D.E 3rd Edition

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Elementary Differential Equation

Solve
the following Differential Equations (Review on Calculus)
1
dy
x3 2x
dx
dy 3
2.

dx x
dy
3.
4 cos 6 x
dx
dy
4
4.
2
dx x 1
dy
2
5.
2
dx x 4
dy
3
6.
2
dx x x
dy
7.
3e x when y 6 and x 0
dx
dy

8.
4 sin 2 x when y 2 and x
dx
2
dy
9.
x 2 3 e 2 x when y - 1 and x 0
dx
dy
10.
4e 3 x when y 2 and x 0
dx
1.

Elementary Differential Equation

Elementary Differential Equation


2
Differential
Equation
A Differential Equation ( D.E ) is one which contains within it at least one
derivative or differentials.

Classification of Differential Equation


A Differential Equation maybe classified as to the following characteristics:
ORDER:
highest - ordered derivative in the equation.
DEGREE:
largest power or exponent of the highest - ordered derivative
present in the
equation.
TYPE:
D.E may be ordinary, or partial as to the type of derivatives or
differentials
appearing in the equation, that is, if it contains
ordinary derivatives, it is an
ordinary D.E and if the derivatives
are partial, the equation is a partial D.E.
EXAMPLES
D.E

dy
=x3
dx
d2i
b 2 4 i+a=0
dt
c ( 2 x 2 + y 2 ) dx+2 xydy=0
2
2
y
y
y
d
=k 2 +2 k 2
x
x
x
2
d w 3
dw
+ xy
+ w=k
dx
d x2
e
2
d y
2
dx

f
y'

g y' ' +
a

ORDER
1

DEGREE
1

TYPE
Ordinary

Ordinary

Ordinary

Partial

Ordinary

2
2

3
1

Ordinary
Ordinary

TYPES OF SOLUTION TO A DIFFERENTIAL EQUATION


A) Particular Solution:
The solution to a D.E is said to be particular if it does
not contain any
arbitrary constants.
B) General Solution:
contains at least one

The solution to a D.E is said to be general if it


arbitrary constants.

Elementary Differential Equation


The definition of an arbitrary constant is a math term for a quantity that remains
3 same through the duration of the problem.
the

Elimination of Arbitrary Constants


One of the ways differential equations are obtained is the elimination of arbitrary
constants from the given general solutions.
General Solutions to

Ordinary Differential Equation

GS

ODE

Methods of Eliminating Arbitrary Constants


1. By differentiation and Combination
Differentiate the equation "n" times. The "n" arbitrary constants may then be
eliminated from the "n+1" equations. The result will be a differential equation in
order of n.
GS with one arbitrary constant
First order ODE
GS with two arbitrary constants
Second order ODE
GS with three arbitrary constants
Third order ODE
2. By Isolation of constants
Before differentiation, isolate one of the arbitrary constants, free from any
variable so that it will disappear after differentiation.
Example 1
Eliminate the arbitrary constant of

xy 2=cy

Solution
By differentiation and combination
2

xy 2=cy
2
x ( 2 ydy ) + y dx0=cdy
2
dy
y
2 xy 2 dy + y 3 dx=xy 2 dy2 dy
xy 2 dy +2 dy + y 3 dx=0
( xy 2 +2 ) dy + y 3 dx=0

x ( 2 ydy ) + y 2 dx0= xy

By isolation of constants
xy 22=cy
2
xy =c
y

(Divide both sides by y)

Elementary Differential Equation

y ( 0 )2 dy
=0
2
y
2 dy
xdy + ydx + 2 =0 y 2
y
2
3
xy dy + y dx +2 dy=0
y 3 dx+ ( xy 2+2 ) dy =0
Example 2
Eliminate the arbitrary constants of
4

xdy + ydx

Solution
y= Ae2 x + Bxe2 x
'
2x
2x
2x
y = A ( 2 e )+ B [ x ( 2 e ) + e ( 1 ) ]
y ' =2 Ae 2 x + 2 Bxe2 x + Be2 x
y ' =2 y+ Be 2 x
''
2x
y =2 y ' +2 Be

y= Ae2 x + Bxe2 x
eqn 1

eqn 2
eqn 3

Multiply eqn 2 by - 2 and combine the result with eqn 3:


'
2x
2 y =4 y2 Be
y = 2y'+2 {Be} ^ {2x}
y -2y'=2y'-4y
y -4y'+4y=0
Exercises
Eliminate the arbitrary constants of the following.
General solution(GS)
2

Answer (ODE)
'

1.

y=cx+ c +1

2.

y 2=4 ax

3.

y=4+ ce3 x

dy
3 y +12=0
dx

4.

y=x + c 1 e x +c 2 ex

y -y+x=0

5.

y=x 2 +c 1 x +c 2 ex

6.

y= Ae x + Bxe x

y -2y'+y=0

7.

y=c1 ex +c 2 e 2 x +c 3 e3 x

y ' ' ' 2 y -5y'-6y=0

y=x y + ( y ' ) +1
ydx2 xdy=0

y -2)+xy'-y- {x} ^ {2} =0


( x +1 )

Elementary Differential Equation


5

8.

(x+ 1) y +xy'-y=0

y=c1 x+ c2 e

Separation of Variables
For first order differential equation where M and N may be function of both x and y
equation 1.
M ( x , y ) dx + N ( x , y ) dy=0
Hence equation 1 can be put in the form
A ( x ) dx + B ( y ) dy =0
By integrating,
A ( x ) dx+ B ( y ) dy= 0
A ( x ) dx+ B ( y ) dy=c
Example 1
Determine the general solution of xydx( x +2 ) dy=0.
Ans. e x =cy ( x +2 )2
Solution

[ xydx( x +2 ) dy=0 ]

1
y ( x+ 2)

x
( x +2
) dx dyy = 0
2
(1 x+2
) dx dyy = 0
x2 ( x+2 ) Iny=Inc
x ( x+ 2 )2Iny=Inc
x=Inc+ Iny+(x +2)2
x= [ cy ( x+ 2 )2 ]
e x =e [cy (x+2) ]
2

Elementary Differential Equation


6

e x =cy (x+2)2

Example 2
Obtain the general solution of

sin x sin y dx +cos x cos y dy=0

Example 3
Determine the particular solution of
5 x2 =2(1+ y 2)

xy y ' =1+ y2

Obtain the general solution.


