University of St.

La Salle
College of Engineering and Technology
Engineering Mathematics Review

DIFFERENTIAL EQUATIONS

Differential Equation Examples:

𝑑2𝑦 𝑑𝑦
First degree: 𝑥 + ( )3 = 15
An equation that contains one or more terms involving 𝑑𝑥 2 𝑑𝑥
𝑑2 𝑦 2 𝑑𝑦
derivatives of one variable (the dependent variable, y) Second degree: 𝑥( ) + ( )3 = 15
𝑑𝑥 2 𝑑𝑥
with respect to another variable (the independent
variable, x). Types of Solutions of Differential Equations
Examples:
1. General Solution
(2𝑥𝑦 + 𝑥 2 )𝑑𝑥 + 2𝑦𝑑𝑦 = 0
3 It is a solution with at least one arbitrary constant.
𝑑3𝑦 𝑑2𝑦
( 3 )2 − 𝑥 ( 2 ) + 𝑥 3 = 0 Example: 𝑥 3 − 3𝑦 = 𝐶
𝑑𝑥 𝑑𝑥 where C = arbitrary constant
(𝑥 − 1)𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0
𝜕𝑥 𝜕𝑥 2. Particular Solution
+ 2𝑦 =3
𝜕𝑦 𝜕𝑧 It is a solution with no arbitrary constant.
Example: 2𝑥𝑦 + 𝑦 2 − 2 = 0
The solutions of differential equations are functions and
not just numbers like the algebraic equations. A. FIRST ORDER DIFFERENTIAL EQUATION
Types of Differential Equations 1. Variable Separable
1. Ordinary Differential Equation The variables of the equation M(x,y)dx + N(x,y)dy = 0
are separable if the equation can be written in the form
It is an equation containing only one independent 𝑓1 (𝑥)𝑔1 (𝑦)𝑑𝑥 + 𝑓2 (𝑥)𝑔2 (𝑦)𝑑𝑦 = 0
variable, thus having only ordinary derivatives in the
equation. The first three examples above are ordinary General Solution for variable separable DE:
differential equations. 𝑓1 (𝑥) 𝑔1 (𝑦)
∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 𝑐
𝑓2 (𝑥) 𝑔2 (𝑦)
2. Partial Differential Equation
It is an equation containing two or more independent 2. Homogeneous Differential Equation
variables, thus having partial derivatives in the
equation. The differential equation of the form
The fourth example above is a partial differential M(x, y)dx + N(x, y)dy = 0
equation. is called homogeneous if M(x,y) and N(x,y) are
homogeneous functions of the same degree.
Order of a Differential Equation A function f(x,y) is called homogeneous of degree n if:
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑓(𝑥, 𝑦)
The order of the DE is the order of the highest
ordered derivative which appears in the equation. f(x,y) = x5 – x4y is homogeneous of degree five since
Examples: 𝑓(𝜆𝑥, 𝜆𝑦) = (𝜆𝑥)5 − (𝜆𝑥)4 (𝜆𝑦)
= 𝜆5 𝑥 5 − 𝜆5 𝑥 4 𝑦
𝑑𝑦
First order: = 2𝑥 2 + 5𝑥 + 3 = 𝜆5 (𝑥 5 − 𝑥 4 𝑦)
𝑑𝑥
𝑑2𝑦
Second order: = 5𝑥 2 + 10𝑥 + 3
𝑑𝑥 2 General Solution for homogeneous DE:
𝑑3𝑦 2
Third order: = 3𝑥 + 6𝑥 + 2
𝑑𝑥 3
Substitution dx dy
Degree of a Differential Equation Let: y = vx dx vdx + xdv
Let: x = vy vdy + ydv dy
The degree of a DE whose terms are polynomials in the
derivatives is defined as the highest power of the where: v is another variable and the resulting DE
highest derivative. becomes variable separable.

