Central Luzon State University MATH 2230

Department of Mathematics and Physics Differential Equations I

College of Science 2nd Sem. A.Y. 2021-2022

MODULE 1

Differential Equations

Differential equation is a branch of mathematics that starts with one, or

many, recorded observations of change, and ends with one, or many, functions that
predict future outcomes. An algebraic equation, such as a quadratic equation, is
solved with a value or set of values; a differential equation, by contrast, is solved
with a function or a class of functions.
In this module, you will be familiarized with the equation of differentia l
equations. In the elimination of arbitrary constant(s), you will learn two methods,
the direct differentiation and the isolation of arbitrary constant(s), to eliminate
constant(s) from a relation containing arbitrary constant(s).

Objectives:
Upon completion of this module, you are expected:

1. To define differential equations.

2. To classify differential equations into ordinary or partial differential
equation.
3. To determine the order, degree, linearity, dependent, and independent
variables of a given differential equation.
4. To obtain the differential equation associated with a primitive by
eliminating arbitrary constants.

DISCUSSION:
A differential equation is an equation relating an unknown function and one or more of
its derivatives.

Illustration 1: The differential equation

dy
 7y  2
dx

dy
involves both the unknown function y and its first derivative .
dx
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Illustration 2: The differential equation

d3y d2y dy
3
 5 x 2
 2  8y  0
dx dx dx

d3y d2y dy
involves the unknown function y and the three derivatives 3
, 2
and .
dx dx dx

Other examples of differential equations are the following:

dt
 4t  0
ds

d 3w d 2w
 5  8w  0
dp 3 dp 2

2F 2F F
 2 7 0
x 2
y y

2 x 2

 y 2 dx  5 xy 3 dy  0

3
d2y dy
 2   2 x  y  0
 dx  dx

d 2r dr
2
 5  9r  2t 2  sin t
dt dt

When an equation involves one or more derivatives with respect to a particular variable,
that variable is called an independent variable. A variable is called dependent if a derivative of
that variable occurs.

Illustration 3: In the equation

ds
6t  5s  7
dt

s is the dependent variable and t is the independent variable.

 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Illustration 4: The equation

2 y 2 y 2 y
  3
x 2 wx w 2

has the dependent variable y and independent variables w and x.

Illustration 5: The equation

x  y dx  (2x  1)dy  0
can be written in the form
x  y  dx  (2 x  1)  0
dy
or
x  y   (2 x  1) dy  0
dx

in this case we may consider either variable to be dependent, the other being the independent
variable.

Learning Activity 1.1

1. Identify the dependent variables and the independent variable(s) in the given examples
above.
2. Give at least 3 differential equations different from the examples above and identify
the dependent and independent variable(s).

Definition of terms
The order of a differential equation is that of the highest derivative that it contains. For
instance, a first-order differential equation contains only first derivative.

Illustration 6: The differential equation

d5y d3y
 6  8y  0
dx5 dx3

is a fifth-order differential equation, since a fifth derivative appears in the equation.

Illustration 7: The equation

2y2 y''' - x3 y' + exy y = 0
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

is a third-order differential equation.

The degree of a differential equation is the degree of the highest derivative that occurs in
the equation.

Illustration 8: The equation

dt
 4t  0
ds
is a first-degree differential equation.

Illustration 9: The equation

3
d2y dy
 2   2 x  y  0
 dx  dx
is a third-degree differential equation.

Linear and Nonlinear Differential Equation

The equations that contain only ordinary derivatives of one or more dependent variables
are called ordinary differential equations.

The ordinary differential equation is said to be linear if the differential equation is linear
in the dependent variable and its derivative.

Illustration 10: The differential equation

d2y dy
2
 2x  y  0
dx dx
dy
is linear because the equation is linear in the dependent variable y and its derivative and
dx
d2y
. The given equation above is a second–order linear ordinary differential equation.
dx 2

Illustration 11: The differential equation

d2y dy
5x3 2 + 3ln(x) + ex y = 7xcos x
dx dx

is a second-order linear ordinary differential equation.