1.
y ' =xy 2
2.
( 1x ) y' = y 2
3
x2
3.
xy dx+ e dy=0
4.
x 2 dx + y ( x1 ) dy=0
'
2
5.
xy y =1+ y
6.
( e 2 x +4 ) y ' = y
7.
e y ( 5x ) dx=xydy
2 ydx=3 xdy
8.
9.
ye 2 x dx =( 4 +e 2 x ) dy
2
10.
x cos y dx + tan y dy=0
11.
y ' = y secx
Obtain the particular solution.
1.
2 ydx+3 xdy=xy 3 dy , given that x=1, y=1
dy 2
=x , given that x=1, y=1
2.
dx
x ( y1 ) dx + ( x +1 ) dy=0 , if y=2 when x=1
3.
4.
ye 3 x dx=(9e 3 x )dy , if x=0 when y=1
1
2
x
5.
xy dx + e dy=0 ; when x= and y= 2
2 y dx=3 x dy ; when x= -2, y=1
6.

Ans.

siny=c cosx

when x=2 and y=3.

x 2 y +2=cy
y |c ( 1x )|=1
x 2
2
e + y =c
2
( x+1)2 + y 2 + ( c ( x 1 ) ) =0
2
x=c (1+ y )
y 8 ( 1+ 4 e2 x ) =c
5 Inx x( y +1 ) e y =c
x 2=cy 3
(4 +e 2 x )1 /2=cy
2
2
2
x + tan y=c
( sec x +tan x )=cy
x 6 y 9 = y 31
x 33 y +2=0
x+ [ ( y 1 ) /( x +1) ] =.307
(9e 3 x )1/3 y=8
( x+ 1) / e x +(1 / y =2)
y=(x /2)2 /3

Equations with Homogeneous Coefficients

Elementary Differential Equation


7
Suppose
that the coefficient M and N in an equation of order one.
M ( x , y ) dx + N ( x , y ) dy=0
are both homogeneous functions and are of the same degree in x and y (Theorems
1).

Theorem 1:

and N (x , y ) are both homogeneous and of the same


M ( x , y)
degree, the function
is homogeneous of degree zero.
N (x , y )
Note: Let y=vx , If the number of terms of N is less than the number of terms
of M.
Let

If M ( x , y)

x=vy , if M < N.

( x 2xy + y 2 ) dxxydy=0 .

Example 1 Find the general solution of


( x 2xy + y 2 ) dxxy dy=0
Let y=vx
dy=vdx + xdv

( x 2vx 2 + v 2 x 2 ) dxvx 2 ( vdx + xdv )=0


( x 2vx 2 + v 2 x 2 ) dxv 2 x 2 dxvx 3 dv=0

[ x 2 ( 1v ) dxvx 3 dv=0 ]

1
(1v) x3

dx
v

dv=0
x 1v

dx
v
+
dv= 0
x v 1

1
dxx + (1+ v1
) dv= 0
x+ v + ( v 1 )=Inc
v =

v
=
x

c
x ( v1)

[ ( )]
c
y
x 1
x

y
=
x

[ ( )]
c
yx
x
x

Elementary Differential Equation


x
y

e =e

e y=

[ ]
c
yx

c
yx
y

( yx ) e x =c
Example 2
Find the particular solution of

xydx+ ( x 2+ y 2 ) dy =0 ; when x = 1, y = 1.

Solution
xydx+ ( x 2+ y 2 ) dy =0
Let x=vy
dx=vdy + ydv
vy 2 ( vdy + ydv ) + ( v 2 y 2 + y 2 ) dy=0
v 2 y 2 dy + vy 3 dv+v 2 y 2 dy + y 2 dy=0

[ y 2 ( 2 v 2+1 ) dy + vy 3 dv=0 ]

1
( 2 v +1 ) y 3
2

dy
v
+ 2 dv =0
y
2 v +1

let u =

1
y + ( 2 v2 +1 ) = c 1 4
4

vdv =

4 y+ ( 2 v 2+1 ) =4 c 1
y 4 + ( 2 v 2 +1 ) = c 14
y 4 ( 2 v 2 +1 )= c14
4

4
1

e y ( 2 v +1)=e c

y 4 ( 2 v 2 +1 )=c

y4 2

x2
+1 =c
y2

2 v 2 +1

let

c=c1

du=4 vdv

du
4

Elementary Differential Equation


9

y4 2

x2 + y 2
=c
y2

y 2 ( 2 x 2+ y 2 )=c
12 [ 2 ( 1 )2+ 12 ]=c
c =3
so ; y 2 ( 2 x 2+ y 2 ) =3

Find the general solution.


1.
2.
3.
4.
5.
6. (
7. (
8.
9.
10.

3 ( 3 x2 + y 2 ) dx2 xydy=0
2 ( 2 x 2 + y 2 ) dxxydy
x 2 y ' =4 x 2+7 xy +2 y 2
xydx( x 2 +3 y 2 ) dy=0
xydx( x +2 y )2 dy=0
3 x2 2 y 2 ( dy /dx ) 2 xy
xcsc ( y /x ) y ) dx + xdy=0
( x y y+ yx ) dx+ x ( y x ) dy=0
ydx + ( 2 x y ) dy =0
y 2 dx=( xy x2 )dy

11.

( x y ) ( 4 x + y ) dx+ x ( 5 x y ) dy=0

x 3=c (9 x 2+ y 2)
x 4=c2 (4 x 2+ y 2)
x 2 ( y +2 x ) =c ( y + x)
x 2=2 y2 Inc y 3
e x / y =cy 3 ( x+ y)
y 3=c (x 22 y 2)
( x /c ) =cos( y /x )
( x y ) Inx+ y Iny=cx+ y
3 xy 2 y 3=c
xIny y=cx
x+ y

Obtain the particular solution.


1.
2.
3.

