LECTURE NOTES IN MATH 31

 
Definition
Differential equation(DE)__ is an equation containing at least one
derivative.
Examples:
a. (2xy +)dx +2y dy = 0
b. [ ] –x [ + = 0
c. (x – 1 ) y” + xy’ +y =0
d. + 2y =3
Types of Differential equations (DE):
1. Ordinary DE---- an equation consisting only one independent
variable, thus having only ordinary derivatives in the equation.
Examples, a, b, and c.
2. Partial DE– an equation containing two or more independent
 
in the equation. The degree of a DE is the degree (exponent) of the
highest ordered derivative which appears in the equation. Examples:
a----- First order, First degree
b---- Third order, Second degree
c. --- Second order, First degree
d. --- First order, First degree
Types of solutions of DE
a. General solution– the solution has at least one arbitrary constant
Example: - 3y = C, where; C= arbitrary constant
b. Particular solution– the solution has no arbitrary constant
Example: 2xy + - 2 = 0
 
d. = 5y
d. x[ + [- y =0
d. Y’’’ + 4y’ + 3y = x
e. (=
f. ( =
g. = 3
h. = 3 + x
i. =
j. =
k. ( = k [ 1 + (
 
Solutions to the first order DE
A. Variable separable type
Standard form: P(x)dx + Q(y) dy =0
General solution: (y) dy =0
In the solution of an ordinary first –ordered differential equation, the simplest
is the one in which the variables, say x and y, can be separated. By this, it
means that the function of x times dx is separable from the function of y times
dy.
Example #01: Solve the differential equation
(x-2)dy + (y+3)dx =0
Solution:
+ =0; then integrate
+ =0
 
ln(y +3) + ln (x-2) = lnC ; ln(y+3)(x-2) = ln C
Thus; the solution is; (y+3)(x-2) =C
Example#02:
Find the particular solution of ydx – 4 dy =dy; x=4 when y=1
Solution:
- =0; then integrate
- =0
Thus; for (+4) = (x + (2; where; a= 2; and u=x
Therefore;
Arctan - ln y = C; when y=1, x =4; C= Arctan 2
The particular solution is;
Arctan - ln y = Arctan 2
 
Example Problem#03
Find the general solution of y’= y secx
Solution:
= y secx
= secx dx; then integrate
- =0
lny – ln(secx + tan x) = ln C
ln y = ln (C ) + ln (secx +tanx)
lny=ln[C( sec x +tanx)]
y= C (secx + tan x)
Example Problem#04
Solve: sinx sin y dx + cosx cosy dy =0
Solution:
 
Divide each term by and integrate
+ =
-ln cosx + ln siny = lnC
ln = lnC
Siny =C cosx
Or

Thus; siny = C cosx

 
Example#05
Solve xy’ (2y-1) = y(1-x)
Solution:
= ; then integrate
= -
2y – ln y= lnx –x + C
2y + x = lny + ln x + C
2y + x = ln(xy) + C
Or
ln(xy) = 2y +x +C; Note: C is an arbitrary constant which can be placed in either
side of the equal sign.
 
Example #06
Solve: 2xy = 1 +
Solution:
2xydy = (1 +) dx
= ; then integrate
=
Consider; ; Let u= 1 + ; du = 2ydy; CF=
= ln x
ln(1 + ) = lnx
ln(1+) – ln x = ln C
=C
 
Thus; (1 + ) = xC; when y= 3 and x=2;
(1+
1+=5x
Supplementary Problems
Solve the following DE
1. xdx +(y +1)dy =0; Ans. (x-1) - - = C
2. x(y-1)dx + (x+1) dy =0; y= 2 when x=1, determine y when x=2. Ans. y=1.55
3. = ; Ans. ln = C
4. lnx = ; Ans. lnx - + = C
5. ydx-4dy= dy; x=4 when y= 1; Ans. Arctan - lny = Arctan 2
6. ydx = (4+) dy Ans. ( 4 + ) =C
 
7. = ; Ans. 2(1+x - 2(2-y= C; or(1 +x - = C₁ where; C₁=
8. (x-1)dy + (y-2) dx =0; Ans. (x-1)(y-2) = c
9. dx = dy; y= when x=1. Ans. Arcsin x- Arcsin y =
10. xy dx + tan y dy =0; Ans. + = C; or + y =
Or +

Additional Problems: Solve the DE.

1. 2ydy = (+ 1) dx Ans. y=
2. Xdx + secx siny dy =0 Ans. cosy= xsinx + cos x + C
3. = ; y=1, when x=0 Ans. 2 =+ + 3
4. (-1) + dy = 0 Ans. = + x + C
 
5. =(1 + )(- 1) Ans. ln[] =2(x-+ c )
6. xydx - ( Ans. lny=ln C(+1
7. =; y(0) = 1 Ans. y(t) =
8. yy’ = Ans. x(y+1) = ( 1 + Cx)
9. (1 + lnx)dx + (1 +ln y) dy=0 Ans. xlnx + ylny =c
10. (y+2)dx + (x-2)dy Ans.
11. tanydx + (x+1)dy =0 Ans. ( x+ 1) sin y = C
12. dx – (1-x)dy =0 Ans. yln C (x-1) =1
13. tanydx + tanxdy =0 Ans. sinxsiny =C
14. ( 1+ + xy = 0 Ans. lny + ln(1 +
15. Xdx-4ydy =0; y=2 when x=5 Ans. -4= 9
16. If dy=dx, what is the equation of y in terms of x if the curve passes
through ( 1, 1)? Ans. -3y + 2 =0
 
17. Solve the DE dy-xdx=0 if the curve passes through (1,0).
18. ydy = xdx Ans.
19. xlnxdx -2dy = 0 Ans. ( ln-1) + 4 = 0
20. yy’ = Ans. X(y+1) = (1 +cx )

Homogenous Differential Equation

Definition. If M (x,y) and N(x,y) are homogenous of the same degree, the DE is
homogenous.
M(x,y)dx + N(x,y)dy = 0
To test if the DE is homogenous or not is to replace the variable x and y in
M(x,y) and N(x,y) by tx and ty.
M(tx,ty) = M(x,y)
 
