Differential Equations

Basic&Concepts&in&Differential&
Equations
Differential&Equations
• A"differential"equation"is"an"equation"involving"an"unknown"function"
and"its"derivatives.
Ordinary&and&Partial&Differential&Equations
• A differential equation is an ORDINARY DIFFERENTIAL EQUATION
(ODE) if the unknown function depends on only one independent
variable.
• If the unknown function depends on two or more independent
variables, the differential equation is a partial differential equation
(PDE).
Example&1
• The"equation"shown"below"is"a"differential"equations"involving"the"
unknown"function"y."Determine"if"it"is"an"ODE"or"PDE.
dy
= 5x + 3
dx
Example&2
2
⎛ dy ⎞
2
y d y
e + 2⎜ ⎟ = 1
dx 2
⎝ dx ⎠
Example&3
d 3y d2y
4 3 + ( sin x ) 2 + 5xy = 0
dx dx
Example&4
3
⎛ d2y⎞ 3 ⎛ dy ⎞
7
⎛ dy ⎞
2
⎜⎝ dx 2 ⎟⎠ + 3y ⎜⎝ dx ⎟⎠ + y ⎜⎝ dx ⎟⎠ = 5x
Example&5
∂2 y ∂2 y
−4 2 =0
∂t 2
∂x
Order&of&a&Differential&Equation
• The order of a differential equation is the order of the highest
derivative appearing in the equation. Determine if it is an ODE or PDE.
Example&6
• Determine"the"order"of"the"differential"equation"shown.
dy
= 5x + 3
dx
Example&7
2
⎛ dy ⎞
2
y d y
e + 2⎜ ⎟ = 1
dx 2
⎝ dx ⎠
Example&8
d 3y d2y
4 3 + ( sin x ) 2 + 5xy = 0
dx dx
Example&9
3
⎛ d2y⎞ 3 ⎛ dy ⎞
7
⎛ dy ⎞
2
⎜⎝ dx 2 ⎟⎠ + 3y ⎜⎝ dx ⎟⎠ + y ⎜⎝ dx ⎟⎠ = 5x
Example&10
∂2 y ∂2 y
−4 2 =0
∂t 2
∂x
Elimination&of&Arbitrary&Constants
Example&11
• Eliminate"the"arbitrary"constant"from"the"relation
cy 2 = x 2 + y
Example&12
• For"the"equation"given"below,"determine"the"differential"equation"by"
elimination"of"arbitrary"constants.
y = c1e3x + c2 e− x
Example&13
• For"the"equation"given"below,"eliminate"h"&"k.
( x − h) + ( y − k )
2 2
= R2
Classifications+of+First+Order+
Differential+Equations
Standard+Form+and+Differential+Form
• Standard'form'for'a'first'– order'differential'equation'in'the'unknown'
function'y(x)'is
y' = f ( x, y ) (1)
• Where the derivative y’ appears only on the left side of equation 1. Many,
but not all, first – order differential equations can be written in standard
form by algebraically solving for y’ and then setting f(x,y) equal to the right
side of the resulting equation.
• The right side of equation 1 can always be written as a quotient of
two other functions M(x,y) and –N(x,y). Then equation 1 becomes
dy/dx = M(x,y)/HN(x,y), which is equivalent to the differential form
M ( x, y ) dx + N ( x, y ) dy = 0 ( 2 )
Example+1
• Write'the'differential'equation'shown'below'in'standard'form.'
xy'− y 2 = 0
Example+2
e x y'+ e2 x y = sin x
Example+3
⎛ y' ⎞
( y'+ y ) = sin ⎜⎝ ⎟⎠
5
x
Example+4
• Write'the'differential'equation'shown'below'in'differential'form.'
y ( yy'− 1) = x
Example+5
• Write'the'differential'equation'shown'below'in'differential'form.'
dy y
=
dx x
Example+5
( xy + 3) dx + ( 2x − y 2 + 1) dy = 0
Linear+Equations
• Consider'a'differential'equation'in'standard'form'in'equation'1
y' = f ( x, y ) (1)
• If'f(x,y)'can'be'written'as'f(x,y)'='p(x)y'+'q(x)'(that'is,'as'a'function'of'x'
times'y,'plus'another'function'of'x),'the'differential'equation'is'linear.'
First'– order'linear'differential'equations'can'always'be'expressed'as:
y'+ p ( x ) y = q ( x ) ( 2 )
Example+6
• Determine'if'the'differential'equation'shown'below'are'linear.
y' = ( sin x ) y + e x
Example+7
y' = ( sin x ) y + e x
Example+8
y' = 5
Example+9
y' = y 2 + x
Example+10
y'+ xy 5 = 0
Example+11
xy'+ y = y
Example+12
y'+ xy = e y x
Example+13
x
y'+ = 0
y
Bernoulli+Equations
• A'Bernoulli'differential'equation'is'an'equation'of'the'form
y'+ p ( x ) y = q ( x ) y n ( 5 )
• Where'n'denotes'a'real'number.'When'n'='1'or'n'='0,'a'Bernoulli'
equation'reduces'to'a'linear'equation.'
Example+14
• Determine'if'the'differential'equation'shown'below'are'Bernoulli'Equations
y' = ( sin x ) y + e x
Example+7
y' = ( sin x ) y + e x
Example+8
y' = 5
Example+9
y' = y 2 + x
Example+10
y'+ xy 5 = 0
Example+11
xy'+ y = y
Example+12
y'+ xy = e y x
Example+13
x
y'+ = 0
y
Homogenous+Equations
• A differential equation in standard form shown in equation 6 is
homogeneous if
f ( tx,ty ) = f ( x, y ) ( 6 )
• For'every'real'number't.
Example+14
• Determine'if'the'differential'equation'are'homogeneous
y+ x
y' =
x
Example+15
y2
y' =
x
Example+16
x
y
2xye
y' =
x
x 2 + y 2 sin
y
Example+17
x2 + y
y' =
x3
Separable+Equations
• Consider a differential equation in differential form as shown below.
M ( x, y ) dx + N ( x, y ) dy = 0 ( 2 )
• If'M(x,y)'='A(x)'(a'function'only'of'x)'and'N(x,y)'='B(y)'(a'function'only'of'y),'
the'differential'equation'is'separable,'or'has'its'variables'separated.
Example+18
• Determine'if'the'following'differential'equations'are'separable:
sin xdx + y 2 dy = 0
Example+19
xy 2 dx − x 2 y 2 dy = 0
Example+20
