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LP-1-Differential Equation

The document provides information about differential equations, including: - Differential equations relate functions and their derivatives, and are used in engineering, physics, economics and biology to model real-world phenomena. - Ordinary differential equations contain derivatives of dependent variables with respect to a single independent variable, while partial differential equations contain derivatives with respect to more than one independent variable. - The document discusses methods for solving first order, first degree differential equations, including separating variables, where the equation is written as dy/dx = g(x)h(y) and then integrated. Examples of using this method are provided.

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0% found this document useful (0 votes)
434 views25 pages

LP-1-Differential Equation

The document provides information about differential equations, including: - Differential equations relate functions and their derivatives, and are used in engineering, physics, economics and biology to model real-world phenomena. - Ordinary differential equations contain derivatives of dependent variables with respect to a single independent variable, while partial differential equations contain derivatives with respect to more than one independent variable. - The document discusses methods for solving first order, first degree differential equations, including separating variables, where the equation is written as dy/dx = g(x)h(y) and then integrated. Examples of using this method are provided.

Uploaded by

Haya Busa
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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X

BACHELOR OF SCIENCE IN CIVIL ENGINEERING

MATH4–DIFFERENTIAL EQUATIONS

Engr. Mirador G. Labrador

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

1.0 Intended Learning Outcomes

1. Identify Ordinary D.E. and Partial D.E.


2. Identify General and Particular Solution of D.E.

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

1.2.2 Order and Degree of Differential Equation


1.2.2.1 Definitions
1. Order of a differential equation (D.E.) is the order of the highest
derivatives present in the differential equation.
2. Degree of the differential equation is the degree of the highest derivative
present in the differential equation.
1.2.2.2 Examples
Identify the order and degree of the differential equation.
1. 𝑦′ + 𝑥𝑦 = 𝑥2 + 3y Answer: 1st order, 1st degree

𝑑3𝑦 𝑑𝑦 2
2. + 𝑥𝑦 { } = 0 Answer: 3rd order, 1st degree
𝑑𝑥 3 𝑑𝑥

3. 𝑦′′ + (𝑦′)2 = 𝑥𝑦3 Answer: 2nd order, 1st degree

1.2.3 Solution of Differential Equation


1.2.3.1 Definitions
1. General Solution of a differential equation is a non-derivate equation that
contains an undefined arbitrary constant.
2. Particular Solution when the values of the arbitrary constant are
determined.
1.2.3.2 Example
xdy + ydx = 0 when x = 1, y = 2
Solving for the general solution:
𝑦𝑑𝑥 𝑑𝑦 + 𝑑𝑥
𝑥𝑑𝑦 + =0 =0 Divide both side with x y.
𝑥𝑦 𝑥𝑦 𝑦 𝑥

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)

Solving for Partial Solution:

xy = c Substitute the x and y to get the value of c.

c=2 xy = 2 (Partial Solution)


1 | Differential Equations 3

UNIT II: SOLUTION OF THE 1ST ORDER, 1ST DEGREE


D.E

2.0 Intended Learning Outcomes

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

A first-order differential equation is an equation 𝑑𝑦 = 𝑓(𝑥, 𝑦), in which ƒ (x, y) is a


𝑑𝑥
function of two variables defined on a region in the xy-plane. The equation is of first
order because it involves only the first derivative dy/dx (and not higher-order
derivatives). We point out that the equations.
2.2 Topics
2.2.1 Variable Separable
2.2.1.1 Definition
If the right hand of the equation can be expressed as:
𝑑𝑦 = 𝑓(𝑥, 𝑦) or 𝑑𝑦 = 𝑔(𝑥)ℎ(𝑦)
𝑑𝑥 𝑑𝑥

As a product of a function that depends only on x, and a function that depends


only on y, then the differential equation is called variable separable.
2.2.1.1 Steps in Solving Variable Separable Differential Equation:

1. Re-write the differential equation in the form 𝑑𝑦 = 𝑔(𝑥)ℎ(𝑦).


𝑑𝑥

2. Group the x with the dx and y with dy.


3. Integrate the differential equation hence the result is the solution of the
differential equation.
2.2.1.1 Examples
1. 𝑥𝑦3𝑙𝑛𝑥𝑑𝑥 − 2 𝑑𝑦 = 0
𝑥𝑦3𝑙𝑛𝑥𝑑𝑥 − 2 𝑑𝑦 = 0 (Divide the equation with a divisor that will let
you have a form of dy/dx.)