( y x 2 + y 2 ) dxxdy=0

, when x=0, y=1


2
2
xydx+ 2 ( x +2 y ) dy=0 , when x=0, y=1
y 2 dx+ ( x 2 +3 xy +4 y 2) dy =0 , when x=2, y=1
dx= 2 y /2 x +3 x /2 y
4.
, when x=1 and y= -1
dy /
5. ( x y ) dx+ ( 3 x + y ) dy=0 , when x=3, y= -2
2 (2 x +3 y )+ ( x+ y ) ( x+ y )=0

x 2=44 y
3 x2 y 4 + 4 y 6=4
4 ( x +2 y ) Iny=2 yx
2 y 2+3 x 2=5 x 4

Differential Equations With Coefficient Linear in x and y

Elementary Differential Equation


10
General
Form ( a1 x+ b1 y+ c 1) dx + ( a2 x +b2 y +c 2 ) dy=0
steps in the solution:
A. consistent equation ( non-parallel lines )
1) set the linear coefficients to zero, that is:
a1 x+ b1 y + c1=0 eqn 1
a2 x+ b2 y + c2 =0 eqn 2 and solve for x and y
2) then hx and ky and
let x = x' + h and y = y' + k
dx = dx'
and dy = dy'
3) substitute to the given D.E
B. inconsistent equation ( parallel lines ) see example 1
example 1
Find the general solution of the equation ( x y +2 ) dx+ ( 2 x2 y3 ) dy =0
solution
the two lines are parallel
[( x y )+ 2]dx+[ 2 ( x y ) 3]dy=0
let t=x y
2 x +2 y 4=0
( x y +2=0 ) (2)
x=t+ y
2 x 2 y 3=0
2 x 2 y 3=0
dx=dt +dy
( t+2 )( dt +dy ) + ( 2 t3 ) dy=0
( t+2 )+(2 t3)dy=0
( t +2 ) dt+
( t+2 ) dt +(3 t1) dy=0
t+2
dt+ dy=0
3 t1
7
1
3
+
dt+ dy=0
3 3 t1
integrate
1 7 1
t+ ( ) ln ( 3 t1 )+ y=c 1
mult. By 9
3 3 3
3 t+7 ln ( 3 t1 ) +9 y=9 c 1
substitute t=x y
3 ( x y ) +7 ln [ 3 ( x y )1 ] +9 y=9 c1
3 x+6 y +7 ln ( 3 x3 y 1 )=c , 9 c1 =c

example 2
Find the general solution of the equation ( x2 y+ 3 ) dx+ ( 2 x y ) dy=0
solution
the two lines are not parallel, equate to zero and solve for x and y (x = 1, y
= 2)
let x =x' +1 y = y ' + 2

Elementary Differential Equation


11

x'+ 1
'
'
'
'
( 2 ( y ' + 2 ) +3 ] d x + [ 2 ( x +1 ) ( y +2 ) ] d y =0

'
'
'
( x +12 y 4+ 3 ) d x + ( 2 x ' +2 y ' 2 ) d y ' =0
( x ' 2 y' ) d x' + ( 2 x ' y ' ) d y ' =0 homogeneous D . E
let y ' =v x' , d y ' =vd x ' + x ' dv
divide by x'
( x ' 2 v x ' ) d x ' +( 2 x' v x' ) ( vd x ' + x ' dv )=0
'
'
'
( 12 v ) d x + ( 2v ) ( vd x + x dv ) =0
[( 12 v ) +v ( 2v ) ]d x ' + x ' ( 2v ) dv=0
( 12 v +2 vv 2 ) d x' + x ' ( 2v ) dv=0
( 1v 2 ) d x ' + x' ( 2v ) dv =0
d x ' 2v
+
dv=0
'
2
x 1v
by partial fraction
d x ' 1/2
3/2
+
dv +
dv =0
'
1v
1+
v
x
integrate
1
3
1
ln x ' ln ( 1v ) + ln ( 1+ v )= lnc multply by 2
2
2
2
'
2 ln x ln (1v ) +3 ln ( 1+ v )=lnc
y'
back substitution (v= ' )
x
'
y
y'
2 ln x ' ln 1 ' +3 ln 1+ ' =lnc
x
x
2 ln x ' ln

( ) ( )
( ) ( )

x' y '
x' + y'
+3
ln
=lnc
x'
x'

2 ln x ' [ ln ( x' y ' ) ln x ' ]+3 [ ln ( x' + y ' )ln x ' ]=lnc
2 ln x ' ln ( x' y' ) + ln x ' +3 ln ( x ' + y ' ) 3 ln x ' =lnc
ln ( x' y' ) +3 ln ( x ' + y ' )=lnc
back substitution x' =x 1, y ' = y 2
ln [ ( x1 )( y2 ) ] +3 ln [ ( x1 ) + ( y2 ) ] =lnc
3 ln ( x+ y3 )ln ( x y+ 1 )=lnc
x+ y3

ln
x+ y3

ln

Elementary Differential Equation


12

(x+ y3)3=c ( x y+1)

EXERCISES
Find the general solution
a ( x+ y1 ) dx+ ( 2 x +2 y+1 ) dy =0
b ( 6 x3 y +2 ) dx+ ( y 2 x +1 ) dy=0
c ( y2 ) dx( x y 1 ) dy=0
d ( x4 y3 ) dx( x6 y 5 ) dy=0
e ( 2 x +3 y1 ) dx + ( 2 x +3 y +2 ) dy=0
f ( 3 x y+ 6 ) dx+ ( 6 x2 y6 ) dy=0

x2 ( x+ y ) +3 ln ( x + y +2 )=c
3 x y5 ln ( 4 y+ 2 x )=c
x3=( y2 ) lnc ( y2)
(x2 y1)2=c ( x3 y2)
2 x +2 y +c=6 ln ( 2 x+3 y7)
7 x+14 y+ 18 ln (21 x7 y 12 )=c

Exact Equations
Like the differential equations with homogeneous coefficients of first order and first
degree,the exact equations also have their general equations in the form of:
M ( x , y ) dx +
N ( x , y ) dy=0 . But these can not be put in the form of
A ( x ) dx + B ( y ) dy =0 , where the general solution may be determined by integration;
or it can not be put in the form in which separation of variables may be possible.
The general solution of an exact equation is: F = c, where F = f (x , y ) .
M N
=
Before solving F, the following condition must be satisfied.
(Test for
y x
exactness)
To determine F, use the relationship
F
=M ( x , y )
a.
x
F
=N ( x , y )
b.
y
To find the general solution, the procedure is as follows:
1. Integrate (a) holding y as constant and express the constant of integration
as a function of y, say C(y).
2. Differentiate F partially with respect to y.
3. Equate the

F
y

obtained in (2) to

N (x , y ) .

