Republic of the Philippines

NUEVA VIZCAYA STATE UNIVERSITY

Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.:-EN MATH 3 -1st-2021-2022

COLLEGE OF ENGINEERING
Bayombong Campus

DEGREE PROGRAM BSCE COURSE NO. EN MATH 3

SPECIALIZATION COURSE TITLE DIFFERENTIAL EQUATION
YEAR LEVEL BSCE 2 TIME FRAME 3 HR WK NO. 1 IM NO. 1

I. UNIT TITLE/CHAPTER TITLE

1. Introduction

II. LESSON TITLE

1. Definition and Classifications of Differential Equations (DE)
2. Solution of DE

III. LESSON OVERVIEW

1. Introduction
2. Lesson Plan

IV. DESIRED LEARNING OUTCOMES

1. Introduce some basic terminology for differential equations.

V. LESSON CONTENT

Differential Equation (DE)

- Mathematical models that were developed to aid the understanding of physical phenomenon. These
models often yield in an equation that contains some derivatives of an unknown equation.
- It arise in variety of subject areas, including not only the physical sciences but also such diverse fields
as economics, medicine, psychology, and operations research.

Examples:

1. An application of Kirchoff’s laws in the Electric Circuit consisting of resistor, an inductor, and a
capacitor driven by an electromotive force. (see figure 1.1).

𝒅𝟐 𝒒 𝒅𝒒 𝟏
Equation 1: 𝑳 𝟐 + 𝑹 + 𝒒 = 𝑬(𝒕)
𝒅𝒕 𝒅𝒕 𝑪
Where:
L = inductance
R = resistance
C = capacitance
E(t) = Electromotive Force
q(t) = charge on the capacitor
t = time
2. An application of Newton’s law of gravity and of the Stefan – Boltzman law for gases in stars that
leads to the Equilibrium equation

𝟏 𝒅 𝒓𝟐 𝒅𝑷
Equation 2: ( ) = −𝟒𝝅𝝆𝑮
𝒓𝟐 𝒅𝒓 𝝆 𝒅𝒓
Where:
P = sum of the gas kinetic pressure and radiation pressure
r = distance from the center of the star
𝜌 = density of matter
G = gravitational constant

“In accordance with Section 185, Fair Use of Copyrighted Work of Republic Act 8293, the copyrighted works included in this material may be reproduced for
educational purposes only and not for commercial distribution,”
NVSU-FR-ICD-05-00 (081220) Page 1 of 6
 Republic of the Philippines
NUEVA VIZCAYA STATE UNIVERSITY
Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.:-EN MATH 3 -1st-2021-2022

3. In the study of vibrating strings and the propagation of waves, we find the partial differential
equation.

𝝏𝟐 𝒖 𝝏𝟐 𝒖
Equation 3: 𝒄𝟐 𝟐 = 𝟎
−
𝝏𝒓𝟐 𝝏𝒙
Where:
t = time
x = location along string
c = wave speed
u = displacement of string

𝒅𝟐 𝒙 𝒅𝒙
4. Equation 4: + 𝒂 + 𝒌𝒙 = 𝟎
𝒅𝒕𝟐 𝒅𝒕
Where:
a & k = coefficients
t is the independent variable and x is the dependent variable.

𝝏𝒖 𝝏𝒖
5. Equation 5: − = 𝒙 − 𝟐𝒚
𝝏𝒙 𝝏𝒚
Where:
x and y are independent variables and u is the dependent variable.

Dependent Variable – the former equation that involves in the derivative of one variable with
respect to another
Independent Variable – the latter equation

Ordinary Differential Equations – DE involving only ordinary derivatives with respect to single
independent variable. Example: Equation 4
Classification of Ordinary DE
1. Linear Differential Equation
- One in which the dependent variable “y” and its derivatives appear in additive
combinations of their first powers. More precisely, a DE is linear if it has the format or
pattern and is simple.
Example:

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒅𝒚
Equation 6: 𝒂𝒏 (𝒙) 𝒏 + 𝒂𝒏−𝟏 (𝒙) 𝒏−𝟏 + ⋯ + 𝒂𝟏 (𝒙) ( ) + 𝒂𝟎 (𝒙)𝒚 = 𝑭(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙
Where:
𝑎𝑛 (𝑥), 𝑎𝑛−1 (𝑥), … , 𝑎0 (𝑥) and 𝐹(𝑥) depends only the independent
variable “x”
The additive combinations are permitted to have suppliers (coefficients) that depend
of x; no restrictions are made on the nature of this x – dependence.
2. Nonlinear Differential Equation
- Complicated and usually not be solved exactly and are the subject of much on-going
research
Example:

𝒅𝟐 𝒚
Equation 7: + 𝒚𝟑 = 𝟎 is a nonlinear second – order ordinary DE because the
𝒅𝒙𝟐
𝑦 3 term, whereas
𝒅𝟐 𝒚
+ 𝒚 = 𝒙𝟑 is linear (despite the 𝑥 3 term). The equation
𝒅𝒙𝟐
𝒅𝟐 𝒚 𝒅𝒚 𝑑𝑦
− 𝒚 ( ) = 𝐜𝐨𝐬 𝒙 is a nonlinear because of the 𝑦 term.
𝒅𝒙𝟐 𝒅𝒙 𝑑𝑥

“In accordance with Section 185, Fair Use of Copyrighted Work of Republic Act 8293, the copyrighted works included in this material may be reproduced for
educational purposes only and not for commercial distribution,”
NVSU-FR-ICD-05-00 (081220) Page 2 of 6
 Republic of the Philippines
NUEVA VIZCAYA STATE UNIVERSITY
Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.:-EN MATH 3 -1st-2021-2022

Partial Differential Equations – DE involving partial derivatives with respect to more than one
independent variable. Example: Equation 5
Order of DE – the order of the highest derivative present.
Example:
𝑑2 𝑥
1. Equation 4 – a second order equation because 2 is the highest – order
𝑑𝑡
derivative
2. Equation 5 – a first order equation because only first – order partial derivatives
occur.

SOLUTIONS AND INITIAL VALUE PROBLEMS

nth – order differential equation – an equality relating the independent variable to the nth derivative
(usually lower – order derivatives as well) of dependent variable.

Examples: 4th order

𝒅𝟒 𝒙 X dependent

= 𝒙𝒕
𝒅𝒕𝟒
t independent

Thus, the general form for an nth – order equation with s independent, y dependent, ca be expressed as
𝒅𝒚 𝒅𝒏 𝒚
Equation 8: 𝑭 (𝒙, 𝒚, , … , 𝒏 ) = 𝟎
𝒅𝒙 𝒅𝒙
Where:
F is a function that depends on x,y, and the derivatives of “y” up to order “n”;
That is, on x, y, …𝑑 𝑛 𝑦/𝑑𝑥 𝑛 . We assume that the equation holds for all “x” in an
open interval 𝐼(𝑎 < 𝑥 < 𝑏, 𝑤ℎ𝑒𝑟𝑒 𝑎 𝑜𝑟 𝑏 𝑐𝑜𝑢𝑙𝑑 𝑏𝑒 𝑖𝑛𝑓𝑖𝑛𝑖𝑡𝑒). In many cases we can
isolate the highest – order term 𝑑 𝑛 𝑦/𝑑𝑥 𝑛 and write equation 8 as:
𝑑𝑛𝑦 𝑑𝑦 𝑑 𝑛−1 𝑦
Equation 9: = 𝑓 (𝑥, 𝑦, , … , 𝑛−1)
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥
Which is often preferable to equation 8 for theoretical and computational purposes.

Explicit Solution
Definition 1. A function 𝜙(𝑥) that when substituted for “y” in equation 8 or 9 satisfies the equation
for all “x” in the interval “I”.

