LP-1-Differential Equation
LP-1-Differential Equation
MATH4–DIFFERENTIAL EQUATIONS
College of Engineering
1 | Differential Equations i
PREFACE
The main purpose of this module is to provide the student with a clear and detailed
presentation of differential equation.
To achieve this objective despite of this pandemic due to COVID-19, this work has been
shaped by the comments and suggestions of the peer reviewer in the teaching profession,
as well as the other faculty members who will ensure quality of the modules that will be
distributed to the LGU.
In mathematics, a differential equation is an equation that relates one or more functions and
their derivatives. In applications, the functions generally represent physical quantities, the
derivatives represent their rates of change, and the differential equation defines a
relationship between the two. Such relations are common; therefore, differential equations
play a prominent role in many disciplines including engineering, physics, economics,
and biology.
Mainly the study of differential equations consists of the study of their solutions (the set of
functions that satisfy each equation), and of the properties of their solutions. Only the
simplest differential equations are solvable by explicit formulas; however, many properties
of solutions of a given differential equation may be determined without computing them
exactly.
Often when a closed-form expression for the solutions is not available, solutions may be
approximated numerically using computers. The theory of dynamical systems puts
emphasis on qualitative analysis of systems described by differential equations, while
many numerical methods have been developed to determine solutions with a given degree
of accuracy.
1 | Differential Equations 1
UNIT I: DEFINITIONS
1.1 Introduction
In engineering and science, mathematical models are developed to aid understanding
of physical phenomena. These models often yield an equation that contains
derivatives of unknown function. Such an equation is referred to as DIFFERENTIAL
EQUATION.
1.2 Topics
1.2.1. Differential Equation, Ordinary and Partial
1.2.1 .1 Definitions
1. Differential Equation (D.E.) – an equation containing the derivatives of
one or more dependent variables with respect to one or more
independent variables.
2. Ordinary Differential Equation (O.D.E.) – an equation containing the
derivatives of one or more dependent variables with respect to a single
independent variable.
3. Partial Differential Equation (O.D.E.) – an equation containing the
derivatives of one or more dependent variables with respect to more
than one independent variable.
1.2.1.2 Examples
Identify if Ordinary / Partial D.E.:
3 𝑑2𝑦
1. 𝑑 𝑦 +3 + 5𝑥 = sin 𝑥 Answer: Ordinary D.E.
𝑑𝑥3 𝑑𝑥2
2 𝜕2𝑢 𝜕2𝑢
2. 𝜕 𝑢 + + =0 Answer: Partial D.E.
𝜕𝑥2 𝜕𝑦2 𝜕𝑧2
1 | Differential Equations 2
𝑑3𝑦 𝑑𝑦 2
2. + 𝑥𝑦 { } = 0 Answer: 3rd order, 1st degree
𝑑𝑥 3 𝑑𝑥
𝑑𝑦 𝑑𝑥
∫ +∫ = 0 Integrate the equation to eliminate the derivate.
𝑦 𝑥
ln 𝑥 + ln 𝑦 = 𝑐 ln 𝑥 + ln 𝑦 = ln 𝑐
𝒙𝒚 = 𝒄 (General Solution)
1. Define the different methods used in the 1st Order, 1st Degree D.E. Solutions
2. Solve problems using the 1st Order, 1st Degree D.E. Solutions
2.1 Introduction
𝑥𝑦3𝑙𝑛𝑥𝑑𝑥 2 𝑑𝑦
− = 0 (Divide both side by 2 dx.)
2𝑑𝑥 2 𝑑𝑥
𝑥𝑦3𝑙𝑛𝑥 𝑑𝑦
− = 0
2 𝑑𝑥
1 | Differential Equations 4
𝑑𝑦 𝑥𝑦3𝑙𝑛𝑥
= (We have proved that this equation can be solved by
𝑑𝑥 2
Variable Separable)
𝑥𝑙𝑛𝑥𝑑𝑥 − 2𝑦 𝑑𝑦 = 0
−3 (Group the x with the dx and y with dy.)
It’s now time to Integrate the differential equation!