4. Integrate the resulting ODE in (3) to solve C(y).

Elementary Differential Equation


135. Substitute T(y) obtained in (4) into the equation obtained in(1).

Example 1
Find the general solution of ( y 22 xy +6 x ) dx( x 22 xy+ 2 ) dy=0
2
2
2
Answer
xy x y +3 x 2 y=c
Example 2
Find the particular solution of ( x+ y ) dx + ( x y ) dy=0 ; when x = 1, y = 1.
Answer
x 2+2 xy y 2 =2
Exercises
Find the general solution
1.
3 x ( xy2 ) dx + ( x 3 +2 y ) dy=0
2.
( 2 x3 xy 22 y+ 3 ) dx( x 2 y +2 x ) dy=0
3.
4.
5.
6.
7.

( 2 xy3 x 2) dx + ( x 2 + y ) dy=0
( x+ y ) dx + ( x y ) dy=0
( cosxcosycotx ) dx sinxsinydy =0
( r + sincos ) dr+ r ( sin+cos ) d=0
2 x ( 3 x+ y y ex ) dx+ ( x 2+3 y 2 +ex ) dy=0
2

x 3 y3 x 2 + y 2=c
4
2 2
x x y 4 xy + 6 x =c
2
3 1 2
x yx + y =c
2
x 2+2 xy y 2 =c
sinxcosy =lncsinx
2
r +2 r ( sincos )=c
2
x y + y 3 +2 x3 + y ex =c
2

Find the particular solution


(1xy )2 dx + [ y 2 + x 2 ( 1xy )2 ] dy =0 ; when x = 2, y = 1

] [

1
x
2
dx+ y +
dy=0
2
( 1xy )
( 1xy )2

2
M ( 1xy ) ( 0 )( 1 ) [ 2 ( 1xy )(x ) ] 2 x ( 1xy )
2x
=
=
=
4
4
3
y
( 1xy )
( 1xy )
( 1xy )
2

( 1xy ) ( 2 x ) x [ 2 (1xy )( y ) ]
N
2x
2 xy
=0+
=
=
4
2
3
y
( 1xy )
(1xy ) ( 1xy )
2
N 2 x ( 1xy ) +2 x y 2 x2 x 2 y +2 x 2 y
2x
=
=
=
3
3
y
(1xy )
( 1xy )
( 1xy )3

M N
2x
=
=
y y (1xy )3
Step 1

F
=(1xy)2
x

exact equation

Elementary Differential Equation

dF= ( 1xy )2 dx

14

][ ]

(1xy )
1
+C ( y )
1
y
1
F=
+C ( y)
y (1xy)
F=

Step 2
F y ( 1xy ) ( 0 ) 1(12 xy)
=
+C ,' ( y)
2
2
y
y (1xy)
F
2 xy 1
,'
=
+C ( y)
y y2 (1xy)2

Step 3
2 xy 1
x2
,'
2
(
)
+
C
y
=
y
+
y 2 (1xy)2
(1xy)2
Step 4
,'
2
C ( y)= y +

x2
12 xy
+ 2
2
( 1xy ) y ( 1xy )2

C , ( y )= [ y 2 + x 2 ( 1xy )2+(12 xy )( yxy 2)2 ]


C ( y )=

y 3 2 ( 1xy )
+x
3
1

][ ] [

y3
x
1
C ( y )= +
3 1xy y (1xy )

Step 5
3

F=

1
y
x
1
+ +

y (1xy) 3 1xy y (1xy )

y3
x
+
=c
3 1xy
1
2=c
3
c=

5
3

2 1

(12 xy )(1xy )
1
+
x
1

][

1
12 xy

Elementary Differential Equation

y
3

15 +

x
5
+ =0 3 ( 1xy )
1xy 3

( y 2 (1xy ) +3 x+5 ( 1xy ) =0 ) (1)


4

xy y +5 xy 3 x 5=0
Find the particular solution
1.
(1xy )2 dx + [ y 2 + x 2 (1xy )2 ] dy =0 ; when x=2, y=1
2.
3 y ( x 21 ) dx + ( x 3 +8 y3 x ) dy=0 ; when x=0, y=1
3.
( 3+ y +2 y 2 sin 2 x ) dx+ ( x+2 xy ysin 2 x ) dy=0
4. ( x y 2 + x2 y +3 ) dx + x 2 ydy =2 ( x + y ) dy ; when x=1, y=1
xy2

x +3

xy 4 y 3+5 xy 3 x =5
xy ( x 23 )=4(1 y 2)
y 2 sin 2 x=c +2 x( 3+ y + y 2)

Integrating factors for equations that are not exact


Consider the differential equation M ( x , y ) dx=N ( x , y ) dy=0
M N

y x
1. If
h(x) is a function of x alone, then e h (x)dx is an
=
N
integrating factor.
M N

2. If y x
k(y) is a function of y alone, then e k (y )dy is an
=
M
integrating factor.
Note if either h(x) or k(y) is a constant, the above theorem still applies.
Example 3
Find the general solution of ( y 2x ) dx +2 ydy=0 Ans. y 2x +1=ce x
( y 2x ) dx +2 ydy=0
M
N
=2 y
=0
not exact
y
x

Elementary Differential Equation


16

M N

y x 2 y 0
h ( x )=
=
N
2y
h ( x )=1
h( x)dx
(1)dx
x
i. f .=e
=e =e
( y 2x ) e x dx+ 2 ye x dy=0
M
N
x
x
=2 ye
=2 ye
y
x

exact

Step 1
F
=M ( x , y )
x
F
=( y 2 x) e x
x
F= y 2 e x xe x + e x + C( y )
Step 2
F
=2 ye x +C ' ( y)
y
Step 3
F
=N ( x , y )
x
2 ye x +C ' ( y ) =2 ye x
C' ( y )=0
Step 4
C ( y )=c
Step 5
F=c

y x +1=ce

Example 4
Find the general solution of ydx( x +6 y 2 ) dy=0
Ans.
2
ydx( x +6 y ) dy=0
M
N
=1
=1
y
x
M N

