𝑥 + 𝑐2 𝑒 −𝑗𝑏𝑥 ]


From earliers foemula:

𝑒 𝑗𝑏𝑥 = cos 𝑏𝑥 + 𝑗 sin 𝑏𝑥

𝑒 −𝑗𝑏𝑥 = cos 𝑏𝑥 − 𝑗 sin 𝑏𝑥


𝑦 = 𝑒 𝑎𝑥 [𝑐1 (cos 𝑏𝑥 + 𝑗 sin 𝑏𝑥) + 𝑐2 (cos 𝑏𝑥 − 𝑗 sin 𝑏𝑥)
𝑦 = 𝑒 𝑎𝑥 [𝑐1 cos 𝑏𝑥 + 𝑗𝑐1 sin 𝑏𝑥 + 𝑐2 cos 𝑏𝑥 − 𝑗𝑐2 sin 𝑏𝑥]
𝑦 = 𝑒 𝑎𝑥 [(𝑐1 + 𝑐2 ) cos 𝑏𝑥 + (𝑗𝑐1 − 𝑗𝑐2 ) sin 𝑏𝑥]
Let 𝑐1 = 𝑘
𝑦 = 𝑒 𝑎𝑥 [𝑘1 cos 𝑏𝑥 + 𝑘2 sin 𝑏𝑥]

𝐵 √|𝐵2 −4𝐴𝑐|
𝑎 = − 2𝑎; 𝑏= 2𝐴
Ex. 1

Find the G.S. 𝑦 ′′ − 4𝑦 ′ + 13𝑦 = 0

Solution:

Auxiliary equation:

𝑚2 − 4𝑚 + 13 = 0
𝐴 = 1; 𝐵 = −4; 𝐶 = 13

Test: 𝐵2 − 4𝐴𝐶 = (−4)2 − 4(1)(13)

= −36 so 𝐵2 − 4𝐴𝐶 < 0

So: 𝑦 = 𝑒 𝑎𝑥 [𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥]


𝐵 √|𝐵2 −4𝐴𝐶|
Where: 𝑎 = − 2𝑎; 𝑏= 2𝐴

−4 √|32 −4(1)(13)|
=− =
2(1) 2( )1

𝑎=2 𝑏=3

So: 𝑦 = 𝑒 2𝑥 [𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥]


−(−4)±√(−4)2 −4(1)(13)
Or 𝑚= 2(1)

4±√36
𝑚=
2

4±√−1√36
𝑚= 2
4±𝑗6
𝑚= 2
 𝑚 = 2 ± 𝑗3

𝐴 𝐵
Case III: Roots are real and equal

𝐵2 − 4𝐴𝐶 = 0

𝐴𝑚2 + 𝐵𝑚 + 𝐶 = 0
−𝐵±√𝐵2 −4𝐴𝐶
𝑚= 2𝐴
−𝐵±0
𝑚= 2𝐴
−𝐵
(+) 𝑚=
2𝐴
−𝐵
(-) 𝑚= 2𝐴
𝑚1 = 𝑚2
The solution is

𝑦 = 𝑒 𝑚𝑥 [𝑐1 + 𝑐2 𝑥]
𝐵
Where: 𝑐1 and 𝑐2 are integration constant 𝑚=−
2𝐴

Non-homogenous 2nd Order Linear differential Equation with Constant


Coefficient
𝑑2 𝑦 𝑑𝑦
𝐴 𝑑𝑥 2 + 𝐵 𝑑𝑥 + 𝐶𝑦 = 𝑓(𝑥)

General solution, where 𝐴 and 𝑓(𝑥) are not equal to zero.

Summarized Steps in solving Non-homogenous Linear D.E.:

1. Set 𝑓(𝑥) = 0, then solve for the solution of the homogenous equation 𝑦 = 𝑢
𝑑2 𝑦 𝑑𝑦
𝐴 𝑑𝑥 2 + 𝐵 𝑑𝑥 + 𝐶𝑦 = 𝑓(𝑥)  (2)

2. By trial, find the particular solution 𝑦 = 𝑣, that satisfies equation (1) (use the summarized rules)
3. The General solution of (1) is 𝑦 = 𝑢 + 𝑣  (3)

Where: 𝑢 = 𝑐𝑜𝑚𝑝𝑙𝑒𝑚𝑎𝑛𝑡𝑎𝑟𝑦 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

𝑣 = 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
Summarized Rules in Solving Non-homogenous Linear D.E. by Trial Method:

When: Assume:

(1) 5 or any constant 𝑉=𝐴


(2) 5𝑥 + 7 𝑉 = 𝐴𝑥 + 𝐵
(3) 3𝑥 2 − 2 𝑉 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
(4) 𝑥 3 − 𝑥 + 1 𝑉 = 𝐴𝑥 3 + 𝐵𝑥 2 + 𝐶𝑥 + 𝐷
(5) sin 4𝑥 𝑉 = 𝐴 cos 4𝑥 + 𝐵 sin 4𝑥
(6) cos 4𝑥 𝑉 = 𝐴 cos 4𝑥 + 𝐵 sin 4𝑥
(7) 𝑎𝑒 5𝑥 𝑉 = 𝐴𝑒 5𝑥
(8) (9𝑥 − 2)𝑒 5𝑥 𝑉 = (𝐴𝑥 + 𝐵)𝑒 5𝑥
(9) 𝑥 2 𝑒 5𝑥 𝑉 = (𝐴𝑥 2 + 𝐵𝑥 + 𝐶)𝑒 5𝑥
(10)𝑒 3𝑥 sin 4𝑥 𝑉 = 𝐴𝑒 3𝑥 cos 4𝑥 + 𝐵𝑒 3𝑥 sin 4𝑥
(11)5𝑥 2 sin 4𝑥 𝑉 = (𝐴𝑥 2 + 𝐵𝑥 + 𝐶) cos 4𝑥 + (𝐷𝑥 2 + 𝐸𝑥 + 𝐹) sin 4𝑥
(12)𝑥𝑒 3𝑥 cos 4𝑥 𝑉 = (𝐴𝑥 + 𝐵)𝑒 3𝑥 cos 4𝑥 + (𝐶𝑥 + 𝐷)𝑒 3𝑥 sin 4𝑥
Rule II: if 𝑔 − 𝑓(𝑥) is a solution of (2), assume for 𝑉 the preceding assumptions multiplied by 𝑥 and all
terms arising from this product by differentiation.

Rule III: if 𝑓(𝑥) is 𝑥′′ times a particular solution of (2), we assume 𝑉 = 𝐴𝑥𝑓(𝑥) plus all terms arising
from it by differentiation.
Ex.

Find the general solution of 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 4𝑥

𝑦 = 𝑢 + 𝑣  particular solution

Complementary solution

Step 1: Complementary Solution

𝑦=𝑢
𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0
Auxiliary Equation:

𝑚2 − 𝑚 − 2 = 0
𝐴 = 1; 𝐵 = −1; 𝐶 = −2

Test: 𝐵2 − 4𝐴𝐶 = (−1)2 − 4(1)(−2)

=1+8
=9

𝐵2 − 4𝐴𝐶 > 0 (case I)

𝑢 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
−(−1)±√9
𝑚= 2(1)

1±3
𝑚=
2
1+3
(+) 𝑚1 = =2
2
1−3
(-) 𝑚2 = 2
= −1

Therefore, 𝑢 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −𝑥

Step 2: Particular Solution

𝑓(𝑥) = 4𝑥

Assume: 𝑦 = 𝑣 = 𝐴𝑥 + 𝐵

Differentiating:
𝑑𝑦 𝑑𝑣
𝑦 ′ = 𝑑𝑥 = 𝑑𝑥 = 𝐴

Differentiating again:
𝑑2 𝑦 𝑑2 𝑣
𝑦 ′′ = 𝑑𝑥 2 = 𝑑𝑥 2 = 0
So 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 4𝑥

0 − [𝐴] − 2[𝐴𝑥 + 𝐵] = 4𝑥
−𝐴 − 2𝐴𝑥 − 2𝐵 = 4𝑥 + 0
(not equal to Ax)

Find the value of 𝐴 & 𝐵 to satisfy the given equation so that it will equal to 4𝑥

Equate coefficient of similar terms

−2𝐴𝑥 = 4𝑥 −𝐴 − 2𝐵 = 0
−2𝐴 = 4 −(−2) − 2𝐵 = 0
𝐴 = −2 𝐵=1
So

𝑉 = −2𝑥 + 1
Therefore the solution is

𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −𝑥 − 2𝑥 + 1 G.S.