∫ 𝑥 𝑙𝑛𝑥 𝑑𝑥 − ∫ 2𝑦−3 𝑑𝑦 = 0
Note that ∫ 𝑥 𝑙𝑛𝑥 𝑑𝑥 can be solve using Integration by parts:
𝑥2
u = ln 𝑥; 𝑑𝑢 = 1 𝑑𝑥 𝑑𝑣 = 𝑥𝑑𝑥 ; 𝑣 =
𝑥 2
𝑥2 𝑥2 1 𝑥2
∫ 𝑥 𝑙𝑛𝑥 𝑑𝑥 = (𝑙𝑛 𝑥) − ∫ ( 𝑑𝑥) = (𝑙𝑛 𝑥) − 1 ∫ 𝑥𝑑𝑥
2 2 𝑥 2 2
𝒙𝟐 𝒙𝟐
∫ 𝒙 𝒍𝒏𝒙 𝒅𝒙 = (𝒍𝒏 𝒙) −
𝟐 𝟒
∫ 𝑥 𝑙𝑛𝑥 𝑑𝑥 − ∫ 2𝑦−3 𝑑𝑦 = 0
𝑥2 2
(𝑙𝑛 𝑥) − 𝑥 − (−𝑦−2) = 𝑐
2 4
𝑥2 𝑥2
(ln 𝑥) − + 𝑦−2 = 𝑐
2 4
2𝑥2(ln 𝑥) − 𝑥2 + 4𝑦−2 = 4𝑐
𝒙𝟐(𝟐 𝐥𝐧 𝒙 − 𝟏) + 𝟒𝒚−𝟐 = 𝒄 (General Solution)
2. (4 + 𝑒2𝑥)𝑦′ = 𝑦𝑒2𝑥
Note: Assume that we already proved that the example can be solved through
variable separable. Proceed to the second step.
(4 + 𝑒2𝑥)𝑦′ = 𝑦𝑒2𝑥 (Group x with dx and y with dy)
𝑒2𝑥 𝑑𝑥 𝑑𝑦
− = 0 (It’s time to Integrate the differential equation!)
(4+𝑒2𝑥) 𝑦
𝑒2𝑥 𝑑𝑥 𝑑𝑦
∫ (4+𝑒2𝑥) − ∫ =0
𝑦
1 𝑙𝑛(4 + 𝑒2𝑥) − ln 𝑦 = 𝑐
2
𝑙𝑛(4 + 𝑒2𝑥) − 2 𝑙𝑛 𝑦 = 𝑙𝑛 𝑐
4+𝑒2𝑥
𝑙𝑛 [ ] = 𝑙𝑛 𝑐
𝑦2
4+𝑒2𝑥
𝑙𝑛[ ]
𝑒 𝑦2 = 𝑒𝑙𝑛 𝑐
4+𝑒2𝑥
𝑦2
= 𝑐
1 | Differential Equations 5
2.2.2 Homogeneous
2.2.2.1 Definition
If M (x, y) and N (x, y) are homogeneous of the same degree then the differential
equation is homogeneous.
𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎
To test if the differential equation is homogeneous or not, REPLACE the
variable x and y in M (x, y) and N (x, y) by tx and ty.
𝑴 (𝒕𝒙, 𝒕𝒚) = 𝒕𝒎 𝑴(𝒙, 𝒚)
𝑵 (𝒕𝒙, 𝒕𝒚) = 𝒕𝒏 𝑵(𝒙, 𝒚)
If m = n, then the differential equation is homogeneous
2. Group the y with the dy and v with the dv or x with the dx and v with the
dv.
2.2.2.3 Examples
1. 3(3𝑥2 + 𝑦2)𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0
3(3𝑥2 + 𝑦2)𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0
Verify/Check if D.E. is homogeneous:
𝑀(𝑥, 𝑦) → 𝑀(𝑡𝑥, 𝑡𝑦) 𝑁(𝑥, 𝑦) → 𝑁(𝑡𝑥, 𝑡𝑦)
3(3𝑥2 + 𝑦2) 2𝑥𝑦
3(3(𝑡𝑥)2 + (𝑡𝑦)2) 2𝑡𝑥 ∙ 𝑡𝑦
3(3𝑡2𝑥2 + 𝑡2𝑦2) 2𝑡2𝑥𝑦
1 | Differential Equations 6
𝑑𝑥
−
2𝑣 𝑑𝑣 =0 (It’s time to Integrate the differential equation!)
𝑥 (9+𝑣2)
𝑑𝑥 2𝑣 𝑑𝑣 =𝐶
∫ −∫
𝑥 (9+𝑣2)
𝑙𝑛𝑥 − ln (9 + 𝑣2) = 𝑐
𝑥
𝑙𝑛 [ ] = ln 𝑐
9+𝑣2
𝑥
[ ]=𝑐
9+𝑣2
𝑥 = 𝑐(9 + 𝑣2)
(It’s now time to return the original variables to get the final answer!)