 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Illustration 12: The differential equation

(cos x) y '''  2 xy'(2  x ) y  2e x

is linear because the dependent variable y and its derivatives y’ and y’’’ appear linearly. It is a
third-order linear ordinary differential equation.

Illustration 13: The differential equation

3yy''' - 5x3 y' + cos y = e4x

is nonlinear differential equation because of the term 3yy''' or the differential equation is not linear
in the dependent variable.

Illustration 14: The differential equations

2
d 5t  d 3t 
   4t  0
dx5  dx3 
are nonlinear because the powers of its derivative appear or the differential equation is not linear
in its derivative.

The ordinary linear differential equation of order n is written in the form

dny d n1 y dy
An ( x) 2
 An 1 ( x ) n 1
 ...  A1 ( x)  A0 ( x) y  B( x) ,
dx dx dx
where An, An 1, ..., Ao and B are all functions of x.

The equations that contain partial derivatives of one or more dependent variables is called
partial differential equations. We will extend our discussion of linearity to partial differential
equation.

Illustration 15: The differential equation

2F F 2F
(2 x  y )  5 y  8 0
x 2 x y 2

is a second-order linear partial differential equation with two independent variables because the
equation is linear in the dependent variable F and its partial derivatives.
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Illustration 16: The differential equation

3 y y
x2 2 + 3x + 2wy = 8x
x w x
is a third-order linear ordinary differential equation.

Illustration 17: The differential equation

5 y 2 y
(sin x)  5 x  w y  5 xw
x 2 w3 w2
5 y 2 y
is linear because the dependent variable y and its derivatives and appear linearly. It is
x 2w3 w2
a fifth-order linear partial differential equation.

Illustration 18: The differential equation

2 y y
(sec y) - 5ln(x) + 11y = 4xw
xw w
2 y
is nonlinear because dependent variable y is multiplied by its derivative .
xw

Illustration 19: The differential equations

2
 4t   3t 
 (tan x ) 3   3e xt  0
x 4
 x 
t
is nonlinear because the partial derivative is raised to a power higher than one .
x

A general second-order linear partial differential equation takes the form

2F 2F 2F F F

B0 ( x, y )  B ( x , y )  B ( x , y )  B3 ( x, y )  B 4 ( x, y )  B5 ( x, y ) F  C ( x, y )
x xy y x y
2 1 2 2

where B0 , B2 ,..., B5 and C are all functions of x and y.

Learning Activity 1.2

1. State whether the equation is linear or nonlinear, ordinary or partial and give its order
and degree in the given examples above.
2. Give at least 3 differential equations different from the examples above and determine
if it is linear or nonlinear, ordinary or partial and identify the degree and order of the
equation.
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

The Elimination of Arbitrary Constant(s)

DISCUSSION:
In this topic, we start with a relation involving arbitrary constant(s) and by elimination of
arbitrary constant(s) we come-up to a differential equation consistent with the original relation.
We can use direct differentiation or isolation of arbitrary constant to eliminate constant(s). The
order of the equation must correspond with the number of arbitrary constant(s).

Example 1: Eliminate the arbitrary constant c from the relation

xy  y 2  c
We only need one derivative, since the relation has one constant. We can use either direct
differentiation or isolation of arbitrary constant.

Using direct differentiation, the first differentiation yields

xy ' y  2 yy '  0 .
Simplifying, we have
x  2 y y' y  0 .
We can write the answer in other form, that is

x  2 y dy  ydx  0 .
Example 2: Eliminate the arbitrary constant b from the relation

y  bx 2  bx

Since we have one arbitrary constant to be eliminated, we need only one derivative.
Using direct differentiation, we obtain the first derivative as

y'  2bx  b

The arbitrary constant is not eliminated after applying the first derivative. From the resulting
equation, isolate the arbitrary constant
y'
b
2 x  1
Substitute the value of b in the original equation, we have
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022
 y'  2  y' 
y x   x
 2x  1   2x  1 
Simplifying, we have

y

x 2  x y'
.

