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A106 - Differential Equations
A106 - Differential Equations
A106 - Differential Equations
2. Partial Differential Equation (PDE) contains partial derivatives only; it contains more
than one independent variable with one or more dependent variables.
Order of a differential equation refers to the order of the highest ordered derivative involved
in the equation.
Linearity of a differential equation – is an equation where the dependent variable and its
corresponding derivatives occur to the first degree only and not to the higher powers or in
products, or as transcendental functions.
A Solution of a Differential Equation, which can be obtained from the General Solution by
giving special values to the arbitrary constants is called a PARTICULAR SOLUTION.
Standard Form: M x, y dx N x, y dy 0
Solution: A x dx B y dy C
A6 - 1
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
2. Homogenous Equations
Standard. Form: M x, y dx N x, y dy 0
Solution: If both M(x, y) and N(x, y) are homogenous, the substitution of:
Standard Form: M x, y dx N x, y dy 0
M x, y N x, y
y x
dy + P(x) dx = Q(x) dx
A6 - 2
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
P x dx
Integrating factor: v x e
P x dx P x dx
General Solution: y e Q x e dx C
dx + P(y) dy = Q(y) dy
P y dy
Integrating factor: v y e
P y dy P y dy
General Solution: x e Q y e dy C
P x dx
Integrating factor: v x e
P x dx P x dx
Gen. Solution: y e Q x e dx C
5. Bernoulli’s Equations
dy + P(x) y dx = Q(x) yn dx
1n P x dx
Integrating factor: v x e
1 n P x dx 1n P x dx
General Solution: y (1 n ) e 1 n Q x e dx C
dx + P(y) x dy = Q(y) xn dy
1 n P y dy
Integrating factor: v y e
1 n P y dy 1 n P y dy
General Solution: x (1 n ) e 1 n Q y e dy C
A6 - 3
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
dx
Standard Form: α x
dt
x = c ekt (A6 – 1)
The rate at which the temperature of a body changes is directly proportional to the
difference of the temperature of the surroundings from the body itself.
dT
Standard Form: α (T – To)
dt
T = To + c ekt (A6 – 2)
3. Chemical Solutions
m1 Q
QQqq m2 = m
q1 Qo q2
V
Vo
A6 - 4
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
dQ
Standard Form: = (mq)incoming - (mq)outgoing
dt
Pertinent Equations:
Q
m = (A6 – 4)
V
4. Electric Circuits
Kirchoff’s Law:
The algebraic sum of voltage drop around a loop or electric circuit is zero.
dI 1
E= RI + L + Q (A6 – 6)
dt c
Pertinent Equations:
dQ
I = (A6 – 7)
dt
A6 - 5
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
5. Drying
If the rate of drying of a certain solid is proportional to its moisture content, M and the
product of the difference between the concentration of moisture of air very near the
surface of the solid, Hs and the moisture content of the surrounding air, called humidity, H
then the differential equation becomes
dM
kM ( H s H )
dt
where Hs and H may vary with M. If the effect of the humidity near the surface and the
surrounding air is negligible, the differential equation becomes similar to decomposition.
6. Velocity of Escape
According to Newton’s Law of Gravity, the acceleration of a particle at any point r from
the center of the earth whose radius is R, is given by
gR 2 dv
a 2
v
r dr
2 gR 2
v2 C
r
2 gR 2
v2 vo2 2 gR
r
In order for a particle projected in a radial direction to escape the gravitational pull of the
earth, it must have a positive velocity and this can only occur if
v o2 2 gR 0
ve 2 gR
For earth, R is approximately 3960 miles, thus the ve = 6.95 mi/s or 40,260 km/hr.