2
k ( y )=
y x 1+1
k ( y )=
=
y
M
y

x6 y 2=cy

not exact

Elementary Differential Equation


2

17

( )dy
2
i. f .=e k( y)dy =e y =e2 y =e y = y2

yy2 dx( x+ 6 y 2 ) y 2 dy=0


y1 dx ( xy2+ 6 ) dy=0
M
N
= y2
= y 2
y
x
exact
Step 1
f
=M ( x , y )
x
f
1
=y
x
F = xy1 + T ( y )
Step 2
f
=xy 2 +C' ( y )
y
Step 3
f
=N ( x , y )
y
2
'
2
xy +C ( y )=xy 6
C '( y ) = -6
Step 4
C ( y )=6
Step 5
F=c
xy16 y=c
2
x6 y =cy
Find the integrating factor that is a function of x or y alone and use it to find the
general solution of the differential equation.
3
1. ( 2 x3 + y ) dxxdy =0
x y=cx
2. ( 5 x 2 y ) dx+ xdy=0
5 x2 2 y =c x
xsinx+ cosx+ ysiny=c
3. ( x+ y ) dx + tan xdy =0
4. y 2 dx+ ( xy 1 ) dy =0
cy=e xy
5. 2 ydx+ ( x sin y ) dy =0
2 x y+ 2cos y =c
3
2
2
6. (2 y 3 +1 ) dx + ( 3 xy 2 + x 3) dy =0
y +2 x y=c x +1
7. 2 y ( x + y +2 ) dx+ ( y 2x 24 x 1 ) dy=0
x 2 +2 xy+ y 2+ 4 x +1=cy
8. y ( 4 x + y ) dx2 ( x2 y ) dy=0
2 x 2 + xy +2 ylny=cy

Linear Equation of Order One

Elementary Differential Equation


18equation that is linear and of order one in the dependent variable y must by
An
dy
+ P ( x ) y=Q ( x )
definition be of the form:
dx

For linear equation of order one, the general solution is


P (x)dx
P ( x ) dx
ye
= e
Q ( x ) dx +c
P
(x)dx
where: e
= is the integrating factor
Similarly, if the dependent variable is x:
dx
+ P ( y ) x=Q ( y )
dy
xe

P ( y)dy

where:
Example 1
Find the general solution of

= e

P ( y ) dy

P ( y ) dy

Q ( y ) dy+ c

2 ( y4 x2 ) dx + xdy=0;

[ 2 ( y4 x 2) dx + xdy =0 ]

[ ]
1
xdx

2( y4 x2 ) dy
+ =0
x
dx
dy 2
+
y8 x=0
dx x

()

dy 2
+
y8 x 2
dx x

()

P ( x )=

2
x

Q ( x )=8 x

2x dx
2
P (x)dx

i. f .=e
=e
=e2 x =e x =x 2

yx 2= x 2 ( 8 x ) dx+ c
2

x y=2 x +c

is the integrating factor


Ans.

x y=2 x +c

Elementary Differential Equation


19
Example
2
Find the general solution of

ydx + ( 3 x xy+ 2 ) dy =0 ;

Find the general solution.


1. y ' =x2 xy
2. ( x 5+ 3 y ) dxx dy =0
3.

( y +1 ) dx+ ( 4 x y ) dy=0

4.

udx+ (13 u ) xdu=3 udu

5.
6.
7.

y ' =cscx+ ycotx


( yx + xycotx ) dx + xdy=0
( 2 xy+ x2 + x 4 ) dx ( 1+ x2 ) dy =0

Obtain the particular solution.


1.

( y2 ) dx + ( 3 x y ) dy=0 ; when x=1 y =3

2. ( 2 ycosx + sin4 x ) dx=sinxdy ; when x= y=1


2

Ans.

xy 3=2 ( y 2 +2 y +2 ) + ce y

2 y=1+cex
2 y=x 5+ cx 3
y +1

20 x=4 y1+c
1
xu=ce3 u u
3
y=csinxcosx
xysinx=c +sinxxcosx
y=( 1+ x 2 ) (c+ xarctanx)

y2

12 x=3 y +2+
y=sin 2 x ( 1cosx )=2 sin 2 x sin 2

Bernoulli's Equation

General Form

M ( x , y ) dx + N ( x , y ) dy=0
Bernoulli's Equation
dy
+ P ( x ) y=Q (x) y n
dx

or

dx
+ P ( y ) x=Q ( y) x n
dy

Linear Equation Order One


dz
+ P ' ( x ) z=Q '( x )
dx
where:

1n

z= y
p ( x )=( 1n ) P( x )
q ( x )=( 1n ) Q( x )

General Solution
p( x)dx
p ( x ) dx
ze
= e
q ( x ) dx + c

dz
+ P ' ( y ) z =Q' ( y)
dy
1n
where:
z=x
p ( y )=( 1n ) P( y)
q ( y )=( 1n ) Q( y)

ze

p( y)dy

= e

p ( y ) dy

q ( y ) dy + c

x
2

Elementary Differential Equation


p (x)dx
where:
e
=
20
integrating factor

where: e p (y )dy=

is the integrating factor

is the

Example
Find the general solution of

y ( 6 y 2x1 ) dx +2 xdy =0

[ y ( 6 y 2 x 1 ) dx+2 xdy=0 ]

Ans.