Sample Problem No. 1

𝑑2 𝑦 2
Show that 𝜙(𝑥) = 𝑥 2 − 𝑥 −1 is an explicit solution to the linear equation: 2 − 2 𝑦 = 0.
𝑑𝑥 𝑥
Solution:
𝜙 ′ (𝑥) = 2𝑥 + 𝑥 −2 (1𝑠𝑡 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒)
𝜙 ′′ (𝑥) = 2 − 2𝑥 −3 (2𝑛𝑑 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒)
𝑑2𝑦 𝑑2 𝑦 2
Let 𝜙(𝑥) = 𝑦 𝑎𝑛𝑑 𝜙 ′′ (𝑥) = then, if we substitute to the equation : − 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥 2 𝑥
2 2𝑥 2 −2𝑥 −1
(2 − 2𝑥 −3 ) − 2 (𝑥 2 − 𝑥 −1 ) = (2 − 2𝑥 −3 ) − ( ) = (2 − 2𝑥 −3 ) − (2 − 2𝑥 −3 ) = 0
𝑥 𝑥2
𝑑2 𝑦 2
Since this is valid for any 𝑥 ≠ 0, the function 𝜙(𝑥) = 𝑥 2 − 𝑥 −1 is an explicit solution to 2 − 2 𝑦 = 0 on
𝑑𝑥 𝑥
(−∞, 0)𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑜𝑛 (0, ∞).

“In accordance with Section 185, Fair Use of Copyrighted Work of Republic Act 8293, the copyrighted works included in this material may be reproduced for
educational purposes only and not for commercial distribution,”
NVSU-FR-ICD-05-00 (081220) Page 3 of 6
 Republic of the Philippines
NUEVA VIZCAYA STATE UNIVERSITY
Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.:-EN MATH 3 -1st-2021-2022

Sample Problem No. 2

Show that for any choice of the constant c1 and c2, the function
𝜙(𝑥) = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 is an explicit solution to the linear equation 𝑦" − 𝑦′ − 2𝑦 = 0
Solution:
𝜙 ′ (𝑥) = −𝑐1 𝑒 −𝑥 + 2𝑐2 𝑒 2𝑥 (1𝑠𝑡 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒)
𝜙 ′′ (𝑥) = 𝑐1 𝑒 −𝑥 + 4𝑐2 𝑒 2𝑥 (2𝑛𝑑 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒)
Let 𝜙(𝑥) = 𝑦, 𝜙 ′ (𝑥) = 𝑦′ 𝑎𝑛𝑑 𝜙 ′′ (𝑥) = 𝑦" then, if we substitute to the equation : 𝑦" − 𝑦′ − 2𝑦 = 0

(𝑐1 𝑒 −𝑥 + 4𝑐2 𝑒 2𝑥 ) − (−𝑐1 𝑒 −𝑥 + 2𝑐2 𝑒 2𝑥 ) − 2(𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 ) = (𝑐1 + 𝑐2 + 2𝑐1 )𝑒 −𝑥 + (4𝑐2 − 2𝑐2 − 2𝑐2 )𝑒 2𝑥 = 0

Since equally holds for all “x” in (−∞, ∞) 𝑡ℎ𝑒𝑛 𝜙(𝑥) = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 is an explicit solution to 𝑦" − 𝑦′ − 2𝑦 = 0 on
the interval (−∞, ∞). For any choice of the constant 𝑐1 𝑎𝑛𝑑 𝑐2

Implicit Solution
Definition 2. A relation 𝐺(𝑥, 𝑦) = 0 is said to be an implicit solution to equation 8 on the interval “I”
if it defines one or more explicit solutions on “I”.

Sample Problem No. 3

𝑑𝑦
Show that 𝑥 + 𝑦 + 𝑒 𝑥𝑦 = 0 is an implicit solution to the nonlinear equation (1 + 𝑥𝑒 𝑥𝑦 ) ( ) + 1 + 𝑦𝑒 𝑥𝑦 = 0.
𝑑𝑥
Solution:
Step 1: Evaluate if “y” is a differentiable function of x.
Step 2: Use the implicit differentiation. From 𝑥 + 𝑦 + 𝑒 𝑥𝑦 = 0 we obtain on differentiating with respect to “x” and
applying the product and chain rules.
𝑑 𝑑𝑦 𝑑𝑦 𝑑𝑦
(𝑥 + 𝑦 + 𝑒 𝑥𝑦 ) = 1 + + 𝑒 𝑥𝑦 (𝑦 + 𝑥 ( )) = 0 or (1 + 𝑥𝑒 𝑥𝑦 ) ( ) + 1 + 𝑦𝑒 𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑥𝑦 𝑑𝑦
Which is identical to the differential equation (1 + + 1 + 𝑦𝑒 𝑥𝑦 = 0 .Thus, relation 𝑥 + 𝑦 + 𝑒 𝑥𝑦 = 0 is
𝑥𝑒 ) ( )
𝑑𝑥
an implicit solution on some interval guaranteed by the implicit function theorem.