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 3. Exact Differential Equation 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(𝑥𝑦)
𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
The differential equation of the form = 𝑑( )
𝑥 2 𝑥
M(x, y)dx + N(x, y)dy = 0
𝑥𝑑𝑦 − 𝑦𝑑𝑥 −𝑥
is exact if it meets the condition = 𝑑( )
𝜕𝑀 𝜕𝑁 𝑦2 𝑦
= ⟶ 𝑡𝑒𝑠𝑡 𝑓𝑜𝑟 𝑒𝑥𝑎𝑐𝑡𝑛𝑒𝑠𝑠 𝑑𝑦 𝑑𝑥 𝑦
𝜕𝑦 𝜕𝑥 − = 𝑑(ln )
𝑦 𝑥 𝑥
Steps in solving an Exact D.E. 𝑑(𝑥 2 + 𝑦 2 ) = 2(𝑥𝑑𝑥 + 𝑦𝑑𝑦)
𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
1. Let = 𝑀
𝜕𝐹
2 2
= 𝑑(𝑡𝑎𝑛−1 )
𝜕𝑥 𝑥 +𝑦 𝑥
2. Write the equation in Step 1 into the form:
Those differential forms are called integrable
∫ 𝜕𝐹 = ∫ 𝑀𝜕𝑥
combinations. If we can transform our differential
and integrate it partially in terms of x, holding y as equation into one of the above forms, then we can use
constant. the other side to solve the D.E.
3. Differentiate partially in terms of y the result in step 2
holding x as constant. 4. First Order Linear Differential Equation
4. Equate the result in Step 3 to N and collect similar The differential equation of the form:
terms. 𝑑𝑦
5. Integrate the result in Step 4 with respect to y, holding + 𝑃(𝑥)𝑦 = 𝑄(𝑥) → 𝑙𝑖𝑛𝑒𝑎𝑟 𝑖𝑛 𝑦
x as constant. 𝑑𝑥
𝑑𝑥
6. Substitute the result in Step 5 to the result in Step 2 and + 𝑃(𝑦)𝑥 = 𝑄(𝑦) → 𝑙𝑖𝑛𝑒𝑎𝑟 𝑖𝑛 𝑥
𝑑𝑦
equate the result to a constant c.
is a linear D.E. of order 1 if P and Q are functions of x
only or y only.
General Solution for Exact D.E.
𝑥
𝜕 𝑥
∫ 𝑀𝑑𝑥 + ∫(𝑁 − ∫ 𝑀)𝑑𝑦 = 𝑐 General Solution:
𝜕𝑦
First Order Linear DE in y:
𝑥
Where ∫ indicate that the integration is to be 𝑦𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = ∫ 𝑄(𝑥)𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑑𝑥 + 𝑐
performed with respect to x keeping y constant. where:
𝑒 ∫ 𝑃(𝑥)𝑑𝑥 → 𝑖𝑠 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑎𝑐𝑡𝑜𝑟
General Solution for Inexact D.E.
If the equation M(x,y)dx + N(x,y)dy = 0 is not exact,
First Order Linear DE in x:
multiply it by its integrating factor or use integrable
combinations if available. 𝑥𝑒 ∫ 𝑃(𝑦)𝑑𝑦 = ∫ 𝑄(𝑦)𝑒 ∫ 𝑃(𝑦)𝑑𝑦 𝑑𝑦 + 𝑐
where:
Ways of Solving Integrating Factors (IF):
1. If 𝑒 ∫ 𝑃(𝑦)𝑑𝑦 → 𝑖𝑠 𝑡ℎ𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑎𝑐𝑡𝑜𝑟
𝜕𝑀 𝜕𝑁
− 5. Bernoulli’s Equation
𝜕𝑥 𝜕𝑦
= 𝑝(𝑥)
𝑁 The Bernoulli’s equation is a “non-linear” DE of the
form:
is a function of x alone, then the integrating factor is: 𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛
𝑑𝑥
𝐼𝐹 = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 This can be solved using a suitable substitution that
reduces the equation to first order linear differential
2. If equation.
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥 General Solution for Bernoulli’s Equation:
= −𝑝(𝑦)
𝑀
is a function of y alone, then the integrating factor is: 𝑦1−𝑛 𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥 = (1 − 𝑛) ∫ 𝑄(𝑥)𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥 𝑑𝑥 + 𝑐
𝐼𝐹 = 𝑒 ∫ 𝑝(𝑦)𝑑𝑦
B. HOMOGENOUS HIGHER ORDER LINEAR DE
Some common integrable combinations: WITH CONSTANT COEFFICIENTS
Some forms of DE can be possibly solved if we use one General Form:
of the following expressions to get the differential 𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
equation in a form that we can solve: 𝑎0 𝑛 + 𝑎1 𝑛−1 + ⋯ + 𝑎𝑛−1 + 𝑎𝑛 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥
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 Solution to homogenous higher order linear DE Steps in Finding Orthogonal Trajectories:
with constant coefficients: 1. Obtain the differential equation of the family by
1. Reduce the given DE to D-operator form: differentiating f(x,y,c) and solve for y’.
2. Replace y’ obtained in Step 1 by its negative reciprocal
(𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 )𝑦 = 0 (-dx/dy).
where: 3. Integrate the function f(x,y,-dx/dy) obtained in Step 2.
𝑑 4. The result after integration is the orthogonal trajectories
= 𝐷 → 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑜𝑝𝑒𝑟𝑎𝑡𝑜𝑟 of the family of curves in Step 1.
𝑑𝑥