N(tx,ty) = (x,y)
If m=n then the DE is homogenous. To solve HDE make a substitution let x= vy
or y=vx, the HDE has the form,
f(v)dv + f(x) dx =0 or
f(v)dv + f(y)dy = 0 Thus; the DE can be solve by variable separable approach,
then return to the original variable x and y to find the solution. Note: If N is
more simple than M, then use y=vx; dy =vdx + xdv
Example Problem #01
Solve the DE (+ )dx –xy dy =0
Solution:
Let y= vx; dy= vdx + xdv; then Substitute
(- x(vx)(vdx +xdv) =0
+ ; divide by
- = 0 ; Thus, dx –xvdv = 0
 
= vdv ; Integrate; Variable separable
lnx = + c; Substitute v=; Thus, lnx = + C
Example #02
Solve (x+y)dy = (x-y)dx
Solution: let y=vx, then dy= vdx + xdv; Substitute
(x +vx)(vdx +xdv) –(x-vx)dx =0
vxdx + +v
( + (1 +v)dv=0
+ =0; Then integrate
+ =0
ln +ln (; Multiply by 2 both sides
lnx² + ln (;
 
(+2v-1)=c ; Substitute v=y/x; )+
Thus, -2xy -=C ;or -2xy - =C
Example #03
Find the complete solution of (+ )dx -2xy dy =0
Solution: let; y=vx; dy= vdx +xdv; Substitute
(

dx -; Regrouping and integrate

- = 0; - = 0
-2( - =0; lnx + ln(1-) =ln C
x(1-) =C; Substitute; x[ 1- ] = C; x[] =C or
 
Example#04. Find the general solution of: (6-7
Solution:
let y=vx; dy= vdx + xdv; Substitute
(6; Divide by
(6-7)dx – 14 Thus; (6-21- (14xv)dv=0
- = 0; Thus; lnx+ =C
lnx + ln(2- 7)= lnC; Substitute; v=
lnx + ln[ (2-7()]= lnC; x =C or
X =
 
Example #05
Determine the particular solution of dy – (
Solution:
Let: y=vx; dy= vdx +xdv; Substitute
=0
Divide each term by and simplify
;
; Thus; ; (variable separable); integrate,
- = 0; Thus; - ln x =C; Then, Substitute; v=
- ln x =C ; when y=0 and x=1 and C=0
The particular solution is; = 3lnx
 
Example #06
( + 7xy +16)dx + dy =0; when x=1, y=1
Solution:
Let: y= vx, dy= vdx + xdv; then substitute
(
( + xdv = 0; then, + ; then integrate;
+ = 0 ; Thus; lnx - = C; Substitute
lnx - = C; Thus ; lnx - = C; Substitute when x=1, y=1 then solve C
ln(1) - = C; C= -
The particular solution is: lnx - = - or 5(4x+y)lnx = (x-y)
 
Problems in HDE
1. (x-y)(4x+y)dx +x(5x-y)dy =0 Ans. x(x+y = c(2x-y)
2. y’ =4+ 7xy +2 Ans.
3. (x+y)dx –xdy =0 Ans. Y =xlnx-Cx
4. ( –xydy = 0 Ans. lny= + C
5. (x+y) dx + ( x-y)dy = 0 Ans. +2xy -=C
6. (x-2y)dx + (2x +y)dy =0 Ans. 4 Arctan + ln (
7. Y(; Ans.
8. ; when x=2, y=1 ; Ans. 4(2y +x)lny=2y-x
9. xydx- (x +2ydy =0 Ans. x-yln(x+) = cy
10. (2x-3y)dx – (2y +3x) dy =0 Ans. -3xy -= c
 
Additional Problems
1. (-xy)dx + dy =0 Ans. Y=
2. (y +3x)dx +x dy = 0 ; when x=1 and y=3; Ans. 3+ 2xy = 9
3. (3x+2y)dx +2x dy =0; Ans. ln x( =C
4. (y- ) dx –xdy =0 ; Ans. + y =C
5. (y + 3x)dy + (x-y) dx =0 ; Ans. x+ y = C
6. (; Ans.
7. xydx-( Ans. =4ln
8. ( ; Ans. (
9. (-xy + ; Ans. (x-y) =c
10. = 4+7xy + 2 Ans. (y+2x) =c (y + x)
 
Exact Differential Equation
Definition: If the partial derivative of M(x,y) with respect to y and partial
derivative of N(x,y) with respect to x are equal then the DE is exact. Thus
=, the DE is Exact
Solution of Exact Differential Equation;

where: integral of M with respect to x treating the variable y as constant.

derivative with respect to y of
Substitute the variables and perform the operation to solve the solution of the
EDE.
 
Example Problem #01
Solve the DE (6x +
Test:
M=(6x + )dx : = 2y
N =(2xy-3)dy: = 2y; Thus DE is exact
+
+
3(3
3+x
3 =C
3+ x- = C
 
Example #02
Find the general solution of (2x + y)dx + xdy =0
Test: M=(2x + y)dx ; = 1; N= xdy; =1; Therefore; DE is Exact
+
)- C
+ xy + (
+ xy +dy = C
Thus; + xy = C or xy= C-
Thus the gen. solution is: y =
 
Example #03
Solve (2xy - 2xy +1)dx + (sin
Test: M= (2xycos-2xy +1)dx: = 2xcos-2x
N= (sin-)dy: = 2xcos -2x; The DE is Exact
+
+
(ysin- 2y + x)+

(ysin-+ x) +
Thus; ysin-y+ x = C
 
Example #04
Solve (3
Test: DE is exact since = = 6xy
+

+ + ( + )]dy = C
+

+ = C, Thus:
 
Example #05
Solve (cos2y-3
Solution:
The DE is exact since

+
( xcos2y- ) +(xcos2y-
xcos2y-+ +2xsin2y +2]dy = C
xcos2y - + sin2y =C
 
Supplementary Problems
Solve the following DE
1. (2xy-tany)dx – (
2. ; or
3. +2+ =C
4. (2xy-3)dx +(; Ans. y +
5. (y-2)dx +(x-6x- 2y)dy =0; when y=2, and x=0
Ans.
6. dx + [ln(2x-2) + ] dy =0; Ans. Yln(x-1) +lny+yln2 =C
7. (4x-2y +5)dx +(2y-2x)dy =0 ; Ans. 2-2xy +5x +=c
8. (3+3x)dx + (3; Ans. +
9. dx -dy =0; Ans. x=cy
10. (6+4xy +)dx + (2+2xy-3; Ans. 2+2
 
