Differential Equations

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Basic Concepts of Differential Equations

Dependent Variable and Independent Variable

Definition:
By a Differential Equation (DE), we shall mean any equation that involves the derivatives or
differential of a function or functions.

The following are examples of differential equation:

( )
( )

( )

Common symbols/notations used to denote the derivative of a function are:

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. ___ ___

Classification of Differential Equations

Ordinary Differential Equations (ODE) are equations on which the dependent variable depends on only
one independent variable.

The notations usually used to express ODE are:


Examples of ODE are the following:
1. ( )
2. ( ) ( )
3.
4. ( )
5. ( )

Partial Differential Equations (PDE) are equations on which the dependent variable depends on two or
more independent variables.

The notation used to denote PDE are:

Examples of PDE are the following:


1.
2.
3.
4.
5. ( ) ( )

Order and Degree of a Differential Equation

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.

Example: Give the order and degree of the following equations:


Order Degree
1. ________ ________
2. ________ ________
3. ________ ________
4. ________ ________
5. ( ) ( ) ( ) ________ ________

If the differential equation is written as a polynomial, then the highest power/exponent to


which the highest ordered derivative appears in the equation is called the degree of the equation.
Example:
6. ( ) ( ) ________ ________
7. ( ) ( ) ________ ________

8. √ ________ ________

Linearity of a Differential Equation

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.

Examples: Identify whether the equation is linear or non – linear.


1. ( ) ( ) ________________
2. ________________
3. ________________
4. ________________
5. ( ) ________________

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.

Differentiating the 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

is a particular solution of the given differential equation.

2. Show that is the general solution of where and are


arbitrary constants.
Solution:
Since two constants are to be eliminated, obtain the two derivatives of

first derivative

second derivative

Eliminating and using elimination by addition or subtraction, substitution, comparison or


determinants:

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.

Obtaining Differential Equation from the General Solution


Rule:
To find the differential equation, differentiate the given relation; differentiate the first derived
equation; differentiate the second derived equation; until the number of derived equations is equal to
the number of essential constants in the given relation.
Reminder:
Before differentiating the given relation, count first the essential constants involved in order to
know the required number of derivatives.

number of constants = number of derivatives

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.

If k and r in equation ( ) are to be treated as arbitrary constant and eliminated,


the result will be a differential equation of the family of curves represented by the equation.
Example:
1. Find the differential equation of the family of circles having an equation of ( ) .
2. Find the differential equation of the family of circles with centers on the line y = x.
3. Obtain the differential equation of the family of plane curves described and sketch several
representative members of the family:
a. Straight lines through the fixed point (h, k); h and k not to be eliminated.
b. Straight lines with slope and x – intercept equal.
c. Straight lines with algebraic sum of the intercepts fixed as k.
d. Circles with center on the x – axis.
e. Circles tangent to the x – axis.
f. Parabolas with vertex on the x – axis, with axis parallel to the y – axis, and with distance from
focus to vertex fixed as a.
g. Parabolas with axis parallel to the x – axis and with distance from vertex to focus fixed as a.

Solutions of First Order, First Degree Ordinary Differential Equations


Separation of Variables
A first order, first degree differential equation is separable if it can be expressed in the form

( ) ( )

where ( ) is a function only of x and ( ) is a function only of y.


The variables x and y can be replaced by any two variables without affecting separability.

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

is said to be homogeneous if M and N are homogeneous of the same degree in x and y.

We say that ( ), defines a homogeneous function of degree n in x and y if and only if

( ) ( )

for all .

A homogeneous equation can be transformed to separable equation by


changing the variable.
Suggested substitution equations are:

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. ( √ )

Equations Reducible to Homogeneous Equations


Consider the differential equation having the form

( ) ( )

Figure 1 shows two lines


meeting at point ( ); hence

If we refer these two lines to parallel axes with origin ( ), by translation

the constant term must vanish. In fact applying the translation, we get

[ ( )] [ ( )]

and will be reduced to


( ) ( )

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

To solve a differential equation by simple substitution:


1. Identify the substitution equation/s.
2. Differentiate the substitution equations.
3. Eliminate all but two of the unknowns from the given differential equations and results of (1) and (2).
4. Solve the result from (3).
5. Return the original variables.