Note: when placed before the function of x, D means PHYSICAL APPLICATIONS

that the function is to be differentiated.  The Law of Growth and Decay
2. Form the auxiliary equation: If the rate of population growth or decay is proportional
𝑎0 𝑚𝑛 + 𝑎1 𝑚𝑛−1 + ⋯ + 𝑎𝑛−1 𝑚 + 𝑎𝑛 = 0 to the present population P:
3. Solve for the roots of the auxiliary equation. The 𝑑𝑃 𝑑𝑃
𝛼 𝑃 𝑜𝑟 = 𝑘𝑃
following cases may arise: 𝑑𝑡 𝑑𝑡
Then,
Case 1: Real and Distinct Roots 𝑃𝑡 = 𝑃0 𝑒 ±𝑘𝑡 → 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
𝑦 = 𝐶1 𝑒 𝑟1𝑥 + 𝐶2 𝑒 𝑟2 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛 𝑥 where:
𝑃𝑡 = population at any time t
Case 2: Real and Equal Roots 𝑃0 = the population during t = 0
𝑦 = 𝑒 𝑟𝑥 (𝐶1 + 𝐶2 𝑥+ . . . +𝐶𝑛 𝑥 𝑛−1 ) k = constant of proportionality
use (+) for growth condition
Case 3: Complex Conjugate Roots use (-) for decay condition
Roots: 𝑟 = 𝑎 ± 𝑏𝑖
𝑦 = 𝑒 𝑎𝑥 (𝐶1 𝑐𝑜𝑠𝑏𝑥 + 𝐶2 𝑠𝑖𝑛𝑏𝑥)  Newton’s Law of Cooling
The surface temperature of a cooling body changes at
Case 4: Equal Complex Conjugate Roots the rate proportional to the difference in temperature
𝑦 = 𝑒 𝑎𝑥 [(𝐶1 + 𝐶2 )𝑐𝑜𝑠𝑏𝑥 + (𝐶3 + 𝐶4 )𝑠𝑖𝑛𝑏𝑥] between the outside medium and the body itself.
𝑑𝑇
If the nature of the roots of the auxiliary equation = −𝑘(𝑇 − 𝑡𝑠 )
𝑑𝑡
happens to be a combination of real and complex
numbers, the above cases may be collectively applied. The solution is:
𝑇 = 𝑡𝑠 + (𝑇0 − 𝑡𝑠 )𝑒 −𝑘𝑡
Orthogonal Trajectory
An orthogonal trajectory of a family of curves is a curve where:
that intersects each curve of the family orthogonally, T = temperature of the body at any time t
that is, at right angles. For instance, each member of ts = ambient temperature
the family y = mx of straight lines through the origin is k = proportionality constant
an orthogonal trajectory of the family x2 + y2 = r2 of
concentric circles with center the origin. We say that the  Flow Problems (Chemical Solution or Mixture
two families are orthogonal trajectories of each other. Problems)
Solutions in which some substance is varying because
of certain physical or chemical reactions are usually
analyzed in accordance with the following relation