Additional Problems
1. (2 Ans. - - 2xy+3x=c
2. (+y) + (+x)y’ =0; Ans. xy ++ =c
3. + { + - = c
4. (2x +ycos(xy)dx + xcos(xy)dy =0; Ans.
5. (2x+y-4)dx +(x-2y +3)dy=0; Ans.
6. (3+2ysin2x)dx +(2x +3)dy=0;Ans. - ycosx+y+=C
7. (3+ )dx +(2ln3x + )dy=0; Ans. + 2yln3x +3lny=c
8. dy + (2ln5y + ) dx=0; Ans. lnx +2x ln5y = c
9. sin2xdx -3; Ans. (1+cos2x) = c
10. =dx; Ans. 4x += cy
 
Linear Differential Equation
Standard form: + P(x)y= Q(x)__ linear in y.
Solution: y = dx +C
Standard form: +P(y)x = Q(y)—linear in x
Solution: x = dy +C

Example Problem #01

Solve: x() +2y =
Solution:
Dvide each term by x; + = ; linear in y
P= ; Q =
Solving for integrating factor; = = =
 
Substitute the values
y = = + C; Thus;
y= +C ; 5y = + C ; or 5y= + c
 
Example Problem #02
+ y =; Standard form; linear in y
Solution:
P(x)= ; Q(x) =
Solving for integrating factor; = = x
yx= xdx +c = Thus:
yx= + c;
Y= +
 
Example #03
Solve: cos x + y sin x =1
Solution: Divide by cosx
+ y = ; linear in y
P(x) = = tanx; Q(x) = secx
Solving for integrating factor
= = = secx
Thus: ysecx = = tanx + c
The solution: ysecx = tanx + c
Or; y = + = +
y= sinx + c cosx
 
Problem#04
Solve: (
Solution:
Divide by xdx
+ - = 0; Thus: Converting into standard form
- = ; linear in y
P(x) = ; Q(x) =
Solving for integrating factor
= = =
Thus: y = dx + c =
The solution:
y= or 2y= + ; where: = 2 C
 
Example #05
Solve: + = - 3; Standard form
Solution:
P(x) = ; Q(x) = -3 ; linear in y
Solving for integrating factor
= = = x; Thus:
yx = = -3
yx = - +c
y=
 
Supplementary Problems
Solve the following linear DE
1. y’ = csc x-y cotx Ans. ysinx =x +C
2. (3x-1)y’=6y-10(3x-1 Y=2(3x-1 + C (3x-1
3. Xy’ +y =-3x Ans. Y= - + C
4. y’ – 2xy = ; y=2, when x=1; Ans. y= +2
5. ydx - 4x dy =dy; x=4 when y=1; Ans. 2x=
6. + = 2y Ans. x= +C ; for checking
7. -2xy=+ 3; y=2 when x=1; Ans. y =+2-
8. (y-x)dx = cosx dy Ans. y(secx+tanx)=x-cosx + c
9. Y’ = -2xy; x=1 when y=1; Ans. 2y=- 1 + 2
10. (1+3xsiny)dx - cosydy =0 Ans. 4xsiny = c
 
Additional Problems
1. (2x+3)y’ =y + (2x +3 ; when x=1, y=0; Ans. 2y=(2x+3 ln(2x +3)
2. (1 +xy)dx –(1 +)dy =0; Ans. y = x +c(1 +
3. tds = (3t +1)s dt + Ans. s= + C t
4. y - 2x = 3-2; y=1 when x=1 Ans. x= 3lny + 1
5. (1 + )y’ + xy = (1 + Ans. y(1+ = ln x + C
6. = 1 + 3y tanx Ans. yx = sinx - + C
7. 2y dx = ( ; Ans. y = x -2 ln(x +1) + C
8. (y-x +xy cotx)dx +xdy =0 ; Ans. xysinx = C + sinx –xcosx
9. Y’ - = ; x=1 when y=0; Ans. y=
10. dx – (1 + 2x tany)dy =0; Ans. 2x + Cy = y + sin2y
 
Solutions with Linear Coefficients
Definition: Equations with linear coefficients that is equations in the form,
(; where:
and are constants. Take note if and are equal to zero, the equation
becomes homogenous.
Procedures for solving Equations with Linear coefficients
1. If ≠ then use the transformation
x= u + h and y= v + k where h and k are constants, u, v are new variables
that will change
2. Algebra shows that such transformation exists if the system of equations;
; ; has a solution.
The substitution x=u+h and y= v+k transform the DE into Homogenous eq.
3. Solved the HE by homogenous approach and return to orig. variable x,y.
 
Example #01
Solve (x-4y-3) dx – (x-6y-5) dy =0
Solution:
x-4y -3 =0
-x+6y+5=0
_________________
2y + 2 =0
Thus: y = -1
1f y=-1, then x- (4)(-1)- 3 =0; x= 3 -4 = -1 ; Point of intersection (-1,-1); h=-1, k=-1
Let: x= u +h, = u – 1; y= v +k; y= v- 1; Substitute to DE
[(u-1) – 4(v-1) -3]du – [(u-1)-6(v-1)-5]dv =0; Thus;
(u-4v)du –(u-6v)dv =0; HDE; let u=vw; du= vdw +wdv
(vw-4v)(vdw +wdv)-(vw-6v)dv=0
 
lnv + =0
= + ;
A= -1; B = 2
lnv – ln(w-3) + 2 ln(w-2) = ln c ; = c; Substitute w=
V =c
Express the equation in terms of x and y
(x-2y-1 = (3-3y-2) C
 
Problem #02
Find the general solution of (3x + 2y + 7)dx +(2x –y)dy =0
Solution:
3x + 2y +7 =0
2x –y =0; Multiply by 2
3x + 2y + 7 = 0
4x -2y =0
___________
7x =-7; Thus x = -1 and y= -2; It intersect at (-1, -2);
Let x= u-1; y = v-2; Substitute
[3(u-1) +2(v-2) +7]du +[2(u-1)-(v-2)]dv =0
(3u + 2v) du + (2u-v)dv =0; The DE is EDE; The new equation is;
3udu +2v du +2udv-vdv =0 ; 3udv-vdv +2(vdu+udv) =0; Integrate
+ 2=0
 