2x  1
Thus, we have
 
x 2  x y '2 x  1 y  0
or
x  1xdy  2x  1ydx  0
Let us consider the isolation of arbitrary constant, we have
y
b 2 .
x x
Differentiating both sides of the equation and applying the derivative of a quotient in the right side
of the equation, the equation will become

0
 
x 2  x y ' y 2 x  1
.

x2  x
2

Simplifying, we have
 
x 2  x y '2 x  1 y  0
or
x  1xdy  2x  1ydx  0 .
Example 3: Eliminate c1 and c2 from the relation

y  c1 coswx  c2  ; w is a parameter, not to be eliminated

The two successive differentiations yield

y'  wc1 sin wx  c2 

and
y ' '   w 2 c1 coswx  c2 

We can see that the arbitrary constants in the equation are not eliminated. Observe that the last
equation contains y  c1 coswx  c2  . So, we have
y' '  w 2 y
or
y ' ' w 2 y  0

Example 4: Eliminate c1 and c2 from the relation

y  x 2  c1e 2 x  c2 e  x …Eqn.(1)
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

We obtain two successive derivatives of y with respect to x

y '  2 x  2c1e 2 x  c2 e  x …Eqn.(2)

and
y' '  2  4c1e 2 x  c2 e  x …Eqn.(3)

using the first and second equations, eliminate c 2 by adding the two equations

y  y '  x 2  2 x  3c1e 2 x . …Eqn.(4)

Using the second and the third equations, also eliminate c 2 by adding the two equations

y ' y ' '  2 x  2  6c1e 2 x . …Eqn.(5)

From the fourth and fifth equations, eliminate c 1 by multiplying 2 to the fourth equation and
subtract the equation to the fifth equation, we have

y ' y ' '  2 x  2  6c1e 2 x

-
2 y  2 y '  2 x 2  4 x  6c1e 2 x
________________________

y ' ' y '2 y  2 x 2  2 x  2

or
y ' ' y '2 y  2( x 2  x  1)  0

Learning Activity 1.3

1. Eliminate arbitrary constants of examples 1, 3 and 4 using isolation of arbitrary
constants.
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Answers to Learning Activities 1.1, 1.2, and 1.3

Learning Activity 1.1
1. Identify the dependent variables (DV) and the independent variable(s) (IV) in the given
examples above.

dt
 4t  0
ds Ans: DV: t and IV: s

d 3w d 2w
 5 2  8w  0
dp 3 dp Ans: DV: w and IV: p

2F 2F F
 2 7 0
x 2
y y Ans: DV: F and IV: x and y

2 x 2

 y 2 dx  5 xy 3 dy  0
Ans: DV: either x or y and IV: either x or y;

3
d2y dy
 2   2 x  y  0
 dx  dx
Ans: DV: y and IV: x

d 2r dr
2
 5  9r  2t 2  sin t
dt dt Ans: DV: r and IV: t

2. Give at least 3 differential equations different from the examples above and identify
the dependent and independent variable(s).

3
 d2y  dy
 2   x  5 y  0 ; Ans: DV: y and IV: t
 dt  dt
5
 d3y  d2y dy
 2   2  5 p 2 30; Ans: DV: y and IV: p
 dp  dp dp

2
 6 m   4 m  dm
   0; Ans: DV: m and IV: n
n 6  n 4  dn
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Learning Activity 1.2

1. State whether the equation is linear or nonlinear, ordinary or partial and give its order
and degree in the given examples above.

dt
 4t  0
ds Ans: Linear, ordinary, order 1 and degree 1

d 3w d 2w
 5  8w  0
dp 3 dp 2 Ans: Linear, ordinary, order 3 and degree 1

2F 2F F
 2 7 0
x 2
y y Ans: Linear, partial, order 2 and degree 1

2 x 2

 y 2 dx  5 xy 3 dy  0
Ans: Nonlinear, ordinary, order 1 and degree 1

3
d2y dy
 2   2 x  y  0
 dx  dx
Ans: Nonlinear, ordinary, order 2 and degree 3

d 2r dr
2
 5  9r  2t 2  sin t
dt dt Ans: Linear, ordinary, order 2 and degree 1

2. Give at least 3 differential equations different from the examples above and determine
if it is linear or nonlinear, ordinary or partial and identify the degree and order of the
equation.