(1+ xy ) dx + ydy = 0
Exact+Equations
• A differential equation in differential form as shown below is exact if
M ( x, y ) dx + N ( x, y ) dy = 0 ( 2 )
∂M ( x, y ) ∂N ( x, y )
=
∂y ∂x
Example+21
• Determine'whether'the'differential'equation'shown'below'is'exact
3x 2 ydx + ( y + x 3 ) dy = 0
Example+22
• Determine'whether'the'differential'equation'shown'below'is'exact
xydx + y 2 dy = 0
Separable(First(– Order(
Differential(Equations
General(Solution
• The$solution$to$the$first$– order$separable$differential$equation
A ( x ) dx + B ( y ) dy = 0
∫ A ( x ) dx + ∫ B ( y ) dy = c
• Where$c$represents$an$arbitrary$constant
Example(1
• Solve: xdx − y 2 dy = 0
Example(2
• Solve: y' = y 2 x 3
Example(3
• Solve$the$equation: xydx + ( x + 1) dy = 0
Example(4
• Solve$the$for$the$particular$solution$of$the$equation:
2xyy' = 1+ y 2
• When$x$=$2$and$y$=$3
Example(5
• Solve$the$for$the$initial$value$problem:
dy
= 3e x ; y = 6, when x = 0
dx
• When$x$=$2$and$y$=$3
Exact&First&Order&Differential&
Equations
Defining&Properties:
• A"differential"equation
M ( x, y ) dx + N ( x, y ) dy = 0 (1)
• Is"exact"if"there"exists"a"function"g(x,y)"such"that
dg ( x, y ) = M ( x, y ) dx + N ( x, y ) dy ( 2 )
Test&for&exactness:
• If M(x,y) and N(x,y) are continuous function and have continuous first
partial derivatives on some rectangle of the xy>plane, then equation 1
is exact if and only if
∂M ( x, y ) ∂N ( x, y )
=
∂y ∂x
Method&for&Solution:
• To solve for Equation 1, assuming that it is exact, first solve the
equations
∂g ( x, y )
= M ( x, y )
∂x
∂g ( x, y )
= N ( x, y )
∂y
• For g(x,y). The solution to equation 1 is then given implicitly by
g ( x, y ) = c
• Where c represents an arbitrary constant.
Problem&1
• Compute"for"the"general"solution"of"(2x+3y)dx"+"(3x>4y)dy ="0
Problem&2
• Determine"the"general"solution"of"
( ) ( )
2x 3 − xy 2 − 2y + 3 dx − x 2 y + 2x dy
( ) ( )
2x 3 − xy 2 − 2y + 3 dx − x 2 y + 2x dy
Problem&3
• Solve"the"equation: ( x + y ) dx + ( x − y ) dy = 0
Problem&4
• Solve"the"equation: ( 2xy − 3x ) dx + ( x
2 2
+ y ) dy = 0
Problem&5
• Solve"the"equation: ( x − 2y ) dx + 2 ( y − x ) dy = 0
Application*of*First*Order*
Differential*Equation
Money*– Related*Problems
Problem*1
A person places P 20,000 in a savings account which pays 5 percent
interest per annum, compounded continuously. Find (a) the amount in
the account after three years, and (b) the time required for the account
to double in value, presuming no withdrawals and no additional
deposits.
Growth*and*Decay*Problems
Let N(t) denote the amount of substance (or population) that is
either growing or decaying. If we assume that dN/dt, the time rate of
change of this amount of substance, is proportional to the amount of
substance present, then dN/dt =kN, or
dN
− KN = 0
dt
WhereHkHisHtheHconstantHofHproportionality
We are assuming that N(t) is a differentiable, hence continuous,
function of time. For population problems, where N(t) is actually
discrete and integerIvalued, this assumption is incorrect. Nonetheless,
still provides a good approximation to the physical laws governing such
as system.
Problem*2
A bacteria culture is known to grow at a rate proportional to the
amount present. After one hour, 1000 strands of the bacteria are
observed in the culture; and after four hours, 3000 strands. Find (a) an
expression for the approximate number of strands of the bacteria
present in the culture at any time t and (b) the approximate number of
strands of the bacteria originally in the culture.
Problem*3
The population of a certain country is known to increase at a rate
proportional to the number of people presently living in the country. If
after two years, the population has doubled, and after three years the
population is 20,000, estimate the number of people initially living in
the country.
Problem*4
A certain radioactive material is known to decay at a rate proportional
to the amount present. If initially there is 50 milligrams of the material
present and after two hours it is observed that the material has lost 10
percent of its original mass, find (a) an expression for the mass of the
material remaining at any time t, (b) the mass of the material after four
hours, and (c) the time at which the material has decayed to one half
its initial mass.
Problem*5
Five mice in a stable population of 500 are intentionally infected with a
contagious disease to test a theory of epidemic spread that postulates
the rate of change in the infected population is proportional to the
product of the number of mice who have the disease with the number
that are disease free. Assuming the theory is correct, how long will it
take half the population to contract the disease?
Temperature*Problems