3- + 4uv = C
Substitute the values of u and v; where; u=x+1; v= y+2
3(+ 4 (x+1)(y+2) =C; Simplify
3+4xy- + 14x =C
 
Problem#03
Solve (x+y-1)dx + (2x+2y +1)dy=0
Solution: No points of intersection; thus, lines are parallel.
Let: z=x+y; dz= dx + dy; dy= dz-dx
Substitute to the DE
(z-1)dx + (2z+1)(dz-dx)= 0
(z-1)dx – (2z+1)dx + (2z+1)dz= 0
-(z +2)dx + (2z +1) dz =0; By variable separable approach
Divide by (z+2)
-dx + = 0; -dx + (2- ) dz= 0; then integrate
+ 2- dz = 0; -x +2z -3 ln(z+2) = -c
-x + 2(x+y)-3ln(x+y+2) = -C
x +2y +c = 3 ln(x+y +2) 0r x - 2(x+y) + 3 ln(x +y+2) = C
 
Problem #04
Solve (3x + y -2)dx + (3x +y +4)dy =0
Solution:
No points of intersection
Let z=3x +y , dz= 3dx +dy; Substitute
(z-2)dx + (z+4) (dz-3dx)
(z-2) dx + (z+4)dz -3(z+4)dx =0; Thus; (z-2-3z-12)dx +(z+4) dz =0
-(2z +14)dx + (z+4)dz=0; -2(z+7)dx + (z+4)dz =0; Variable separable;
Divide by (z+7); -2dx + =0; Integrate;
-2dz =
-2x + dz= C; -2x + = C
-2x +z -3ln(z+7) = -C; Substitute the value of z;
-2x +3x +y-3ln(3x+y+7)=C; x+y +C = 3ln(3x+y+7)
 
Problem#05: Find thr general solution of ; (6x-3y+2)dx +(y-2x+1)dy=0
Solution: No intersection; they are parallel lines
Let: v= y-2x ; or y= v +2x; dy= dv + 2dx; Substitute to DE
(-3v +2)dx + (v+1)(dv +2dx) =0; Expand and simplify
-3vdx + 2dx + vdv + dv + 2vdx + 2dx =0
(4 - v) dx + (v +1) dv = 0; Divide by (4-v)
dx + dv =0 ; integrate; ] dv =C
x – v -5 ln(4-v) =C; Since; v = y- 2x; Thus;
x – (y – 2x) – 5 ln( 4- y – 2x ) = C
3x - y – 5ln(4 –y + 2x ) = C
 
Supplementary Problems
1. (2x-3y + 4 )dx +3(x-1)dy =0 ; when x=3, y=0 ; Ans. 3(y-2)= - 2(x-1)ln
2. (x-2)dx + 4(x+y-1)dy =0; Ans. 2(y+1) = - (x+2y) ln (x+2y)c
3. (x-4y-9)dx + (4x +y-2)dy =0; Ans. ln - 4 Arctan + C
4. (2x-y)dx +(4x+y-6)dy =0 Ans. (x + y -3 = C(2x + y – 4)
5. (x+2y-1)dx –(2x+y-5)dy =0 Ans. (x – y - 4 =c (x + y - 2)
6. (x – y - 1)dx -2(y - 2)dy =0 Ans. (x - 2y + 1)(x + y - 5= c
7. (2x-5y +12)dx +(7x-4y +15)dy =0; Ans. (x + 2y - 3= (x - y + 3)c
8. (2x +3y -1)dx -4 (x+1) dy =0 Ans. ( 2x - y + 3 = (x + 1
9. (y-2)dx – (x-y-1) dy =0 Ans. x - 3 = (2 - y) ln C(y - 2)
10. (x-4y-3)dx – (x-6y-5)dy=0 Ans. (x-2y-1 = C(x-3y-2)
 
Bernoulli,s Equation
Standard form:
+y P(x) =
General solution:
= dx +C
 
Example Problem#01
Solve: + = 3 ; Bernoulli’ in y
n=2; 1-n = -1; P (x) = ; Q(x) = Thus;
= dx + C
=-
=-
(=-
=- +C
 Example Prob#02
Solve: + = (2); Divide by 3
+ = std. form; Bernoullis in y
P(x) = ; Q(x) = ; n = 4; 1- n = -3
=
= dx +C
=
= -2 + C
= -2 + C
= +C
= +C
=(C-
 
Example #03
Solve: (
Solution:
Divide by dx(-2xy)
+ = ; converting to standard form
- = - ; Thus; Bernoullis in y; n= -1; P(x)= ; Q(x) = ; 1-n = 1 +1 = 2

= dx +C
= 2 dx + C
= dx + C
+ C; or = + ; or 4 + = Cx; Where ; C= 4
 
Example Problem#04
Solve: dy + ydx = 2x
Solution: Divide by dx
+ y = 2x; Bernoullis in y
P(x) =1 ; Q(x) = 2x; n = 2 ; 1-n = -1
=
= -1 dx + C
= -2dx+C
= -2 + C
= -2 + C
= - + C;
= - + C ; or y (C- ) =1
 
Example #05
Solve: - =
Solution:
This is std. form; Bernoulli’s in y; P(x) = ; Q(x)= ; 1-n = 1- =
= dx +C
= +C
= dx +C
= dx + C
= +C
= + C ; or = +C; or y =[ + C
 
Supplementary Problems
S0lve the following DE.
1. 2 - = 5 Ans. + = C
2. (+ 6)dx- 4xy dy =0; when x=1; y=1 ; Ans. 2= (3x-1)
3. dx- 2xy dy = 6dy Ans. = (C- 4)
4. (3siny-5x)dx + 2coty dy =0 Ans. (x-siny) = yC
5. siny(x+siny) dx + 2cosy dy = 0 Ans. (3x +sinyC =y
6. = Ans. = (2 - - C
7. + y = x Ans. =
8. 6 Ans. Cy = (2
9. 2uv = - 2 Ans. = u(C-)
10. (tanx sin2y) = Ans. C=sinx (3
 