(Prove if the G.S. will satisfied the given equation)

𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −𝑥 − 2𝑥 + 1  eq. (1)
𝑑𝑦
𝑑𝑥
= 2𝑐1 𝑒 2𝑥 − 𝑐2 𝑒 −𝑥 − 2

From eq. (1)

𝑐2 𝑒 −𝑥 = 𝑦 − 𝑐1 𝑒 2𝑥 + 2𝑥 − 1
𝑑𝑦
𝑑𝑥
= 2𝑐1 𝑒 2𝑥 − (𝑦 − 𝑐1 𝑒 2𝑥 + 2𝑥 − 1) − 2
𝑑𝑦
𝑑𝑥
= 2𝑐1 𝑒 2𝑥 − 𝑦 + 𝑐1 𝑒 2𝑥 − 2𝑥 + 1 − 2
𝑑𝑦
𝑑𝑥
= 3𝑐1 𝑒 2𝑥 − 𝑦 − 2𝑥 − 1  eq. (2)

Differentiate with respect to 𝑥


𝑑2 𝑦 𝑑𝑦
𝑑𝑥 2
= 6𝑐1 𝑒 2𝑥 − 𝑑𝑥 − 2

𝑑2 𝑦 𝑑𝑦
𝑑𝑥 2
= 2(3𝑐1 𝑒 2𝑥 ) − 𝑑𝑥 − 2

From (2)
𝑑𝑦
3𝑐1 𝑒 2𝑥 = 𝑑𝑥 + 𝑦 + 2𝑥 + 1
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
𝑑𝑥 2
= 2 (𝑑𝑥 + 𝑦 + 2𝑥 + 1) − 𝑑𝑥 − 2

𝑑2 𝑦 𝑑𝑦 𝑑𝑦
𝑑𝑥 2
= 2 𝑑𝑥 + 2𝑦 + 4𝑥 + 2 − 2
−2

𝑑2 𝑦 𝑑𝑦
𝑑𝑥 2
− 𝑑𝑥 − 2𝑦 = 4𝑥

𝑦 ′′ − 𝑦 ′ − 2𝑦 = 4𝑥
Ex. 2

Obtain the P.S. (𝐷 2 − 𝐷 − 2)𝑦 = 6𝑥 + 6𝑥𝑒 −𝑥

When 𝑦(0) = 0

𝑦(1) = 5
Solution:

Step 1:

𝐷 2 𝑦 − 𝐷𝑦 − 2𝑦 = 6𝑥 + 6𝑒 −𝑥
𝑑2 𝑦 𝑑𝑦
𝑑𝑥 2
+ 𝑑𝑥 − 2𝑦 = 6𝑥 + 6𝑒 −𝑥

Complementary Solution: A.E. 𝑚2 − 𝑚 − 2 = 0

The Same in example 1

+ 𝑚1 = 2

- 𝑚2 = −1

Therefore, 𝑢 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −𝑥

Step 2:

𝑓(𝑥) = 6(𝑥) + 6𝑒 −𝑥
𝑣 = 𝐴𝑥 + 𝐵 + (𝐶𝑥 + 𝐷)𝑒 −𝑥  (a)

Differentiate eq. (a) with respect to 𝑥


𝑑𝑦 𝑑𝑣
= = 𝐴 + (𝐶𝑥 + 𝑑)[𝑒 −𝑥 (−1)] + 𝑒 −𝑥 (𝑐)
𝑑𝑥 𝑑𝑥

𝑑𝑦
= 𝐴 − (𝐶𝑥 + 𝑑)𝑒 −𝑥 + 𝑐𝑒 −𝑥  (b)
𝑑𝑥

Differentiate again:
𝑑2 𝑦 𝑑2 𝑣
𝑑𝑥 2
= 𝑑𝑥 2 = 0 − [(𝐶𝑥 + 𝐷)𝑒 −𝑥 (−1) + 𝑒 −𝑥 (0)] + 𝑐𝑒 −𝑥 (−1)

= (𝐶𝑥 + 𝐷)𝑒 −𝑥 − 𝑐𝑒 −𝑥 − 𝑐𝑒 −𝑥
= (𝐶𝑥 + 𝐷)𝑒 −𝑥 − 2𝑐𝑒 −𝑥
𝑑2 𝑦 𝑑𝑦
𝑑𝑥 2
− 𝑑𝑥 − 2𝑦 = 6𝑥 + 6𝑒 −𝑥

Substitute:

[(𝐶𝑥 + 𝐷)𝑒 −𝑥 − 2𝑐𝑒 −𝑥 ] − [𝐴 − (𝐶𝑥 + 𝑑)𝑒 −𝑥 + 𝑐𝑒 −𝑥 ] − 2[𝐴𝑥 + 𝐵 + (𝐶𝑥 + 𝐷)𝑒 −𝑥 ] = 6𝑥 + 6𝑒 −𝑥