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

integrating term by term


∫ ∫

∫ ∫

∫ ∫ ∫
( )
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
( )

combining the coefficients of dy


( )
separating the variables

Integrating term by term


∫ ∫

∫ ∫

∫ ∫ ∫

( )
( )
but
( ) [ ( ) ]
( )
( )

3. Solve the general solution of


( )
4. Solve the general solution of
( )( ) ( )
5. Solve the general solution of
( )
6. Solve the following differential equations:
a. ( )
b. ( )
c. ( )

d. ( )

e. ( )

Exact Differential Equations

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

In solving set x variable as constant, and in solving set y variable as constant.

Examples:
Determine whether the following differential equations are exact or not:
1. ( ) ( )
2.
3.
4. ( )

To solve the Solution of an Exact Differential Equation

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

3. Solve the general solution of


[ ( ) ]
4. Solve the general solution of
( )

5. Solve the general solution of


a. ( ) ( )
b. ( )
( )
c. ( )
( )
d. ( )

Integrating Factor
If the differential equation
( ) ( )

is not exact, it can always be transformed to exact equation by multiplying it by an expression ( ).


The expression ( ) that makes the equation exact is called the “integrating factor”.
The equation
( ) ( ) ( ) ( )
is exact.
An integrating factor of a non – exact differential equation is an expression such that the
equation becomes exact if it is multiplied by that factor.

Determination of Integrating Factor


1. If ( ) ( ), a function of x alone, then the integrating factor is:

∫ ( )

2. If ( ) ( ), a function of y alone, then the integrating factor is:

∫ ( )

Examples:
1. Solve the integrating factor of
( )
2. Solve the integrating factor of
( ) ( )
3. Solve the integrating factor of

4. Solve the integrating factor of


( )
5. Solve each of the following equations:
a. ( ) ( )
b. ( ) ( )
c. ( ) ( )
d. ( )

Linear Differential Equations


Linear Differential Equation is one in which the dependent variable and its derivatives appear to
the first degree only and the coefficients are either a constant or function only of the independent
variable.
The differential equation
( ) ( )

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.

General Solution of a Linear Differential Equation


1. ( ) ( )
∫ ( ) ∫ ( ) ∫ ( )

2. ( ) ( )
∫ ( ) ∫ ( ) ∫ ( )

Examples:
1. Solve the general solution of a given linear differential equation.

2. Solve the general solution of a given linear differential equation.

3. Solve the general solution of a given linear differential equation.

4. Solve the general solution of a given linear differential equation.

Bernoulli’s Equations

The differential equation


( ) ( )

is known as Bernoulli’s Equation and it is similar to Linear Equation.


The equation can be reduced to linear equation if we let

for this expression for , we have

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

into linear and solve the general solution.

Solution:

using the substitution equation

differentiating

substituting and to the original equation

( )

multiplying the whole equation by

an equation linear in .

where and

the general solution is


∫ ∫

but

then
- general solution

2. Transform the given Bernoulli’s equation into linear and solve the general solution.

Solution:

from
( ) ( )

the general solution is


∫ ∫ ∫

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

Radio Active Decay


It has been found experimentally that radioactive substance decompose at a rate proportional
to the quantity of substance present.
If we let ( ) represent the quantity of substance at time , then the statement above may be
expressed mathematically by the differential equation

where is the constant of proportionality. Re – arranging the equation gives

integrating both sides of the equation


∫ ∫

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:

Using the working equation

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

integrating both sides of the equation gives,


∫ ∫

when
( )

when
( )

when

Therefore, time is 8:23 pm.