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

Go back to the integration of the example:

∫ 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

𝟒 + 𝒆𝟐𝒙 = 𝒄𝒚𝟐 (General Solution)

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

2.2.2.2 Steps in Solving Homogeneous Differential Equation:


1. Apply substitution in the differential equation let x = vy or y = vx, the
purpose of such manipulation is to transform the differential equation into
variable separable.

2. Group the y with the dy and v with the dv or x with the dx and v with the
dv.

3. Integrate the differential equation.


4. Return to the original variable x and y, hence the result is the solution of the
differential equation.

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

3𝑡2(3𝑥2 + 𝑦2) 𝒏=𝟐


𝒎=𝟐

Apply substitution in the differential equation let x = vy or y = vx


𝐿𝑒𝑡: 𝑦 = 𝑣𝑥 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
3(3𝑥2 + 𝑦2)𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0
3(3𝑥2 + (𝑣𝑥)2)𝑑𝑥 − 2𝑥(𝑣𝑥)(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
3(3𝑥2 + 𝑣2𝑥2)𝑑𝑥 − 2𝑣𝑥2(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
9𝑥2𝑑𝑥 + 3𝑣2𝑥2𝑑𝑥 − 2𝑣2𝑥2𝑑𝑥 − 2𝑣𝑥3𝑑𝑣 = 0
9𝑥2𝑑𝑥 + 𝑣2𝑥2𝑑𝑥 − 2𝑣𝑥3𝑑𝑣 = 0
Group the y with the dy and v with the dv or x with the dx and v with the dv.
9𝑥2𝑑𝑥 + 𝑣2𝑥2𝑑𝑥 − 2𝑣𝑥3𝑑𝑣 = 0
𝑥2(9 + 𝑣2)𝑑𝑥 = 2𝑣𝑥3𝑑𝑣
𝑥2(9+𝑣2)𝑑𝑥 2𝑣𝑥3𝑑𝑣
=
(9+𝑣2)(𝑥3) (9+𝑣2)(𝑥3)

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

𝒙𝟑 = 𝒄(𝟗𝒙𝟐 + 𝒚𝟐) (General Solution)


1 | Differential Equations 7

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

2.2.3.2 Steps in Solving Exact Differential Equation:


1. Identify 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) in the given differential equation.

2. Get the partial derivative of M with respect to y ( 𝜕𝑀 ) and the partial


𝜕𝑦
𝜕𝑁 𝜕𝑀 𝜕𝑁
derivative of N with respect to x ( ). If = , then exact.
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕
3. Substitute the M and N in ∫ 𝑀𝜕𝑥 + ∫ (𝑁 − ∫ 𝑀𝜕𝑥) 𝑑𝑦 = 𝑐 , then perform
𝜕𝑦
the indicated mathematical operation to solve the differential equation.

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

𝑥𝑒𝑦 + ∫(𝑥𝑒𝑦 + 2𝑦 − 𝑥𝑒𝑦)𝑑𝑦 = 𝑐

𝑥𝑒𝑦 + ∫(𝑥𝑒𝑦 + 2𝑦 − 𝑥𝑒𝑦)𝑑𝑦 = 𝑐

2𝑦1+1
𝑥𝑒𝑦 + =𝑐
1+1
𝒙𝒆𝒚 + 𝒚𝟐 = 𝒄 (𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏)

2. (𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥)𝑑𝑥 − 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 𝑑𝑦 = 0


𝜕𝑀
𝑀(𝑥, 𝑦) = (𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥) → = − cos 𝑥 sin 𝑦
𝜕𝑦
𝜕𝑁
𝑁(𝑥, 𝑦) = 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 → = − 𝑐𝑜𝑠 𝑥 𝑠𝑖𝑛 𝑦
𝜕𝑦

The equation is exact! Proceed to next step.