(𝐶𝑥 + 𝐷)𝑒 −𝑥 − 2𝑐𝑒 −𝑥 − 𝐴 + (𝐶𝑥 + 𝑑)𝑒 −𝑥 − 𝑐𝑒 −𝑥 − 2𝐴𝑥 − 2𝐵 − 2(𝐶𝑥 + 𝐷)𝑒 −𝑥 = 6𝑥 + 6𝑒 −𝑥

−3𝑐𝑒 −𝑥 − 2𝐴𝑥 − 𝐴 − 2𝐵 = 6𝑥 + 6𝑒 −𝑥
Equate similar terms:

−3𝑐3−𝑥 = 6𝑒 −𝑥 −2𝐴𝑥 = 6𝑥 −𝐴 − 2𝐵 = 0 𝑉 = 𝐴𝑥 + 𝐵 + (𝑐𝑥 + 𝐷)𝑒 −𝑥


3 3
𝑐 = −2 𝐴 = −3 𝐵= 𝑉 = −3𝑥 − + (−2𝑥 + 𝑜)𝑒 −𝑥
2 2

3
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −𝑥 − 2𝑒 −𝑥 − 3𝑥 + 2  G.S.

When 𝑥 = 0; 𝑦 = 0
3
0 = 𝑐1 𝑒 2(0) + 𝑐2 𝑒 −0 − 2𝑒 −0 − 3(0) +
2
3
𝑐1 + 𝑐2 + = 0
2
3
𝑐1 = −𝑐2 − 2  eq. (1)

When 𝑥 = 1; 𝑦 = 5
3
5 = 𝑐1 𝑒 2(1) + 𝑐2 𝑒 −1 − 2𝑒 −1 − 3(1) +
2
3
5 = 𝑐1 𝑒 2 + 𝑐2 𝑒 −1 − 2𝑒 −1 − 3 + 2
3
𝑐1 𝑒 2 + 𝑐2 𝑒 −1 = 5 + 3 −
2

𝑐1 𝑒 2 + 𝑐2 𝑒 −1 = 7.24  eq. (2)


Substitute eq. (1) to eq. (2)
3
[−𝑐2 − 2] 𝑒 2 + 𝑐2 𝑒 −1 = 7.24
3
−𝑒 2 𝑐2 − 2 𝑒 2 + 𝑐2 𝑒 −1 = 7.24
3
𝑐2 (𝑒 −1 − 𝑒 2 ) = 7.24 + 2 𝑒 2
3
7.24+ 𝑒 2
2
𝑐2 =
𝑒 −1 −𝑒 2

𝑐2 = −2.61
3
𝑐1 = −(−2.61) −
2

𝑐1 = 1.11
Ex. 3

An inductance of 1 ℎ𝑒𝑛𝑟𝑦, a resistance of 120 𝑜ℎ𝑚 and a capacitance of 10−4 𝑓𝑎𝑟𝑎𝑑 are
connected in series with an emf of 120 sin(100𝑡) volts. If the charge and current are both zero when
𝑡 = 0, compare the magnitude of transient and the steady-state current when 𝑡 = 0.001 𝑠𝑒𝑐.

Solution:

𝑖(𝑡)

R 120 ohm

+
Vs1
10V L 1H
-

C 10^-4F

Required:
Transient 𝑉𝑠 steady-state when 𝑡 = 0.001 𝑠𝑒𝑐.
Solution:
𝑑𝑖 1
𝑉𝑠 = 𝑅𝑖 + 𝑙 𝑑𝑡 + 𝐶 ∫ 𝑖𝑑𝑡
𝑑𝑖 1
120 sin 100𝑡 = 120𝑖 + 𝐿 + ∫ 𝑖𝑑𝑡
𝑑𝑡 10−4

𝑑𝑖
120 sin 100𝑡 = 120𝑖 + 1 + 104 ∫ 𝑖𝑑𝑡
𝑑𝑡
𝑑𝑄
𝑖= 𝑑𝑡
 𝑄 = ∫ 𝑖𝑑𝑡
𝑑𝑄 𝑑 𝑑𝑄
120 sin 100𝑡 = 120 𝑑𝑡 + 𝑑𝑡 ( 𝑑𝑡 ) + 104 𝑄