[ ]
1
xdx

y ( 6 y 2x 1 ) dy
+ =0
2x
dx
dy x +1
3 3

y + y =0
dx 2 x
x
dy x+1
3 3

y=
y
dx
2x
x

( ) ( )

p ( x )=( 1n ) P ( x )=( 13 )

1 x+1
1
=
=1+
( x+
2x )
x
x

q ( x )=( 1n ) Q ( x )=( 13 )
p ( x ) dx

( 3x )= 6x

( 1+ 1x ) dx

=e
=e x+ x =e x e x =xe x
x 6
y2 xe x = xe
dx+ c
x
[ y2 xe x =6 e x + c ] y 2 ex
x= y 2 (6+ cex )
i. f .=e

()

Find the general solution


1. 6 y 2 dxx ( 2 x 3+ y ) dy=0
2. 2 x 3 y ' = y ( y 2 +3 x2 )

(2 x y) =cyx
y 2 ( cx )=x 3

6+ce
2
x=x= y

Elementary Differential Equation


21
Obtain
the particular solution
1.
( y 4 2 xy ) dx +3 x 2 dy=0 ; when x=2, y=1
2.
( x 2+ 6 y 2) dx 4 xydy =0 ; when x=1, y=1

x 2= y 3 ( x+ 2)
2 y 2=x2 (3 x1)

Substitution Suggested by the Equation


Find the general solution
( x+ 2 y 1 ) dx +3 ( x+ 2 y ) dy=0
1.
2.
( 1+3 xsiny ) dxx 2 cosydy=0
( x+ 2 y 1 ) dx + ( 2 x+ 4 y3 ) dy=0
3.
Obtain the particular solution
4 (3 x + y2 ) dx (3 x + y ) dy ;
1.

x+ 3 y + c=3(x +2 y+ 2)
4 x siny=cx 41
x+ c=3(x y+5)

when x=1, y=0

Applications of Differential Equations


(First Order ODE)
1.
2.
3.
4.
5.
6.
7.
8.

Newton's Second Law of Motion


Velocity of Escape from the Earth
Newton's Law of Cooling
Simple Chemical Conversion/Decomposition
Growth
Compound Interest
Mixing of Non-Reacting Fluids
Simple Circuit ( R-L, R-C )

Newton's Second Law of Motion


ma=F net
a=
m

dv
dt

dv
=F net
dt

a=v
mv

dv
ds

dv
=Fnet
ds

Example
A motor boat and its load weigh 483 lb. Assume that the propeller force is constant
and equal to 24 lb. Water resistance is numerically equal to 1.5 v lb, where v is the
speed at any instant in ft/s. If the boat starts from rest, determine the speed and
the distance traveled at the end of 10 s.
v = 10.11 ft/s; s = 58.79 ft.

Elementary Differential Equation


22

ma=F net
dv
a=
dt
dv
m =F net
dt
W dv
=F net
g dt
483
dv
=241.5 v
32.2
dt
dv
15 =1.5( 16v)
dt
dv
10 =(16v )
dt
dv
dt
=
(16v ) 10
dv
dt
(16v ) 10 = 0
t
( 16v ) =c
10
BC1: t = 0 v = 0
c = - ln 16
BC2: t = 10 v = ?
10
- ln(16v) |ln16
10
v = 10.11 ft/s
mv

dv
=F net
ds
dv
=1.5(16v )
ds
vdv
ds
=
16v 10

15v

16

1
v

-v +

- (v - 16)

16
(1+ 16v
) dv 10ds = 0
-v - 16

s
=c
10
s=0
ln 16

ln ( 16v )

BC1: v = 0
c = -16

16

Elementary Differential Equation


23

BC2: v = 10.11

s=?

10.11+16 ln 16 ( 1610.11 )

s
=16 ln 16
10

s = 58.79 ft
Exercises
1. A body falls from rest. If the resistance of the air is proportional to the speed,
and if the limiting speed is 160 ft/s, find the speed at the end of 5 seconds.
101.15 ft/s
2. A 4-lb moves in a straight line on horizontal plane whose coefficient of
friction is 1/4. The air resistance amounts to v 2 /16. The force acting upon
the body is 4 lb, if v = 0 when s = 4 ft. Find v when s = 12 ft.
Use g =
32 ft/ s 2
6.91 ft/s
3. Rework number 3, however, the force acting upon the body is 4s lb.
26.83
ft/s
4. A skater weighing 160 lb allows himself to be blown along by the wind. The
coefficient of friction is 1/40 and the pressure upon him amounts to 2(30-v)
lb. If v = 14 ft/s at t = 0, find v at t = 2 sec.
21.73 ft/s
5. A boy and sled together weigh 80 lb. They coast down a hill whose slope is
5/12 and on which the coefficient of friction is 13/480. The air resistance
amounts to v/13. Find v when t = 2 sec., if v = 0 at = 0.
22.46 ft/s
6. A ball weighing 1 lb is dropped from a great height. The air resistance
amounts to v/32.2 lb. Find v when s = 5 ft, if v = 0 when s = 0.
7. A certain particle weighs 8 lb as it sinks in the water its weight forces it
downward. Its buoyancy amounts to 4 lb and water resistance is v 2 . Find s
at v = 1.5 ft/s, when v = 0,
s = 0.
0.1027 ft.

Velocity of Escape from the Earth


Consider
It must be realized that the formula v E= 2 gR applies equally well for the
velocity of escape from the other members of the solar system as long as the
R and g are given their appropriate values.
1.) Determine the velocity of escape ( in km/hr) of a certain planet whose
diameter is 4 x 1012 km and an acceleration due to gravity at its surface
equal to 29 m/s2.
2.) Complete the table of values shown:

Elementary Differential Equation


24

Acceleration of
gravity at surface

Radius (in miles)

Velocity of
escape ( in mi/s)

0.85g

____

6.3

Mars

____

2,100

3.1

Jupiter

2.6g

43,000

____

Sun

28g

____

380

0.885g

32,190

____

Neptune

1.19g

15,000

____

Pluto

0.07g

715

____

0.165g

1,080

____

____

6.95

Celestial Bodies
Venus

Uranus

Earths Moon
Earth

Newton's Law of Cooling/Heating


dT
=k ( T T m )
dt
where: T = temperature of the body
t = time
T m = temperature of the medium
k = constant of proportionality
We assume that the rate of cooling is equal to the rate of heating. (
k cooling =k heating
Example