Newton’s law of cooling, which is equally applicable to heating,
states that the time rate of change of the temperature of a body is
proportional to the temperature difference between the body and its
surrounding medium. Let “T” denote the temperature of the body and
let “Tm” denote the temperature of the surrounding medium. Then the
time rate of change of the temperature of the body is dT/dt, and
Newton’s law of cooling can be formulated as dT/dt = Ik(TITm), or as
dT
+ kT = kTm
dt
Where k is a positive constant of proportionality. Once k is chosen
positive, the minus sign is required in Newton’s law to make dT/dt
negative in a cooling process, when T is greater than Tm, and positive in
a heating process, when T is less than Tm.
Problem*6
A metal bar at a temperature of 1000 F is placed in a room at a constant
temperature of 00 F. If after 20 minutes the temperature of the bar is
500 F, find (a) time it will take the bar to reach a temperature of 250 F
and (b) the temperature of the bar after 10 minutes.
Falling*Body*Problems
Consider a vertically falling body of mass “m” that is being
influenced only by gravity “g” and an air resistance that is proportional
to the velocity of the body. Assume that both gravity and mass remain
constant and, for convenience, choose the downward direction as the
positive direction.
Newton’s Second Law of Motion: The net force acting on a body is
equal to the time rate of change of the momentum of the body; or, for
constant mass,
dv
F=m
dt
Where F is the net force on the body and v is the velocity of the body,
both at time “t”.
For problem at hand, there
are two forces acting on the body:
(1) the force due to gravity given
by the weight “w” of the body,
which equals mg, and (2) the force
due to air resistance given by –kv,
where k is greater than or equal to
0 is a constant of proportionality.
The minus sign is required because
this force opposes the velocity;
that is, it acts in the upward, or
negative, direction as shown in the
figure.
The net force F on the body is, therefore, F = mg – kv. Substituting this
result to
dv
F=m
dt
We obtain
dv
mg − kv = m
dt
or dv k
+ v=g
dt m
As the equation of the motion of the body.
If air resistance is negligible or non – existent, then k = 0 and
dv k
+ v=g
dt m
Simplifies to
dv
=g
dt
When k > 0, the limiting velocity vl is defined by
mg
vl =
k
Problem*7
A body of mass 5 slugs is dropped
from a height of 100ft with zero
velocity. Assuming no air
resistance, find (a) an expression
for the velocity of the body at any
time “t”, (b) an expression for the
position of the body at any time
“t”, and (c) the time required to
reach the ground.
Dilution*Problems
Consider a tank which
initially holds V0 gal of brine that
contains “a” lb of salt. Another
brine solution, containing “b” lb of
salt per gallon, is poured into the
tank at the rate of “e” gal/min
while, simultaneously, the well –
stirred solution leaves the tank at
the rate of “f” gal/min as shown in
the figure. The problem is to find
the amount of salt in the tank at
any time “t”.
Dilution*Problems
Let Q denote the amount (in pounds) of salt in the tank at any
time “t”. The time rate of change of Q, dQ/dt, equals the rate at which
salt enters the tank minus the rate at which salt leaves the tank. Salt
enters the tank at the rate of “be” lb/min. To determine the rate at
which salt leaves the tank, we first calculate the volume of brine in the
tank at any time “t”, which is the initial volume V0 plus the volume of
brine added “et” minus the volume of brine removed “ft”. Thus, the
volume of brine at any time is
V0 + et − ft
Dilution*Problems
The concentration of salt in the tank at any time is Q/(V0+etIft),
from which it follows that salt leaves the tank at the rate of
⎛ Q ⎞ lb
f⎜ ⎟
⎝ V0 + et − ft ⎠ min
Thus,
dQ ⎛ Q ⎞
= be − f⎜
dt ⎝ V0 + et − ft ⎟⎠
Or
dQ f
+ Q = be
dt V0 + ( e − f ) t
Problem*8
A tank initially contains 200 liters of fresh water. Brine containing 2.50
N/liter of dissolved salt runs into the tank at the rate of 8 liters/min and
the mixture kept uniform by stirring runs out at the same rate. How
long will it take for the quantity of salt in the tank to be 180N?
Problem*9
A tank initially contains 200 liters of fresh water. Brine containing 2.50
N/liter of dissolved salt runs into the tank at the rate of 8 liters/min and
the mixture kept uniform by stirring runs out at the 6 liters/min. Find
the amount of salt when the tank contains 240 L of brine. The
concentration of salt in the tank after 25 minutes amounts of how
much?
Higher'Order'Differential'
Equations'with'Constant'
Coefficient
The'Characteristic'Equation
The$characteristic$equation$of$the$differential$equation
y( n ) + an−1 y( n−1) +!+ a1 y'+ a0 y = 0 (1)