𝑦
𝑊𝑒 𝑙𝑒𝑡, 𝑦 = 𝑣𝑥, 𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒, 𝑣 =
𝑥
𝑥 = 𝑐(9 + 𝑣2)
𝑦2
𝑥 = 𝑐 (9 + )
𝑥2
2.2.3 Exact
2.2.3.1 Definition
If the partial derivative of M (x, y) with respect to y and the partial derivative
of N (x, y) with respect are equal then the differential equation is EXACT.
𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎
In mathematical equation:
𝝏𝑴 𝝏𝑵
=
𝝏𝒙 𝝏𝒙
Solution of Exact Differential Equation:
𝝏
∫ 𝑴𝝏𝒙 + ∫ (𝑵 − ∫ 𝑴𝝏𝒙) 𝒅𝒚 = 𝒄
𝝏
𝒚
2.2.3.3 Examples
1. 𝑒𝑦𝑑𝑥 + (𝑥𝑒𝑦 + 2𝑦)𝑑𝑦 = 0
Identify 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) in the given differential equation.
𝑒𝑦𝑑𝑥 + (𝑥𝑒𝑦 + 2𝑦)𝑑𝑦 = 0
𝑀(𝑥, 𝑦) = 𝑒𝑦𝑑𝑥 ; 𝑁(𝑥, 𝑦) = (𝑥𝑒𝑦 + 2𝑦)
Get the partial derivative of M with respect to y (𝜕𝑀 ) and the partial derivative
𝜕𝑦
𝜕𝑁 𝜕𝑀 𝜕𝑁
of N with respect to x ( ). If = , then exact.
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑀
𝑀(𝑥, 𝑦) = 𝑒𝑦 = 𝑒𝑦
𝜕𝑦
𝜕𝑁
𝑁(𝑥, 𝑦) = 𝑥𝑒𝑦 + 2𝑦 = 𝑒𝑦
𝜕𝑥
1 | Differential Equations 8
𝜕
Substitute the M and N in ∫ 𝑀𝜕𝑥 + ∫ (𝑁 − ∫ 𝑀𝜕𝑥) 𝑑𝑦 = 𝑐 , then perform the
𝜕𝑦
indicated mathematical operation to solve the differential equation.
𝜕
∫ 𝑒𝑦𝜕𝑥 + ∫ (𝑥𝑒𝑦 + 2𝑦 − ∫ 𝑒𝑦𝜕𝑥) 𝑑𝑦 = 𝑐
𝜕𝑦
𝜕
𝑥𝑒𝑦 + ∫ (𝑥𝑒𝑦 + 2𝑦 − {𝑥𝑒𝑦}) 𝑑𝑦 = 𝑐
𝜕𝑦
𝜕
𝑥𝑒𝑦 + ∫ (𝑥𝑒𝑦 + 2𝑦 − {𝑥𝑒𝑦}) 𝑑𝑦 = 𝑐
𝜕𝑦
2𝑦1+1
𝑥𝑒𝑦 + =𝑐
1+1
𝒙𝒆𝒚 + 𝒚𝟐 = 𝒄 (𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏)
𝑐𝑜𝑡𝑥)𝜕𝑥) 𝑑𝑦 = 𝑐
2.2.4 Linear
2.2.4.1 Definition
First Order Linear Differential Equation is an equation that can be expressed in
standard form:
𝒅𝒚
+ 𝑷(𝒙)𝒚 = 𝑸(𝒙)
𝒅𝒙
𝜇(𝑥) = 𝑒∫ 𝑃(𝑥)𝑑𝑥
3. Solve for the general solution of Linear Differential equation by using the
equation that:
𝜇(𝑥)𝑦 = ∫ 𝜇(𝑥)𝑄(𝑥)𝑑𝑥 + 𝑐
2.2.4.3 Examples
1. (𝑥3 + 3𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0
Change the equation to standard form.
