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Differential Equations
Differential Equations
Differential Equations
Definition:
By a Differential Equation (DE), we shall mean any equation that involves the derivatives or
differential of a function or functions.
( )
( )
( )
The numerator of indicates the dependent variable and the denominator is the
independent variable.
Example: Identify the dependent variable (DV) and the independent variable (IV) of the following
equations:
DV IV
1. ___ ___
2. ( ) ___ ___
3. ___ ___
4. ___ ___
5. ___ ___
Ordinary Differential Equations (ODE) are equations on which the dependent variable depends on only
one independent variable.
Partial Differential Equations (PDE) are equations on which the dependent variable depends on two or
more independent variables.
The ORDER of a differential equation is the order of the highest ordered derivative involved in
the equation.
The DEGREE of a differential equation refers to the exponent of the highest ordered derivative
involved in the equation. If the exponent of the highest ordered derivative is one (1), the degree of the
equation is first degree. If the exponent is two (2), the degree is second degree and so on.
8. √ ________ ________
Linear Differential Equations are equations in which the dependent variable and its derivative
appear to the first degree only and the coefficients are either constants or function only of the
independent variable.
Primitives or Solutions
Definition:
Primitive or solution is any non – derivative relation between the variables of a differential
equation that satisfies the equation.
If a solution of an equation of order n involves n arbitrary constants, it is called the general
solution. Any solution obtained from the general solution by assigning values to the arbitrary constants
is called the particular solution.
Example:
1. Show that is the general solution of , where A and B are arbitrary
constants. Also find the particular solution of it.
Solution:
Since contains two arbitrary constants, it is the general solution of the
second order differential equation, if it is a solution. We can see that it is a solution by differentiating
twice the given non – derivative equation.
first derivative
second derivative
or
( )
( )
Hence, is a solution.
Particular solution can be obtained by assigning values to the arbitrary constants A and B. For
instance, letting A = 2 and B = 1, then
first derivative
second derivative
Condition:
If a relation between two variable involves “n” arbitrary constants, those constants are essential
if they cannot be replaced by a smaller number of constants.
For the following primitives, identify the number of essential constants, where x and y are the
variables, A, B and C are the arbitrary constants.
1.
2.
3.
Example:
1. Solve the differential equation of
2. Solve the differential equation of .
3. Solve the differential equation of .
4. Solve the differential equation of ( ).
5. In each of the following eliminate the arbitrary constants:
a.
b.
c. , h a parameter not to be eliminated.
d.
e.
f.
g.
Families of Curves
An equation involving a parameter, as well as one or both of the coordinates of a point in a
plane, may represent a family of curves, one curve corresponding to each value of the arbitrary
constant.
For instance, the equation ( ) may be interpreted as the equation of a family of
circle having its center anywhere on the y – axis and its radius of any magnitude.
( ) ( )
Examples:
Separate the variables of the following:
1.
2. ( )
( )
3.
4.
The purpose of separating the variables is to make the equation integrable, since the process of
integration is to be used to obtain the solution of the equation. A solution containing arbitrary
constant(s) is called the general solution and solution containing no arbitrary constant(s) is called the
particular solution.
Example:
Obtain the general solution of the following:
1. ( )
2.
3. ( )
4. ( )
5.
6.
7. ( ) ( )
8.
Homogeneous Equations
A differential equation of the first order first degree
( ) ( )
for all .
Examples:
Determine whether the following equations are homogeneous:
1. ( )
2. ( ) √
3. ( )
Examples:
Solve the general solution of the following differential equations:
1. ( ) ( )
2. ( )
3. ( )( ) ( )
4. ( ) ( )
5. ( ) ( )
6. ( )
7. * ( ) +
8. ( ) ( )
9. ( )
10. ( √ )
( ) ( )
the constant term must vanish. In fact applying the translation, we get
[ ( )] [ ( )]
The resulting equation is a homogeneous equation where in the resulting general solution can
be replace by , and by , where and are found by solving for and
Suggested substitution:
Examples:
Reduce the following equations to homogeneous equation:
1. ( ) ( )
2. ( ) ( )
Examples:
Solve the equations:
1. ( ) ( )
2. ( ) ( )
3. ( ) ( )
4. ( ) ( )
5. ( ) ( )
Simple Substitution
Examples:
1. Solve the general solution of ( ) ( ) .
Solution:
To solve the general solution of
( ) ( ) ( )
let
( )
( )
from (3)
( )
substitute (2) and (4) into (1)
( )( )
( ) ( )
combining coefficients of dy
( ) ( )
( ) ( )
separating the variables
∫ ∫
∫ ∫ ∫
( )
but
( ) ( )
( )
2. Solve the general solution and the particular solution when x = 1 and y = 0 of the differential equation
( )
Solution:
let
( )
( )
substitute (1) and (2) into the given differential equation
( )
∫ ∫
∫ ∫ ∫
( )
( )
but
( ) [ ( ) ]
( )
( )
d. ( )
e. ( )
A differential equation
( ) ( )
is exact if there exists a function ( ), such that
( ) ( ) ( )
If ( ) and ( ) are continuous functions and have continuous first derivative (partial) on
some rectangle of ( ) plane, then the differential equation ( ) ( ) is exact if
and only if
Examples:
Determine whether the following differential equations are exact or not:
1. ( ) ( )
2.