Solve for The General Solution:
𝜕
∫(𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥)𝜕𝑥 + ∫ (−𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 − ∫(𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 −
𝜕𝑦

𝑐𝑜𝑡𝑥)𝜕𝑥) 𝑑𝑦 = 𝑐

[sin 𝑥 cos 𝑦 − ln sin 𝑥] + ∫ (−𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 − 𝜕 [sin 𝑥 cos 𝑦 − ln sin 𝑥]) 𝑑𝑦 = 𝑐


𝜕𝑦

[sin 𝑥 cos 𝑦 − ln sin 𝑥] + ∫(−𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 + 𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦) 𝑑𝑦 = 𝑐


[sin 𝑥 cos 𝑦 − ln sin 𝑥] = 𝑐
[sin 𝑥 cos 𝑦 − ln sin 𝑥] = ln 𝑐
sin 𝑥 cos 𝑦 = ln sin 𝑥 + ln 𝑐
𝒔𝒊𝒏 𝒙 𝒄𝒐𝒔 𝒚 = 𝐥𝐧(𝒄 𝐬𝐢𝐧 𝒙) 𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏
1 | Differential Equations 9

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

2.2.4.2 Steps in Solving Exact Differential Equation:


1. Write the differential equation in standard form:
𝒅𝒚 + 𝑷(𝒙)𝒚 = 𝑸(𝒙)
𝒅𝒙

2. Solve the integrating factor 𝜇(𝑥), by the formula

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

Solve for the Integrating Factor.


3
𝑃(𝑥) =
𝑥
𝟑 𝒅𝒙
𝝁(𝒙) = 𝒆 ∫𝒙 = 𝒆𝟑𝒍𝒏𝒙 = 𝒙𝟑
Solve for the general solution of Linear Differential equation.

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

𝟖𝒚 = 𝒙𝟓 + 𝒄𝒙−𝟑 (𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏)

2. 𝑑𝑦 = 𝑥 − 2𝑦
𝑑𝑥

Change the equation to standard form.


𝑑𝑦 + 2𝑦 = 𝑥 (𝑺𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝑭𝒐𝒓𝒎)
𝑑𝑥

Solve for the Integrating Factor.


𝑃(𝑥) = 2

𝝁(𝒙) = 𝒆∫ 𝟐𝒅𝒙 = 𝒆𝟐𝒙


Solve for the general solution of Linear Differential equation.

𝒆𝟐𝒙𝒚 = ∫ 𝒆𝟐𝒙(𝒙)𝒅𝒙 + 𝒄 equation 1


Note: Integrate using Integration by Parts to solve ∫ 𝑒2𝑥(𝑥)𝑑𝑥
1
Let 𝑢 = 𝑥; 𝑑𝑢 = 𝑑𝑥 𝑑𝑣 = 𝑒2𝑥𝑑𝑥; 𝑣 = 2 𝑒 2𝑥
1 2𝑥 1 2𝑥 𝟏 𝟐𝒙 𝟏 𝟐𝒙
∫ 𝑒2𝑥(𝑥)𝑑𝑥 = 2 𝑥𝑒 − 2 ∫ 𝑒 𝑑𝑥 = 𝟐 𝒙𝒆 − 𝟒 𝒆

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

𝟒𝒚 = 𝟐𝒙 − 𝟏 + 𝒄𝒆−𝟐𝒙 ( 𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏)

2.2.5 Equation with Linear Coefficients


2.2.5.1 Definition
Equation with Linear Coefficient is an equation in the form:
(𝒂𝟏𝒙 + 𝒃𝟏𝒚 + 𝒄𝟏)𝒅𝒙 + (𝒂𝟐𝒙 + 𝒃𝟐𝒚 + 𝒄𝟐)𝒅𝒚 = 𝟎

Note:

 𝑎𝑖𝘍𝑠 , 𝑏𝑖𝘍𝑠 , 𝑐𝑖𝘍𝑠 are constant.