Elementary Differential Equation


25

A thermometer reading is 18F is brought into a room where the temperature


is 70F; a minute later, the thermometer reading is 31F. Determine
temperature reading 5 minutes after the thermometer is first brought into
the room.
58F
dT
=k (T mT )
dt
dT
=k ( 70T )
dt
dT
=kdt
(70T )
dT
( 70T ) k dt= 0
- ln ( 70T )kt=c
BC1: t = 0
T = 18
- ln ( 7018 )k ( 0 ) =c
c = - ln 52
BC2: t = 1
T = 31
( 7031 ) k ( 1 )=
- ln 52
ln
k = 0.2877/min
BC3: t = 5
T=?
( 70T )
0.2877(5) = - ln 52
ln
T = 57.66F
Exercises
1. The temperature of air is 30C, and the substance cools from 100C to
70C in 15 minutes. Find t when the temperature will be 40C.
52.20 min
2. The body of a murder victim was discovered at 11 PM. At 11:30 PM the
victim's body temperature was measured to be 94.60F. After 1 hour
the body temperature was 93.4F. The room where the body was found
was at a constant temperature of 70F. Assuming that normal human
body temperature is 37C, when was the approximate time of death?
8:30 PM
3. At 1:00 PM, a thermometer reading 70F is taken outside where the air
temperature is - 10F. At 1:02 PM, the reading is 26F. At 1:05 PM, the
thermometer is taken back indoors, where the air is 70F. What is the
temperature reading at 1:09 PM?
56F
4. At 9:00 AM, a thermometer reading 70F is taken outdoors, where the
temperature is 15F. At 9:05 AM, the thermometer reading is 45F. At

Elementary Differential Equation


9:10 AM, the thermometer is taken back indoors, where the
temperature is fixed at 70F. Find the reading at 9:20 AM.
58.5F

26

5. At 2:00 PM, a thermometer reading 80F is taken outside where the air
temperature is 20F. At 2:03 PM, the temperature reading yielded by
the thermometer is 42F. Later, the thermometer is brought inside,
where the air is at 80F. At 2:10 PM, the reading is 71F. When was the
thermometer brought indoors?
2:05 PM
6.

An 8-lb metal has a specific heat of 1/32, while at a temperature of


308F. It is dropped into 11 lb of water of which the temperature is
53F. Find T at t = 16 min, if T = 200F at t = 10 min.
159.2F

Simple Chemical Conversion/Decomposition


1. Radium decomposes at the rate proportional to the amount present. If
50 mg now will be 48 mg one century later, find the amount of radium
after t centuries. How many centuries will elapse before radium will
weigh 45 mg?
2.58 centuries
2. A certain radioactive substance has a half-life of 38 hr. How long it
takes for 90% of the radioactivity to be dissipated?
126 hrs
3. One-fourth of a substance is converted at the end of 10 seconds, find
the time when nine-tenths of the substance will be converted. 80 s
4. Radium decomposes at the rate proportional to the quantity of radium
present. After 25 years approximately 1.1% of a certain amount of
radium has decomposed. How long will it take for one-half of the
original amount of radium to decompose? 1566.68 yrs
Growth
1. In 1950, the population of a country was 20 M. In 1970, these were 42
M. How many will there be in 2012?
2. The number of bacteria in yeast culture grows at a rate which is
proportional to the number of bacteria present. If the bacteria count in
the culture is doubled in 3 hrs and at the end of 20 hrs, the count is 1
million. How many bacteria in the count initially?
3. In 10 years the population of a country will be 45,000, 8 years more it
will be 57,000, how many people in there at the beginning?
Compound Interest

Elementary Differential Equation


1. Ten thousand pesos are invested at 24% per annum what will be the amount
after 20 years.

27

2. 5 thousand pesos was invested at the rate of 20% per annum, how many
years will it to earn 500 thousand pesos?
Mixing of Non-reacting Fluids
Accumulation = In - Out - Reaction
dx
=C R C out R out 0
dt
V 1=V 1 +( R R out ) t
where:
x = is the amount of salt any time t.
C =

concentration of the influent =

mass of solute
volume of solution

kg lb lb
, ,
m3 ft 3 gal
R =

volume flow rate of the influent =

volume of solution
time

m3 ft 3 gal
, ,
s s min
C out =
Rout =

concentration of the effluent


volume flow rate of the effluent

Example
A tank contains initially 200 ft 3 of the salt solution whose concentration is
1/ 2lb /ft 3 . Water enters the tank at the rate of 2 ft 3 per min and the solution
flows out at the rate of 4 ft 3 per min. Find the amount of salt after 10 minutes.
81 lb
dx
=C R C out R out
dt
dx
x
= ( 0 )( 2 )
( 4)
dt
200+ ( 24 ) t
dx
4x
=
dt 2(100t)
dx
2 dt
=
x ( 100t )

Elementary Differential Equation


28

dx
2 dt
+
= 0
x
(100t)
Inx - 2In (100-1) = c

BC1: t = 0

x=( 200 ft 3) 0.5

lb
=100 lb
3
ft

c = -4.61
x =?
BC1: t = 0
In x - 2In(100 - 10) = -4.61
X = 80.61 lb
Exercises
1. A tank initially contains 100 gal of brine whose salt concentration is 1/2
lb/gal. Brine whose salt concentration is 2 lb/gal flows into the tank at the
rate of 3 gpm. The mixture flows out at the rate of 2 gpm. Find the salt
content of brine at the end of 30 minutes.
171 lb
2. A tank contains 200 gallons of fresh water. Brine containing 2 lbs/gal of salt
enters the tank at 4 gpm and the mixture, kept uniform by stirring, runs out of
at 3 gpm. Find the amount of salt in the tank after 30 minutes.
197 lb
3. A tank contains initially 200 ft 3 of salt solution with salt content of 1/3 lb/
3
3
ft . Pure water flows in at the rate of 1 ft /min and the solution is kept
uniform through constant stirring. If the solution flows out at the rate of 2 ft 3
per min, find the salt content at the end of 4 mins.
63.83 lb
4. A tank initially contains 200 gallons of salt solution whose concentration is
1/4 lb/gal. A solution with salt content of 4 lb/gal flows into the tank at the rate
of 5 gpm. The mixture is kept uniform by constant stirring and flows out at the
rate of 4 gpm. Find the salt content of the solution at the end 40 minutes.
598.31 lb
simple circuit
1.) A resistor of 10 and an inductor of L = 2 H and a battery of E volts are
connected in series with a switch. At t = 0 the switch is closed and the
current i = 0. Find i for t>0 if:
a) E = 40
b) E = 20e-3t
c) E = 50sin5t

Elementary Differential Equation


R
29

SW
2.) A resistor of 5 and a condenser C =0.02 F are connected in series with a
battery of E = 100 V. If at t = 0 , current i = 0 and the initial charge q of
the condenser is 5C. Find I and q at t>0 ?