With$constant$coefficients$aj (j$=$0,1,….,$n$– 1)$is
λ n + an−1λ n−1 +!+ a1λ + a0 = 0 (2)
The characteristic equation (2) is obtained from (1) by replacing y(j) by
!" (j = 0 ,1, …., n – 1). Characteristic equations for differential equations
having dependent variables other than y are obtained analogously, by
replacing the jth derivative of the dependent variable by !" (j = 0, 1, ….,
n – 1)
The'General'Solution
The roots of the characteristic equation determine the solution of
equation (1). If the roots !# , !%, !& ,… , !( are all real and distinct, the
solution is
y = c1eλ1x + c2 eλ2 x +!+ cn eλn x
If the roots are distinct, but some are complex, then the solution is
again given by the equation given above.
Case'1:'Auxiliary'Equation'
with'Unique'Roots
Problem'1
A$differential$equation$has$an$auxiliary$equation$of$the$form
λ − 4λ + λ + 6 = 0
3 2
What$is$the$general$solution$of$the$differential$equation?
Problem'2
What$is$the$general$solution$of$the$differential$equation?
y''− 2y'− 3y = 0
with'Real,'Repeated'Roots
Problem'3
Find$the$general$solution$of$
( λ 3
+ 3λ 2
+ 3λ + 1) y = 0
Problem'4
(D )y = 0
2
Problem'5
Find$the$general$solution$if$
λ1 = 1
λ2 = 1
λ3 = 1
λ4 = 2
λ5 = 2
λ6 = 3
λ7 = 4
with'Imaginary'
Roots/Complex'Roots
Problem'6
( + 4) y = 0
λ 2
Problem'7
( λ 3
− 3λ 2
+ 9 λ + 13) y = 0
Supplementary'Problems
Problem'8
Solve:
y'''− 6y''+ 11y'− 6y = 0
Problem'9
Solve:
y''''− 9y''+ 20y = 0
Problem'10
Solve:
d4x d 3x d2x dx
4
− 4 3 + 7 2 − 4 + 6x = 0
dt dt dt dt

Differential Equations

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Differential Equations

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Basic&Concepts&in&Differential&

y( n ) + an−1 y( n−1) +!+ a1 y'+ a0 y = 0 (1)

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