3.
4. ( )
Method 1:
1. Let ( )
2. Integrate (1) with respect to x (y = constant)
∫ ( ) ∫
∫ ( )
3. Take the partial derivative of (2) with respect to y (x = constant)
( )
4. Equate N to (3) and solve for ( )
( )
( )
5. Integrate ( ) to get ( )
6. Substitute (5) into (2), the result is the general solution.
Method 2:
1. Let ( )
2. Integrate (1) with respect to y (x = constant)
∫ ( ) ∫
∫ ( )
3. Take the partial derivative of (2) with respect to x (y = constant)
( )
4. Equate M to (3) and solve for ( )
( )
( )
5. Integrate (4) to get ( )
6. Substitute (5) into (2), the result is the general solution.
Method 3:
By Formula
∫ ( ) ∫ ( )
where a and b are the smallest number that will give a definite value for .
Examples:
1. Solve the general solution of
( ) ( )
2. Solve the general solution of
Integrating Factor
If the differential equation
( ) ( )
∫ ( )
∫ ( )
Examples:
1. Solve the integrating factor of
( )
2. Solve the integrating factor of
( ) ( )
3. Solve the integrating factor of
is a linear first order differential equation since the dependent variable y and its derivative appear into
the equation and they are only to the first power. As indicated in the equation above, P and Q are
functions of x alone.
To solve the general solution of a linear differential equation, the first thing to do is to reduce
the given equation in the form
( ) ( )
which is the general form of a first order differential equation linear in y.
or the form
( ) ( )
which is the general form of a first order differential equation linear in x.
2. ( ) ( )
∫ ( ) ∫ ( ) ∫ ( )
Examples:
1. Solve the general solution of a given linear differential equation.
Bernoulli’s Equations
and
( )
consequently, the Bernoulli’s equation becomes
and multiplying by ( ) , we have the linear equation
( ) ( )
consequently, the Bernoulli’s equation is reduced to a linear equation by the substitution of for .
Examples:
1. Transform the Bernoulli’s equation
Solution:
differentiating
( )
an equation linear in .
where and
but
then
- general solution
2. Transform the given Bernoulli’s equation into linear and solve the general solution.
Solution:
from
( ) ( )
but
then
( ) - general solution
3. Transform the given Bernoulli’s equation into linear equation and solve the general solution.
( )
4. Transform the given Bernoulli’s equation into linear equation and solve the general solution.
( )
5. Transform the given Bernoulli’s equation into linear equation and solve the general solution.
Physical Applications of First Order First Degree Differential Equations
Examples:
1. Radium decomposes at a rate proportional to the amount present. If of 100 grams set aside now
there will be left 96 grams ten years hence. Find how much will be left after 20 years. What is the half –
life of the radium?
Solution:
when
( )
when
( )
when
( )( )
when
( )( )
2. If of the radioactive substance decompose in 5 years, what percentage will be present at the end
of 500 years? 1000 years?
Solution:
when
( )
when
( )
, when
( )( )
, when
( )( )
3. If the half – life of a radioactive substance is 1800 years, what percentage is present at the end of 100
years? In how many years does only of the substance remain?
4. A certain radioactive substance has a half – life of 38 hours. Find how long it will take for of the
radioactivity to be dissipated?
Population Growth
Example:
1. A bacterial population P is known to have a rate of growth proportional to P itself. If between noon
and 2 pm, the population triples, at what time, no control being exerted, should P become 100 times it
was at noon?
Solution:
Since rate of increase is proportional to P itself, then
when
( )
when
( )
when
2. If the population of the city doubled in the past 25 years and the present population is 100,000, when
will the city have a population of 500,000?
3. Express the following proposition as a differential equation: The population of the city increases at a
rate which id proportional to the current population and the difference between 200,000 and the
current population.
4. The initial population of the city is 100,000 and after 20 years, the population is 50,000. What will be
the population after 35 years, following the rate of increase given in ex. 3?
Newton’s Law of Cooling
Experiments has shown that under certain conditions, a good approximation to the temperature
of an object can be obtained by using Newton’s Law of Cooling.
Newton’s Law of Cooling stated that “the temperature of the body changes at a rate that is
proportional to the difference in temperature between the outside medium and the body itself.”
We shall assume that the constant of proportionality is the same whether the temperature is
increasing or decreasing.
Expressing the statement into mathematical equation:
( )
where:
∫ ∫
( )
( )
Examples:
1. A thermometer reading is brought into a room where the temperature is ; 1 minute later,
the thermometer reading is . Find the temperature reading 5 minutes after the thermometer is
first brought into the room.