Application of First Order Differential Equation
Decomposition and Growth
Mathematical Model
𝛂 P or = kP
Where: k= constant of proportionality; (+) for growth rate; (- )for decomposition
rate
P= no. of inhabitants at any time t
= rate of change of the population
The growth rate or death decomposition rate is proportional to the population
present. Thus;
=kP; Integrate, = k; then, ln P = kt + C
Example Problem #01
The rate of population growth of a country is proportional to the number of
inhabitants. If the population of a certain country now is 40 million and 50
million in 10 years time, what will be its population 20 years from now?
Solution:
ln P = kt + C
When t=0, P = 40 M; Thus,
ln 40 = 0 + C; C= ln 40
Then , lnP = kt + ln 40;
When t= 10 years, P= 50 M; Thus;
ln 50 = 10 k + ln 40
k= 0.0223
When t= 20 years; P=P
lnP= 0.0223(20) + ln 40; P= 62.482 M or P=62.5 M
 
Example Problem #02
The population of a country doubles in 50 years. How many years will it be 5
times as much? Assume that the rate of increase is proportional to the no. of
inhabitant.
Solution:
ln P= kt + C General solution
When t= 0, then P= ; ln =k(0) + C; C= ln
When t = 50nyears; P= 2
ln 2 = k (50) + ln ; Then k=0.0138629
When t=?, P=5
ln 5= 0.0138626t + ln
t= 116 years
 
Example Problem #03
Radium decomposes at a rate proportional to the amount present. In 100
years 100 mg of radium decomposes to 96 mg. How many mg will be left after
another 100 years? What is the half life( the time required to decompose half
the initial amount) of radium?
Solution:
Let S be the amount of radium at any time t (mg)
lnS =kt +C, or S= or S =
When t= 0; S= 100 mg; ln 100= k(0) + C; C= ln 100
When t= 100 years, S= 96
ln 96 = k(100)+ ln 100; k= -0.0004082
Thus; lnS =-0.0004082t + ln 100
When t= 200 years
lnS= -0.0004082(200) + ln 100
Thus; S= 92.16 mg
To get half life of radium; Use S = 50 mg
lnS= kt + C
ln 50 = - 0.0004082t + ln 100
t= 1698.057 years
Problem Solving.
1. The population of the Philippines in 1986 was 60 M and at present (1996)
is 65M. If the rate of population growth is proportional to the population,
find the population in the year 2000?
2. The population of a certain community follows the law of exponential
change. If the present population of the community 1s 144,000 and 10
years ago was 100000, when will the population double? In ten years
what will be the population of the community?
3. A bacteria decomposes at a rate proportional to the amount present. If
the bacteria has a half life of 30 minutes, what percent of the original
amount is expected to remain after 54 minutes.
4. A bacteria is known to grow at a rate proportional to the amount
present.After 60 minutes, 1000 strands of bacteria are observed in the
culture, and after 240 minutes 3000 strands. Find (a) an expression for
And (b ) the number of strands of the bacteria originally in the culture.
5.The rate at which radioactive nuclei decay is proportional to the number of
such nuclei that are present in a given sample. Half of the original number of
radioactive nuclei have undergone decomposition in a period of 50 years.
What percentage of the original radioactive nuclei will remain after 150 years.
In how many years will only one-fifth of the original number remain.
 
Newton’s Law of Cooling
Newton’s law of cooling states that the rate of change of a temperature of a
body, immersed in a medium when temperature differ from it is
proportional to the difference between it and the medium.
In mathematical equation; 𝛂 ( = -k (;
Where:= temperature of the body at any time t
= temperature of the medium at any time t
= rate of change of temperature in the body
-k = proportionality constant,(-) negative sign denotes the body is
being cooled: if the body is being heated the sign becomes (+).
 
Example Problem#01
A metal with temperature C is submerged in a large body of liquid of
temperature C. After 1 minute, the temperature of the metal dropped down
to C. When will be the metal temperature be ? After 40 seconds, what will be
the temperature of the metal?
Solution:
Let : = temperature of the metal at any time t
= temperature in air
= -k (
Given condition:
t= 0; = C; = C
t= 1 min;
Required;
a. t=?; =
b. t= 1 min. = ?
 
=-k(
= k dt
=k
ln (Tm-8) =kt + C or ln Tm = ln 8 – kt + C
Tm= 8 +
When Tm= C; t= 0
ln( 40-8) = K(0) + C; Thus; ln 32 = C
ln (Tm-8) = - kt + ln 32
When t= 1 min; Tm= C
Thus; ln (30-8) = - kt + ln 32
-0.374693449 = - k(1); k= 0.374693449
When Tm= C, t =?
Ln (15-8) = 0.374693449 t +ln 32
t= 4 minutes
 
b)Cont’n
Solving Tm when t= 40 seconds
Tm = 8 + 32 (
Tm= 32.926℃
Problem #02
According to Newton’s law of cooling, the rate at which heat is lost by a heated body is proportional
to the difference in temp. between the body and the surrounding medium(when that temp. is very
small). If a thermometer is taken outdoor where the temperature is 5℃, from a room in which the
temperature is 20℃, and the reading drops 10℃ in 1 minute, how long after its removal from
the room will the reading be 6℃. After 30 seconds, what will be the temperature reading?
Solution:
= k (Tb-Tm)
Where:
Tb= is the temperature of the body at any time t

 
Tm= is the constant temperature of the medium
K= proportionality constant
Tm = 5℃
= k(Tb – 5) ; Integrate
ln(Tb -5 ) = kt + c
Tb = C₁+ 5
When t=0; Tb= 20℃ and C = 15
when t = 1 min; Tb= 10℃; = 15;
10 = 15; k = - 1.1
Tb = 15 + 5
when Tb= 6℃
 6 = 15 + 5
t= 2.5 minutes
when t= 30 sec
Tb = 15+ 5
Tb= 13.7 ℃
Problems:
1.A thermometer reading 18℉ is brought into the room where the
temperature is 70℉. A minute later, the thermometer reading is
31℉. Determine the temperature reading 5 minutes after the
thermometer is first brought into the room. Ans. 57.68 ℉
2. A thermometer is used to record the temperature of boiling water
at sea level, the pressure being 760 mm Hg. Then it is removed and
place over ice. At the end of 1 minute, the temperature is 50℃. Find
the time when the temperature is 10℃. Ans. t= 3.32 min.
3. At 1:00 pm, a thermometer reading 70℉ is taken outdoors where
the temperature is -10℉, at 1:02 pm the reading is 26℉, at 1:05 pm,
the thermometer is taken back indoors where the air is at 70℉.
What is the thermometer reading at 1:09 PM. Ans 56℃
Mixture Problems (Non-Reacting Fluids)
The basic mathematical model is mixing problems.
= input rate - output rate
= is the rate of change of concentration of the substance
Assumptions: The concentration is kept uniform in the mixture.