A6 - 6
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
General Equation:
dny d n 1 y dy
b0 x n
b1 x n 1
.... bn 1 x bn x y R x (A6 - 8)
dx dx dx
b0 x D n y b1 x D n 1 y ..... bn 1 x Dy bn x y R x (A6 - 9)
b0 x D n y b1 x D n 1 y .... bn 1 x Dy 0
(A6 - 10)
Standard Form:
dny d n 1 y d n2 y dy
n n 1 n2
ao dx + a1 dx + a2 dx +…. + an – 1 dx + an y = 0
1. If y1(x) and y2(x) are solutions of Equation A6 - 10, then the linear combination
y c1 y1 x c 2 y 2 x
is also a solution. c1 and c2 are arbitrary constants
Proof: Since y1(x) and y2(x) are solutions, then they must satisfy Equation A6 - 10, i.e,
b0 x D n y1 b1 x D n 1 y1 .... bn 1 x Dy1 bn x y1 0
(A6 - 11)
A6 - 7
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
Which proves that the sum is also a solution since it satisfies the Differential Equation
y c1 y1 x c 2 y 2 x .... c n y n x
Linear Independence
Definition: The functions y1(x), y2(x), y3(x), … yn(x) are said to be linearly independent if
the following identity
c1 y1 ( x) c 2 y 2 ( x ) c3 y 3 ( x) .... c n y n ( x) 0 (A6 – 15)
can not be satisfied unless all the constants are zero.
If the constants, not all zero, can be found such that Equation A6 – 15 is satisfied, then
the functions are said to be linearly dependent.
The Wronskian
Consider a set of functions y1(x), y2(x), y3(x) … yk(x) which are linearly dependent, the
combination of which is
c1 y1 ( x) c 2 y 2 ( x ) c3 y 3 ( x ) .... c k y k ( x ) 0
A6 - 8
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
y1 ( x) y 2 ( x) y 3 ( x)..... 0
y1 ' ( x) y 2 ' ( x) y 3 ' ( x )..... 0
y1 ' ' ( x) y 2 ' ' ( x) y 3 ' ' ( x )..... 0
:
:
k 1
y 1 ( x) y 2k 1 ( x ) y 3k 1 ( x )..... 0
ck
y1 ( x) y 2 ( x) y 3 ( x )..... y k ( x)
y1 ' ( x ) y 2 ' ( x) y 3 ' ( x)..... y k ' ( x)
y1 ' ' ( x ) y 2 ' ' ( x) y 3 ' ' ( x)..... y k ' ' ( x)
:
:
k 1
y 1 ( x) y 2k 1 ( x) y 3k 1 ( x)..... y kk 1 ( x)
A
ck
W
Since A 0 and c k 0 as the functions are linearly dependent, then it follows that
W 0, to satisfy the identity.
Thus, y1, y2, y3, …. yn are linearly dependent if W 0 and they are linearly
independent if W 0 .
a o D n y a1 D n 1 y a 2 D n 2 y ...... a n1 Dy a n y 0
or a D
o
n
a1 D n 1 a 2 D n 2 ...... a n 1 D a n y 0
GENERAL SOLUTION:
If y1 e m1x , y 2 e m2 x ,.... y n e mx
Where e m1 x , e m2 x ,....e mx are linearly independent, then the sum
A6 - 9
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
e mx f (m)
f ( D )e mx 0
General Solution:
y C1e m1x C 2 e m2 x C 3 e m3 x ....... C n e mn x
General Solution:
A6 - 10
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
y C1 C 2 x C 3 x 2 ....... C n x n 1 e mx
m1 = a + ib, m2 = a – ib
General Solution:
y C1e ax sin bx C 2 e ax cos bx
General Solution:
y C1 C 2 x C3 x 2 e ax sin bx C 4 C5 x C6 x 2 e ax cos bx
Standard Form:
dny d n 1 y d n2 y dy
bo dx n + b1 dx n 1 + b2 dx n 2 +…. + bn – 1 dx + bn y = R(x)
General Solution: y = yc + yp
A6 - 11
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
f ( D ) y c 0 and f ( D ) y p R ( x )
which shows that both yc and yp are solutions and that yp depends on R(x).
Note: The right member of the equation R(x) is itself a particular solution of some
homogeneous linear differential equation with constant coefficients.