(𝑥5 + 3𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0
(𝑥5 + 3𝑦)𝑑𝑥 𝑥𝑑𝑦 0
− =
𝑥𝑑𝑥 𝑥𝑑𝑥 𝑥𝑑𝑥
(𝑥5 + 3𝑦) 𝑑𝑦
− =0
𝑥 𝑑𝑥
(𝑥 + 3𝑦)
5 𝑑𝑦
− =0
𝑥 𝑑𝑥
𝑥5 3 𝑑𝑦
+ (𝑦) − =0
𝑥 𝑥 𝑑𝑥
4 3 𝑑𝑦
𝑥 + (𝑦) − =0
𝑥 𝑑𝑥
𝒅𝒚 𝟑
− (𝒚) = 𝒙𝟒 (𝑺𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝑭𝒐𝒓𝒎)
𝒅𝒙 𝒙
1 | Differential Equations 10
𝜇(𝑥)𝑦 = ∫ 𝜇(𝑥)𝑄(𝑥)𝑑𝑥 + 𝑐
𝑥3𝑦 = ∫ 𝑥3(𝑥4)𝑑𝑥 + 𝑐
𝑥3𝑦 = ∫ 𝑥4𝑑𝑥 + 𝑐
𝑥8
𝑥 3𝑦 = +𝑐
8
𝑥8
𝑥 3𝑦 = +𝑐
8
2. 𝑑𝑦 = 𝑥 − 2𝑦
𝑑𝑥
Go back to equation 1 and substitute the value for ∫ 𝑒2𝑥(𝑥)𝑑𝑥 and simplify the
General Solution.
𝑒2𝑥𝑦 = ∫ 𝑒2𝑥(𝑥)𝑑𝑥 + 𝑐
1 1
𝑒2𝑥 𝑦 = 𝑥𝑒 2𝑥 2𝑥
− 𝑒 +𝑐
2 4
1 | Differential Equations 11
Note:
2.2.5.3 Example
(𝟐𝒙 − 𝟓𝒚 + 𝟏𝟐)𝒅𝒙 + (𝟕𝒙 − 𝟒𝒚 + 𝟏𝟓)𝐝𝐲 = 𝟎
(2𝑥 − 5𝑦 + 12)𝑑𝑥 + (7𝑥 − 4𝑦 + 15)dy = 0
𝑎1𝑥 + 𝑏1𝑦 + 𝑐1 𝑎2𝑥 + 𝑏2𝑦 + 𝑐2
Solve for the point of intersection of the two linear equation:
Using Caltech, type the Mode 5-2 to get x and y which serves as h and k (point
of intersection
h= -1; k=2
Substitute the following variables.
→ h= -1; k=2
1 | Differential Equations 12
(2𝑤−5)𝑑𝑤 2 𝑑𝑣
+ =0
(𝑤−1)(𝑤+2) 𝑣
2𝑤 − 5 = 𝐴(𝑤 + 2) + 𝐵(𝑤 − 1)
𝑤ℎ𝑒𝑛 𝑤 = −2:
2(−2) − 5 = 𝐴(−2 + 2) + 𝐵(−2 − 1)
−9 = −3𝐵
𝑩=𝟑
𝑤ℎ𝑒𝑛 𝑤 = 1:
2(1) − 5 = 𝐴(1 + 2) + 𝐵(1 − 1)
−3 = 3𝐴
A = −𝟏
1 | Differential Equations 13
` Substitute A and B:
(2𝑤−5) 𝐴 𝐵
= (𝑤−1) + (𝑤+2)
(𝑤−1)(𝑤+2)
(2𝑤−5) −1 3
= +
(𝑤−1)(𝑤+2) (𝑤−1) (𝑤+2)
(2𝑤−5) 3 1
= −
(𝑤−1)(𝑤+2) (𝑤+2) (𝑤−1)
2 𝑑𝑣
Substituting the new value (2𝑤−5) in equation (2𝑤−5)𝑑𝑤 + =0
( 𝑤−1)(𝑤+2) (𝑤−1)(𝑤+2 ) 𝑣
(2𝑤−5)𝑑𝑤 2 𝑑𝑣
+ =0
(𝑤−1)(𝑤+2) 𝑣
3 1 2 𝑑𝑣
[ − ] 𝑑𝑤 + =0
(𝑤+2) (𝑤−1) 𝑣
` Now you have simplified the equation and ready for the Last Step!