Example Problem:
In a tank, there are 100 liters of brine containing 50 kg total of dissolved salt.
Pure water is allowed to run into the tank at the rate of 3 liters a minute. Brine
runs out of the tank at the rate of 2 litres a minute. The instantaneous
 
concentration in the tank is kept uniform by stirring. How much salt is in the
tank at the end of 1 hour?
Solution:
Let: Q be the amount of salt in the mixture
100 + (3 -2 )t = 100 + t = volume of mixture at any time t
= concentration of salt
= rate of gain- rate of loss
=0–2(
= -2 + C
ln Q = - 2ln (100 + t) + C; general solution
when t= 0; Q = 50 kg
ln 50 = - ln
 C = 13.12236 (100 + t+ C

when t= 60 min; Q= ?
ln Q = -ln ( 100 + 60+ 13.12236
ln Q = 2.972
Q= 19.53 kg
whose salt concentration 1.5 lb per gallon flows into the tank at the rate of 3 gallons per minute. The
mixture flows out at the rate of 2 gallons per minute. Find the salt content of the brine at the end of 40
minutes.
Solution:
Let:
S = be the amount of salt in the tank at any time t
C= the concentration of brine in the tank at any time t
= the concentration of brine that flows into the tank at any time t
 
V volume of brine in the tank at anytime

= the volumetric rate of inflow in container

= the volumetric rate of outflow
Equation:
= input rate – output rate
where:
input rate = = 3(1.5) = 4.5 lb/min
Output rate = = 2C
C= = = = ; thus:
= 4.5 - ; standard formula; linear in S
or
+ = 4.5
Solving for the integrating factor
𝔲(t) = = = ( 80 + t
The general solution:
  + t = 4.5dt + C
S(80
S(80 + t = ( 80 + t+ C
S = ( 80 + t) + C ( 80 + t
Solving C from the initial condition given
t= 0: S= 40 lb: C = -5.12
The particular solution;
S = (80 + t) – 5.12x ( 80 + t
Solving S when t =40 minutes
S= ( 80 + 40 ) – 5.12x ( 80 + 40
S = 144.44 lb
Concentration of salt:
 C = =
C = 1.203 lb/gal
Assignments
1. A tank initially contains 50 gallons of pure water. Starting at time t
=0, a brine containing 2 lb of dissolved salt per gallon flows into the
tank at the rate of 3 gal/ min. The mixture is kept uniform by stirring
and the well stirred mixture simultaneously flows out of the tank at the
same rate. How much salt is in the tank at any time t › 0 ? Ans. S=
100(1-).
2. A tank contains initially 100 gallons of brine holding 150 lb of
 
dissolved salt in solution. Salt water containing 1 lb of salt per gal
enters the tank at the rate of 2 gal/ min and the brine flows at the
same rate. If the mixture is kept uniform by stirring, find the amount
of salt in the tank at the end of one hour. Ans ; Q= 115.059 lb
3. In a tank are 100 litres of brine containing 50 kg total of dissolved
salt. Pure water is allowed to run into the tank at the rate at the rate
of 3 litres a minute. The instantaneous concentration in the tank is
kept uniform by stirring. How much salt is in the tank at the end of 1
hour? Ans. Q= 19.53 kg
Simple Electric Circuits
Consider the application of DE to simple electric circuit consisting of an
electromotive force (E) (e.g.) a battery or generator), Resistor, ®,
Inductor (L), and capacitor (C ), in series connection this is usually
called RLC series circuit.
Figure:
The physical principle governing RLC series circuits are a) conservation of
charge and b) conservation of energy. These conservation law was
formulated for electric circuits called Kirchhoff’s which says;
1. The current (i )passing through each of the elements ( resistor, inductor,
capacitor, and electromotive force) in the series circuit must be the same.
2. The algebraic sum of the instantaneous changes in potential( voltage
drops) around a closed circuit must be zero. To apply Kirchhoff’s laws we
need to know the voltage drop across each element of the circuit. These
 
voltage formulas are:
a)According to Ohm’s law, the voltage drop across the resistor (Er), is
proportional to the current (I) passing through the resistor:
∝ I or = Ri; where the proportionality constant R is called the resistance.
B). According to Faraday’s law and Lenz’s law, the voltage drop across an
inductor (), is proportional to the instantaneous rate of change of the
current i, ;
∝ ; or = L where the proportionality constant L is called the inductance.
C) the voltage drop across a capacitor (
 ∝ q; or = g; where the proportionality constant is called the
elastance and C the capacitance.
An electromotive force is assumed to add voltage or potential energy
to the circuit. Let E(t) the voltage supplied to the circuit at time t, then,
Kirchhoff’s conservation of energy gives,
E(t) - -
eq. 1
Substituting into eq. 1 the value of
  = E ( t ) eq. 2
Lq
Note: The current is just the instantaneous rate of change in charge;
that is i = can be expressed in eq. 2 in terms of a single variable q.
L +R i=
In simple circuit problem where the interest is to determine the current
I( t). Differentiate equation 3 with respect to t and substitute I for then
the result is L + R eq.4
Remarks Using Kirch0ff’s law and Omh’s law
1. The inductance L (henries) is a circuit parameter which opposes a
change in the current I (amperes) causing a potential drop of:
= L ; volts
2. The resistance R (ohms) is a circuit parameter which opposes the
current I (amperes) causing a drop of;
= RI ; volts
 3. The capacitance C (farads) is a circuit parameter which opposes a
change in the voltage. The potential drop across a capacitance is:
=; in volts
4. The current I is the rate of change of electric charge Q or
I = or Q =
=
Example Problem
A constant inductance of 1 henry and a variable resistance R = ohms
are connected in series with a constant emf of E volts. If I =0 at t= 0,
what is the constant E if at t = 5 sec, the current I = 30 amperes?
Solution:
L + RI = E
L = 1 henry
 Thus: + ; linear in I
P(t) = ; Q( t) = E
𝔲(t) =
I (5+ t) =
I (5+t) =
I(5+t) = E + C
When t= 0, I =0 and c=?
Solving for C
0=
I = ( 5 + t) - ( 5+t
 
when t= 5 sec, I = 30 amperes
30 = (5+5) - 25 ( 5+5
Thus:
E = 8 volts
Example Problem #02
According to Kirchoff’s law L + Ri = E. In a given circuit; E = 200
volts, L = 1 henry; R = 20 ohms When t = 0, i = 0. Determine i if t =
0.02 seconds.
Solution:
L + Ri = E
1  + 20i = 200; linear in I
P(t) = 20; and Q =200
Integrating factor; = =
Thus; i =
i= 200)dt + C
Thus; i= + C
when ; i=0; t= 0; C= - 10
Thus: i =10-10
when t= 0.02 sec; i = ?
i = 10- 10 ; Thus: i = 10 - 10
= 10 - 10; or
  10. -10
i=
i= 10-10
i= 10(-)
i= 3.29679 A
Problems:
 