Note: Recall your differential calculus to understand the concept of differential equation.

Sample Problem No. 4

𝑑𝑦
Verify that for each constant “C” the relation 4𝑥 2 − 𝑦 2 = 𝐶 is an implicit solution to 𝑦 ( ) − 4𝑥 = 0.
𝑑𝑥
Solution:
When we implicit differentiate the equation 4𝑥 2 − 𝑦 2 = 𝐶 with respect to x,
𝑑𝑦 𝑑𝑦
we find 8𝑥 − 2𝑦 ( ) = 0 or 4𝑥 − 𝑦 ( ) = 0.
𝑑𝑥 𝑑𝑥

Initial Value Problem

𝒅𝒚 𝒅𝒏 𝒚
Definition 3. By an initial value problem for an nth order differential equation 𝑭 (𝒙, 𝒚, , … , 𝒏 ) = 𝟎 , we
𝒅𝒙 𝒅𝒙
mean: Find a solution to the differential equation on an interval “I” that satisfies at 𝑥0 the “n” initial
𝑑𝑦 𝑑 𝑛−1
conditions 𝑦(𝑥0 ) = 𝑦0 , (𝑥0 ) = 𝑦1 , … , 𝑛−1 (𝑥0 ) = 𝑦𝑛−1 , where 𝑥0 𝜖𝐼 and 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 are given
𝑑𝑥 𝑑𝑥
constants.

In the case of first order equation, the initial conditions reduce to the single requirement 𝑦(𝑥0 ) = 𝑦0 , and in case
𝑑𝑦
of a second order equation, the initial conditions have the form 𝑦(𝑥0 ) = 𝑦0 , (𝑥0 ) = 𝑦1 .
𝑑𝑥
The terminology initial conditions comes from mechanics, where the independent variable “x” represents time
and is customarily symbolized as “t”. Then if 𝑡0 is the starting time, 𝑦(𝑡0 ) = 𝑦0 represents the initial location of an
object and 𝑦′(𝑡0 ) gives its initial velocity.
“In accordance with Section 185, Fair Use of Copyrighted Work of Republic Act 8293, the copyrighted works included in this material may be reproduced for
educational purposes only and not for commercial distribution,”
NVSU-FR-ICD-05-00 (081220) Page 4 of 6
 Republic of the Philippines
NUEVA VIZCAYA STATE UNIVERSITY
Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.:-EN MATH 3 -1st-2021-2022

Sample Problem No. 5

𝑑2 𝑦 𝑑𝑦
Show that 𝜙(𝑥) = 𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥 is a solution to the initial value problem 2 + 𝑦 = 0; 𝑦(0) = −1; (0) = 1.
𝑑𝑥 𝑑𝑥
Solution:
𝑑𝜙 𝑑2 𝜙
Observe that 𝜙(𝑥) = 𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥, = cos 𝑥 𝑎𝑛𝑑 𝑠𝑖𝑛𝑥, and = −𝑠𝑖𝑛𝑥 + cos 𝑥 are all defined on (−∞, ∞).
𝑑𝑥 𝑑𝑥 2
Substituting into the differential equation gives
(− sin 𝑥 + cos 𝑥) + (𝑠𝑖𝑛𝑥 − cos 𝑥) = 0 which holds for all 𝑥𝜖(−∞, ∞). When we check initial conditions, we find
𝑑𝜙
𝜙(0) = sin 0 − cos 0 = −1, (0) = cos 0 + sin 0 = 1
2
𝑑𝑥
𝑑 𝑦 𝑑𝑦
Which meets the requirements of 2 + 𝑦 = 0; 𝑦(0) = −1; (0) = 1. Therefore, 𝜙(𝑥) is a solution to the given
𝑑𝑥 𝑑𝑥
initial value problem.