2 z 2 z z
y3  6  3x 2  0 ; Ans: Linear, partial, order 2 and degree 1
x 2
y 2
y

2
 d 3m  d 2 m dm
 3   2
  3m  0 ; Ans: Nonlinear, ordinary, order 3 and degree 2
 dn  dm dn

2 4
 d 4 y   d 2 y   dy 
6

 4    2      0 ; Ans: Nonlinear, ordinary, order 4 and degree 2

 dx   dx   dx 
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Learning Activity 1.3

Eliminate arbitrary constants of examples 1, 3 and 4 using isolation of arbitrary constants.

1. xy  y 2  c
xy '  y  2 yy '  0

Ans: ( x  2 y) y' y  0

2. y  C1 coswx  C2 , w is a parameter.

First Isolation:
y
C1 
coswx  C2 
First derivative:

coswx  C 2  y ' y w sin wx  C 2 

0
[coswx  C 2 ]2

0  cos(wx  C2 ) y '  wy sin wx  C2 

 y ' cos(wx  C2 )  wy sin wx  C2 

 y ' coswx  C2  wy sin wx  C2 


 coswx  C2   coswx  C2 

y'  wy tan wx  C2 

Second Isolation:
  y' 
C2  tan 1    wx
 wy 
Second derivative:

1   wyy"( y ' )( wy' ) 

0 2
   w
  y'   ( wy) 2 
1   
 wy 
w2 y 2   wyy" w( y ' ) 2 
0 2 2    w
w y  ( y ' ) 2  w2 y 2 
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

 wyy" w( y ' ) 2  w[ w 2 y 2  ( y ' ) 2 ]

0
w 2 y 2  ( y' ) 2

0   wyy" w( y' )2  w3 y 2  w( y' )2

0   wyy" w3 y 2

0  wy( y" w y)  wy1 

2

 

Ans: y" w 2 y  0

3. y  x 2  C1e 2 x  C2e  x

First Isolation:
y  C2 e  x  x 2
C1 
e2x
First Derivative:

e2 x ( y'  C2e x  2 x)  ( y  C2e x  x 2 )(2e2 x )

0
(e 2 x ) 2

0

e2 x ( y'  C2e x  2 x)  ( y  C2e x  x 2 )(2) 
(e 2 x ) 2

0  y 'C 2 e  x  2 x  2 y  2C 2 e  x  2 x 2

0  y'2 x 2  2 x  2 y  3C 2 e  x

Second Isolation:

 y '  2x 2  2x  2 y
C2 
3e  x

3e  x ( y ''  4 x  2  2 y ' )  ( y '2 x 2  2 x  2 y )( 3e  x )

0
(3e  x ) 2
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

0

3e x ( y ''  4 x  2  2 y' )  ( y'2 x 2  2 x  2 y) 
(3e x )2

0   y ' '4 x  2  2 y ' y '2 x 2  2 x  2 y

0  y ' '3 y '2 y  2 x 2  6 x  2

Ans: y ' '3 y '2 y  2x 2  3x  1  0

References:

Anton, H., Bivens, I., & Davis, S. (2012). Early transcendentals. 10th ed. USA: John
Wiley & Sons, Inc.

Boyce, W. E. & DiPrima, R. C. (2004). Elementary differential equations and boundary

value problems, 8th ed. USA: John Wiley & Sons, Inc.
Edwards, C. H. & Penny, D. E. (1997). Calculus with analytic geometry. New York:
Prentice Hall.

Leithold, Louis. (1990). The Calculus with analytic Geometry, 6th ed. New York: Harper &
Row.

Peterson, T. S. (1955). Calculus. New York: Harper & Brothers.

Protter, M. H. & Morrey. C. B. Jr. (1970). Calculus with analytic geometry. University of
Michigan: Addison-Wesley.

Varberg, D. E. & Purcell, E. J. (1991). Calculus with analytic geometry. 6th ed. New York:
Prentice & Hall College Division.