1. An inductance of 2 henries and a resistance of 20 ohms are connected in

series with an emf of E volts. If the current is zero at time t= 0, find the
current at the end of 0.01 sec if; a) E = 100 volts: B) E= 100 sin 150t volts .
Ans. a) i= 0.476 amp ; b) i= 0.299 amp
2. Solve L + Ri + E for I in terms of t and constants L, R and E if i=0 and t=0.
Ans. i= (1- )
3. Find the inductance L if R= 20 ohms and i=1 amp. When t=0.01 sec and a)
E= 40 volts and b) E= 200 volts. Ans. a) L= 0.288 henry, b) L 1.90 henrys
4. Find the constant emf E if L= 5 henry, R= 15 ohms and i= 1.5 amp when t= 1
sec. Ans. E= 23.7 volts
 
Standard form of a Linear Differential Equation
A linear DE is an equation that can be written in the form:
(x) + (x) + … …+ (x) + (x)y = R(x)
Where (x), (x), … ..(x) and R(x) depend only on x, when are
constant, we say that the equation has constant coefficient.
Otherwise it has a variable coefficient. If R(x)=0, the equation is
called homogenous otherwise non-homogenous.
Example:
1. y” – 4y’ +3y = 0 : Linear DE; 2nd order, constant coefficient,
Homogenous
2. X(x -3)y” + 2xy’ –y =2: Linear DE; 2nd order, variable
coefficient; Non-Homogenous
3. + xz’ + z = cos x: Linear DE, 2nd order, variable coefficient,
Non – Homogenous
 
Practice Problem
Determine whether the equation is linear or non-linear, if it is
linear , classify it being homogenous with constant coefficients or
with variable coefficient, and identify the order of DE.
1. y” + (1-x)y’ + xy = sin x
2. + y = tanx
3. + + = lnx
4. -4 + 3x = 0
5. y” – 4xy’ -6y = - 1
6. Y”’ + 4y” + y’ -2y = 0
7. +2y” + 2xy’ + 4y = 0
8. ( x- 1)y” + xy’ = + sin x
 
Differential Operator
The symbol D denotes differentiation with respect to x. Similarly is the
second derivative with respect to x and is the n’th derivative with respect to x
in symbol: Dy = (y) =
= ;
The differential operator D is a linear operator. We an form linear
combinations involving various power of D say:
A =+ + … … + D + ; where the coefficients (0, 1 ,2,…) are constants, is called the
differential operator of order n. When applied to an n times differentiable
function,
Ay = or
Ay = + + … … +
Note:
 
Properties of Differential Operator
a.) f (D) = If m is a root of the equation f(m) =0, then f(D)=0
Example: f(D)=
Solution:
Substitute D by m and equate to zero [f(m) = 0]
; Factor, (m+3)(m-1) =0
The roots are; m=-3, m=1;
With the aid of the property;
(
(
By observation of the above equation, we can say that;
= and = are solutions of the differential equation (+ 2D – 3)y =0
 
b) f (D)y =f(D-a)(y) we usually called this exponential shift.
Where f(D) is a polynomial with constant coefficients
Example:
Find the general solution using the concept of exponential shift of (D-3y =0
Solution:
Multiplying the equation with ; where (a=-3)
(D-3y = 0; applying exponential shift;
(D-3 –{-a}y = 0
(D-3{-3}y =0
y =0; Integrating twice
D(y) =
y = x+
Y=(
 
Homogenous Linear DE with Constant Coefficients
Homogenous linear DE of order n with constant coefficients are of the form:
+ +……+
In terms of operator D the above equation can be written in the form of:
(
Where: , ……; are constant hence HLDE with constant coefficient.

General Solution of HLDE

The general solution of the HLDE eq.1 is:
y=
Where:
And are arbitrary constant.
Equation (1) tells us that a solution must have a property of a constant times its
n’th derivative plus constant times (n-1)th derivatives plus so-on so forth
 
Constant times derivatives plus a constant times itself must sum to zero.
This suggest that try t find a solution of the form y=ince derivative of are
just constant times Substitute y = into eq. 1.

Because is never zero, divide the above equation by to obtain auxiliary or

characteristic equation.
(
Consequently, y = is a solution to eq. 1 if and only m satisfies eq.2
 
Solution of HLDE with Constant Coefficient
a.) Distinct Real Roots
If the auxiliary equation has distinct roots are linearly independent solution
to
y(x) = + ; where ;

Example Problem
Find the solution of the DE,
Solution:
Convert to auxiliary equation
(
Factor:
(m + 2)(m- 3) = 0; which has the roots, = -2: and = 3 distinct real roots.
Thus (, ) is the fundamental solution set for The DE and
 
The general solution is;
y(x) =

Example #02
( - - 4D + 4 )y =0
Solution: Convert to auxiliary equation
(
Solving the roots by synthetic division
[ 1 -1 -4 4 ] (-2)
-2 6 -4
--------------------
[ 1 -3 2] 0 (1)
1 -2
------------------
1 -2 0 (2)
 
( m+2) (m-1) (m-2) =0 ; the roots are; = 1 and = 2 which are distinct roots,
Thus,{ , ,} is the fundamental solution set for the DE. Thus: the general
solution is:
y(x) = + +

Example #03
(-3D +2)y =0 ; y(0) =1; y’(0) =0
Solution: Convert to auxiliary equation
(- 3m + 2) =0
(m-2)(m-1) =0; the roots are ;=2; and = 1 ; which are distinct roots. Thus { , }
is the fundamental solution set for the DE, Thus the general solution is:
y(x) = + ; where ;
 
To find the specific solution that satisfies the initial condition given, first
differentiate the general solution, then substitute the initial condition.
y(x) =
1= +
1 = ; eq. 1
y’(x) = 2+
0 = 2+
0 = 2+eq. 2
Solving from eq. 1 and eq.2 yields
= -1 and = 2, thus
y(x) = - + 2 Ans.
 