R
E

3.) A resistor of 8 and an inductor of L = 0.5 H and a battery of E volts are


connected in series with a switch. At t = 0 the switch is closed and the
current i = 0. Find i for t>0 if:
a) E = 64
b) E = 64sin8t
c) E = 8te-16t
d) E = 32e-8t
4.) A resistor of 20 and a capacitor of C = 0.05 F and a battery of E volts are
connected in series. At t = 0 , i = 0 and q = 0. Find i and q for t>0 if:
a) E = 60
b) E = 100te-2t
c) E = 100cos2t

Linear Differential Equations

Elementary Differential Equation


Any linear homogeneous differential equation with constants coefficients,
dn y
d n1 y
d n2 y
dy
an n +an1 n1 + an2 n2 +a 1 + a0 y=R(x )
dx
dx
dx
dx

30

may be written in the form of f(D) = R(x), where f(D) is a linear differential
operator.

( an Dn +a n1 D n1+ an2 D n2 + a1 D 1 +a 0 y =R (x)


Based on the given differential equation, an auxiliary equation is obtained, by
putting R(x) = 0, that is, f(m) = 0, where m , is any root of f(m) = 0.
Then the general solution is determined based on the type of roots obtained
from the auxiliary equation.
Nature of Roots

General Solution

1. Distinct roots

y=c1 e a x + c 2 e a x ++ c k ea

2. Equal roots

y=c1 e +c 2 xe +c 3 x e ++ c k x

3. Imaginary roots

y=c1 e ax cosbx+c 2 eax sinbx

ax

ax

2 ax

k1 ax

Discriminant
is the most important part of the quadratic functions when we talk about the
nature of its roots. Given a quadratic equation: y = a x 2+ bx+ c , discriminant
(D) can be defined mathematically as D=b 24 ac .
Discriminant

Nature of Roots

D=0

Equal Roots

D>0

Real and Distinct Roots

D<0

Imaginary Roots

Find the complementary solution (yc)


1. ( D 2 +2 D3 ) y=0
2. ( D 25 D+6 ) y =0

Elementary Differential Equation


31

3.
4.
5.
6.
7.
8.
9.
10.

( D 2 + D6 ) y=0
( D 33 D210 D ) y=0
( D3 +3 D24 D12 ) y=0
( D 26 D+ 9 ) y=0
( D 2 +4 D+ 4 ) y =0
( D 33 D2 +9 D+13 ) y=0

y ' ' 4 y ' +7 y=0


8 y '' ' 4 y ' ' 2 y ' + y=0
d3 y
d2 y
dy
2
3 =0
11.
3
2
dx
dx
dx

Non-Homogeneous Differential Equation with constant


coefficient
A. Method of Undetermined Coefficient
1. ( D2 +D ) y=cos 2 x
2. ( D 2 +9 ) y=5 e x
3. ( D24 ) y=e2 x
4. ( D 2 +3 D+2 ) y=12 x 2
5. ( D 2 +3 D+2 ) y=1+3 x+ x 2
2
d y
dy
4 +3 y=2 cosx+ 4 sinx
6.
2
dx
dx
2
d y
dy
4 +3 y=20 cosx
7.
2
dx
dx
2
d y
dy
4 +4 y=e 2 x
8.
2
dx
dx
2
d y
2x
'
+ y=10 e ; when x=0, y=0 , y =0
9.
2
dx
d2 y
dy
+ 4 + 5 y =10 e3 x ; when x=0, y=4 , y ' =0
10.
2
dx
dx
B. Variation of Parameters
y p= y 1
Where:

y 2 R ( x)
y R ( x)
dx + y 2 1
dx
W
W

W=

y1
y'1

y2
= y 1 y ' 2 y ' 1 y 2
y '2

Elementary Differential Equation


32

Example:
y ' ' 2 y ' + y=x4 e x
m22 m+1=0

( m1 ) ( m1 )=0
m=1,1

y c =c 1 e x + c 2 x e x
y 1=e x , y 2=x e x , R ( x ) =x4 e x

W=

ex
xe x
= x e 2 x + e2 x x e 2 x =e2 x
ex x ex+ ex

y p= y 1

y2 R ( x )
y R(x)
dx + y 2 1
dx
W
W

x e x x4 e x
e x x4 e x
x
y p=e
dx+ xe
dx
e2 x
e2 x
x

y p=e

x3 dx + xe x x4 dx
2

x
x
1
1
1
+ xe x
= e x x 2 e x x2= e x x2
2
3 2
3
6
1
y= y c + y p=c 1 e x +c 2 x e x + e x x2
6
y p=e x

Find y using variation of parameters


1.
2.
3.
4.
5.
6.
7.
8.

y ' ' 4 y ' +4 y=( x +1) e2 x


''
4 y +36 y=csc 3 x
(D 2 +1) y=secx
y ' ' + y=sinx
y ' ' + y=cos2 x
(D 2 +1) y=tanx
''
y + y=secxtanx
(D 2 +1) y=sec 2 x

9.

( D 21 ) y=e x +1

1
1
c 1 e x + c2 ex + x e x e x 1
2
4
APPLICATION

1. An inductor of 2 H, resistor of 16 and capacitor 0f 0.02 F are connected


in series with a battery of E = 100sin3t Volts. At t = 0, the current in the
circuit and the charge in the capacitor are zero. Find the current and
charge at t >0.

Elementary Differential Equation


33

2. An inductor of 3 H, resistor of 4 and capacitor 0f 0.05 F are connected in


series with a battery of E . At t = 0, the current in the circuit is zero and
the charge in the capacitor is 2 C. Find the current and charge at t >0 if:
a) E = 100 volts
b) E = 100sin4t volts

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