Complementary Solution: yc
yc will either have the following general solution depending on the roots of the
auxiliary equation:
y c C1e m1x C 2 e m2 x C3 e m3 x ....... C n e mn x
y c C1 C 2 x C3 x 2 ....... C n x n1 e mX
ax ax
y c C1e sin bx C 2 e cos bx
y c C1 C 2 x C3 x 2 e ax sin bx C 4 C 5 x C 6 x 2 e ax cos bx
Particular Solution: yp
y p Ae m1x Be m2 x Ce m3 x ....... Ze mn x
y p A Bx Cx 2 ....... Zx n 1 e mx
y p Ae ax sin bx Be ax cos bx
y p A Bx Cx 2 e ax sin bx D Ex Fx 2 e ax cos bx
where A, B, C, D, ….. , Z are to be determined numerically so that yp will
satisfy the original differential equation.
A6 - 12
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
Note: The right member of the equation R(x) is not a particular solution of some
homogeneous linear differential equation with constant coefficients.
Complementary Solution: yc
yc will either have the following general solution depending on the roots of the
auxiliary equation:
y c C1e m1x C 2 e m2 x C3 e m3 x ....... C n e mn x
y c C1 C 2 x C3 x 2 ....... C n x n 1 e mx
y c C1e ax sin bx C 2 e ax cos bx
y c C1 C 2 x C3 x 2 e ax sin bx C 4 C 5 x C 6 x 2 e ax cos bx
Particular Solution: yp
yp will be based on the solved yc above except for the arbitrary constants are converted
to functions of x (or parameters) and will either have the following solution:
y p Ae m1x Be m2 x Ce m3 x ....... Ze mn x
y p A Bx Cx 2 ....... Zx n 1 e mx
y p Ae ax sin bx Be ax cos bx
y p A Bx Cx 2 e ax sin bx D Ex Fx 2 e ax cos bx
where: A, B, C, D, ….. , Z are functions of x to be determined so that yp will
satisfy the original differential equation.
Deflection of Beams
Consider a horizontal beam of length 2Lwhich is freely supported at both ends. We would like
to determine the equation of its elastic curve and its maximum deflection when the load is W
lb/ft of length.
x
1/2x
A6 - 13
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
P(x, 4)
wL wx wL
EI
For a uniform horizontal beam, M where: M = bending moment; E = modulus of
R
elasticity; I = moment of Inertia; and R = radius of curvature, which is defined as
1
R 2
d y
dx 2
d2y
M EI
dx 2
Consider the free body diagram at the left of the figure, a summation of moments at point P,
gives
1 d2y
Mp : wlx x( wx) EI
2 dx 2
d2y 1
integrating EI 2
wlx x 2 w
dx 2
dy 1 1
EI wlx 2 wx 3 c1
dx 2 6
dy 1
at the middle of the beam: x l , 0 c1 wl 3
dx 3
dy 1 1 1
EI wlx 2 wx 3 wl 3
dx 2 6 3
1 1 1
integrating again, EIy wlx 3 wx 4 wl 3 x c 2
6 24 3
when x l , y max
w
24 EI
4l 4 l 4 8l 4 =
5wl 4
24 EI
A6 - 14
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
L F t 0 e st F t dt f s
where:
L C1 F1 t C 2 F2 t C1 L F1 t C 2 L F2 t
1
2. L{t} = (A6 – 17)
s2
n
3. L { tn } = , n = positive integer (A6 – 18)
s n 1
1
4. L { e at } = (A6 – 19)
sa
1
5. L { e - at } = (A6 – 20)
sa
s
6. L { cos kt } = (A6 – 21)
s k2
2
k
7. L { sin kt } = (A6 – 22)
s k2
2
s
8. L { cosh kt } = (A6 – 23)
s k2
2
k
9. L { sinh kt } = (A6 – 24)
s k2
2
A6 - 15
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
D. Transforms of Derivatives
The laplace transform of the derivative Fn(t) can be expressed in terms of L{F(t)} by
successive integration by parts.
L F t 0 e st F t dt f s
L F ' t sf s F 0
L F ' ' t s 2 f s sF 0 F ' (0)
L F ' ' ' t s 3 f s s 2 F 0 sF ' (0) F ' ' (0) .
.
.