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:

re – arranging the terms and integrating:

∫ ∫
( )
( )

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

Suppose that at time , a quantity of a substance is present in a container. Assume that


at time , a fluid containing a concentration of a substance is allowed to enter the container at a
constant rate and that the mixture is kept at a uniform concentration throughout by a mixing device.
Also assume that at , the mixture in the container with concentration is allowed to escape at a
constant rate .
The problem is to determine the amount of the substance in the container at any time .
The rate of change of the amount of the substance in the container equals the rate at which a
fluid enters the container times the concentration of the substance in the entering fluid minus the rate
at which a fluid leaves the container times the concentration of the substance in the container.
Examples:
1. Pure water is poured at the rate of into a tank containing of salt dissolved in
of water, and the solution, kept well stirred, pours out at . Find the amount of
salt at the end of .
Solution:

rate of filling

Number of gallons added at any time

( )( )

then, the concentration of the substance in the container at any time is,

using the working equation:

( )( ) ( )( )

separating the variables

integrating term by term


∫ ∫
( )
( )
[( )( ) ]
( )
when
( )
( )
therefore,
( ) ( )
( )
( )
2. A tank initially holds of brine solution containing of salt. At , another brine
solution containing of salt per is poured into the tank at the rate of ⁄ , while the

well stirred mixture leaves the tank at the same rate.


Find the time at which the mixture contains of salt.

3. A tank contains of pure water. A brine solution with of salt enters at .


And the well stirred mixture leaves at the same rate.
Find the time at which te brine leaving will contain of salt.

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.

5. A tank with a capacity of originally contains of water with of salt in


solution. Water containing is entering at a rate of , and the mixture is
allowed to flow out of the tank at a rate of . Find the amount of salt in the tank at any time
prior to the instant when the solution begins to overflow. Find the concentration (in pounds per gallon)
of salt in the tank when it is on the point of overflowing.

Motion in a Straight Line

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

assuming that is constant, then

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. ]

Other Rate Problems

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 equation is of first order, higher degree.

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.

Equations Solvable for p

The general first order equation of degree in the form

( )
( ) ( )

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

( )( ) ( )

where A’s are functions of x and y.

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

( )
( )

( )

The product of all the functions is the general solution

( ) ( ) ( )
Examples:

1. Solve the general solution of

Solution:

factoring the equation gives,


( )( )
set each factor to zero and solve

therefore, the general solution is the product

( )( )

2. Solve the general solution of

Solution:

( )( )

set each factor to zero and solve


therefore
( )( )

3. Solve the general solution of


( )

Solution:
( )
( )( )
set each factors to zero and solve

( ) ( )
∫ ∫

For

therefore, the general solution is


( )( )

4. Solve the general solution of


( )( )( )

5. Solve the general solution of


6. Solve the general solution of
( ) ( )

7. Solve the general solution of


( )( )( )

Equations Solvable for y

When a first order differential equation is solvable for y, it may be written in the form

( )

Taking the total derivative of this equation with respect to , we get

( )

which is an equation of the first order and first degree,

Solve ( ) to obtain ( )

Obtain the general solution by eliminating between ( ) and ( ) , when


possible or express and separately as functions of the parameter .

Examples:
1. Solve the general solution of

Solution:

differentiate with respect to

( )

( )

( )( )
set each factor to zero and solve
( )

( )

substituting (1) and (2) to the given equation

( ) ( )

also
( ) ( )

NOTE: Solution obtained from the factor that does not contain is called singular solution and not
considered here.

2. Solve the general solution of

Solution:

differentiating with respect to

( )

( ) ( )

( )( )

for the general solution, set the factor with to zero


substitute this value of to the given equation

√ (√ )

√ ( )


( )

3. Solve the generals solution of

4. Solve the general solution of

5. Solve the general solution of

6. Solve the general solution of

Equations Solvable for x

A first order differential equation which is solvable for may be written in the form

( ) ( )

differentiating with respect to gives

This equation may be solved as an equation in and to obtain

( ) ( )

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:

differentiate with respect to

( )

( ) ( )

( )( )

set to zero

substitute to the given equation

( )

2. Solve the general solution of

Solution:

differentiate with respect to


separating the variables

( )
( )

substitute to the given equation

( )

3. Solve the general solution of

Solution:

differentiate with respect to

( ) ( )

( )( )

set factor to zero


substitute the value of to the given equation

(√ ) (√ )

( )

( )

4. Solve the general solution of the following:

a. ( )

b.

c.

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