Existence and Uniqueness of Solution

𝑑𝑦 𝜕𝑓
Theorem 1. Given the initial value problem = 𝑓(𝑥, 𝑦), 𝑦(𝑥0 ) = 𝑦0 , assume that 𝑓 𝑎𝑛𝑑 are continuous
𝑑𝑥 𝜕𝑦
functions in a rectangle 𝑅 = ሼ(𝑥, 𝑦): 𝑎 < 𝑥 < 𝑏, 𝑐 < 𝑦 < 𝑑ሽ that contains the point (𝑥0 , 𝑦0 ). Then the initial
value problem has a unique solution 𝜙(𝑥) in some interval 𝑥0 − 𝛿 < 𝑥 < 𝑥0 + 𝛿, where 𝛿 is a positive
number.

First, when an equation satisfies the hypothesis of Theorem 1, we are assured that a solution to the initial
value problem exists. Naturally, it is desirable to know whether the equation we are trying to solve actually has
a solution before we spend too much time trying to solve it.
Second, when the hypothesis are satisfied, there is a unique solution to the initial value problem.
Graphically, the theorem says that there is only one solution curve that passes through the point (𝑥0 , 𝑦0 ).In other
words for this 1st order equation, two solutions cannot cross anywhere in the rectangle. Notice that the existence
and uniqueness of the solution holds only in some neighborhood(𝑥0 − 𝛿, 𝑥0 + 𝛿). Unfortunately, the theorem
does not tell us the span (2𝛿) of this neighborhood (merely that it is not zero).

Sample Problem No. 6

𝑑𝑦
For the initial value problem = 𝑥 2 − 𝑥𝑦 3 , 𝑦(1) = 6 does Theorem 1 imply the existence of a unique solution?
𝑑𝑥
Solution:
𝜕𝑓
Here 𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 3 𝑎𝑛𝑑 = −3𝑥𝑦 2. Both of these functions are continuous in any rectangle containing the
𝜕𝑦
point (1,6), so the hypothesis of Theorem 1 are satisfied. It then follows from Theorem 1 that the initial value in
this problem has a unique solution in an interval about x=1 of the form (1 − 𝛿, 1 + 𝛿), where 𝛿 is some positive
number.

Sample Problem No. 7

2
𝑑𝑦
For the initial value problem = 3𝑦 3 , 𝑦(2) = 0, does theorem 1 imply the existence of a unique solution?
𝑑𝑥
Solution:
2 1
𝜕𝑓 𝜕𝑓
Here 𝑓(𝑥) = 3𝑦 3 𝑎𝑛𝑑 = 2𝑦 −3. Unfortunately is not continuous or even defined when y=0. Consequently,
𝜕𝑦 𝜕𝑦
there is no rectangle containing (2,0) in which both 𝑓 𝑎𝑛𝑑 𝜕𝑓/𝜕𝑦 are continuous. Because the hypothesis of
theorem 1 do not hold, we cannot use Theorem 1 to determine whether the initial value problem does or does
not have a unique solution. It turns out that this initial value problem has more than one solution.

“In accordance with Section 185, Fair Use of Copyrighted Work of Republic Act 8293, the copyrighted works included in this material may be reproduced for
educational purposes only and not for commercial distribution,”
NVSU-FR-ICD-05-00 (081220) Page 5 of 6
 Republic of the Philippines
NUEVA VIZCAYA STATE UNIVERSITY
Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.:-EN MATH 3 -1st-2021-2022

VI. LEARNING ACTIVITIES

1. Understand and familiarized the definition and classification of differential equation, this includes
the different basic solution of DE.

VII. EVALUATION (Note: Not to be included in the student’s copy of the IM)

VIII. ASSIGNMENT

1. Research and study in advance the solutions of some 1 st degree order differential equation.

X. REFERENCES

R. Kent Nagle, Edaward B. Saff & Arthur David Snidere, Fundamentals of Differential Equations with
Boundary Value Problems, 5th Edition © 2008

PREPARED BY:

MARY ABEGAIL P. CADANG

“In accordance with Section 185, Fair Use of Copyrighted Work of Republic Act 8293, the copyrighted works included in this material may be reproduced for
educational purposes only and not for commercial distribution,”
NVSU-FR-ICD-05-00 (081220) Page 6 of 6