L F n t s n f s s n1 F 0 s n2 F ' (0) s n3 F ' ' (0) .....F n1 0
L { e at F(t) } = f(s – a)
n
1. L { e at tn } = (A6 – 25)
( s a ) n 1
k
2. L { e at sin kt } = (A6 – 26)
(s a) 2 k 2
sa
3. L { e at cos kt } = (A6 – 27)
(s a) 2 k 2
k
4. L { e at sinh kt } = (A6 – 28)
( s a) 2 k 2
sa
5. L { e at cosh kt } = (A6 – 29)
( s a) 2 k 2
First-Shifting Theorem:
A6 - 16
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
f’(s) = L { - t F(t) }
f’’(s) = L { t2 F(t) }
f’’’(s) = L { - t3 F(t) }
.
.
.
fn (s) = L { (- t)n F(t) }
2sk
6.1 L { t sin kt } =
s 2
k2 2 (A6 – 32)
s2 k 2
6.2 L { t cos kt } = (A6 – 33)
s 2
k2 2
G. Inverse Transforms
a
1. L-1 { } = a (A6 – 34)
s
1
2. L-1 { } = t (A6 – 35)
s2
n
3. L-1 { n 1 } = tn (A6 – 36)
s
1
4. L-1 { } = e at (A6 – 37)
sa
1
5. L-1 { } = e – at (A6 – 38)
sa
k
6. L-1 { }= sin kt (A6 – 39)
s k2
2
s
7. L-1 { }= cos kt (A6 – 40)
s k2
2
A6 - 17
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
k
8. L-1 { }= sinh kt (A6 – 41)
s k2
2
s
9. L-1 { }= cosh kt (A6 – 42)
s k2
2
The Laplace operator will transform a differential equation with constant coefficients
into an algebraic equation in the transformed equation. This method is at its best when
the boundary conditions are actually initial conditions, those giving the value of the
function and its derivatives at time zero.
0, , , , , t 0
Definition: (t)
1, , , , , t 0
Second-Shifting Theorem (Laplace of a Step Function):
L { F(t - c) (t - c) } = e – c s L { F(t) }
= e – c s f(s)
1 s
L f ( at ) f
a a
A6 - 18
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
F (t ) lim sf ( s )
If the limit exists, then t lim
0 s
F (t ) lim sf ( s )
If the limit exists, then t lim
s 0
replacing x by x 1: ( x 1)
0
e x d
Let u x d e d
du x x 1 d e
= e x
0 e x 1
xd
0
( x 1) x e z 1
d
0
( x 1) x( x)
( n 1) n( n)
= n( n 1)( n 1)
= n(n 1)(n 2)(n 2)
= (n 1)(n 2)(n 3)...3 2 1(1)
e d e
but (1)
0
0 1
A6 - 19
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
( n 1) n!
( x 1)
It can be shown that L t
x
s 0, x 1
s x 1
If we let x 1 , Lt s
1
2
1 2 Since L t s
1
2
1
2
2 1
2
1
x
2
G. Periodic Functions
Then L F (t )
0
e s F ( )d
where t n
s
1 e
The Laplace operator can be used to transform a system of linear differential equations
with constant coefficients into a system of algebraic equations. The application of the
Laplace operator transforms the problem into solving a pair of simultaneous algebraic
equations.
Vibration of a Spring
A6 - 20
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
Let x = distance from the point of equilibrium; = Hooke’s spring proportional constant
W = weight of the body; R = resistance of medium to motion; b = proportionality
constant due to resistance of medium
Assume:
1. Weight of spring is negligible
2. Resistance of medium is proportional to velocity, i.e.,
dx
R b b
dt
3. The motion of the body is always vertical.
d 2x dx
2
2 2x Ft
dt dt
or
x" t 2 x' t 2 x t F t
S 2u s su 0 u ' 0 2 su s u 0 2u s f s
A6 - 21
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
u s s 2 2s 2 f s sx o o 2x o
xo s o xo f s
u s 2
s 2s
2 2
s 2s 2
xo s ( o xo ) f s
u s
( s 2s )
2 2 2 2
(s ) 2 2
2
xo s ( o xo ) f s
u s
(s 2 ) 2 2 (s )2 2 2
R = 0, b = 0, =0
xo t o f s
u s 2
s
2 2
s 2
a) If F(t) = 0 or f(s) = 0
xo s
u s 2 o 2
s 2 2
s
xo
tan o
o /
A6 - 22
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
xo s o A
u s 2
s
2 2
s 2 s 2 2
xo s A 1 1
or u s 2 o 2 2 2 2
s
2 2
s 2 s
2
s 2
o A sin t A sin t
x t x o cos t
sin t 2
( ) 2
2 2
If , that is, the frequency of vibration is the same as the frequency of the
induced force, resonance will occur,
xo s 0 A
u s
s
2 2
s2 2 2
1
1
sin ce L1 sin t cos t
s
2 2
2
2 3
o A
x t x 0 cos t sin t sin t cos t
2 2
It is seen that the last term is increasing with time. This will make x(t) unbounded.
2. Damped Vibrations
xo s o o
u s
s 2 2 2
Case 1: If , 2 2 0 Let 2 2 2
A6 - 23
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
xo s o o
u s
s 2 2
Taking the inverse Laplace transform
o x0
x t e t ( x0 cos t
sin t
This motion is referred to as an underdamped motion.
Case 2. If
xo s o o
u s
s 2
x t e t ( x0 ( o x0 )t
This motion is called critically damped motion
Case 3. If , 2 2 0 Let 2 2 2
xo s o o
u s
s 2 2
Taking the inverse Laplace transform
o x0
x t e t ( x0 cos t
sinh t
This motion is called an overdamped motion.
A. Euler’s Equation
Given: x n y n a1 x n1 y n1 ...... a n1 xy ' a n y R x Linear
Equation
Solution:
A6 - 24
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
B. Bessel’s Equation
x 2 d 2 y dx 2 1 2 x dy dx 2 2 x 2 2 p 2 2 y = 0
x
J p x
p
1 k x / 2 2k
where:
2 k 0 k! p k 1
x
J p x
p
1 k x / 2 2k
p not an
2 k 0 k! p k 1
integer
n 0 x n 1e x dx n 0 is the
gamma function
x
J p x
p
1 k x / 2 2k
2
k! p k ! p an
k 0
integer
C. Legendre’s Equation
where
A6 - 25
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
vn x x
n 1 n 2 x 3 n 1 n 3 n 3 n 4 x 5 .....
3! 5!
when: n is an odd integer, then vn is a polynomial
If n is an integer let:
un x
Pn x for n even or
u n 1
zero
vn x
Pn x for n odd
v n 1
P0(x) 1, P1(x) x, P2(x) = 1 2 (3x2 1), P3(x) 1 2 5x3 3x),
....
D. Laguerre’s Equation
E. Hermite’s Equation
y2xy2ny 0
Solution:
This standard equation is satisfied by the Hermite polynomial of
degree n:
A6 - 26
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
F. Chebyshev’s Equation
(1 x2)yxyn2y 0
Examples:
T 2T
K unsteady one dimensional conduction
t x 2
of heat
4 y 2 y
0 unsteady transverse motion of a
x 4 EI t 2
uniform beam
u u c 2 p p p u
u 0 and u p 0 expansion of a
t x p x t x x
gas
A6 - 27
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
2
2 e z heating of a diathermanous solid
x t
Solution:
f g(x) h(y)
Note:
1. The general solution of partial differential equations involves
arbitrary functions.
2. The solution of a partial differential equation must satisfy both
the equation and certain auxiliary conditions called initial
and/or boundary conditions, which are given in the problem.
Note:
b2 4ac 0 equation is hyperbolic
b2 4ac 0 equation is parabolic
b2 4ac 0 equation is elliptic
2u 2u u
x 2 y 2 t
A6 - 28
Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
2u 2u
2 f or 2 u f
x 2
y
If f = 0, the equation reduces to the Laplace Equation
2u 2u
0
x 2 y 2
The above partial differential equations may be solved together with the
appropriate boundary conditions analytically, graphically or numerically.
A6 - 29