 If 𝑐1 , 𝑐2 are equal to zero the equation becomes homogeneous.
 If 𝑎1𝑏2 ≠ 𝑎2𝑏1, then use the substitution 𝑥 = 𝑢 + ℎ and y = 𝑣 + 𝑘, where
h and k are constants
 h and k are constant, they are the point of intersection of 𝑎1𝑥 + 𝑏1𝑦 +
𝑐1 = 0 and 𝑎2𝑥 + 𝑏2𝑦 + 𝑐2 = 0`

2.2.5.2 Steps in Solving Equation w/Linear coefficients:


1. Solve h and k, the point of intersection of two linear equation.
2. Substitute 𝑥 = 𝑢 + ℎ; 𝑑𝑥 = 𝑑𝑢 and 𝑦 = 𝑣 + 𝑘; 𝑑𝑦 = 𝑑𝑣.
3. Apply homogeneous or any other method applicable to be able to derive the
differential equation.
4. Go back to the original variable x and y by substituting “u = x - h” and “v =
y – h” hence the general solution is solved.

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

→ x= u-1; dx= du →y= v+2; dy= dv


(2𝑥 − 5𝑦 + 12)𝑑𝑥 + (7𝑥 − 4𝑦 + 15)dy = 0
[2 (𝑢 − 1) − 5(𝑣 + 2)]𝑑𝑢 + [7(𝑢 − 1) − 4(𝑣 + 2) + 15]𝑑𝑣 = 0
[2𝑢 − 2 − 5𝑣 − 10 + 12]𝑑𝑢 + [7𝑢 − 7 − 4𝑣 − 8 + 15]𝑑𝑣 = 0
[2𝑢 − 5𝑣]𝑑𝑢 + [7𝑢 − 4𝑣]𝑑𝑣 = 0
Apply homogeneous (or any other discussed method to solve the equation.
[2𝑢 − 5𝑣]𝑑𝑢 + [7𝑢 − 4𝑣]𝑑𝑣 = 0
In this case, we can use homogeneous. You can check through the checking
method of homogeneous.
𝑙𝑒𝑡 𝑢 = 𝑣𝑤 ; 𝑑𝑢 = 𝑣𝑑𝑤 + 𝑤𝑑𝑣
[2(𝑣𝑤) − 5𝑣][𝑣𝑑𝑤 + 𝑤𝑑𝑣] + [7𝑣𝑤 − 4𝑣]𝑑𝑣 = 0
2𝑣2𝑤𝑑𝑤 − 5𝑣2𝑑𝑤 + 2𝑣𝑤2𝑑𝑣 − 5𝑣𝑤 𝑑𝑣 + 7𝑣𝑤 𝑑𝑣 − 4𝑣 𝑑𝑣 = 0
𝑣2[2𝑤 − 5]𝑑𝑤 + 2𝑣𝑤2𝑑𝑣 + 2𝑣𝑤 𝑑𝑣 − 4𝑣 𝑑𝑣 = 0
𝑣2[2𝑤 − 5]𝑑𝑤 + 2v[𝑤2 + 𝑤 − 2]𝑑𝑣 = 0
(2𝑤−5)𝑑𝑤 2𝑣 𝑑𝑣
[𝑤2+𝑤−2]
+ 𝑣2
=0

(2𝑤−5)𝑑𝑤 2 𝑑𝑣
+ =0
(𝑤−1)(𝑤+2) 𝑣

Use partial derivative to be able to integrate (2𝑤−5)𝑑𝑤 .


(𝑤−1)(𝑤+2 )

U𝑠𝑖𝑛𝑔 𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝐷𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒:


(2𝑤−5) 𝐴 𝐵
= (𝑤−1) + (𝑤+2)
(𝑤−1)(𝑤+2)

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 Can Integrate!