𝑑𝑄
= 𝑅𝑖 − 𝑅𝑜
𝑑𝑡
where:
𝑑𝑄
= rate of change of the substance in volume per unit
𝑑𝑡
time
𝑅𝑖 = rate of inflow
𝑅𝑜 = rate of outflow

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 Rectilinear Motion (Newton’s Second Law of y’’ - 6y’ + 9y = e3xcosx
Motion)
20. Determine the particular solution to the
Newton’s second law of motion states that the rate of
nonhomogeneous DE
change of momentum of a particle is proportional to the
y’’ + y’ - 12y = sin 2x
resultant force acting on it in the same direction as the
force. 21. Find the orthogonal trajectories of the family of curves
𝑑 𝑑𝑣 x2 – y2 = c.
(𝑚𝑣) = 𝑚 ( ) = 𝐹
𝑑𝑡 𝑑𝑡 22. Find the orthogonal trajectories of the family of ellipses
x2 + 2y2 = a2.
where:
F = force 23. A radioactive substance has a mass of 100 mg. After 10
m = mass years, it has decayed to a mass of 75 mg. What will be
dv/dt = acceleration the mass of the substance be after another 10 years?
24. A radioactive substance whose mass is 200 mg will
Problem Set
decay to 180 mg after 12 years. Determine the half-life
of this substance.
1. Determine the order and degree of the following
differential equations: 25. A body of unknown temperature is placed in a
a. 𝑦 ′′ = [(𝑦 ′ )2 + 1]3/2 refrigerator at a constant temperature of 0° F. If after 20
b. 𝑦 ′ + 𝑥 = (𝑦 − 𝑥𝑦′)−3 minutes the temperature of the body is 40° F and after
40 minutes the temperature of the body is 20° F, find
2. Find the differential equation of the general solution y2 the initial temperature of the body.
= cx.
26. A bar of iron, previously heated to 1200° C, is cooled in
3. Find the differential equation of the general solution y = a large bath of water maintained at a constant
C1x + C2ex temperature of 50° C. The bar cools by 200° in the first
4. Find the differential equation of the family of lines minute. How much longer will it take to cool a second
passing through the origin. 200°?
5. Find the equation of the family of curves whose slope at 27. An inductance of L Henries and a resistance of 10 Ω are
any point is 2x. Find also the equation of the member connected in series with an emf of 100 V. If the current
which passes through the point (2,1). is initially zero and is equal to 9 A after 1 second, find L.
6. Solve: 2xdy = xydy + ydx 28. A tank initially holds 100 gal of a brine solution
containing 20 Ib of salt. At t = 0, fresh water is poured
7. Find the particular solution of the differential equation into the tank at the rate of 5 gal/min, while the well-
dy + 7xdx = 0, given that y(0) = 5. stirred mixture leaves the tank at the same rate. Find
8. Solve: (x+y)dx – xdy = 0 the amount of salt in the tank at any time t.
9. Solve: ydx + (2y+x)dy = 0 29. In a tank are 100 liters of brine containing 50 kg. total of
dissolved salt. Pure water is allowed to run into the tank
10. Solve: (2x+y-4)dx + (x-2y+3)dy = 0 at the rate of 3 liters a minute. Brine runs out of the tank
11. Solve: (x+y)dx + (x-y)dy = 0 at the rate of 2 liters a minute. The instantaneous
concentration in the tank is kept uniform by stirring. How
12. Solve: (6x+y2)dx y(2x-3y)dy = 0 much salt is in the tank at the end of one hour?
13. Solve: y’ + 2xy = 4x 30. A 50 kg mass is shot from a cannon straight up with an
14. Solve: dy/dx + 3y/x = 7 initial velocity of 10m/s off a bridge that is 100 meters
above the ground. If air resistance is given by
15. Determine the solution to the DE y’ + y/x = 3x2y2 5v determine the velocity of the mass when it hits the
16. Determine the solution to ground.
(D2+5D+6)y = 0
17. Determine the solution to
(D3 – 8)y = 0
18. Determine the particular solution to the
nonhomogeneous DE
y’’ + y’ - 12y = e3x
19. Determine the particular solution to the
nonhomogeneous DE
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