Go back to the original variable x and y by substituting “u = x - h” and “v = y
– h” hence the general solution is solved
𝑣2(𝑤+2)3
(𝑤−1)
=𝑐
𝑢
Note that, 𝑤 =
𝑣
𝑢
𝑣2(𝑣+2) 3
𝑢 =𝑐
(𝑣−1)
𝑢 3 𝑢
𝑣2 [ + 2] = 𝑐 [ − 1]
𝑣 𝑣
1 | Differential Equations 14
𝑢+2𝑣 3 𝑢−𝑣
𝑣2 [ ] =𝑐[ ]
𝑣 𝑣
(𝑢+2𝑣)3
𝑣3 [ ] = 𝑐(𝑢 − 𝑣)
𝑣3
u=x+1 v=y–2
(𝑢 + 2𝑣)3 = 𝑐(𝑢 − 𝑣)
((𝑥 + 1) + 2(𝑦 − 2))3 = 𝑐((𝑥 + 1) − (𝑦 − 2))
(𝑥 + 1 + 2𝑦 − 4)3 = 𝑐(𝑥 + 1 − 𝑦 + 2)
(𝒙 + 𝟐𝒚 − 𝟑)𝟑 = 𝒄(𝒙 − 𝒚 + 𝟑) (General Solution)
1 𝑑𝑧
[ ] 𝑦𝑛 + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦𝑛
(1 − 𝑛) 𝑑𝑥
Simplifying the equation,
𝑑𝑧 + (1 − 𝑛)𝑃(𝑥)𝑦1−𝑛 = (1 − 𝑛)𝑄(𝑥)
𝑑𝑥
𝑑𝑧 + (1 − 𝑛)𝑃(𝑥)𝑧 = (1 − 𝑛)𝑄(𝑥)
𝑑𝑥
2.2.6.3 Examples
𝑦𝑑𝑥
1. 𝑑𝑦 + = 3𝑥2𝑦2𝑑𝑥
𝑥
The given D.E. is reduced to the standard form of Bernoulli equation, Thus
𝑑𝑦 1
+ 𝑦 = 3𝑥2𝑦2
𝑑𝑥 𝑥
The reduced D.E. into this equation:
𝑑𝑧
+ (1 − 𝑛)𝑃(𝑥)𝑧 = (1 − 𝑛)𝑄(𝑥)
𝑑𝑥
1 −1
(𝟏 − 𝒏)𝑷(𝒙) = (1 − 2) ( ) =
𝑥 𝑥
(𝟏 − 𝒏)𝑸(𝒙)=(1 − 2)(3𝑥2) = −3𝑥2
𝑑𝑧 −1
+ ( ) 𝑧 = −3𝑥2
𝑑𝑥 𝑥
𝑑𝑧 𝑧
− = −3𝑥2
𝑑𝑥 𝑥
𝝁(𝒙)𝒛 = ∫ 𝝁(𝒙)𝑸(𝒙)𝒅𝒙 + 𝒄
1
−
∫𝑥𝑑𝑥 −1
𝜇(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 =𝑒 = 𝑒 − ln 𝑥 = 𝑒 ln 𝑥 = 𝒙−𝟏
dz z
dX
−X = −3x2 (standard form)
𝑥−1 𝑧 = ∫ 𝑥−1(−3𝑥2)𝑑𝑥 + 𝑐
𝑥−1 𝑧 = −3 ∫ 𝑥𝑑𝑥 + 𝑐
𝑥2
𝑥−1 𝑧 = −3 [ 2 ] + 𝑐
1 | Differential Equations 16
3
𝑥−1 𝑧 = − 𝑥2 + 𝑐
2
3
𝑥−1 𝑧 = − 𝑥2 + 𝑐
2
2.3 Assessment.
Name: Year & Section:
Instructor: Date: / /
Direction: Solve the following. Show your complete solution in each problem. Each item
is 5 points.
1. Solve the equation using variable separable 𝑑𝑟 = −4𝑟𝑡, 𝑤ℎ𝑒𝑛 𝑡 = 0, 𝑟 = 𝑟 .
𝑑𝑡 0
7. Solve the equation using exact equation (6𝑥 + 𝑦2)𝑑𝑥 + 𝑦(2𝑥 − 3𝑦)𝑑𝑦 = 0.
8. Solve the equation using exact equation (2𝑥𝑦 − 3𝑥2)𝑑𝑥 + (𝑥2 + 𝑦)𝑑𝑦 = 0.
1 | Differential Equations 21
10. Solve the equation using linear equation 2(2𝑥𝑦 + 4𝑦 − 3)𝑑𝑥 + (𝑥 + 2)2𝑑𝑦 = 0.
1 | Differential Equations 22
2.4 References
2.5 Acknowledgement
Some of the images, tables, figures and information contained in this module were
taken from the references cited above.
1 | Differential Equations 23
6700