Solution:
when
( )
( ) ( )
( )
when
( ) ( ) ( )
( ) ( )
( ) ( )
( )
when
( ) ( )( ) ( )
( )( )
( )( )
2. A pie is removed from a oven and placed in the kitchen with surrounding temperature.
In half an hour, the pie has a temperature of . How soon will it be at and thus ready to be
eaten?
3. At 9:00 am, a thermometer reading is taken outdoor where the temperature is . At 9:05
am, the thermometer reading is . At 9:10 am, the thermometer is taken indoors where the
temperature is fixed at . Find the reading at 9:20 am.
4. If the temperature of the air is and the substance cools from to in 15 minutes,
find when the temperature will be .
5. A body cools in air of constant temperature according to Newton’s Law of Cooling, ten minutes
after the body begin to cool, its temperature was observed to be , and 10 minutes later, its
temperature was . What was its temperature when it began to cool?
Mixture Problems
rate of filling
( )( )
then, the concentration of the substance in the container at any time is,
( )( ) ( )( )
4. A tank contains 100 gal of water and 50 oz of salt. Water containing a salt concentration of ¼ (1 + ½
sint) oz/gal flows into the tank at a rate of 2 gal/min, and the mixture in the tank flows out at the same
rate. Find the amount of salt in the tank at any time.
In this topic, we use the notation . For time, distance, velocity, acceleration,
mass, and force, respectively. From Calculus, we have
If a particle of mass moves in a straight line under the influence of one or more forces having
resultant , then, in accordance with Newton’s Laws of Motion, we have
where:
Examples:
1. A boat with its load weighs If the force exerted upon the boat by the motor in the direction
of the motion is equivalent to a constant force of , if the resistance (in lbs.) to motion is equal
numerically to twice the speed (in ft/s), that is, lbs. and if the boat starts from rest, find the speed
after .
Solution:
( )
integrating
∫ ∫
( )
when
( )
( )
therefore,
( ) ( )
( ) ( )
( )
( )
2. An ice boat with load, weighs It is propelled by a force of ( ) when moving at the
rate of in a tail wind. There is a constant resistance to motion of (a) Find the
speed at time from rest in a wind. (b) Find its speed after from rest.
Solution:
( ) ( )
( )
integrating
∫ ∫
( )
when
( )
therefore,
( )
( )
( )
( )
( )
( )
when
3. A boat is being towed at the rate of . At the instant ( ) that the towing line is cast off, a
man in the boat begins to row in the direction of motion exerting a force of . If the combined mass
of the man and the boat is and the resistance is equal to , find the speed of the boat
after [Ans. ]
Examples:
1. The rate of change of air pressure with altitude (distance above the earth) is proportional to the air
pressure. If the air pressure on the ground is and if at an altitude of it is , find
the air pressure at an altitude of . [Ans. ]
2. Water leaks from a cylinder through a small orifice in its base at a rate proportional to the square root
of the volume remaining at any time. If the cylinder contains initially and leaks
out the first day, when will remain? How much will remain at the end of four days?
[Ans. ]
Solutions of First Order, Higher Degree Differential Equations
A differential equation of the first order has the form
( ) ( )
where, for convenience is replaced by , and if the degree of is greater than one, as in
The general first order equation of degree may be written in the form:
( )
( ) ( )
It may be possible to solve such equations by one or more of the following procedures to be
discussed. In each case, the problem is reduced to that of solving one or more equations of the first
order, first degree.
( )
( ) ( )
is a type of equation in which it is possible to solve for . In other words, it is possible to factor the
equation into linear factor of the form
( )( ) ( )
The solution is obtained by setting each linear factor to zero and solving the resulting first order
differential equations which are of the first degree. The solution thus obtained are represented by
( )
( )
( )
( ) ( ) ( )
Examples:
Solution:
( )( )
Solution:
( )( )
Solution:
( )
( )( )
set each factors to zero and solve
( ) ( )
∫ ∫
∫
For
When a first order differential equation is solvable for y, it may be written in the form
( )
( )
Solve ( ) to obtain ( )
Examples:
1. Solve the general solution of
Solution:
( )
( )
( )( )
set each factor to zero and solve
( )
( )
( ) ( )
also
( ) ( )
NOTE: Solution obtained from the factor that does not contain is called singular solution and not
considered here.
Solution:
( )
( ) ( )
( )( )
√
substitute this value of to the given equation
√ (√ )
√ ( )
√
√
( )
A first order differential equation which is solvable for may be written in the form
( ) ( )
( ) ( )
Eliminate between (1) and (2) to obtain the solution as a relation between and a constant of
integration.
Examples:
1. Solve the general solution of
Solution:
( )
( ) ( )
( )( )
set to zero
( )
Solution:
( )
( )
( )
Solution:
( ) ( )
( )( )
√
substitute the value of to the given equation
(√ ) (√ )
( )
( )
a. ( )
b.
c.