𝑑𝑄 𝑑2 𝑄
120 sin 100𝑡 = 120 +( )+ 10000𝑄
𝑑𝑡 𝑑𝑡 2
𝑑2 𝑄 𝑑𝑄
+ 120 + 10000𝑄 = 120 sin 100𝑡  Non-homogenous, 2nd order, Linear D.E.
𝑑𝑡 2 𝑑𝑡

Step 1: Complementary Solution 𝑓(𝑡) = 0


𝑑2 𝑄 𝑑𝑄
𝑑𝑡 2
+ 120 𝑑𝑡 + 10000𝑄 = 0

A.F. 𝑚2 + 120𝑚 + 10000 = 0

𝐴 = 1; 𝐵 = 120 and 𝐶 = 10000

Test: 𝐵2 − 4𝐴𝐶 = 1202 − 4(1)(10000) = −25600

𝐵2 − 4𝐴𝐶 < 0 (Case II)


−120±√−25600
𝑚= 2(1)

−120±𝑗160
𝑚= 2

𝑚 = −60 ± 𝑗80

𝑎 𝑏
𝑢 = 𝑒 𝑎𝑥 [𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥]

𝑢 = 𝑒 −60𝑥 [𝑐1 cos 80𝑥 + 𝑐2 sin 80𝑥]

Step 2: Particular Solution

𝑓(𝑡) = 120 sin 100𝑡


Rule I:

𝑉 = 𝐴 cos 100𝑡 + 𝐵 sin 100𝑡


𝑉 ′ = 𝐴 − (sin 100𝑡)(100) + 𝐵 (cos 100𝑡)(100)

𝑉 ′ = −100𝐴 sin 100𝑡 + 100𝐵 cos 100𝑡


𝑄"=V" = −100𝐴(cos 100𝑡)(100) + 100𝐵(− sin 100𝑡)(100)
𝑉" = 10000𝐴 cos 100𝑡 − 10000𝐵 sin 100𝑡
(10000𝐴 cos 100𝑡 − 10000𝐵 sin 100𝑡) + 120(−100𝐴 sin 100𝑡 + 100𝐵 cos 100𝑡)
+ 10000(𝐴 cos 100𝑡 + 𝐵 sin 100𝑡) = 120 sin 100𝑡
(−10000𝐴 cos 100𝑡 − 10000𝐵 sin 100𝑡) + 120(−100𝐴 sin 100𝑡 + 100𝐵 cos 100𝑡)
+ 10000𝐴 cos 100𝑡 + 10000𝐵 sin 100𝑡 = 120 sin 100𝑡
(−12000𝐴 sin 100𝑡 + 12000𝐵 cos 100𝑡)
= 120 sin 100𝑡 + (0) cos 100𝑡 − 12000𝐴 sin 100𝑡 = 120 sin 100𝑡
So:

𝑉 = −0.01 cos 100𝑡

𝑄 = 𝑒 −60𝑡 [𝑐1 cos 80𝑡 + 𝑐2 sin 80𝑡] − 0.01 cos 100𝑡 G.S.
Quiz 2 Solution

No. 3

L 1mH
+ V1
10V

R 4k

𝑡 = 0; 𝑖 = 0

𝑡 = 100𝑚𝑠; 𝑖 = 50𝑚𝐴
𝑑𝑖
𝐸 = 𝐿 𝑑𝑡 + 𝑖𝑅
𝑑𝑖
𝐸 = 1 × 10−3 𝑑𝑡 + 4 × 103 𝑖
𝑑𝑖 𝐸
𝑑𝑡
= 1×10−3 − 4000𝑖
𝑑𝑖
1 × 10−3 ∫ 𝐸−4000𝑖 = ∫ 𝑑𝑡 + 𝑐

1×10−3 −4000𝑑𝑢
∫ =𝑡+𝑐
−4×103 𝐸−4000𝑖

−2.5 × 10−7 ln(𝐸 − 4000𝑖) = 𝑡 + 𝑐


Ln 𝐸 − 4000𝑖 = −4000000𝑡 + 𝑐
𝑒 −4000000𝑡+𝑐 = 𝐸 − 4000𝑖

𝑐𝑒 −4000000𝑡 = 𝐸 − 400𝑖
When 𝑡 = 0; 𝑖 = 0

𝑐=𝐸

𝐸𝑒 −4000000𝑡 = 𝐸 − 400𝑖

When 𝑡 = 100 × 10−3; 𝑖 = 50 × 10−3

𝐸𝑒 −4000000 = 𝐸 − 200
200
𝐸 = 1−𝑒 −4000000

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