Supplementary Problems:
Find the general solution of the following DE
1. (- 4 + 3D) y =0; Ans. y(x)=
2. (- 3-D + 3)y =0; Ans. y(x) =
3. + 2 -3
4. (-3D + 2) y = 0
5. +4D - 5)y =0
6. (+4D +3)y =0
7. (
8. =
9. (--7+3D)y
10. (-7D +6)y =0
11. (-3-3D +1)y =0
12. (-2-13+38D -24)y=0
 
B} Repeated Roots
If the auxiliary equation has repeated roots m then two linearly independent
solution to ++y = 0 are and and the general solution is, y(x) = +x; where ;
Example:
(+6D +9)y =0
Solution:
Auxiliary equation
(+6m +9) =0
(m+3)(m+3) =0
Since m=-3 is a repeated, two linearly independent solutions are and x.
Hence the general solution is:
y(x)= +x
 
Example
(+6+12D +8)y =0
Solution:
Auxiliary equation:
+6+12m +8 = 0
Solving the roots by synthetic division
[ 1 6 12 8 ] (-2)
-2 -8 -8
---------------------------
{1 4 4 0 ] (-2)
-2 -4
-----------------------
1 2 0 (-2)
-2
-----------------------
 
(m+2) (m+2) (m+2) = 0
Since m = -2 is repeated, three linearly independent solutions are ;
, x, hence the general solution is:
y(x) =+ +

Supplementary Problems
1. (+ 3+ 3D + 1)y=0
2. (+5+7D + 3)y=0
3. (-15+10+ 60D -72)y=0
4. (-6D + 9)y =0
5. (+4D +4)y =0
6. (- )y =0
7. ( -2+D)y=0
8. (y) =0
9. (-- D + 1) =0
 
10. -3+3D -1) y =0

C) Complex Roots
If the auxiliary equation has complex roots( a + and – bi), then the two linearly
independent solution to; ; are cosbx and
sin bx, and the general solution is:
y(x) = (cos bx + sin bx); where:
 
Example Problem
1) (+ 2D + 4)y = 0
Solution:
(+2m +4) =0, which has a root; m=
m= = -1 ; since m= -1i is a complex root and the general solution is
y(x) =(cos x + sin x)
 
Example #02
Solve (-3+9D +13)y =0
Solution:
Auxiliary equation
-3+ 9 m +13) =0
[ 1 -3 9 13 ]; ( -1)
-1 4 -13
-----------------------
1 -4 13 0
Thus: the new auxiliary equation is:
-4m +13 =0
m= = = 2
The general solution is:
y(x) = + (cos 3x +sin 3x )
 
Supplementary Problems
1. (4+12+13 D +10)y =0; Ans. y(x) =+ (sin x)
2. (2- +36D -18)y =0 Ans. y(x) = +cos(3 x)+sin(3 x)
3. (y” +2y’ +5y =0 Ans. y(x) = (cos 2x + sin 2x )
4. ( +2)y =0
5. D(-4D +5)y =0
6. (D-2)(+2D +10y) =0
7. (+4)y =0
8. (+8+16)y =0
9. (+ )y =0
10. (+6+ 9)y =0
 
Repeated Complex Roots
If the auxiliary equation has double roots
y + Dy +y =0 are (+sin bx) and x(cosbx +sinbx and the general solution
is:
Y(x) = (cosbx +sin bx) + x(cosbx +sin bx)
Or
Y(x) =(sin bx
 
Example Problem
Solve [ + 36 =0
Solution:
= -36
m= 6i ; ( twice repeated complex roots)
Thus , the general solution is:
y(x) = (+ x ) cos6x + (+ x) sin 6x;
Or
y(x) = (+ x) cos 6x + (+x) sin 6x
 
Example #02
(-2D +5y =0
Solution: auxiliary equation
(-2m +5=0
By quadratic equation
m=1
The general solution is:
y = ( sin 2x) + x(cos2x +sin 2x)
y= (
 
Supplementary Problems
1.) +8+16 )y =0
2. (+ 6+ 9)y =0
3. (+2D + 3y =0

Assignments; Refer to Engr. Perante’s Workbook.

 
Chapter 6 : Non-Homogenous Differential Equation with Constant Coefficient

The standard form of non homogenous linear DE of order n with constant

coefficient is:
++……+
In operator form
(

6.1 Form of the general Solution

The general solution of a non-homogenous differential equation is the sum
of

y=
 
Where:
y = complete solution
= is called particular integral or the particular solution of the homogenous
equation
= is called complementary function, or the general solution of the
homogenous equation..( Hence, Chapter 5 HLDE with constant coefficient is
applied to solve for .
= ++ … … +
 
6.2 Undetermined Coefficients
Steps to solve the particular integral
1. Assume to be an arbitrary linear combination of all the linear independent
function which arises from R(x). Differentiate assume equal to the order of the
given differential equation.
2. Substitute
3. Solve this system of linear equation for the coefficient of
 
Table 1. Common Forms of R(x) and the trial that accompanies each R(x)
Type R(x)
1 A
2 cos bx or sin bx Asin bx + B cos bx
3 polynomial p(x) of degree n
4 p(x)p(x) is a polynomial of degree n
5 sin bx or cos bx (Asin bx + B cos bx)
Note: If the trial happens to have a component which solves the associated
homogenous equation, use the trial multiplied by x. If the new trial also has
a component that satisfies the homogenous equation it must be multiplied
again by x. This is done when needed, specially when the equation is second
order. Finally, if R(x) is a linear combination of several function, each function
may be treated separately.
 
Example Problem
1) (
Solving for
Auxiliary equation
+ 4m +3 =0
(m+3)(m+1) =0
The roots; = -3; =-1
Thus; = +
Solving
Let: = A
D= 2A
=4A
Substitute
(+4D +3)y = 5
 
4 A+ 8 A+ 3A= 5
15A= 5
A= , hence; =
The complete solution is:
y=
y= + + Ans.