3 1 2𝑑𝑣
∫ [(𝑤+2) − (𝑤−1) ] 𝑑𝑤 + ∫ 𝑣
=0

3𝑙𝑛(𝑤 + 2) − 𝑙𝑛(𝑤 − 1) + 2𝑙𝑛𝑣 = ln 𝑐


3ln (𝑤 + 2)3 − 𝑙𝑛(𝑤 − 1) + 𝑙𝑛𝑣2 = ln 𝑐
𝑣2(𝑤+2)3
𝑙𝑛 (𝑤−1)
𝑒 = 𝑒ln 𝑐
𝑣2(𝑤+2)3
(𝑤−1)
=𝑐

` 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)

Consider simplifying first the equation:


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)

2.2.6 Bernoulli’s Differential Equation


2.2.6.1 Definition
A first order differential equation that can be written in the form:
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦𝑛
𝑑𝑥
Where 𝑛 ≠ 0 𝑜𝑟 1
2.2.6.2 Steps in Solving Exact Differential Equation:
1. Write the differential equation in standard form:
𝒅𝒚
+ 𝑷(𝒙)𝒚 = 𝑸(𝒙)𝒚𝒏
𝒅𝒙
2. Apply substitution let 𝑧 = 𝑦1−𝑛, Differentiate this substitution with respect
𝑑𝑧 𝑑𝑦 1
to x, [ = (1 − 𝑛)𝑦−𝑛 ]. We can express this in term of 𝑑𝑦 = [ ] 𝑦𝑛
𝑑𝑧
𝑑𝑥 𝑑𝑥 𝑑𝑥 (1−𝑛) 𝑑𝑥
1 𝑑𝑧
3. Substitute this, 𝑑𝑦 = [ ] 𝑦𝑛 to the differential equation hence,
𝑑𝑥 (1−𝑛) 𝑑𝑥

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

4. The solution of Bernoulli’s equation, after integral mathematical operation


in the equation:
1 | Differential Equations 15

𝜇(𝑥)𝑧 = ∫ 𝜇(𝑥)(1 − 𝑛)𝑄(𝑥)𝑑𝑥 + 𝑐

𝑦1−𝑛 ∙ 𝑒∫(1−𝑛)𝑃(𝑥)𝑑𝑥 = ∫ 𝑒∫(1−𝑛)𝑃(𝑥)𝑑𝑥 ∙ (1 − 𝑛)𝑄(𝑥)𝑑𝑥 + 𝑐

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

Observing the given equation, the linear equation method can be


utilized to solve for general equation. But instead of variable y we have
the variable z. But remember that 𝑧 = 𝑦1−𝑛.

To solve for general solution, use the equation:

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

𝑤ℎ𝑒𝑟𝑒 𝑧 = 𝑦1−𝑛 = 𝑦−1


3
𝑥−1𝑦−1 = − 𝑥2 + 𝑐
2
𝟏 𝟑
= − 𝒙𝟐 + 𝒄 𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏
𝒙𝒚 𝟐
1 | Differential Equations 17

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

2. Solve the equation using variable separable 2𝑥𝑦 𝑦′ = 1 + 𝑦2, 𝑤ℎ𝑒𝑛 𝑥 = 2, 𝑦 = 3.


1 | Differential Equations 18

3. Solve the equation using homogeneous functions 3(3𝑥2 + 𝑦2)𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0.

4. Solve the equation using homogeneous equation (𝑥 − 2𝑦)𝑑𝑥 + (2𝑥 + 𝑦)𝑑𝑦 = 0.


1 | Differential Equations 19

5. Solve the equation using homogeneous equation 𝑥𝑦 𝑑𝑥 − (𝑥2 + 3𝑦2)𝑑𝑦 = 0.

6. Solve the equation using exact equation (𝑥 + 𝑦)𝑑𝑥 + (𝑥 − 𝑦)𝑑𝑦 = 0.


1 | Differential Equations 20

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

9. Solve the equation using linear equation (𝑥5 + 3𝑦) 𝑑𝑥 − 𝑥 𝑑𝑦 = 0.

10. Solve the equation using linear equation 2(2𝑥𝑦 + 4𝑦 − 3)𝑑𝑥 + (𝑥 + 2)2𝑑𝑦 = 0.
1 | Differential Equations 22

2.4 References

1. J. Perante, W. Perante, F. Gomba (2014) , Differential Equations 2nd Edition


Worktext book
2. E. Rainville, P. Bedient (1989), Elementary Differential Equation, 7th Edition.

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

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